OREANDA-NEWS. October 10, 2011. For the III Quarter of 2011 the trading volume on the RTS Stock Market reached USD147.02 billion (RUB4.27 trillion), including all types of trades. For the same period the average daily trading volume on the RTS Stock Market reached USD2.23 billion. The trading volume on RTS Standard totaled USD32,860.50 million.

On September 30, 2011 the RTS Index closed at 1,341.09 points, which is a 29.66% decrease on its value as of June 30, 2011 (1,906.71 points). The RTS Standard Index ended up at 9,303.84 points, 18.11% down on its value as of June 30, 2011 (11,361.49 points). Over the reviewed period the second- tier stock index, RTS-2 Index, lost 29.19% to reach 1,562.11 points (2,206.14 points as of June 30, 2011).

In the III Quarter a drop on the stock market was accompanied by an increase of volatility levels when the Russian Volatility Index RTSVX went up by 151.63% to reach 57.27 points (22.76 points as of June 30, 2011).

Last quarter all the key economy sectors represented on the Russian stock market demonstrated a negative trend. The largest decrease was reported by the power sector with the RTS electric Utilities Index lost 34.77%. A substantial downturn was also shown by the finance and metallurgy sectors, with the RTS Finances Index and RTS Metals & Mining Index going down by 33.93% and 33.43% respectively.

Last quarter the US dollar appreciated by 13.53% against the ruble to reach 31.88 rubles per US dollar (28.08 rubles as of June 30, 2011).

Index

Closing value 30.09.2011

Quarterly change,%

RTS Index

1,341.09

-29.66%

RTS Standard Index

9,303.84

-18.11%

RTS-2 Index

1,562.11

-29.19%

RTS Metals & Mining Index

237.8

-33.43%

RTS Oil & Gas Index

166.1

-24.94%

RTS Consumer & Retail Index

288.3

-31.40%

RTS Industrial Index

149

-28.32%

RTS Telecom Index

288.37

-33.93%

RTS Finances Index

160.98

-34.77%

RTS Electric Utilities Index

734.98

-18.17%

Russian Volatility Index

57.27

151.63%

The quarter's top sellers were Sberbank ordinary shares (SBER) with a turnover of USD16,950.38 million followed by Gazprom ordinary shares (GAZP) with a turnover of USD7,124.50 million and ordinary shares of OAO "LUKOIL" (LKOH) with a turnover of USD3,406.41 million. The share of each security in the total trading volume made up 51.00%, 21.44% and 10.25% respectively.

The top three leading operators on RTS Classica in the III Quarter of 2011 were Troika Dialog, Deutsche Securities ZAO and CentroCredit Bank.

The top three leading operators on RTS Standard in the III Quarter of 2011 were OTKRITIE Brokerage house JSC, Troika Dialog and ALOR INVEST Ltd.

RTS Stock Market Best Sellers: III Quarter 2011

Ticker

Company name

Trading volume, dollars

Share in RTS

SBER

Sberbank, ordinary

16,950,382,718

51.00%

GAZP

Gazprom, ordinary

7,124,501,821

21.44%

LKOH

OAO "LUKOIL", ordinary

3,406,405,162

10.25%

ROSN

OJSC "OC "Rosneft", ordinary

1,796,852,611

5.41%

GMKN

OJSC "MMC "NORILSK NICKEL", ordinary

1,191,178,513

3.58%

SBERP

Sberbank, preferred

671,911,364

2.02%

VTBR

JSC VTB Bank, ordinary

598,875,189

1.80%

SNGS

Surgutneftegas, ordinary

528,597,607

1.59%

RSTRS

Troika Dialog AM, "Troika Dialog - RTS Standard Index", fund units

381,502,862

1.15%

URKA

OJSC Uralkali, ordinary

90,719,761

0.27%

RTS Classica Leading Operators: III Quarter 2011

III Quarter 2011

II Quarter 2011

Ticker

Company name

1

1

TROY

Troika Dialog

2

2

DBRU

Deutsche Securities ZAO

3

3

CKBN

CentroCredit Bank

4

6

FINA

Investment Company FINAM CJSC

5

4

RENC

Renaissance Broker

6

8

VTBC

CJSC VTB Capital

7

14

PSTR

POLAR STAR IFC

8

7

BUBS

UBS Securities CJSC

9

9

PRSP

PROSPECT INVESTMENT CO

10

19

UNCR

UniCredit Securities CJSC

11

12

OPEN

OTKRITIE Brokerage house JSC

12

5

CITG

Citi Group Global Markets ZAO

13

15

RMGS

Rye, Man and Gor

14

23

ATLN

ATON LLC

15

10

CSSM

LLC "Credit Suisse Securities (Moscow)"

16

20

CITF

KIT Finance Ltd.

17

13

MTRF

METROPOL IFCo. Ltd.

18

18

JPMS

CB "J.P. Morgan Bank International" (LLC)

19

25

BROK

Brokercreditservice Ltd.

20

16

MLSE

OOO Merrill Lynch Securities

21

17

MONO

MONOLIT

22

11

NKOL

URALSIB Capital Limited Liability Company

23

26

UNTR

UNITY TRUST Brokerage Firm JSC

24

24

ALFC

ALFA-BANK

25

33

MEIN

Metallinvestbank OJSCo SKB

RTS Standard Leading Operators: III Quarter 2011

III Quarter 2011

II Quarter 2011

Ticker

Company name

1

1

OPEN

OTKRITIE Brokerage house JSC

2

2

TROY

Troika Dialog

3

3

ALOR

ALOR INVEST Ltd

4

5

ITIN

JSC "Investment Company "ITInvest"

5

4

OLMA

OLMA Investment Firm

6

8

CITF

KIT Finance Ltd.

7

6

FINA

Investment Company FINAM CJSC

8

9

INSI

Instroyinvest IMC

9

7

BROK

Brokercreditservice Ltd.

10

11

MEIN

Metallinvestbank OJSCo SKB

11

23

ALFC

ALFA-BANK

12

21

FORC

Fora-Capital

13

14

ZERH

Zerich Capital Management IC OJSC

14

10

INFA

Infina Investment Company JSC

15

12

DBRU

Deutsche Bank Ltd.

16

18

SOLD

Solid

17

17

OCTN

Octan-Broker

18

22

VTBC

CJSC VTB Capital

19

13

FMCS

NETTRADER LLC

20

27

CSSM

LLC "Credit Suisse Securities (Moscow)"

21

16

USIB

LLC "URALSIB Capital - Financial Services"

22

24

AKBF

AK BARS Finance

23

19

PITT

JSC "Piter Trust Investment Company"

24

26

RENC

Renaissance Broker

25

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IKTI

IC Trade Invest LLC