OREANDA-NEWS. February 13, 2012. For the week of 30 January - 3 February, 2012 the MICEX Index rose 3.77% to 1,564.82 points from 1,508.04 points as of January 27, 2012.

The RTS Index calculated based on prices in US dollar added 3.82% to reach 1,625.60 points (1,565.82 points as of January 27, 2012). The US dollar depreciated by 0.57% against the ruble.

The stock market volatility fell last week, with the Russian Volatility Index declining 12.04% to 28.87 points (32.82 points as of January 27, 2012)

Last week most of the key economy sectors represented on the Russian stock market demonstrated a positive trend. The largest growth was reported by the power sector, with the relevant sector index gaining 8.23% each. A significant increase was also shown by the consumer & retail and mechanical engineering sectors, with the MICEX CGS\RTScr and MICEX MNF\RTSin Index being up 4.14% and 3.47% respectively. The MICEX Innovation Index added 1.43%.

Small cap companies were most affected by the last week's market growth, with the MICEX Small Cap Index surging 5.23%. The MICEX Large Cap Index and MICEX Mid Cap Index were up 3.86% and 3.21% respectively.

Index

Last

Return over the period, %

 

Value

Week

Month

Quarter

Year

 

Composite Indices

 

MICEX Index

1,564.82

3.77%

8.31%

4.24%

-10.57%

RTS Index

1,625.60

3.82%

13.34%

5.40%

-15.20%

RTS Standard Index

10,710.96

3.67%

8.59%

4.93%

-10.86%

Sectoral Indices (in RUB)*

 

Oil & Gas

3,260.53

2.96%

6.23%

7.94%

2.65%

Electric Utilities

2,386.96

8.23%

11.88%

3.41%

-29.77%

Consumer & Retail

4,494.59

4.14%

13.40%

0.70%

-25.96%

Telecommunication

2,231.24

0.68%

6.08%

5.74%

-10.98%

Industrials

1,907.73

3.47%

9.34%

1.50%

-34.61%

Financials

5,551.41

1.19%

12.55%

5.27%

-24.51%

Chemicals

7,409.24

2.88%

4.67%

6.12%

9.02%

Metals & Mining

3,660.76

1.41%

14.25%

-2.87%

-37.06%

Cap Indices

 

Large Cap

2,516.78

3.86%

7.61%

3.06%

-10.74%

Mid Cap

2,596.87

3.21%

10.30%

6.34%

-19.56%

Small Cap

3,867.34

5.23%

9.69%

-1.31%

-34.53%

Thematic indices

 

Russian Volatility Index

28.87

-12.04%

-27.34%

-38.44%

7.57%

RTS Siberia Index

743.08

0.41%

9.96%

4.14%

-26.13%

MICEX Innovation Index

774.52

1.43%

0.93%

-7.61%

-33.17%

Currency (CBR)

 

USD/RUB

30.19

-0.57%

-6.24%

-1.62%

2.60%

* Sector indices based on prices in US dollars are also available

 

 

For the week of 30 January - 3 February, 2012 the Russian stock market showed an upturn of prices.

The MICEX Index added 3.77% to reach 1,564.82 points from 1,508.04 points as of January 27, 2012. At the end of the week the MICEX Index was 8.31% higher than a month ago (1,444.76 points as of January 3, 2012) and 10.57% lower than a year ago (1,749.78 points as of February 3, 2011).

Trading volume of securities included into the MICEX Index constituents list and traded on the Main market equaled RUB252.65 billion. By the end of the week the market capitalization of the Index component stocks amounted to RUB21,223.26 billion. Out of 30 constituents of the MICEX Index 26 were pulling the Index up (plus 3.83%), whereas four securities had a negative impact (down 0.06%).

On the sector level the major positive contributors were the oil & gas (plus 17.17%) and banks & finance sectors (plus 0.77%).

The positive effect leaders were ordinary shares of Sbebank (plus 0.60%), Gazprom (0.59%) and OAO "LUKOIL" (plus 0.41%).

The most negative impact was mainly due to the falling prices for preferred shares of Transneft (down 0.02%). The oil & gas sector accounted for 53.82% of the MICEX Index' total capitalization. The other large- weight sectors were finance (19.37%) and metallurgy (9.12%).

For the week of 30 January - 3 February, 2012 the RTS Index move up by 3.82% to 1,625.60 points from 1,565.82 points as of January 27, 2012. At the end of the week the RTS Index was 13.34% higher than a month ago (1,434.23 points as of January 3, 2012) and 15.20% lower than a year ago (1,917.07 points as of February 3, 2011).

Last week's growth of the RTS Index was accompanied by a decrease of volatility levels when the Russian Volatility Index RTSVX lost 12.04%.

The US dollar depreciated by 0.57% against the ruble.

Out of 50 Index constituents 30 were pulling the Index up (plus 3.86%), whereas four securities had a negative impact (down 0.04%). The price for 16 securities remained unchanged.

On the sector level the major positive contributors were the oil & gas (plus 1.94%) and banks & finance sectors (plus 0.79%).

The positive effect leaders were ordinary shares of Gazprom (plus 0.63%), followed by Sberbank (plus 0.57%) and OAO "LUKOIL" (plus 0.42%).

The negative impact was mainly related to the lowering prices for preferred shares of Transneft (down 0.02%).

For the week of 30 January - 3 February, 2012 the total trading volume on the derivatives market FORTS equaled RUB662.69 billion rubles representing 6.92 million contracts.

Last week's trading volume for the most liquid contract on FORTS, futures contracts on the RTS Index, amounted to RUB606.39 billion representing 6.33 million contracts.

RTS Index futures contract traded slightly below the spot last week. By the end of the week the RTS Index added 3.82%, while the March and June futures contracts grew by 4.17% and 3.92% respectively.

The total investor's open interest measured in RTS Index futures increased by 5.39%.

During the week, trading volume in futures contract on the MICEX Index on FORTS was RUB3.13 billion representing 20.41 thousand contracts. Open interest in the contract decreased by 0.33%.

Trading volume in options on RTS Index futures totaled RUB51.56 billion representing 550.56 thousand contracts. By the end of the week, open interest of RUB83.77 billion or 911.63 thousand contracts was fixed. Call options made up 53.49% of the total open interest for these contracts. 180,000 strike calls and 140,000 strike puts had the highest open interest.

The total investor's open interest measured in options on the RTS index futures increased by 29.48%.