OREANDA-NEWS. January 21, 2011. Total trading volume of the RTS Group markets was up 94.4% compared with 2009 reaching USD1,554.4 billion.

Trading Volume on RTS Stock Exchange, million USD

 

2009

2010

Change, %

Total trading volume

799,704

1,554,437

94.38%

FORTS trading volume

456,144

964,102

111.36%

Securities trading volume

54,173

112,772

108.17%

Reported OTC trades including:

289,278

477,419

65.04%

RTS Board

109

145

32.76%

Indices

In 2010, the RTS Index grew by 22.5% to close at 1,770.28 points on December 30, 2010 that was the maximum RTS Index’s value during 2010. The minimum value of 1,226.57 points was demonstrated on May 25, 2010.

In 2010 the RTS Standard Index (an indicator that tracks performance of the so called blue chips and calculated from ruble-denominated prices) was up 19.1% to 11,393.51 points (9,568.83 points as of December 31, 2009). It’s minimum value in 2010 was fixed on May 25 at 8,176.05 points, and the maximum value was shown on December 23, 2010 with 11,403.82 points.

By the end of the year growth on the stock market was accompanied by a decrease of volatility levels when the Russian Volatility Index RTSVX went down by 32.5% to 26.29 points (38.97 points as of December 31, 2009).

The second tier stocks Index, RTS-2 Index, added 56.8% during the last year to reach 2,237.93 points. The RTS-2 Index’s low of 1,461.25 points was seen on January 11, and the high of 2,250.60 points was registered on December 27.

The largest growth in 2010 was shown by the consumer & retail sector, with the RTS Consumer & Retail Index gaining 82.5%, while the oil & gas sector demonstrated the smallest increase, with the RTS Oil & Gas Index going up by 5.9%.

In 2009 the trading volume on all markets of the RTS Stock Exchange totaled USD 799.3 billion dollars, which is a 5.6% increase on the previous year.

RTS Index*

Year

Value
as of the beginning
of the year

Value
as of the end
of the year

Yearly
change

Maximum value

Minimum value

1995

100**

82.92

-17.1%

101.3 (7.IX)

68.09 (2.XI)

1996

87.35

200.5

141.8%

227.79 (4.VII)

66.69 (18.III)

1997

213.38

396.86

97.9%

571.66 (6.X)

213.38 (5.I)

1998

411.61

58.93

-85.2%

411.61 (5.I)

38.53 (5.X)

1999

59.7

175.26

197.4%

175.26 (31.XII)

54.49 (28.I)

2000

179.01

143.29

-18.2%

245.49 (29.VIII)

132.07 (21.XII)

2001

131.02

260.05

81.5%

260.05 (29.XII)

131.02 (3.I)

2002

267.7

359.07

38.1%

425.43 (20.V)

267.70 (3.I)

2003

360.79

567.25

58.0%

643.30 (20.X)

336.08 (27.I)

2004

586.08

614.11

8.3%

781.55 (12.IV)

518.15 (28.VII)

2005

607.57

1,125.60

83.3%

1,128.51 (22.XII)

591.67 (20.I)

2006

1,190.34

1,921.92

70.7%

1,921.92 (29.XII)

1,190.34 (10.I)

2007

1,798.63

2,290.51

19.2%

2,359.85 (12.XII)

1,724.69 (30.V)

2008

2,296.56

631.89

-72.4%

2,487.92 (19.V)

549.43 (24.X)

2009

626.85

1,444.61

128.6%

1,486.62 (18.XI)

498.20 (23.I)

2010

1,553.06

1,770.28

22.5%

1,770.28 (30.XII)

1,226.57 (25.V)

* - trading session’s closing value

** - initial value as of 01.09.95

RTS Indices Family

Index

2010

2009

Change, %

Maximum

Minimum

Over 1 year

Over 3 years

Over 5 years

RTS Index

1,770.28

1,444.61

22.5%

-22.7%

57.3%

1,770.28,(30,XII)

1,226.57,(25,V)

RTS Standard Index

11,393.51

9,568.83

19.1%

-10.2%

56.4%

11,403.82,(23,XII)

8,176.05,(25,V)

RTS-2 Index

2,237.93

1,427.28

56.8%

-14.9%

73.1%

2,250.60,(27,XII)

1,461.25,(11,I)

RTS Metals & Mining Index

355.80

228.97

55.4%

-1.2%

131.4%

356.38,(29,XII)

226.54,(1,VII)

RTS Oil & Gas Index

196.97

186.02

5.9%

-31.4%

4.5%

202.34,(15,IV)

146.9,(25,V)

RTS Consumer & Retail Index

440.71

241.42

82.5%

19.3%

132.9%

440.71,(30,XII)

245.1,(13,I)

RTS Industrial Index

211.17

135.02

56.4%

-48.1%

50.0%

211.55,(27,XII)

134.24,(26,I)

RTS Telecom Index

264.43

190.31

38.9%

-18.5%

89.2%

268.12,(23,XII)

183.24,(25,V)

RTS Finances Index

452.95

369.61

22.5%

-42.8%

67.8%

460.41,(24,XII)

298.51,(25,V)

RTS Electric Utilities Index

273.55

204.30

33.9%

-41.4%

66.7%

299.05,(13,IV)

204.99,(15,II)

RTS Siberia Index

999.95

752.56

32.9%

--

--

1,021.84,(14,IV)

774.56,(12,II)

Russian Volatility Index

26.29

38.97

-32.5%

--

--

55.17,(25,V)

20.83,(26,X)

RTS Stock Market Best Sellers and Gainers

The total securities trading volume on RTS in 2010 equaled USD590.2 billion, including all types of trades.

The year’s top sellers were Sberbank ordinary shares (SBER) with a turnover of USD155.4 billion followed by Gazprom ordinary shares (GAZP) with a turnover of USD111.9 billion and preferred shares of Sberbank (SBERP) with a turnover of USD59.8 billion. The share of each security in the total trading volume made up 27.6%, 19.9% and 10.6% respectively.

The year’s top gainers were ordinary shares of Krasnoyarsk HES  that went up by 423.33%, followed by preferred shares of Slavneft-Yaroslavnefteorgsintez  – by 341.18% and  ordinary shares of OJSC "ROSINTER RESTAURANTS HOLDING" – by 218.75%.

The year’s top losers were ordinary shares of JSC SITRONICS that fell 40.30% followed by ordinary shares of  OAO "Pharmacy Chain 36.6" that lost 35.65% and  JSC Gazprom Neft  that lost 24.41%.

Trading Volume of Securities on RTS, mln dollars

 

2010

2009

Change, %

Stock market turnover

112,772

54,173

108.17%

Volume of OTC trades

477,419

289,278

65.04%

Total

590,190

343,451

71.84%

RTS Stock Market Weekly Best Sellers in 2010*

Ticker

Company name, type of share

Weekly trading volume, USD

Share in RTS

SBER

Sberbank, ordinary 

155,380,869,021

27.59%

GAZP

OAO Gazprom, ordinary 

111,902,528,168

19.87%

SBERP

Sberbank, preferred 

59,787,983,873

10.61%

GMKN

OJSC "MMC "NORILSK NICKEL", ordinary 

36,386,502,235

6.46%

VTBR

JSC VTB Bank, ordinary 

34,641,064,440

6.15%

LKOH

OAO "LUKOIL", ordinary 

33,041,115,952

5.87%

ROSN

OJSC "OC "Rosneft", ordinary 

18,286,476,148

3.25%

RTKMP

OJSC "Rostelecom", preferred 

12,533,579,488

2.23%

SNGSP

Surgutneftegas, preferred 

10,885,585,798

1.93%

HYDR

JSC "RusHydro", ordinary

9,988,261,214

1.77%

* all trading modes including OTC trades.

RTS Stock Market Top Gainers in 2010

Ticker

Company name, type of share

Last price, USD

Change, %

KRSG

Krasnoyarsk HES, ordinary

6.28

423.33%

JNOSP

Slavneft-Yaroslavnefteorgsintez , preferred

0.375

341.18%

ROST

OJSC "ROSINTER RESTAURANTS HOLDING", ordinary

25.5

218.75%

NKNCP

JSC  Nizhnekamskneftekhim, preferred

0.435

190.00%

WBDF

WBD Foods, ordinary

124

175.56%

RTS Stock Market Top Losers in 2010

Ticker

Company name, type of share

Last price, USD

Change, %

SITR

JSC SITRONICS, ordinary

0.02

-40.30%

APTK

OAO "Pharmacy Chain 36.6", ordinary 

3.7

-35.65%

SIBN

JSC Gazprom Neft, ordinary

4.195

-24.41%

NMTP

PJSC "NCSP", ordinary

0.135

-18.18%

ROSN

Rosneft, ordinary

7.1937

-14.56%

RTS Stock Market Leading Operators in 2010

The first place among operators on RTS Classica in 2010 was kept by Troika Dialog. The second place took Deutsche Securities ZAO followed by UBS Securities CJSC, Citibank ZAO and CentroCredit Bank.

RTS Standard operators leader was OTKRITIE Brokerage house JSC followed by Troika Dialog, ALOR INVEST Ltd, JSC "Investment Company "ITInvest" and OLMA Investment Firm.

RTS Classica Leading Operators in 2010

Rating in 2010

Rating in 2009

Code

Company name

1

1

TROY

Troika Dialog

2

2

UFGR

Deutsche Securities ZAO

3

8

BUBS

UBS Securities CJSC

4

3

CITI

Citibank ZAO

5

11

CKBN

CentroCredit Bank

6

5

UNCR

UniCredit Securities CJSC

7

4

RENC

Renaissance Broker

8

25

CITF

KIT Finance Ltd.

9

9

MEIN

Metallinvestbank OJSCo SKB

10

12

JPMS

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

11

--

CITG

Citi Group Global Markets ZAO

12

10

VTBC

CJSC VTB Capital

13

7

OPEN

OTKRITIE Brokerage house JSC

14

14

RMGS

Rye, Man and Gor

15

15

NKOL

URALSIB Capital Limited Liability Company

16

21

FINA

Investment Company FINAM CJSC

17

6

MLSE

LLC  Merrill Lynch Securities

18

23

INGB

ING BANK (EURASIA) ZAO

19

17

ALFC

ALFA-BANK

20

13

CSFB

CJSC "BANK CREDIT SUISSE (MOSCOW)"

21

20

PSTR

POLAR STAR IFC

22

--

GOLD

Goldman Sachs LLC

23

--

VTBR

JSC VTB Bank

24

18

SOVL

SOVLINK LLC

25

24

ATLN

ATON LLC

RTS Standard Leading Operators in 2010

Rating in 2010

Rating in 2009

Code

Company name

1

1

OPEN

OTKRITIE Brokerage house JSC

2

2

TROY

Troika Dialog

3

3

ALOR

ALOR INVEST Ltd

4

4

ITIN

JSC "Investment Company "ITInvest"

5

5

OLMA

OLMA Investment Firm

6

9

BROK

Brokercreditservice Ltd.

7

8

INFA

Infina Investment Company JSC

8

16

MEIN

Metallinvestbank OJSCo SKB

9

20

FINA

Investment Company FINAM CJSC

10

21

NICO

JSC IFC "DVM-Invest"

11

10

SOLD

Solid

12

24

CITF

KIT Finance Ltd.

13

14

UFGR

Deutsche Securities ZAO

14

11

PITT

JSC "Piter Trust Investment Company"

15

34

RICF

RIC-Finance

16

12

VTBC

CJSC VTB Capital

17

26

EGRN

IFC "Eurogreen" Ltd

18

17

TCBM

Joint Stock Bank "TRANSCAPITALBANK"

19

13

BUBS

UBS Securities CJSC

20

15

AKBF

AK BARS Finance

21

42

ATLN

ATON LLC

22

6

GLEN

"GLENIC Brokerage House" Ltd.

23

30

OCTN

Octan-Broker

24

--

MABM

"IJS BANK"

25

19

RENC

Renaissance Broker