OREANDA-NEWS. November 26, 2012. The total trading volume in MICEX-RTS for the week equaled RUB 7.2 trillion. Average daily trading volume amounted to RUB 1,796 billion, down 2% from the previous week. Trading in securities, RDRs and mutual funds units made up 2% (RUB 147 billion) of the total trading volume, the fixed income market share was 3% (RUB 194 billion), the Derivatives Market share was 13% (RUB 908 billion), the FX and Money Market share was 69% (RUB 4946, billion) and the Commodities Market share was 13.8% (RUB 988 billion).

Secondary market trading volume totaled RUB 147 billion last week. Average daily trading volume was RUB 37 billion, up 9.1% from the previous week. The Main Market sector made up 93% of the total secondary market trading volume, the Standard sector equaled 7%, the Classica sector was 0.3%. OTC trades volume equaled RUB 80 billion or 35% of the combined value of secondary market trades and OTC trades.

Over the week, the MICEX Index went down by 2.7% to reach 1,401.32 points (1,440.25 as of November 02, 2012). The dollar- denominated RTS Index was down by 3.2% to reach 1,397.86 points (1,444.19 as of November 02, 2012). The US dollar appreciated by 0.7% against the ruble. Capitalization of the cash equity market shed by 2.8% and amounted to USD 751.06 billion as of the last day of the week (USD 772.41 billion as of November 02, 2012).

Prices of the following ordinary shares shed: GAZPROM - by 0.3% to RUB 145.6, Norilsk Nickel — by 0.6% to RUB 4,844, Polyus Gold — by 1.2% to RUB 974.3, LUKOIL — by 1.3% to RUB 1,918.7, FGC UES — by 1.9% to RUB 0.2, VTB Bank — by 2.6% to RUB 0.05, Rosneft — by 3.3% to RUB 241.05, Surgutneftegas — by 3.8% to RUB 26.89, Rostelecom — by 3.9% to RUB 117.23, Sberbank — by 6.7% to RUB 85.8.

The week's top sellers were ordinary shares of Sberbank (SBER) with a turnover of RUB 39 billion (27% of a total trading volume) followed by GAZPROM (GAZP) with a turnover of RUB 21 billion (15%), LUKOIL (LKOH) with RUB 14 billion (10%), Rosneft (ROSN) with RUB 12 billion (8%) and VTB Bank (VTBR) with RUB 7 billion (5%). Other securities absorbed RUB 53 billion (36%) of the total trading volume.

Last week trading volume on the secondary market for fixed income instruments equaled RUB 194 billion. Average trading volume amounted to RUB 49 billion, down 15.9% from the previous week. Secondary market turnover in corporate bonds was RUB 113 billion (58% of the total trading volume), secondary market turnover in regional bonds equaled RUB 5 billion (2%), secondary market turnover in government bonds amounted to RUB 77 billion (40%), and secondary market turnover in Eurobonds made up RUB 1 billion. Total volume of bonds issues placed amounted to RUB 48 billion.

Last week the MICEX Index remained unchainged at 92.38, MICEX MBI CP was up 0.18% to 96.62 points (96.45 points as of November 02, 2012), RGBI was up 0.06% to 134.6 points (134.52 ponts as of November 02, 2012).

Over the week, the total trading volume on the Derivatives Market equaled RUB 908 billion or 20 billion contracts. The average daily volume traded on the market was RUB 227 billion, up 26.1% from the previous week. Index derivatives made up 61% of the total trading volume (RUB 551 billion), the share of equity derivatives was 6% (RUB 54 billion), the share of FX derivatives equaled 31% (RUB 285 billion), interest rate derivatives made up 0.2% (RUB 01 billion), and the share of commodity derivatives was 1.8% (RUB 16 billion).

The last week's bestsellers of the Derivatives Market were RTS Index futures contract (RTS) with its trading volume reaching RUB 550 billion (61%), USD/RUB FX futures contract (Si-) with RUB 256 billion (28%), EUR/USD FX futures contract (ED-) with RUB 26 billion (3%), futures on Sberbank ordinary shares (SBR) with RUB 22 billion (2%), futures on LUKOIL ordinary shares (LKO) with RUB 14 billion (2%). Other derivative instruments were traded for a total of RUB 40 billion (4%).

Last week the ruble weakened against the US dollar, but strengthened against the euro. The US dollar with tomorrow settlement added 21.1 kopecks (0.7%) reaching 31.5766 rubles per dollar. The euro with tomorrow settlement fell by 21.5 kopecks (0.5%) reaching 40.171 rubles per euro as of November 09, 2012.

FX Market trading volume totaled RUB 1,897 billion per week. The average daily trading volume was RUB 474 billion, up 4.1% from the previous week. Spot trading volume reached RUB 961 billion or 50.7% of the total trading volume. Swap operations accounted for 49.3% of the total trading volume (RUB 936 billion). The USD/RUB transactions made up 84.4% of the total trading volume on the market with a total value of RUB 1,602 billion, the share of EUR/RUB transactions was RUB 278 billion (14.7%), the share of EUR/USD transactions equaled RUB 15 billion (0.8%),the share of CHY/RUB transactions made up RUB 0.06 billion, the share of transactions in the dual currency basket was RUB 2 billion (0.1%).

Money Market trading volume equaled RUB 3,049 billion last week. The average daily trading volume was RUB 762 billion, down 15.8% from the previous week. Volume of inter-dealer repo transactions on the Money Market amounted to RUB 1,271 billion (41.7% from the total trading volume), volume of direct repo transactions with the Bank of Russia was RUB 1,661 billion (54.5%), volume of Bank of Russia's deposit operations equaled RUB 117 billion (3.8%) including its deposits of RUB 116 billion and deposit auctions of RUB 1 billion).

The Commodities Market trading volume totaled RUB 988 million last week. The average daily trading volume was RUB 247 million, up 47.4% from the previous week.