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Euronext Lisbon's market capitalisation of Euronext Lisbon reached € 183,765.5 million during January 2010 - dropping 10% apropos end 2009. The share sector which represented 86.2% of said value, registered a drop of 8.1% in market capitalisation.
During the same period, transaction value on the spot market increased by 67.8% attaining € 13,094.6 million while transactions on the futures market fell 27.9% to € 61.7 million.
The PSI-20 Index closed at 7,927.31 points in January, 6.3% less than during the previous month and over 23.1% than at the end of January 2009. Portugal Telecom, EDP and Galp Energia were issuers with the greatest weighting in the index at the end January 2010.
In January 2010, the volatility of the PSI 20 was 15.93%, an increase in comparison to December 2009 (13.95%) albeit less than during the previous year (21.66%).
In the UCITS and SIFs Industry, asset value under management rose 1.6% to € 17,223.3 million in December 2009 in comparison to the previous month. As real estate investment funds and special real estate investment funds, the asset value under management dropped 1.0% during the same period to € 11,775.8 million.
PSI-20 Index
Table 1 - Values and Variation
|
|
Jan 2010 |
Dec 2009 |
Jan 2009 |
Monthly D |
Yearly D |
|
PSI-20 (Closing Price) |
7.927,31 |
8.463,85 |
6.438,19 |
-6,3% |
23,1% |
Table 2 – Volatility
|
|
Monthly Values |
|
PSI-20 |
Jan 2010 |
Dec 2009 |
Jan 2009 |
|
Volatility (1) |
15,93% |
13,95% |
21,66% |
|
Maximum(Date) |
8.839,75 (08-Jan) |
8.500,55 (30-Dez) |
6.696,88 (06-Jan) |
|
Minimum(Date) |
7.927,31 (29-Jan) |
8.059,54 (09-Dez) |
6.224,03 (21-Jan) |
|
Price Range % (2) |
11,51% |
5,47% |
7,60% |
Legend: (1) Annually adjusted volatility=Standard deviation of daily returns ´ Ö250
(2) Price Range % = (Maximum-Minimum)/Minimum. Maximum and Minimum refer to closing price.
Table 3 –PSI-20 Portfolio (End-period)
|
Shares |
Jan 2010 |
Dec 2009 |
Jan 2009 |
Monthly D |
Yearly
D |
|
TELECOM-N. |
14,293% |
15,208% |
18,590% |
-0,915 p.p |
-4,297 p.p |
|
E.D.P.NOM. |
12,324% |
12,495% |
17,822% |
-0,172 p.p |
-5,499 p.p |
|
GALP-NOM |
11,845% |
11,599% |
8,754% |
0,247 p.p |
3,091 p.p |
|
BCP....NPR |
10,630% |
10,717% |
10,213% |
-0,087 p.p |
0,417 p.p |
|
BES.NPR |
10,129% |
10,289% |
6,582% |
-0,159 p.p |
3,547 p.p |
|
BRISA-PRIV |
7,644% |
7,482% |
7,067% |
0,162 p.p |
0,577 p.p |
|
J.MARTINS |
6,303% |
5,938% |
4,444% |
0,366 p.p |
1,859 p.p |
|
EDP RENOVA |
5,602% |
5,580% |
6,426% |
0,022 p.p |
-0,824 p.p |
|
CIMPORSGPS |
4,223% |
4,169% |
4,335% |
0,054 p.p |
-0,112 p.p |
|
PTMULT.NOM (ZON) |
3,394% |
3,364% |
3,963% |
0,031 p.p |
-0,569 p.p |
|
SONAE SGPS |
2,960% |
2,686% |
1,956% |
0,274 p.p |
1,004 p.p |
|
BANCO BPI |
2,623% |
2,577% |
2,716% |
0,046 p.p |
-0,093 p.p |
|
REN |
1,595% |
1,546% |
2,028% |
0,05 p.p |
-0,433 p.p |
|
PORTUCEL.N |
1,508% |
1,466% |
1,435% |
0,042 p.p |
0,073 p.p |
|
SEMAPA.NOM |
1,299% |
1,240% |
0,572% |
0,058 p.p |
0,727 p.p |
|
MOTAENGIL |
0,973% |
1,089% |
1,137% |
-0,116 p.p |
-0,165 p.p |
|
ALTRI |
0,888% |
0,791% |
0,515% |
0,097 p.p |
0,373 p.p |
|
SONAE.IND. |
0,645% |
0,626% |
0,516% |
0,019 p.p |
0,129 p.p |
|
TEIXEIRA DUARTE |
0,571% |
0,593% |
0,412% |
-0,022 p.p |
0,159 p.p |
|
SONAECOM |
0,551% |
0,546% |
0,519% |
0,004 p.p |
0,032 p.p |
|
TOTAL |
100,0% |
100,0% |
100,0% |
- |
- | Legend: The Index weightings are based on the Euronext Data Announcements. Amounts were determined using the closing prices of the last business day of the month being analysed.
Spot Market:
Table 4 – Turnover in the Spot Secondary Market (Monthly Values)
Unit: 10^6 Euro
|
|
Jan 2010 |
Dec 2009 |
Jan 2009 |
Monthly D |
Yearly
D |
|
Regulated Markets |
13.039,2 |
7.735,5 |
4.826,7 |
68,6% |
170,1% |
|
Stock Exchange Markets |
2.483,7 |
2.239,0 |
2.043,7 |
10,9% |
21,5% |
|
Ordinary Sessions |
2.483,7 |
2.239,0 |
2.043,7 |
10,9% |
21,5% |
|
Bonds |
22,0 |
29,3 |
48,0 |
-25,1% |
-54,2% |
|
Shares |
2.461,6 |
2.209,6 |
1.995,6 |
11,4% |
23,3% |
|
Equity Certificates |
0,011 |
0,020 |
0,011 |
-44,1% |
3,0% |
|
Investment Units |
0,12 |
0,02 |
0,076 |
416,4% |
57,1% |
|
Rights |
- |
- |
- |
- |
- |
|
Warrants |
- |
- |
- |
- |
- |
|
Certificates |
- |
- |
- |
- |
- |
|
Convertibles |
- |
- |
- |
- |
- |
|
ETF's |
- |
- |
0,0 |
- |
- |
|
Extraordinary Sessions |
- |
- |
- |
- |
- |
|
Special Public Debt Market |
10.555,5 |
5.496,5 |
2.783,0 |
92,0% |
279,3% |
|
Treasury Bond |
6.186,5 |
3.772,5 |
2.553,0 |
64,0% |
142,3% |
|
Treasury Bills |
4.369,0 |
1.724,0 |
230,0 |
153,4% |
1799,6% |
|
Non-Regulated Markets |
55,4 |
67,5 |
151,8 |
-17,9% |
-63,5% |
|
Unlisted Market (Euronext Lisbon) |
0,00 |
0,00 |
0,0 |
- |
-100,0% |
|
Shares |
0,6 |
0,0 |
0,0 |
52,4 |
- |
|
EasyNextLisbon (Euronext Lisbon) (1) |
20,1 |
37,0 |
118,1 |
-45,7% |
-83,0% |
|
Shares |
0,6 |
0,0 |
- |
5237,4% |
- |
|
Bonds |
3,3 |
3,3 |
5,0 |
-0,6% |
-34,8% |
|
Warrants |
16,2 |
33,7 |
113,1 |
-51,9% |
-85,7% |
|
Certificates |
- |
- |
- |
- |
- |
|
Pex (2) |
35,3 |
30,42 |
33,65 |
15,9% |
4,8% |
|
Shares |
- |
- |
- |
- |
- |
|
Bonds |
10,0 |
2,8 |
4,3 |
252,4% |
130,7% |
|
Warrants |
6,6 |
8,3 |
7,1 |
-20,0% |
-6,6% |
|
Certificates |
15,2 |
15,5 |
11,3 |
-1,9% |
34,5% |
|
Funds |
3,5 |
3,8 |
10,9 |
-9,2% |
-68,2% |
|
TOTAL |
13.094,6 |
7.803,0 |
4.978,5 |
67,8% |
163,0% |
Legend: (1) EasyNext Lisbon was created on 01/10/2004.
(2) PEX was created on 19/09/2003.
Note: This table does not consider Off-Market.
Table 5 – Market Capitalization (Euronext Lisbon)
Unit: 10^6 Euro
|
Market Segment |
Jan 2010 |
Dec 2009 |
Jan 2009 |
Monthly D |
Yearly D |
|
Regulated Markets |
181.802,1 |
202.207,4 |
150.272,9 |
-10,1% |
21,0% |
|
Bonds |
23.253,0 |
29.738,3 |
39.472,1 |
-21,8% |
-41,1% |
|
Shares |
158.328,8 |
172.304,6 |
110.558,3 |
-8,1% |
43,2% |
|
Equity Certicates |
28,1 |
28,1 |
28,1 |
0,0% |
0,0% |
|
Investment Units |
192,3 |
136,3 |
194,5 |
41,1% |
-1,2% |
|
Rights |
0,0 |
0,0 |
0,0 |
- |
- |
|
Warrants |
0,0 |
0,0 |
0,0 |
- |
- |
|
Certificates |
0,0 |
0,0 |
17,7 |
- |
-100,0% |
|
Convertibles |
0,0 |
0,0 |
0,0 |
- |
- |
|
ETFs |
0,0 |
0,0 |
2,2 |
- |
-100,0% |
|
Non-Regulated Markets |
1.963,4 |
2.016,1 |
1.680,4 |
-2,6% |
16,8% |
|
Bonds |
1.650,6 |
1.694,2 |
1.316,6 |
-2,6% |
25,4% |
|
Shares |
118,0 |
126,5 |
60,6 |
-6,7% |
94,9% |
|
Warrants |
194,8 |
195,4 |
300,4 |
-0,3% |
-35,2% |
|
Certificates |
0,0 |
0,0 |
2,9 |
- |
-100,0% |
|
Other Securities |
0,0 |
0,0 |
0,0 |
- |
- |
|
TOTAL |
183.765,5 |
204.223,5 |
151.953,3 |
-10,0% |
20,9% |
FORWARD MARKET
Table 6 - Turnover in the Forward Market
Unit: 10^6 Euro
|
|
Jan 2010 |
Dec 2009 |
Jan 2009 |
Monthly D |
Yearly D |
|
Futures PSI-20 |
58,8 |
79,9 |
12,8 |
-26,4% |
359,0% |
|
Futures on Shares |
2,9 |
5,6 |
2,9 |
-48,7% |
0,8% |
|
Total Futures (1) |
61,7 |
85,5 |
15,7 |
-27,9% |
293,8% |
|
Options PSI-20 |
- |
- |
- |
- |
- |
|
Options on Shares |
- |
- |
- |
- |
- |
|
Total Options |
- |
- |
- |
- |
- |
Legend: (1) Amounts determined based on the business price.
Asset Management: CIS and REAL ESTATE investment funds
Table 7 - Asset Management (Data refers to the previous month)
Unit: 10^6 Euro
|
|
Jan 2010 |
Dec 2009 |
Jan 2009 |
Monthly D |
Yearly D |
|
Futures PSI-20 |
58,8 |
79,9 |
12,8 |
-26,4% |
359,0% |
|
Futures on Shares |
2,9 |
5,6 |
2,9 |
-48,7% |
0,8% |
|
Total Futures (1) |
61,7 |
85,5 |
15,7 |
-27,9% |
293,8% |
|
Options PSI-20 |
- |
- |
- |
- |
- |
|
Options on Shares |
- |
- |
- |
- |
- |
|
Total Options |
- |
- |
- |
- |
- |
Legend: CIUs (Collective Investment Undertakings) = Collective Investment Undertakings in Transferable Securities and Special Investment Funds; REIF=Real Estate Investment Funds; SREIF=Special Real Estate Investment Funds. Unless otherwise indicated, the data contained in this table are a result of the information reported to the CMVM by the Management Companies in accordance with the legislation in force. As from December 2008, the funds established pursuant to Ministerial Order No. 264/95 of 11th August, are not included. 'Fundo de Investimento Imobiliário Urbifundo' and the respective managing entity, Companhia Gestora do Fundo de Investimento Imobiliário Urbifundo SA, were also not included due to the respective compulsory liquidation (Resolution by the Executive Board of the CMVM on 11 November 2009).
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