Futures for shares of OAO LUKOIL (LKU9): in the morning futures LKU9 is in contango at 50 points, lowering it to 0.8% by 14-00 Moscow time (Fig. 1).
Fig. 1 History baseline (within days).
The number of open positions from the beginning of the trading has fallen to 3500 and reached 97000 contracts (Fig. 2).
Fig. 2 Changes in the open position (within days).
In the long term, the market remains in the descending trend.
Volatility September putov outside money - higher than the September call outside money (Fig. 3). We are witnessing a volatility smirk, which indicates that the downward movement continued.
Fig 3. Exchange IV (within days).
If you talk about the number of open positions, the maximum number of - at putah LK14000U9 (put max, Fig. 4), and Collen LK18000I9 (call max, Fig. 4).
Figure 4. Levels optional support /resistance.
The most probable scenario: a reduction in area 14000.
Least likely scenario: the return to the level of 18000.
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Analyst Ratings
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Closer to the closure of Russia's bid will be on oil and petroleum products in the United States
Precious metals market review for 28.07.09
U.S. dollar at the Asian auctions on Wednesday ranged on a basket of major world currencies
Net income of the owners of Studio 1 1 in Ukraine in the II square-2009 fell by almost 10 times
Forex on the European session
It now looks Paper consumer sector, supported by statements by Heads of Templeton Asset Management on the good prospects for the industry
This year, the paper RusGidro can reach corridor 1,8-2 ruble per share
The next level of support for the index Micex speak standard 980 points, after which the market will come to 930-950 items
Mark was 1.4280 euro no meat
Analysis of Futures and Options Lukoil
Futures for shares of OAO LUKOIL (LKU9): in the morning futures LKU9 is in contango at 50 points, lowering it to 0.8% by 14-00 Moscow time (Fig. 1).
Fig. 1 History baseline (within days).
The number of open positions from the beginning of the trading has fallen to 3500 and reached 97000 contracts (Fig. 2).
Fig. 2 Changes in the open position (within days).
In the long term, the market remains in the descending trend.
Volatility September putov outside money - higher than the September call outside money (Fig. 3). We are witnessing a volatility smirk, which indicates that the downward movement continued.
Fig 3. Exchange IV (within days).
If you talk about the number of open positions, the maximum number of - at putah LK14000U9 (put max, Fig. 4), and Collen LK18000I9 (call max, Fig. 4).
Figure 4. Levels optional support /resistance.
The most probable scenario: a reduction in area 14000.
Least likely scenario: the return to the level of 18000.
Your grade will be the first!
Analyst Ratings
Closer to the closure of Russia's bid will be on oil and petroleum products in the United States
Precious metals market review for 28.07.09
U.S. dollar at the Asian auctions on Wednesday ranged on a basket of major world currencies
Net income of the owners of Studio 1 1 in Ukraine in the II square-2009 fell by almost 10 times
Forex on the European session
It now looks Paper consumer sector, supported by statements by Heads of Templeton Asset Management on the good prospects for the industry
This year, the paper RusGidro can reach corridor 1,8-2 ruble per share
The next level of support for the index Micex speak standard 980 points, after which the market will come to 930-950 items
Mark was 1.4280 euro no meat