Futures on the RTS index (RIU9): Futures on the RTSindex (RIU9) in the morning is in bekvordatsii at (-3200); at 12-00 Moscow time futures on the new 0.6% (Fig. 1).
Figure 1. RTS. Bazis within days
The number of open positions as compared to the morning opening of an increase in 1500, and at 12-00 Moscow time the value of this indicator amounted to 339 000 (Fig. 2).
Figure 2. RTS. Open positions within the day
In the medium term, the market remains in the descending trend. Volatility September putov outside money equal to the volatility of September call out of money. Thus, at the current market we are witnessing the volatility smile (Fig. 3), which indicates that the downward movement should be resumed.
Figure 3. RTS. Exchange IV within the day
If you talk about the number of open positions, the maximum number of remains RI70000U9 (put max, Fig. 4) and RI100000I9 (call max, Fig. 4) Ñтрайках, the absolute values for these Ñтрайках do not focus on these levels as at full form.
Figure 4. Levels optional support /resistance
The most likely scenario: the continued correction in the area of 70 000.
Least likely scenario: rebound in the region 100 000.
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The positive impact of the report Alcoa, spread the paper on mining companies
Ukrpochta on-demand AMCU reduce the cost of public services receiving payments from the population by 10% to 1.8 hryvnia
Ministry: Ukraine in June 2009 re-imported gas prices for two
President of Ukraine proposes to deprive the Board of the National Bank of Ukraine the right to suspensive veto
The local debt market shows the immunity to the negative developments in the equity markets
According to the RTS index falling closest range of 770-830 points, and then may start another wave of increasing the Russian market
In the 1 half of 2009, CFR reduced loading to 23%
The sharp decline in the market of the major base metals
Yesterday, a pair of Euro /dollar fell to 1.3830
Analysis of Futures and Options on RTS index
Futures on the RTS index (RIU9): Futures on the RTSindex (RIU9) in the morning is in bekvordatsii at (-3200); at 12-00 Moscow time futures on the new 0.6% (Fig. 1).
Figure 1. RTS. Bazis within days
The number of open positions as compared to the morning opening of an increase in 1500, and at 12-00 Moscow time the value of this indicator amounted to 339 000 (Fig. 2).
Figure 2. RTS. Open positions within the day
In the medium term, the market remains in the descending trend. Volatility September putov outside money equal to the volatility of September call out of money. Thus, at the current market we are witnessing the volatility smile (Fig. 3), which indicates that the downward movement should be resumed.
Figure 3. RTS. Exchange IV within the day
If you talk about the number of open positions, the maximum number of remains RI70000U9 (put max, Fig. 4) and RI100000I9 (call max, Fig. 4) Ñтрайках, the absolute values for these Ñтрайках do not focus on these levels as at full form.
Figure 4. Levels optional support /resistance
The most likely scenario: the continued correction in the area of 70 000.
Least likely scenario: rebound in the region 100 000.
Your grade will be the first!
Analyst Ratings
The positive impact of the report Alcoa, spread the paper on mining companies
Ukrpochta on-demand AMCU reduce the cost of public services receiving payments from the population by 10% to 1.8 hryvnia
Ministry: Ukraine in June 2009 re-imported gas prices for two
President of Ukraine proposes to deprive the Board of the National Bank of Ukraine the right to suspensive veto
The local debt market shows the immunity to the negative developments in the equity markets
According to the RTS index falling closest range of 770-830 points, and then may start another wave of increasing the Russian market
In the 1 half of 2009, CFR reduced loading to 23%
The sharp decline in the market of the major base metals
Yesterday, a pair of Euro /dollar fell to 1.3830