Futures on the RTS index (RIU9): Futures on the RTS index (RIU9) in the morning is in bekvordatsii at (-1500); at 12-00 Moscow time futures on the new 1.6% (Fig. 1).
Figure 1. RTS. Bazis within days.
The number of open positions as compared to the morning opening of an increase of 12000, at 12-00 Moscow time the value of this indicator amounted to 396 000 (Fig. 2).
Figure 2. RTS. Open positions within days.
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 have seen a volatility smile (Fig. 3), which indicates that the downward movement should be resumed.
Fig 3. RTS. Exchange IV within days.
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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Analyst Ratings
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Publications of macroeconomic data and records of corporations can easily change the mood of investors
Rosstat: Industrial production in June 2009 decreased by 12.1%, decrease in 1 semester was 14.8%
Review of the FOREX market for 14.07.09
Just in the last hour of bidding up U.S. Indexes rvanuli
Yesterday, a pair of Euro /Dollar down on U.S. session, up to 1.3910
Recommendations on the stock market: LUKOIL, MMC Norilsk Nickel, Rostelecom, Gazprom, Mosenergo, Surgutneftegaz, Sberbank
Recommendations on shares of Gazprom, Lukoil, Rosneft, futures on the RTS index
Until the end of the year is expected to increase in oil prices to levels of $ 90-100 per barrel and as a consequence, the growth of the RTS index up to 1800 points
A further objective of growth of futures on RTS index is located in the vicinity of 87 000-88 000 points
Analysis of Futures and Options on RTS index
Futures on the RTS index (RIU9): Futures on the RTS index (RIU9) in the morning is in bekvordatsii at (-1500); at 12-00 Moscow time futures on the new 1.6% (Fig. 1).
Figure 1. RTS. Bazis within days.
The number of open positions as compared to the morning opening of an increase of 12000, at 12-00 Moscow time the value of this indicator amounted to 396 000 (Fig. 2).
Figure 2. RTS. Open positions within days.
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 have seen a volatility smile (Fig. 3), which indicates that the downward movement should be resumed.
Fig 3. RTS. Exchange IV within days.
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.
2 users rated material at 2.
Analyst Ratings
Publications of macroeconomic data and records of corporations can easily change the mood of investors
Rosstat: Industrial production in June 2009 decreased by 12.1%, decrease in 1 semester was 14.8%
Review of the FOREX market for 14.07.09
Just in the last hour of bidding up U.S. Indexes rvanuli
Yesterday, a pair of Euro /Dollar down on U.S. session, up to 1.3910
Recommendations on the stock market: LUKOIL, MMC Norilsk Nickel, Rostelecom, Gazprom, Mosenergo, Surgutneftegaz, Sberbank
Recommendations on shares of Gazprom, Lukoil, Rosneft, futures on the RTS index
Until the end of the year is expected to increase in oil prices to levels of $ 90-100 per barrel and as a consequence, the growth of the RTS index up to 1800 points
A further objective of growth of futures on RTS index is located in the vicinity of 87 000-88 000 points