Futures on the RTS Index (RIH0): in the morning in the futures (RIH0) we observe contango to 13-00 on Moscow time. She was 800 points, futures decreased by 1,2%. (Figure 1).
Figure 1. RTS. Basis in the day.
The number of open positions compared with the morning opening of the increase in 5000 an1000d at 13-00 on Moscow time. value of this indicator amounted to 413 000. (Figure 2)
Figure 2. RTS. Open positions within days.
In the long term the market remains in a downtrend. Volatility March Putov “outside money” remains above the volatility of the March call “out of money.” Thus, the current market we are witnessing “volatility smirk”, which signals that the downward trend resumed. (Fig. 3).
Figure 3. RTS. Exchange IV within days.
If we talk about the number of open positions, the maximum number observed in RI130000BO0 (put max, Fig. 4) and RI150000BC0 (call max, Fig. 4) strike, while the absolute values of these strikes do not allow the focus to these levels as “at full form”.
Figure 4. Levels of optional support /resistance.
The most likely scenario: a reduction in the area of 130 000.
Least likely scenario: continuation of growth and renewal of annual maxima.
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Analyst Ratings
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Rising oil prices supported shares of oil and gas sector: Gazprom, Rosneft, Lukoil
Paulson has accused Russia of beginning of the crisis
“The Forgotten” investment
By 2013, Ukraine may use up to 1.5 billion euros in direct aid to …
Analytical review of the FOREX Market
U.S. index rose by more than 1,1% on the good statistics, futures on Tuesday reduced
“Bulls” to overcome the level of 1425 points, which was the previous maximum
The largest increase again demonstrate the action of the telecommunications sector
Recommendations for market shares: LUKoil, Norilsk Nickel, Rostelecom, Gazprom, Mosenergo, Surgutneftegaz, Sberbank “
The ld2deaders of the positive impact on the RTS index in January, shares were “Sberbank, Norilsk Nickel and RusHydro
Analysis of the Futures and Options on RTS Index
Futures on the RTS Index (RIH0): in the morning in the futures (RIH0) we observe contango to 13-00 on Moscow time. She was 800 points, futures decreased by 1,2%. (Figure 1).
Figure 1. RTS. Basis in the day.
The number of open positions compared with the morning opening of the increase in 5000 an1000d at 13-00 on Moscow time. value of this indicator amounted to 413 000. (Figure 2)
Figure 2. RTS. Open positions within days.
In the long term the market remains in a downtrend. Volatility March Putov “outside money” remains above the volatility of the March call “out of money.” Thus, the current market we are witnessing “volatility smirk”, which signals that the downward trend resumed. (Fig. 3).
Figure 3. RTS. Exchange IV within days.
If we talk about the number of open positions, the maximum number observed in RI130000BO0 (put max, Fig. 4) and RI150000BC0 (call max, Fig. 4) strike, while the absolute values of these strikes do not allow the focus to these levels as “at full form”.
Figure 4. Levels of optional support /resistance.
The most likely scenario: a reduction in the area of 130 000.
Least likely scenario: continuation of growth and renewal of annual maxima.
2; user rated material on 3,5.
Analyst Ratings
Rising oil prices supported shares of oil and gas sector: Gazprom, Rosneft, Lukoil
Paulson has accused Russia of beginning of the crisis
“The Forgotten” investment
By 2013, Ukraine may use up to 1.5 billion euros in direct aid to …
Analytical review of the FOREX Market
U.S. index rose by more than 1,1% on the good statistics, futures on Tuesday reduced
“Bulls” to overcome the level of 1425 points, which was the previous maximum
The largest increase again demonstrate the action of the telecommunications sector
Recommendations for market shares: LUKoil, Norilsk Nickel, Rostelecom, Gazprom, Mosenergo, Surgutneftegaz, Sberbank “
The ld2deaders of the positive impact on the RTS index in January, shares were “Sberbank, Norilsk Nickel and RusHydro