Futures on the RTS Index (RIZ9): in the morning on futures (RIZ9) we observe contango, which is a 12-30 Moscow time was 500 points; futures decreased by 1,3% (Fig. 1).
Fig. 1. RTS. Basis in the day.
The number of open positions, compared with the morning opening of the increase in 1000, and at 12-30 Moscow time, the value of this figure was 391000 (Fig. 2).
Fig. 2. RTS. Open positions within days.
In the long term the market remains in a downtrend. Volatility December Putov outside money remains above the volatility of the December call out of money. Thus, the current market we are witnessing volatility smirk that signals the imminent resumption of a downward trend (Fig. 3).
Fig. 3. RTS. Exchange IV within days.
If we talk about the number of open positions, the maximum number observed in RI100000X9 (put max, Fig. 4) and RI140000L9 (call max, Fig. 4) strike, while the absolute values of these strikes do not allow the focus to these levels as at full form.
Fig. 4. Levels of optional support /resistance.
The most likely scenario: the return below the 140 000 and the resumption of a downward movement in the area of 100 000.
Least likely scenario: continuation of growth and renewal of annual maxima.
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Analyst Ratings
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Forex Market 21/10/2009
The case for small
Internet access cut off half of the market
New Eurobonds Naftogaz will go into circulation next week
The collapse of the crop
officials flaunt statistics on the harvest of grain. Meanwhile, Ukraine is losing ground in the international market …
Recommendations for market shares: LUKoil, Norilsk Nickel, Rostelecom, Gazprom, Mosenergo, Surgutneftegaz, Sberbank
Finam appropriated the recommendation of the shares of OAO WGC-2
Asian shares decline for the first time in the last three trading days in connection with the negative dynamics in the sector of technology companies and raw materials sector
Stock market continues to dictate the mood of the market exchange
Analysis of the Futures and Options on RTS Index
Futures on the RTS Index (RIZ9): in the morning on futures (RIZ9) we observe contango, which is a 12-30 Moscow time was 500 points; futures decreased by 1,3% (Fig. 1).
Fig. 1. RTS. Basis in the day.
The number of open positions, compared with the morning opening of the increase in 1000, and at 12-30 Moscow time, the value of this figure was 391000 (Fig. 2).
Fig. 2. RTS. Open positions within days.
In the long term the market remains in a downtrend. Volatility December Putov outside money remains above the volatility of the December call out of money. Thus, the current market we are witnessing volatility smirk that signals the imminent resumption of a downward trend (Fig. 3).
Fig. 3. RTS. Exchange IV within days.
If we talk about the number of open positions, the maximum number observed in RI100000X9 (put max, Fig. 4) and RI140000L9 (call max, Fig. 4) strike, while the absolute values of these strikes do not allow the focus to these levels as at full form.
Fig. 4. Levels of optional support /resistance.
The most likely scenario: the return below the 140 000 and the resumption of a downward movement in the area of 100 000.
Least likely scenario: continuation of growth and renewal of annual maxima.
2; user rated material at 2.
Analyst Ratings
Forex Market 21/10/2009
The case for small
Internet access cut off half of the market
New Eurobonds Naftogaz will go into circulation next week
The collapse of the crop
officials flaunt statistics on the harvest of grain. Meanwhile, Ukraine is losing ground in the international market …
Recommendations for market shares: LUKoil, Norilsk Nickel, Rostelecom, Gazprom, Mosenergo, Surgutneftegaz, Sberbank
Finam appropriated the recommendation of the shares of OAO WGC-2
Asian shares decline for the first time in the last three trading days in connection with the negative dynamics in the sector of technology companies and raw materials sector
Stock market continues to dictate the mood of the market exchange