Futures on the RTS Index (RIH0): in the morning in the futures (RIH0) we observe contango, MSCs 13-00 to be 800 points; futures decreased by 1,2% (Fig. 1).
Fig. 1. RTS. Basis in the day.
The number of open positions compared with the morning opening increased by 15000, and at 13-00 Moscow time, the value of this indicator amounted to 390 000 (Fig. 2).
Fig. 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 witness1000ing “volatility smirk”, which signals that the downward trend resumed (Fig. 3).
Fig. 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 RI160000BC0 (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: 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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Important news from the U.S. will make their adjustments in the dynamics of world stock and commodity markets
Overview of the oil market for 26.01.10
Scrap in nautically
They picked up the actuarial issue
Money changers stand to benefit in elections
Under the second round of presidential elections, currency speculators again try to shake the hryvnia exchange rate …
Closure of short positions withdrew Russia”s market “plus”
FAS promises to take into account the opinion of investors to change the law on foreign investment
What can we expect from the FOMC?
Possible weakening of economic incentives from the U.S. Federal Reserve has become the main cause of change in the overall dynamics of thee7eAmerican stock market in the last trading hour
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, MSCs 13-00 to be 800 points; futures decreased by 1,2% (Fig. 1).
Fig. 1. RTS. Basis in the day.
The number of open positions compared with the morning opening increased by 15000, and at 13-00 Moscow time, the value of this indicator amounted to 390 000 (Fig. 2).
Fig. 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 witness1000ing “volatility smirk”, which signals that the downward trend resumed (Fig. 3).
Fig. 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 RI160000BC0 (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: a reduction in the area of 130 000.
Least likely scenario: continuation of growth and renewal of annual maxima.
2; user rated material at 4.
Analyst Ratings
Important news from the U.S. will make their adjustments in the dynamics of world stock and commodity markets
Overview of the oil market for 26.01.10
Scrap in nautically
They picked up the actuarial issue
Money changers stand to benefit in elections
Under the second round of presidential elections, currency speculators again try to shake the hryvnia exchange rate …
Closure of short positions withdrew Russia”s market “plus”
FAS promises to take into account the opinion of investors to change the law on foreign investment
What can we expect from the FOMC?
Possible weakening of economic incentives from the U.S. Federal Reserve has become the main cause of change in the overall dynamics of thee7eAmerican stock market in the last trading hour