Wed, 28th Oct 2020, 17:30UTC
 
RS Chart
Assessment - Russian Traded Index in Japanese yen - 26/10/20 - RS = 39
 ⇐ 
  instrument freshest Δday 26/10/20 Δwk 27/01/20  prc diff Δ39   ∅-RS
real-time RS chart chart S add note RTX 140,960.508  16:45 -5.23 152,446.373 -7.53 243,389.314 -90,942.941 -37.37   -18.30 
real-time RS chart chart add note Polyus 10,319.121  16:15 -5.88 10,907.546 -5.39 6,736.993 4,170.553 61.91   39.03 
real-time RS chart chart add note Magnit 1,511.324  07:02 -2.32 1,527.428 -1.05 1,487.302 40.126 2.70   18.99 
real-time RS chart chart add note Inter RAO UES 6.871  17:18 -3.20 7.199 -4.55 9.828 -2.629 -26.75   -8.80 
real-time RS chart chart S add note Norilsk Nickel 2,489.968  16:48 -4.96 2,705.517 -7.97 3,638.697 -933.179 -25.65   -9.20 
real-time RS chart chart S add note Mobile TeleSystems 829.989  13:36 -2.90 867.153 -4.29 1,122.832 -255.679 -22.77   -10.23 
real-time RS chart chart L add note Rosneft 467.024  16:36 -5.99 512.859 -8.94 813.003 -300.143 -36.92   -11.36 
real-time RS chart chart add note Novatek 13,193.114  16:16 -7.07 14,469.067 -8.82 20,415.130 -5,946.063 -29.13   -12.10 
real-time RS chart chart S add note Sberbank 1,091.374  14:32 -3.25 1,157.278 -5.69 1,774.915 -617.638 -34.80   -13.07 
real-time RS chart chart add note VTB Bank 83.680  08:59 -2.53 89.255 -6.25 166.323 -77.068 -46.34   -20.78 
real-time RS chart chart S add note Surgutneftegaz 456.370  07:02 -1.34 458.105 -0.38 797.991 -339.887 -42.59   -21.95 
real-time RS chart chart S add note Gazprom 409.296  16:35 -3.67 441.009 -7.19 791.387 -350.377 -44.27   -27.22 
real-time RS chart chart S add note Lukoil 5,412.274  16:35 -3.10 5,782.672 -6.41 11,295.571 -5,512.900 -48.81   -27.70 
real-time RS chart chart S add note Tatneft 3,255.540  15:51 -6.74 3,547.895 -8.24 8,081.990 -4,534.095 -56.10   -34.10 
 RTX - 13 out of 13 instruments rated - 26/10/20 / 27/01/20 - 2 did rise, Market-Ratio(39) in JPY = 15.38 % 
 
Technical Chart
RTX RS = 39 - B/S = 73/71
Market Chart
4/01/16 scale up chart 26/10/20
 


Transactions Russian Traded Index in Japanese yen * A39 - 73/71 (1)
 ⇐ 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
2/01/06 23/10/06 294    - cash -
short 23/10/06  30/10/06 7  RT RS QC  Surgutneftegaz 100  6   1,516.178  1,507.390 1,525.018  8.839 1  10,053 35  
long 30/10/06   6/11/06 7  RT RS QC  Novatek 100  1   6,667.880  6,956.208    288.328 4  10,341 809  
short 6/11/06   5/03/07 119  RT RS QC  Surgutneftegaz 100  6   1,583.344  1,290.604 1,942.485  359.141 23  12,496 87  
long 5/03/07  26/03/07 21  RT RS QC  Sberbank 100  5   2,109.937  2,008.320    -101.617 -5  11,988 -58  
short 26/03/07   3/12/07 252  RT RS QC  Surgutneftegaz 100  7   1,503.102  1,341.390 1,684.310  181.208 12  13,257 18  
long 3/12/07  14/01/08 42  RT RS QC  Mobile TeleSystems 100  3   4,273.238  3,673.586    -599.652 -14  11,458 -73  
short 14/01/08   5/05/08 112  RT RS QC  Surgutneftegaz 100  9   1,228.818  1,128.028 1,338.613  109.796 9  12,446 32  
long 5/05/08  19/05/08 14  RT RS QC  Tatneft 100  0   15,636.348  16,301.026    664.678 4  12,446 0  
short 19/05/08  26/05/08 7  RT RS QC  VTB Bank 100  14   855.216  842.452 868.173  12.958 2  12,627 119  
long 26/05/08  16/06/08 21  RT RS QC  Tatneft 100  0   16,702.375  16,326.783    -375.592 -2  12,627 0  
short 16/06/08  20/07/09 399  RT RS QC  VTB Bank 100  16   760.585  232.593 2,487.138  1,726.553 227  40,252 196  
long 20/07/09  27/07/09 7  RT RS QC  Novatek 100  9   4,041.793  4,225.317    183.524 5  41,904 913  
short 27/07/09  10/08/09 14  RT RS QC  Tatneft 100  18   2,254.041  2,188.104 2,321.965  67.924 3  43,126 117  
long 10/08/09   3/01/11 511  RT RS QC  Severstal 100  64   671.240  1,466.650    795.410 118  94,033 75  
short 3/01/11  10/01/11 7  RT RS QC  Mobile TeleSystems 100  56   1,665.168  1,683.091 1,647.245  -17.923 -1  93,029 -43  
long 10/01/11  11/07/11 182  RT RS QC  Uralkali 100  31   2,989.419  3,886.662    897.243 30  120,843 69  
short 11/07/11  18/07/11 7  RT RS QC  Mobile TeleSystems 100  81   1,491.420  1,426.880 1,558.880  67.460 5  126,308 904  
long 18/07/11   1/08/11 14  RT RS QC  Uralkali 100  33   3,780.000  3,582.144    -197.856 -5  119,778 -75  
short 1/08/11  25/06/12 329  RT RS QC  Mobile TeleSystems 100  87   1,362.099  1,354.472 1,369.769  7.670 1  120,446 1  
long 25/06/12   2/07/12 7  RT RS QC  Magnit 100  56   2,147.950  2,266.776    118.826 6  127,100 1,557  
short 2/07/12   9/07/12 7  RT RS QC  RusHydro 100  619   205.152  203.549 206.767  1.616 1  128,100 51  
long 9/07/12  16/07/12 7  RT RS QC  Magnit 100  60   2,117.690  2,183.470    65.780 3  132,047 393  
short 16/07/12   3/09/12 49  RT RS QC  RusHydro 100  639   206.610  198.106 215.480  8.870 4  137,714 37  
long 3/09/12  17/09/12 14  RT RS QC  Magnit 100  57   2,387.123  2,845.738    458.615 19  163,855 9,667  
short 17/09/12   4/02/13 140  RT RS QC  RusHydro 100  761   215.103  224.117 206.088  -9.015 -4  156,995 -11  
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
long 4/02/13  11/03/13 35  RT RS QC  Magnit 100  35   4,388.649  4,246.149    -142.501 -3  152,008 -29  
short 11/03/13  14/09/15 917  RT RS QC  RusHydro 100  724   209.748  105.327 417.693  207.945 99  302,560 32  
long 14/09/15  21/09/15 7  RT RS QC  Uralkali 100  163   1,849.341  1,838.082    -11.259 -1  300,725 -27  
short 21/09/15  28/09/15 7  RT RS QC  Mobile TeleSystems 100  351   855.361  821.899 890.185  34.824 4  312,948 701  
long 28/09/15   2/11/15 35  RT RS QC  Severstal 100  247   1,264.398  1,391.897    127.499 10  344,440 172  
short 2/11/15  25/04/16 175  RT RS QC  Mobile TeleSystems 100  416   827.424  996.704 658.145  -169.280 -20  274,020 -38  
long 25/04/16   2/05/16 7  RT RS QC  Sberbank 100  321   853.440  850.887    -2.553 0  273,201 -14  
short 2/05/16  23/05/16 21  RT RS QC  Magnit 100  73   3,693.314  3,626.943 3,760.899  67.585 2  278,134 37  
long 23/05/16   6/06/16 14  RT RS QC  Sberbank 100  340   816.283  922.006    105.723 13  314,080 2,293  
short 6/06/16  20/06/16 14  RT RS QC  Magnit 100  83   3,761.296  3,256.198 4,344.745  583.449 16  362,506 4,193  
long 20/06/16  27/06/16 7  RT RS QC  Sberbank 100  403   898.667  834.158    -64.509 -7  336,509 -98  
short 27/06/16   4/07/16 7  RT RS QC  Magnit 100  112   3,000.487  3,417.534 2,583.441  -417.047 -14  289,800 -100  
long 4/07/16  11/07/16 7  RT RS QC  Sberbank 100  318   909.848  927.903    18.055 2  295,541 179  
short 11/07/16  15/08/16 35  RT RS QC  Magnit 100  85   3,465.915  4,293.123 2,638.707  -827.208 -24  225,229 -94  
long 15/08/16  22/08/16 7  RT RS QC  Sberbank 100  247   911.750  874.368    -37.383 -4  215,995 -89  
short 22/08/16   5/09/16 14  RT RS QC  Surgutneftegaz 100  462   466.541  494.492 438.591  -27.950 -6  203,082 -80  
long 5/09/16   5/06/17 273  RT RS QC  Sberbank 100  207   979.991  1,247.511    267.521 27  258,459 38  
short 5/06/17  26/02/18 266  RT RS QC  Moscow Exchange 100  1,283   201.387  220.371 182.403  -18.984 -9  234,103 -13  
long 26/02/18   9/04/18 42  RT RS QC  Sberbank 100  105   2,225.679  1,598.260    -627.420 -28  168,224 -94  
short 9/04/18  23/04/18 14  RT RS QC  Magnit 100  86   1,935.012  2,051.186 1,818.838  -116.174 -6  158,233 -80  
long 23/04/18  11/06/18 49  RT RS QC  Tatneft 100  22   6,962.889  6,898.776    -64.113 -1  156,822 -7  
short 11/06/18  10/06/19 364  RT RS QC  Magnit 100  77   2,027.602  1,510.266 2,722.148  694.546 34  210,302 34  
long 10/06/19  17/06/19 7  RT RS QC  Gazprom 100  273   768.327  772.183    3.856 1  211,355 30  
short 17/06/19   8/07/19 21  RT RS QC  ALROSA 100  1,439   146.787  148.958 144.615  -2.172 -1  208,230 -23  
long 8/07/19   5/08/19 28  RT RS QC  Gazprom 100  246   845.846  727.180    -118.666 -14  179,038 -86  
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
short 5/08/19   2/09/19 28  RT RS QC  ALROSA 100  1,419   126.121  118.166 134.613  8.491 7  191,087 134  
long 2/09/19   7/10/19 35  RT RS QC  Gazprom 100  259   737.040  739.217    2.177 0  191,651 3  
short 7/10/19  14/10/19 7  RT RS QC  ALROSA 100  1,609   119.088  116.123 122.129  3.041 3  196,543 272  
long 14/10/19  21/10/19 7  RT RS QC  Surgutneftegaz 100  322   609.041  601.642    -7.399 -1  194,161 -47  
short 21/10/19  28/10/19 7  RT RS QC  ALROSA 100  1,554   124.939  120.779 129.243  4.304 3  200,848 485  
long 28/10/19   3/02/20 98  RT RS QC  Surgutneftegaz 100  268   748.065  765.687    17.622 2  205,571 9  
short 3/02/20  10/02/20 7  RT RS QC  Novatek 100  10   19,436.663  18,012.894 20,972.971  1,536.307 8  220,934 5,181  
long 10/02/20   2/03/20 21  RT RS QC  Surgutneftegaz 100  283   780.359  620.534    -159.825 -20  175,704 -98  
short 2/03/20  28/10/20 240  RT RS QC  Novatek 100  11   15,688.058  13,193.114 18,654.821  2,966.763 19  208,338 30  
accum23/10/06 28/10/205119 days out of 5413 invested (95%) 1,983 208,338 24  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 VTB Bankshort 19/05/08 26/05/087855.22842.45868.1712.96 1.52 
 short 16/06/08 20/07/09399760.59232.592,487.141,726.55 227.00231.96 
 Severstallong 10/08/09  3/01/11511671.241,466.65795.41 118.50 
 long 28/09/15  2/11/15351,264.401,391.90127.50 10.08140.53 
 RusHydroshort  2/07/12  9/07/127205.15203.55206.771.62 0.79 
 short 16/07/12  3/09/1249206.61198.11215.488.87 4.29 
 short 17/09/12  4/02/13140215.10224.12206.09-9.01 -4.19 
 short 11/03/13 14/09/15917209.75105.33417.69207.95 99.14100.55 
 Novateklong 30/10/06  6/11/0676,667.886,956.21288.33 4.32 
 long 20/07/09 27/07/0974,041.794,225.32183.52 4.54 
 short  3/02/20 10/02/20719,436.6618,012.8920,972.971,536.31 7.90 
 short  2/03/20 28/10/2024015,688.0613,193.1118,654.822,966.76 18.9139.94 
 Uralkalilong 10/01/11 11/07/111822,989.423,886.66897.24 30.01 
 long 18/07/11  1/08/11143,780.003,582.14-197.86 -5.23 
 long 14/09/15 21/09/1571,849.341,838.08-11.26 -0.6122.46 
 Magnitlong 25/06/12  2/07/1272,147.952,266.78118.83 5.53 
 long  9/07/12 16/07/1272,117.692,183.4765.78 3.11 
 long  3/09/12 17/09/12142,387.122,845.74458.61 19.21 
 long  4/02/13 11/03/13354,388.654,246.15-142.50 -3.25 
 short  2/05/16 23/05/16213,693.313,626.943,760.9067.58 1.83 
 short  6/06/16 20/06/16143,761.303,256.204,344.74583.45 15.51 
 short 27/06/16  4/07/1673,000.493,417.532,583.44-417.05 -13.90 
 short 11/07/16 15/08/16353,465.914,293.122,638.71-827.21 -23.87 
 short  9/04/18 23/04/18141,935.012,051.191,818.84-116.17 -6.00 
 short 11/06/18 10/06/193642,027.601,510.272,722.15694.55 34.2522.12 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Surgutneftegazshort 23/10/06 30/10/0671,516.181,507.391,525.028.84 0.58 
 short  6/11/06  5/03/071191,583.341,290.601,942.48359.14 22.68 
 short 26/03/07  3/12/072521,503.101,341.391,684.31181.21 12.06 
 short 14/01/08  5/05/081121,228.821,128.031,338.61109.80 8.94 
 short 22/08/16  5/09/1614466.54494.49438.59-27.95 -5.99 
 long 14/10/19 21/10/197609.04601.64-7.40 -1.21 
 long 28/10/19  3/02/2098748.06765.6917.62 2.36 
 long 10/02/20  2/03/2021780.36620.53-159.83 -20.4813.85 
 ALROSAshort 17/06/19  8/07/1921146.79148.96144.61-2.17 -1.48 
 short  5/08/19  2/09/1928126.12118.17134.618.49 6.73 
 short  7/10/19 14/10/197119.09116.12122.133.04 2.55 
 short 21/10/19 28/10/197124.94120.78129.244.30 3.4411.55 
 Tatneftlong  5/05/08 19/05/081415,636.3516,301.03664.68 4.25 
 long 26/05/08 16/06/082116,702.3816,326.78-375.59 -2.25 
 short 27/07/09 10/08/09142,254.042,188.102,321.9767.92 3.01 
 long 23/04/18 11/06/18496,962.896,898.78-64.11 -0.924.01 
 Moscow Exchangeshort  5/06/17 26/02/18266201.39220.37182.40-18.98 -9.43-9.43 
 Sberbanklong  5/03/07 26/03/07212,109.942,008.32-101.62 -4.82 
 long 25/04/16  2/05/167853.44850.89-2.55 -0.30 
 long 23/05/16  6/06/1614816.28922.01105.72 12.95 
 long 20/06/16 27/06/167898.67834.16-64.51 -7.18 
 long  4/07/16 11/07/167909.85927.9018.06 1.98 
 long 15/08/16 22/08/167911.75874.37-37.38 -4.10 
 long  5/09/16  5/06/17273979.991,247.51267.52 27.30 
 long 26/02/18  9/04/18422,225.681,598.26-627.42 -28.19-11.05 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Gazpromlong 10/06/19 17/06/197768.33772.183.86 0.50 
 long  8/07/19  5/08/1928845.85727.18-118.67 -14.03 
 long  2/09/19  7/10/1935737.04739.222.18 0.30-13.34 
 Mobile TeleSystemslong  3/12/07 14/01/08424,273.243,673.59-599.65 -14.03 
 short  3/01/11 10/01/1171,665.171,683.091,647.24-17.92 -1.08 
 short 11/07/11 18/07/1171,491.421,426.881,558.8867.46 4.52 
 short  1/08/11 25/06/123291,362.101,354.471,369.777.67 0.56 
 short 21/09/15 28/09/157855.36821.90890.1934.82 4.07 
 short  2/11/15 25/04/16175827.42996.70658.14-169.28 -20.46-26.00 


Annotations
19/12/16RTXindex adaption: Transneft (Транснефть) replaces Uralkali (Уралкалий)
22/12/15RTXdeletion of instrument Uralkali PJSC GDR (US91688E2063 - M6B1)
21/09/15RTXALROSA (АЛРОСА) and Moscow Exchange (Московская Биржа) replace
Rostelecom (Ростелеком) and RusHydro (РусГидро)
28/08/15RTXcomplete analysis