| Wed, 18th May 2022, 16:31UTC |
| |
Assessment - Russian Traded Index in Japanese yen - 16/05/22 - RS = 39
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
16/05/22 |
⇓ Δwk |
16/08/21 |
prc diff |
⇓ Δ39 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
RTX |
127,474.074 |
28/02 |
-22.31 |
127,474.074 |
|
241,310.030 |
-113,835.955 |
-47.17 |
|
-36.06 |
| |  |
 |
 |
 |
|
 |
VTB Bank |
111.018 |
25/02 |
-5.17 |
111.018 |
|
155.507 |
-44.489 |
-28.61 |
|
-17.85 |
| |  |
 |
 |
 |
|
 |
Mobile TeleSystems |
706.477 |
25/02 |
1.94 |
706.477 |
|
939.520 |
-233.044 |
-24.80 |
|
-20.89 |
| |  |
 |
 |
 |
|
 |
Inter RAO UES |
5.535 |
Mon |
0.34 |
5.535 |
|
6.474 |
-0.938 |
-14.49 |
|
0.28 |
| |  |
 |
 |
 |
S |
 |
Surgutneftegaz |
349.874 |
28/02 |
-22.62 |
349.874 |
|
505.397 |
-155.523 |
-30.77 |
|
-27.66 |
| |  |
 |
 |
 |
S |
 |
Rosneft |
551.725 |
25/02 |
-2.38 |
551.725 |
|
842.329 |
-290.604 |
-34.50 |
|
-28.16 |
| |  |
 |
 |
 |
S |
 |
Gazprom |
363.331 |
1/03 |
-19.16 |
363.331 |
|
875.374 |
-512.043 |
-58.49 |
|
-48.57 |
| |  |
 |
 |
 |
S |
 |
Norilsk Nickel |
1,270.312 |
1/03 |
-32.57 |
1,270.312 |
|
3,699.766 |
-2,429.453 |
-65.67 |
|
-51.14 |
| |  |
 |
 |
 |
|
 |
Magnit |
578.638 |
1/03 |
22.86 |
578.638 |
|
1,645.780 |
-1,067.142 |
-64.84 |
|
-51.33 |
| |  |
 |
 |
 |
S |
 |
Polyus |
3,364.175 |
1/03 |
-45.18 |
3,364.175 |
|
9,848.764 |
-6,484.589 |
-65.84 |
|
-53.08 |
| |  |
 |
 |
 |
S |
 |
Tatneft |
1,480.237 |
1/03 |
-33.33 |
1,480.237 |
|
4,444.903 |
-2,964.666 |
-66.70 |
|
-54.00 |
| |  |
 |
 |
 |
|
 |
Sberbank |
511.355 |
25/02 |
11.76 |
511.355 |
|
1,969.753 |
-1,458.398 |
-74.04 |
|
-56.96 |
| |  |
 |
 |
 |
S |
 |
Lukoil |
2,758.624 |
28/02 |
-31.67 |
2,758.624 |
|
9,745.093 |
-6,986.469 |
-71.69 |
|
-57.69 |
| |  |
 |
 |
 |
S |
 |
Novatek |
4,656.018 |
28/02 |
-69.91 |
4,656.018 |
|
25,788.211 |
-21,132.193 |
-81.95 |
|
-63.98 |
RTX - 13 out of 13 instruments rated - 16/05/22 / 16/08/21 - 0 did rise, Market-Ratio(39) in JPY = 0.00 % |
Technical Chart
Transactions Russian Traded Index in Japanese yen * A39 - 73/71 (1)
|
⇐ |
| |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
2/01/06 |
23/10/06 |
294 |
|
- cash - |
short |
23/10/06 |
30/10/06 |
7 |
 |
 |
 |
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 |
 |
 |
 |
Novatek |
100 |
1 |
|
6,667.880 |
6,956.208 |
|
288.328 |
4 |
10,341 |
809 |
|
short |
6/11/06 |
5/03/07 |
119 |
 |
 |
 |
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 |
 |
 |
 |
Sberbank |
100 |
5 |
|
2,109.937 |
2,008.320 |
|
-101.617 |
-5 |
11,988 |
-58 |
|
short |
26/03/07 |
3/12/07 |
252 |
 |
 |
 |
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 |
 |
 |
 |
Mobile TeleSystems |
100 |
3 |
|
4,273.238 |
3,673.586 |
|
-599.652 |
-14 |
11,458 |
-73 |
|
short |
14/01/08 |
5/05/08 |
112 |
 |
 |
 |
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 |
 |
 |
 |
Tatneft |
100 |
0 |
|
15,636.348 |
16,301.026 |
|
664.678 |
4 |
12,446 |
0 |
|
short |
19/05/08 |
26/05/08 |
7 |
 |
 |
 |
VTB Bank |
100 |
14 |
|
855.216 |
842.452 |
868.173 |
12.958 |
2 |
12,627 |
119 |
|
long |
26/05/08 |
16/06/08 |
21 |
 |
 |
 |
Tatneft |
100 |
0 |
|
16,702.375 |
16,326.783 |
|
-375.592 |
-2 |
12,627 |
0 |
|
short |
16/06/08 |
20/07/09 |
399 |
 |
 |
 |
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 |
 |
 |
 |
Novatek |
100 |
9 |
|
4,041.793 |
4,225.317 |
|
183.524 |
5 |
41,904 |
913 |
|
short |
27/07/09 |
10/08/09 |
14 |
 |
 |
 |
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 |
 |
 |
 |
Severstal |
100 |
64 |
|
671.240 |
1,466.650 |
|
795.410 |
118 |
94,033 |
75 |
|
short |
3/01/11 |
10/01/11 |
7 |
 |
 |
 |
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 |
 |
 |
 |
Uralkali |
100 |
31 |
|
2,989.419 |
3,886.662 |
|
897.243 |
30 |
120,843 |
69 |
|
short |
11/07/11 |
18/07/11 |
7 |
 |
 |
 |
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 |
 |
 |
 |
Uralkali |
100 |
33 |
|
3,780.000 |
3,582.144 |
|
-197.856 |
-5 |
119,778 |
-75 |
|
short |
1/08/11 |
25/06/12 |
329 |
 |
 |
 |
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 |
 |
 |
 |
Magnit |
100 |
56 |
|
2,147.950 |
2,266.776 |
|
118.826 |
6 |
127,100 |
1,557 |
|
short |
2/07/12 |
9/07/12 |
7 |
 |
 |
 |
RusHydro |
100 |
619 |
|
205.152 |
203.549 |
206.767 |
1.616 |
1 |
128,100 |
51 |
|
long |
9/07/12 |
16/07/12 |
7 |
 |
 |
 |
Magnit |
100 |
60 |
|
2,117.690 |
2,183.470 |
|
65.780 |
3 |
132,047 |
393 |
|
short |
16/07/12 |
3/09/12 |
49 |
 |
 |
 |
RusHydro |
100 |
639 |
|
206.610 |
198.106 |
215.480 |
8.870 |
4 |
137,714 |
37 |
|
long |
3/09/12 |
17/09/12 |
14 |
 |
 |
 |
Magnit |
100 |
57 |
|
2,387.123 |
2,845.738 |
|
458.615 |
19 |
163,855 |
9,667 |
|
short |
17/09/12 |
4/02/13 |
140 |
 |
 |
 |
RusHydro |
100 |
761 |
|
215.103 |
224.117 |
206.088 |
-9.015 |
-4 |
156,995 |
-11 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | long |
4/02/13 |
11/03/13 |
35 |
 |
 |
 |
Magnit |
100 |
35 |
|
4,388.649 |
4,246.149 |
|
-142.501 |
-3 |
152,008 |
-29 |
|
short |
11/03/13 |
14/09/15 |
917 |
 |
 |
 |
RusHydro |
100 |
724 |
|
209.748 |
105.327 |
417.693 |
207.945 |
99 |
302,560 |
32 |
|
long |
14/09/15 |
21/09/15 |
7 |
 |
 |
 |
Uralkali |
100 |
163 |
|
1,849.341 |
1,838.082 |
|
-11.259 |
-1 |
300,725 |
-27 |
|
short |
21/09/15 |
28/09/15 |
7 |
 |
 |
 |
Mobile TeleSystems |
100 |
351 |
|
855.361 |
821.899 |
890.185 |
34.824 |
4 |
312,948 |
701 |
|
long |
28/09/15 |
2/11/15 |
35 |
 |
 |
 |
Severstal |
100 |
247 |
|
1,264.398 |
1,391.897 |
|
127.499 |
10 |
344,440 |
172 |
|
short |
2/11/15 |
25/04/16 |
175 |
 |
 |
 |
Mobile TeleSystems |
100 |
416 |
|
827.424 |
996.704 |
658.145 |
-169.280 |
-20 |
274,020 |
-38 |
|
long |
25/04/16 |
2/05/16 |
7 |
 |
 |
 |
Sberbank |
100 |
321 |
|
853.440 |
850.887 |
|
-2.553 |
0 |
273,201 |
-14 |
|
short |
2/05/16 |
23/05/16 |
21 |
 |
 |
 |
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 |
 |
 |
 |
Sberbank |
100 |
340 |
|
816.283 |
922.006 |
|
105.723 |
13 |
314,080 |
2,293 |
|
short |
6/06/16 |
20/06/16 |
14 |
 |
 |
 |
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 |
 |
 |
 |
Sberbank |
100 |
403 |
|
898.667 |
834.158 |
|
-64.509 |
-7 |
336,509 |
-98 |
|
short |
27/06/16 |
4/07/16 |
7 |
 |
 |
 |
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 |
 |
 |
 |
Sberbank |
100 |
318 |
|
909.848 |
927.903 |
|
18.055 |
2 |
295,541 |
179 |
|
short |
11/07/16 |
15/08/16 |
35 |
 |
 |
 |
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 |
 |
 |
 |
Sberbank |
100 |
247 |
|
911.750 |
874.368 |
|
-37.383 |
-4 |
215,995 |
-89 |
|
short |
22/08/16 |
5/09/16 |
14 |
 |
 |
 |
Surgutneftegaz |
100 |
462 |
|
466.541 |
494.492 |
438.591 |
-27.950 |
-6 |
203,082 |
-80 |
|
long |
5/09/16 |
5/06/17 |
273 |
 |
 |
 |
Sberbank |
100 |
207 |
|
979.991 |
1,247.511 |
|
267.521 |
27 |
258,459 |
38 |
|
short |
5/06/17 |
26/02/18 |
266 |
 |
 |
 |
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 |
 |
 |
 |
Sberbank |
100 |
105 |
|
2,225.679 |
1,598.260 |
|
-627.420 |
-28 |
168,224 |
-94 |
|
short |
9/04/18 |
23/04/18 |
14 |
 |
 |
 |
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 |
 |
 |
 |
Tatneft |
100 |
22 |
|
6,962.889 |
6,898.776 |
|
-64.113 |
-1 |
156,822 |
-7 |
|
short |
11/06/18 |
10/06/19 |
364 |
 |
 |
 |
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 |
 |
 |
 |
Gazprom |
100 |
273 |
|
768.327 |
772.183 |
|
3.856 |
1 |
211,355 |
30 |
|
short |
17/06/19 |
8/07/19 |
21 |
 |
 |
 |
ALROSA |
100 |
1,439 |
|
146.787 |
148.958 |
144.615 |
-2.172 |
-1 |
208,230 |
-23 |
|
long |
8/07/19 |
5/08/19 |
28 |
 |
 |
 |
Gazprom |
100 |
246 |
|
845.846 |
727.180 |
|
-118.666 |
-14 |
179,038 |
-86 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
5/08/19 |
2/09/19 |
28 |
 |
 |
 |
ALROSA |
100 |
1,419 |
|
126.121 |
118.166 |
134.613 |
8.491 |
7 |
191,087 |
134 |
|
long |
2/09/19 |
7/10/19 |
35 |
 |
 |
 |
Gazprom |
100 |
259 |
|
737.040 |
739.217 |
|
2.177 |
0 |
191,651 |
3 |
|
short |
7/10/19 |
14/10/19 |
7 |
 |
 |
 |
ALROSA |
100 |
1,609 |
|
119.088 |
116.123 |
122.129 |
3.041 |
3 |
196,543 |
272 |
|
long |
14/10/19 |
21/10/19 |
7 |
 |
 |
 |
Surgutneftegaz |
100 |
322 |
|
609.041 |
601.642 |
|
-7.399 |
-1 |
194,161 |
-47 |
|
short |
21/10/19 |
28/10/19 |
7 |
 |
 |
 |
ALROSA |
100 |
1,554 |
|
124.939 |
120.779 |
129.243 |
4.304 |
3 |
200,848 |
485 |
|
long |
28/10/19 |
3/02/20 |
98 |
 |
 |
 |
Surgutneftegaz |
100 |
268 |
|
748.065 |
765.687 |
|
17.622 |
2 |
205,571 |
9 |
|
short |
3/02/20 |
10/02/20 |
7 |
 |
 |
 |
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 |
 |
 |
 |
Surgutneftegaz |
100 |
283 |
|
780.359 |
620.534 |
|
-159.825 |
-20 |
175,704 |
-98 |
|
short |
2/03/20 |
7/12/20 |
280 |
 |
 |
 |
Novatek |
100 |
11 |
|
15,688.058 |
17,151.096 |
14,225.021 |
-1,463.038 |
-9 |
159,610 |
-12 |
|
long |
7/12/20 |
4/01/21 |
28 |
 |
 |
 |
Magnit |
100 |
97 |
|
1,639.443 |
1,907.092 |
|
267.649 |
16 |
185,572 |
618 |
|
short |
4/01/21 |
18/01/21 |
14 |
 |
 |
 |
Tatneft |
100 |
42 |
|
4,388.336 |
4,457.690 |
4,318.981 |
-69.354 |
-2 |
182,659 |
-34 |
|
long |
18/01/21 |
25/01/21 |
7 |
 |
 |
 |
Rosneft |
100 |
259 |
|
703.714 |
673.091 |
|
-30.623 |
-4 |
174,728 |
-90 |
|
short |
25/01/21 |
15/03/21 |
49 |
 |
 |
 |
Tatneft |
100 |
42 |
|
4,159.551 |
5,597.611 |
2,721.491 |
-1,438.060 |
-35 |
114,329 |
-96 |
|
long |
15/03/21 |
22/03/21 |
7 |
 |
 |
 |
Rosneft |
100 |
134 |
|
851.358 |
812.999 |
|
-38.359 |
-5 |
109,189 |
-91 |
|
short |
22/03/21 |
7/06/21 |
77 |
 |
 |
 |
Surgutneftegaz |
100 |
220 |
|
496.111 |
538.354 |
453.868 |
-42.243 |
-9 |
99,896 |
-34 |
|
long |
7/06/21 |
26/07/21 |
49 |
 |
 |
 |
Gazprom |
100 |
121 |
|
819.524 |
838.616 |
|
19.091 |
2 |
102,206 |
19 |
|
short |
26/07/21 |
2/08/21 |
7 |
 |
 |
 |
Inter RAO UES |
100 |
15,654 |
|
6.529 |
6.556 |
6.502 |
-0.027 |
0 |
101,781 |
-20 |
|
long |
2/08/21 |
13/09/21 |
42 |
 |
 |
 |
Gazprom |
100 |
118 |
|
855.829 |
999.327 |
|
143.498 |
17 |
118,713 |
285 |
|
short |
13/09/21 |
27/09/21 |
14 |
 |
 |
 |
Polyus |
100 |
12 |
|
9,740.025 |
8,831.160 |
10,742.427 |
1,002.402 |
10 |
130,742 |
1,186 |
|
long |
27/09/21 |
4/10/21 |
7 |
 |
 |
 |
Gazprom |
100 |
121 |
|
1,072.726 |
1,134.207 |
|
61.481 |
6 |
138,181 |
1,728 |
|
short |
4/10/21 |
11/10/21 |
7 |
 |
 |
 |
Polyus |
100 |
15 |
|
8,823.759 |
9,243.890 |
8,403.629 |
-420.130 |
-5 |
131,879 |
-92 |
|
long |
11/10/21 |
29/11/21 |
49 |
 |
 |
 |
Gazprom |
100 |
112 |
|
1,174.171 |
1,030.567 |
|
-143.603 |
-12 |
115,796 |
-62 |
|
short |
29/11/21 |
6/12/21 |
7 |
 |
 |
 |
Inter RAO UES |
100 |
17,545 |
|
6.600 |
6.616 |
6.584 |
-0.016 |
0 |
115,514 |
-12 |
|
long |
6/12/21 |
13/12/21 |
7 |
 |
 |
 |
Gazprom |
100 |
112 |
|
1,024.456 |
971.165 |
|
-53.291 |
-5 |
109,545 |
-94 |
|
short |
13/12/21 |
27/12/21 |
14 |
 |
 |
 |
Inter RAO UES |
100 |
16,869 |
|
6.494 |
6.587 |
6.400 |
-0.093 |
-1 |
107,971 |
-31 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | long |
27/12/21 |
3/01/22 |
7 |
 |
 |
 |
Gazprom |
100 |
101 |
|
1,062.991 |
1,072.213 |
|
9.223 |
1 |
108,903 |
57 |
|
short |
3/01/22 |
16/05/22 |
133 |
 |
 |
 |
Inter RAO UES |
100 |
16,012 |
|
6.801 |
5.535 |
8.357 |
1.555 |
23 |
133,807 |
76 |
|
accum | 23/10/06 |
16/05/22 | 5686 |
days out of 5980 invested (95%) |
1,238 |
133,807 |
18 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
VTB Bank | short | 19/05/08 | 26/05/08 | 7 | 855.22 | 842.45 | 868.17 | 12.96 | 1.52 | | | |
| short | 16/06/08 | 20/07/09 | 399 | 760.59 | 232.59 | 2,487.14 | 1,726.55 | 227.00 | | | 231.96 |
Severstal | long | 10/08/09 | 3/01/11 | 511 | 671.24 | 1,466.65 | | 795.41 | 118.50 | | | |
| long | 28/09/15 | 2/11/15 | 35 | 1,264.40 | 1,391.90 | | 127.50 | 10.08 | | | 140.53 |
RusHydro | short | 2/07/12 | 9/07/12 | 7 | 205.15 | 203.55 | 206.77 | 1.62 | 0.79 | | | |
| short | 16/07/12 | 3/09/12 | 49 | 206.61 | 198.11 | 215.48 | 8.87 | 4.29 | | | |
| short | 17/09/12 | 4/02/13 | 140 | 215.10 | 224.12 | 206.09 | -9.01 | -4.19 | | | |
| short | 11/03/13 | 14/09/15 | 917 | 209.75 | 105.33 | 417.69 | 207.95 | 99.14 | | | 100.55 |
Magnit | long | 25/06/12 | 2/07/12 | 7 | 2,147.95 | 2,266.78 | | 118.83 | 5.53 | | | |
| long | 9/07/12 | 16/07/12 | 7 | 2,117.69 | 2,183.47 | | 65.78 | 3.11 | | | |
| long | 3/09/12 | 17/09/12 | 14 | 2,387.12 | 2,845.74 | | 458.61 | 19.21 | | | |
| long | 4/02/13 | 11/03/13 | 35 | 4,388.65 | 4,246.15 | | -142.50 | -3.25 | | | |
| short | 2/05/16 | 23/05/16 | 21 | 3,693.31 | 3,626.94 | 3,760.90 | 67.58 | 1.83 | | | |
| short | 6/06/16 | 20/06/16 | 14 | 3,761.30 | 3,256.20 | 4,344.74 | 583.45 | 15.51 | | | |
| short | 27/06/16 | 4/07/16 | 7 | 3,000.49 | 3,417.53 | 2,583.44 | -417.05 | -13.90 | | | |
| short | 11/07/16 | 15/08/16 | 35 | 3,465.91 | 4,293.12 | 2,638.71 | -827.21 | -23.87 | | | |
| short | 9/04/18 | 23/04/18 | 14 | 1,935.01 | 2,051.19 | 1,818.84 | -116.17 | -6.00 | | | |
| short | 11/06/18 | 10/06/19 | 364 | 2,027.60 | 1,510.27 | 2,722.15 | 694.55 | 34.25 | | | |
| long | 7/12/20 | 4/01/21 | 28 | 1,639.44 | 1,907.09 | | 267.65 | 16.33 | | | 42.05 |
Uralkali | long | 10/01/11 | 11/07/11 | 182 | 2,989.42 | 3,886.66 | | 897.24 | 30.01 | | | |
| long | 18/07/11 | 1/08/11 | 14 | 3,780.00 | 3,582.14 | | -197.86 | -5.23 | | | |
| long | 14/09/15 | 21/09/15 | 7 | 1,849.34 | 1,838.08 | | -11.26 | -0.61 | | | 22.46 |
Inter RAO UES | short | 26/07/21 | 2/08/21 | 7 | 6.53 | 6.56 | 6.50 | -0.03 | -0.42 | | | |
| short | 29/11/21 | 6/12/21 | 7 | 6.60 | 6.62 | 6.58 | -0.02 | -0.24 | | | |
| short | 13/12/21 | 27/12/21 | 14 | 6.49 | 6.59 | 6.40 | -0.09 | -1.44 | | | |
| short | 3/01/22 | 16/05/22 | 133 | 6.80 | 5.54 | 8.36 | 1.56 | 22.87 | | | 20.31 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
ALROSA | short | 17/06/19 | 8/07/19 | 21 | 146.79 | 148.96 | 144.61 | -2.17 | -1.48 | | | |
| short | 5/08/19 | 2/09/19 | 28 | 126.12 | 118.17 | 134.61 | 8.49 | 6.73 | | | |
| short | 7/10/19 | 14/10/19 | 7 | 119.09 | 116.12 | 122.13 | 3.04 | 2.55 | | | |
| short | 21/10/19 | 28/10/19 | 7 | 124.94 | 120.78 | 129.24 | 4.30 | 3.44 | | | 11.55 |
Novatek | long | 30/10/06 | 6/11/06 | 7 | 6,667.88 | 6,956.21 | | 288.33 | 4.32 | | | |
| long | 20/07/09 | 27/07/09 | 7 | 4,041.79 | 4,225.32 | | 183.52 | 4.54 | | | |
| short | 3/02/20 | 10/02/20 | 7 | 19,436.66 | 18,012.89 | 20,972.97 | 1,536.31 | 7.90 | | | |
| short | 2/03/20 | 7/12/20 | 280 | 15,688.06 | 17,151.10 | 14,225.02 | -1,463.04 | -9.33 | | | 6.71 |
Polyus | short | 13/09/21 | 27/09/21 | 14 | 9,740.03 | 8,831.16 | 10,742.43 | 1,002.40 | 10.29 | | | |
| short | 4/10/21 | 11/10/21 | 7 | 8,823.76 | 9,243.89 | 8,403.63 | -420.13 | -4.76 | | | 5.04 |
Surgutneftegaz | short | 23/10/06 | 30/10/06 | 7 | 1,516.18 | 1,507.39 | 1,525.02 | 8.84 | 0.58 | | | |
| short | 6/11/06 | 5/03/07 | 119 | 1,583.34 | 1,290.60 | 1,942.48 | 359.14 | 22.68 | | | |
| short | 26/03/07 | 3/12/07 | 252 | 1,503.10 | 1,341.39 | 1,684.31 | 181.21 | 12.06 | | | |
| short | 14/01/08 | 5/05/08 | 112 | 1,228.82 | 1,128.03 | 1,338.61 | 109.80 | 8.94 | | | |
| short | 22/08/16 | 5/09/16 | 14 | 466.54 | 494.49 | 438.59 | -27.95 | -5.99 | | | |
| long | 14/10/19 | 21/10/19 | 7 | 609.04 | 601.64 | | -7.40 | -1.21 | | | |
| long | 28/10/19 | 3/02/20 | 98 | 748.06 | 765.69 | | 17.62 | 2.36 | | | |
| long | 10/02/20 | 2/03/20 | 21 | 780.36 | 620.53 | | -159.83 | -20.48 | | | |
| short | 22/03/21 | 7/06/21 | 77 | 496.11 | 538.35 | 453.87 | -42.24 | -8.51 | | | 4.16 |
Gazprom | long | 10/06/19 | 17/06/19 | 7 | 768.33 | 772.18 | | 3.86 | 0.50 | | | |
| long | 8/07/19 | 5/08/19 | 28 | 845.85 | 727.18 | | -118.67 | -14.03 | | | |
| long | 2/09/19 | 7/10/19 | 35 | 737.04 | 739.22 | | 2.18 | 0.30 | | | |
| long | 7/06/21 | 26/07/21 | 49 | 819.52 | 838.62 | | 19.09 | 2.33 | | | |
| long | 2/08/21 | 13/09/21 | 42 | 855.83 | 999.33 | | 143.50 | 16.77 | | | |
| long | 27/09/21 | 4/10/21 | 7 | 1,072.73 | 1,134.21 | | 61.48 | 5.73 | | | |
| long | 11/10/21 | 29/11/21 | 49 | 1,174.17 | 1,030.57 | | -143.60 | -12.23 | | | |
| long | 6/12/21 | 13/12/21 | 7 | 1,024.46 | 971.16 | | -53.29 | -5.20 | | | |
| long | 27/12/21 | 3/01/22 | 7 | 1,062.99 | 1,072.21 | | 9.22 | 0.87 | | | -8.12 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Rosneft | long | 18/01/21 | 25/01/21 | 7 | 703.71 | 673.09 | | -30.62 | -4.35 | | | |
| long | 15/03/21 | 22/03/21 | 7 | 851.36 | 813.00 | | -38.36 | -4.51 | | | -8.66 |
Moscow Exchange | short | 5/06/17 | 26/02/18 | 266 | 201.39 | 220.37 | 182.40 | -18.98 | -9.43 | | | -9.43 |
Sberbank | long | 5/03/07 | 26/03/07 | 21 | 2,109.94 | 2,008.32 | | -101.62 | -4.82 | | | |
| long | 25/04/16 | 2/05/16 | 7 | 853.44 | 850.89 | | -2.55 | -0.30 | | | |
| long | 23/05/16 | 6/06/16 | 14 | 816.28 | 922.01 | | 105.72 | 12.95 | | | |
| long | 20/06/16 | 27/06/16 | 7 | 898.67 | 834.16 | | -64.51 | -7.18 | | | |
| long | 4/07/16 | 11/07/16 | 7 | 909.85 | 927.90 | | 18.06 | 1.98 | | | |
| long | 15/08/16 | 22/08/16 | 7 | 911.75 | 874.37 | | -37.38 | -4.10 | | | |
| long | 5/09/16 | 5/06/17 | 273 | 979.99 | 1,247.51 | | 267.52 | 27.30 | | | |
| long | 26/02/18 | 9/04/18 | 42 | 2,225.68 | 1,598.26 | | -627.42 | -28.19 | | | -11.05 |
Mobile TeleSystems | long | 3/12/07 | 14/01/08 | 42 | 4,273.24 | 3,673.59 | | -599.65 | -14.03 | | | |
| short | 3/01/11 | 10/01/11 | 7 | 1,665.17 | 1,683.09 | 1,647.24 | -17.92 | -1.08 | | | |
| short | 11/07/11 | 18/07/11 | 7 | 1,491.42 | 1,426.88 | 1,558.88 | 67.46 | 4.52 | | | |
| short | 1/08/11 | 25/06/12 | 329 | 1,362.10 | 1,354.47 | 1,369.77 | 7.67 | 0.56 | | | |
| short | 21/09/15 | 28/09/15 | 7 | 855.36 | 821.90 | 890.19 | 34.82 | 4.07 | | | |
| short | 2/11/15 | 25/04/16 | 175 | 827.42 | 996.70 | 658.14 | -169.28 | -20.46 | | | -26.00 |
Tatneft | long | 5/05/08 | 19/05/08 | 14 | 15,636.35 | 16,301.03 | | 664.68 | 4.25 | | | |
| long | 26/05/08 | 16/06/08 | 21 | 16,702.38 | 16,326.78 | | -375.59 | -2.25 | | | |
| short | 27/07/09 | 10/08/09 | 14 | 2,254.04 | 2,188.10 | 2,321.97 | 67.92 | 3.01 | | | |
| long | 23/04/18 | 11/06/18 | 49 | 6,962.89 | 6,898.78 | | -64.11 | -0.92 | | | |
| short | 4/01/21 | 18/01/21 | 14 | 4,388.34 | 4,457.69 | 4,318.98 | -69.35 | -1.58 | | | |
| short | 25/01/21 | 15/03/21 | 49 | 4,159.55 | 5,597.61 | 2,721.49 | -1,438.06 | -34.57 | | | -33.02 |
Annotations
19/12/16 | RTX | | | index adaption: Transneft (Транснефть) replaces Uralkali (Уралкалий) |
22/12/15 | RTX | | | deletion of instrument Uralkali PJSC GDR (US91688E2063 - M6B1) |
21/09/15 | RTX | | | ALROSA (АЛРОСА) and Moscow Exchange (Московская Биржа) replace
Rostelecom (Ростелеком) and RusHydro (РусГидро) |
28/08/15 | RTX | | | complete analysis |
|
|