Wed, 28th Oct 2020, 17:29UTC
 
RS Chart
Assessment - Russian Traded Index in Renminbi yuán - 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 9,022.092  16:45 -5.23 9,757.238 -7.53 15,499.706 -5,742.469 -37.05   -19.60 
real-time RS chart chart add note Polyus 660.469  16:15 -5.88 698.131 -5.39 429.030 269.100 62.72   37.10 
real-time RS chart chart add note Magnit 96.731  07:02 -2.32 97.762 -1.05 94.716 3.047 3.22   17.09 
real-time RS chart chart add note Inter RAO UES 0.440  17:18 -3.20 0.461 -4.55 0.626 -0.165 -26.38   -10.24 
real-time RS chart chart S add note Norilsk Nickel 159.369  16:48 -4.96 173.165 -7.97 231.722 -58.557 -25.27   -10.59 
real-time RS chart chart S add note Mobile TeleSystems 53.123  13:36 -2.90 55.502 -4.29 71.505 -16.003 -22.38   -11.63 
real-time RS chart chart L add note Rosneft 29.892  16:36 -5.99 32.825 -8.94 51.774 -18.949 -36.60   -12.83 
real-time RS chart chart add note Novatek 844.417  16:16 -7.07 926.084 -8.82 1,300.092 -374.008 -28.77   -13.53 
real-time RS chart chart S add note Sberbank 69.853  14:32 -3.25 74.071 -5.69 113.032 -38.961 -34.47   -14.49 
real-time RS chart chart add note VTB Bank 5.356  08:59 -2.53 5.713 -6.25 10.592 -4.879 -46.07   -22.07 
real-time RS chart chart S add note Surgutneftegaz 29.210  07:02 -1.34 29.321 -0.38 50.818 -21.498 -42.30   -23.22 
real-time RS chart chart S add note Gazprom 26.197  16:35 -3.67 28.227 -7.19 50.398 -22.171 -43.99   -28.40 
real-time RS chart chart S add note Lukoil 346.409  16:35 -3.10 370.116 -6.41 719.333 -349.217 -48.55   -28.86 
real-time RS chart chart S add note Tatneft 208.369  15:51 -6.74 227.081 -8.24 514.683 -287.603 -55.88   -35.17 
 RTX - 13 out of 13 instruments rated - 26/10/20 / 27/01/20 - 2 did rise, Market-Ratio(39) in CNY = 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 Renminbi yuán * 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  99   100.934  101.121 100.747  -0.187 0  9,981 -9  
long 30/10/06   6/11/06 7  RT RS QC  Novatek 100  22   447.305  463.936    16.631 4  10,347 571  
short 6/11/06   5/03/07 119  RT RS QC  Surgutneftegaz 100  97   105.599  85.583 130.296  24.697 23  12,743 91  
long 5/03/07  26/03/07 21  RT RS QC  Sberbank 100  91   139.915  131.476    -8.439 -6  11,975 -66  
short 26/03/07   3/12/07 252  RT RS QC  Surgutneftegaz 100  121   98.402  89.206 108.546  10.144 10  13,202 15  
long 3/12/07  14/01/08 42  RT RS QC  Mobile TeleSystems 100  46   284.183  245.117    -39.066 -14  11,405 -72  
short 14/01/08   5/05/08 112  RT RS QC  Surgutneftegaz 100  139   81.992  74.807 89.867  7.875 10  12,500 35  
long 5/05/08  19/05/08 14  RT RS QC  Tatneft 100  12   1,036.949  1,094.132    57.182 6  13,186 305  
short 19/05/08  26/05/08 7  RT RS QC  VTB Bank 100  229   57.402  56.568 58.250  0.847 1  13,380 115  
long 26/05/08  16/06/08 21  RT RS QC  Tatneft 100  11   1,121.504  1,041.724    -79.780 -7  12,503 -72  
short 16/06/08  20/07/09 399  RT RS QC  VTB Bank 100  257   48.529  16.858 139.697  91.168 188  35,933 163  
long 20/07/09  27/07/09 7  RT RS QC  Novatek 100  122   292.949  304.533    11.585 4  37,346 656  
short 27/07/09  10/08/09 14  RT RS QC  Tatneft 100  229   162.457  153.204 172.269  9.812 6  39,593 361  
long 10/08/09   3/01/11 511  RT RS QC  Severstal 100  842   46.998  119.392    72.394 154  100,549 95  
short 3/01/11  10/01/11 7  RT RS QC  Mobile TeleSystems 100  741   135.553  134.116 137.005  1.452 1  101,625 74  
long 10/01/11  11/07/11 182  RT RS QC  Uralkali 100  426   238.209  311.572    73.362 31  132,878 71  
short 11/07/11  18/07/11 7  RT RS QC  Mobile TeleSystems 100  1,111   119.559  116.003 123.224  3.665 3  136,950 383  
long 18/07/11   1/08/11 14  RT RS QC  Uralkali 100  445   307.307  300.005    -7.303 -2  133,700 -47  
short 1/08/11  25/06/12 329  RT RS QC  Mobile TeleSystems 100  1,172   114.076  106.297 122.424  8.348 7  143,484 8  
long 25/06/12   2/07/12 7  RT RS QC  Magnit 100  851   168.568  179.326    10.758 6  152,639 2,417  
short 2/07/12   9/07/12 7  RT RS QC  RusHydro 100  9,404   16.230  16.142 16.318  0.088 1  153,471 33  
long 9/07/12  16/07/12 7  RT RS QC  Magnit 100  913   167.935  174.036    6.101 4  159,041 543  
short 16/07/12   3/09/12 49  RT RS QC  RusHydro 100  9,657   16.468  16.012 16.937  0.469 3  163,566 23  
long 3/09/12  17/09/12 14  RT RS QC  Magnit 100  847   192.946  229.429    36.482 19  194,467 9,038  
short 17/09/12   4/02/13 140  RT RS QC  RusHydro 100  11,213   17.342  15.185 19.806  2.464 14  222,091 41  
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  746   297.348  277.620    -19.728 -7  207,374 -51  
short 11/03/13  14/09/15 917  RT RS QC  RusHydro 100  15,121   13.714  5.580 33.703  19.990 146  509,639 43  
long 14/09/15  21/09/15 7  RT RS QC  Uralkali 100  5,201   97.974  97.085    -0.890 -1  505,011 -38  
short 21/09/15  28/09/15 7  RT RS QC  Mobile TeleSystems 100  11,178   45.179  43.638 46.775  1.596 4  522,848 511  
long 28/09/15   2/11/15 35  RT RS QC  Severstal 100  7,788   67.131  73.028    5.896 9  568,769 141  
short 2/11/15  25/04/16 175  RT RS QC  Mobile TeleSystems 100  13,101   43.412  58.188 28.636  -14.776 -34  375,189 -58  
long 25/04/16   2/05/16 7  RT RS QC  Sberbank 100  7,530   49.824  51.761    1.937 4  389,774 631  
short 2/05/16  23/05/16 21  RT RS QC  Magnit 100  1,734   224.671  217.664 231.904  7.233 3  402,316 73  
long 23/05/16   6/06/16 14  RT RS QC  Sberbank 100  8,212   48.988  56.272    7.284 15  462,132 3,612  
short 6/06/16  20/06/16 14  RT RS QC  Magnit 100  2,013   229.559  206.157 255.616  26.058 11  514,587 1,550  
long 20/06/16  27/06/16 7  RT RS QC  Sberbank 100  9,044   56.897  54.346    -2.551 -4  491,515 -91  
short 27/06/16   4/07/16 7  RT RS QC  Magnit 100  2,514   195.483  221.793 169.172  -26.310 -13  425,371 -100  
long 4/07/16  11/07/16 7  RT RS QC  Sberbank 100  7,203   59.048  60.364    1.316 2  434,850 216  
short 11/07/16  15/08/16 35  RT RS QC  Magnit 100  1,928   225.472  281.396 169.547  -55.924 -25  327,028 -95  
long 15/08/16  22/08/16 7  RT RS QC  Sberbank 100  5,472   59.761  57.946    -1.816 -3  317,092 -80  
short 22/08/16   5/09/16 14  RT RS QC  Surgutneftegaz 100  10,255   30.918  31.941 29.896  -1.023 -3  306,606 -58  
long 5/09/16   5/06/17 273  RT RS QC  Sberbank 100  4,843   63.301  76.680    13.379 21  371,401 29  
short 5/06/17  26/02/18 266  RT RS QC  Moscow Exchange 100  30,003   12.379  13.003 11.754  -0.624 -5  352,668 -7  
long 26/02/18   9/04/18 42  RT RS QC  Sberbank 100  2,685   131.326  94.400    -36.926 -28  253,521 -94  
short 9/04/18  23/04/18 14  RT RS QC  Magnit 100  2,218   114.289  119.205 109.374  -4.915 -4  242,619 -68  
long 23/04/18  11/06/18 49  RT RS QC  Tatneft 100  599   404.649  401.210    -3.439 -1  240,559 -6  
short 11/06/18  10/06/19 364  RT RS QC  Magnit 100  2,040   117.919  96.465 144.144  26.225 22  294,058 22  
long 10/06/19  17/06/19 7  RT RS QC  Gazprom 100  5,991   49.075  49.251    0.176 0  295,112 21  
short 17/06/19   8/07/19 21  RT RS QC  ALROSA 100  31,521   9.362  9.431 9.294  -0.068 -1  292,965 -12  
long 8/07/19   5/08/19 28  RT RS QC  Gazprom 100  5,470   53.550  48.260    -5.290 -10  264,028 -74  
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  31,543   8.370  7.982 8.777  0.407 5  276,857 86  
long 2/09/19   7/10/19 35  RT RS QC  Gazprom 100  5,560   49.789  49.410    -0.378 -1  274,754 -8  
short 7/10/19  14/10/19 7  RT RS QC  ALROSA 100  34,516   7.960  7.568 8.372  0.412 5  288,984 1,292  
long 14/10/19  21/10/19 7  RT RS QC  Surgutneftegaz 100  7,280   39.693  39.199    -0.494 -1  285,389 -48  
short 21/10/19  28/10/19 7  RT RS QC  ALROSA 100  35,058   8.140  7.841 8.451  0.311 4  296,294 607  
long 28/10/19   3/02/20 98  RT RS QC  Surgutneftegaz 100  6,101   48.563  49.462    0.900 2  301,783 7  
short 3/02/20  10/02/20 7  RT RS QC  Novatek 100  240   1,255.584  1,146.238 1,375.362  119.777 10  330,530 11,470  
long 10/02/20   2/03/20 21  RT RS QC  Surgutneftegaz 100  6,656   49.658  40.006    -9.651 -19  266,290 -98  
short 2/03/20  28/10/20 240  RT RS QC  Novatek 100  263   1,011.420  844.417 1,211.451  200.031 20  318,898 32  
accum23/10/06 28/10/205119 days out of 5413 invested (95%) 3,089 318,898 28  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 VTB Bankshort 19/05/08 26/05/08757.4056.5758.250.85 1.48 
 short 16/06/08 20/07/0939948.5316.86139.7091.17 187.86192.11 
 RusHydroshort  2/07/12  9/07/12716.2316.1416.320.09 0.55 
 short 16/07/12  3/09/124916.4716.0116.940.47 2.85 
 short 17/09/12  4/02/1314017.3415.1819.812.46 14.21 
 short 11/03/13 14/09/1591713.715.5833.7019.99 145.76190.24 
 Severstallong 10/08/09  3/01/1151147.00119.3972.39 154.04 
 long 28/09/15  2/11/153567.1373.035.90 8.78176.35 
 Novateklong 30/10/06  6/11/067447.31463.9416.63 3.72 
 long 20/07/09 27/07/097292.95304.5311.58 3.95 
 short  3/02/20 10/02/2071,255.581,146.241,375.36119.78 9.54 
 short  2/03/20 28/10/202401,011.42844.421,211.45200.03 19.7841.46 
 Uralkalilong 10/01/11 11/07/11182238.21311.5773.36 30.80 
 long 18/07/11  1/08/1114307.31300.00-7.30 -2.38 
 long 14/09/15 21/09/15797.9797.08-0.89 -0.9126.53 
 Surgutneftegazshort 23/10/06 30/10/067100.93101.12100.75-0.19 -0.19 
 short  6/11/06  5/03/07119105.6085.58130.3024.70 23.39 
 short 26/03/07  3/12/0725298.4089.21108.5510.14 10.31 
 short 14/01/08  5/05/0811281.9974.8189.877.87 9.60 
 short 22/08/16  5/09/161430.9231.9429.90-1.02 -3.31 
 long 14/10/19 21/10/19739.6939.20-0.49 -1.24 
 long 28/10/19  3/02/209848.5649.460.90 1.85 
 long 10/02/20  2/03/202149.6640.01-9.65 -19.4416.67 
 ALROSAshort 17/06/19  8/07/19219.369.439.29-0.07 -0.73 
 short  5/08/19  2/09/19288.377.988.780.41 4.86 
 short  7/10/19 14/10/1977.967.578.370.41 5.18 
 short 21/10/19 28/10/1978.147.848.450.31 3.8213.67 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Magnitlong 25/06/12  2/07/127168.57179.3310.76 6.38 
 long  9/07/12 16/07/127167.94174.046.10 3.63 
 long  3/09/12 17/09/1214192.95229.4336.48 18.91 
 long  4/02/13 11/03/1335297.35277.62-19.73 -6.63 
 short  2/05/16 23/05/1621224.67217.66231.907.23 3.22 
 short  6/06/16 20/06/1614229.56206.16255.6226.06 11.35 
 short 27/06/16  4/07/167195.48221.79169.17-26.31 -13.46 
 short 11/07/16 15/08/1635225.47281.40169.55-55.92 -24.80 
 short  9/04/18 23/04/1814114.29119.20109.37-4.92 -4.30 
 short 11/06/18 10/06/19364117.9296.47144.1426.22 22.247.09 
 Tatneftlong  5/05/08 19/05/08141,036.951,094.1357.18 5.51 
 long 26/05/08 16/06/08211,121.501,041.72-79.78 -7.11 
 short 27/07/09 10/08/0914162.46153.20172.279.81 6.04 
 long 23/04/18 11/06/1849404.65401.21-3.44 -0.853.04 
 Moscow Exchangeshort  5/06/17 26/02/1826612.3813.0011.75-0.62 -5.04-5.04 
 Sberbanklong  5/03/07 26/03/0721139.92131.48-8.44 -6.03 
 long 25/04/16  2/05/16749.8251.761.94 3.89 
 long 23/05/16  6/06/161448.9956.277.28 14.87 
 long 20/06/16 27/06/16756.9054.35-2.55 -4.48 
 long  4/07/16 11/07/16759.0560.361.32 2.23 
 long 15/08/16 22/08/16759.7657.95-1.82 -3.04 
 long  5/09/16  5/06/1727363.3076.6813.38 21.14 
 long 26/02/18  9/04/1842131.3394.40-36.93 -28.12-7.55 
 Gazpromlong 10/06/19 17/06/19749.0849.250.18 0.36 
 long  8/07/19  5/08/192853.5548.26-5.29 -9.88 
 long  2/09/19  7/10/193549.7949.41-0.38 -0.76-10.24 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Mobile TeleSystemslong  3/12/07 14/01/0842284.18245.12-39.07 -13.75 
 short  3/01/11 10/01/117135.55134.12137.011.45 1.07 
 short 11/07/11 18/07/117119.56116.00123.223.66 3.07 
 short  1/08/11 25/06/12329114.08106.30122.428.35 7.32 
 short 21/09/15 28/09/15745.1843.6446.771.60 3.53 
 short  2/11/15 25/04/1617543.4158.1928.64-14.78 -34.04-34.15 


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