Tue, 26th Oct 2021, 18:33UTC
 
RS Chart
Assessment - Russian Traded Index in Dollar - 25/10/21 - RS = 39
 ⇐ 
  instrument freshest Δday 25/10/21 Δwk 25/01/21  prc diff Δ39   ∅-RS
real-time RS chart chart L add note RTX 2,553.510  15:51 2.50 2,550.210 0.13 1,841.510 708.700 38.48   30.40 
real-time RS chart chart L add note Gazprom 10.461  15:35 1.01 10.356 1.01 5.687 4.670 82.12   61.21 
real-time RS chart chart L add note Rosneft 9.312  15:52 0.25 9.288 0.25 6.488 2.800 43.15   35.42 
real-time RS chart chart L add note Lukoil 106.932  15:45 0.22 106.700 0.22 75.334 31.365 41.63   35.03 
real-time RS chart chart L add note Sberbank 21.421  15:34 1.93 21.015 1.93 13.973 7.042 50.39   34.70 
real-time RS chart chart add note Novatek 262.395  06:04 1.80 257.751 1.80 178.615 79.136 44.31   34.29 
real-time RS chart chart L add note VTB Bank 1.567  07:28 4.65 1.498 4.65 0.954 0.544 57.02   33.31 
real-time RS chart chart L add note Magnit 18.577  12:04 3.23 17.996 3.23 15.431 2.565 16.62   18.37 
real-time RS chart chart L add note Tatneft 48.880  13:08 -0.24 48.996 -0.24 40.097 8.899 22.19   17.52 
real-time RS chart chart L add note Surgutneftegaz 5.201  06:04 1.82 5.109 1.82 4.617 0.491 10.64   10.10 
real-time RS chart chart L add note Mobile TeleSystems 9.288  06:02 0.63 9.230 0.63 9.052 0.178 1.97   4.68 
real-time RS chart chart add note Polyus 96.947  15:25 -2.34 99.269 -2.34 97.206 2.063 2.12   4.14 
real-time RS chart chart add note Norilsk Nickel 32.915  15:24 0.53 32.451 1.43 34.265 -1.814 -5.29   0.22 
real-time RS chart chart add note Inter RAO UES 0.071  16:05 -0.80 0.072 -1.06 0.073 -0.001 -1.71   7.43 
 RTX - 13 out of 13 instruments rated - 25/10/21 / 25/01/21 - 11 did rise, Market-Ratio(39) in USD = 84.62 % 
 
Technical Chart
RTX RS = 39 - B/S = 73/71
Market Chart
2/01/17 scale up chart 25/10/21
 


Transactions Russian Traded Index in Dollar * 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  783   12.769  12.817 12.721  -0.048 0  9,962 -18  
long 30/10/06   6/11/06 7  RT RS QC  Novatek 100  175   56.697  58.939    2.241 4  10,355 655  
short 6/11/06   5/03/07 119  RT RS QC  Surgutneftegaz 100  771   13.415  11.050 16.287  2.872 21  12,569 81  
long 5/03/07  26/03/07 21  RT RS QC  Sberbank 100  695   18.065  17.004    -1.061 -6  11,831 -65  
short 26/03/07   3/12/07 252  RT RS QC  Surgutneftegaz 100  929   12.726  12.058 13.431  0.705 6  12,486 8  
long 3/12/07  14/01/08 42  RT RS QC  Mobile TeleSystems 100  325   38.414  33.751    -4.664 -12  10,970 -68  
short 14/01/08   5/05/08 112  RT RS QC  Surgutneftegaz 100  971   11.290  10.704 11.907  0.617 5  11,570 19  
long 5/05/08  19/05/08 14  RT RS QC  Tatneft 100  77   148.379  156.471    8.092 5  12,193 299  
short 19/05/08  26/05/08 7  RT RS QC  VTB Bank 100  1,485   8.209  8.149 8.270  0.061 1  12,283 47  
long 26/05/08  16/06/08 21  RT RS QC  Tatneft 100  76   161.561  150.907    -10.653 -7  11,473 -69  
short 16/06/08  20/07/09 399  RT RS QC  VTB Bank 100  1,631   7.030  2.468 20.026  12.996 185  32,670 161  
long 20/07/09  27/07/09 7  RT RS QC  Novatek 100  761   42.884  44.572    1.688 4  33,954 649  
short 27/07/09  10/08/09 14  RT RS QC  Tatneft 100  1,427   23.777  22.425 25.212  1.434 6  36,001 360  
long 10/08/09   3/01/11 511  RT RS QC  Severstal 100  5,233   6.879  18.086    11.206 163  94,644 99  
short 3/01/11  10/01/11 7  RT RS QC  Mobile TeleSystems 100  4,609   20.534  20.237 20.835  0.301 1  96,033 114  
long 10/01/11  11/07/11 182  RT RS QC  Uralkali 100  2,671   35.943  48.189    12.245 34  128,741 80  
short 11/07/11  18/07/11 7  RT RS QC  Mobile TeleSystems 100  6,962   18.491  18.036 18.958  0.467 3  131,991 267  
long 18/07/11   1/08/11 14  RT RS QC  Uralkali 100  2,762   47.780  46.643    -1.137 -2  128,851 -47  
short 1/08/11  25/06/12 329  RT RS QC  Mobile TeleSystems 100  7,264   17.736  16.841 18.678  0.942 5  135,696 6  
long 25/06/12   2/07/12 7  RT RS QC  Magnit 100  5,080   26.707  28.408    1.701 6  144,335 2,400  
short 2/07/12   9/07/12 7  RT RS QC  RusHydro 100  56,139   2.571  2.555 2.587  0.016 1  145,244 39  
long 9/07/12  16/07/12 7  RT RS QC  Magnit 100  5,464   26.580  27.577    0.997 4  150,690 582  
short 16/07/12   3/09/12 49  RT RS QC  RusHydro 100  57,747   2.609  2.528 2.694  0.085 3  155,572 27  
long 3/09/12  17/09/12 14  RT RS QC  Magnit 100  5,107   30.457  36.296    5.840 19  185,394 9,585  
short 17/09/12   4/02/13 140  RT RS QC  RusHydro 100  67,574   2.744  2.414 3.118  0.374 14  210,664 40  
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  4,455   47.280  44.230    -3.050 -6  197,077 -50  
short 11/03/13  14/09/15 917  RT RS QC  RusHydro 100  90,202   2.185  0.876 5.449  3.264 149  491,484 44  
long 14/09/15  21/09/15 7  RT RS QC  Uralkali 100  31,950   15.383  15.245    -0.137 -1  487,098 -37  
short 21/09/15  28/09/15 7  RT RS QC  Mobile TeleSystems 100  68,658   7.094  6.854 7.344  0.249 4  504,204 505  
long 28/09/15   2/11/15 35  RT RS QC  Severstal 100  47,820   10.544  11.527    0.984 9  551,235 153  
short 2/11/15  25/04/16 175  RT RS QC  Mobile TeleSystems 100  80,443   6.852  8.962 4.743  -2.109 -31  381,546 -54  
long 25/04/16   2/05/16 7  RT RS QC  Sberbank 100  49,721   7.674  7.994    0.320 4  397,457 742  
short 2/05/16  23/05/16 21  RT RS QC  Magnit 100  11,455   34.697  33.199 36.263  1.566 5  415,391 115  
long 23/05/16   6/06/16 14  RT RS QC  Sberbank 100  55,594   7.472  8.572    1.100 15  476,568 3,494  
short 6/06/16  20/06/16 14  RT RS QC  Magnit 100  13,627   34.970  31.339 39.022  4.052 12  531,783 1,643  
long 20/06/16  27/06/16 7  RT RS QC  Sberbank 100  61,483   8.649  8.175    -0.474 -5  502,615 -95  
short 27/06/16   4/07/16 7  RT RS QC  Magnit 100  17,092   29.405  33.330 25.480  -3.925 -13  435,534 -100  
long 4/07/16  11/07/16 7  RT RS QC  Sberbank 100  49,083   8.873  9.027    0.154 2  443,087 145  
short 11/07/16  15/08/16 35  RT RS QC  Magnit 100  13,140   33.719  42.403 25.035  -8.684 -26  328,981 -96  
long 15/08/16  22/08/16 7  RT RS QC  Sberbank 100  36,532   9.005  8.717    -0.288 -3  318,445 -82  
short 22/08/16   5/09/16 14  RT RS QC  Surgutneftegaz 100  68,466   4.651  4.782 4.520  -0.131 -3  309,463 -53  
long 5/09/16   5/06/17 273  RT RS QC  Sberbank 100  32,652   9.478  11.272    1.794 19  368,048 26  
short 5/06/17  26/02/18 266  RT RS QC  Moscow Exchange 100  202,268   1.820  2.060 1.580  -0.240 -13  319,523 -18  
long 26/02/18   9/04/18 42  RT RS QC  Sberbank 100  15,361   20.801  14.971    -5.829 -28  229,980 -94  
short 9/04/18  23/04/18 14  RT RS QC  Magnit 100  12,688   18.126  18.869 17.382  -0.743 -4  220,549 -66  
long 23/04/18  11/06/18 49  RT RS QC  Tatneft 100  3,443   64.052  62.690    -1.362 -2  215,861 -15  
short 11/06/18  10/06/19 364  RT RS QC  Magnit 100  11,715   18.425  13.926 24.378  5.953 32  285,598 32  
long 10/06/19  17/06/19 7  RT RS QC  Gazprom 100  40,312   7.085  7.115    0.031 0  286,841 25  
short 17/06/19   8/07/19 21  RT RS QC  ALROSA 100  212,066   1.353  1.371 1.334  -0.019 -1  282,918 -21  
long 8/07/19   5/08/19 28  RT RS QC  Gazprom 100  36,337   7.786  6.850    -0.936 -12  248,923 -81  
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  209,510   1.188  1.114 1.268  0.080 7  265,596 133  
long 2/09/19   7/10/19 35  RT RS QC  Gazprom 100  38,240   6.945  6.914    -0.031 0  264,416 -5  
short 7/10/19  14/10/19 7  RT RS QC  ALROSA 100  237,373   1.114  1.071 1.158  0.044 4  274,902 660  
long 14/10/19  21/10/19 7  RT RS QC  Surgutneftegaz 100  48,921   5.619  5.543    -0.076 -1  271,168 -51  
short 21/10/19  28/10/19 7  RT RS QC  ALROSA 100  235,579   1.151  1.110 1.194  0.043 4  281,259 572  
long 28/10/19   3/02/20 98  RT RS QC  Surgutneftegaz 100  40,919   6.873  7.048    0.175 3  288,404 10  
short 3/02/20  10/02/20 7  RT RS QC  Novatek 100  1,611   178.911  164.248 194.884  15.972 9  314,135 8,539  
long 10/02/20   2/03/20 21  RT RS QC  Surgutneftegaz 100  44,147   7.116  5.750    -1.365 -19  253,863 -98  
short 2/03/20   7/12/20 280  RT RS QC  Novatek 100  1,746   145.377  164.908 125.847  -19.531 -13  219,762 -17  
long 7/12/20   4/01/21 28  RT RS QC  Magnit 100  13,941   15.763  18.480    2.717 17  257,641 695  
short 4/01/21  18/01/21 14  RT RS QC  Tatneft 100  6,058   42.525  43.001 42.049  -0.476 -1  254,758 -25  
long 18/01/21  25/01/21 7  RT RS QC  Rosneft 100  37,528   6.788  6.488    -0.300 -4  243,506 -91  
short 25/01/21  15/03/21 49  RT RS QC  Tatneft 100  6,072   40.097  51.306 28.888  -11.209 -28  175,445 -91  
long 15/03/21  22/03/21 7  RT RS QC  Rosneft 100  22,483   7.803  7.477    -0.326 -4  168,115 -89  
short 22/03/21   7/06/21 77  RT RS QC  Surgutneftegaz 100  36,844   4.563  4.930 4.196  -0.367 -8  154,592 -33  
long 7/06/21  26/07/21 49  RT RS QC  Gazprom 100  20,599   7.505  7.604    0.099 1  156,633 10  
short 26/07/21   2/08/21 7  RT RS QC  Inter RAO UES 100  2,645,929   0.059  0.060 0.058  -0.001 -1  154,522 -51  
long 2/08/21  13/09/21 42  RT RS QC  Gazprom 100  19,717   7.837  9.090    1.254 16  179,241 263  
short 13/09/21  27/09/21 14  RT RS QC  Polyus 100  2,023   88.600  79.588 98.632  10.032 11  199,537 1,539  
long 27/09/21   4/10/21 7  RT RS QC  Gazprom 100  20,639   9.668  10.234    0.566 6  211,219 1,843  
short 4/10/21  11/10/21 7  RT RS QC  Polyus 100  2,653   79.614  81.550 77.678  -1.936 -2  206,083 -72  
long 11/10/21  26/10/21 15  RT RS QC  Gazprom 100  19,894   10.359  10.461    0.102 1  208,119 27  
accum23/10/06 26/10/215482 days out of 5776 invested (95%) 1,981 208,119 22  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 RusHydroshort  2/07/12  9/07/1272.572.552.590.02 0.63 
 short 16/07/12  3/09/12492.612.532.690.08 3.24 
 short 17/09/12  4/02/131402.742.413.120.37 13.63 
 short 11/03/13 14/09/159172.180.885.453.26 149.39194.40 
 Severstallong 10/08/09  3/01/115116.8818.0911.21 162.90 
 long 28/09/15  2/11/153510.5411.530.98 9.33187.43 
 VTB Bankshort 19/05/08 26/05/0878.218.158.270.06 0.74 
 short 16/06/08 20/07/093997.032.4720.0313.00 184.87186.97 
 Magnitlong 25/06/12  2/07/12726.7128.411.70 6.37 
 long  9/07/12 16/07/12726.5827.581.00 3.75 
 long  3/09/12 17/09/121430.4636.305.84 19.17 
 long  4/02/13 11/03/133547.2844.23-3.05 -6.45 
 short  2/05/16 23/05/162134.7033.2036.261.57 4.51 
 short  6/06/16 20/06/161434.9731.3439.024.05 11.59 
 short 27/06/16  4/07/16729.4033.3325.48-3.92 -13.35 
 short 11/07/16 15/08/163533.7242.4025.03-8.68 -25.75 
 short  9/04/18 23/04/181418.1318.8717.38-0.74 -4.10 
 short 11/06/18 10/06/1936418.4313.9324.385.95 32.31 
 long  7/12/20  4/01/212815.7618.482.72 17.2437.31 
 Uralkalilong 10/01/11 11/07/1118235.9448.1912.25 34.07 
 long 18/07/11  1/08/111447.7846.64-1.14 -2.38 
 long 14/09/15 21/09/15715.3815.25-0.14 -0.8929.71 
 ALROSAshort 17/06/19  8/07/19211.351.371.33-0.02 -1.37 
 short  5/08/19  2/09/19281.191.111.270.08 6.70 
 short  7/10/19 14/10/1971.111.071.160.04 3.97 
 short 21/10/19 28/10/1971.151.111.190.04 3.7213.48 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Gazpromlong 10/06/19 17/06/1977.087.120.03 0.44 
 long  8/07/19  5/08/19287.796.85-0.94 -12.02 
 long  2/09/19  7/10/19356.956.91-0.03 -0.44 
 long  7/06/21 26/07/21497.507.600.10 1.32 
 long  2/08/21 13/09/21427.849.091.25 16.00 
 long 27/09/21  4/10/2179.6710.230.57 5.85 
 long 11/10/21 26/10/211510.3610.460.10 0.9910.53 
 Polyusshort 13/09/21 27/09/211488.6079.5998.6310.03 11.32 
 short  4/10/21 11/10/21779.6181.5577.68-1.94 -2.438.62 
 Novateklong 30/10/06  6/11/06756.7058.942.24 3.95 
 long 20/07/09 27/07/09742.8844.571.69 3.94 
 short  3/02/20 10/02/207178.91164.25194.8815.97 8.93 
 short  2/03/20  7/12/20280145.38164.91125.85-19.53 -13.431.88 
 Inter RAO UESshort 26/07/21  2/08/2170.060.060.06-0.00 -1.35-1.35 
 Surgutneftegazshort 23/10/06 30/10/06712.7712.8212.72-0.05 -0.38 
 short  6/11/06  5/03/0711913.4211.0516.292.87 21.41 
 short 26/03/07  3/12/0725212.7312.0613.430.70 5.54 
 short 14/01/08  5/05/0811211.2910.7011.910.62 5.47 
 short 22/08/16  5/09/16144.654.784.52-0.13 -2.82 
 long 14/10/19 21/10/1975.625.54-0.08 -1.36 
 long 28/10/19  3/02/20986.877.050.17 2.54 
 long 10/02/20  2/03/20217.125.75-1.37 -19.19 
 short 22/03/21  7/06/21774.564.934.20-0.37 -8.04-1.66 
 Rosneftlong 18/01/21 25/01/2176.796.49-0.30 -4.42 
 long 15/03/21 22/03/2177.807.48-0.33 -4.18-8.41 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Sberbanklong  5/03/07 26/03/072118.0617.00-1.06 -5.87 
 long 25/04/16  2/05/1677.677.990.32 4.17 
 long 23/05/16  6/06/16147.478.571.10 14.73 
 long 20/06/16 27/06/1678.658.17-0.47 -5.48 
 long  4/07/16 11/07/1678.879.030.15 1.73 
 long 15/08/16 22/08/1679.018.72-0.29 -3.20 
 long  5/09/16  5/06/172739.4811.271.79 18.93 
 long 26/02/18  9/04/184220.8014.97-5.83 -28.02-10.38 
 Moscow Exchangeshort  5/06/17 26/02/182661.822.061.58-0.24 -13.18-13.18 
 Tatneftlong  5/05/08 19/05/0814148.38156.478.09 5.45 
 long 26/05/08 16/06/0821161.56150.91-10.65 -6.59 
 short 27/07/09 10/08/091423.7822.4225.211.43 6.03 
 long 23/04/18 11/06/184964.0562.69-1.36 -2.13 
 short  4/01/21 18/01/211442.5243.0042.05-0.48 -1.12 
 short 25/01/21 15/03/214940.1051.3128.89-11.21 -27.95-27.18 
 Mobile TeleSystemslong  3/12/07 14/01/084238.4133.75-4.66 -12.14 
 short  3/01/11 10/01/11720.5320.2420.840.30 1.47 
 short 11/07/11 18/07/11718.4918.0418.960.47 2.52 
 short  1/08/11 25/06/1232917.7416.8418.680.94 5.31 
 short 21/09/15 28/09/1577.096.857.340.25 3.51 
 short  2/11/15 25/04/161756.858.964.74-2.11 -30.78-31.04 


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