Futures on the RTS index (RIU9): Futures on the RTS index (RIU9) in the morning is in bekvordatsii at (-1 500) and at 12-20 Moscow time is reduced by 3% (Fig. 1).
Figure 1. RTS. Bazis within days.
The number of open positions as compared to the morning opening virtually unchanged, and at 12-20 Moscow time the value of this indicator amounted to 310 000. (Fig. 2).
Figure 2. RTS. Open positions within days.
In the medium term, the market remains in the descending trend. Volatility September putov outside money - a two-fold higher than the September call out of money. Thus, at the current market, we again see a volatility smirk with apparent biases towards putov (Fig. 3), which indicates that the downward movement will continue.
Fig 3. RTS. Exchange IV within days.
If you talk about the number of open positions, the maximum number of remains RI75000U9 (put max, Fig. 4) and RI110000I9 (call max, Fig. 4) Ñтрайках, the absolute values for these Ñтрайках do not focus on these levels as to fully mature.
Figure 4. Levels optional support /resistance.
The most likely scenario - a correction to the area of 75 000 points.
The least likely scenario - sample of 110 000 points.
| Authorize and appreciate the story;;
1 users rated material 4.
|
|
As of 18:00 Moscow time the volume of trades on the MICEX Stock Exchange amounted to 244.16 billion rubles
In the near future, players may attempt to continue the Russian stock market movement up
In case of continued growth in the oil market in the coming weeks there is a new wave of purchases of Russian securities
The Russian market is testing support in the region of 1000 points on the RTS and MICEX
The potential collapse of the Russian stock market indices is at least 10% from yesterday's closing levels
At 16.00 Moscow time the volume of trades in the market for government securities MICEX was 11.18 billion rubles
In the remainder of the trading session is expected to return MICEX index above 1000 points
The Russian market is not looking at the external background, which could give rise to such a strong reduction
The potential reduction in the Russian market during the current bidding could be even 1-2%