Futures on the RTS (RIZ9): in the morning on futures (RIZ9) we observe with bekvordatsiyu at 1000; to 13-00 Moscow time futures grows at 1.5% (Fig. 1).
Figure 1. RTS. Basis in the day.
The number of open positions compared with the morning opening of the increase in 8000; at 13-00 Moscow time, the value of this indicator was 340000 (Fig. 2).
Figure 2. RTS. Open positions within days.
In the long term the market remains in a downtrend. Volatility December Putov outside money remains above the volatility of the December call out of money. Thus, the current market we are witnessing volatility smirk that signals the imminent resumption of a downward trend (Fig. 3).
Figure 3. RTS. Exchange IV within days.
If we talk about the number of open positions, the maximum number observed in RI80000X9 (put max, Fig. 4) and RI130000L9 (call max, Fig. 4) strike, while the absolute values of these strikes do not allow the focus to these levels as at full form.
Figure 4. Levels of optional support /resistance.
The most likely scenario: the resumption of a downward movement in the area of 80 000.
Least likely scenario: continuation of growth to 130 000.
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