RS Chart
Assessment - Russian Traded Index - 10/05/21 - RS = 26
 ⇐ 
  instrument freshest Δday 10/05/21 Δwk 9/11/20  prc diff Δ26  Curr ∅-RS
real-time RS chart chart L add note RTX 2,006.310  Wed 0.03 2,034.690 -1.39 1,576.970 457.720 29.03  USD 19.42 
real-time RS chart chart L add note VTB Bank 1.070  Wed -0.93 1.100 -2.73 0.727 0.373 51.31  EUR 35.87 
real-time RS chart chart L add note Sberbank 13.450  Wed -0.37 14.150 -4.95 10.210 3.940 38.59  EUR 28.98 
real-time RS chart chart add note Rosneft 6.060  Wed 3.41 5.980 1.34 4.404 1.576 35.79  EUR 24.34 
real-time RS chart chart L add note Norilsk Nickel 30.500  Wed 30.100 1.33 22.820 7.280 31.90  EUR 21.91 
real-time RS chart chart L add note Gazprom 5.350  Wed 0.56 5.385 -0.65 3.745 1.640 43.79  EUR 20.67 
real-time RS chart chart add note Novatek 155.000  06:06 -1.27 157.000 -1.27 119.500 37.500 31.38  EUR 16.32 
real-time RS chart chart L add note Lukoil 68.700  Wed 3.15 68.000 1.03 53.320 14.680 27.53  EUR 14.42 
real-time RS chart chart add note Polyus 81.000  Wed 0.62 82.000 -1.22 88.050 -6.050 -6.87  EUR -0.53 
real-time RS chart chart add note Inter RAO UES 5.031  Wed -0.78 5.110 -1.55 5.250 -0.140 -2.67  RUB -2.24 
real-time RS chart chart add note Mobile TeleSystems 7.150  Wed 7.200 -0.69 7.150 0.050 0.70  EUR -2.92 
real-time RS chart chart add note Magnit 11.800  Wed 11.900 -0.84 12.230 -0.330 -2.70  EUR -3.22 
real-time RS chart chart L add note Surgutneftegaz 3.880  06:06 0.52 3.880 3.836 0.044 1.15  EUR -3.95 
real-time RS chart chart add note Tatneft 34.100  Wed -0.29 34.400 -0.87 29.140 5.260 18.05  EUR -4.25 
 RTX - 13 out of 13 instruments rated - 10/05/21 / 9/11/20 - 10 did rise, Market-Ratio(26) = 76.92 % 
 
Technical Chart
RTX RS = 26 - B/S = 60/40
Market Chart
2/01/17 scale up chart 10/05/21
 


Transactions Russian Traded Index * 26 - 60/40 (2)
 ⇐ 
L/Sdate buy date selldays instrumentsplpieces Currprc buyprc sellps shortprc diffd %assetyield 
2/01/06 30/04/07 483    - cash -
short 30/04/07   9/07/07 70  RT RS QC  Gazprom 50  427  EUR 11.700  13.150 10.250  -1.450 -12  9,381 -50  
          RT RS QC  Lukoil 50  86  EUR 57.650  61.360 53.940  -3.710 -6  9,062 -29  
100 -9 -40 
long 9/07/07  24/03/08 259  RT RS QC  Norilsk Nickel 50  259  EUR 17.460  18.100    0.640 4  9,228 5  
          RT RS QC  Sberbank 50  317  EUR 14.280  8.220    -6.060 -42  7,307 -54  
100 -19 -26 
short 24/03/08   6/04/09 378  RT RS QC  Sberbank 50  444  EUR 8.220  4.320 15.641  7.421 90  10,601 86  
          RT RS QC  Surgutneftegaz 50  613  EUR 5.960  5.200 6.831  0.871 15  11,135 14  
100 52 50 
long 6/04/09   4/10/10 546  RT RS QC  Rostelekom 50  132  EUR 42.000  18.500    -23.500 -56  8,033 -42  
          RT RS QC  Tatneft 50  127  EUR 43.820  23.060    -20.760 -47  5,397 -35  
100 -52 -38 
short 4/10/10   1/11/10 28  RT RS QC  Gazprom 50  433  EUR 6.220  6.340 6.100  -0.120 -2  5,345 -22  
          RT RS QC  Rosneft 50  540  EUR 5.000  5.030 4.970  -0.030 -1  5,329 -8  
100 -1 -15 
long 1/11/10   1/08/11 273  RT RS QC  Sberbank 50  242  EUR 11.000  9.300    -1.700 -15  4,917 -20  
          RT RS QC  Magnit 50  139  EUR 19.080  20.270    1.190 6  5,083 8  
100 -5 -6 
short 1/08/11   6/02/12 189  RT RS QC  Mobile TeleSystems 50  206  EUR 12.320  12.860 11.780  -0.540 -4  4,971 -8  
          RT RS QC  VTB Bank 50  657  EUR 3.870  3.380 4.431  0.561 14  5,340 30  
100 5 10 
long 6/02/12  14/05/12 98  RT RS QC  Novatek 50  23  EUR 112.000  83.410    -28.590 -26  4,682 -67  
          RT RS QC  Magnit 50  138  EUR 19.960  20.230    0.270 1  4,720 5  
100 -12 -37 
L/Sdate buy date selldays instrumentsplpieces Currprc buyprc sellps shortprc diffd %assetyield 
short 14/05/12  19/11/12 189  RT RS QC  Norilsk Nickel 50  188  EUR 12.490  11.510 13.553  1.063 9  4,920 17  
          RT RS QC  RusHydro 50  1,058  EUR 2.240  1.790 2.803  0.563 25  5,515 54  
100 17 35 
long 19/11/12  15/04/13 147  RT RS QC  Rosneft 50  458  EUR 6.020  5.110    -0.910 -15  5,099 -33  
          RT RS QC  Magnit 50  95  EUR 28.940  37.590    8.650 30  5,920 91  
100 7 19 
short 15/04/13  14/10/13 182  RT RS QC  RusHydro 50  2,715  EUR 1.090  1.190 0.990  -0.100 -9  5,649 -18  
          RT RS QC  Severstal 50  509  EUR 5.810  6.050 5.570  -0.240 -4  5,527 -8  
100 -7 -13 
long 14/10/13  13/01/14 91  RT RS QC  Novatek 50  26  EUR 102.684  93.773    -8.911 -9  5,295 -31  
          RT RS QC  Magnit 50  62  EUR 46.000  42.470    -3.530 -8  5,076 -27  
100 -8 -29 
short 13/01/14   1/09/14 231  RT RS QC  Tatneft 50  96  EUR 26.250  28.032 24.468  -1.782 -7  4,905 -11  
          RT RS QC  Uralkali 50  137  EUR 18.530  13.700 25.063  6.533 35  5,800 61  
100 14 24 
long 1/09/14  10/11/14 70  RT RS QC  RusHydro 50  2,000  EUR 1.450  1.210    -0.240 -17  5,320 -61  
          RT RS QC  Severstal 50  391  EUR 7.410  8.980    1.570 21  5,934 172  
100 2 13 
short 10/11/14  13/04/15 154  RT RS QC  Mobile TeleSystems 50  265  EUR 11.160  10.754 11.581  0.421 4  6,046 9  
          RT RS QC  Sberbank 50  514  EUR 5.788  5.330 6.285  0.497 9  6,301 22  
100 6 15 
long 13/04/15  17/08/15 126  RT RS QC  Severstal 50  280  EUR 11.243  9.588    -1.655 -15  5,838 -37  
          RT RS QC  Magnit 50  56  EUR 56.000  44.500    -11.500 -21  5,194 -49  
100 -18 -43 
L/Sdate buy date selldays instrumentsplpieces Currprc buyprc sellps shortprc diffd %assetyield 
short 17/08/15  22/02/16 189  RT RS QC  Mobile TeleSystems 50  366  EUR 7.079  6.433 7.790  0.711 10  5,454 20  
          RT RS QC  RusHydro 50  3,420  EUR 0.761  0.936 0.586  -0.175 -23  4,856 -40  
100 -7 -12 
long 22/02/16  29/02/16 7  RT RS QC  ALROSA 50  34  RUB 70.350  69.500    -0.850 -1  4,827 -47  
          RT RS QC  Moscow Exchange 50  26  RUB 92.090  99.000    6.910 8  5,006 4,250  
100 3 404 
short 29/02/16   7/03/16 7  RT RS QC  Norilsk Nickel 50  231  EUR 10.800  12.130 9.470  -1.330 -12  4,699 -100  
          RT RS QC  Magnit 50  82  EUR 30.511  33.787 27.235  -3.276 -11  4,430 -100  
100 -12 -100 
long 7/03/16  23/05/16 77  RT RS QC  Sberbank 50  374  EUR 5.921  6.660    0.739 12  4,707 75  
          RT RS QC  Moscow Exchange 50  22  RUB 100.500  104.000    3.500 3  4,784 18  
100 8 44 
short 23/05/16   6/06/16 14  RT RS QC  VTB Bank 50  1,355  EUR 1.765  1.799 1.731  -0.034 -2  4,738 -40  
          RT RS QC  Magnit 50  80  EUR 29.592  30.800 28.384  -1.208 -4  4,641 -66  
100 -3 -55 
long 6/06/16   5/06/17 364  RT RS QC  Sberbank 50  307  EUR 7.550  10.030    2.480 33  5,402 33  
          RT RS QC  Moscow Exchange 50  20  RUB 111.200  103.140    -8.060 -7  5,241 -7  
100 13 13 
short 5/06/17  18/12/17 196  RT RS QC  Norilsk Nickel 50  211  EUR 12.420  15.260 9.580  -2.840 -23  4,642 -38  
          RT RS QC  Moscow Exchange 50  25  RUB 103.140  118.000 88.280  -14.860 -14  4,271 -25  
100 -19 -32 
long 18/12/17   9/04/18 112  RT RS QC  Sberbank 50  149  EUR 14.310  12.150    -2.160 -15  3,949 -41  
          RT RS QC  Tatneft 50  51  EUR 41.631  48.770    7.139 17  4,313 67  
100 1 3 
L/Sdate buy date selldays instrumentsplpieces Currprc buyprc sellps shortprc diffd %assetyield 
short 9/04/18   4/06/18 56  RT RS QC  VTB Bank 50  1,437  EUR 1.500  1.300 1.731  0.231 15  4,644 154  
          RT RS QC  Magnit 50  146  EUR 14.710  17.270 12.150  -2.560 -17  4,271 -71  
100 -1 -6 
long 4/06/18  16/07/18 42  RT RS QC  Lukoil 50  36  EUR 59.270  59.050    -0.220 0  4,263 -3  
          RT RS QC  Tatneft 50  38  EUR 55.380  57.260    1.880 3  4,334 34  
100 1 14 
short 16/07/18  11/02/19 210  RT RS QC  VTB Bank 50  1,605  EUR 1.350  1.070 1.703  0.353 26  4,901 50  
          RT RS QC  Magnit 50  144  EUR 15.030  13.000 17.377  2.347 16  5,239 29  
100 21 39 
long 11/02/19   1/04/19 49  RT RS QC  Lukoil 50  36  EUR 72.750  80.580    7.830 11  5,521 114  
          RT RS QC  Norilsk Nickel 50  142  EUR 18.370  19.200    0.830 5  5,639 39  
100 8 73 
short 1/04/19  29/04/19 28  RT RS QC  Surgutneftegaz 50  862  EUR 3.270  3.360 3.180  -0.090 -3  5,561 -30  
          RT RS QC  VTB Bank 50  2,764  EUR 1.020  1.000 1.040  0.020 2  5,618 29  
100 0 -5 
long 29/04/19   9/03/20 315  RT RS QC  Norilsk Nickel 50  140  EUR 20.060  25.120    5.060 25  6,326 30  
          RT RS QC  Novatek 50  16  EUR 173.600  108.500    -65.100 -38  5,285 -42  
100 -6 -7 
short 9/03/20  14/09/20 189  RT RS QC  Novatek 50  24  EUR 108.500  120.000 97.000  -11.500 -11  5,009 -19  
          RT RS QC  Tatneft 50  67  EUR 39.960  35.700 44.728  4.768 12  5,328 24  
100 1 2 
long 14/09/20  12/10/20 28  RT RS QC  Magnit 50  210  EUR 12.660  12.280    -0.380 -3  5,248 -33  
          RT RS QC  Moscow Exchange 50  19  RUB 137.010  150.980    13.970 10  5,514 255  
100 4 57 
L/Sdate buy date selldays instrumentsplpieces Currprc buyprc sellps shortprc diffd %assetyield 
short 12/10/20  11/01/21 91  RT RS QC  Tatneft 50  92  EUR 29.840  35.400 24.280  -5.560 -19  5,002 -56  
          RT RS QC  VTB Bank 50  4,065  EUR 0.681  0.825 0.537  -0.144 -21  4,417 -61  
100 -20 -59 
long 11/01/21   1/02/21 21  RT RS QC  Novatek 50  14  EUR 154.500  137.000    -17.500 -11  4,172 -88  
          RT RS QC  Magnit 50  159  EUR 14.120  12.300    -1.820 -13  3,882 -91  
100 -12 -89 
short 1/02/21   8/03/21 35  RT RS QC  Surgutneftegaz 50  539  EUR 3.600  3.760 3.440  -0.160 -4  3,796 -38  
          RT RS QC  Tatneft 50  60  EUR 32.000  38.800 25.200  -6.800 -21  3,388 -92  
100 -13 -76 
long 8/03/21  13/05/21 66  RT RS QC  Novatek 50  10  EUR 161.000  155.000    -6.000 -4  3,328 -19  
     12/05/21 65  RT RS QC  Rosneft 50  286  EUR 6.200  6.060    -0.140 -2  3,288 -12  
100 -3 -15 
accum30/04/07 12/05/215127 days out of 5610 invested (91%) -67 3,288 -8  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %spldi %total 
 Sberbanklong  9/07/07 24/03/0825914.288.22-6.06 -42.4450-21.22 
 short 24/03/08  6/04/093788.224.3215.647.42 90.2845.14 
 long  1/11/10  1/08/1127311.009.30-1.70 -15.45-7.73 
 short 10/11/14 13/04/151545.795.336.290.50 8.594.30 
 long  7/03/16 23/05/16775.926.660.74 12.486.24 
 long  6/06/16  5/06/173647.5510.032.48 32.8516.42 
 long 18/12/17  9/04/1811214.3112.15-2.16 -15.09-7.5525.84 
 Uralkalishort 13/01/14  1/09/1423118.5313.7025.066.53 35.2617.6317.63 
 VTB Bankshort  1/08/11  6/02/121893.873.384.430.56 14.507.25 
 short 23/05/16  6/06/16141.771.801.73-0.03 -1.93-0.96 
 short  9/04/18  4/06/18561.501.301.730.23 15.397.69 
 short 16/07/18 11/02/192101.351.071.700.35 26.1713.09 
 short  1/04/19 29/04/19281.021.001.040.02 2.001.00 
 short 12/10/20 11/01/21910.680.830.54-0.14 -21.15-10.5716.83 
 Mobile TeleSystemsshort  1/08/11  6/02/1218912.3212.8611.78-0.54 -4.38-2.19 
 short 10/11/14 13/04/1515411.1610.7511.580.42 3.781.89 
 short 17/08/15 22/02/161897.086.437.790.71 10.045.024.66 
 Surgutneftegazshort 24/03/08  6/04/093785.965.206.830.87 14.627.31 
 short  1/04/19 29/04/19283.273.363.18-0.09 -2.75-1.38 
 short  1/02/21  8/03/21353.603.763.44-0.16 -4.44-2.223.48 
 Lukoilshort 30/04/07  9/07/077057.6561.3653.94-3.71 -6.44-3.22 
 long  4/06/18 16/07/184259.2759.05-0.22 -0.37-0.19 
 long 11/02/19  1/04/194972.7580.587.83 10.765.381.80 
 Norilsk Nickellong  9/07/07 24/03/0825917.4618.100.64 3.671.83 
 short 14/05/12 19/11/1218912.4911.5113.551.06 8.514.26 
 short 29/02/16  7/03/16710.8012.139.47-1.33 -12.31-6.16 
 short  5/06/17 18/12/1719612.4215.269.58-2.84 -22.87-11.43 
 long 11/02/19  1/04/194918.3719.200.83 4.522.26 
 long 29/04/19  9/03/2031520.0625.125.06 25.2212.611.61 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %spldi %total 
 Severstalshort 15/04/13 14/10/131825.816.055.57-0.24 -4.13-2.07 
 long  1/09/14 10/11/14707.418.981.57 21.1910.59 
 long 13/04/15 17/08/1512611.249.59-1.66 -14.72-7.360.34 
 ALROSAlong 22/02/16 29/02/16770.3569.50-0.85 -1.21-0.60-0.60 
 Moscow Exchangelong 22/02/16 29/02/16792.0999.006.91 7.503.75 
 long  7/03/16 23/05/1677100.50104.003.50 3.481.74 
 long  6/06/16  5/06/17364111.20103.14-8.06 -7.25-3.62 
 short  5/06/17 18/12/17196103.14118.0088.28-14.86 -14.41-7.20 
 long 14/09/20 12/10/2028137.01150.9813.97 10.205.10-0.78 
 Gazpromshort 30/04/07  9/07/077011.7013.1510.25-1.45 -12.39-6.20 
 short  4/10/10  1/11/10286.226.346.10-0.12 -1.93-0.96-7.10 
 Rosneftshort  4/10/10  1/11/10285.005.034.97-0.03 -0.60-0.30 
 long 19/11/12 15/04/131476.025.11-0.91 -15.12-7.56 
 long  8/03/21 12/05/21656.206.06-0.14 -2.26-1.13-8.88 
 RusHydroshort 14/05/12 19/11/121892.241.792.800.56 25.1412.57 
 short 15/04/13 14/10/131821.091.190.99-0.10 -9.17-4.59 
 long  1/09/14 10/11/14701.451.21-0.24 -16.55-8.28 
 short 17/08/15 22/02/161890.760.940.59-0.18 -23.00-11.50-12.81 
 Magnitlong  1/11/10  1/08/1127319.0820.271.19 6.243.12 
 long  6/02/12 14/05/129819.9620.230.27 1.350.68 
 long 19/11/12 15/04/1314728.9437.598.65 29.8914.94 
 long 14/10/13 13/01/149146.0042.47-3.53 -7.67-3.84 
 long 13/04/15 17/08/1512656.0044.50-11.50 -20.54-10.27 
 short 29/02/16  7/03/16730.5133.7927.24-3.28 -10.74-5.37 
 short 23/05/16  6/06/161429.5930.8028.38-1.21 -4.08-2.04 
 short  9/04/18  4/06/185614.7117.2712.15-2.56 -17.40-8.70 
 short 16/07/18 11/02/1921015.0313.0017.382.35 15.627.81 
 long 14/09/20 12/10/202812.6612.28-0.38 -3.00-1.50 
 long 11/01/21  1/02/212114.1212.30-1.82 -12.89-6.44-13.42 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %spldi %total 
 Rostelekomlong  6/04/09  4/10/1054642.0018.50-23.50 -55.95-27.98-27.98 
 Tatneftlong  6/04/09  4/10/1054643.8223.06-20.76 -47.38-23.69 
 short 13/01/14  1/09/1423126.2528.0324.47-1.78 -6.79-3.39 
 long 18/12/17  9/04/1811241.6348.777.14 17.158.57 
 long  4/06/18 16/07/184255.3857.261.88 3.391.70 
 short  9/03/20 14/09/2018939.9635.7044.734.77 11.935.97 
 short 12/10/20 11/01/219129.8435.4024.28-5.56 -18.63-9.32 
 short  1/02/21  8/03/213532.0038.8025.20-6.80 -21.25-10.63-30.09 
 Novateklong  6/02/12 14/05/1298112.0083.41-28.59 -25.53-12.76 
 long 14/10/13 13/01/1491102.6893.77-8.91 -8.68-4.34 
 long 29/04/19  9/03/20315173.60108.50-65.10 -37.50-18.75 
 short  9/03/20 14/09/20189108.50120.0097.00-11.50 -10.60-5.30 
 long 11/01/21  1/02/2121154.50137.00-17.50 -11.33-5.66 
 long  8/03/21 13/05/2166161.00155.00-6.00 -3.73-1.86-40.55 


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