RS Chart
Assessment - Russian Traded Index - 9/16/19 - RS = 9
 ⇐ 
  instrument freshest Δday 9/16/19 Δwk 7/15/19  prc diff Δ9  Curr ∅-RS
real-time RS chart chart add note RTX 2,012.150  08:04 -0.22 2,037.030 -1.22 2,033.570 3.460 0.17  USD 14.19 
real-time RS chart chart L add note Surgutneftegaz 5.060  06:04 0.50 5.345 -5.33 3.786 1.559 41.18  EUR 52.78 
real-time RS chart chart add note Gazprom 6.500  08:04 -0.12 6.600 -1.52 6.730 -0.130 -1.93  EUR 40.78 
real-time RS chart chart L add note Norilsk Nickel 22.160  06:20 -0.18 22.350 -0.85 20.190 2.160 10.70  EUR 24.51 
real-time RS chart chart add note Sberbank 13.325  06:03 -1.41 13.510 -1.37 13.735 -0.225 -1.64  EUR 17.18 
real-time RS chart chart add note Novatek 185.900  06:06 -0.54 185.500 0.22 181.700 3.800 2.09  EUR 15.43 
real-time RS chart chart add note Lukoil 76.800  07:04 0.31 78.780 -2.51 73.500 5.280 7.18  EUR 12.69 
real-time RS chart chart L add note VTB Bank 1.185  07:23 0.34 1.203 -1.50 1.247 -0.044 -3.53  EUR 11.22 
real-time RS chart chart L add note Moscow Exchange 96.630  08:19 -0.02 97.350 -0.74 95.180 2.170 2.28  RUB 7.61 
real-time RS chart chart L add note Tatneft 62.720  06:03 -2.79 64.820 -3.24 61.080 3.740 6.12  EUR 6.76 
real-time RS chart chart add note Rosneft 5.970  07:23 -0.13 6.062 -1.52 5.946 0.116 1.95  EUR 6.64 
real-time RS chart chart add note Mobile TeleSystems 7.345  07:01 -2.08 7.246 1.37 7.750 -0.504 -6.50  EUR 3.10 
real-time RS chart chart add note Severstal 13.840  06:03 -1.14 13.750 0.65 14.910 -1.160 -7.78  EUR 0.86 
real-time RS chart chart S add note Magnit 12.210  06:03 -1.37 12.140 0.58 13.395 -1.255 -9.37  EUR -0.85 
real-time RS chart chart S add note Transneft 153,100.000  08:18 -0.13 154,000.000 -0.58 168,950.000 -14,950.000 -8.85  RUB -6.57 
real-time RS chart chart add note ALROSA 77.550  08:19 0.65 77.800 -0.32 80.120 -2.320 -2.90  RUB -15.47 
 RTX - 15 out of 15 instruments rated - 9/16/19 / 7/15/19 - 7 did rise, Market-Ratio(9) = 46.67 % 
 
Technical Chart
RTX RS = 9 - B/S = 13/19
Market Chart
1/05/15 scale up chart 9/16/19
 


Transactions Russian Traded Index * S9 - 13/19 (3)
 ⇐ 
L/Sdate buy date selldays instrumentsplpieces Currprc buyprc sellps shortprc diffd %assetyield 
1/02/06 5/21/07 504    - cash -
short 5/21/07   6/11/07 21  RT RS QC  Gazprom 33  304  EUR 10.940  12.220 9.660  -1.280 -12  9,611 -88  
          RT RS QC  Lukoil 33  59  EUR 55.650  58.500 52.800  -2.850 -5  9,443 -60  
          RT RS QC  Surgutneftegaz 33  400  EUR 8.460  8.500 8.420  -0.040 0  9,427 -8  
100 -6 -64 
6/11/07 2/04/08 238    - cash -
  2/04/08   2/25/08 21  RT RS QC  Lukoil 33  68  EUR 46.100  49.300 42.900  -3.200 -7  9,209 -71  
          RT RS QC  Rosneft 33  655  EUR 4.800  5.450 4.150  -0.650 -14  8,783 -92  
          RT RS QC  Surgutneftegaz 33  519  EUR 6.060  6.020 6.100  0.040 1  8,804 12  
100 -7 -70 
2/25/08 7/21/08 147    - cash -
  7/21/08  12/08/08 140  RT RS QC  Norilsk Nickel 33  223  EUR 13.150  5.000 34.585  21.435 163  13,584 1,144  
          RT RS QC  Severstal 33  255  EUR 11.500  2.600 50.865  39.365 342  23,622 4,725  
          RT RS QC  Surgutneftegaz 33  502  EUR 5.850  4.440 7.708  1.858 32  24,555 105  
100 179 1,351 
12/08/08 1/05/09 28    - cash -
  1/05/09   1/19/09 14  RT RS QC  Norilsk Nickel 33  1,653  EUR 4.950  2.770 8.846  3.896 79  30,995 > 999,999  
          RT RS QC  Novatek 33  556  EUR 14.700  13.000 16.622  1.922 13  32,063 2,363  
          RT RS QC  Severstal 33  3,727  EUR 2.200  1.820 2.659  0.459 21  33,775 13,923  
100 38 407,097 
1/19/09 5/30/11 861    - cash -
  5/30/11   6/13/11 14  RT RS QC  Mobile TeleSystems 33  825  EUR 13.640  13.430 13.853  0.213 2  33,951 50  
          RT RS QC  RusHydro 33  3,475  EUR 3.240  3.310 3.170  -0.070 -2  33,708 -43  
          RT RS QC  Surgutneftegaz 33  1,724  EUR 6.530  6.680 6.380  -0.150 -2  33,449 -45  
100 -1 -22 
6/13/11 8/08/11 56    - cash -
  8/08/11  10/10/11 63  RT RS QC  Mobile TeleSystems 33  995  EUR 11.200  10.280 12.202  1.002 9  34,447 64  
          RT RS QC  Surgutneftegaz 33  2,100  EUR 5.310  5.890 4.730  -0.580 -11  33,229 -49  
          RT RS QC  VTB Bank 33  3,496  EUR 3.190  2.900 3.509  0.319 10  34,344 74  
100 3 17 
10/10/11 4/30/12 203    - cash -
  4/30/12   7/02/12 63  RT RS QC  Norilsk Nickel 33  860  EUR 13.300  13.030 13.576  0.276 2  34,581 13  
L/Sdate buy date selldays instrumentsplpieces Currprc buyprc sellps shortprc diffd %assetyield 
          RT RS QC  RusHydro 33  4,491  EUR 2.550  2.030 3.203  0.653 26  37,514 275  
          RT RS QC  VTB Bank 33  3,718  EUR 3.080  2.770 3.425  0.345 11  38,796 85  
100 13 103 
7/02/12 10/22/12 112    - cash -
  10/22/12  11/05/12 14  RT RS QC  Gazprom 33  1,740  EUR 7.430  7.250 7.615  0.185 2  39,117 90  
          RT RS QC  RusHydro 33  6,843  EUR 1.890  1.900 1.880  -0.010 -1  39,049 -13  
          RT RS QC  VTB Bank 33  4,974  EUR 2.600  2.530 2.672  0.072 3  39,406 104  
100 2 50 
11/05/12 4/15/13 161    - cash -
  4/15/13   5/20/13 35  RT RS QC  RusHydro 33  12,050  EUR 1.090  1.270 0.910  -0.180 -17  37,237 -85  
          RT RS QC  Severstal 33  2,260  EUR 5.810  6.670 4.950  -0.860 -15  35,294 -81  
          RT RS QC  VTB Bank 33  6,636  EUR 1.980  2.280 1.680  -0.300 -15  33,303 -82  
100 -15 -83 
5/20/13 6/10/13 21    - cash -
  6/10/13   6/17/13 7  RT RS QC  Gazprom 33  2,029  EUR 5.470  5.250 5.699  0.229 4  33,768 750  
          RT RS QC  RusHydro 33  10,375  EUR 1.070  1.080 1.060  -0.010 -1  33,664 -39  
          RT RS QC  Severstal 33  1,930  EUR 5.750  5.750 5.750  0.000 0  33,664 0  
100 1 76 
6/17/13 1/27/14 224    - cash -
  1/27/14   2/10/14 14  RT RS QC  Sberbank 33  1,352  EUR 8.298  8.087 8.515  0.217 3  33,957 96  
          RT RS QC  Tatneft 33  448  EUR 25.000  25.540 24.460  -0.540 -2  33,715 -43  
          RT RS QC  Uralkali 33  598  EUR 18.790  18.780 18.800  0.010 0  33,721 1  
100 0 4 
2/10/14 2/24/14 14    - cash -
  2/24/14   4/07/14 42  RT RS QC  Mobile TeleSystems 33  886  EUR 12.680  12.190 13.190  0.510 4  34,172 41  
          RT RS QC  VTB Bank 33  6,208  EUR 1.811  1.543 2.126  0.315 17  36,125 302  
          RT RS QC  Uralkali 33  635  EUR 17.680  16.515 18.927  1.247 7  36,917 81  
100 9 120 
4/07/14 4/21/14 14    - cash -
  4/21/14   5/05/14 14  RT RS QC  Rostelekom 33  1,219  EUR 10.090  9.001 11.311  1.221 12  38,405 1,864  
          RT RS QC  Sberbank 33  1,954  EUR 6.296  5.991 6.617  0.321 5  39,031 265  
L/Sdate buy date selldays instrumentsplpieces Currprc buyprc sellps shortprc diffd %assetyield 
          RT RS QC  VTB Bank 33  8,101  EUR 1.520  1.520 1.520  0.000 0  39,031 0  
100 6 327 
5/05/14 12/01/14 210    - cash -
  12/01/14   2/02/15 63  RT RS QC  Rosneft 33  3,564  EUR 3.650  2.850 4.675  1.025 28  42,683 319  
          RT RS QC  Sberbank 33  2,689  EUR 4.837  3.359 6.965  2.128 44  48,406 727  
          RT RS QC  Uralkali 33  1,301  EUR 10.000  12.000 8.000  -2.000 -20  45,804 -73  
100 17 153 
2/02/15 6/22/15 140    - cash -
  6/22/15   7/06/15 14  RT RS QC  Mobile TeleSystems 33  1,754  EUR 8.700  8.000 9.461  0.761 9  47,139 791  
          RT RS QC  Rostelekom 33  1,793  EUR 8.515  8.400 8.632  0.117 1  47,348 43  
          RT RS QC  RusHydro 33  15,684  EUR 0.974  0.860 1.103  0.129 13  49,373 2,466  
100 8 607 
7/06/15 7/20/15 14    - cash -
  7/20/15   8/10/15 21  RT RS QC  Mobile TeleSystems 33  2,179  EUR 7.551  7.297 7.814  0.263 3  49,946 81  
          RT RS QC  Rostelekom 33  2,007  EUR 8.200  7.250 9.275  1.075 13  52,102 750  
          RT RS QC  RusHydro 33  19,551  EUR 0.842  0.761 0.932  0.090 11  53,854 480  
100 9 353 
8/10/15 8/17/15 7    - cash -
  8/17/15   9/28/15 42  RT RS QC  Mobile TeleSystems 33  2,535  EUR 7.079  6.096 8.221  1.142 16  56,748 267  
          RT RS QC  Rostelekom 33  2,583  EUR 6.950  7.020 6.880  -0.070 -1  56,567 -8  
          RT RS QC  RusHydro 33  23,596  EUR 0.761  0.860 0.662  -0.099 -13  54,231 -70  
100 1 6 
9/28/15 12/14/15 77    - cash -
  12/14/15  12/21/15 7  RT RS QC  Gazprom 33  5,444  EUR 3.320  3.315 3.325  0.005 0  54,258 8  
          RT RS QC  Mobile TeleSystems 33  3,116  EUR 5.800  5.717 5.884  0.084 1  54,521 112  
          RT RS QC  Norilsk Nickel 33  1,572  EUR 11.500  11.760 11.240  -0.260 -2  54,112 -70  
100 0 -11 
12/21/15 12/28/15 7    - cash -
  12/28/15   1/11/16 14  RT RS QC  Gazprom 33  5,360  EUR 3.365  3.113 3.637  0.272 8  55,572 661  
          RT RS QC  Lukoil 33  615  EUR 29.320  27.330 31.455  2.135 7  56,885 525  
          RT RS QC  Mobile TeleSystems 33  3,186  EUR 5.662  4.910 6.529  0.867 15  59,648 4,007  
100 10 1,168 
L/Sdate buy date selldays instrumentsplpieces Currprc buyprc sellps shortprc diffd %assetyield 
1/11/16 1/25/16 14    - cash -
  1/25/16   2/15/16 21  RT RS QC  Gazprom 33  6,553  EUR 3.034  3.059 3.009  -0.025 -1  59,484 -13  
          RT RS QC  Lukoil 33  729  EUR 27.245  28.175 26.315  -0.930 -3  58,806 -45  
          RT RS QC  Norilsk Nickel 33  1,904  EUR 10.449  9.549 11.434  0.985 9  60,681 378  
100 2 35 
2/15/16 3/13/17 392    - cash -
  3/13/17   3/20/17 7  RT RS QC  Surgutneftegaz 33  4,494  EUR 4.500  4.618 4.382  -0.118 -3  60,151 -75  
          RT RS QC  Magnit 33  617  EUR 32.769  36.595 28.943  -3.826 -12  57,790 -100  
          RT RS QC  Moscow Exchange 33  177  RUB 114.020  117.160 110.880  -3.140 -3  57,234 -77  
100 -6 -95 
3/20/17 5/22/17 63    - cash -
  5/22/17   5/29/17 7  RT RS QC  Norilsk Nickel 33  1,467  EUR 13.000  13.180 12.820  -0.180 -1  56,970 -52  
          RT RS QC  Magnit 33  606  EUR 31.458  33.064 29.852  -1.606 -5  55,997 -93  
          RT RS QC  Moscow Exchange 33  188  RUB 101.450  100.700 102.206  0.756 1  56,139 47  
100 -2 -64 
5/29/17 6/05/17 7    - cash -
  6/05/17   7/17/17 42  RT RS QC  Gazprom 33  5,085  EUR 3.680  3.631 3.730  0.050 1  56,392 12  
          RT RS QC  Norilsk Nickel 33  1,506  EUR 12.420  12.600 12.240  -0.180 -1  56,121 -12  
          RT RS QC  Moscow Exchange 33  181  RUB 103.140  112.000 94.280  -8.860 -9  54,517 -54  
100 -3 -23 
7/17/17 4/09/18 266    - cash -
  4/09/18   4/16/18 7  RT RS QC  Norilsk Nickel 33  1,451  EUR 12.520  13.150 11.890  -0.630 -5  53,603 -93  
          RT RS QC  VTB Bank 33  12,116  EUR 1.500  1.540 1.460  -0.040 -3  53,118 -76  
          RT RS QC  Magnit 33  1,235  EUR 14.710  14.730 14.690  -0.020 0  53,094 -7  
100 -3 -75 
4/16/18 8/19/19 490    - cash -
  8/19/19   9/02/19 14  RT RS QC  Severstal 33  1,383  EUR 12.790  13.670 11.910  -0.880 -7  51,876 -84  
          RT RS QC  ALROSA 33  246  RUB 71.750  74.350 69.150  -2.600 -4  51,237 -62  
          RT RS QC  Transneft 33  119  RUB 149.150  151.500 146.800  -2.350 -2  50,957 -34  
100 -4 -66 
9/02/19 9/18/19 16    - cash -
accum 5/21/07 9/02/19721 days out of 5007 invested (14%) 410 50,957 128  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %spldi %total 
 Severstalshort  7/21/08 12/08/0814011.502.6050.8739.37 342.3133114.10 
   1/05/09  1/19/09142.201.822.660.46 20.886.96 
   4/15/13  5/20/13355.816.674.95-0.86 -14.80-4.93 
   6/10/13  6/17/1375.755.755.750.00 0.000.00 
   8/19/19  9/02/191412.7913.6711.91-0.88 -6.88-2.29112.71 
 Norilsk Nickel  7/21/08 12/08/0814013.155.0034.5821.43 163.0054.33 
   1/05/09  1/19/09144.952.778.853.90 78.7026.23 
   4/30/12  7/02/126313.3013.0313.580.28 2.070.69 
  12/14/15 12/21/15711.5011.7611.24-0.26 -2.26-0.75 
   1/25/16  2/15/162110.459.5511.430.98 9.423.14 
   5/22/17  5/29/17713.0013.1812.82-0.18 -1.38-0.46 
   6/05/17  7/17/174212.4212.6012.24-0.18 -1.45-0.48 
   4/09/18  4/16/18712.5213.1511.89-0.63 -5.03-1.6895.58 
 Mobile TeleSystems  5/30/11  6/13/111413.6413.4313.850.21 1.560.52 
   8/08/11 10/10/116311.2010.2812.201.00 8.952.98 
   2/24/14  4/07/144212.6812.1913.190.51 4.021.34 
   6/22/15  7/06/15148.708.009.460.76 8.752.92 
   7/20/15  8/10/15217.557.307.810.26 3.481.16 
   8/17/15  9/28/15427.086.108.221.14 16.135.38 
  12/14/15 12/21/1575.805.725.880.08 1.450.48 
  12/28/15  1/11/16145.664.916.530.87 15.325.1121.55 
 Sberbank  1/27/14  2/10/14148.308.098.510.22 2.610.87 
   4/21/14  5/05/14146.305.996.620.32 5.091.70 
  12/01/14  2/02/15634.843.366.972.13 44.0014.6717.63 
 Rostelekom  4/21/14  5/05/141410.099.0011.311.22 12.104.03 
   6/22/15  7/06/15148.528.408.630.12 1.370.46 
   7/20/15  8/10/15218.207.259.271.07 13.104.37 
   8/17/15  9/28/15426.957.026.88-0.07 -1.01-0.348.71 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %spldi %total 
 VTB Bank  8/08/11 10/10/11633.192.903.510.32 10.003.33 
   4/30/12  7/02/12633.082.773.420.34 11.193.73 
  10/22/12 11/05/12142.602.532.670.07 2.770.92 
   4/15/13  5/20/13351.982.281.68-0.30 -15.15-5.05 
   2/24/14  4/07/14421.811.542.130.31 17.375.79 
   4/21/14  5/05/14141.521.521.520.00 0.000.00 
   4/09/18  4/16/1871.501.541.46-0.04 -2.67-0.897.69 
 Surgutneftegaz  5/21/07  6/11/07218.468.508.42-0.04 -0.47-0.16 
   2/04/08  2/25/08216.066.026.100.04 0.670.22 
   7/21/08 12/08/081405.854.447.711.86 31.7610.59 
   5/30/11  6/13/11146.536.686.38-0.15 -2.30-0.77 
   8/08/11 10/10/11635.315.894.73-0.58 -10.92-3.64 
   3/13/17  3/20/1774.504.624.38-0.12 -2.62-0.874.89 
 RusHydro  5/30/11  6/13/11143.243.313.17-0.07 -2.16-0.72 
   4/30/12  7/02/12632.552.033.200.65 25.628.54 
  10/22/12 11/05/12141.891.901.88-0.01 -0.53-0.18 
   4/15/13  5/20/13351.091.270.91-0.18 -16.51-5.50 
   6/10/13  6/17/1371.071.081.06-0.01 -0.93-0.31 
   6/22/15  7/06/15140.970.861.100.13 13.254.42 
   7/20/15  8/10/15210.840.760.930.09 10.643.55 
   8/17/15  9/28/15420.760.860.66-0.10 -13.01-4.344.81 
 Rosneft  2/04/08  2/25/08214.805.454.15-0.65 -13.54-4.51 
  12/01/14  2/02/15633.652.854.671.02 28.079.364.42 
 Novatek  1/05/09  1/19/091414.7013.0016.621.92 13.084.364.36 
 Gazprom  5/21/07  6/11/072110.9412.229.66-1.28 -11.70-3.90 
  10/22/12 11/05/12147.437.257.610.18 2.480.83 
   6/10/13  6/17/1375.475.255.700.23 4.191.40 
  12/14/15 12/21/1573.323.323.330.01 0.150.05 
  12/28/15  1/11/16143.373.113.640.27 8.102.70 
   1/25/16  2/15/16213.033.063.01-0.02 -0.82-0.27 
   6/05/17  7/17/17423.683.633.730.05 1.350.451.13 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %spldi %total 
 Transneft  8/19/19  9/02/1914149.15151.50146.80-2.35 -1.58-0.53-0.53 
 Tatneft  1/27/14  2/10/141425.0025.5424.46-0.54 -2.16-0.72-0.72 
 ALROSA  8/19/19  9/02/191471.7574.3569.15-2.60 -3.62-1.21-1.21 
 Lukoil  5/21/07  6/11/072155.6558.5052.80-2.85 -5.12-1.71 
   2/04/08  2/25/082146.1049.3042.90-3.20 -6.94-2.31 
  12/28/15  1/11/161429.3227.3331.452.13 7.282.43 
   1/25/16  2/15/162127.2528.1826.32-0.93 -3.41-1.14-2.77 
 Moscow Exchange  3/13/17  3/20/177114.02117.16110.88-3.14 -2.75-0.92 
   5/22/17  5/29/177101.45100.70102.210.76 0.740.25 
   6/05/17  7/17/1742103.14112.0094.28-8.86 -8.59-2.86-3.52 
 Uralkali  1/27/14  2/10/141418.7918.7818.800.01 0.050.02 
   2/24/14  4/07/144217.6816.5218.931.25 7.052.35 
  12/01/14  2/02/156310.0012.008.00-2.00 -20.00-6.67-4.46 
 Magnit  3/13/17  3/20/17732.7736.6028.94-3.83 -11.68-3.89 
   5/22/17  5/29/17731.4633.0629.85-1.61 -5.11-1.70 
   4/09/18  4/16/18714.7114.7314.69-0.02 -0.14-0.05-5.57 


Annotations
12/19/16RTXindex adaption: Transneft (Транснефть) replaces Uralkali (Уралкалий)
12/22/15RTXdeletion of instrument Uralkali PJSC GDR (US91688E2063 - M6B1)
9/21/15RTXALROSA (АЛРОСА) and Moscow Exchange (Московская Биржа) replace
Rostelecom (Ростелеком) and RusHydro (РусГидро)
8/28/15RTXcomplete analysis