RS Chart
Assessment - Russian Traded Index in Swiss Franc - 11/18/19 - RS = 39
 ⇐ 
  instrument freshest Δday 11/18/19 Δwk 2/18/19  prc diff Δ39   ∅-RS
real-time RS chart chart L add note RTX 2,107.137  16:45 0.55 2,095.642 0.55 1,726.714 368.928 21.37   14.33 
real-time RS chart chart L add note Surgutneftegaz 7.088  07:02 0.23 7.072 0.23 3.964 3.108 78.42   69.75 
real-time RS chart chart add note Gazprom 7.652  16:35 0.92 7.582 0.92 4.736 2.846 60.09   33.85 
real-time RS chart chart L add note Norilsk Nickel 27.281  13:40 1.71 26.821 1.71 20.591 6.230 30.25   23.30 
real-time RS chart chart L add note VTB Bank 1.415  15:06 -1.97 1.444 -1.97 1.227 0.217 17.72   18.13 
real-time RS chart chart L add note Lukoil 94.322  16:35 0.35 93.994 0.35 83.353 10.641 12.77   15.70 
real-time RS chart chart L add note Mobile TeleSystems 9.360  14:45 2.40 9.141 2.40 7.655 1.486 19.41   15.08 
real-time RS chart chart L add note Rosneft 6.941  14:40 -1.25 7.028 -1.25 6.099 0.929 15.24   10.87 
real-time RS chart chart add note Sberbank 14.888  14:32 0.89 14.757 0.89 12.516 2.241 17.91   9.39 
real-time RS chart chart add note Novatek 203.620  08:35 -0.32 204.277 -0.32 174.179 30.098 17.28   9.30 
real-time RS chart chart L add note Moscow Exchange 1.556  15:49 0.50 1.549 0.50 1.361 0.188 13.81   11.83 
real-time RS chart chart L add note Tatneft 70.457  10:31 -1.05 71.201 -1.05 70.837 0.365 0.51   5.21 
real-time RS chart chart L add note Transneft 2,714.059  15:45 1.33 2,678.440 1.33 2,557.326 121.114 4.74   7.63 
real-time RS chart chart S add note Severstal 14.034  16:16 2.56 13.684 2.56 15.389 -1.705 -11.08   -8.88 
real-time RS chart chart S add note Magnit 12.069  08:50 0.59 11.998 0.59 14.583 -2.585 -17.72   -11.08 
real-time RS chart chart L add note ALROSA 1.180  15:47 0.69 1.172 0.69 1.475 -0.303 -20.54   -11.48 
 RTX - 15 out of 15 instruments rated - 11/18/19 / 2/18/19 - 12 did rise, Market-Ratio(39) in CHF = 80.00 % 
 
Technical Chart
RTX RS = 39 - B/S = 73/71
Market Chart
1/05/15 scale up chart 11/18/19
 


Transactions Russian Traded Index in Swiss Franc * A39 - 73/71 (1)
 ⇐ 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
1/02/06 10/23/06 294    - cash -
short 10/23/06  10/30/06 7  RT RS QC  Surgutneftegaz 100  622   16.077  16.004 16.149  0.072 0  10,045 26  
long 10/30/06  11/06/06 7  RT RS QC  Novatek 100  141   70.795  73.905    3.110 4  10,484 841  
short 11/06/06   3/05/07 119  RT RS QC  Surgutneftegaz 100  623   16.822  13.450 21.040  4.218 25  13,111 99  
long 3/05/07   3/26/07 21  RT RS QC  Sberbank 100  596   21.989  20.726    -1.263 -6  12,359 -64  
short 3/26/07  12/03/07 252  RT RS QC  Surgutneftegaz 100  796   15.512  13.650 17.628  2.116 14  14,043 20  
long 12/03/07   1/14/08 42  RT RS QC  Mobile TeleSystems 100  322   43.483  37.172    -6.311 -15  12,011 -74  
short 1/14/08   5/05/08 112  RT RS QC  Surgutneftegaz 100  965   12.434  11.317 13.661  1.227 10  13,195 36  
long 5/05/08   5/19/08 14  RT RS QC  Tatneft 100  84   156.873  163.944    7.071 5  13,789 216  
short 5/19/08   5/26/08 7  RT RS QC  VTB Bank 100  1,603   8.601  8.356 8.854  0.253 3  14,194 352  
long 5/26/08   6/16/08 21  RT RS QC  Tatneft 100  85   165.661  157.921    -7.739 -5  13,537 -56  
short 6/16/08   7/20/09 399  RT RS QC  VTB Bank 100  1,840   7.357  2.657 20.367  13.010 177  37,475 154  
long 7/20/09   7/27/09 7  RT RS QC  Novatek 100  811   46.178  47.776    1.598 3  38,771 490  
short 7/27/09   8/10/09 14  RT RS QC  Tatneft 100  1,521   25.487  24.241 26.796  1.309 5  40,763 269  
long 8/10/09   1/03/11 511  RT RS QC  Severstal 100  5,481   7.437  16.919    9.482 128  92,736 80  
short 1/03/11   1/10/11 7  RT RS QC  Mobile TeleSystems 100  4,827   19.209  19.573 18.845  -0.364 -2  90,977 -63  
long 1/10/11   7/11/11 182  RT RS QC  Uralkali 100  2,616   34.765  40.337    5.572 16  105,553 35  
short 7/11/11   7/18/11 7  RT RS QC  Mobile TeleSystems 100  6,819   15.478  14.688 16.311  0.833 5  111,233 1,438  
long 7/18/11   8/01/11 14  RT RS QC  Uralkali 100  2,858   38.910  36.674    -2.237 -6  104,840 -79  
short 8/01/11   6/25/12 329  RT RS QC  Mobile TeleSystems 100  7,518   13.945  16.092 11.798  -2.147 -15  88,699 -17  
long 6/25/12   7/02/12 7  RT RS QC  Magnit 100  3,475   25.519  26.945    1.426 6  93,654 1,604  
short 7/02/12   7/09/12 7  RT RS QC  RusHydro 100  38,404   2.439  2.498 2.379  -0.060 -2  91,364 -73  
long 7/09/12   7/16/12 7  RT RS QC  Magnit 100  3,515   25.992  27.032    1.040 4  95,021 674  
short 7/16/12   9/03/12 49  RT RS QC  RusHydro 100  37,147   2.558  2.414 2.711  0.153 6  100,693 54  
long 9/03/12   9/17/12 14  RT RS QC  Magnit 100  3,461   29.086  33.645    4.559 16  116,470 4,352  
short 9/17/12   2/04/13 140  RT RS QC  RusHydro 100  45,798   2.543  2.193 2.949  0.406 16  135,073 47  
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
long 2/04/13   3/11/13 35  RT RS QC  Magnit 100  3,145   42.940  42.074    -0.867 -2  132,348 -19  
short 3/11/13   9/14/15 917  RT RS QC  RusHydro 100  63,679   2.078  0.848 5.091  3.013 145  324,185 43  
long 9/14/15   9/21/15 7  RT RS QC  Uralkali 100  21,761   14.897  14.815    -0.083 -1  322,388 -25  
short 9/21/15   9/28/15 7  RT RS QC  Mobile TeleSystems 100  46,762   6.894  6.675 7.120  0.226 3  332,964 438  
long 9/28/15  11/02/15 35  RT RS QC  Severstal 100  32,424   10.269  11.378    1.109 11  368,911 191  
short 11/02/15   4/25/16 175  RT RS QC  Mobile TeleSystems 100  54,544   6.763  8.736 4.791  -1.973 -29  261,319 -51  
long 4/25/16   5/02/16 7  RT RS QC  Sberbank 100  34,933   7.480  7.633    0.153 2  266,659 187  
short 5/02/16   5/23/16 21  RT RS QC  Magnit 100  8,048   33.132  32.850 33.417  0.285 1  268,950 16  
long 5/23/16   6/06/16 14  RT RS QC  Sberbank 100  36,377   7.393  8.317    0.924 12  302,556 2,054  
short 6/06/16   6/20/16 14  RT RS QC  Magnit 100  8,917   33.929  30.123 38.216  4.287 13  340,782 2,124  
long 6/20/16   6/27/16 7  RT RS QC  Sberbank 100  40,990   8.314  7.990    -0.324 -4  327,508 -87  
short 6/27/16   7/04/16 7  RT RS QC  Magnit 100  11,395   28.739  32.358 25.121  -3.619 -13  286,270 -100  
long 7/04/16   7/11/16 7  RT RS QC  Sberbank 100  33,230   8.615  8.870    0.256 3  294,767 360  
short 7/11/16   8/15/16 35  RT RS QC  Magnit 100  8,896   33.133  41.247 25.020  -8.114 -24  222,589 -95  
long 8/15/16   8/22/16 7  RT RS QC  Sberbank 100  25,410   8.760  8.389    -0.371 -4  213,165 -90  
short 8/22/16   9/05/16 14  RT RS QC  Surgutneftegaz 100  47,623   4.476  4.685 4.267  -0.209 -5  203,203 -71  
long 9/05/16   6/05/17 273  RT RS QC  Sberbank 100  21,884   9.285  10.891    1.605 17  238,331 24  
short 6/05/17   2/26/18 266  RT RS QC  Moscow Exchange 100  135,563   1.758  1.932 1.584  -0.174 -10  214,787 -13  
long 2/26/18   4/09/18 42  RT RS QC  Sberbank 100  11,009   19.510  14.321    -5.188 -27  157,668 -93  
short 4/09/18   4/23/18 14  RT RS QC  Magnit 100  9,093   17.339  18.462 16.216  -1.123 -6  147,457 -83  
long 4/23/18   6/11/18 49  RT RS QC  Tatneft 100  2,352   62.670  61.759    -0.911 -1  145,316 -10  
short 6/11/18   6/10/19 364  RT RS QC  Magnit 100  8,005   18.151  13.778 23.914  5.762 32  191,443 32  
long 6/10/19   6/17/19 7  RT RS QC  Gazprom 100  27,313   7.009  7.104    0.095 1  194,039 102  
short 6/17/19   7/08/19 21  RT RS QC  ALROSA 100  143,682   1.350  1.361 1.340  -0.011 -1  192,506 -13  
long 7/08/19   8/05/19 28  RT RS QC  Gazprom 100  24,907   7.729  6.670    -1.059 -14  166,135 -85  
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
short 8/05/19   9/02/19 28  RT RS QC  ALROSA 100  143,611   1.157  1.102 1.214  0.057 5  174,330 87  
long 9/02/19  10/07/19 35  RT RS QC  Gazprom 100  25,352   6.876  6.872    -0.004 0  174,222 -1  
short 10/07/19  10/14/19 7  RT RS QC  ALROSA 100  157,372   1.107  1.068 1.147  0.040 4  180,570 546  
long 10/14/19  10/21/19 7  RT RS QC  Surgutneftegaz 100  32,232   5.602  5.466    -0.136 -2  176,188 -72  
short 10/21/19  10/28/19 7  RT RS QC  ALROSA 100  155,213   1.135  1.105 1.167  0.031 3  181,057 314  
long 10/28/19  11/19/19 22  RT RS QC  Surgutneftegaz 100  26,464   6.841  7.088    0.247 4  187,591 80  
accum10/23/06 11/19/194775 days out of 5069 invested (94%) 1,776 187,591 25  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 RusHydroshort  7/02/12  7/09/1272.442.502.38-0.06 -2.45 
 short  7/16/12  9/03/12492.562.412.710.15 5.97 
 short  9/17/12  2/04/131402.542.192.950.41 15.97 
 short  3/11/13  9/14/159172.080.855.093.01 144.95193.67 
 VTB Bankshort  5/19/08  5/26/0878.608.368.850.25 2.94 
 short  6/16/08  7/20/093997.362.6620.3713.01 176.84184.98 
 Severstallong  8/10/09  1/03/115117.4416.929.48 127.51 
 long  9/28/15 11/02/153510.2711.381.11 10.80152.07 
 Surgutneftegazshort 10/23/06 10/30/06716.0816.0016.150.07 0.45 
 short 11/06/06  3/05/0711916.8213.4521.044.22 25.07 
 short  3/26/07 12/03/0725215.5113.6517.632.12 13.64 
 short  1/14/08  5/05/0811212.4311.3213.661.23 9.87 
 short  8/22/16  9/05/16144.484.694.27-0.21 -4.67 
 long 10/14/19 10/21/1975.605.47-0.14 -2.43 
 long 10/28/19 11/19/19226.847.090.25 3.6151.18 
 Magnitlong  6/25/12  7/02/12725.5226.951.43 5.59 
 long  7/09/12  7/16/12725.9927.031.04 4.00 
 long  9/03/12  9/17/121429.0933.644.56 15.67 
 long  2/04/13  3/11/133542.9442.07-0.87 -2.02 
 short  5/02/16  5/23/162133.1332.8533.420.28 0.86 
 short  6/06/16  6/20/161433.9330.1238.224.29 12.63 
 short  6/27/16  7/04/16728.7432.3625.12-3.62 -12.59 
 short  7/11/16  8/15/163533.1341.2525.02-8.11 -24.49 
 short  4/09/18  4/23/181417.3418.4616.22-1.12 -6.48 
 short  6/11/18  6/10/1936418.1513.7823.915.76 31.7514.99 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 ALROSAshort  6/17/19  7/08/19211.351.361.34-0.01 -0.79 
 short  8/05/19  9/02/19281.161.101.210.06 4.93 
 short 10/07/19 10/14/1971.111.071.150.04 3.64 
 short 10/21/19 10/28/1971.141.101.170.03 2.7610.88 
 Uralkalilong  1/10/11  7/11/1118234.7740.345.57 16.03 
 long  7/18/11  8/01/111438.9136.67-2.24 -5.75 
 long  9/14/15  9/21/15714.9014.81-0.08 -0.558.75 
 Novateklong 10/30/06 11/06/06770.8073.913.11 4.39 
 long  7/20/09  7/27/09746.1847.781.60 3.468.01 
 Tatneftlong  5/05/08  5/19/0814156.87163.947.07 4.51 
 long  5/26/08  6/16/0821165.66157.92-7.74 -4.67 
 short  7/27/09  8/10/091425.4924.2426.801.31 5.14 
 long  4/23/18  6/11/184962.6761.76-0.91 -1.453.22 
 Moscow Exchangeshort  6/05/17  2/26/182661.761.931.58-0.17 -9.88-9.88 
 Sberbanklong  3/05/07  3/26/072121.9920.73-1.26 -5.74 
 long  4/25/16  5/02/1677.487.630.15 2.04 
 long  5/23/16  6/06/16147.398.320.92 12.50 
 long  6/20/16  6/27/1678.317.99-0.32 -3.90 
 long  7/04/16  7/11/1678.618.870.26 2.97 
 long  8/15/16  8/22/1678.768.39-0.37 -4.23 
 long  9/05/16  6/05/172739.2910.891.61 17.29 
 long  2/26/18  4/09/184219.5114.32-5.19 -26.59-11.72 
 Gazpromlong  6/10/19  6/17/1977.017.100.10 1.36 
 long  7/08/19  8/05/19287.736.67-1.06 -13.70 
 long  9/02/19 10/07/19356.886.87-0.00 -0.06-12.58 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Mobile TeleSystemslong 12/03/07  1/14/084243.4837.17-6.31 -14.51 
 short  1/03/11  1/10/11719.2119.5718.84-0.36 -1.90 
 short  7/11/11  7/18/11715.4814.6916.310.83 5.38 
 short  8/01/11  6/25/1232913.9516.0911.80-2.15 -15.40 
 short  9/21/15  9/28/1576.896.687.120.23 3.28 
 short 11/02/15  4/25/161756.768.744.79-1.97 -29.17-45.30 


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