RS Chart
Assessment - Russian Traded Index in Renminbi yuán - 7/26/21 - RS = 39
 ⇐ 
  instrument freshest Δday 7/26/21 Δwk 10/26/20  prc diff Δ39   ∅-RS
real-time RS chart chart add note RTX 13,756.328  Fri -0.68 13,545.416 1.56 9,757.238 3,788.178 38.82   14.96 
real-time RS chart chart L add note Gazprom 50.303  Fri -0.15 49.269 2.10 28.227 21.042 74.55   34.56 
real-time RS chart chart add note VTB Bank 8.422  Fri 1.85 8.116 3.77 5.713 2.403 42.07   21.69 
real-time RS chart chart L add note Novatek 1,439.403  Fri 3.30 1,347.526 6.82 926.084 421.443 45.51   20.53 
real-time RS chart chart add note Rosneft 47.470  Fri -2.52 47.929 -0.96 32.825 15.104 46.01   19.09 
real-time RS chart chart L add note Lukoil 555.089  Fri -1.63 558.917 -0.68 370.116 188.801 51.01   17.35 
real-time RS chart chart add note Sberbank 107.955  Fri 0.71 105.658 2.17 74.071 31.587 42.64   14.86 
real-time RS chart chart add note Norilsk Nickel 222.418  Fri 220.122 1.04 173.165 46.957 27.12   9.42 
real-time RS chart chart add note Mobile TeleSystems 55.892  Fri 1.39 55.126 1.39 55.502 -0.376 -0.68   -4.37 
real-time RS chart chart S add note Tatneft 261.083  Fri 254.958 2.40 227.081 27.877 12.28   -6.51 
real-time RS chart chart add note Surgutneftegaz 29.094  Fri 2.15 28.176 3.26 29.321 -1.145 -3.91   -8.25 
real-time RS chart chart S add note Magnit 91.877  Fri -1.64 90.346 1.69 97.762 -7.417 -7.59   -8.87 
real-time RS chart chart S add note Polyus 597.199  Fri 601.027 -0.64 698.131 -97.103 -13.91   -9.74 
real-time RS chart chart add note Inter RAO UES 0.383  Fri -1.48 0.384 -0.25 0.461 -0.077 -16.75   -15.99 
 RTX - 13 out of 13 instruments rated - 7/26/21 / 10/26/20 - 8 did rise, Market-Ratio(39) in CNY = 61.54 % 
 
Technical Chart
RTX RS = 39 - B/S = 73/71
Market Chart
1/02/17 scale up chart 7/26/21
 


Transactions Russian Traded Index in Renminbi yuán * 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  99   100.934  101.121 100.747  -0.187 0  9,981 -9  
long 10/30/06  11/06/06 7  RT RS QC  Novatek 100  22   447.305  463.936    16.631 4  10,347 571  
short 11/06/06   3/05/07 119  RT RS QC  Surgutneftegaz 100  97   105.599  85.583 130.296  24.697 23  12,743 91  
long 3/05/07   3/26/07 21  RT RS QC  Sberbank 100  91   139.915  131.476    -8.439 -6  11,975 -66  
short 3/26/07  12/03/07 252  RT RS QC  Surgutneftegaz 100  121   98.402  89.206 108.546  10.144 10  13,202 15  
long 12/03/07   1/14/08 42  RT RS QC  Mobile TeleSystems 100  46   284.183  245.117    -39.066 -14  11,405 -72  
short 1/14/08   5/05/08 112  RT RS QC  Surgutneftegaz 100  139   81.992  74.807 89.867  7.875 10  12,500 35  
long 5/05/08   5/19/08 14  RT RS QC  Tatneft 100  12   1,036.949  1,094.132    57.182 6  13,186 305  
short 5/19/08   5/26/08 7  RT RS QC  VTB Bank 100  229   57.402  56.568 58.250  0.847 1  13,380 115  
long 5/26/08   6/16/08 21  RT RS QC  Tatneft 100  11   1,121.504  1,041.724    -79.780 -7  12,503 -72  
short 6/16/08   7/20/09 399  RT RS QC  VTB Bank 100  257   48.529  16.858 139.697  91.168 188  35,933 163  
long 7/20/09   7/27/09 7  RT RS QC  Novatek 100  122   292.949  304.533    11.585 4  37,346 656  
short 7/27/09   8/10/09 14  RT RS QC  Tatneft 100  229   162.457  153.204 172.269  9.812 6  39,593 361  
long 8/10/09   1/03/11 511  RT RS QC  Severstal 100  842   46.998  119.392    72.394 154  100,549 95  
short 1/03/11   1/10/11 7  RT RS QC  Mobile TeleSystems 100  741   135.553  134.116 137.005  1.452 1  101,625 74  
long 1/10/11   7/11/11 182  RT RS QC  Uralkali 100  426   238.209  311.572    73.362 31  132,878 71  
short 7/11/11   7/18/11 7  RT RS QC  Mobile TeleSystems 100  1,111   119.559  116.003 123.224  3.665 3  136,950 383  
long 7/18/11   8/01/11 14  RT RS QC  Uralkali 100  445   307.307  300.005    -7.303 -2  133,700 -47  
short 8/01/11   6/25/12 329  RT RS QC  Mobile TeleSystems 100  1,172   114.076  106.297 122.424  8.348 7  143,484 8  
long 6/25/12   7/02/12 7  RT RS QC  Magnit 100  851   168.568  179.326    10.758 6  152,639 2,417  
short 7/02/12   7/09/12 7  RT RS QC  RusHydro 100  9,404   16.230  16.142 16.318  0.088 1  153,471 33  
long 7/09/12   7/16/12 7  RT RS QC  Magnit 100  913   167.935  174.036    6.101 4  159,041 543  
short 7/16/12   9/03/12 49  RT RS QC  RusHydro 100  9,657   16.468  16.012 16.937  0.469 3  163,566 23  
long 9/03/12   9/17/12 14  RT RS QC  Magnit 100  847   192.946  229.429    36.482 19  194,467 9,038  
short 9/17/12   2/04/13 140  RT RS QC  RusHydro 100  11,213   17.342  15.185 19.806  2.464 14  222,091 41  
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  746   297.348  277.620    -19.728 -7  207,374 -51  
short 3/11/13   9/14/15 917  RT RS QC  RusHydro 100  15,121   13.714  5.580 33.703  19.990 146  509,639 43  
long 9/14/15   9/21/15 7  RT RS QC  Uralkali 100  5,201   97.974  97.085    -0.890 -1  505,011 -38  
short 9/21/15   9/28/15 7  RT RS QC  Mobile TeleSystems 100  11,178   45.179  43.638 46.775  1.596 4  522,848 511  
long 9/28/15  11/02/15 35  RT RS QC  Severstal 100  7,788   67.131  73.028    5.896 9  568,769 141  
short 11/02/15   4/25/16 175  RT RS QC  Mobile TeleSystems 100  13,101   43.412  58.188 28.636  -14.776 -34  375,189 -58  
long 4/25/16   5/02/16 7  RT RS QC  Sberbank 100  7,530   49.824  51.761    1.937 4  389,774 631  
short 5/02/16   5/23/16 21  RT RS QC  Magnit 100  1,734   224.671  217.664 231.904  7.233 3  402,316 73  
long 5/23/16   6/06/16 14  RT RS QC  Sberbank 100  8,212   48.988  56.272    7.284 15  462,132 3,612  
short 6/06/16   6/20/16 14  RT RS QC  Magnit 100  2,013   229.559  206.157 255.616  26.058 11  514,587 1,550  
long 6/20/16   6/27/16 7  RT RS QC  Sberbank 100  9,044   56.897  54.346    -2.551 -4  491,515 -91  
short 6/27/16   7/04/16 7  RT RS QC  Magnit 100  2,514   195.483  221.793 169.172  -26.310 -13  425,371 -100  
long 7/04/16   7/11/16 7  RT RS QC  Sberbank 100  7,203   59.048  60.364    1.316 2  434,850 216  
short 7/11/16   8/15/16 35  RT RS QC  Magnit 100  1,928   225.472  281.396 169.547  -55.924 -25  327,028 -95  
long 8/15/16   8/22/16 7  RT RS QC  Sberbank 100  5,472   59.761  57.946    -1.816 -3  317,092 -80  
short 8/22/16   9/05/16 14  RT RS QC  Surgutneftegaz 100  10,255   30.918  31.941 29.896  -1.023 -3  306,606 -58  
long 9/05/16   6/05/17 273  RT RS QC  Sberbank 100  4,843   63.301  76.680    13.379 21  371,401 29  
short 6/05/17   2/26/18 266  RT RS QC  Moscow Exchange 100  30,003   12.379  13.003 11.754  -0.624 -5  352,668 -7  
long 2/26/18   4/09/18 42  RT RS QC  Sberbank 100  2,685   131.326  94.400    -36.926 -28  253,521 -94  
short 4/09/18   4/23/18 14  RT RS QC  Magnit 100  2,218   114.289  119.205 109.374  -4.915 -4  242,619 -68  
long 4/23/18   6/11/18 49  RT RS QC  Tatneft 100  599   404.649  401.210    -3.439 -1  240,559 -6  
short 6/11/18   6/10/19 364  RT RS QC  Magnit 100  2,040   117.919  96.465 144.144  26.225 22  294,058 22  
long 6/10/19   6/17/19 7  RT RS QC  Gazprom 100  5,991   49.075  49.251    0.176 0  295,112 21  
short 6/17/19   7/08/19 21  RT RS QC  ALROSA 100  31,521   9.362  9.431 9.294  -0.068 -1  292,965 -12  
long 7/08/19   8/05/19 28  RT RS QC  Gazprom 100  5,470   53.550  48.260    -5.290 -10  264,028 -74  
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  31,543   8.370  7.982 8.777  0.407 5  276,857 86  
long 9/02/19  10/07/19 35  RT RS QC  Gazprom 100  5,560   49.789  49.410    -0.378 -1  274,754 -8  
short 10/07/19  10/14/19 7  RT RS QC  ALROSA 100  34,516   7.960  7.568 8.372  0.412 5  288,984 1,292  
long 10/14/19  10/21/19 7  RT RS QC  Surgutneftegaz 100  7,280   39.693  39.199    -0.494 -1  285,389 -48  
short 10/21/19  10/28/19 7  RT RS QC  ALROSA 100  35,058   8.140  7.841 8.451  0.311 4  296,294 607  
long 10/28/19   2/03/20 98  RT RS QC  Surgutneftegaz 100  6,101   48.563  49.462    0.900 2  301,783 7  
short 2/03/20   2/10/20 7  RT RS QC  Novatek 100  240   1,255.584  1,146.238 1,375.362  119.777 10  330,530 11,470  
long 2/10/20   3/02/20 21  RT RS QC  Surgutneftegaz 100  6,656   49.658  40.006    -9.651 -19  266,290 -98  
short 3/02/20  12/07/20 280  RT RS QC  Novatek 100  263   1,011.420  1,076.318 946.522  -64.898 -6  249,222 -8  
long 12/07/20   1/04/21 28  RT RS QC  Magnit 100  2,422   102.883  119.360    16.476 16  289,128 593  
short 1/04/21   1/18/21 14  RT RS QC  Tatneft 100  1,052   274.654  278.958 270.350  -4.304 -2  284,600 -34  
long 1/18/21   1/25/21 7  RT RS QC  Rosneft 100  6,462   44.038  42.009    -2.029 -5  271,488 -91  
short 1/25/21   3/15/21 49  RT RS QC  Tatneft 100  1,045   259.604  333.323 185.886  -73.719 -28  194,452 -92  
long 3/15/21   3/22/21 7  RT RS QC  Rosneft 100  3,835   50.696  48.638    -2.058 -4  186,558 -88  
short 3/22/21   6/07/21 77  RT RS QC  Surgutneftegaz 100  6,285   29.680  31.517 27.843  -1.837 -6  175,013 -26  
long 6/07/21   7/26/21 49  RT RS QC  Gazprom 100  3,647   47.977  49.269    1.292 3  179,723 22  
short 7/26/21   7/30/21 4  RT RS QC  Inter RAO UES 100  468,543   0.384  0.383 0.385  0.001 0  180,155 24  
accum10/23/06 7/30/215397 days out of 5691 invested (95%) 1,702 180,155 22  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 VTB Bankshort  5/19/08  5/26/08757.4056.5758.250.85 1.48 
 short  6/16/08  7/20/0939948.5316.86139.7091.17 187.86192.11 
 RusHydroshort  7/02/12  7/09/12716.2316.1416.320.09 0.55 
 short  7/16/12  9/03/124916.4716.0116.940.47 2.85 
 short  9/17/12  2/04/1314017.3415.1819.812.46 14.21 
 short  3/11/13  9/14/1591713.715.5833.7019.99 145.76190.24 
 Severstallong  8/10/09  1/03/1151147.00119.3972.39 154.04 
 long  9/28/15 11/02/153567.1373.035.90 8.78176.35 
 Uralkalilong  1/10/11  7/11/11182238.21311.5773.36 30.80 
 long  7/18/11  8/01/1114307.31300.00-7.30 -2.38 
 long  9/14/15  9/21/15797.9797.08-0.89 -0.9126.53 
 Magnitlong  6/25/12  7/02/127168.57179.3310.76 6.38 
 long  7/09/12  7/16/127167.94174.046.10 3.63 
 long  9/03/12  9/17/1214192.95229.4336.48 18.91 
 long  2/04/13  3/11/1335297.35277.62-19.73 -6.63 
 short  5/02/16  5/23/1621224.67217.66231.907.23 3.22 
 short  6/06/16  6/20/1614229.56206.16255.6226.06 11.35 
 short  6/27/16  7/04/167195.48221.79169.17-26.31 -13.46 
 short  7/11/16  8/15/1635225.47281.40169.55-55.92 -24.80 
 short  4/09/18  4/23/1814114.29119.20109.37-4.92 -4.30 
 short  6/11/18  6/10/19364117.9296.47144.1426.22 22.24 
 long 12/07/20  1/04/2128102.88119.3616.48 16.0124.24 
 ALROSAshort  6/17/19  7/08/19219.369.439.29-0.07 -0.73 
 short  8/05/19  9/02/19288.377.988.780.41 4.86 
 short 10/07/19 10/14/1977.967.578.370.41 5.18 
 short 10/21/19 10/28/1978.147.848.450.31 3.8213.67 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Novateklong 10/30/06 11/06/067447.31463.9416.63 3.72 
 long  7/20/09  7/27/097292.95304.5311.58 3.95 
 short  2/03/20  2/10/2071,255.581,146.241,375.36119.78 9.54 
 short  3/02/20 12/07/202801,011.421,076.32946.52-64.90 -6.4210.53 
 Surgutneftegazshort 10/23/06 10/30/067100.93101.12100.75-0.19 -0.19 
 short 11/06/06  3/05/07119105.6085.58130.3024.70 23.39 
 short  3/26/07 12/03/0725298.4089.21108.5510.14 10.31 
 short  1/14/08  5/05/0811281.9974.8189.877.87 9.60 
 short  8/22/16  9/05/161430.9231.9429.90-1.02 -3.31 
 long 10/14/19 10/21/19739.6939.20-0.49 -1.24 
 long 10/28/19  2/03/209848.5649.460.90 1.85 
 long  2/10/20  3/02/202149.6640.01-9.65 -19.44 
 short  3/22/21  6/07/217729.6831.5227.84-1.84 -6.199.45 
 Inter RAO UESshort  7/26/21  7/30/2140.380.380.380.00 0.240.24 
 Moscow Exchangeshort  6/05/17  2/26/1826612.3813.0011.75-0.62 -5.04-5.04 
 Sberbanklong  3/05/07  3/26/0721139.92131.48-8.44 -6.03 
 long  4/25/16  5/02/16749.8251.761.94 3.89 
 long  5/23/16  6/06/161448.9956.277.28 14.87 
 long  6/20/16  6/27/16756.9054.35-2.55 -4.48 
 long  7/04/16  7/11/16759.0560.361.32 2.23 
 long  8/15/16  8/22/16759.7657.95-1.82 -3.04 
 long  9/05/16  6/05/1727363.3076.6813.38 21.14 
 long  2/26/18  4/09/1842131.3394.40-36.93 -28.12-7.55 
 Gazpromlong  6/10/19  6/17/19749.0849.250.18 0.36 
 long  7/08/19  8/05/192853.5548.26-5.29 -9.88 
 long  9/02/19 10/07/193549.7949.41-0.38 -0.76 
 long  6/07/21  7/26/214947.9849.271.29 2.69-7.83 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Rosneftlong  1/18/21  1/25/21744.0442.01-2.03 -4.61 
 long  3/15/21  3/22/21750.7048.64-2.06 -4.06-8.48 
 Tatneftlong  5/05/08  5/19/08141,036.951,094.1357.18 5.51 
 long  5/26/08  6/16/08211,121.501,041.72-79.78 -7.11 
 short  7/27/09  8/10/0914162.46153.20172.279.81 6.04 
 long  4/23/18  6/11/1849404.65401.21-3.44 -0.85 
 short  1/04/21  1/18/2114274.65278.96270.35-4.30 -1.57 
 short  1/25/21  3/15/2149259.60333.32185.89-73.72 -28.40-27.37 
 Mobile TeleSystemslong 12/03/07  1/14/0842284.18245.12-39.07 -13.75 
 short  1/03/11  1/10/117135.55134.12137.011.45 1.07 
 short  7/11/11  7/18/117119.56116.00123.223.66 3.07 
 short  8/01/11  6/25/12329114.08106.30122.428.35 7.32 
 short  9/21/15  9/28/15745.1843.6446.771.60 3.53 
 short 11/02/15  4/25/1617543.4158.1928.64-14.78 -34.04-34.15 


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