Futures on “VTB” (VBH0): futures on OJSC “VTB” in the morning is in the corridor basis 20 - 30 points, to 13-00 Moscow time futures decreased by 0,3% (Fig. 1).

Fig. 1. VTB. Basis in the day.

The number of open positions compared with the opening of the morning was down 400, and at 13-00 Moscow time, the value of this indicator amounted to 40400 (Fig. 2).

Fig. 2. VTB. Open positions within days.

In the long term the market remains in a downtrend. The volatility of the March Putov “outside money” is lower than the volatility of the March call “out of money.” Thus, the current market, we are witnessing “volatility smirk” (Fig. 3), which indicates that in the short-term opportunity and growth, and decline.

Fig. 3. VTB. Exchange IV within days.

If we talk about the number of open positions, the maximum number remains VB7500BO0 (put max, Fig. 4) and VB6500BC0 (call max, Fig. 4) strike, whf90ile the absolute values of these strikes do not allow the focus to these levels as in the fully formed. ”

Fig. 4. Levels of optional support /resistance.

At the current market conditions seen equiprobable possibility of movement both up and down.

The worst of the market traded Gazprom Neft and Rosneft, the better the market feels the regional sector “telecom”
In Russia the market realized the expected correction in the falling trend
Shares of metallurgical and oil and gas sectors traded “good market”, the greatest losses are NLMK, Gazprom Neft and Rosneft
Recommendations for market shares: LUKoil, Norilsk Nickel, Rostelecom, Gazprom, Mosenergo, Surgutneftegaz, Sberbank “
Exam for the dollar
Asia: week started declining regional indexes
OL initiates an extraordinary session of parliament on February 3 this year
Valuable trillion
Indexes in Asia, falling due to fears of tightening credit policies in China