Отправлено: Инфо
08/08/2004, 15:32:53
e-mail автора
|
Наши позиции (российские акции)
| Участник |
EESR |
EESRP |
GAZP |
GMKN |
LKOH |
MSNG |
RTKM |
RTKMP |
| 02.08 |
|
|
|
|
|
|
|
|
| dvp |
Long (50%) |
|
Long (50%) |
|
Long (50%) |
|
|
|
| fsv |
Long (12%) |
|
Out |
|
Long |
Long (66%) |
|
|
| Ken |
Short (t) |
Short (t) |
|
Short (t) |
Out (t) |
Long (t) |
Short (t) |
|
| Moysha |
Short |
|
|
Out |
Long (55%) |
Long (22%) |
Short |
|
| Prom |
Long (25%) |
|
|
|
Long (25%) |
|
|
|
| А. Г. |
Long (38%) |
|
Long (50%) |
|
Long (38%) |
Long (38%) |
Long (38%) |
|
| Средняя |
Short (12.5%) |
Short |
Long (33.3%) |
Short (50%) |
Long (44.7%) |
Long (56.5%) |
Short (54%) |
|
| % лонгов |
66.7% |
0.0% |
66.7% |
0.0% |
83.3% |
100.0% |
33.3% |
|
| % шортов |
33.3% |
100.0% |
0.0% |
50.0% |
0.0% |
0.0% |
66.7% |
|
Изменение
средней |
12.5 |
0.0 |
33.3 |
0.0 |
48.0 |
0.0 |
-20.7 |
|
| 03.08 |
|
|
|
|
|
|
|
|
| dvp |
Long (50%) |
|
Long (50%) |
|
Long (50%) |
|
|
|
| fsv |
Long (25%) |
|
Out |
|
Long (66%) |
Long (66%) |
|
|
| Ken |
Out (t) |
Short (t) |
|
Short (t) |
Out (t) |
Long (t) |
Short (t) |
|
| Moysha |
Short |
|
|
Out |
Long (28%) |
Long (22%) |
Short |
|
| Prom |
Long (10%) |
|
|
|
Long (10%) |
|
|
|
| А. Г. |
Long (18%) |
|
Long (50%) |
|
Long (18%) |
Long (18%,t) |
Long (18%) |
|
| Средняя |
Long (0.5%) |
Short |
Long (33.3%) |
Short (50%) |
Long (33.2%) |
Long (62.7%) |
Short (60.7%) |
|
| % лонгов |
66.7% |
0.0% |
66.7% |
0.0% |
83.3% |
100.0% |
33.3% |
|
| % шортов |
16.7% |
100.0% |
0.0% |
50.0% |
0.0% |
0.0% |
66.7% |
|
Изменение
средней |
13.0 |
0.0 |
0.0 |
0.0 |
-16.0 |
6.2 |
-6.7 |
|
| 04.08 |
|
|
|
|
|
|
|
|
| dvp |
Long (50%) |
|
Long (50%) |
|
Long (50%) |
|
|
|
| fsv |
Long (25%) |
|
Out |
|
Long (66%) |
Long (66%) |
|
|
| Ken |
Out (t) |
Out (t) |
|
Short (t) |
Out (t) |
Long (t) |
Short (t) |
|
| Moysha |
Short |
|
|
Out |
Long (28%) |
Long (22%) |
Short |
|
| Prom |
Out |
|
|
|
Out |
|
|
|
| А. Г. |
Out |
|
Long (50%) |
|
Out |
Long (18%) |
Long (50%) |
|
| Средняя |
Short (12.5%) |
Out |
Short (33.3%) |
Short (50%) |
Long (24%) |
Long (51.5%) |
Short (50%) |
|
| % лонгов |
16.7% |
0.0% |
66.7% |
0.0% |
50.0% |
100.0% |
33.3% |
|
| % шортов |
33.3% |
0.0% |
0.0% |
50.0% |
0.0% |
0.0% |
66.7% |
|
Изменение
средней |
-13.0 |
100.0 |
0.0 |
0.0 |
-4.7 |
-11.2 |
10.7 |
|
| 05.08 |
|
|
|
|
|
|
|
|
| dvp |
Out |
|
Long (50%) |
|
Long (50%) |
|
|
|
| fsv |
Long (25%) |
|
Out |
|
Long |
Long (66%) |
|
|
| Ken |
Out (t) |
Short (t) |
|
Short (t) |
Out (t) |
Long (t) |
Out (t) |
|
| Moysha |
Short |
|
|
Out |
Long (28%) |
Long (22%) |
Short |
|
| Prom |
Out |
|
|
|
Out |
|
|
|
| А. Г. |
Out |
|
Long (25%) |
|
Out |
Long (18%) |
Short (25%) |
|
| Средняя |
Short (12.5%) |
Out |
Long (25%) |
Short (50%) |
Long (29.7%) |
Long (51.5%) |
Short (75%) |
|
| % лонгов |
16.7% |
0.0% |
66.7% |
0.0% |
50.0% |
100.0% |
0.0% |
|
| % шортов |
16.7% |
0.0% |
0.0% |
50.0% |
0.0% |
0.0% |
100.0% |
|
Изменение
средней |
0.0 |
-100.0 |
-8.3 |
0.0 |
5.7 |
0.0 |
8.3 |
|
| 06.08 |
|
|
|
|
|
|
|
|
| dvp |
Out |
|
Long (50%) |
|
Long (50%) |
|
|
|
| fsv |
Short (37%) |
|
Out |
|
Short (33%) |
Long (66%) |
|
|
| Ken |
Out (t) |
Out (t) |
|
Short (t) |
Out (t) |
Long (t) |
Out (t) |
|
| Moysha |
Long |
|
|
Long |
Long (28%) |
Long |
Long |
|
| Prom |
Short (25%) |
|
|
|
Short (25%) |
|
|
|
| А. Г. |
Short (25%) |
|
Out |
|
Out |
Out |
Out |
|
| Средняя |
Long (2.2%) |
Out |
Long (16.7%) |
Out |
Long (3.3%) |
Long (66.5%) |
Long (33.3%) |
|
| % лонгов |
16.7% |
0.0% |
33.3% |
50.0% |
33.3% |
75.0% |
33.3% |
|
| % шортов |
50.0% |
0.0% |
0.0% |
50.0% |
33.3% |
0.0% |
0.0% |
|
Изменение
средней |
14.7 |
0.0 |
-16.7 |
50.0 |
-26.3 |
15.0 |
75.0 |
|
| Участник |
SBER |
SBERP |
SIBN |
SNGS |
SNGSP |
TATN |
TATNP |
URSI |
YUKO |
| 02.08 |
|
|
|
|
|
|
|
|
|
| dvp |
|
|
|
Long (50%) |
|
|
|
|
|
| fsv |
Out |
|
|
Long |
|
|
|
|
|
| Ken |
Short (t) |
|
|
Long (t) |
Out (t) |
Short (t) |
Out (t) |
|
Short (t) |
| Moysha |
Out |
|
|
Long |
|
Out |
|
|
|
| Prom |
|
|
|
Long (25%) |
|
|
|
|
Long (10%) |
| А. Г. |
|
|
|
Long (38%) |
|
|
|
|
|
| Средняя |
Short (33.3%) |
|
|
Long (68.8%) |
Out |
Short (50%) |
Out |
|
Short (30%) |
| % лонгов |
0.0% |
|
|
100.0% |
0.0% |
0.0% |
0.0% |
|
33.3% |
| % шортов |
33.3% |
|
|
0.0% |
0.0% |
50.0% |
0.0% |
|
33.3% |
Изменение
средней |
0.0 |
|
|
75.0 |
0.0 |
-50.0 |
0.0 |
0.0 |
-5.0 |
| 03.08 |
|
|
|
|
|
|
|
|
|
| dvp |
|
|
|
Long (50%) |
|
|
|
|
|
| fsv |
Out |
|
|
Long |
|
|
|
|
|
| Ken |
Short (t) |
|
|
Long (t) |
Out (t) |
Out (t) |
Out (t) |
|
Short (t) |
| Moysha |
Out |
|
|
Long |
|
Out |
|
|
|
| Prom |
|
|
|
5 |
|
|
|
|
Out |
| А. Г. |
|
|
|
Long (18%) |
|
|
|
|
|
| Средняя |
Short (33.3%) |
|
|
Long (62.2%) |
Out |
Out |
Out |
|
Short (50%) |
| % лонгов |
0.0% |
|
|
100.0% |
0.0% |
0.0% |
0.0% |
|
0.0% |
| % шортов |
33.3% |
|
|
0.0% |
0.0% |
0.0% |
0.0% |
|
50.0% |
Изменение
средней |
0.0 |
|
|
-6.7 |
0.0 |
50.0 |
0.0 |
|
-20.0 |
| 04.08 |
|
|
|
|
|
|
|
|
|
| dvp |
|
|
|
Out |
|
|
|
|
|
| fsv |
Out |
|
|
Short |
|
|
|
|
|
| Ken |
Short (t) |
|
|
Out (t) |
Out (t) |
Short (t) |
Out (t) |
|
Short (t) |
| Moysha |
Out |
|
|
Long |
|
Out |
|
|
|
| Prom |
|
|
|
Out |
|
|
|
|
Out |
| А. Г. |
|
|
|
Out |
|
|
|
|
|
| Средняя |
Short (33.3%) |
|
|
Out |
Out |
Short (50%) |
Out |
|
Short (50%) |
| % лонгов |
0.0% |
|
|
16.7% |
0.0% |
0.0% |
0.0% |
|
0.0% |
| % шортов |
33.3% |
|
|
16.7% |
0.0% |
50.0% |
0.0% |
|
50.0% |
Изменение
средней |
0.0 |
|
|
-62.2 |
0.0 |
-50.0 |
0.0 |
|
0.0 |
| 05.08 |
|
|
|
|
|
|
|
|
|
| dvp |
|
|
|
Out |
|
|
|
|
|
| fsv |
Out |
|
|
Long |
|
|
|
|
|
| Ken |
Short (t) |
|
|
Out (t) |
Out (t) |
Out (t) |
Long (t) |
|
Out (t) |
| Moysha |
Out |
|
|
Long |
|
Out |
|
|
|
| Prom |
|
|
|
Out |
|
|
|
|
Out |
| А. Г. |
|
|
|
Long (50%) |
|
|
|
|
|
| Средняя |
Short (33.3%) |
|
|
Long (41.7%) |
Out |
Out |
Long |
|
Out |
| % лонгов |
0.0% |
|
|
50.0% |
0.0% |
0.0% |
100.0% |
|
0.0% |
| % шортов |
33.3% |
|
|
0.0% |
0.0% |
0.0% |
0.0% |
|
0.0% |
Изменение
средней |
0.0 |
|
|
41.7 |
0.0 |
50.0 |
100.0 |
|
50.0 |
| 06.08 |
|
|
|
|
|
|
|
|
|
| dvp |
|
|
|
Out |
|
|
|
|
|
| fsv |
Out |
|
|
Short |
|
|
|
|
|
| Ken |
Short (t) |
|
|
Out (t) |
Out (t) |
Long (t) |
Out (t) |
|
Short (t) |
| Moysha |
Long |
|
|
Long |
|
Long |
|
|
|
| Prom |
|
|
|
Out |
|
|
|
|
Short (25%) |
| А. Г. |
|
|
|
Short (25%,t) |
|
|
|
|
|
| Средняя |
Out |
|
|
Short (4.2%) |
Out |
Long |
Out |
|
Short (62.5%) |
| % лонгов |
33.3% |
|
|
16.7% |
0.0% |
100.0% |
0.0% |
|
0.0% |
| % шортов |
33.3% |
|
|
33.3% |
0.0% |
0.0% |
0.0% |
|
100.0% |
Изменение
средней |
33.3 |
|
|
-45.8 |
0.0 |
100.0 |
0.0 |
|
-62.5 |
| Участник |
AVAZ |
AVAZP |
VNKO |
IRGZ |
MFGS |
| 02-03.08 |
|
|
|
|
|
| Ken |
Short (t) |
Short (t) |
|
|
|
| 04.08 |
|
|
|
|
|
| Ken |
Out (t) |
Short (t) |
|
|
|
| 05.08 |
|
|
|
|
|
| Ken |
Long (t) |
Long (t) |
|
|
|
| 06.08 |
|
|
|
|
|
| Ken |
Out (t) |
Long (t) |
|
|
|
| |
Лонгов |
Шортов |
| 02.08 |
|
|
| Всего |
56.1% |
19.5% |
| 03.08 |
|
|
| Всего |
55.0% |
17.5% |
| 04.08 |
|
|
| Всего |
30.0% |
22.5% |
| 05.08 |
|
|
| Всего |
32.5% |
17.5% |
| 06.08 |
|
|
| Всего |
32.5% |
27.5% |
|