Отправлено: Инфо
08/31/2004, 14:26:00
e-mail автора
|
Наши позиции (российские акции)
| Участник |
EESR |
EESRP |
GAZP |
GMKN |
LKOH |
MSNG |
RTKM |
RTKMP |
| 17.08 |
|
|
|
|
|
|
|
|
| dvp |
Long |
|
Long |
|
Long |
|
|
|
| fsv |
Long (71%) |
|
Out |
|
Long |
Long (66%) |
|
|
| Ken |
Out (t) |
Short (t) |
|
Long (t) |
Out (t) |
Long (t) |
Out (t) |
|
| Moysha |
Long |
|
|
Long |
Long |
Long (58%) |
Long |
|
| Prom |
Long (40%) |
|
|
|
Long (20%) |
|
|
|
| Средняя |
Long (62.2%) |
Short |
Long (50%) |
Long |
Long (64%) |
Long (74.7%) |
Long (50%) |
|
| % лонгов |
80.0% |
0.0% |
50.0% |
100.0% |
80.0% |
100.0% |
50.0% |
|
| % шортов |
0.0% |
100.0% |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
|
Изменение
средней |
-22.3 |
0.0 |
0.0 |
0.0 |
-9.3 |
0.0 |
0.0 |
|
| 18.08 |
|
|
|
|
|
|
|
|
| dvp |
Long |
|
Long (50%) |
|
Long |
|
|
|
| fsv |
Long (28%) |
|
Out |
|
Long |
Long (66%) |
|
|
| Prom |
Long (10%) |
|
|
|
Long (10%) |
|
Out (t) |
|
| Ken |
Out (t) |
Out (t) |
|
Long (t) |
Out (t) |
Long (t) |
Long (t) |
|
| Средняя |
Long (34.5%) |
Out |
Long (25%) |
Long |
Long (52.5%) |
Long (83%) |
Long |
|
| % лонгов |
75.0% |
0.0% |
50.0% |
100.0% |
75.0% |
100.0% |
100.0% |
|
| % шортов |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
|
Изменение
средней |
-27.7 |
100.0 |
-25.0 |
0.0 |
-11.5 |
8.3 |
50.0 |
|
| 19.08 |
|
|
|
|
|
|
|
|
| dvp |
Long (50%) |
|
Out |
|
Long (50%) |
|
|
|
| fsv |
Short (14%) |
|
Out |
|
Short |
Long (66%) |
|
|
| Prom |
Short (10%) |
|
|
|
Out |
|
|
|
| Ken |
Out (t) |
Short (t) |
|
Long (t) |
Out (t) |
Long (t) |
Out (t) |
|
| Средняя |
Long (6.5%) |
Short |
Out |
Long |
Short (12.5%) |
Long (83%) |
Out |
|
| % лонгов |
25.0% |
0.0% |
0.0% |
100.0% |
25.0% |
100.0% |
0.0% |
|
| % шортов |
50.0% |
100.0% |
0.0% |
0.0% |
25.0% |
0.0% |
0.0% |
|
Изменение
средней |
-28.0 |
-100.0 |
-25.0 |
0.0 |
-65.0 |
0.0 |
-100.0 |
|
| 20.08 |
|
|
|
|
|
|
|
|
| dvp |
Long |
|
Out |
|
Long (50%) |
|
|
|
| fsv |
Long (42%) |
|
Out |
|
Short |
Long (66%) |
|
|
| Prom |
Long (25%) |
|
|
|
Out |
|
Long (25%) |
|
| Ken |
Long (t) |
Out (t) |
|
Long (t) |
Out (t) |
Long (t) |
Long (t) |
|
| Средняя |
Long (66.8%) |
Out |
Out |
Long |
Short (12.5%) |
Long (83%) |
Long (62.53%) |
|
| % лонгов |
100.0% |
0.0% |
0.0% |
100.0% |
25.0% |
100.0% |
100.0% |
|
| % шортов |
0.0% |
0.0% |
0.0% |
0.0% |
25.0% |
0.0% |
0.0% |
|
Изменение
средней |
60.3 |
100.0 |
0.0 |
0.0 |
0.0 |
0.0 |
62.5 |
|
| 23.08 |
|
|
|
|
|
|
|
|
| dvp |
Long |
|
Long (50%) |
|
Long (50%) |
|
|
|
| fsv |
Out |
|
Out |
|
Short |
Long (66%) |
|
|
| Prom |
Long (25%) |
|
|
|
Long (25%) |
|
|
|
| Ken |
Long (t) |
Short (t) |
|
Long (t) |
Out (t) |
Long (t) |
Out (t) |
|
| Средняя |
Long (56.3%) |
Short |
Long (25%) |
Long |
Short (6.3%) |
Long (83%) |
Out |
|
| % лонгов |
75.0% |
0.0% |
50.0% |
100.0% |
50.0% |
100.0% |
0.0% |
|
| % шортов |
0.0% |
100.0% |
0.0% |
0.0% |
25.0% |
0.0% |
0.0% |
|
Изменение
средней |
-10.5 |
-100.0 |
25.0 |
0.0 |
6.3 |
0.0 |
-62.5 |
|
| 24.08 |
|
|
|
|
|
|
|
|
| dvp |
Long |
|
Long (50%) |
|
Long (50%) |
|
|
|
| fsv |
Long |
|
Out |
|
Long |
Long (66%) |
|
|
| Prom |
Long (50%) |
|
|
|
Long (25%) |
|
|
|
| Ken |
Long (t) |
Long (t) |
|
Long (t) |
Out (t) |
Long (t) |
Long (t) |
|
| Средняя |
Long (87.5%) |
Long |
Long (25%) |
Long |
Long (43.8%) |
Long (83%) |
Long |
|
| % лонгов |
100.0% |
100.0% |
50.0% |
100.0% |
75.0% |
100.0% |
100.0% |
|
| % шортов |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
|
Изменение
средней |
31.3 |
200.0 |
0.0 |
0.0 |
50.0 |
0.0 |
100.0 |
|
| 25.08 |
|
|
|
|
|
|
|
|
| dvp |
Long |
|
Out |
|
Long (50%) |
|
|
|
| fsv |
Long |
|
Out |
|
Long |
Long (66%) |
|
|
| Prom |
Long (25%) |
|
|
|
Long (12%) |
|
|
|
| Ken |
Long (t) |
Long (t) |
|
Long (t) |
Out (t) |
Long (t) |
Out (t) |
|
| Средняя |
Long (81.3%) |
Long |
Out |
Long |
Long (40.5%) |
Long (83%) |
Out |
|
| % лонгов |
100.0% |
100.0% |
0.0% |
100.0% |
75.0% |
100.0% |
0.0% |
|
| % шортов |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
|
Изменение
средней |
-6.3 |
0.0 |
-25.0 |
0.0 |
-3.3 |
0.0 |
-100.0 |
|
| 26.08 |
|
|
|
|
|
|
|
|
| dvp |
Long |
|
Long (50%) |
|
Long |
|
|
|
| fsv |
Long (85%) |
|
Out |
|
Long |
Long (66%) |
|
|
| Prom |
Out |
|
|
|
Out |
|
|
|
| Ken |
Long (t) |
Long (t) |
|
Long (t) |
Out (t) |
Long (t) |
Long (t) |
|
| Средняя |
Long (71.3%) |
Long |
Long (25%) |
Long |
Long (50%) |
Long (83%) |
Long |
|
| % лонгов |
75.0% |
100.0% |
50.0% |
100.0% |
50.0% |
100.0% |
100.0% |
|
| % шортов |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
|
Изменение
средней |
-10.0 |
0.0 |
25.0 |
0.0 |
9.5 |
0.0 |
100.0 |
|
| 27.08 |
|
|
|
|
|
|
|
|
| dvp |
Long |
|
Long (50%) |
|
Long |
|
|
|
| fsv |
Long (57%) |
|
Out |
|
Long |
Long (66%) |
|
|
| Prom |
Out |
|
|
|
Out |
|
|
|
| Ken |
Long (t) |
Long (t) |
|
Long (t) |
Out (t) |
Long (t) |
Long (t) |
|
| Средняя |
Long (64.3%) |
Long |
Long (50%) |
Long |
Long (50%) |
Long (83%) |
Long |
|
| % лонгов |
75.0% |
100.0% |
50.0% |
100.0% |
50.0% |
100.0% |
100.0% |
|
| % шортов |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
|
Изменение
средней |
-7.0 |
0.0 |
25.0 |
0.0 |
0.0 |
0.0 |
0.0 |
|
| 30.08 |
|
|
|
|
|
|
|
|
| dvp |
Long |
|
Long (50%) |
|
Long |
|
|
|
| fsv |
Long |
|
Long (66%) |
|
Long |
Long (66%) |
|
|
| Prom |
Out |
|
|
|
Out |
|
|
|
| Ken |
Long (t) |
Long (t) |
|
Long (t) |
Out (t) |
Long (t) |
Out (t) |
|
| Средняя |
Long (75%) |
Long |
Long (83%) |
Long |
Long (50%) |
Long (83%) |
Out |
|
| % лонгов |
75.0% |
100.0% |
100.0% |
100.0% |
50.0% |
100.0% |
0.0% |
|
| % шортов |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
|
Изменение
средней |
10.8 |
0.0 |
33.0 |
0.0 |
0.0 |
0.0 |
-100.0 |
|
| 31.08 |
|
|
|
|
|
|
|
|
| dvp |
Long |
|
Long (50%) |
|
Long |
|
|
|
| fsv |
Long |
|
Long (66%) |
|
Long |
Long (66%) |
|
|
| Ken |
Long (t) |
Long (t) |
|
Long (t) |
Out (t) |
Long (t) |
Long (t) |
|
| Moysha |
Long |
|
|
Out |
Long |
Long |
Long |
|
| Prom |
Out |
|
|
|
Out |
|
|
|
| А. Г. |
Long (t) |
|
Long (50%,t) |
|
Long (t) |
Long (t) |
Short (50%,t) |
|
| Средняя |
Long (83.3%) |
Long |
Long (72%) |
Long (50%) |
Long (66.7%) |
Long (91.5%) |
Long (50%) |
|
| % лонгов |
75.0% |
100.0% |
100.0% |
50.0% |
66.7% |
100.0% |
66.7% |
|
| % шортов |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
33.3% |
|
Изменение
средней |
8.3 |
0.0 |
-11.0 |
-50.0 |
16.7 |
8.5 |
50.0 |
|
Изменение
средней |
0.0 |
0.0 |
0.0 |
0.0 |
68.0 |
0.0 |
0.0 |
|
| Участник |
SBER |
SBERP |
SIBN |
SNGS |
SNGSP |
TATN |
TATNP |
URSI |
YUKO |
| 17.08 |
|
|
|
|
|
|
|
|
|
| dvp |
|
|
|
Long (50%) |
|
|
|
|
|
| fsv |
Long |
|
|
Out |
|
|
|
|
|
| Ken |
Long (t) |
|
|
Long (t) |
Long (t) |
Long (t) |
Long (t) |
|
Out (t) |
| Moysha |
Long |
|
|
Long |
|
Long |
|
|
|
| Prom |
|
|
|
Long (10%) |
|
|
|
|
Out |
| Средняя |
Long |
|
|
Long (32%) |
Long |
Long |
Long |
|
Out |
| % лонгов |
100.0% |
|
|
60.0% |
100.0% |
100.0% |
100.0% |
|
0.0% |
| % шортов |
0.0% |
|
|
0.0% |
0.0% |
0.0% |
0.0% |
|
0.0% |
Изменение
средней |
37.5 |
|
|
-26.0 |
0.0 |
0.0 |
0.0 |
|
0.0 |
| 18.08 |
|
|
|
|
|
|
|
|
|
| dvp |
|
|
|
Long |
|
|
|
|
|
| fsv |
Long |
|
|
Long |
|
|
|
|
|
| Prom |
|
|
|
Long (15%) |
|
|
|
|
|
| Ken |
Long (t) |
|
|
Long (t) |
Long (t) |
Long (t) |
Long (t) |
|
Out (t) |
| Средняя |
Long |
|
|
Long (78.8%) |
Long |
Long |
Long |
|
Out |
| % лонгов |
100.0% |
|
|
75.0% |
100.0% |
100.0% |
100.0% |
|
0.0% |
| % шортов |
0.0% |
|
|
0.0% |
0.0% |
0.0% |
0.0% |
|
0.0% |
Изменение
средней |
0.0 |
|
|
21.8 |
0.0 |
0.0 |
0.0 |
|
0.0 |
| 19.08 |
|
|
|
|
|
|
|
|
|
| dvp |
|
|
|
Out |
|
|
|
|
|
| fsv |
Long |
|
|
Short |
|
|
|
|
|
| Prom |
|
|
|
Out |
|
|
|
|
Out |
| Ken |
Long (t) |
|
|
Out (t) |
Out (t) |
Long (t) |
Long (t) |
|
Out (t) |
| Средняя |
Long |
|
|
Short (25%) |
Out |
Long |
Long |
|
Out |
| % лонгов |
100.0% |
|
|
0.0% |
0.0% |
100.0% |
100.0% |
|
0.0% |
| % шортов |
0.0% |
|
|
25.0% |
0.0% |
0.0% |
0.0% |
|
0.0% |
Изменение
средней |
0.0 |
|
|
-103.8 |
-100.0 |
0.0 |
0.0 |
|
0.0 |
| 20.08 |
|
|
|
|
|
|
|
|
|
| dvp |
|
|
|
Long |
|
|
|
|
|
| fsv |
Long |
|
|
Long |
|
|
|
|
|
| Prom |
|
|
|
Long (25%) |
|
|
|
|
Long (25%) |
| Ken |
Out (t) |
|
|
Long (t) |
Out (t) |
Long (t) |
Long (t) |
|
Out (t) |
| Средняя |
Long (50%) |
|
|
Long (81.3%) |
Out |
Long |
Long |
|
Long (12.5%) |
| % лонгов |
50.0% |
|
|
100.0% |
0.0% |
100.0% |
100.0% |
|
50.0% |
| % шортов |
0.0% |
|
|
0.0% |
0.0% |
0.0% |
0.0% |
|
0.0% |
Изменение
средней |
-50.0 |
|
|
106.3 |
0.0 |
0.0 |
0.0 |
|
12.5 |
| 23.08 |
|
|
|
|
|
|
|
|
|
| dvp |
|
|
|
Long (50%) |
|
|
|
|
|
| fsv |
Long |
|
|
Long |
|
|
|
|
|
| Prom |
|
|
|
Out |
|
|
|
|
Long (25%) |
| Ken |
Out (t) |
|
|
Out (t) |
Out (t) |
Long (t) |
Long (t) |
|
Out (t) |
| Средняя |
Long (50%) |
|
|
Long (37.5%) |
Out |
Long |
Long |
|
Long (12.5%) |
| % лонгов |
50.0% |
|
|
50.0% |
0.0% |
100.0% |
100.0% |
|
50.0% |
| % шортов |
0.0% |
|
|
0.0% |
0.0% |
0.0% |
0.0% |
|
0.0% |
Изменение
средней |
-50.0 |
|
|
-43.8 |
0.0 |
0.0 |
0.0 |
|
0.0 |
| 24.08 |
|
|
|
|
|
|
|
|
|
| dvp |
|
|
|
Long (50%) |
|
|
|
|
|
| fsv |
Long |
|
|
Long |
|
|
|
|
|
| Prom |
|
|
|
Long (25%) |
|
|
|
|
Out |
| Ken |
Out (t) |
|
|
Out (t) |
Out (t) |
Long (t) |
Long (t) |
|
Out (t) |
| Средняя |
Long (50%) |
|
|
Long (43.8%) |
Out |
Long |
Long |
|
Out |
| % лонгов |
50.0% |
|
|
75.0% |
0.0% |
100.0% |
100.0% |
|
0.0% |
| % шортов |
0.0% |
|
|
0.0% |
0.0% |
0.0% |
0.0% |
|
0.0% |
Изменение
средней |
-50.0 |
|
|
6.3 |
0.0 |
0.0 |
0.0 |
|
-12.5 |
| 25.08 |
|
|
|
|
|
|
|
|
|
| dvp |
|
|
|
Long (50%) |
|
|
|
|
|
| fsv |
Long |
|
|
Long |
|
|
|
|
|
| Prom |
|
|
|
Out |
|
|
|
|
Out |
| Ken |
Short (t) |
|
|
Long (t) |
Out (t) |
Long (t) |
Long (t) |
|
Out (t) |
| Средняя |
Out |
|
|
Long (62.5%) |
Out |
Long |
Long |
|
Out |
| % лонгов |
50.0% |
|
|
75.0% |
0.0% |
100.0% |
100.0% |
|
0.0% |
| % шортов |
50.0% |
|
|
0.0% |
0.0% |
0.0% |
0.0% |
|
0.0% |
Изменение
средней |
-50.0 |
|
|
18.8 |
0.0 |
0.0 |
0.0 |
|
0.0 |
| 26.08 |
|
|
|
|
|
|
|
|
|
| dvp |
|
|
|
Long |
|
|
|
|
|
| fsv |
Long |
|
|
Long |
|
|
|
|
|
| Prom |
|
|
|
Out |
|
|
|
|
Out |
| Ken |
Long (t) |
|
|
Long (t) |
Out (t) |
Long (t) |
Long (t) |
|
Out (t) |
| Средняя |
Long |
|
|
Long (75%) |
Out |
Long |
Long |
|
Out |
| % лонгов |
100.0% |
|
|
75.0% |
0.0% |
100.0% |
100.0% |
|
0.0% |
| % шортов |
0.0% |
|
|
0.0% |
0.0% |
0.0% |
0.0% |
|
0.0% |
Изменение
средней |
100.0 |
|
|
12.5 |
0.0 |
0.0 |
0.0 |
|
0.0 |
| 27.08 |
|
|
|
|
|
|
|
|
|
| dvp |
|
|
|
Long |
|
|
|
|
|
| fsv |
Long |
|
|
Long |
|
|
|
|
|
| Prom |
|
|
|
Out |
|
|
|
|
Out |
| Ken |
Long (t) |
|
|
Long (t) |
Out (t) |
Long (t) |
Long (t) |
|
Out (t) |
| Средняя |
Long |
|
|
Long (75%) |
Out |
Long |
Long |
|
Out |
| % лонгов |
100.0% |
|
|
75.0% |
0.0% |
100.0% |
100.0% |
|
0.0% |
| % шортов |
0.0% |
|
|
0.0% |
0.0% |
0.0% |
0.0% |
|
0.0% |
Изменение
средней |
0.0 |
|
|
0.0 |
0.0 |
0.0 |
0.0 |
|
0.0 |
| 30.08 |
|
|
|
|
|
|
|
|
|
| dvp |
|
|
|
Long |
|
|
|
|
|
| fsv |
Long |
|
|
Long |
|
|
|
|
|
| Prom |
|
|
|
Out |
|
|
|
|
Out |
| Ken |
Long (t) |
|
|
Long (t) |
Long (t) |
Long (t) |
Long (t) |
|
Out (t) |
| Средняя |
Long |
|
|
Long (75%) |
Long |
Long |
Long |
|
Out |
| % лонгов |
100.0% |
|
|
75.0% |
100.0% |
100.0% |
100.0% |
|
0.0% |
| % шортов |
0.0% |
|
|
0.0% |
0.0% |
0.0% |
0.0% |
|
0.0% |
Изменение
средней |
0.0 |
|
|
0.0 |
100.0 |
0.0 |
0.0 |
|
0.0 |
| 31.08 |
|
|
|
|
|
|
|
|
|
| dvp |
|
|
|
Long |
|
|
|
|
|
| fsv |
Long |
|
|
Long |
|
|
|
|
|
| Ken |
Long (t) |
|
|
Long (t) |
Long (t) |
Long (t) |
Long (t) |
|
Out (t) |
| Moysha |
Long |
|
|
Long |
|
Long |
|
|
|
| Prom |
|
|
|
Out |
|
|
|
|
Out |
| А. Г. |
|
|
|
Long (50%,t) |
|
|
|
|
|
| Средняя |
Long |
|
|
Long (75%) |
Long |
Long |
Long |
|
Out |
| % лонгов |
100.0% |
|
|
83.3% |
100.0% |
100.0% |
100.0% |
|
0.0% |
| % шортов |
0.0% |
|
|
0.0% |
0.0% |
0.0% |
0.0% |
|
0.0% |
Изменение
средней |
0.0 |
|
|
0.0 |
100.0 |
0.0 |
0.0 |
|
0.0 |
Изменение
средней |
-33.3 |
|
|
31.2 |
0.0 |
0.0 |
0.0 |
|
0.0 |
| Участник |
AVAZ |
AVAZP |
VNKO |
IRGZ |
MFGS |
| 17.08 |
|
|
|
|
|
| Ken |
Short (t) |
Long (t) |
|
|
|
| 18.08-20.08 |
|
|
|
|
|
| Ken |
Out (t) |
Long (t) |
|
|
|
| 23.08-31.08 |
|
|
|
|
|
| Ken |
Long (t) |
Long (t) |
|
|
|
| |
Лонгов |
Шортов |
| 17.08 |
|
|
| Всего |
73.5% |
2.9% |
| 18.08 |
|
|
| Всего |
76.0% |
0.0% |
| 19.08 |
|
|
| Всего |
34.6% |
19.2% |
| 20.08 |
|
|
| Всего |
66.7% |
3.7% |
| 23.08 |
|
|
| Всего |
57.7% |
7.7% |
| 24.08 |
|
|
| Всего |
73.1% |
0.0% |
| 25.08 |
|
|
| Всего |
64.5% |
3.8% |
| 26.08 |
|
|
| Всего |
69.2% |
0.0% |
| 27.08 |
|
|
| Всего |
69.2% |
0.0% |
| 30.08 |
|
|
| Всего |
73.1% |
0.0% |
| 31.08 |
|
|
| Всего |
80.0% |
2.5% |
|