RVI Index facilitates the evaluation of Russian market volatility and broadens the range of tools available to options traders, hedgers, and institutional investors. The new RVI measures market’s expectation of the 30-day volatility, calculated from real prices of near- and next-series RTS Index options. In the previous RTSVX volatility index, a parameterized volatility smile was used to calculate continuous, theoretical Black-Scholes prices of the near- and next-series RTS Index options. The RVI is calculated in real-time during, both, day and evening sessions (first values 19:00 – 23:50 MSK and then 10:00 – 18:45 MSK).
| Індекс | Останнє значення | Дата |
|---|---|---|
| FTSE Russia | 580,42 | 23.03.2023 |
| MOEX - RSPP Responsibility and Transparency Index | 1.877,6 | 22.03.2023 |
| MOEX - RSPP Sustainability Russian Companies Vector Index | 2.160,75 | 22.03.2023 |
| MOEX - RSPP Sustainability Russian Companies Vector Total Return Index | 3.117,07 | 22.03.2023 |
| MOEX - RSPP Sustainability Vector Index | 2.100,03 | 22.03.2023 |
| MOEX 10 Index | 4.482,33 | 23.03.2023 |
| MOEX 15 Index | 1.119,91 | 23.03.2023 |
| MOEX Active Management Index | 2.423,38 | 22.03.2023 |
| MOEX Blue Chip Index | 15.144 | 23.03.2023 |
| MOEX Innovation Index | 437,65 | 23.03.2023 |
| MOEX Russia Index | 2.386,84 | 23.03.2023 |
| MOEX Russia Index (Evening trading session) | 2.386,84 | 23.03.2023 |
| MOEX – RAEX ESG Balanced Index | 764,84 | 22.03.2023 |
| RTSI | 983,78 | 23.03.2023 |
| Russian Corporate Governance Index | 1.826,37 | 22.03.2023 |
| SPB100 | 710,83 | 22.03.2023 |
| SPBTL10 | 1.450,88 | 22.03.2023 |
| The New Russian Volatility Index | 32,78 | 23.03.2023 |
