Translation. Region: Russian Federal
Source: Moscow Exchange – Moscow Exchange –
Moscow Exchange reminds that on April 22, 2025, a new specification of futures contracts on the Russian Market Volatility Index came into force, according to which the procedure for executing these futures contracts will change.
In accordance with the new version of the specification, the underlying asset of futures contracts is the Volatility Index of the Russian Market. Previously, the underlying asset was the volatility value, which was calculated based on the prices of two series of options on the RTS Index futures contract.
Thus, the futures strike price is now determined as the arithmetic mean value of the RVI Index, calculated for the period from 14:05:15 to 18:05:00 inclusive.
More detailed information is contained in the contract specification. on the Moscow Exchange website.
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