The New Russian Volatility Index – RVI


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Intraday net asset value of the fund (iNAV)
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previous name - MICEX Index
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Index calculation is discontinued on December 12, 2016 Index calculation is discontinued on December 22, 2017
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The RVI measures market's expectation of the 30-day volatility, calculated from real prices of near- and next-series RTS Index options.

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Leaders of grow
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Leaders of decrease
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KEY CHARACTERISTICS


Index code RVI
Bloomberg code RVI$
Reuters code .RVI
Index type Volatility Index
Time of calculation (Moscow time) 19:00-23:50 and 10:00-18:45
Publication intervals Every 15 seconds
First calculated on 18 November 2013
Underlying Options on RTS Index futures
Options series used Options series used