Moscow Exchange Launches Currency and Stability Indices
Moscow Exchange began calculating and publishing daily indices for cash currency exchange and a new stability index for low-volatility mutual funds starting October 1.
Consensus
- Moscow Exchange began calculating and publishing indices for cash currency exchange on October 1.
- The indices cover the buying and selling of USD, EUR, and CNY in Moscow, St. Petersburg, Yekaterinburg, Nizhny Novgorod, and Kazan.
- Indices are calculated as the arithmetic mean of cash currency offers from banks that have contracts with the exchange.
- Calculations occur every two minutes during trading days from 07:00 to 23:50 MSK and on weekends from 10:00 to 19:00 MSK.
- On October 1, Moscow Exchange also began calculating and publishing the ICALM index, reflecting the dynamics of shares in the ten least volatile mutual funds.
- The ICALM index is calculated and published once daily, after the main session at 19:00 MSK.
Points of divergence
- Moscow Exchange began calculating cash currency exchange indices on October 1. — kommersant
Coverage (2 sources)
- Moscow Exchange began calculating exchange rate indices for cash currency starting October 1 — Коммерсантъ
- Moscow Exchange starting October 1 to calculate cash exchange indexes of Finuslug — Ведомости