A new methodology for calculation of the indicative USD/RUB exchange rate is now available on the RTS Exchange website.
As a step towards integration of MICEX and RTS the indicative USD/RUB exchange rate will be calculated from 10:00 am to 07:00 pm based on the prices of the regulated FX market of MICEX.
From 7:00 pm, after the FX market of MICEX is closed, to 11:50 pm, the indicative USD/RUB exchange rate will be calculated based on indicative quotes published by the interbank market participants and disclosed by Thomson Reuters.
The indicative USD/RUB exchange rate is employed in calculation of RTS Indices and determination of the tick value for a number of derivatives contracts trading on FORTS.
The effective date of the new methodology will be announced shortly.
