Organization responsible for index calculation: VTB Capital
Index group description RUBIN, the VTB Capital rouble
index that provides investors with a reliable and publicly available
benchmark for hedging their rouble exchange rate exposure (please
refer to VTB Capital Rouble Index (RUBIN) Launched, 9 April, for
original methodology). The index is designed to be tradable and
readily accessible to market participants. Index features allow for costefficient
hedging of rouble FX positions via forwards and options, and
seek to model a long position in the RUB against the USD and EUR.
