Translation. Region: Russian Federation –
Source: Moscow Exchange – Moscow Exchange –
An important disclaimer is at the bottom of this article.
From March 23, 2026, Moscow Exchange will unify the calculation of the “Change to Close” indicator and the filling of the “Previous Close” field for all indices and iNAV.
The "Change to Close" indicator for iNAV will be calculated as a percentage change relative to the indicator's value at the close of the previous primary session, and the "Previous Close" field will contain the close of the previous primary session, excluding any additional sessions. A similar approach is already in place for stock market indices. This change will ensure data consistency and transparency for all market participants.
In the Moscow Exchange Information and Statistical Server (ISS), the specified indicators are available in the following fields:
| Name | Description |
|---|---|
| LASTVALUE | The last index value of the previous main session |
| LASTCHANGE | Change the current value to the value of the previous main session, points |
| LASTCHANGEPRC | Change in the current value to the value of the previous main session, % |
| LASTCHANGEBP | Change in current value to the value of the previous main session, basis points |
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