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Value
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Increase
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No Change
YesNo
Decrease
YesNo
AI Insights:
03.14 11:46 UpdatedFair Value Reasoning:
Based on the Bank of Russia's (CBR) unexpected 50bps rate cut on February 13, 2026, and its clear dovish signaling, the central bank has effectively entered a cutting cycle to address slowing GDP growth (projected at only 1% for 2025). Although inflation data shows volatility, the CBR has indicated it will look through short-term one-off factors. Given the convention of policy continuity, once a cutting cycle begins, a follow-up cut in April is the path of least resistance, barring a hyper-inflationary shock. The market's current probability of ~63.5% for 'Decrease' is slightly conservative; fair value should be closer to 70%. The probability of an 'Increase' is negligible in this weak economic context.
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Movers
March 11, 2026 - March 12, 2026, the price of the 'No Change' option plunged from 43.5c to 32.5c due to a correction in market pricing efficiency. On March 11, the sum of all three options reached 112.5c (63+43.5+6), indicating a severe premium/liquidity inefficiency; the drop on March 12 brought the total probability back to a normal level of 99c, rather than reflecting a fundamental shift.
