| RTS-2 Index |
| Index name |
RTS-2 Index |
| Index code |
RTS2 |
| Bloomberg code |
RTS2$ |
| Reuters code |
.RTS2 |
| ISIN code |
RU000A0JPEC1 |
| Index type |
Capitalization-weighted, with free-float coefficients |
| Number of stocks-constituents |
Varies. 78 preferred and common shares, the list compiled on September 15th, 2007 |
| Calculation intervals |
Every 15 seconds |
| Time of calculation |
As of May 17th, 2010 – from 10:00 to 18:45. From August 28th, 2009 till May 14th, 2010 - from 10:30 to 18:45, from March 26th, 2007 till August 27th, 2009 - from 10:30 to 18:00, from July 25th, 2005 till March 25th, 2007 - from 10:30 to 18:45, previously - from 11:00 to 18:00.
|
| Opening value |
First index value calculated on that day |
| Closing value |
Last index value calculated on that day |
| First calculated on |
December 31th, 2003 |
| Initial value |
567.25 |
| Initial capitalization |
$19 920 731 543 |
| Adjusting coefficient Zn |
3.4456128, last update date is 04.01.2012 |
| Index calculation formula |
I1 – initial value of the Index, MCn, MC1 – the
sum of stock market capitalizations, in USD, Zn – correcting coefficient
|
| Market capitalization calculation formula |
where Wi – correcting free-float coefficient for the i-th security,
Ñi – coefficient restricting the capitalization weight of the
ith security;
Qi – the number of shares of the ith type issued by the issuer
as of current date,
Pi – the price of the i-th security in US dollars as of time t,
N – the number of stocks – RTS Index constituents
|
| Weight restriction in the Index for an individual stock |
15% |
| List of constituent stocks |
http://www.rts.ru/s627 |
| Rules of forming the list of RTS Index constituents |
The list of securities is comprised of stocks admitted to trading on the RTS Stock
Exchange and selected on the basis of liquidity and capitalization. The list of
stocks does not include the most liquid and highly capitalized stocks. Moreover,
there are no shares which indicators are insufficient for proper price calculation.
While the List is being formed an expert estimation of the each stock prospects
is considered.
|
| Period when the list of stocks-index constituents changes |
As of Deñember, 2010 changes in the list of index constituents take effect on March 16th, June 16th, September 16th, December 16th. Previously - on March 15th, June 15th, September 15th, December 15th. |
| Methodology of calculation |
http://www.rts.ru/s628 |
| Archives |
http://www.rts.ru/s625 |
| Contacts |
index@rts.ru |
