| RTS Index |
|---|
| Index name |
RTS Index |
| Index code |
RTSI |
| Bloomberg code |
RTSI$ |
| Reuters code |
.IRTS |
| ISIN code |
RU000A0JPEB3 |
| Index type |
Capitalization-weighted, with free-float coefficients |
| Number of stocks-constituents |
50 preferred and common shares, the list compiled on July 15th, 2005 |
| Calculation intervals |
Every 15 seconds |
Time of calculation
(Moscow time) |
As of May 17th, 2010 – from 19:00 to 23:50 and from 10:00 to 18:45. From November 2nd, 2009 till May 14th, 2010 – from 19:00 to 23:50 and from 10:30 to 18:45, from August 28th, 2009 till October 30th, 2009 – 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 |
September 1st, 1995 |
| Initial value |
100 |
| Initial capitalization |
$12 666 080 264 |
| Adjusting coefficient Zn |
1.0285770, last update date is 16.03.2012 |
| 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/s620 |
| Rules of forming the list of RTS Index constituents |
http://www.rts.ru/s692 |
| 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://fs.rts.ru/files/4114 |
| Archives |
http://www.rts.ru/s618 |
| Contacts |
index@rts.ru |
