| RTS Standard Index |
| Index name |
RTS Standard Index |
| Index code |
RTSSTD |
| Bloomberg code |
RTSSTD |
| Reuters code |
.RTSSTD |
| ISIN code |
RU000A0JQR67 |
| Index type |
Capitalization-weighted, with free-float coefficients. Based on the ruble-denominated prices of shares |
| Number of stocks-constituents |
15 preferred and common shares, the list compiled on December 15th, 2009 |
| Calculation intervals |
Every second |
Time of calculation
(Moscow time) |
As of May 17th, 2010 – from 19:00 to 23:50 and from 10:00 to 18:45. From August 28th, 2009 till May 14th, 2010 - from 19:00 to 23:50 and from 10:30 to 18:45, previously - from 18:00 to 23:50 and from 10:30 to 17:45. |
| Opening value |
First index value calculated on that day |
| Closing value |
Last index value calculated on that day |
| First calculated on |
April 23th, 2009 |
| Initial value |
6285,76 |
| Initial capitalization |
1 836 578 113 861,74 RUB |
| Adjusting coefficient Zn |
0.6540000, last update date is 16.12.2011 |
| Index calculation formula |
I1 – initial value of the Index, MCn, MC1 – the sum of stock market capitalizations, in RUB, 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 RUB as of time t,
N – the number of stocks – RTS Index constituents |
| Weight restriction in the Index for an individual stock |
The weighting coefficient shall be equal to the same coefficient employed in calculation of the RTS Index, which, as a rule, keeps each issuer’s weight in the RTS Standard Index under 20%. |
| List of constituent stocks |
http://www.rts.ru/s1133 |
| Rules of forming the list of RTS Index constituents |
The list of Index constituents is composed of top liquid stocks that are admitted to trading on RTS in the on-exchange trading mode with settlement on T+4 (RTS Standard). |
| 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/5464 |
| Archives |
http://www.rts.ru/en/index/stat/dailyhistory.html?code=RTSSTD |
| Contacts |
index@rts.ru |
