| Sectoral Indices |
| Index name |
RTS Oil & Gas |
RTS Telecom |
RTS Metals & Mining |
RTS Industrial |
RTS Consumer & Retail |
RTS Electric Utilities |
RTS Finances |
| Index code |
RTSog |
RTStl |
RTSmm |
RTSin |
RTScr |
RTSeu |
RTSfn |
| Bloomberg code |
RTSOG$ |
RTSTL$ |
RTSMM$ |
RTSIN$ |
RTSCR$ |
RTSEU$ |
RTSFN$ |
| Reuters code |
.RTSOG |
.RTSTL |
.RTSMM |
.RTSIN |
.RTSCR |
.RTSEU |
.RTSFN |
| ISIN code |
RU000A0JPED9 |
RU000A0JPEE7 |
RU000A0JPEF4 |
RU000A0JPEG2 |
RU000A0JPEH0 |
RU000A0JQR83 |
RU000A0JQR75 |
| Index type |
Capitalization-weighted, with free-float coefficients |
| Number of stocks-constituents |
Varies. The list compiled on September 15th, 2007 (preferred and common shares): |
| 12 |
13 |
14 |
10 |
12 |
14 |
8 |
| Calculation intervals |
Calculated in real-time whenever the price of any constituent stock changes |
| 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 |
| Start of the Index’s calculation |
January 11th, 2005 |
| End of the Index’s calculation |
|
March 16th, 2011 |
|
| Accessible archives, since |
January 5th, 2000 |
January 5th, 2000 |
December 31th, 2003 |
December 31th, 2003 |
December 31th, 2004 |
January 11th, 2005 |
January 11th, 2005 |
| Initial value |
100 |
100 |
100 |
100 |
100 |
100 |
100 |
| Initial capitalization |
$ 9 590 765 089 |
$ 2 422 838 888 |
$ 848 833 618 |
$ 640 750 223 |
$ 257 127 656 |
$ 1 441 517 330 |
$ 4 189 660 578 |
| Adjusting coefficient Zn | 0.2426328
(16.09.2011) | 0.6392637
(16.09.2011) | 0.2052694
(25.10.2011) | 1.9359356
(16.09.2011) | 0.3829615
(16.09.2011) | 0.2358775
(16.09.2011) | 4.8673890
(16.09.2011) |
| 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 |
25% |
25% |
25% |
25% |
25% |
25% |
25% (Restriction operates from 15.06.2007) |
| List of constituent stocks |
http://www.rts.ru/?tid=795 |
| Rules of forming the list of RTS Index constituents |
The list of securities, which are included into indices "RTS Index" and "RTS-2 Index",
is used as a basic list of securities.The number of stocks varies from 10 to 15.
|
| 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/?tid=796 |
| Archives |
RTS Oil & Gas |
RTS Telecom |
RTS Metals & Mining |
RTS Industrial |
RTS Consumer & Retail |
RTS Electric Utilities |
RTS Finances |
| Contacts |
index@rts.ru |
