| RTS Siberia Index |
| Index name |
RTS Siberia Index |
| Index code |
RTSSIB |
| Bloomberg code |
RTSIB |
| Reuters code |
.RTSSIB |
| ISIN code |
RU000A0JQXF2 |
| Index type |
Capitalization-weighted, with free-float coefficients |
| Number of stocks-constituents |
10 preferred and common shares, the list compiled on June 15th, 2010 |
| Calculation intervals |
Every 15 seconds |
Time of calculation
(Moscow time) |
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 January 9th, 2008 till August 27th, 2009 – from 10:30 to 18:00 |
| Opening value |
First index value calculated on that day |
| Closing value |
Last index value calculated on that day |
| First calculated on |
January 9th, 2008 |
| Initial value |
1 000 |
| Initial capitalization |
129 310 683 489 RUB |
| Adjusting coefficient Zn |
1,6221078, 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 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 Siberia Index constituents |
| Weight restriction in the Index for an individual stock |
15% |
| List of constituent stocks |
http://www.rts.ru/s587 |
| 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, selected on the basis of liquidity and capitalization and registered in the Siberian region. |
| 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 |
|
| Archives |
http://www.rts.ru/en/index/stat/dailyhistory.html?code=RTSSIB |
| Contacts |
index@rts.ru |
