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29.12.2015 12:03

New Moscow Exchange Indices Methodology registered

The Bank of Russia registered a new Methodology of the Moscow Exchange Indices Calculation on 17 December 2015. The methodology was adopted by the Directorate of MICEX SE on 6 November 2015.

The methodology now covers the following equity indices:

·         MICEX Index and RTS Index;

·         Broad Market Indices;

·         Second Tier Indices;

·         Blue Chip Index;

·         Sectoral Indices;

·         Regional Indices;

·         MICEX Innovation Index.

According to the methodology, interval calculation will be applied to all indices. To improve the accuracy of dollar-denominated indices, the total market cap instead of each constituent price is converted from RUB to USD. Calculation method for the RUB/USD indicative rate used to calculate the indices remains unchanged.  

The effective date of the new methodology will be announced in due course.

For further information, please contact the Public Relations Department at (495) 363-3232.