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11.02.2016 18:53

Methodology of the Moscow Exchange Indices Calculation to take effect

On February 24, 2016, the new Methodology of the Moscow Exchange Indices Calculation will come into force, the text of which was disclosed on the Moscow Exchange website on December 29, 2015.

The methodology 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.

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