Stocks price fluctuation thresholds set for index calculation

Moscow Exchange is to introduce deviation thresholds for calculating indices. Stock prices falling outside these thresholds will not be included in the weighted average price of the last 10 trades. The thresholds are Ki in clause 3.4 of the Index Calculation Methodology.

The thresholds are 2% both on the upside and on the downside for stocks in the Blue Chip Index, MICEX Index, and RTS Index, and 5% for stocks in the Second Tier Index, MICEX Innovation Index, Broad Market Index, and sectoral indices (but not included in the Blue Chip Index, MICEX Index, or RTS Index). The new limits become effective on 12 March.

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