The Exchange updates method to calculate the Innovation and Investment Index

A new version of the methodology for calculating the Moscow Exchange Innovation and Investment Index will come into effect on 22 May. This version was approved on 10 April.

The methodology has been changed as follows: 

• DRs representing foreign shares are now eligible for the Index;
• Maximum weight of one share in the Index has been reduced from 25% to 15%;
• A new approach is now applied to make up the list of constituents.

Other amendments have been introduced to bring the methodology in line with Bank of Russia"s new standards set out in the Regulations No 437-P on organized trading.

New methodology is available here.  

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