Second-Tier Index description of the Moscow Exchange
| MICEX Second-Tier Index | RTS-2 Index | |
|---|---|---|
| Index name | MICEX Second-Tier Index | RTS-2 Index |
| Index code | MICEXSC | RTS2 |
| Bloomberg code | MICEXSC | RTS2$ |
| Reuters code | .MCXSC | .RTS2 |
| ISIN code | RU000A0JPDB5 | RU000A0JPEC1 |
| Index type | Capitalization-weighted, with free-float coefficients | |
| Number of stocks-constituents | Varies. 50 preferred and common shares, the list compiled on December 18th, 2012 | |
| Publication intervals | Every 15 seconds | |
| Time of calculation (Moscow time) | Before 11.03.2014: From 10:00 to 18:40. From 12.03.2014: From 10:00 to 18:50. |
|
| Opening value | First index value calculated on the trade session | |
| Closing value | Last index value calculated on the trade session | |
| First calculated on | December 30th, 2004 | December 31th, 2003 |
| Initial value | 1000 | 567,25 |
| Initial capitalization | RUB 30 572 531 198.5537 | $19 920 731 543.244553 |
| Initial D cofficient | 30572531.1986 | 35 118 081.1692 |
| Cofficient D (Divisor) | 43 557 208.4352 last update date is 22.09.2017 |
3 305 452.7273 last update date is 22.09.2017 |
| Adjusting coefficient Zn | - | 12.6816721 last update date is 16.12.2014 |
| Index calculation formula |
where: |
 where: Iсn – the Dollar Index value as of the n-th moment of its calculation; MCcn – aggregate value (total capitalization) of all Stocks as of the n-th moment of the Dollar Index calculation; Dcn – the value of divisor of the n-th moment of the Dollar Index calculation. |
| Market capitalization calculation formula |
where: |
  where: N – the total number of Stocks; Pci – price of the i-th Stock in dollars; Qi – the number of shares of the ith type issued by the issuer as of current date; FFi – correcting free-float coefficient for the i-th security (free-float coefficient); Wi – coefficient restricting the share of the i-th Stock's capitalization (weighting coefficient), Pi – price of the i-th Stock in rubles; Kn – US dollar exchange rate against the Russian ruble as of the n-th moment of calculation determined iof the indicative USD/RUB exchange rate. |
| Weight restriction in the Index for an individual stock | 15% | |
| List of constituent stocks | http://moex.com/s916 | |
| Period when the list of stocks-index constituents changes | Changes in the list of index constituents take effect on March 16th, June 16th, September 16th, December 16th. | |
| Before March, 2013 - on January 25th, April 25th, October 25th, December 25th. | Before Deсember, 2010 - on March 15th, June 15th, September 15th, December 15th. | |
| Methodology of calculation | https://fs.moex.com/files/3765 | |
| Fact sheet | http://www.moex.com/a2662 | |
| Archives | http://www.micex.com/marketdata/indices/data/archive | http://moex.com/en/index/stat/dailyhistory.aspx?code=RTS2 |
| Contacts | index@moex.com | |
