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01.09.2015 12:05

RTS Index celebrates 20 years

Moscow, 1 September 2015

The RTS Index, which is calculated by Moscow Exchange (ticker: MOEX) and is one of Russia"s major stock market benchmarks, celebrates its 20th birthday on 1 September 2015.

The Index was launched on 1 September 1995, with a base level of 100. The current value of the index is 833.60, an eight-fold increase since its start.

The RTS Index reached its peak on 19 May 2008, hitting 2,487.92, and hit its lowest point on 5 October 1998, falling to 38.53. Its best year was 1999, when it rose 197% in 12 months.

The RTS Index originally included 13 companies: RAO UES, Irkutskenergo, Kamaz, Komineft, Lukoil, Mosenergo, Norilsk Nickel, Noyabrskneftegas, Purneftegas, Rostelecom, Surgutneftegas, Tomskneft and Yuganskneftegas. The Index had the greatest number of constituents in the first half of 1998, when all 128 shares admitted to trading on the exchange were also in the Index.

Since the merger of Russia"s two leading exchanges in 2012, the MICEX Index and the RTS Index, two main benchmarks, have been unified to include the same pool of securities under the same methodology. They both contain the 50 most liquid shares of Russia"s largest public companies. The MICEX Index is rouble-denominated, while the RTS Index is a dollar-denominated gauge. 

RTS Index futures launched in 2005, and is the most popular index instrument traded on the Moscow Exchange. It is also the Exchange"s most liquid contract, ranked among the world"s top-seven most actively traded derivatives contracts according to the Futures Industry Association.

From 2006, the RTS Index has been also used as an underlying index for international financial products.  BNP Paribas, Credit Suisse, JP Morgan, RBS and Nomura have all designed derivatives, ETFs, and structured products based on the RTS Index.

Highlights:

Companies in the RTS Index today that were there at the start:

Lukoil, Surgutneftegas, Rostelecom, Norilsk Nickel

Largest RTS Index companies by market cap:

Gazprom – RUB 3.5 trln

Rosneft – RUB 2.6 trln

Lukoil – RUB 2.1 trln

Largest RTS Index companies by free float:

Magnit – 54%

Moscow Exchange – 51%

Average daily turnover in RTS Index futures in 2015: RUB 69 bln

Average daily turnover in RTS Index shares in 2015: RUB 34 bln

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

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