Multi-Asset Indices (Russian Retirement Indices MICEX-RTS)
The Moscow Exchange's multi-asset indices are composite indices comprised of stocks and bonds admitted to trading on MOEX and permitted by the Russian legislation to be used as investment vehicles by Russian pension funds. These Indices have been designed to reflect three possible investment strategies determined by key asset classes (state bonds, corporate and municipal bonds, and equities): conservative, balanced and aggressive.
The base value of the indices is 1,000 points (as of December 28, 2007). The Indices are calculated on a daily basis.
KEY CHARACTERISTICS
| Index type | Композитные индексы акций и облигаций | |||
| Time of calculation (Moscow time) | 18:40 | |||
| Publication intervals | Daily | |||
| First calculated on | 28.12.2007 | |||
| Initial value | 1 000 | |||
| Underlying | Рыночная цена(2) | |||
| Period when the list of stocks-index constituents changes | Changes in the list of index constituents take effect on the 3rd Friday of March, June, September, December | |||
| Ограничение на макс вес эмитента (в субиндексе) | 10% | |||
| Ограничение на мин вес инструмента (в субиндексе) | 0,5% | |||
| Index name | Conservative | Moderate | Aggressive | |
| Index code | RUPCI | RUPMI | RUPAI | |
| Bloomberg code | RUPCI Index | RUPMI Index | RUPAI Index | |
| Reuters code | .RUPCI | .RUPMI | .RUPAI | |
| ISIN | RU000A0JTLU0 | RU000A0JTLT2 | RU000A0JTLS4 | |
| Структура активов | Conservative | Moderate | Aggressive | |
| Субиндекс облигаций (BPSI) | 85% | 70% | 40% | |
| Субиндекс ОФЗ (BPSIG) | 15% | 20% | 20% | |
| Субиндекс акций (EPSI) | - | 10% | 40% | |
