Customised indices
For clients:
For any questions regarding MOEX’s index management products, please contact MOEX index management team by phone at +7 (495) 363-3232 or email at index@moex.com.
MOEX will customize an index or indicator to meet your specific requirements. This includes developing a methodology, calculating and publishing an index or indicator based on MOEX’s market data. A client may choose to use a third-party data source.
Customised indices
Name | Ticker | Security type | Type of Indicator | Currency | Customer |
---|---|---|---|---|---|
Alfa Capital. Bonds | AKCBI | Russian Corporate Bonds | Total return Indicator | RUB | Alfa Capital |
Alfa Capital Eurobonds Index | AKEUBI | Russian and Foreign Eurobonds | Total Return Index | USD | Alfa Capital |
Alfa Capital Russian Equities Index | AKREI | Russian Equities | Total return Indicator | RUB | Alfa Capital |
Alfa-Capital Strategy for the Future Index | AKSFPI | Foreign ETFs | Price Index | USD | Alfa Capital |
Alfa Capital Space Select Price Index USD | AKSPSP | Foreign Equities | Price Index | USD | Alfa Capital |
Alfa Capital Space Select Price Index RUB | AKSPRU | Foreign Equities | Price Index | RUB | Alfa Capital |
Alfa Capital Video Games Select Price Index USD | AKVGSP | Foreign Equities | Price Index | USD | Alfa Capital |
Alfa Capital Video Games Select Price Index RUB | AKVGRU | Foreign Equities | Price Index | RUB | Alfa Capital |
ATON – Russian high yield bonds | ARHYB | Russian High Yield Bonds | Total Return Index | RUB | ATON Asset management |
Raiffeisen – Eurobonds EM | BEMRAIF | Eurobonds placed on international markets | Total Return Index | USD | Raiffeisen Capital Asset Management Company |
Finam. Index dividend aristocrats Russia | FDIVAR | Russian Equities | Price Index | RUB | Finam Management |
Finam. Index dividend aristocrats Russia (Total Return) | FDIVARTR | Russian Equities | Total Return Index (gross) | RUB | Finam Management |
Gazprombank - corporate bonds (2 years) | GPBCBI2Y | Russian Corporate Bonds | Total Return Indicator | RUB | AAA Capital Management |
Gazprombank - corporate bonds (4 years) | GPBCBI4Y | Russian Corporate Bonds | Total Return Indicator | RUB | AAA Capital Management |
DOHOD Russian Dividend Equity Index | IRDIV | Russian Equities | Price Index | RUB | DOHOD |
DOHOD Russian Dividend Equity TR Index | IRDIVTR | Russian Equities | Total Return Index (gross) | RUB | DOHOD |
DOHOD Russian Growth Equity Index | IRGRO | Russian Equities | Price Index | RUB | DOHOD |
DOHOD Russian Growth Equity TR Index | IRGROTR | Russian Equities | Total Return Index (gross) | RUB | DOHOD |
DOHOD Global Small Cap USD Index | IRGSC | Foreign Equities | Price Index | USD | DOHOD |
DOHOD Global Low Volatility USD Index | IRGLV | Foreign Equities | Price Index | USD | DOHOD |
DOHOD Global Growth & Quality USD Index | IRGQG | Foreign Equities | Price Index | USD | DOHOD |
Kogan confident | KOSRUB | Russian Equities and Corporate Bonds | Total Return Index (gross) | RUB | CFC Management |
MKB Dividend Equity Index | MDIV | Russian Equities | Price Index | RUB | MKB Invest |
MKB Price Dividend Equity TR Index | MDIVTR | Russian Equities | Total Return Index (gross) | RUB | MKB Invest |
Russian Corporate Governance Index | RUCGI | Russian Equities | Price Index | RUB | TopCompetence |
Raiffeisen QIS Tactical Strategy of Index Funds | RQISETFE | Foreign ETFs | Price Index | EUR | Raiffeisen Capital Asset Management Company |
Raiffeisen QIS Balanced Strategy of Index Funds | RQISETFU | Foreign ETFs | Price Index | USD | Raiffeisen Capital Asset Management Company |
RUHYRAIF High Yield Corporate Bond Index | RUHYRAIF | Russian Corporate Bonds | Total Return Index | RUB | Raiffeisen Capital Asset Management Company |
BSPB Capital – Corporate Bonds 1000 | SPBCI | Russian Corporate Bonds | Total Return Index | RUB | BSPB Capital |
BSPB Capital – OFZ 1000 | SPBFI | Russian Government Bonds | Total Return Index | RUB | BSPB Capital |
RSHB Eurobond Index GEM EURO | VTBEUGEM | EM Eurobonds | Total Return Index | EUR | RSHB Asset management |
Key highlights
- Calculation of indices with various structures to meet specific investment criteria and strategy;
- A custom index may be constructed either based on an existing methodology or a specifically designed one;
- Custom indices are calculated based on IT solutions used to compute famous Russian benchmarks, the MOEX Russia Index and the RTS Index;
- MOEX acts as an independent calculation agent;
- MOEX discloses necessary information on its website and distributes the indices via information agencies.