Moscow Exchange Indices (MOEX Russia Index and RTS Index)
IMOEX2 – MOEX Russia Index calculated during all trading day including additional trading sessions.
KEY CHARACTERISTICS
| Index code | IMOEX2 |
| Bloomberg code | IMOEX2 |
| Reuters code | .IMOEX2 |
| ISIN code | RU000A0JP7K5 |
| Index type | Capitalization-weighted, with free-float coefficients |
| Number of stocks-constituents | Varies |
| Time of calculation (Moscow time) | From 07:00 to 23:50 |
| Publication intervals | One time per second |
| First calculated on | 22.06.2020 |
| Initial value | 2,763.74 |
| Weight restriction in the Index for an individual stock | 15% |
| Weight restriction in the Index for 5 stocks | 55% |
| 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 |
Moscow Exchange maintains the development and calculation the indices for the Russian equity market. The index calculation based on a free-float capitalization weighting approach. MOEX equity indices are well-known and widely used by global investment community as well as by financial products sponsors.
The indices include the benchmark MOEX Russia Index (before December, 2017 – MICEX Index) and RTS Index, which comprise the most liquid stocks from Russia's largest issuers; the Blue Chip Index, comprising the 15 most capitalized Russian companies; the Moscow Exchange SMID Indices, comprising the small and medium capitalization liquid stocks listed in Russia; and the Broad Market Index, which include the top 100 shares selected by the criteria of liquidity, capitalization and shares that are in free-float. The constituents of the Broad Market Index are also divided into sectoral indices.
Moscow Exchange's indices are calculated in RUB and USD. Moscow Exchange also calculates total return indices and several thematic indices that are not included in the main index family; these are the MOEX 10 Index, and the MOEX Innovation Index.