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.
|Index name||Code||Value||Previous Close||Change of
Previous Close, %
|Currency||MTD, %||YTD, %|
|Index type||Multi-Asset composite indices|
|Time of calculation (Moscow time)||18:40|
|First calculated on||28.12.2007|
|Initial value||1 000|
|Rebalancing takes effect||the 3rd Friday of March, June, September, December|
|Max weight restriction for an individual issue (in sub-index)||10%|
|Min weight restriction for an individual issue (in sub-index)||0.5%|
|Bloomberg code||RUPCI Index||RUPMI Index||RUPAI Index|
|Bond sub-index (BPSI)||85%||70%||40%|
|Government bond sub-index (BPSIG)||15%||20%||20%|
|Equity sub-index (EPSI)||-||10%||40%|