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Multi-Asset Indices


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.

Since April 21, 2022, a new version of the methodology for calculating Pension Indices has been in force, according to which shares and depository receipts on shares of foreign issuers were excluded from the Equity Subindex (EPSI), and shares included on Level 1, but not included in the IMOEX Index, were included in EPSI. The changes introduced are aimed at harmonizing the Equity Subindex with regulatory restrictions for investment of means of pension accruals of the non-state pension funds.


Underlying:

Bonds – weighted average price, stocks – close price.

Index name Code Value Previous Close Change of
Previous Close, %
Currency MTD, % YTD, %

KEY CHARACTERISTICS


Index type Multi-Asset composite indices
Time of calculation (Moscow time) 18:40
Publication intervals Daily
First calculated on 28.12.2007
Initial value 1 000
Underlying Market price(2)
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%
   
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
       
Asset allocation Conservative Moderate Aggressive
Bond sub-index (BPSI) 85% 70% 40%
Government bond sub-index (BPSIG) 15% 20% 20%
Equity sub-index (EPSITR) - 10% 40%