Total Return Indices

Moscow Exchange Total Return Indices are indices that are designed to represent the overall return of its constituents, i.e. their capital performance and income from reinvesting dividends.

Total Return Indices are calculated in addition to the MOEX Russia Index (MICEX Index), the RTS Index and the MICEX Blue Chip Index.

The Exchange calculates the following variants of the Total Return Indices subject to dividend income taxation:

  • With gross dividends, i.e. dividend income taxes are not considered;
  • With net dividends, i.e. dividend income taxes are considered. Net Total Return Indices are calculated in two variants:
    • At income tax rate applicable to non-resident corporate investors;
    • At income tax rate applicable to Russian corporate investors.
Code Name Last Value Date Change of Last Close, % Change of Last Year, %
Gross
MCFTRMOEX Russia Total Return 3,157.50 13.12.2017 -1.33 -2.08
RTSTRRTS Total Return 1,689.51 13.12.2017 -0.73 0.75
RTSSTDTRMICEX Blue Chip Total Return 19,100.29 13.12.2017 -1.38 -3.6
Net (non-resident corporate tax rate)
MCFTRNMOEX Russia Net Total Return (Non-Resident) 2,977.25 13.12.2017 -1.33 -2.79
RTSTRNRTS Net Total Return (Non-Resident) 1,593.21 13.12.2017 -0.73 0.02
RTSSTDTRNMICEX Blue Chip Net Total Return (Non-Resident) 18,208.57 13.12.2017 -1.38 -4.31
Net (resident corporate tax rate)
MCFTRRMOEX Russia Net Total Return (Resident) 3,030.80 13.12.2017 -1.33 -2.69
RTSTRRRTS Net Total Return (Resident) 1,621.81 13.12.2017 -0.73 0.12
RTSSTDTRRMICEX Blue Chip Net Total Return (Resident) 18,453.88 13.12.2017 -1.38 -4.21