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29.12.2021 19:18

On new parameters for calculating the Moscow Exchange 15 Index, the RUEU10 and RUEURAIF Eurobond Indices

Starting from January 3, 2022, the calculation of the Moscow Exchange Index 15, the MOEX Russian Liquid Eurobonds Index RUEU10 and the MOEX Raiffeisen Eurobonds Index RUEURAIF will be carried out using new restrictive coefficients for the maximum share of securities of one issuer in the index. The amendments are introduced in connection with the establishment of a new maximum regulatory limit on the share of the value of assets of one legal entity in the structure of mutual investment funds in the amount of 12% from January 1, 2022 (in accordance with clause 2.10 of the Bank of Russia Ordinance No. 4129-U dated 09/05/2016). The methodologies for calculating the Moscow Exchange 15 Index and the Moscow Exchange RUEURAIF Index provide for limiting the weight of securities of one issuer to a value reduced by 1 percentage point from the maximum regulatory limit. The methodology for calculating the Moscow Exchange Index of Russian liquid Eurobonds RUEU10 provides for limiting the weight of securities of one issuer to a value reduced by 0.5 percentage points from the maximum regulatory limit.

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