Calculation of Moscow Exchange Benchmarks on March 25, 2022
On 25 March 2022, Moscow Exchange will trade 33 Russian stocks from the MOEX Russia Index from 9:50 to 14:00 Moscow time. The Exchange will therefore calculate of the MOEX Russia Index (IMOEX) and its US dollar equivalent, the RTS Index (RTSI).
The indices will be calculated from 10:00 to 13:40; at 13:50, the indices will be calculated based on the closing auction prices.
The MOEX Russia Index and the RTS Index comprise 43 securities: 33 Russian stocks and 10 stocks and depositary receipts on stocks of international companies doing their businesses in the Russian Federation.
Securities in the indices which will not resume trading on 25 March will be included in the MOEX Russia Index and the RTS Index at their closing prices as of 25 February 2022. Such stocks from the RTS Index will be valued at their RUB prices as of 25 February 2022, as converted at the MOEX USD/RUB rate.
The combined weight of international securities in the MOEX Russia Index and the RTS Index as of 25 February 2022 was 13.4%.
Resumption of distribution of the remaining equity indices will be announced in due course.
Furthermore, on March 25, 2022, due to resumption of trading on Bond Market in domestic sovereign bonds (OFZ) by decision of the Bank of Russia Moscow Exchange will calculate the following benchmarks:
- Zero-Coupon Yield Curve of Government Bonds;
- Russian Government Bond Index (RGBI, clean price index);
- Russian Government Bond Index (RGBITR, total return index);
- Russian Government Bond Index 1Y CP (RUGBICP1Y, clean price index);
- Russian Government Bond Index 1Y TR (RUGBITR1Y, total return index);
- Russian Government Bond Index 3Y CP (RUGBICP3Y, clean price index);
- Russian Government Bond Index 3Y TR (RUGBITR3Y, total return index);
- Russian Government Bond Index 5Y CP (RUGBICP5Y, clean price index);
- Russian Government Bond Index 5Y TR (RUGBITR5Y, total return index);
- Russian Government Bond Index 10Y CP (RUGBICP10Y, clean price index);
- Russian Government Bond Index 10Y TR (RUGBITR10Y, total return index);
- Russian Government Bond Index 5+ CP (RUGBICP5+, clean price index);
- Russian Government Bond Index 5+ TR (RUGBITR5+, total return index).
The trading schedule for 25 March 2022 is available on the Moscow Exchange website.