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November 20, 2008
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MICEX indices family tree

The MICEX is developing a family of indices which enable, on the basis of reliable source data, to give market participants comprehensive information on different segments of the Russian securities market.



Indices base values

Equity Indices
IndexConstituent numberBase ValueBase dateMaximum issuer weightCalculation frequency
Composite indices




MICEX Index 30 100 22 Sep 1997 15% 1 sec
MICEX 10 Index 10 100 30 Dec 1997 - 1 sec
Sector Indices




MICEX O&G Is not restricted 1000 31 Dec 2004 15% 5 sec
MICEX PWR Is not restricted 1000 31 Dec 2004 15% 5 sec
MICEX TLC Is not restricted 1000 31 Dec 2004 15% 5 sec
MICEX M&M Is not restricted 1000 31 Dec 2004 15% 5 sec
MICEX MNF Is not restricted 1000 31 Dec 2004 20% 5 sec
MICEX FNL Is not restricted 1000 31 Dec 2004 30% 5 sec
Capitalization Indices




MICEX LC 15 1000 31 Dec 2004 15% 5 sec
MICEX MS 30 1000 31 Dec 2004 15% 5 sec
MICEX SC 50 1000 31 Dec 2004 15% 5 sec

Bond Indices
IndexConstituent numberBase ValueBase dateMaximum issuer weightCalculation frequency
Corporate Bond Indices




MICEX CBI Is not restricted 100 31 Dec 2002 30% 5 sec
MICEX CBI 3Y From 10 to 30 100 30 Dec 2005 30% 5 sec
MICEX CBI 5Y From 10 to 30 100 30 Dec 2005 30% 5 sec
Government Bond Indices




RGBI Is not restricted 100 31 Dec 2002 - 1 sec
RGBEY (Russian Government Bond Effective Yield) Is not restricted 100 31 Dec 2002 - Daily
RGBY (Russian Government Bond Gross Redemption Yield) Is not restricted 100 31 Dec 2002 - Daily


 

INDICES

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