OREANDA-NEWS. On 14 January 2009 was announced, that as of January 19, 2009 new versions of the methodologies for calculation of the RTS Index and the Sectoral RTS Indices come into force.

The new versions were approved by the RTS Board of Directors on December 16, 2008.

The methodologies were amended in order to bring them in compliance with the requirements of the regulation on the composition and structure of the assets of incorporated investment funds and investment funds.

For the amended methodologies for the calculation of the RTS Indices, please, follow the links:

RTS Index

Sectoral Indices

Constituent lists of the RTS Index and the RTS-2 Index are composed of securities picked by the experts of the RTS Information Committee using such parameters as capitalization and liquidity and expert estimation. The lists are subject the Committee’s review every three months. The RTS Index is calculated on the basis of 50 most liquid and capitalized stocks.The RTS-2 Index is calculated on the basis of second-tier stocks.

The sector indices calculated by RTS include securities of enterprises representing certain sectors of the economy. Each individual issuer’s weight in an index is capped at 25 percent. The number of constituent stocks in the individual indices varies from 10 to 15. The constituent lists of the RTS Index and the RTS-2 Index serve basis for the sector indices’ starting lists.

The RTS Information Committee is made of the experts delegated by the RTS member-companies as well as independent experts, and is responsible for reviewing the index calculation methodology.