MICEX-RTS Amends Methodologies for Calculation of Indices
OREANDA-NEWS. June 8, 2012. The revised methodologies for calculation of the RTS Index, RTS Standard Index, RTS-2 Index and RTS Regional Indices were approved by MICEX-RTS and will become effective on June 19, 2012. The amended methodologies provide for the opportunity to use prices of trades executed in the main trading mode in the Main Market sector for the purpose of index calculation. Starting from the 19th of June the exchange plans to calculate the RTS Index, RTS-2 Index and RTS Siberia Index during the main trading session based on the prices of Main Market trades concluded in the main trading mode. Whereas during the evening trading session the exchange will continue using the prices formed in the Standard sector of the Securities Market for calculation of the RTS Index.
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