RTS Index

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RTS Index from September 1995 to January 2018 RTS Index Jan 18.png
RTS Index from September 1995 to January 2018

The RTS Index (RTSI; Russian : Индекс РТС) is a free-float capitalization-weighted index of 50 Russian stocks traded on the Moscow Exchange, calculated in US dollars. The index was introduced on September 1, 1995, with the formation of the Russian Trading System (RTS) stock exchange, which later merged with Moscow Interbank Currency Exchange (MICEX) to form the Moscow Exchange.

Contents

The RTS Index was introduced with a base value of 100. [1] It is calculated in a real-time mode. The list of stocks is reviewed every three months. The RTSI peaked on 19 May 2008 at 2,498.10 points, and fell to 492.59 on 23 January 2009.

In addition to the RTS Index, Moscow Exchange also computes and publishes the RTS Standard Index (RTSSTD), RTS-2 Index, RTS Siberia Index and seven sectoral indices (Telecommunication, Financial, Metals & Mining, Oil & Gas, Industrial, Consumer & Retail, and Electric Utilities). The RTS Standard and RTS-2 are compiled similarly to the RTS Index, from a list of top 15 large-cap stocks and 50+ second-tier stocks, respectively.

Annual returns

The following table shows the annual development of the RTS Index since 1995. [2] [3]

YearClosing levelChange in Index
in points
Change in Index
in %
199582.92
1996200.50117.58141.80
1997396.86196.3697.94
199858.93−337.93−85.15
1999175.26116.33197.40
2000143.29−31.97−18.24
2001260.05116.7681.49
2002359.0799.0238.08
2003567.25208.1857.98
2004614.1146.868.26
20051,125.60511.4983.29
20061,921.92796.3270.75
20072,290.51368.5919.18
2008631.89−1,658.62−72.41
20091,444.61812.72128.62
20101.770.26325.6522.54
20111,380.49−389.77−22.02
20121,530.41149.9210.61
20131,442.73−87.68−5.73
2014790.71−652.02−45.19
2015757.04−33.67−4.26
20161,152.33395.2952.22
20171,154.432.100.18
20181,066.13−88.30−7.65
20191,548.92482.7945.82
20201,387.46−161.46−10.42
20211,595.76208.3015.01
2022970.60−625.16−39.18
20231,083.47112.8711.63

Components

From September 22, 2017 the composition of the RTS Index is the following: [4]

CompanyTicker symbolStock typeIndustry
AFK Sistema AFKS Common Conglomerate
Aeroflot AFLT Common Transportation
Rusagro AGRO Depositary receipt Agriculture
Acron AKRN Common Chemicals
Lenta LNTA Depositary receipt Retail
Credit Bank of Moscow CBOM Common Banking
Detsky Mir DSKY Common Retail
SeverStal CHMF Common Mining & Metallurgy
DIXY DIXY Common Retail
FGC UES FEES Common Electric utility
Gazprom GAZP Common Oil & gas
Norilsk Nickel GMKN Common Mining & Metallurgy
RusHydro HYDR Common Energy
Inter RAO IRAO Common Energy
Lukoil LKOH Common Oil & gas
LSR Group LSRG Common Real estate development
Magnitogorsk Iron and Steel Works MAGN Common Metallurgy
MegaFon MFON Common Telecommunication
OJSC Magnit MGNT Common Retail
Moscow Exchange MOEX Common Stock exchange
Mosenergo MSNG Common Energy
Mechel MTLR Common Mining & Metallurgy
Alrosa ALRS Common Mining
Mobile TeleSystems MTSS Common Telecommunication
M.video MVID Common Retail
Novolipetsk Steel NLMK Common Metallurgy
Novorossiysk Commercial Sea Port NMPT Common Transportation
Novatek NVTK Common Oil & gas
PhosAgro PHOR Common Chemicals
PIK Group PIKK Common Real estate development
Polyus Gold PLZL Common Mining
Polymetal International POLY Common Mining
Rosneft ROSN Common Oil & gas
Rosseti RSTI Common Electric utility
Rostelecom RTKM Common Telecommunication
Rusal RUALRRussian depositary receipt (RDR) Mining
SFIEPLN Common Leasing
Sberbank SBER Common Banking
Sberbank SBERP Preferred Banking
Surgutneftegas SNGS Common Oil & gas
Surgutneftegas SNGSP Preferred Oil & gas
Tatneft TATN Common Oil & gas
Tatneft TATNP Preferred Oil & gas
OAO TMK TRMK Common Steel industry
Transneft TRNFP Preferred Oil & gas
Unipro UPRO Common Electric utility
Russneft RNFT Common Refining
United Wagon Company UWGN Common Mechanical engineering
VTB Bank VTBR Common Banking
Yandex YNDX Common Internet

See also

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References

  1. RTS Index Facts via Wikinvest
  2. "Historical data: RTS Index USD - Russia (^RTS)".
  3. "RTS Index (RTSI.ME) Historical Data - Yahoo Finance". finance.yahoo.com. Retrieved 2020-01-21.
  4. "Moscow Exchange Indices Constituents (MICEX and RTS Indices) valid from March 17, 2017". Moscow Exchange.