RTS Index

The RTS Index "Russia Trading System" (abbreviated: 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 list of stocks is reviewed every three months.

RTS Index from September 1995 to January 2018

The RTS Index value is calculated in a real-time mode. The index was introduced on September 1, 1995 with a base value of 100.[1] The RTSI peaked on 19 May 2008 at 2,498.10 points, and fell to 492.59 on 23 January 2009; on 29 December 2017 the RTS Index closed at 1,154.43.

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 indexes (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]

Year Closing level Change 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
2015 757.04 −33.67 −4.26
2016 1,152.33 395.29 52.22
2017 1,154.43 2.10 0.18
2018 1,066.13 −88.30 −7.65
2019 1,548.92 482.79 45.82

Components

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

CompanyTicker symbolStock typeIndustry
AFK SistemaAFKSCommonConglomerate
AeroflotAFLTCommonTransportation
RusagroAGRODepositary receiptAgriculture
AcronAKRNCommonChemicals
LentaLNTADepositary receiptRetail
Credit Bank of MoscowCBOMCommonBanking
Detsky MirDSKYCommonRetail
SeverStalCHMFCommonMining & Metallurgy
DIXYDIXYCommonRetail
FGC UESFEESCommonElectric utility
GazpromGAZPCommonOil & gas
Norilsk NickelGMKNCommonMining & Metallurgy
RusHydroHYDRCommonEnergy
Inter RAOIRAOCommonEnergy
LukoilLKOHCommonOil & gas
LSR GroupLSRGCommonReal estate development
Magnitogorsk Iron and Steel WorksMAGNCommonMetallurgy
MegaFonMFONCommonTelecommunication
OJSC MagnitMGNTCommonRetail
Moscow ExchangeMOEXCommonStock exchange
MosenergoMSNGCommonEnergy
MechelMTLRCommonMining & Metallurgy
AlrosaALRSCommonMining
Mobile TeleSystemsMTSSCommonTelecommunication
M.videoMVIDCommonRetail
Novolipetsk SteelNLMKCommonMetallurgy
Novorossiysk Commercial Sea PortNMPTCommonTransportation
NovatekNVTKCommonOil & gas
PhosAgroPHORCommonChemicals
PIK GroupPIKKCommonReal estate development
Polyus GoldPLZLCommonMining
Polymetal InternationalPOLYCommonMining
RosneftROSNCommonOil & gas
RossetiRSTICommonElectric utility
RostelecomRTKMCommonTelecommunication
RusalRUALRRussian depositary receipt (RDR)Mining
SFIEPLNCommonLeasing
SberbankSBERCommonBanking
SberbankSBERPPreferredBanking
SurgutneftegasSNGSCommonOil & gas
SurgutneftegasSNGSPPreferredOil & gas
TatneftTATNCommonOil & gas
TatneftTATNPPreferredOil & gas
OAO TMKTRMKCommonSteel industry
TransneftTRNFPPreferredOil & gas
UniproUPROCommonElectric utility
RussneftRNFTCommonRefining
United Wagon CompanyUWGNCommonMechanical engineering
VTB BankVTBRCommonBanking
YandexYNDXCommonInternet

See also

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.
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