Moscow Exchange to Calculate Indices in All Trading Sessions
Moscow Exchange will calculate stock indices during all trading sessions starting September 26, including morning, evening, and weekend additional sessions, with updated calculation frequencies and index compositions.
Consensus
- Moscow Exchange will calculate stock indices during all trading_sessions starting September 26.
- Indices to be calculated include IMOEX, RTSI, broad market index, mid and small capitalization index, and sectoral indices.
- The calculation will occur during morning, evening, and additional weekend sessions.
- The index IMOEX2 will continue to be transmitted during additional sessions in parallel with IMOEX.
- The official closing value for the trading day will be based on the main session calculation.
- The mid and small capitalization index will be calculated every 15 seconds instead of once daily.
- Telecom company stocks will be included in the Moscow Exchange Information Technology index, and a separate telecom index will no longer be calculated.
- An unscheduled review of index calculation bases may occur if the free-float coefficient drops below 5% due to corporate events.
Points of divergence
- The new methodology will take effect on September 18. — vedomosti
- The free-float coefficient review may occur if it drops below 5% during various corporate events. — kommersant
- Values calculated on weekends will be assigned to the first following working trading day. — vedomosti
Coverage (3 sources)
- Moscow Exchange will calculate stock indices for all trading sessions starting September 26 — Коммерсантъ
- Moscow Exchange will calculate stock indices for all trading sessions starting September 26 — Интерфакс
- Moscow Exchange will start calculating stock indices for all trading sessions starting September 26 — Ведомости
Key entities
- Moscow Exchange
- Moscow Exchange
- RTSI
- Rubio Index Moscow Exchange
- Moscow
- INTERFAX.RU
- The Authorities
- RTS
- IMOEX
- Moscow Exchange (MOEX: MOEX)