RTS Index (RTSI) is the premier benchmark index to measure the fast growing Russian equity market. It includes 50 of the largest and most liquid equities listed on the Russian Trading System (RTS). Constituents' weights are capped at 15% of the index to avoid any one company dominating the Index. As the official benchmark for the exchange, the RTSI's comprehensive market coverage includes Gazprom, the world's largest emerging market security.
Index constituents exhibit the following characteristics:
Market Coverage – Approximately 85% of Russian's total market capitalization
Weighting – Market capitalization
Public Float – Adjusted to regional specifications
Index Calculation – Real-time
Currency – US$, Rubles
Standard & Poor's added Russia's RTS Index to its global index portfolio in 2006 in response to international investors seeking high growth areas and new strategy plays.
With the inflow of capital to Russia at the end of 2005 fueling demand for transparent and rigorous benchmarks that not only capture the uniqueness of Russian equities but also faithfully measure the market’s performance, Standard & Poor’s recognized the importance to expand its existing network of exchange partnerships in key geographies.
Index Governance and Policy
This index is maintained by the RTS Stock Exchange Information Committee, whose members include Standard & Poor's representatives. It follows a set of published guidelines and policies that provide the transparent methodologies used to maintain the index.
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