RTS Indices Equity Indices |
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For more information visit: The following RTS indices are available: • Market Capitalization. Companies are ranked by float www.indices.standardandpoors.com • RTS Index (RTSI). Dating back to September 1995, the adjusted market capitalization. S&P Thought Leadership and Research index captures more than 85% of Russia’s market cap • Public Float. All shares classified as either corporate, is available at: www.SPindices.com with 50 stocks and is the most widely recognized and private, or government holdings are deemed to be followed equity indicator by both Russian retail and strategic holdings and are removed, leaving only those international professional investors. This index serves shares that are freely available to investors. as the basis for Russia’s most highly traded index futures • Liquidity. All RTS traded securities are analyzed to contract. determine if they meet the selection criteria of daily • RTS-2 Index (RTS2). Calculated using the same average trading volume and number of transactions, and methodology as the RTSI, the RTS2 benchmarks trading certain other liquidity measures. activity in second-tier stocks with mid to smaller • Capping. At the time of quarterly rebalancing, each capitalizations. constituent company’s weight is capped at 15% of the • RTS Sector Indices. This series currently includes RTS-Oil total index market capitalization in the RTSI and the RTS2, & Gas, RTS-Consumer & Retail, RTS-Metals & Mining, and at 25% in the RTS Sector Indices. Capping avoids RTS-Industrial, RTS-Telecom, RTS-Electric Utilities, and any one company dominating the index.
RTS-Financials Indices. Criteria for Index Removals S&P Custom Indices: Index Methodology • One month before each quarterly revision date, all RTS [email protected] Standard & Poor’s manages global commercial and listed securities are ranked according to their float business rights to the indices and is represented on the RTS adjusted market capitalization. If the securities from Contact Us: Information Committee. The goal of the RTS Information this list differ from the securities in the RTS indices, the [email protected] Committee is to ensure that the RTS indices continue to Information Committee evaluates appropriate adjustments New York +1.212.438.2046 reflect the risk and return characteristics of the Russian to the indices. Toronto +1.416.507.3200 equity market while monitoring constituent liquidity and • Stocks may be deleted due to mergers, acquisitions, or London +44.20.7176.8888 maintaining index turnover at a minimum. spin-offs. Tokyo +813.4550.8463 Beijing +86.10.6569.2919 Criteria for Index Additions Index Calculation Sydney +61.2.9255.9870 The RTS Information Committee, with advisory input from The indices are calculated in real time on all days that the Mumbai +91.22.26598359 Standard & Poor’s, administers the methodology as follows: RTS is open for trading. Although RTS listed securities are Dubai +971.4.3727100 • Eligibility Criteria. All common and preferred stocks listed traded in U.S. dollars, the indices are calculated in both
Standard & Poor’s does not sponsor, on the RTS are eligible for inclusion. Russian rubles and U.S. dollars. endorse, sell or promote any S&P • Domicile. Stocks must be Russian-domiciled. index-based investment product. Determining factors include location of company headquarters, location of company operations, and See what others don’t, so you can do what others can’t.® residence of senior officers. RTS Indices Equity Indices |
December 31, 2010
The premier measure of the Russian S&P European Indices equity market, capturing more than 85% RTS Index RTS-2 Index RTS Sector Indices of Russia's market capitalization. Oil & Gas Consumer & Retail Metals & Mining Industrial Telecom Electric Utilities Financials
Index Portfolio Characteristics 5 Year Historical Performance
RTS RTS-2 2500 Index Index RTS Index No. of Cos 50 68 2000 Adjusted Market Cap ($ Billion) RTS-2 Index 186.59 31.17 Company Size By Market Cap (Adj $ Bil): 1500 Average 3.73 0.46 Largest 28.95 3.04 1000 Smallest 0.20 0.01 Median 1.13 0.33 500 % Weight Largest Company 15.52% 9.77% Top 10 Holdings (% Index Weight) 0 73.42% 46.12% Dec.05 Jun.06 Dec.06 Jun.07 Dec.07 Jun.08 Dec.08 Jun.09 Dec.09 Jun.10 Dec.10
Index Performance Annualized Risk Returns Annualized Returns Std Dev Index 1 Month 3 Month YTD 1 Year 3 Years 5 Years 7 Years 3 Years 5 Years RTS Index 10.83% 17.42% 22.54% 22.54% -8.23% 9.48% 17.65% 48.34% 40.41% RTS-2 Index 9.61% 14.63% 56.80% 56.80% -5.23% 11.60% - 53.24% 43.36% RTS-Oil & Gas 9.76% 11.01% 5.89% 5.89% -11.79% 0.89% 8.33% 43.07% 37.61% RTS-Consumer & Retail 15.87% 32.55% 82.55% 82.55% 6.05% 18.43% - 55.29% 44.29% RTS-Metals & Mining 17.55% 27.53% 55.39% 55.39% -0.41% 18.27% - 54.51% 44.49% RTS-Industrial 8.11% 22.68% 56.40% 56.40% -19.65% 8.45% - 65.97% 54.39% RTS-Telecom 7.15% 15.64% 38.95% 38.95% -6.58% 13.60% 15.09% 42.13% 36.88% RTS-Electric Utilities 2.89% 4.69% 33.90% 33.90% -16.32% - - 61.99% - RTS-Financials 10.60% 21.08% 22.55% 22.55% -17.00% - - 61.50% -
Tickers Top 10 Companies By Weight - RTS Index BLOOMBERGSM Reuters Float Adjusted RTS Index RTSI$ .IRTS Market Cap Index RTS-2 Index RTS2$ .RTS2 Company (US $ Million) Weight RTS Ticker RTS Sector Indices Gazprom, Common 28,953.2 15.52% GAZP Oil & Gas RTSOG$ .RTSOG Sberbank, Common 24,693.3 13.23% SBER Consumer & Retail RTSCR$ .RTSCR TFT "LUKOIL", Common 24,167.5 12.95% LKOH Metals & Mining RTSMM$ .RTSMM OJSC "MMC "NORILSK NICKEL", Common 17,902.8 9.59% GMKN Industrial RTSIN$ .RTSIN OJSC "OC "Rosneft", Common 11,420.2 6.12% ROSN Telecom RTSTL$ .RTSTL Surgutneftegas, Common 9,401.9 5.04% SNGS Electric Utilities RTSEU$ .RTSEU OJSC Uralkali, Common 5,676.4 3.04% URKA Financials RTSFN$ .RTSFN JSC VTB Bank, Common 5,193.7 2.78% VTBR JSC "NOVATEK", Common 4,915.6 2.63% NVTK JSC "RusHydro", Common 4,675.1 2.51% HYDR
Source: "Russian Trading System" Stock Exchange, Standard & Poor’s. Data as of December 31, 2010. Charts and graphs are provided for illustrative purposes only. Index returns do not include payment of any sales charges or fees an investor would pay to purchase the securities the index represents. Such costs would lower performance. It is not possible to invest directly in an index. Past performance is not an indication of future results. General Disclaimer
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