RTX OIL® - RTX Oil & Gas Index
Indexlaunch: 31.03.2009
The RTX Oil & Gas Index (RTX OIL) is a capitalization-weighted price index and is made up of the most liquid and highest capitalized stocks of Moscow Interbank Currency Exchange (MICEX), which are classified as “Oil & Gas” companies according to the sector classification of Wiener Börse AG. The index is calculated in RUB (Russian Rouble), EUR and USD. It is disseminated in real-time by Wiener Börse AG and designed as tradable index to be used as underlying for standardized derivatives (futures & options) and for structured products.
The RTX Oil & Gas Index (RTX OIL) is a capitalization-weighted price index and is made up of the most liquid and highest capitalized stocks of Moscow Interbank Currency Exchange (MICEX), which are classified as “Oil & Gas” companies according to the sector classification of Wiener Börse AG. The index is calculated in RUB (Russian Rouble), EUR and USD. It is disseminated in real-time by Wiener Börse AG and designed as tradable index to be used as underlying for standardized derivatives (futures & options) and for structured products.
| Short Code | ISIN | Bloomberg | Reuters | Calculation Time |
|---|---|---|---|---|
| RTX OIL RUB | AT0000A0CYW0 | RXOILL <Index> | .RXOILL | CET 08:00 – 17:00 |
| RTX OIL EUR | AT0000A0CYU4 | RXOILEUR <Index> | .RXOILEUR | CET 08:00 – 17:45 |
| RTX OIL USD | AT0000A0CYV2 | RXOILUSD <Index> | .RXOILUSD | CET 08:00 – 17:45 |
Main Features of the RTX OIL:
- No index adjustments due to dividend payments or similar distributions.
- Possible free float factors that an index member can have: 0.10 - 0.20 – 0.30 - 0.40 - 0.50 – 0.60 - 0.70 - 0.80 - 0.90 - 1.00.
- Representation factors can take values between 0.01 and 1.00 and are used to avoid that an index member exceeds a max. weighting cap of 25%.
- It is calculated Monday to Friday, on every day which MICEX is open for trading also in case of an exchange holiday in Austria.
- New index values are triggered by new traded price of index members (update real-time) or by new exchange rates (bid/ask quotations, update every 2 minutes).
- Only traded price from MICEX (transmitted via Reuters) are considered for the calculation of RTX OIL. Block Trades or calculated prices will not be considered.
- Changes to the index composition are decided by the RTX OIL Committee on a quarterly basis
- Quarterly review of the calculation parameters