UTX® - Ukrainian Traded Index
Indexlaunch: 14.09.2007
The UTX is a capitalization-weighted price index and is made up of the most liquid and highest capitalized stocks of PFTS Stock Exchange. The index is calculated in UAH (Ukrainian Hryvnia), EUR and USD and disseminated in real-time by Wiener Börse AG. It is designed as a tradable index to be used as an underlying for structured products and for standardized derivatives (futures & options).
The UTX is a capitalization-weighted price index and is made up of the most liquid and highest capitalized stocks of PFTS Stock Exchange. The index is calculated in UAH (Ukrainian Hryvnia), EUR and USD and disseminated in real-time by Wiener Börse AG. It is designed as a tradable index to be used as an underlying for structured products and for standardized derivatives (futures & options).
| Short Code | ISIN | Bloomberg | Reuters | Calculation Time |
|---|---|---|---|---|
| UTX UAH | AT0000A063Z7 | UTXL <Index> | .UTXL | CET 09:30 – 16:45 |
| UTX EUR | AT0000A06400 | UTXEUR <Index> | .UTXEUR | CET 09:30 – 17:45 |
| UTX USD | AT0000A06418 | UTXUSD <Index> | .UTXUSD | CET 09:30 – 17:45 |
Main Features of the UTX:
- Dividend payments are not considered
- Free float: percentage of its shares which are effectively available for trading. 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 maximum weighting cap of 25%.
- New index values are triggered in real-time by new prices in the index stocks, as well as by the currency updates, which occur every two minutes during the calculation period.
- The calculation parameters are reviewed by the Index Committee on a quarterly basis (March, June, September and December)
- Revision and changes to the index composition on a semi-annual basis (March / September)
- All decisions regarding the index are taken by the index committee.