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Law on mortgage-backed securities
1995 – RTS exchange established
2011 – Law on insider trading
1996 – Law on securities market – MICEX and RTS merge into the Moscow
Law on mortgage-backed securities
1995 – RTS exchange established
2011 – Law on insider trading
1996 – Law on securities market – MICEX and RTS merge into the Moscow
make a RTS index calculation basis is the expert evaluation.
contract which is a derivative; The Moscow Exchange reviews the MICEX and the RTS
2
2,735 3.2 -1.8 -6.8 -10.2 3.5
RTS Index 1,220 8.4 -6.1 -15.2 -21.3 -4.
make a RTS index calculation basis is the expert evaluation.
contract which is a derivative; The Moscow Exchange reviews the MICEX and the RTS
2
Bt+1
(1 + rtd )dht + Qt Btf (1 + rtf ) + Btg,h (1 + rtb ) + wt lth + (1 w )w w w
t + t
+ bank
t + cap
03.01.2017)
maximum in February and minimum in March),
and the RTS index fell by 45.8%, while during the 150
worst period of