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Moscow Exchange: Updated Calculation Methodology For The MOEX ESG Indices To Take Effect On 18 May

Date 12/05/2020

On 18 May 2020 the Updated Calculation Methodology for the MOEX ESG Indices approved by Executive Board on 6 May 2020 will come into force.

The updated Methodology stipulates start of calculation of the MOEX-RSPP Sustainability Vector Total Return Index. It includes companies that show the best progress in terms of Environmental, Social and Governance (ESG) compared to the previous year.

The MOEX-RSPP Sustainability Vector Total Return Index is calculated on the basis of constituents, values and parameters of corresponding equity index, the MOEX-RSPP Sustainability Vector Index, with consideration to dividends from the constituents.