BIST Strategy Indices

BIST Strategy Indices

Risk Control Indices are calculated for the investors who want to limit the volatility of their investment on an equity index and/or a market. BIST Leveraged and Short Indices are calculated to reflect the return of a reference index (underlying index) by multiple of the leverage factor in the same or opposite directions.
Risk Control Indices are ideal instruments for the investors who want to limit the volatility of their investment on an equity index and/or a market. Although index options and warrants may be good alternatives for hedging purposes, their costs may increase substantially during the high volatility periods. Since volatility of a Risk Control Index is predetermined and limited, costs of derivatives written on these indices would decrease accordingly.

With Risk Control Indices, investors have chance to invest in an index portfolio which includes repo and underlying index with one transaction. Weights in the portfolio are adjusted daily according to realized volatility of the underlying index. Weights move toward repo index during the high volatility periods and move toward underlying index during the low volatility periods.

BIST Risk Control Indices are calculated for the target volatility levels of 10%, 15%, 20%, 25% and %30 for each underlying index. There are various options of target volatility level and investors can choose the underlying index and target volatility level according to their investment strategy and risk perception. All BIST Risk Control Indices are calculated in both total and excess return basis. While Excess Return Index series reflects the daily return of the underlying index proportional to its weight in the index portfolio, Total Return Index series reflects the return of the index portfolio which includes both underlying index and repo index.

To take advantage of potential return of the underlying index during the low volatility periods, maximum weight limit of 150% is applied for the underlying index.
Index Name Index Code Last Update Time (Türkiye Time) Last Change (%) High Low Currency Change, MTD (%) Change, YTD (%) Base Date Base Value
BIST 100 RC %10 (GROSS RETURN) RK100T10 2/22/2024 2,433.2325 0.22 2,433.2325 2,433.2325 TRY 5.44 12.68 12/31/2003   100.0000
BIST 100 RC %15 (GROSS RETURN) RK100T15 2/22/2024 3,634.1769 0.27 3,634.1769 3,634.1769 TRY 7.00 16.28 12/31/2003   100.0000
BIST 100 RC %20 (GROSS RETURN) RK100T20 2/22/2024 5,098.0909 0.33 5,098.0909 5,098.0909 TRY 8.58 19.97 12/31/2003   100.0000
BIST 100 RC %25 (GROSS RETURN) RK100T25 2/22/2024 5,881.2244 0.39 5,881.2244 5,881.2244 TRY 10.17 23.76 12/31/2003   100.0000
BIST 100 RC %30 (GROSS RETURN) RK100T30 2/22/2024 6,666.5917 0.44 6,666.5917 6,666.5917 TRY 11.78 27.64 12/31/2003   100.0000
BIST 30 RC %10 (GROSS RETURN) RK030T10 2/22/2024 2,130.0426 0.16 2,130.0426 2,130.0426 TRY 5.05 12.14 12/31/2003   100.0000
BIST 30 RC %15 (GROSS RETURN) RK030T15 2/22/2024 2,979.7642 0.18 2,979.7642 2,979.7642 TRY 6.41 15.45 12/31/2003   100.0000
BIST 30 RC %20 (GROSS RETURN) RK030T20 2/22/2024 3,953.8902 0.21 3,953.8902 3,953.8902 TRY 7.78 18.83 12/31/2003   100.0000
BIST 30 RC %25 (GROSS RETURN) RK030T25 2/22/2024 4,709.5430 0.23 4,709.5430 4,709.5430 TRY 9.16 22.28 12/31/2003   100.0000
BIST 30 RC %30 (GROSS RETURN) RK030T30 2/22/2024 4,890.4935 0.26 4,890.4935 4,890.4935 TRY 10.55 25.82 12/31/2003   100.0000
BIST 100 RC %10 (EXCESS RETURN) RK100G10 2/22/2024 635.1615 0.16 635.1615 635.1615 TRY 4.01 8.75 12/31/2003   100.0000
BIST 100 RC %15 (EXCESS RETURN) RK100G15 2/22/2024 1,483.1824 0.23 1,483.1824 1,483.1824 TRY 6.06 13.37 12/31/2003   100.0000
BIST 100 RC %20 (EXCESS RETURN) RK100G20 2/22/2024 3,242.8335 0.31 3,242.8335 3,242.8335 TRY 8.14 18.17 12/31/2003   100.0000
BIST 100 RC %25 (EXCESS RETURN) RK100G25 2/22/2024 5,661.7766 0.39 5,661.7766 5,661.7766 TRY 10.25 23.14 12/31/2003   100.0000
BIST 100 RC %30 (EXCESS RETURN) RK100G30 2/22/2024 9,163.4194 0.47 9,163.4194 9,163.4194 TRY 12.39 28.30 12/31/2003   100.0000
BIST 30 RC %10 (EXCESS RETURN) RK030G10 2/22/2024 528.7338 0.09 528.7338 528.7338 TRY 3.62 8.24 12/31/2003   100.0000
BIST 30 RC %15 (EXCESS RETURN) RK030G15 2/22/2024 1,127.7071 0.14 1,127.7071 1,127.7071 TRY 5.46 12.57 12/31/2003   100.0000
BIST 30 RC %20 (EXCESS RETURN) RK030G20 2/22/2024 2,279.3627 0.19 2,279.3627 2,279.3627 TRY 7.33 17.05 12/31/2003   100.0000
BIST 30 RC %25 (EXCESS RETURN) RK030G25 2/22/2024 4,072.6928 0.24 4,072.6928 4,072.6928 TRY 9.22 21.69 12/31/2003   100.0000
BIST 30 RC %30 (EXCESS RETURN) RK030G30 2/22/2024 6,037.2875 0.28 6,037.2875 6,037.2875 TRY 11.14 26.49 12/31/2003   100.0000
BIST 100 SHORT SL100KI1X 2/22/2024 425.6766 -0.16 425.6766 425.6766 TRY -4.96 -11.10 04/01/2016   1,000.0000
BIST 30 SHORT SL030KI1X 2/22/2024 470.1343 -0.01 470.1343 470.1343 TRY -4.13 -10.16 04/01/2016   1,000.0000
BIST 100 SHORT 2X SL100KI2X 2/22/2024 38.5127 -0.43 38.5127 38.5127 TRY -11.92 -25.69 04/01/2016   1,000.0000
BIST 30 SHORT 2X SL030KI2X 2/22/2024 44.7204 -0.13 44.7204 44.7204 TRY -10.35 -24.12 04/01/2016   1,000.0000
BIST 100 LEVERAGED 2X SL100KA2X 2/22/2024 26,400.9757 0.65 26,400.9757 26,400.9757 TRY 18.02 47.24 04/01/2016   1,000.0000
BIST 30 LEVERAGED 2X SL030KA2X 2/22/2024 18,854.1265 0.35 18,854.1265 18,854.1265 TRY 16.03 44.08 04/01/2016   1,000.0000
 
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