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 10/3/2023 2,137.7864 0.16 2,137.7864 2,137.7864 TRY 0.93 20.07 12/31/2003   100.0000
BIST 100 RC %15 (GROSS RETURN) RK100T15 10/3/2023 3,195.1484 0.20 3,195.1484 3,195.1484 TRY 1.25 25.64 12/31/2003   100.0000
BIST 100 RC %20 (GROSS RETURN) RK100T20 10/3/2023 4,489.0834 0.24 4,489.0834 4,489.0834 TRY 1.57 31.24 12/31/2003   100.0000
BIST 100 RC %25 (GROSS RETURN) RK100T25 10/3/2023 5,190.9338 0.29 5,190.9338 5,190.9338 TRY 1.89 36.85 12/31/2003   100.0000
BIST 100 RC %30 (GROSS RETURN) RK100T30 10/3/2023 5,903.0100 0.33 5,903.0100 5,903.0100 TRY 2.22 42.45 12/31/2003   100.0000
BIST 30 RC %10 (GROSS RETURN) RK030T10 10/3/2023 1,873.4654 0.01 1,873.4654 1,873.4654 TRY 0.71 18.42 12/31/2003   100.0000
BIST 30 RC %15 (GROSS RETURN) RK030T15 10/3/2023 2,624.1005 -0.02 2,624.1005 2,624.1005 TRY 0.91 23.07 12/31/2003   100.0000
BIST 30 RC %20 (GROSS RETURN) RK030T20 10/3/2023 3,489.1851 -0.05 3,489.1851 3,489.1851 TRY 1.12 27.68 12/31/2003   100.0000
BIST 30 RC %25 (GROSS RETURN) RK030T25 10/3/2023 4,168.1198 -0.09 4,168.1198 4,168.1198 TRY 1.32 32.23 12/31/2003   100.0000
BIST 30 RC %30 (GROSS RETURN) RK030T30 10/3/2023 4,344.4910 -0.12 4,344.4910 4,344.4910 TRY 1.53 36.72 12/31/2003   100.0000
BIST 100 RC %10 (EXCESS RETURN) RK100G10 10/3/2023 608.5306 0.11 608.5306 608.5306 TRY 0.74 12.65 12/31/2003   100.0000
BIST 100 RC %15 (EXCESS RETURN) RK100G15 10/3/2023 1,392.6317 0.17 1,392.6317 1,392.6317 TRY 1.11 19.25 12/31/2003   100.0000
BIST 100 RC %20 (EXCESS RETURN) RK100G20 10/3/2023 2,986.5802 0.22 2,986.5802 2,986.5802 TRY 1.48 26.01 12/31/2003   100.0000
BIST 100 RC %25 (EXCESS RETURN) RK100G25 10/3/2023 5,118.8888 0.28 5,118.8888 5,118.8888 TRY 1.86 32.93 12/31/2003   100.0000
BIST 100 RC %30 (EXCESS RETURN) RK100G30 10/3/2023 8,139.9328 0.34 8,139.9328 8,139.9328 TRY 2.23 39.98 12/31/2003   100.0000
BIST 30 RC %10 (EXCESS RETURN) RK030G10 10/3/2023 506.8236 -0.04 506.8236 506.8236 TRY 0.51 11.00 12/31/2003   100.0000
BIST 30 RC %15 (EXCESS RETURN) RK030G15 10/3/2023 1,059.6688 -0.06 1,059.6688 1,059.6688 TRY 0.77 16.65 12/31/2003   100.0000
BIST 30 RC %20 (EXCESS RETURN) RK030G20 10/3/2023 2,101.3840 -0.08 2,101.3840 2,101.3840 TRY 1.02 22.37 12/31/2003   100.0000
BIST 30 RC %25 (EXCESS RETURN) RK030G25 10/3/2023 3,686.8623 -0.10 3,686.8623 3,686.8623 TRY 1.28 28.15 12/31/2003   100.0000
BIST 30 RC %30 (EXCESS RETURN) RK030G30 10/3/2023 5,371.1424 -0.11 5,371.1424 5,371.1424 TRY 1.53 33.98 12/31/2003   100.0000
BIST 100 SHORT SL100KI1X 10/3/2023 373.5114 -0.17 373.5114 373.5114 TRY -1.55 -31.15 04/01/2016   1,000.0000
BIST 30 SHORT SL030KI1X 10/3/2023 417.1011 0.26 417.1011 417.1011 TRY -0.95 -29.72 04/01/2016   1,000.0000
BIST 100 SHORT 2X SL100KI2X 10/3/2023 34.8007 -0.41 34.8007 34.8007 TRY -3.38 -61.24 04/01/2016   1,000.0000
BIST 30 SHORT 2X SL030KI2X 10/3/2023 41.2694 0.44 41.2694 41.2694 TRY -2.21 -59.95 04/01/2016   1,000.0000
BIST 100 LEVERAGED 2X SL100KA2X 10/3/2023 25,756.2395 0.55 25,756.2395 25,756.2395 TRY 4.00 95.88 04/01/2016   1,000.0000
BIST 30 LEVERAGED 2X SL030KA2X 10/3/2023 17,917.8382 -0.29 17,917.8382 17,917.8382 TRY 2.77 83.88 04/01/2016   1,000.0000
 
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