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 6/14/2024 2,761.3751 0.41 2,761.3751 2,761.3751 TRY 1.32 27.88 12/31/2003   100.0000
BIST 100 RC %15 (GROSS RETURN) RK100T15 6/14/2024 4,108.3769 0.55 4,108.3769 4,108.3769 TRY 1.13 31.45 12/31/2003   100.0000
BIST 100 RC %20 (GROSS RETURN) RK100T20 6/14/2024 5,737.1028 0.70 5,737.1028 5,737.1028 TRY 0.93 35.01 12/31/2003   100.0000
BIST 100 RC %25 (GROSS RETURN) RK100T25 6/14/2024 6,583.7499 0.85 6,583.7499 6,583.7499 TRY 0.73 38.54 12/31/2003   100.0000
BIST 100 RC %30 (GROSS RETURN) RK100T30 6/14/2024 7,418.7516 0.99 7,418.7516 7,418.7516 TRY 0.51 42.04 12/31/2003   100.0000
BIST 30 RC %10 (GROSS RETURN) RK030T10 6/14/2024 2,441.4157 0.41 2,441.4157 2,441.4157 TRY 1.07 28.54 12/31/2003   100.0000
BIST 30 RC %15 (GROSS RETURN) RK030T15 6/14/2024 3,418.9141 0.55 3,418.9141 3,418.9141 TRY 0.76 32.46 12/31/2003   100.0000
BIST 30 RC %20 (GROSS RETURN) RK030T20 6/14/2024 4,538.0121 0.70 4,538.0121 4,538.0121 TRY 0.44 36.38 12/31/2003   100.0000
BIST 30 RC %25 (GROSS RETURN) RK030T25 6/14/2024 5,403.0386 0.84 5,403.0386 5,403.0386 TRY 0.11 40.29 12/31/2003   100.0000
BIST 30 RC %30 (GROSS RETURN) RK030T30 6/14/2024 5,604.2211 0.99 5,604.2211 5,604.2211 TRY -0.23 44.18 12/31/2003   100.0000
BIST 100 RC %10 (EXCESS RETURN) RK100G10 6/14/2024 666.6035 0.34 666.6035 666.6035 TRY 0.37 14.13 12/31/2003   100.0000
BIST 100 RC %15 (EXCESS RETURN) RK100G15 6/14/2024 1,593.0206 0.52 1,593.0206 1,593.0206 TRY 0.54 21.77 12/31/2003   100.0000
BIST 100 RC %20 (EXCESS RETURN) RK100G20 6/14/2024 3,562.0374 0.69 3,562.0374 3,562.0374 TRY 0.71 29.80 12/31/2003   100.0000
BIST 100 RC %25 (EXCESS RETURN) RK100G25 6/14/2024 6,355.9292 0.86 6,355.9292 6,355.9292 TRY 0.86 38.24 12/31/2003   100.0000
BIST 100 RC %30 (EXCESS RETURN) RK100G30 6/14/2024 10,506.1509 1.03 10,506.1509 10,506.1509 TRY 1.01 47.10 12/31/2003   100.0000
BIST 30 RC %10 (EXCESS RETURN) RK030G10 6/14/2024 559.0777 0.34 559.0777 559.0777 TRY 0.07 14.45 12/31/2003   100.0000
BIST 30 RC %15 (EXCESS RETURN) RK030G15 6/14/2024 1,224.8207 0.51 1,224.8207 1,224.8207 TRY 0.09 22.26 12/31/2003   100.0000
BIST 30 RC %20 (EXCESS RETURN) RK030G20 6/14/2024 2,541.0672 0.68 2,541.0672 2,541.0672 TRY 0.10 30.49 12/31/2003   100.0000
BIST 30 RC %25 (EXCESS RETURN) RK030G25 6/14/2024 4,656.9158 0.84 4,656.9158 4,656.9158 TRY 0.10 39.15 12/31/2003   100.0000
BIST 30 RC %30 (EXCESS RETURN) RK030G30 6/14/2024 7,075.5822 1.01 7,075.5822 7,075.5822 TRY 0.10 48.24 12/31/2003   100.0000
BIST 100 SHORT SL100KI1X 6/14/2024 486.9167 -0.53 486.9167 486.9167 TRY 2.52 1.69 04/01/2016   1,000.0000
BIST 30 SHORT SL030KI1X 6/14/2024 522.8141 -0.60 522.8141 522.8141 TRY 3.16 -0.09 04/01/2016   1,000.0000
BIST 100 SHORT 2X SL100KI2X 6/14/2024 43.4212 -1.18 43.4212 43.4212 TRY 3.18 -16.22 04/01/2016   1,000.0000
BIST 30 SHORT 2X SL030KI2X 6/14/2024 47.5280 -1.31 47.5280 47.5280 TRY 4.45 -19.36 04/01/2016   1,000.0000
BIST 100 LEVERAGED 2X SL100KA2X 6/14/2024 28,572.6136 1.41 28,572.6136 28,572.6136 TRY -0.48 59.35 04/01/2016   1,000.0000
BIST 30 LEVERAGED 2X SL030KA2X 6/14/2024 21,430.6997 1.54 21,430.6997 21,430.6997 TRY -1.80 63.77 04/01/2016   1,000.0000
 
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