OMX Baltic Benchmark Fund is the first investment fund in Lithuania. The Fund is an investment variable capital company formed on August 21, 2000 under laws of the Republic of Lithuania. The Lithuanian Securities Commission (SEC) issued the permit for the Fund activities on January 26, 2001. The public distribution of the Fund shares started on April 9, 2001.

The Fund's investment portfolio is composed of shares of most liquid and largest free-float capitalization Baltic companies that are traded on the NASDAQ OMX Vilnius, NASDAQ OMX Riga and NASDAQ OMX Tallinn stock exchanges. The investments in the OMX Baltic Benchmark Fund are denominated in European Union currency – euro (EUR).