Government Bond Indices
Russian Government Bond Index (RGBI) is the benchmark that measures the performance of Russian sovereign debt market. It consists of most liquid Russian government bonds (OFZ) with duration more than 1 year, calculated on real-time basis by Clean Price and Total return methods.
NEWS
18.03.2024
14:51
15.03.2024
19:02
14.03.2024
17:03
04.03.2024
17:59
KEY CHARACTERISTICS
Index code | |
Bloomberg code | |
Reuters code | |
ISIN code | |
Index type | |
Number of bonds-constituents | Varies |
Time of calculation (Moscow time) | From 10:00 to 19:00 |
Publication intervals | Real-time |
First calculated on | 31.12.2010 |
Initial value | 100 |
Minimum Credit rating | |
Minimum Duration | 1 year |
Rebalancing takes effect | The first trading day of March, June, September, December |