13.06.2013 14:51

New list of securities for calculation of the zero-coupon yield curve in government bonds takes effect

Effective June 17, 2013 a new constituent list of the zero-coupon yield curve for Government bonds will take effect. The new list includes 21 Russian Federation government bonds (OFZ).

List of securities for calculation of the zero-coupon yield curve, effective from 17.06.2013

Bonds State registration number
1 OFZ 25068 25068RMFS
2 OFZ 25075 25075RMFS
3 OFZ 25076 25076RMFS
4 OFZ 25077 25077RMFS
5 OFZ 25079 25079RMFS
6 OFZ 25080 25080RMFS
7 OFZ 25081 25081RMFS
8 OFZ 26201 26201RMFS
9 OFZ 26202 26202RMFS
10 OFZ 26203 26203RMFS
11 OFZ 26204 26204RMFS
12 OFZ 26205 26205RMFS
13 OFZ 26206 26206RMFS
14 OFZ 26207 26207RMFS
15 OFZ 26208 26208RMFS
16 OFZ 26209 26209RMFS
17 OFZ 26210 26210RMFS
18 OFZ 26211 26211RMFS
19 OFZ 26212 26212RMFS
20 OFZ 46018 46018RMFS
21 OFZ 46020 46020RMFS

For reference:

The zero-coupon yield curve for Government bonds (the Z-curve) of Moscow Exchange is determined based on trades in government bonds and used as a benchmark for risk-free rates to borrow on the domestic debt market. The Z-curve represents interest rates depending on term on a continuous basis and used for pricing of debt instruments as well as interest rate risk management. The Z-curve is calculated continuously on a real time basis during the trading sessions as trades in bonds currently in the list of the Z-curve are executed.

Further information on the Z-curve is available on the Exchange's website.

For further information, please contact the Public Relations Department at (495) 363-3232.

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