Corporate Bond Indices
Moscow Exchange Corporate Bond index is the benchmark that measures the performance of Russian corporate debt market. It consists of most liquid Russian corporate bonds with duration more than 1 year.
KEY CHARACTERISTICS
| Index code | RUCBCP2A3A5Y |
| Bloomberg code | |
| Reuters code | |
| ISIN code | RU000A107N31 |
| Index type | Clean price index |
| Number of bonds-constituents | Varies |
| Time of calculation (Moscow time) | 19:00 |
| Publication intervals | Real-time |
| First calculated on | 30.12.2020 |
| Initial value | 100 |
| Minimum Credit rating | AA-(RU) - AAA(RU) |
| Minimum Duration | 3 - 5 years |
| Rebalancing takes effect | The first trading day of March, June, September, December |
