Corporate Bond Indices
Moscow Exchange Corporate Bond index family provides a wide range of indicators that measures the performance of different segments of Russian corporate debt market, segmented by duration & issuer's credit quality. It consists of most liquid Russian corporate bonds, calculated by Clean Price and Total return methods on end-of-day basis. Average Yield to maturity (YTM) and Duration of the index basket are also calculated for each index.
NEWS
18.06.2024
16:39
04.06.2024
13:15
30.05.2024
09:20
KEY CHARACTERISTICS
Index code | RUCBITR1Y |
Bloomberg code | RUCT1 |
Reuters code | .RUCBITR1Y |
ISIN code | RU000A0JV6S2 |
Index type | Total return |
Number of bonds-constituents | Varies |
Time of calculation (Moscow time) | 19:00 |
Publication intervals | Daily |
First calculated on | 31.12.2010 |
Initial value | 100 |
Minimum Credit rating | from B- |
Minimum Duration | 0.25 - 1 year |
Rebalancing takes effect | The first trading day of March, June, September, December |