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.
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20.11.2024
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KEY CHARACTERISTICS
| Index code | RUCBITRB |
| Bloomberg code | RUCTB |
| Reuters code | .RUCBITRB |
| ISIN code | RU000A0JV6U8 |
| 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 | 194,45 |
| Minimum Credit rating | from B- to B+ |
| Minimum Duration | 1 year and more |
| Rebalancing takes effect | The first trading day of March, June, September, December |
