Corporate Bond Indices
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Terms of Data
Information product | Instrument | Period | Price |
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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.
Index code | RUCBITRBBB3+ |
Bloomberg code | RUCT3Bo3 |
Reuters code | .RUCBITRBBB3+ |
ISIN code | RU000A0JV722 |
Index type | Total return |
Number of bonds-constituents | Varies |
Time of calculation (Moscow time) | 19:00 |
Publication intervals | Daily |
First calculated on | 30.12.2010 |
Initial value | 194,45 |
Minimum Credit rating | from BBB- to BBB+ |
Minimum Duration | 3 years and more |
Rebalancing takes effect | The first trading day of March, June, September, December |