Corporate Bond Indices
Moscow Exchange Quotation lists index family provides a wide range of indicators that measures the performance of different quotation lists of Moscow Exchange. It consists of most liquid Russian 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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KEY CHARACTERISTICS
Index code | RUCBITRL2 |
Bloomberg code | RUCBITRL2 |
Reuters code | .RUCBITRL2 |
ISIN code | RU000A0JVYS3 |
Index type | Total return |
Number of bonds-constituents | Varies |
Time of calculation (Moscow time) | 19:00 |
Publication intervals | Daily |
First calculated on | 28.12.2012 |
Initial value | 100 |
Minimum Credit rating | - |
Minimum Duration | 1 year and more |
Rebalancing takes effect | The first trading day of March, June, September, December |