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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11.10.2024
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10.10.2024
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KEY CHARACTERISTICS
Index code | RUCBTR3A3YNS |
Bloomberg code | |
Reuters code | |
ISIN code | |
Index type | Total return |
Number of bonds-constituents | Varies |
Time of calculation (Moscow time) | 19:00 |
Publication intervals | Daily |
First calculated on | 29.12.2018 |
Initial value | 100 |
Minimum Credit rating | AAA(RU)/ruAAA |
Minimum Duration | 1-3 years |
Rebalancing takes effect | The first trading day of March, June, September, December |