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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KEY CHARACTERISTICS
Index code | RUCBTR3Y |
Bloomberg code | RUCBTR3Y |
Reuters code | .RUCBTR3Y |
ISIN code | RU000A0JPSZ2 |
Index type | Total return |
Number of bonds-constituents | Varies |
Time of calculation (Moscow time) | 10:00-19:00 |
Publication intervals | Real-time |
First calculated on | 30.12.2005 |
Initial value | 134,73 |
Minimum Credit rating | from B- |
Minimum Duration | 1 - 3 years |
Rebalancing takes effect | The first trading day of March, June, September, December |