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.
NEWS
08.11.2024
16:20
11.10.2024
17:39
10.10.2024
14:35
KEY CHARACTERISTICS
Index code | RUCBTRNS |
Bloomberg code | |
Reuters code | |
ISIN code | |
Index type | Total return |
Number of bonds-constituents | Varies |
Time of calculation (Moscow time) | 19:00 |
Publication intervals | Until 19.08.2024 – 1 time per minute From 20.08.2024 – Every 15 seconds |
First calculated on | 29.12.2018 |
Initial value | 100 |
Minimum Credit rating | A-(RU) |
Minimum Duration | 1 year |
Rebalancing takes effect | The first trading day of March, June, September, December |