Government Bond Indices
Moscow Exchange Aggregate Bond Index is a broad-based benchmark that measures the performance of the whole Russian organized bond market. It consists of most liquid Russian government bonds (OFZ), municipal, subfederal and corporporate bonds with duration more than 1 year. It calculates on end-of-day basis by Clean Price and Total return methods.
NEWS
20.11.2024
17:00
08.11.2024
16:20
KEY CHARACTERISTICS
| Index code | RUGBITR1Y |
| Bloomberg code | RUGT1 |
| Reuters code | .RUGBITR1Y |
| ISIN code | RU000A0JV5N5 |
| Index type | Total return |
| Number of bonds-constituents | Varies |
| Time of calculation (Moscow time) | 19:00 |
| Publication intervals | Daily |
| First calculated on | 31.12.2010 |
| Initial value | 100 |
| Minimum Credit rating | - |
| Minimum Duration | 0.25 - 1 year |
| Rebalancing takes effect | The first trading day of March, June, September, December |
