Moscow Exchange Government Bond index family provides a wide range of indicators that measures the performance of different segments of Russian sovereign debt market, segmented by duration. It consists of most liquid Russian government bonds, calculated by Clean Price and Total return methods on end-of-day basis. Moscow Exchange Bond Indices calculation methodology has a transparent mechanism for the index basket determination and their quarterly rebalancing. Russian Rubles denominated instruments are considered for inclusion only. Average Yield to maturity (YTM) and Duration of the index basket are also calculated for each index.
The site processes user data using Cookies in accordance with the Cookies Using Rules. By staying on the site, you agree to the terms of processing specified in the Rules. You can also prevent cookies from being saved in your browser settings.
