Municipal Bond Indices
Moscow Exchange Municipal Bond index family provides a wide range of indicators that measures the performance of different segments of Russian municipal debt market, segmented by duration & issuer's credit quality. It consists of most liquid Russian subfederal & municipal 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
20.11.2024
17:00
08.11.2024
16:20
11.10.2024
17:39
10.10.2024
14:35
KEY CHARACTERISTICS
| Index code | RUMBITR |
| Bloomberg code | RUMBITR |
| Reuters code | .RUMBITR |
| ISIN code | RU000A0JPYY3 |
| Index type | Total return |
| Number of bonds-constituents | Varies |
| Time of calculation (Moscow time) | From 10:00 to 19:00 |
| Publication intervals | Real-time |
| First calculated on | 30.12.2005 |
| Initial value | 100 |
| Minimum Credit rating | from BB- |
| Minimum Duration | 1 year and more |
| Rebalancing takes effect | The first trading day of March, June, September, December |
