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
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04.06.2024
13:15
30.05.2024
09:20
KEY CHARACTERISTICS
Index code | RUMBTRAAANS |
Bloomberg code | |
Reuters code | |
ISIN code | |
Index type | Total return |
Number of bonds-constituents | Varies |
Time of calculation (Moscow time) | 19:00 |
Publication intervals | Daily |
First calculated on | 29.12.2018 |
Initial value | 100 |
Minimum Credit rating | AAA(RU)/ruAAA |
Minimum Duration | 1 year |
Rebalancing takes effect | The first trading day of March, June, September, December |