New list of securities for calculation of the zero-coupon yield curve in government bonds takes effect
Effective September 17, 2012 a new constituent list of the zero-coupon yield curve for Government bonds will take effect. The new list includes 21 Russian Federation government bonds (OFZ).
List of securities for calculation of the zero-coupon yield curve, effective from 17.09.2012
No | Bonds | Sate registration number |
---|---|---|
1 | OFZ 25065 | 25065RMFS |
2 | OFZ 25068 | 25068RMFS |
3 | OFZ 25071 | 25071RMFS |
4 | OFZ 25072 | 25072RMFS |
5 | OFZ 25075 | 25075RMFS |
6 | OFZ 25076 | 25076RMFS |
7 | OFZ 25077 | 25077RMFS |
8 | OFZ 25078 | 25078RMFS |
9 | OFZ 25079 | 25079RMFS |
10 | OFZ 25080 | 25080RMFS |
11 | OFZ 26202 | 26202RMFS |
12 | OFZ 26203 | 26203RMFS |
13 | OFZ 26204 | 26204RMFS |
14 | OFZ 26205 | 26205RMFS |
15 | OFZ 26206 | 26206RMFS |
16 | OFZ 26207 | 26207RMFS |
17 | OFZ 26208 | 26208RMFS |
18 | OFZ 46017 | 46017RMFS |
19 | OFZ 46018 | 46018RMFS |
20 | OFZ 46020 | 46020RMFS |
21 | OFZ 46021 | 46021RMFS |
For reference:
The zero-coupon yield curve for Government bonds (the Z-curve) of Moscow Exchange is determined based on trades in government bonds and used as a benchmark for risk-free rates to borrow on the domestic debt market. The Z-curve represents interest rates depending on term on a continuous basis and used for pricing of debt instruments as well as interest rate risk management. The Z-curve is calculated continuously on a real time basis during the trading sessions as trades in bonds currently in the list of the Z-curve are executed.
Further information on the Z-curve is available on the Exchange"s website.
For further information, please contact the Public Relations Department at (495) 363-3232.
Main news |