21.03.2022 10:27
Calculation of Moscow Exchange benchmarks on March 21, 2022
On March 21, 2022, due to resumption of trading on Bond Market in domestic sovereign bonds (OFZ) by decision of the Bank of Russia Moscow Exchange resumes calculation of the following benchmarks:
- Zero-Coupon Yield Curve of Government Bonds;
- Russian Government Bond Index (RGBI, clean price index);
- Russian Government Bond Index (RGBITR, total return index).
Currency Fixings, Repo Rates with CCP and Grain Indices will be calculated as usual.
The calculation of the following benchmarks will begin after trading resumes on the Moscow Exchange Equity & Bond Market:
- Equity Indices (including the MOEX Russia Index and the RTS Index);
- Bond Indices;
- Eurobond Indices;
- Pension Indices;
- Customized Indices;
- iNAVs.
Indices |