Calculation of Moscow Exchange Government Bonds Benchmarks on March 24, 2022

On March 24, 2022, due to resumption of trading on Bond Market in domestic sovereign bonds (OFZ) by decision of the Bank of Russia Moscow Exchange will calculate 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);

- Russian Government Bond Index 1Y CP (RUGBICP1Y, clean price index);

- Russian Government Bond Index 1Y TR (RUGBITR1Y, total return index);

- Russian Government Bond Index 3Y CP (RUGBICP3Y, clean price index);

- Russian Government Bond Index 3Y TR (RUGBITR3Y, total return index);

- Russian Government Bond Index 5Y CP (RUGBICP5Y, clean price index);

- Russian Government Bond Index 5Y TR (RUGBITR5Y, total return index);

- Russian Government Bond Index 10Y CP (RUGBICP10Y, clean price index);

- Russian Government Bond Index 10Y TR (RUGBITR10Y, total return index);

- Russian Government Bond Index 5+ CP (RUGBICP5+, clean price index);

- Russian Government Bond Index 5+ TR (RUGBITR5+, total return index).