Index type Total return
Index code RGBITR
Base date 31.12.2002
Base value 100
Publication intervals real-time
Eligibility criteria

• Bond issued by Russian government, nominated in RUB;
• Trading days in the last quarter - at least 30;
• Quotation period - at least 30% of all trading sessions in the last quarter.

Minimum Duration 90 days
Maximum Duration 1 year
Rebalancing February 15th, May 15th, August 15th, November 15th.
Rebalancing takes effect All changes take effect on the first trading day of March, June, September, December.
Index calculation formula
P i,t - weighted average price of bond i at time t, in RUB;
A i,t - Accured interest of bond i at time t, in RUB;
G i,t - Coupon payment received from bond i on day t, in RUB;
N i,t-1- Nominal issue size of bond i on day t-1, in RUB.
Additional indicators Index Yield to maturity Index Duration
Calculation formula
P i,t - weighted average price of bond i at time t, in RUB;
A i,t - Accured interest of bond I at time t, in RUB;
N i,t-1- Nominal issue size of bond i on day t-1, in RUB;
Y i,t – Yield to maturity of bond i at time t;
D i,t — Duration of bond i at time t, in RUB.
Publication intervals of additional indicators end of day
List of constituents http://moex.com/a78
Methodology of calculation http://moex.com/a78
Archive http://moex.com/a78