Description of RGBITR Bond index
| 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; |
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| 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 |  |
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| 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. |
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| Additional indicators | Index Yield to maturity | Index Duration |
| Calculation formula |  |
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| 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. |
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| 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 | |