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Corporate Bond Indices

Moscow Exchange Corporate Bond index is the benchmark that measures the performance of Russian corporate debt market. It consists of most liquid Russian corporate bonds with duration more than 1 year.

KEY CHARACTERISTICS


Index code RUCBITR
Bloomberg code RUCBITR
Reuters code .RUCBITR
ISIN code RU000A0JPT17
Index type Total return
Number of bonds-constituents Varies
Time of calculation (Moscow time) From 10:00 to 19:00
Publication intervals Real-time
First calculated on 31.12.2002
Initial value 100
Minimum Credit rating (B-) Standart & Poor's, Fitch Ratings, (B3) Moody's Investors Service
Minimum Duration 1 year
Rebalancing takes effect The first trading day of March, June, September, December