Government Bond Indices
Russian Government Bond Index (RGBI) is the benchmark that measures the performance of Russian sovereign debt market. It consists of most liquid Russian government bonds (OFZ) with duration more than 1 year, calculated on real-time basis by Clean Price and Total return methods.
KEY CHARACTERISTICS
| Index code | |
| Bloomberg code | |
| Reuters code | |
| ISIN code | |
| Index type | |
| Number of bonds-constituents | Varies |
| Time of calculation (Moscow time) | Until 04/24/2026: On weekday trading days: 09:50-19:00; From 04/25/2026: On weekday trading days: 07:00-23:50 On weekend trading day: 10:00-19:00 |
| Publication intervals | Until 19.08.2024 – 1 time per minute From 20.08.2024 – Every 15 seconds |
| First calculated on | 31.12.2010 |
| Initial value | 100 |
| Minimum Credit rating | |
| Minimum Duration | 1 year |
| Rebalancing takes effect | The first trading day of March, June, September, December |
