Government Bond Indices
Moscow Exchange Aggregate Bond Index is a broad-based benchmark that measures the performance of the whole Russian organized bond market. It consists of most liquid Russian government bonds (OFZ), municipal, subfederal and corporporate bonds with duration more than 1 year. It calculates on end-of-day basis by Clean Price and Total return methods.
KEY CHARACTERISTICS
| Index code | RUGBITR1Y |
| Bloomberg code | RUGT1 |
| Reuters code | .RUGBITR1Y |
| ISIN code | RU000A0JV5N5 |
| Index type | Total return |
| Number of bonds-constituents | Varies |
| Time of calculation (Moscow time) | 19:00 |
| Publication intervals | Until 27.04.2025 – 1 time per day From 28.04.2025 – Every 15 seconds |
| First calculated on | 31.12.2010 |
| Initial value | 100 |
| Minimum Credit rating | - |
| Minimum Duration | 0.25 - 1 year |
| Rebalancing takes effect | The first trading day of March, June, September, December |
MOEX Bond Indices. Russian Rating Agencies National Scale
Thematic Indices
Quotation List Indices
Bond indices constituents archive
The Indices are recalculated upon every execution of a trade in bonds included into the Indices' constituent lists.