Corporate Bond Indices
Moscow Exchange Corporate Bond index family provides a wide range of indicators that measures the performance of different segments of Russian corporate debt market, segmented by duration & issuer's credit quality. It consists of most liquid Russian corporate bonds, calculated by Clean Price and Total return methods on end-of-day basis. Average Yield to maturity (YTM) and Duration of the index basket are also calculated for each index.
KEY CHARACTERISTICS
| Index code | RUCBTRNS |
| Bloomberg code | |
| Reuters code | |
| ISIN code | |
| Index type | Total return |
| Number of bonds-constituents | Varies |
| Time of calculation (Moscow time) | 19:00 |
| Publication intervals | Until 19.08.2024 – 1 time per minute From 20.08.2024 – Every 15 seconds |
| First calculated on | 29.12.2018 |
| Initial value | 100 |
| Minimum Credit rating | A-(RU) |
| Minimum Duration | 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.