Mortgage-Backed Securities DOM.RF Index
Mortgage-Backed Securities DOM.RF Index is the indicator that measures performance of MBS issued by DOM.RF Mortgage Agent
KEY CHARACTERISTICS
| Index code | DOMMBSCP |
| Bloomberg code | |
| Reuters code | |
| ISIN code | |
| Index type | Clean Price |
| Number of bonds-constituents | Varies |
| Time of calculation (Moscow time) | 18:50 |
| Publication intervals | Daily |
| First calculated on | 04.02.2019 |
| Initial value | 100 |
| Minimum Credit rating | |
| Minimum Duration | 0.5 year |
| Rebalancing takes effect | The first trading day of March, June, September, December |
Methodology
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.