Government Bond Index
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 | RUGBITR5Y7Y |
| ISIN code | RU000A109G95 |
| Index type | Total return |
| 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 27.04.2025 – 1 time per day From 28.04.2025 – Every 15 seconds |
| First calculated on | 30.12.2023 |
| Initial value | 100 |
| Minimum Duration | 5-7 years |
| Rebalancing takes effect | The first trading day of March, June, September, December |
