Government Bond Indices
Moscow Exchange Government Bond index family provides a wide range of indicators that measures the performance of different segments of Russian sovereign debt market, segmented by duration. It consists of most liquid Russian government bonds, calculated by Clean Price and Total return methods on end-of-day basis. Moscow Exchange Bond Indices calculation methodology has a transparent mechanism for the index basket determination and their quarterly rebalancing. Russian Rubles denominated instruments are considered for inclusion only. Average Yield to maturity (YTM) and Duration of the index basket are also calculated for each index.
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KEY CHARACTERISTICS
| Index code | RGBITR |
| Bloomberg code | RGBITR |
| Reuters code | .MCXRGBITR |
| ISIN code | RU000A0JQV87 |
| Index type | Total return |
| Number of bonds-constituents | Varies |
| Time of calculation (Moscow time) | 10:00-19:00 |
| Publication intervals | Real-time |
| First calculated on | 31.12.2002 |
| Initial value | 100 |
| Minimum Credit rating | - |
| Minimum Duration | 1 year and more |
| Rebalancing takes effect | The first trading day of March, June, September, December |
