RUABICP Bond index
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. 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 | RUABICP |
| Bloomberg code | RUABICP |
| Reuters code | .RUABICP |
| ISIN code | RU000A0JV5F1 |
| Index type | Total return |
| Number of bonds-constituents | Varies |
| Time of calculation (Moscow time) | 19:00 |
| Publication intervals | Daily |
| First calculated on | 30.12.2010 |
| Initial value | 100 |
| Minimum Credit rating | |
| Minimum Duration | 1 year and more |
| Rebalancing takes effect | The first trading day of March, June, September, December |
