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.
NEWS
12.12.2025
17:37
05.12.2025
17:17
27.11.2025
08:15
14.11.2025
17:28
KEY CHARACTERISTICS
| Index code | RUCBCP3Y |
| Bloomberg code | RUCBCP3Y |
| Reuters code | .RUCBCP3Y |
| ISIN code | RU000A0JPT33 |
| Index type | Clean price |
| Number of bonds-constituents | Varies |
| Time of calculation (Moscow time) | 10:00-19:00 |
| Publication intervals | real-time |
| First calculated on | 30.12.05 |
| Initial value | 101,84 |
| Minimum Credit rating | from B- |
| Minimum Duration | 1 - 3 years |
| Rebalancing takes effect | The first trading day of March, June, September, December |
