Municipal Bond Indices
Moscow Exchange Municipal Bond index family provides a wide range of indicators that measures the performance of different segments of Russian municipal debt market, segmented by duration & issuer's credit quality. It consists of most liquid Russian subfederal & municipal 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
18.03.2024
14:51
15.03.2024
19:02
14.03.2024
17:03
04.03.2024
17:59
KEY CHARACTERISTICS
Index code | RUMBITR3+ |
Bloomberg code | RUMTo3 |
Reuters code | .RUMBITR3+ |
ISIN code | RU000A0JV649 |
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 | 147,71 |
Minimum Credit rating | from BB- |
Minimum Duration | 3 years |
Rebalancing takes effect | The first trading day of March, June, September, December |