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 | RUMBTRNS |
| Bloomberg code | |
| Reuters code | |
| ISIN code | |
| Index type | Total return |
| Number of bonds-constituents | Varies |
| Time of calculation (Moscow time) | 19:00 |
| Publication intervals | Daily |
| First calculated on | 29.12.2018 |
| Initial value | 100 |
| Minimum Credit rating | A-(RU)/ruA- |
| Minimum Duration | 1 year |
| Rebalancing takes effect | The first trading day of March, June, September, December |
