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指数组:Main Russian Government Bond Index - RGBI



组织负责指数计算:MICEX

索引组描述
Russian Government Bond Index

MICEX calculates indices of Russian government bonds (hereafter – indices) and yield indicators of Russian government bonds (hereafter —yield indicators) as parameters of the price dynamics of the state bonds market (SEB-BFL).

Indices reflect changes in the market value of state bonds and include:
Russian Government Bond Index (RGBI), which is calculated according to the clean price index methodology;
Russian Government Bond Index — Gross (RGBI-g), which is calculated according to the gross price index methodology;
Russian Government Bond Index — Total Return (RGBI-tr), which is calculated according to the total return index methodology. The initial values of these indices as of December 31, 2002 are 100 points.

The indices’ values are calculated in real time in the course of trading as deals are concluded on the bonds included in the calculation base of the indices. We only account for the prices of deals that are included in the calculation of average weighted prices.

Yield indicators are government bonds’ yields until redemption weighted by market cost and include:
Russian Government Bonds Effective Yield until Redemption (RGBEY); Russian Government Bonds Gross Yield until Redemption (RGBY), which is calculated according to the average gross redemption yield methodology. Yield indicators are calculated once a day at the close of trading on the basis of the average weighted prices calculated in the Trading System and yields by the average weighted price of issues of bonds included in the calculation base for yield indicators.

包括的指数
RGBI TR
RGBI
RGBY
RGBI Y
RGBI D
RGBI G

完整的索引描述用俄语 (*.pdf)

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