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Index group::TRUST Rouble Bond Index (Calculation stopped on 10.02.12)



Organization responsible for index calculation:TRUST Investment Bank (www.trust.ru/en)

Index group description
TRI’ key features:
• Index tree-type structure allows understanding of the market structure and trends at all segmentation levels;
• Reproducible Total Return formula, which is best suitable as a benchmark for asset managers (see Parameters Calculation for calculation);
• Wide list of index figures: total return, price index, duration, yield, relative yield (yield weighted to duration), current yield, spread to UST, spread to OFZ, index capitalization, number of bonds, included in index, MICEX turnover. Z-spreads for indices are to be added soon;
• Possibility to construct one’s own indices – the Excel file required for this is available to all interested persons via daily e-mailing;
• The TRI family includes indices of various corporate bond tiers, as well as indices of MICEX quotation lists, which makes it possible to track the status and trends of various tiers of the Russian bond market;

• The indices’ history to at least 2002 is planned to be added.


Included indices
TRI Non-Sov Yield
TRI OFZ Short Yield
TRI OFZ Middle Yield
TRI Moscow Yield
TRI SubFed&Muni Yield
TRI Banks Yield
TRI Finance Yield
TRI Transp&Telecoms Yield
TRI Fuels&Energy Yield
TRI Trade Yield
TRI Industrials Yield
TRI Consumers Yield
TRI High Grade Yield
TRI Second Tier Yield
TRI Third Tier Yield
TRI A1-List Yield
TRI A2-List Yield
TRI B-List Yield
TRI Non-List Yield
TRI Non-Sov Total Return
TRI Non-Sov Price Index
TRI Non-Sov Duration
TRI Non-Sov Spread over UST
TRI Non-Sov Spread over OFZ
TRI Non-Sov Capitalization
TRI Non-Sov Number of Bonds
TRI Non-Sov Turnover
TRI OFZ Short Total Return
TRI OFZ Short Price Index
TRI OFZ Short Duration
TRI OFZ Short Spread over UST
TRI OFZ Short Spread over OFZ
TRI OFZ Short Capitalization
TRI OFZ Short Number of Bonds
TRI OFZ Short Turnover
TRI OFZ Middle Total Return
TRI OFZ Middle Price Index
TRI OFZ Middle Duration
TRI OFZ Middle Spread over UST
TRI OFZ Middle Spread over OFZ
TRI OFZ Middle Capitalization
TRI OFZ Middle Number of Bonds
TRI OFZ Middle Turnover
TRI Moscow Total Return
TRI Moscow Price Index
TRI Moscow Duration
TRI Moscow Spread over UST
TRI Moscow Spread over OFZ
TRI Moscow Capitalization
TRI Moscow Number of Bonds
TRI Moscow Turnover
TRI SubFed&Muni Total Return
TRI SubFed&Muni Price Index
TRI SubFed&Muni Duration
TRI SubFed&Muni Spread over UST
TRI SubFed&Muni Spread over OFZ
TRI SubFed&Muni Capitalization
TRI SubFed&Muni Number of Bonds
TRI SubFed&Muni Turnover
TRI Banks Total Return
TRI Banks Price Index
TRI Banks Duration
TRI Banks Spread over UST
TRI Banks Spread over OFZ
TRI Banks Capitalization
TRI Banks Number of Bonds
TRI Banks Turnover
TRI Finance Total Return
TRI Finance Price Index
TRI Finance Duration
TRI Finance Spread over UST
TRI Finance Spread over OFZ
TRI Finance Capitalization
TRI Finance Number of Bonds
TRI Finance Turnover
TRI Transp&Telecoms Total Return
TRI Transp&Telecoms Price Index
TRI Transp&Telecoms Duration
TRI Transp&Telecoms Spread over UST
TRI Transp&Telecoms Spread over OFZ
TRI Transp&Telecoms Capitalization
TRI Transp&Telecoms Number of Bonds
TRI Transp&Telecoms Turnover
TRI Fuels&Energy Total Return
TRI Fuels&Energy Price Index
TRI Fuels&Energy Duration
TRI Fuels&Energy Spread over UST
TRI Fuels&Energy Spread over OFZ
TRI Fuels&Energy Capitalization
TRI Fuels&Energy Number of Bonds
TRI Fuels&Energy Turnover
TRI Trade Total Return
TRI Trade Price Index
TRI Trade Duration
TRI Trade Spread over UST
TRI Trade Spread over OFZ
TRI Trade Capitalization
TRI Trade Number of Bonds
TRI Trade Turnover
TRI Industrials Total Return
TRI Industrials Price Index
TRI Industrials Duration
TRI Industrials Spread over UST
TRI Industrials Spread over OFZ
TRI Industrials Capitalization
TRI Industrials Number of Bonds
TRI Industrials Turnover
TRI Consumers Total Return
TRI Consumers Price Index
TRI Consumers Duration
TRI Consumers Spread over UST
TRI Consumers Spread over OFZ
TRI Consumers Capitalization
TRI Consumers Number of Bonds
TRI Consumers Turnover
TRI High Grade Total Return
TRI High Grade Price Index
TRI High Grade Duration
TRI High Grade Spread over UST
TRI High Grade Spread over OFZ
TRI High Grade Capitalization
TRI High Grade Number of Bonds
TRI High Grade Turnover
TRI Second Tier Total Return
TRI Second Tier Price Index
TRI Second Tier Duration
TRI Second Tier Spread over UST
TRI Second Tier Spread over OFZ
TRI Second Tier Capitalization
TRI Second Tier Number of Bonds
TRI Second Tier Turnover
TRI Third Tier Total Return
TRI Third Tier Price Index
TRI Third Tier Duration
TRI Third Tier Spread over UST
TRI Third Tier Spread over OFZ
TRI Third Tier Capitalization
TRI Third Tier Number of Bonds
TRI Third Tier Turnover
TRI A1-List Total Return
TRI A1-List Price Index
TRI A1-List Duration
TRI A1-List Spread over UST
TRI A1-List Spread over OFZ
TRI A1-List Capitalization
TRI A1-List Number of Bonds
TRI A1-List Turnover
TRI A2-List Total Return
TRI A2-List Price Index
TRI A2-List Duration
TRI A2-List Spread over UST
TRI A2-List Spread over OFZ
TRI A2-List Capitalization
TRI A2-List Number of Bonds
TRI A2-List Turnover
TRI B-List Total Return
TRI B-List Price Index
TRI B-List Duration
TRI B-List Spread over UST
TRI B-List Spread over OFZ
TRI B-List Capitalization
TRI B-List Number of Bonds
TRI B-List Turnover
TRI Non-List Total Return
TRI Non-List Price Index
TRI Non-List Duration
TRI Non-List Spread over UST
TRI Non-List Spread over OFZ
TRI Non-List Capitalization
TRI Non-List Number of Bonds
TRI Non-List Turnover

Complete index description in Russian (*.pdf)
Complete index description in English (*.pdf)

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