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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.

Indices included in the group
TRI Moscow Duration

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

150 000
issues: local and international bonds
+7 812 336 97 21
150 000
issues: local and international bonds
Сbonds is a global Fixed income data platform
+7 812 336 97 21
  • Descriptive data on bonds
  • Bond Quotes from trading systems and market participants
  • Prospectuses and other issue documents
  • Credit ratings
  • Indices and indicators
  • Market news and analytical research
Analytical instruments
  • Multi-parameter bond database search
  • Bond Maps
  • Market calendar
  • Bond calculator
  • Watchlist and Portfolio management
  • Chart analysis
  • Mobile App and Excel Add-in Tool
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