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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)

Cbonds is a global fixed income data platform
  • Cbonds is a global data platform on bond market
  • Coverage: more than 170 countries and 250,000 domestic and international bonds
  • Various ways to get data: descriptive data and bond prices - website, xls add-in, mobile app
  • Analytical functionality: bond market screener, Watchlist, market maps and other tools