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Index group::Futures contract on bonds (Moscow Exchange)



Organization responsible for index calculation:Moscow Exchange

Index group description
Volume Weighted Average Prices of Futures on bonds (results of tradings on Derivatives Market of Moscow Exchange)

Using Identification:
OFZ2 - 2-year Russian Federation government bonds
OFZ4 - 4-year Russian Federation government bonds
OFZ6 - 6-year Russian Federation government bonds
OF10 - 10-year Russian Federation government bonds
OF15 - 15-year Russian Federation government bonds
RF30 - Russian Eurobonds
[Date] – Date of delivery.

Indices included in the group
OFZ2 [05.09.2018]
OFZ4 [05.09.2018]
OFZ6 [05.09.2018]
OF15 [05.09.2018]
OF10 [05.09.2018]
OFZ2 [05.06.2018]
OFZ4 [05.06.2018]
OFZ6 [05.06.2018]
OF15 [05.06.2018]
OF10 [05.06.2018]
OFZ2 [05.12.2018]
OFZ4 [05.12.2018]
OFZ6 [05.12.2018]
OF15 [05.12.2018]
OF10 [05.12.2018]
OFZ2 [05.12.2016]
OFZ4 [05.12.2016]
OFZ6 [05.12.2016]
OF15 [05.12.2016]
OF10 [05.12.2016]
RF30 [05.12.2016]
OFZ2 [06.03.2017]
OFZ4 [06.03.2017]
OFZ6 [06.03.2017]
OF15 [06.03.2017]
OF10 [06.03.2017]
OFZ2 [05.06.2017]
OFZ4 [05.06.2017]
OFZ6 [05.06.2017]
OF15 [05.06.2017]
OF10 [05.06.2017]
OFZ2 [05.09.2017]
OFZ4 [05.09.2017]
OFZ6 [05.09.2017]
OF15 [05.09.2017]
OF10 [05.09.2017]
OFZ2 [05.12.2017]
OFZ4 [05.12.2017]
OFZ6 [05.12.2017]
OF15 [05.12.2017]
OFZ2 [05.03.2018]
OFZ4 [05.03.2018]
OFZ6 [05.03.2018]
OF15 [05.03.2018]
OF10 [05.12.2017]
OF10 [05.03.2018]
OFZ2 [05.09.2016]
OFZ4 [05.09.2016]
OFZ6 [05.09.2016]
OF15 [05.09.2016]
OF10 [05.09.2016]
RF30 [05.09.2016]


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