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Index of municipal bonds Cbonds-muni

Group indices archive Cbonds-Muni
List of securities for index computention for the current month (by 10/01/2019)
No. Issue Size and currency, mln. Maturity date ISIN ID
1 Komi republic, 35012 11,000.00 RUB 06/23/2021 RU000A0JVKF9 151883
2 Komi republic, 35014 10,000.00 RUB 06/25/2024 RU000A0JXUD9 322283
3 Krasnodar region, 35001 10,000.00 RUB 08/09/2024 RU000A0JXYS9 339555
4 Krasnodar region, 35002 10,000.00 RUB 06/03/2025 RU000A0ZZ8X4 432505
5 Krasnoyarsk region, 34012 18,231.00 RUB 10/25/2023 RU000A0JWXF0 260743
6 Krasnoyarsk region, 34013 10,000.00 RUB 10/03/2024 RU000A0ZYCM2 361273
7 Moscow region, 34011 25,000.00 RUB 12/22/2022 RU000A0ZYML3 389649
8 Moscow region, 35010 25,000.00 RUB 11/21/2023 RU000A0JX0B9 271039
9 Moscow, 48 30,000.00 RUB 06/11/2022 RU000A0JNYN1 6765
10 Nizhny Novgorod Region, 34009 10,000.00 RUB 08/26/2020 RU000A0JU3B6 43965
11 Nizhny Novgorod Region, 34010 12,000.00 RUB 08/23/2020 RU000A0JVPR3 159777
12 Nizhny Novgorod Region, 34012 12,000.00 RUB 10/23/2022 RU000A0ZYDQ1 370601
13 Nizhny Novgorod Region, 35011 10,000.00 RUB 06/22/2023 RU000A0JWLD0 226287
14 Saint-Petersburg, 35001 30,000.00 RUB 05/28/2025 RU000A0ZYHX8 383987
15 Samara region, 35009 8,300.00 RUB 07/31/2020 RU000A0JU2H5 43137
16 Samara region, 35010 12,000.00 RUB 07/01/2021 RU000A0JUQP7 79493
17 Samara region, 35012 10,000.00 RUB 06/21/2024 RU000A0JWM56 227391
18 Sverdlovsk region, 35004 10,000.00 RUB 10/22/2025 RU000A0ZYDU3 367611
19 Volgograd region, 35007 10,000.00 RUB 06/02/2024 RU000A0JXSD3 318433
20 Yamalo-Nenetsky region, 35002 20,000.00 RUB 12/06/2023 RU000A0JX0Z8 276317
Archive:
Index list compilation methodology

1. Selecting bonds for the index list.

1.1. When calculating the index we primarily take into account all municipal bonds traded on the MICEX and SPICEX.
1.2. Foreign currency-pegged bonds are excluded from the list of bonds described in 1.1.
1.3. Bonds having a tenor of less than 4 months are excluded from the list described in 1.2.
1.4. Low liquidity bonds defined according to the following criteria are excluded from the list described in 1.3:
1.4.1. The number of days when the issue was not traded on at least one of the trading floors mentioned in 1.1 exceeds half the trading days of the month when the issue was admitted for trading.
1.4.2. Bonds of this issue had a turnover below 10 mln RUR in the previous month.
1.5. The list formed in line with the above mentioned criteria is referred to as the Market Securities List.
2. Index List Formation

2.1. The index list includes 20 bond issues having the biggest par amount.
2.2. If the sample represents 25% of the par amount of bonds included in the market securities list, the list is considered to be completed. If there are several issues having the same par amount and it is possible to include only some of them, the selection is done based on the highest turnover per month.
2.3. If 20 securities have been selected but they do not account for 25%, we continue to select bonds till we reach the 25% cap.
The list is reviewed on a quarterly basis according to this methodology and criteria set out in 1.4.
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