Index group: ZETBI Fixed Income Markets Indexes
Organization responsible for index calculation: Bank ZENIT (eng.zenit.ru)
Included indexes
ZETBI-Corp YTM, %
ZETBI-Corp10 YTM, %
ZETBI-Muni YTM, %
ZETBI-OFZ YTM, %
ZETBI-Corp TotalReturn
ZETBI-Corp PriceReturn
ZETBI-Corp Current Spread (b.p.)
ZETBI-Corp Duration (days)
ZETBI-Corp Capitalization (mln RR)
ZETBI-Corp10 TotalReturn
ZETBI-Corp10 PriceReturn
ZETBI-Corp10 Current Spread (b.p.)
ZETBI-Corp10 Duration (days)
ZETBI-Corp10 Capitalization (mln RR)
ZETBI-Muni TotalReturn
ZETBI-Muni PriceReturn
ZETBI-Muni Current Spread (b.p.)
ZETBI-Muni Duration (days)
ZETBI-Muni Capitalization (mln RR)
ZETBI-OFZ TotalReturn
ZETBI-OFZ PriceReturn
ZETBI-OFZ Duration (days)
ZETBI-OFZ Capitalization (mln RR)
Russian extended description (*.pdf)
English extended description (*.pdf)
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