Index group: TRUST Rouble Bond Index (Calculation stopped on 10.02.12)
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.
Included indexes TRI Non-Sov Yield TRI OFZ Short Yield TRI OFZ Middle Yield TRI Moscow Yield TRI SubFed&Muni Yield TRI Banks Yield TRI Finance Yield TRI Transp&Telecoms Yield TRI Fuels&Energy Yield TRI Trade Yield TRI Industrials Yield TRI Consumers Yield TRI High Grade Yield TRI Second Tier Yield TRI Third Tier Yield TRI A1-List Yield TRI A2-List Yield TRI B-List Yield TRI Non-List Yield TRI Non-Sov Total Return TRI Non-Sov Price Index TRI Non-Sov Duration TRI Non-Sov Spread over UST TRI Non-Sov Spread over OFZ TRI Non-Sov Capitalization TRI Non-Sov Number of Bonds TRI Non-Sov Turnover TRI OFZ Short Total Return TRI OFZ Short Price Index TRI OFZ Short Duration TRI OFZ Short Spread over UST TRI OFZ Short Spread over OFZ TRI OFZ Short Capitalization TRI OFZ Short Number of Bonds TRI OFZ Short Turnover TRI OFZ Middle Total Return TRI OFZ Middle Price Index TRI OFZ Middle Duration TRI OFZ Middle Spread over UST TRI OFZ Middle Spread over OFZ TRI OFZ Middle Capitalization TRI OFZ Middle Number of Bonds TRI OFZ Middle Turnover TRI Moscow Total Return TRI Moscow Price Index TRI Moscow Duration TRI Moscow Spread over UST TRI Moscow Spread over OFZ TRI Moscow Capitalization TRI Moscow Number of Bonds TRI Moscow Turnover TRI SubFed&Muni Total Return TRI SubFed&Muni Price Index TRI SubFed&Muni Duration TRI SubFed&Muni Spread over UST TRI SubFed&Muni Spread over OFZ TRI SubFed&Muni Capitalization TRI SubFed&Muni Number of Bonds TRI SubFed&Muni Turnover TRI Banks Total Return TRI Banks Price Index TRI Banks Duration TRI Banks Spread over UST TRI Banks Spread over OFZ TRI Banks Capitalization TRI Banks Number of Bonds TRI Banks Turnover TRI Finance Total Return TRI Finance Price Index TRI Finance Duration TRI Finance Spread over UST TRI Finance Spread over OFZ TRI Finance Capitalization TRI Finance Number of Bonds TRI Finance Turnover TRI Transp&Telecoms Total Return TRI Transp&Telecoms Price Index TRI Transp&Telecoms Duration TRI Transp&Telecoms Spread over UST TRI Transp&Telecoms Spread over OFZ TRI Transp&Telecoms Capitalization TRI Transp&Telecoms Number of Bonds TRI Transp&Telecoms Turnover TRI Fuels&Energy Total Return TRI Fuels&Energy Price Index TRI Fuels&Energy Duration TRI Fuels&Energy Spread over UST TRI Fuels&Energy Spread over OFZ TRI Fuels&Energy Capitalization TRI Fuels&Energy Number of Bonds TRI Fuels&Energy Turnover TRI Trade Total Return TRI Trade Price Index TRI Trade Duration TRI Trade Spread over UST TRI Trade Spread over OFZ TRI Trade Capitalization TRI Trade Number of Bonds TRI Trade Turnover TRI Industrials Total Return TRI Industrials Price Index TRI Industrials Duration TRI Industrials Spread over UST TRI Industrials Spread over OFZ TRI Industrials Capitalization TRI Industrials Number of Bonds TRI Industrials Turnover TRI Consumers Total Return TRI Consumers Price Index TRI Consumers Duration TRI Consumers Spread over UST TRI Consumers Spread over OFZ TRI Consumers Capitalization TRI Consumers Number of Bonds TRI Consumers Turnover TRI High Grade Total Return TRI High Grade Price Index TRI High Grade Duration TRI High Grade Spread over UST TRI High Grade Spread over OFZ TRI High Grade Capitalization TRI High Grade Number of Bonds TRI High Grade Turnover TRI Second Tier Total Return TRI Second Tier Price Index TRI Second Tier Duration TRI Second Tier Spread over UST TRI Second Tier Spread over OFZ TRI Second Tier Capitalization TRI Second Tier Number of Bonds TRI Second Tier Turnover TRI Third Tier Total Return TRI Third Tier Price Index TRI Third Tier Duration TRI Third Tier Spread over UST TRI Third Tier Spread over OFZ TRI Third Tier Capitalization TRI Third Tier Number of Bonds TRI Third Tier Turnover TRI A1-List Total Return TRI A1-List Price Index TRI A1-List Duration TRI A1-List Spread over UST TRI A1-List Spread over OFZ TRI A1-List Capitalization TRI A1-List Number of Bonds TRI A1-List Turnover TRI A2-List Total Return TRI A2-List Price Index TRI A2-List Duration TRI A2-List Spread over UST TRI A2-List Spread over OFZ TRI A2-List Capitalization TRI A2-List Number of Bonds TRI A2-List Turnover TRI B-List Total Return TRI B-List Price Index TRI B-List Duration TRI B-List Spread over UST TRI B-List Spread over OFZ TRI B-List Capitalization TRI B-List Number of Bonds TRI B-List Turnover TRI Non-List Total Return TRI Non-List Price Index TRI Non-List Duration TRI Non-List Spread over UST TRI Non-List Spread over OFZ TRI Non-List Capitalization TRI Non-List Number of Bonds TRI Non-List Turnover
