Index group: TRUST Dollar Bond Index (Calculation stopped on 10.02.12)
Index group: TRUST Dollar Bond Index (Calculation stopped on 10.02.12)
Organization responsible for index calculation: TRUST Investment Bank (www.trust.ru/en)
Index group description KEY CHARACTERISTICS OF TDI:
• 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 RF, index capitalization, number of bonds included in the index;
• TDI includes the spread to UST, which allows comparison of US bond premiums to rouble premiums, using the
TRI family (TRUST Rouble Bond Index), thus tracking the premium history of foreign currency and rouble
bonds. Z-spreads and asset swap 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
through 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
Included indexes TDI RUK Yield TDI RUS Sovereign Yield TDI RUS Industry&Chemical Yield TDI RUS Mining&Metals Yield TDI RUS Oil&Gaz Yield TDI RUS Consumer Yield TDI RUS Telecoms&Media Yield TDI RUS Construction Yield TDI RUS Transportation Yield TDI RUS Q-Sov Banks Yield TDI RUS Private Banks Yield TDI UKR Sovereign Yield TDI UKR Banks Yield TDI UKR Municipal Yield TDI UKR Corporate Yield TDI KAZ Banks Yield TDI KAZ Corporate Yield TDI RUK Total Return TDI RUK Price Index TDI RUK Duration TDI RUK Relative Yield TDI RUK Current Yield TDI RUK Spread over UST TDI RUK Spread over RF TDI RUK Capitalization TDI RUK Number of Bonds TDI RUS Sovereign Total Return TDI RUS Sovereign Price Index TDI RUS Sovereign Duration TDI RUS Sovereign Spread over UST TDI RUS Sovereign Spread over RF TDI RUS Sovereign Capitalization TDI RUS Sovereign Number of Bonds TDI RUS Industry&Chemical Total Return TDI RUS Industry&Chemical Price Index TDI RUS Industry&Chemical Duration TDI RUS Industry&Chemical Spread over UST TDI RUS Industry&Chemical Spread over RF TDI RUS Industry&Chemical Capitalization TDI RUS Industry&Chemical Number of Bonds TDI RUS Mining&Metals Total Return TDI RUS Mining&Metals Price Index TDI RUS Mining&Metals Duration TDI RUS Mining&Metals Spread over UST TDI RUS Mining&Metals Spread over RF TDI RUS Mining&Metals Capitalization TDI RUS Mining&Metals Number of Bonds TDI RUS Oil&Gaz Total Return TDI RUS Oil&Gaz Price Index TDI RUS Oil&Gaz Duration TDI RUS Oil&Gaz Spread over UST TDI RUS Oil&Gaz Spread over RF TDI RUS Oil&Gaz Capitalization TDI RUS Oil&Gaz Number of Bonds TDI RUS Consumer Total Return TDI RUS Consumer Price Index TDI RUS Consumer Duration TDI RUS Consumer Spread over UST TDI RUS Consumer Spread over RF TDI RUS Consumer Capitalization TDI RUS Consumer Number of Bonds TDI RUS Telecoms&Media Total Return TDI RUS Telecoms&Media Price Index TDI RUS Telecoms&Media Duration TDI RUS Telecoms&Media Spread over UST TDI RUS Telecoms&Media Spread over RF TDI RUS Telecoms&Media Capitalization TDI RUS Telecoms&Media Number of Bonds TDI RUS Construction Total Return TDI RUS Construction Price Index TDI RUS Construction Duration TDI RUS Construction Spread over UST TDI RUS Construction Spread over RF TDI RUS Construction Capitalization TDI RUS Construction Number of Bonds TDI RUS Transportation Total Return TDI RUS Transportation Price Index TDI RUS Transportation Duration TDI RUS Transportation Spread over UST TDI RUS Transportation Spread over RF TDI RUS Transportation Capitalization TDI RUS Transportation Number of Bonds TDI RUS Q-Sov Banks Total Return TDI RUS Q-Sov Banks Price Index TDI RUS Q-Sov Banks Duration TDI RUS Q-Sov Banks Spread over UST TDI RUS Q-Sov Banks Spread over RF TDI RUS Q-Sov Banks Capitalization TDI RUS Q-Sov Banks Number of Bonds TDI RUS Private Banks Total Return TDI RUS Private Banks Price Index TDI RUS Private Banks Duration TDI RUS Private Banks Spread over UST TDI RUS Private Banks Spread over RF TDI RUS Private Banks Capitalization TDI RUS Private Banks Number of Bonds TDI UKR Sovereign Total Return TDI UKR Sovereign Price Index TDI UKR Sovereign Duration TDI UKR Sovereign Spread over UST TDI UKR Sovereign Spread over RF TDI UKR Sovereign Capitalization TDI UKR Sovereign Number of Bonds TDI UKR Banks Total Return TDI UKR Banks Price Index TDI UKR Banks Duration TDI UKR Banks Spread over UST TDI UKR Banks Spread over RF TDI UKR Banks Capitalization TDI UKR Banks Number of Bonds TDI UKR Municipal Total Return TDI UKR Municipal Price Index TDI UKR Municipal Duration TDI UKR Municipal Spread over UST TDI UKR Municipal Spread over RF TDI UKR Municipal Capitalization TDI UKR Municipal Number of Bonds TDI UKR Corporate Total Return TDI UKR Corporate Price Index TDI UKR Corporate Duration TDI UKR Corporate Spread over UST TDI UKR Corporate Spread over RF TDI UKR Corporate Capitalization TDI UKR Corporate Number of Bonds TDI KAZ Banks Total Return TDI KAZ Banks Price Index TDI KAZ Banks Duration TDI KAZ Banks Spread over UST TDI KAZ Banks Spread over RF TDI KAZ Banks Capitalization TDI KAZ Banks Number of Bonds TDI KAZ Corporate Total Return TDI KAZ Corporate Price Index TDI KAZ Corporate Duration TDI KAZ Corporate Spread over UST TDI KAZ Corporate Spread over RF TDI KAZ Corporate Capitalization TDI KAZ Corporate Number of Bonds
