Werte-Archiv der Index-Gruppe Cbonds-GBI RU
1. Selecting bonds for the index list.
1.1. When calculating the index we primarily take into account all municipal bonds traded on the Moscow Exchange.
1.2. Foreign currency-pegged bonds are excluded from the list of bonds described in 1.1.
1.3. Bonds having a maturity of less than 360 days are excluded from the list described in 1.2.
1.4. Floating rate bonds are excluded from the list of bonds described in 1.3.
1.5. Low liquidity bonds defined according to the following criteria are excluded from the list described in 1.4:
1.5.1. 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 quarter when the issue was admitted for trading.
1.6. The list formed in line with the above mentioned criteria is referred to as the Market Securities List.
The list is reviewed on a quarterly basis according to this methodology.