OREANDA-NEWS. July 06, 2012. A new list of constituents for the Russian Government Bonds Indices took effect. The new list comprises of eight federal loan bonds.

The Government Bond Indices and yield indicators for the government bonds are calculated by Moscow Exchange MICEX-RTS based on information on trades in Russian Federation Government bonds (OFZ) admitted to trading in CJSC MICEX Stock Exchange. The Indices track changes in market value of the government bonds. They include three indices: Russian Government Bond Index (RGBI, clean price index), Russian Government Bond Index — Gross (RGBI-g), Russian Government Bond Index — Total Return (RGBI-tr, total return index). The Indices are calculated on a continuous, real-time basis during the Exchange"s trading sessions as trades in the bonds from the constituent list are executed. The yield indicators are calculated once a day as of the close of the market.

The indices were introduced on December 31, 2002 with base values of 100 points. For more information, please visit the Exchange"s website at http://rts.micex.ru/s460.