|Unit||% p.a., NSA|
|Adjustments||Not Seasonally Adjusted|
|Data||28 Jan 2022||9.74|
|27 Jan 2022||9.79|
|Average Long-term Government Bond||28 Jan 2022||9.09||9.05||% p.a., NSA||Business Daily|
|Lending Rate||28 Jan 2022||8.5||8.5||Percent, NSA||Daily|
|Monetary Policy Rate||28 Jan 2022||8.5||8.5||% p.a., NSA||Daily|
|Treasury Bills (over 31 days)||28 Jan 2022||9.74||9.79||% p.a., NSA||Business Daily|
|Stock Market Index||27 Jan 2022||1,399||1,324||Index, NSA||Business Daily|
|Money Market Rate||2016||8.74||6.8||%||Annual|
The Moscow Exchange Indices are capitalization-weighted composite indices calculated based on prices of the 50 most liquid Russian stocks of the largest and dynamically developing Russian issuers with economic activities related to the main sectors of the Russian economy presented on the Exchange.
Russian Government Bond Index (RGBI) is the benchmark that measures the performance of Russian sovereign debt market. It consists of most liquid Russian government bonds (OFZ) with duration more than 1 year, calculated on real-time basis by Clean Price and Total return methods. Moscow Exchange Bond Indices calculation methodology has a transparent mechanism for the index basket determination and their quarterly rebalancing. Russian Rubles denominated instruments are considered for inclusion only. Average Yield to maturity (YTM) and Duration of the index basket are also calculated for each index.
The MICEX Index was launched on September 22, 1997. The Index is calculated in real time and denominated in rubles. The RTS Index was started on September 01, 1995. The Index is calculated in real time and denominated in US dollars.
The rules of calculation of the Moscow Exchange Indices imply an accurate and transparent procedure for forming the list of index constituents, including quarterly publications of waiting lists that contain securities to be included into the Index when reviewing the constituents list. The Index Committee of CJSC MICEX Stock Exchange, an advisory body consisting of the leading analysts of the Russian financial market and representatives of the professional community, participates in selecting stocks to be included in the Moscow Exchange Indices.
The MICEX Index is employed in order to temporary suspend trading in shares on the Exchange. Such temporary suspensions are carried out in accordance with the procedure set out in the Trading rules of CJSC MICEX Stock Exchange and in cases stipulated in the Regulations on organization of trading on the stock market approved by the order of the FFMS of the Russian Federation No 10-78 as of December 28, 2010 (with amendments and additions introduced).
Data is not subject to revisions.
For more information, please visit: http://moex.com/en/