“Currently, the Moscow Exchange calculates a group of federal loan bond indices segmented by duration and type of coupon payment rate. OFZ indices are calculated based on the weighted average prices of bonds included in the calculation base….”
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“…When determining prices, transactions concluded during the trading session are taken into account, both in the main trading mode and in the negotiated transactions mode.”
aug 27, 2025, 3:47 pm • 25 0 • view
“The new OFZ index, calculated at current prices, can be used to launch new instruments in the futures market, the exchange noted.”
aug 27, 2025, 3:47 pm • 27 0 • view
I have questions about what exactly all the differences will be. I guess I’ll just need to wait until it’s launched & look at it.
aug 27, 2025, 3:48 pm • 41 1 • view
This is what was in the RGBI a couple months ago. It’s all constant coupon bonds.
aug 27, 2025, 3:50 pm • 35 0 • view