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Index group:Futures contract on bonds (Moscow Exchange)

Organization responsible for index calculation:Moscow Exchange

Index group description
Volume Weighted Average Prices of Futures on bonds (results of tradings on Derivatives Market of Moscow Exchange)

Using Identification:
OFZ2 - 2-year Russian Federation government bonds
OFZ4 - 4-year Russian Federation government bonds
OFZ6 - 6-year Russian Federation government bonds
OF10 - 10-year Russian Federation government bonds
OF15 - 15-year Russian Federation government bonds
RF30 - Russian Eurobonds
[Date] – Date of delivery.

Indices included in the group
OFZ2 [05.12.2019]
OFZ4 [05.12.2019]
OFZ6 [05.12.2019]
OF15 [05.12.2019]
OF10 [05.12.2019]
OFZ2 [05.06.2020]
OFZ4 [05.06.2020]
OFZ6 [05.06.2020]
OF15 [05.06.2020]
OF10 [05.06.2020]
OFZ2 [05.03.2020]
OFZ4 [05.03.2020]
OFZ6 [05.03.2020]
OF15 [05.03.2020]
OF10 [05.03.2020]

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