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Total return Russian liquid eurobonds index is the customized benchmark that measures the performance of most liquid sovereign and corporate eurobonds issued by Russian issuers or in the interests of Russian issuers. The benchmark is calculated as total return index using data from Refinitiv. The number of index constituents is equal to 10.The index value for the trading date is fixed based on the results of the main trading session. Source: Moscow Exchange https://www.moex.com/en/indices
Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(80667, date)
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