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Cbonds is releasing the Cbonds-GBI UA index of the Ukrainian government bond market



March 25, 2020 | Cbonds

Cbonds presents a new Cbonds-GBI UA index. Cbonds-GBI UA shows the dynamics of the Ukrainian government bonds in UAH. 



In 2018-2019, there was a significant activation in the Ukrainian market of domestic government bonds in UAH, associated with the entry of international investors into this market. The growing number of liquid securities allowed starting the index computation for this market segment.



The Cbonds-GBI UA index computation base includes the Ukraine government bonds in UAH (OVGZ) of the "Benchmark-OVGZ" list (which is published on the official website of the Ministry of Finance of Ukraine in the "Benchmarks" section) and/or in the "Underlying ISIN" list (which is published on the official website of Citigroup Inc. in the "Ukraine Global Depositary Note (GDN) Programs" section). 

The maturity period for the securities is more than 180 days. The start date for the index computation is January 1, 2020.

The index group includes five indices: yield to maturity index (Cbonds-GBI UA), price index (Cbonds-GBI UA PI), simple yield to maturity index (Cbonds-GBI UA YTM) and effective yield to maturity index (Cbonds-GBI UA YTM eff), and duration index (Cbonds-GBI UA D).



The duration of the new index from the start of computation ranges from 686 to 842 days. As of 01.01.2020, the yield to maturity index fell to 89.66, the price index fluctuated in the range from 86.55 to 100.48, and the effective yield to maturity index – from 9.97 to 19.93.



The lists are reviewed on a quarterly basis: on the first business day of January, April, July, and October.



Click this link to get the current index values, archive and export data to Excel.

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