Which RICs need to use to get historical data from TS1 database for Russian government zero-curve ?

MarunovVG
MarunovVG
in RFA

The following RICs, uses for getting market data, don’t allow to get this TS1 data
RUGV3MZ=CBRF

RUGV6MZ=CBRF

RUGV9MZ=CBRF

RUGV1YZ=CBRF

RUGV2YZ=CBRF

RUGV3YZ=CBRF

RUGV5YZ=CBRF

RUGV7YZ=CBRF

RUGV10YZ=CBRF

RUGV15YZ=CBRF

RUGV20YZ=CBRF

RUGV30YZ=CBRF

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Best Answer

  • Alex Putkov.1
    Alex Putkov.1
    Answer ✓

    With this content question I would suggest contacting local Refinitiv office in Moscow. Local market specialist will give you the best advice. As far as I can see there's TS1 data available for Refinitiv calculated zero curves derived from swaps and treasuries: <0#RUBZ=R> and <0#RUXZ=R>. However there's no TS1 history available for the zero curves contributed by Russian Central Bank <0#RUGVXMZ=CBRF> or by Moscow Exchange.

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