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
1
●0 ●1 ●2
Which RICs need to use to get historical data from TS1 database for Russian government zero-curve ?
Hi,
Thank you for your participation in the forum.
Is the reply below satisfactory in resolving your query?
If yes please click the 'Accept' next to the appropriate reply. This will guide all community members who have a similar question. Otherwise please post again offering further insight into your question.
Thanks,
AHS
Hello @MarunovVG
Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query? If so please can you click the 'Accept' text next to the appropriate reply.
This will guide all community members who have a similar question.
Thanks,
AHS
Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.
Thanks,
AHS
39.4k
●77 ●11 ●27
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.
