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CROBIS®

CROBIS® is the official Zagreb Stock Exchange bond index. The ZSE started publishing it on October 1, 2002. The base date of the index is September 30, 2002 and the base value is set on 100.


Type of index

CROBIS® is price index weighted by market capitalisation. The weight of any individual bond issue in CROBIS® is limited to 35% of the index capitalization.


Calculation

Once a day after the close of trading session. Average daily prices weighted by traded volume, are used for the calculation. If a bond was not traded on the given day, the previous average price is used.


Calculation formula



It Index value on day t
It-R Index value on the last revision date t - R
Pi,t Clean price of bond i on day t
Pi,t-R Clear price of bond i on the last revision date t - R
Ni,t-R Nominal value of bond i on the last revision date t - R
n Number of bonds included in the index
R Number of days since last revision date


CROBIS® constituents

At the moment, there are 10 bonds included in the CROBIS®:

[CROBIS]


Selection criteria

The bonds eligible for inclusion within CROBIS® index are bonds issued by Croatian government and Croatian government agency meeting following criteria:

  • bonds with minimum nominal value of 75 million €;
  • bonds with time to maturity of at least 18 months;
  • bulleted bonds with fixed interest rates.

Revisions

Revisions of CROBIS® are carried-out four times a year: last Friday in February, May, August and November. Bond is excluded from the index if its time to maturity will drop below one year in the next three months prior to the next revision. In urgent cases the Index Committee can make decision on revision outside the scheduled adjustment date.


Date Bonds Included Bonds excluded Changed weight
03.03.2003. -  - RHMF-O-125A
02.06.2003. RHMF-O-085A  - -
01.03.2004. HBOR-O-112A HZZO-O-047A -
  RHMF-O-142A RHMF-O-049A -
31.05.2004. -  - RHMF-O-142A
30.08.2004. RHMF-O-077A  - -
28.02.2005. RHMF-O-19BA DAB-O-05CA -
30.05.2005. RHMF-O-103A  - -
29.08.2005. RHMF-O-157A  - -
27.02.2006. RHMF-O-15CA  - -
29.05.2006. RHMF-O-077A - RHMF-O-142A
  HBOR-O-112A - -
28.08.2006. RHMF-O-137A -  -
27.11.2006. -  - RHMF-O-137A
26.02.2007. RHMF-O-172A  - -
03.09.2007.  - RHMF-O-085A RHMF-O-172A
03.12.2007.  - - RHMF-O-19BA
02.06.2008. - RHMF-O-08CA -
01.06.2008. - RHMF-O-103A -
31.05.2010. RHMF-O-203A - -
  RHMF-O-203E - -
30.08.2010. - - RHMF-O-203A
  - - RHMF-O-203E
29.11.2010. RHMF-O-17BA - -
30.05.2011. - RHMF-O-125A -
29.08.2011. RHMF-O-167A - -
  RHMF-O-227E - -
28.05.2012. - RHMF-O-137A -
03.09.2012. - - RHMF-O-167A
RHMF-O-227E











 
Top 5 by turnoverTop 5 risersTop 5 fallers
HT-R-A4.148,50 158,50
JDBA-R-A1.303,82 900,00
ADPL-R-A784,05 121,02
RIVP-R-A530,18 20,06
ADRS-P-A316,16 340,00
KODT-P-A222,85 1.098,00
SAPN-R-A221,82 255,00
INGR-R-A200,17 2,62
MAIS-R-A197,30 150,00
TUHO-R-A174,77 2.250,00
CROBEX
 
 
 

Fall: 13 Neutral: 3 Rise: 9



Regulated market trading data
MTP market trading data
Short report for 31.10.2014
Total turonver12.143.108 Kn
Regular turnover12.143.108 Kn
Equity 10.301.201 Kn
Debt 1.342.665 Kn
Structured 499.243 Kn
Block turnover0 Kn
OTC turover94.535.661 Kn

CROBEX®0,19%1.838,75
CROBEX10®0,37%1.052,94
CROBEXplus®0,22%981,23
CROBEXtr®0,19%1.063,76

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