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Daily IndexesLoading .... Bond market indices
| Type |
|
|
10.10.2008 |
09.10.2008 |
08.10.2008 |
07.10.2008 |
06.10.2008 |
03.10.2008 |
02.10.2008 |
| PFTS-Cbonds |
| PFTS-Cbonds |
 |
 |
103.77 |
104.14 |
104.03 |
104.07 |
104.1 |
104.18 |
104.2 |
| PFTS-Cbonds TR |
|
|
176.67 |
177.22 |
176.99 |
176.98 |
176.98 |
176.92 |
176.91 |
 Rux-Cbonds |
| RUX-Cbonds |
|
|
|
205.6922 |
206.0239 |
206.8584 |
205.3285 |
209.2427 |
209.2078 |
| RUX-Cbonds price index |
|
|
|
98.2035 |
98.3915 |
98.8239 |
98.1073 |
100.0901 |
100.0994 |
| RUX-Cbonds duration of index portfolio |
|
|
|
720 |
722 |
723 |
724 |
736 |
729 |
| RUX-Cbonds Average yield |
|
|
|
14.97 |
15.05 |
14.91 |
14.83 |
13.71 |
14.02 |
| RUX-Cbonds average effective yield |
|
|
|
15.78 |
15.86 |
15.7 |
15.6 |
14.38 |
14.71 |
| RUX-Cbonds price index, RUX-Cbonds duration of index portfolio, RUX-Cbonds Average yield, RUX-Cbonds average effective yield |
| Cbonds-Muni |
| Cbonds-Muni |
|
|
|
148.7198 |
148.0094 |
147.7498 |
149.8581 |
150.0098 |
151.2142 |
| Cbonds-Muni price index |
|
|
|
90.3592 |
89.9398 |
89.8005 |
91.1323 |
91.2924 |
92.0627 |
| Cbonds-Muni duration of index portfolio |
|
|
|
921 |
918 |
919 |
935 |
936 |
938 |
| Cbonds-Muni average yield |
|
|
|
11.4 |
11.61 |
11.67 |
11.07 |
11.01 |
10.68 |
| Cbonds-Muni average effective yield |
|
|
|
11.78 |
12 |
12.07 |
11.44 |
11.37 |
11.01 |
| Cbonds-Muni price index, Cbonds-Muni duration of index portfolio, Cbonds-Muni average yield, Cbonds-Muni average effective yield |
| MICEX CBI |
| MICEX CBI CP |
|
|
88.11 |
88.57 |
88.82 |
90.04 |
90.39 |
90.4 |
91.21 |
| MICEX CBI CP 3Y |
|
|
93.35 |
94.11 |
94 |
94.17 |
94.76 |
95.08 |
95.07 |
| MICEX CBI CP 5Y |
|
|
86.67 |
86.02 |
86.13 |
90.96 |
91.16 |
89.54 |
91.64 |
| MICEX CBI TR |
|
|
146.55 |
147.26 |
147.63 |
149.59 |
150.13 |
150.02 |
151.31 |
| MICEX CBI TR 3Y |
|
|
152.68 |
153.87 |
153.65 |
153.88 |
154.8 |
155.21 |
155.16 |
| MICEX CBI TR 5Y |
|
|
141.07 |
140.01 |
140.14 |
147.76 |
148.03 |
145.35 |
148.64 |
| MICEX CBI GP |
|
|
89.88 |
90.31 |
90.67 |
91.87 |
92.2 |
92.14 |
92.93 |
| MICEX CBI GP 3Y |
|
|
95.16 |
95.9 |
95.98 |
96.12 |
96.69 |
96.95 |
96.91 |
| MICEX CBI GP 5Y |
|
|
89.03 |
88.35 |
88.44 |
93.25 |
93.42 |
91.74 |
93.81 |
| MICEX CBI CP 3Y, MICEX CBI CP 5Y, MICEX CBI TR 3Y, MICEX CBI TR 5Y, MICEX CBI GP 3Y, MICEX CBI GP 5Y |
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