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Rambler's Top100







Indexes
Market Participants' Indexes
Indexes
Archive, search, data export
Index type:
Indicators:
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Market Participants' Indexes: JP Morgan, Bank ZENIT, TRUST Investment Bank, Bank of Moscow, REGION, VTB Capital


Bond market indices

Daily Indexes

Òèï: 20.11.2009 19.11.2009 18.11.2009 17.11.2009 16.11.2009 13.11.2009 12.11.2009
IFX-Cbonds
IFX-Cbonds
  255.39 255.23 255.05 254.47 254.15 253.97
IFX-Cbonds average effective yield
  10.73 10.89 10.65 11.03 11.22 11.34
Show other indexes
Cbonds-Muni
Cbonds-Muni
  186.16 186.19 185.71 185.33 184.80 184.78
Cbonds-Muni average effective yield
  10.22 10.20 10.30 10.38 10.39 10.38
Show other indexes
Euro-Cbonds
Euro-Cbonds Sovereign Russia 
  105.49 106.18 105.34 105.28 104.82 104.74
Euro-Cbonds Sovereign Ukraine 
  81.16 82.19 81.96 82.99 83.11 84.23
Euro-Cbonds IG Russia 
  108.53 108.78 108.48 108.22 107.93 107.77
Euro-Cbonds NIG Russia 
  115.43 115.53 115.51 115.47 115.28 114.62
Euro-Cbonds Ñorporate Kazakhstan 
  89.46 90.07 90.11 89.09 88.86 88.70
Euro-Cbonds Ñorporate Ukraine 
  108.45 109.54 109.20 109.72 109.80 110.27
Show other indexes
MICEX CBI
MICEX CBI CP
91.61 91.79   91.04 90.68 90.88 91.03
MICEX CBI TR
168.79 169.06   167.60 166.91 167.22 167.43
MICEX CBI GP
94.58 94.73   93.96 93.58 93.76 93.87
Show other indexes


Interbank market

Daily Indexes

Òèï: 20.11.2009 19.11.2009 18.11.2009 17.11.2009 16.11.2009 13.11.2009 12.11.2009
MOSPRIME
MOSPRIME O/N 
5.00 5.51 5.53 5.28 5.03 4.88 4.93
MOSPRIME 1W 
5.50 5.63 5.54 5.50 5.49 5.39 5.46
MOSPRIME 1M (nva.ru, reuters.ru) 
6.46 6.46 6.48 6.44 6.48 6.53 6.75
MOSPRIME 3M (nva.ru, reuters.ru) 
7.54 7.54 7.54 7.54 7.61 7.63 7.79
Show other indexes
MIBID/MIBOR/MIACR
MIBID - 1 day
4.38 4.46 4.38 4.39 4.24 4.60 4.39
MIBOR - 1 day
6.24 6.09 5.91 6.05 5.81 6.09 6.01
MIACR - 1 day
  4.94 5.38 5.19 5.08 4.81 4.80
Show other indexes
RUR/USD NDF implied yield
RUR/USD NDF 1 month
6.10 5.80 5.80 5.65      
RUR/USD NDF 1 year
6.95 6.85 6.65 6.80      
RUR/USD NDF 3 year
7.90 7.55 7.45 7.55      
RUR/USD NDF 5 year
8.20 7.90 7.95 8.05      
Show other indexes
IRS (3mMosPrime vs Annual fixed)
IRS 1 year
7.85 7.80 7.85 7.90      
IRS 2 year
8.45 8.45 8.40 8.45      
IRS 3 year
8.20 8.10 8.20 8.20      
IRS 5 year
8.35 8.30 8.50 8.40      
IRS 10 year
8.55 8.55 8.63 8.55      
Show other indexes
KievPrime
KievPrime 1W
    5.6900 5.8000 6.4000 6.2800 6.5000
KievPrime 1M
    17.2000 17.3500 17.9000 17.6000 17.9000
KievPrime 2M
    17.8800 17.1000 17.3000 17.8000 18.0000
KievPrime 3M
    17.93 17.80 17.80 18.44 18.64
BakiBOR
BakIBOR, AZN 90 days
15.88 15.88 15.81 15.94 15.88 15.81 14.88
BakIBOR, USD 90 days
16.31 16.31 16.25 16.38 16.31 16.25 16.14
Show other indexes
KIBID/KIBOR/KIMEAN
3m KIBOR KZT
6.50 6.50   7.00 6.75 6.75 7.00
Show other indexes
KazPrime
5.00 5.00 5.10 5.10 5.55 5.48 6.25

Periodic Indexes

Òèï: Current value Change Last date
Refinancing Rate of CBR, %
9.50 -0.5 30.10.2009
NB of Kazakhstan refinancing rate, %
7.00 0 30.10.2009
NB of Belarus refinancing rate, %
13.50 -0.5 01.12.2009
NB of Azerbaijan refinancing rate, %
2.00 -1 25.05.2009
NB of Ukraine discount rate, %
10.25 -0.75 12.08.2009


Currencies

Daily Indexes

Òèï: 23.11.2009 20.11.2009 19.11.2009 18.11.2009 17.11.2009 16.11.2009 13.11.2009
Exchange rates (Bank of Russia)
USD/RUR
  28.7459 28.7163 28.6768 28.6705 28.8345 28.6701
EUR/RUR
  42.7998 42.7844 42.8948 42.9541 42.8971 42.9134
Dual-currency basket/RUR
  35.07 35.05 35.07 35.10 35.16 35.08
Show other indexes
Exchange rates (Central Bank)
USD/UAH
  7.9900 7.9909 7.9903 7.9933 7.9960 7.9963
EUR/UAH
  11.8755 11.9520 11.8856 11.9620 11.8885 11.9321
RUR/UAH
  0.2779 0.2783 0.2786 0.2788 0.2773 0.2789
USD/KZT
148.90 148.89 149.14 149.17 149.50 149.95 150.43
USD/BYR
  2 732.00 2 727.00 2 723.00 2 720.00 2 723.00 2 712.00
EUR/BYR
  4 061.39 4 067.87 4 070.07 4 074.56 4 054.00 4 062.03
USD/UZS
  1 506.58 1 506.58 1 506.58 1 506.58 1 505.61 1 505.61
USD/AZM
  0.8027 0.8027 0.8029 0.8028 0.8028 0.8030
USD/KGS
    43.8100 43.8100 43.8100 43.8100 43.8147
USD/AMD
  387.28 387.39 387.41 387.48 387.74 387.84
USD/GEL
  1.68 1.68 1.68 1.68 1.68 1.68
FOREX
EUR/USD
  1.4912 1.4919 1.4894 1.4942 1.4972 1.4862
GBP/USD
  1.6637 1.6716 1.6826 1.6811 1.6731 1.6589
USD/JPY
  88.74 89.08 89.11 89.07 89.56 90.37
USD/CHF
  1.0136 1.0128 1.0148 1.0098 1.0082 1.0167
Ukrainian market of Forex
USD/UAH
  8.0750 8.1600 8.1500 8.1350 8.1400 8.1350
RUB/UAH
  0.2815 0.2824 0.2839 0.2838 0.2833 0.2818
EUR/UAH
  11.9824 12.1421 12.1703 12.1015 12.1790 12.0983


Money market

Daily Indexes

Òèï: 20.11.2009 19.11.2009 18.11.2009 17.11.2009 16.11.2009 13.11.2009 12.11.2009
Credit institutions balances on correspondent accounts
Credit institutions balances on correspondent accounts, Russia, RUR bln.
608.50 587.30 545.30 495.80 515.60 584.30 530.20
Credit institutions balances on correspondent accounts, Moscow, RUR bln.
449.30 437.80 394.90 359.70 381.50 430.00 367.60
Deposit deals
Bank deposits with CB, RUR bln.
312.50 308.90 341.60 377.30 378.00 334.10 364.60
Deposit rate, Tom-next, %
4.25 4.25 4.25 4.25 4.25 4.25 4.25
Deposit rate, Spot-next, %
4.25 4.25 4.25 4.25 4.25 4.25 4.25
Deposit rate, 1 week, %
4.75 4.75 4.75 4.75 4.75 4.75 4.75
Deposit rate, Spot-week, %
4.75 4.75 4.75 4.75 4.75 4.75 4.75
Deposit rate, Call Deposit, %
4.25 4.25 4.25 4.25 4.25 4.25 4.25
Direct REPO deals
Repo auctions with CB, RUR bln
33.57 64.70 75.47 107.28 79.53 24.94 26.06
Fixed rate on direct REPO deals, 1 day, %
  8.50 8.50 8.50 8.50 8.50 8.50
Fixed rate on direct REPO deals, 7 days, %
  8.50 8.50 8.50 8.50 8.50 8.50
Lombard loans and auctions
Lombard auction interest rates, 3 monthes, %
      8.88      
Arrears on lombard loans, RUR bln.
25.1517 24.9517 25.7743 25.6943 25.7143 25.9343 25.8258
Fixed-term rates on the Bank of Russia lombard loans, 1 day, %
8.50 8.50 8.50 8.50 8.50 8.50 8.50
Fixed-term rates on the Bank of Russia lombard loans, 7 days, %
8.50 8.50 8.50 8.50 8.50 8.50 8.50
Fixed-term rates on the Bank of Russia lombard loans, 30 days, %
8.50 8.50 8.50 8.50 8.50 8.50 8.50
Lombard auction interest rates, 2 weeks, %
      6.79      
Overnight loans
Arrears on overnight loans, RUR bln.
0.08 0.06 1.37 0.13 0.17 0.06 0.10
Overnight Credit, %
9.50 9.50 9.50 9.50 9.50 9.50 9.50
Unsecured loans
Total unsecured debt, RUR bln
210.06 211.06 208.69 218.69 220.27 227.58 227.58
Total amount of loans, RUR mln
      7 378.00 5 000.00    
Rate on unsecured loans, %
      11.52 12.24    
Currency swap
Swap difference USD/RUB
  0.0073 0.0073 0.0073 0.0218 0.0073 0.0146
Swap difference EUR/RUB
  0.0100 0.0100 0.0100 0.0299 0.0100 0.0100
Weighted average rates for interdealer REPO (MICEX)
Rates for interdealer REPO, 1day, %
  6.44 6.32 5.81 5.78   5.59
Rates for interdealer REPO, 2-7 days, %
  6.21 6.22 6.13 5.72 6.08 5.57
Rates for interdealer REPO, 8-14 days, %
  7.50 6.75        
Rates for interdealer REPO, over 14 days, %
            7.00
REPO rate indicators (Micex)
MICEX Bond Repo Rate ON, %
  6.20 6.07 5.81 5.74 5.66 5.62
MICEX Bond Repo Rate 7 days, %
  7.00 7.13 6.29 6.16 7.51 6.24
MICEX Bond Repo Rate 14 days, %
  7.01          
Arrears on other loans, RUR bln.
  327.35 328.91 330.12 328.94 329.42 332.41
Balance of Bank of Russia transactions (supply / withdrawal of liquidity)
-1.90 -15.70 -33.60 -3.20 38.20 -4.20 99.70
Total volume on intraday loans, RUR bln.
  58.34 63.49 61.16 110.17 69.25 96.07

Monthly Indexes

Òèï: Aug 2009 Jul 2009 Jun 2009 May 2009 Apr 2009 Mar 2009 Feb 2009
Promissory Note Market
Banking Bills, RUR bln. 
684.596 663.950 626.140 628.051 660.137 653.114 700.856
Discounted Bills (Total), RUR bln. 
186.808 184.760 167.772 210.649 209.808 201.560 207.924
Discounted Bills (Organizations), RUR bln. 
65.210 66.532 66.208 107.214 102.196 102.958 99.747
Saving (Deposit) Certificates
Deposit certificates, RUR bln. 
12.385 13.929 11.437 12.186 13.195 15.315 10.072
Savings certificates, RUR bln. 
15.894 15.935 16.049 16.146 16.116 16.323 16.002


World Indicators

Daily Indexes

Òèï: 20.11.2009 19.11.2009 18.11.2009 17.11.2009 16.11.2009 13.11.2009 12.11.2009
Treasuries
UST 10Y YTM
  3.33 3.36 3.32 3.34 3.42 3.43
Bund 10Y YTM
  3.27 3.29 3.28 3.32 3.38 3.36
Gilt 10Y YTM
  3.66 3.68 3.67 3.75 3.80 3.78
Japan 10Y YTM
  1.32 1.31 1.31 1.32 1.34 1.35
Swiss 10Y YTM 
  2.13 2.10 2.10 2.13 2.11 2.12
Show other indexes
LIBOR
3m LIBOR USD
            0.2725
3m LIBOR EUR
            0.6750
3m LIBOR GBP
            0.6125
3m LIBOR JPY
            0.3063
3m LIBOR CHF 
  0.2517 0.2533 0.2550 0.2550 0.2550 0.2550
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EURIBOR
6M EURIBOR
0.9870 0.9870 0.9870 0.9880 0.9880 0.9890 0.9910
Show other indexes
Swaps
10Y mid-swaps
    3.45 3.45 3.50 3.57 3.60
Show other indexes
CDS CMA
CDS 5Y Russia
  191.99 181.48 182.12 177.52 179.47 178.49
CDS 5Y Ukraine (EUR)
  1 556.65 1 533.38 1 486.34 1 462.05 1 401.15 1 384.92
CDS 5Y Kazakhstan
  236.66 233.85 236.90 239.19 239.80 243.02
Show other indexes
VIX Index, % 
  22.63 21.63 22.41 22.89 23.36 24.24
TED-spread
  26.00 25.00 22.00 21.00 22.00 21.00
UST10-TIPS10
  219.00 222.00 217.00 219.00 218.00 218.00

Periodic Indexes

Òèï: Current value Change Last date
Federal funds rate, %
0.25 -0.75 16.12.2008
ECB refinancing rate, %
1.00 -0.25 07.05.2009
BoE repo rate, %
0.50 -0.5 05.03.2009
BoJ Target call rate, %
0.10 -0.2 19.12.2008
BoJ discount rate, %
0.30 -0.2 19.12.2008
Swiss Bank’s rate (low), % 
0.00 0 12.03.2009
Swiss Bank’s rate (upper), % 
0.75 -0.25 12.03.2009


Commodities

Daily Indexes

Òèï: 20.11.2009 19.11.2009 18.11.2009 17.11.2009 16.11.2009 13.11.2009 12.11.2009
OIL
Brent Crude (ICE)
    79.47 78.97 78.76 76.31 76.77
Metals
Gold (USD/ounce, London)
1 140.00 1 135.50 1 149.00 1 134.75 1 130.00 1 104.00 1 114.75


CIS Bond Market statistics

Monthly Indexes

Òèï: Oct 2009 Sep 2009 Aug 2009 Jul 2009 Jun 2009 May 2009 Apr 2009
Domestic bond market (Russia)
GKO-OFS outst., RUR bln. 
1 372.86 1 308.75 1 195.86 1 144.51 1 115.05 1 095.22 1 091.77
Bank of Russia bonds outst, RUR bln. 
31.41 18.83 20.57 19.81 18.07 17.61 15.75
Muni bonds outst. Russia, RUR bln.
372.06 373.16 343.91 343.54 333.33 315.67 294.72
Corp. bonds outst. Russia, RUR bln.
2 328.94 2 294.57 2 219.57 2 134.54 2 047.36 1 855.24 1 837.72
Muni bonds new issuance, RUR bln.
0.00 21.46 4.93 7.74 21.21 8.32 23.00
Corp. bonds new issuance, RUR bln.
70.30 105.42 100.22 102.03 221.82 31.98 46.00
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Eurobond market (Russia)
Sovereign Eurobonds, USD bln. (Russia)
31.90 31.90 31.90 31.90 31.90 31.90 31.90
Muni Eurobonds, USD bln. (Russia)
1.39 1.38 1.34 1.32 1.32 1.31 1.25
Corp. Eurobonds, USD bln. (Russia)
104.72 104.27 105.28 105.67 102.32 100.17 100.01
New Eurobond issuance, USD bln. (Russia)
3.42 0.83 0.00 3.76 1.42 0.30 2.69
Show other indexes
Bond market (Ukraine)
Gov. bonds outst., USD bln. (Ukraine)
8.9385 8.6984 8.7204 5.4608 5.3020 5.0490 5.0034
Corp. bonds outst., USD bln. (Ukraine)
7.6039 7.6626 7.8288 7.9596 7.9658 8.0224 7.8330
Muni bonds outst, USD mln. (Ukraine)
75.7250 65.6429 65.8155 69.3427 73.8900 67.4384 67.2468
Eurobonds, USD bln. (Ukraine)
13.0124 13.1006 13.3291 14.0868 14.2906 14.2897 14.3411
New Eurobond issuance, USD bln. (Ukraine)
0.00 0.00 0.00 0.84 0.00 0.00 0.00
Bond market (Kazakhstan)
Eurobonds, USD bln. (Kazakhstan)
29.3658 29.5136 28.9193 28.8808 27.4803 27.4763 26.8075
New Eurobond issuance, USD bln. (Kazakhstan)
0.00 0.50 0.00 1.63 0.00 0.00 0.10
Gov. bonds outst., USD bln. (Kazakhstan)
9.3354 8.6080 8.5450 7.6690 7.3410 7.1626 6.9300
Corp. bonds outst., USD bln. (Kazakhstan)
8.0740 11.1650 8.0740 8.0190 11.2460 11.2470 8.2550
Bond market (Azerbaijan)
Gov. bonds outst., USD mln. (Azerbaijan)
210.6120 189.0668 195.7957 190.3357 224.8100 201.0500 216.8600
Corp. bonds outst., USD mln. (Azerbaijan)
95.3623 87.2116 83.4010 82.0680 67.6500 46.6700 46.5500
Bond market (Belarus)
Gov. bonds outst., USD bln. (Belarus)
1.3646 1.3778 1.3759 1.4243 1.4631 1.5332 1.5747


Macroeconomic Indicators (CIS)

Weekly Indexes

Òèï: 13.11.2009 06.11.2009 30.10.2009 23.10.2009 16.10.2009 09.10.2009 02.10.2009
Russia’s International Reserves (Weekly), USD bln.  
441.70 433.90 432.80 429.30 423.40 418.70 411.50

Monthly Indexes

Òèï: Oct 2009 Sep 2009 Aug 2009 Jul 2009 Jun 2009 May 2009 Apr 2009
Consumer Prices Indices (CPI, Kazakhstan)
Inflation (CPI) (monthly), %
100.40 100.40 102.00 103.00 100.40 100.70 100.80
Consumer Prices Indices (CPI, Ukraine)
Inflation (CPI) (monthly), %
99.10 99.20 99.80 99.90 101.10 100.50 100.90
Consumer Prices Indices (CPI, Russia)
Inflation (CPI) (year-to-date), % 
108.10 108.10 108.10 108.10 107.40 106.80 106.20
Inflation (CPI) (monthly), % 
100.00 100.00 100.00 100.60 100.60 100.60 100.70
Money Supply (M2), RUR bln. 
  13 649.50 13 305.00 13 121.00 13 161.00 12 861.10 12 339.10
Wide monetary base, RUR bln. 
5 023.50 4 803.70 4 921.60 4 850.50 4 967.60 4 712.30 4 483.50
Russia’s International Reserves, USD bln. 
434.43 413.45 409.60 401.98 412.59 404.17 383.91
Aggregate amount of the Reserve fund, RUR bln. 
2 242.09 2 298.00 2 706.82 2 811.34 2 957.54 3 127.93 3 551.47
Aggregate amount of the National wealth fund, RUR bln. 
2 712.56 2 764.00 2 863.08 2 858.70 2 813.94 2 784.14 2 869.44

Quarterly Indexes

Òèï: II 2009 I 2009 IV 2008 III 2008 II 2008 I 2008 IV 2007
Gross domestic product (GDP, Russia)
Nominal volume of GDP (in market prices), Quarter data, bln rubles 
9 326.40 8 482.80 10 944.20 11 639.50 10 193.30 8 891.00 9 692.30
Real GDP Indicator (YoY, Quarterly), % 
  90.20 101.20 106.00 107.50 108.70 109.00
Gross domestic product (GDP, Ukraine)
Real GDP Indicator (YoY, Quarterly), % 
  79.70 92.00 106.40 106.20 106.30 107.70
Gross domestic product (GDP, Kazakhstan)
Index of actual volume GDP (YoY, Quarterly), % 
97.70 97.80 103.30 104.00 105.70 106.10 108.90
CIS External Debt
Russia Gross External Debt, USD bln.
  450.798 483.456 548.199 535.728 484.571 471.022
Ukraine Gross External Debt, USD bln.
  99.159 101.654 102.439 94.868 87.802 79.956
Kazakhstan Gross External Debt, USD bln.
  105.101 107.813 106.064 101.414 99.165 96.914
Belarus Gross External Debt, USD bln.
  16.322 15.152 14.557 14.116 13.700 12.494
Show other indexes
CIS International Reserves
Russia International Reserves, USD bln.
395.969 368.145 412.548 542.839 555.182 498.890 466.750
Ukraine International Reserves, USD bln.
26.532 24.601 30.801 36.787 34.700 32.437 31.786
Kazakhstan International Reserves, USD bln.
16.391 16.755 17.871 19.927 19.082 17.234 15.777
Azerbaijan International Reserves, USD bln.
5.265 5.220 6.467 5.960 5.562 4.761 4.273
Belarus International Reserves, USD bln.
2.227 3.514 2.687 3.737 4.173 4.202 3.952

Yearly Indexes

Òèï: 2008 2007 2006 2005 2004 2003 2002
Gross domestic product (GDP, Russia)
Nominal volume of GDP (in market prices), Annual data, bln rubles 
41 668.00 33 111.40 26 903.50 21 625.40 17 048.10 13 243.20 10 830.50


Stock market (CIS)

Daily Indexes

Òèï: 20.11.2009 19.11.2009 18.11.2009 17.11.2009 16.11.2009 13.11.2009 12.11.2009
RTS
RTSI 
1 436 1 451 1 487 1 473 1 482 1 419 1 425
MICEX
MICEX 
1 334 1 336 1 372 1 354 1 365 1 310 1 316
Stock market (Kazakhstan, KASE)
KASE Index
1 771.71 1 807.69 1 806.54 1 765.43 1 742.73 1 698.47 1 719.51
RENCASIA 
  641.52 662.11 645.36 650.04 630.82 633.30
PFTS Index
624.66 634.81 639.44 637.29 638.53 636.90 641.17
Ukrainian exchange
1 543.63 1 561.08 1 585.04 1 581.35 1 592.62 1 551.54 1 583.61


Stock market (World)

Daily Indexes

Òèï: 20.11.2009 19.11.2009 18.11.2009 17.11.2009 16.11.2009 13.11.2009 12.11.2009
Stock market (Developed countries)
Dow Jones
  10 332 10 426 10 437 10 407 10 270 10 197
S&P 500
  1 095 1 110 1 110 1 109 1 093 1 087
NASDAQ Composite 
2 146.04 2 156.82 2 193.14 2 203.78 2 197.85 2 167.88 2 149.02
Nikkei 225
9 497.68 9 549.47 9 676.80 9 729.93 9 791.18 9 770.31 9 804.49
Show other indexes
Stock market (Emerging Markets)
FTSE Russia 
877.33 889.38 912.50 903.75 907.58 860.56 871.63


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