|
|
|
|
|
Bond market indices
Daily Indexes
|
351.28 |
351.13 |
350.86 |
|
350.66 |
350.66 |
350.57 |
|
105.55 |
105.53 |
105.48 |
|
105.49 |
105.52 |
105.51 |
|
|
IFX-Cbonds average effective yield
|
|
8.09 |
8.10 |
8.13 |
|
8.13 |
8.12 |
8.12 |
| Show other indexes |
|
259.31 |
259.12 |
259.25 |
|
259.07 |
258.43 |
258.63 |
|
|
Cbonds-Muni average effective yield
|
|
7.44 |
7.46 |
7.43 |
|
7.43 |
7.54 |
7.49 |
| Show other indexes |
|
|
Cbonds-GBI RU
|
|
141.02 |
141.08 |
141.74 |
|
141.63 |
141.51 |
141.60 |
|
6.64 |
6.62 |
6.52 |
|
6.52 |
6.54 |
6.52 |
|
|
Cbonds-GBI RU 1-3Y
|
|
130.59 |
130.62 |
130.66 |
|
130.62 |
130.62 |
130.65 |
|
|
Cbonds-GBI RU 1-3Y YTM eff |
|
5.99 |
5.96 |
5.94 |
|
5.92 |
5.92 |
5.89 |
|
|
Cbonds-GBI RU 3-5Y
|
|
139.04 |
139.22 |
139.57 |
|
139.22 |
139.05 |
139.05 |
|
|
Cbonds-GBI RU 3-5Y YTM eff |
|
6.19 |
6.14 |
6.06 |
|
6.12 |
6.15 |
6.15 |
|
|
Cbonds-GBI RU 5Y
|
|
152.14 |
152.13 |
153.36 |
|
153.39 |
153.23 |
153.42 |
|
6.86 |
6.85 |
6.73 |
|
6.72 |
6.73 |
6.71 |
| Show other indexes |
|
|
Euro-Cbonds Sovereign Russia
|
|
139.61 |
139.20 |
139.77 |
|
140.07 |
139.98 |
140.26 |
|
|
Euro-Cbonds Sovereign Russia YTM eff |
|
3.36 |
3.41 |
3.34 |
|
3.30 |
3.31 |
3.28 |
| Show other indexes |
|
|
Euro-Cbonds IG Russia
|
|
147.21 |
147.15 |
147.58 |
|
147.79 |
147.81 |
147.88 |
|
|
Euro-Cbonds IG Russia YTM eff |
|
4.02 |
4.02 |
3.96 |
|
3.93 |
3.92 |
3.91 |
| Show other indexes |
|
|
Euro-Cbonds IG 3Y Russia
|
|
124.73 |
124.69 |
124.77 |
|
124.71 |
124.67 |
124.67 |
|
|
Euro-Cbonds IG 3Y Russia YTM eff |
|
1.88 |
1.89 |
1.85 |
|
1.87 |
1.89 |
1.89 |
| Show other indexes |
|
|
Euro-Cbonds IG Russia RUB
|
|
113.56 |
113.64 |
113.57 |
|
113.47 |
113.46 |
113.41 |
|
|
Euro-Cbonds IG Russia RUB YTM eff |
|
7.04 |
7.02 |
7.03 |
|
7.03 |
7.03 |
7.04 |
| Show other indexes |
|
|
Euro-Cbonds NIG Russia
|
|
158.32 |
158.25 |
158.61 |
|
158.63 |
158.60 |
158.66 |
|
|
Euro-Cbonds NIG Russia YTM eff |
|
5.20 |
5.21 |
5.15 |
|
5.14 |
5.14 |
5.13 |
| Show other indexes |
|
|
Euro-Cbonds Sovereign Ukraine
|
|
135.49 |
135.52 |
135.36 |
|
134.19 |
133.17 |
132.91 |
|
|
Euro-Cbonds Sovereign Ukraine YTM eff |
|
6.90 |
6.89 |
6.91 |
|
7.10 |
7.28 |
7.32 |
| Show other indexes |
|
|
Euro-Cbonds Corporate Ukraine
|
|
173.18 |
173.21 |
173.13 |
|
173.00 |
172.91 |
172.91 |
|
|
Euro-Cbonds Corporate Ukraine YTM eff |
|
8.69 |
8.68 |
8.69 |
|
8.69 |
8.70 |
8.69 |
| Show other indexes |
|
|
Euro-Cbonds Corporate Kazakhstan
|
|
122.10 |
122.09 |
122.49 |
|
122.64 |
122.60 |
122.70 |
|
|
Euro-Cbonds Corporate Kazakhstan YTM eff |
|
4.67 |
4.67 |
4.60 |
|
4.57 |
4.57 |
4.55 |
| Show other indexes |
|
|
Euro-Cbonds Sovereign EM
|
|
137.60 |
137.74 |
138.02 |
|
138.33 |
138.21 |
138.25 |
|
|
Euro-Cbonds Sovereign EM YTM eff |
|
3.79 |
3.77 |
3.75 |
|
3.72 |
3.73 |
3.72 |
| Show other indexes |
|
|
MICEX CBI CP
|
|
93.68 |
93.66 |
93.66 |
|
93.64 |
93.61 |
93.71 |
|
|
MICEX CBI TR
|
|
233.32 |
233.22 |
233.16 |
|
232.95 |
232.83 |
233.02 |
|
|
MICEX CBI GP
|
|
95.51 |
95.47 |
95.48 |
|
95.39 |
95.34 |
95.41 |
| Show other indexes |
|
97.74 |
97.75 |
97.75 |
|
97.75 |
97.75 |
97.74 |
|
99.36 |
99.34 |
99.32 |
|
99.25 |
99.23 |
99.50 |
|
|
MICEX MBI TR
|
|
172.68 |
172.65 |
172.61 |
|
172.49 |
172.45 |
172.39 |
|
|
RGBI
|
|
139.29 |
139.37 |
140.50 |
|
140.60 |
140.45 |
140.68 |
|
324.48 |
324.61 |
327.13 |
|
327.16 |
326.76 |
327.22 |
|
6.80 |
6.79 |
6.65 |
|
6.63 |
6.65 |
6.63 |
| Show other indexes |
|
|
IBYR Composite - Exchange bond |
|
99.98 |
99.98 |
100.04 |
100.04 |
100.04 |
100.03 |
100.03 |
|
|
GBYR Composite - Index of gross revenue |
|
101.68 |
101.62 |
101.63 |
101.50 |
101.42 |
101.35 |
101.29 |
|
|
ITRBYR Composite - Index of total income |
|
101.73 |
101.66 |
101.61 |
101.46 |
101.39 |
101.33 |
101.26 |
|
|
AYS - Index of turnover, % |
|
27.51 |
26.08 |
38.91 |
|
27.62 |
31.85 |
21.09 |
|
31.88 |
29.97 |
48.68 |
|
31.88 |
31.05 |
24.84 |
|
27.51 |
26.08 |
44.48 |
|
27.62 |
42.28 |
21.99 |
|
27.51 |
26.08 |
43.89 |
|
27.62 |
42.66 |
22.54 |
|
|
DM - Duration to maturity, days |
|
136.25 |
64.27 |
215.33 |
|
948.23 |
601.02 |
278.19 |
|
|
Ibyr GOV - Short-term government bond price index
|
|
31.39 |
31.39 |
31.39 |
31.39 |
31.39 |
30.60 |
30.19 |
|
|
Gbyr GOV - Index of gross revenue of the short-term government bond market
|
|
31.40 |
31.41 |
31.40 |
31.40 |
31.40 |
30.61 |
30.20 |
|
|
ITRbyr GOV - Index of total income of the short-term government bond market
|
|
27.14 |
27.14 |
27.14 |
27.14 |
27.14 |
26.46 |
26.10 |
|
|
Integrated price of Govt Bonds, % of par value
|
|
|
|
|
|
|
91.44 |
87.00 |
|
|
Integrated YTM of Govt Bonds, %
|
|
|
|
|
|
|
14.98 |
23.82 |
|
|
Duration to maturity of Govt Bonds, day
|
|
|
|
|
|
|
228.00 |
229.00 |
|
|
Integrated REPO rate, %
|
|
|
|
|
|
|
18.00 |
18.00 |
|
|
REPO duration, days
|
|
|
|
|
|
|
22.00 |
23.00 |
|
|
EUROGOV® Germany 10+ Tîtal Return |
|
252.59 |
252.20 |
253.83 |
|
255.52 |
254.87 |
253.67 |
|
|
EUROGOV® France 10+ Tîtal Return |
|
237.61 |
237.19 |
238.66 |
|
239.22 |
238.00 |
236.55 |
| Show other indexes |
|
|
SBI Domestic Government AAA-BBB Total Return
|
|
203.56 |
203.49 |
|
|
203.83 |
203.75 |
203.65 |
|
|
SBI Domestic Government AAA-BBB Yield |
|
0.79 |
0.79 |
|
|
0.77 |
0.78 |
0.78 |
| Show other indexes |
|
Monthly Indexes
|
|
Yield of Government Short-term Bonds (Armenia), %
|
|
9.40 |
9.10 |
9.00 |
9.00 |
8.90 |
8.80 |
8.90 |
|
|
Yield of Government Midterm Bonds (Armenia),%
|
|
14.60 |
14.50 |
|
14.40 |
13.90 |
|
14.00 |
|
|
Yield of Government Long term Bonds (Armenia),%
|
|
15.50 |
|
16.10 |
15.50 |
|
16.10 |
15.40 |
|
CIS Bond Market statistics
Daily Indexes
|
|
Stock exchange turnover (Moscow Exchange, Moscow Exchange .NTM), GKO-OFZ, RUR bln |
|
36.29 |
24.77 |
17.52 |
|
22.18 |
20.16 |
25.92 |
|
|
Number of deals, muni bonds (Moscow Exchange, Moscow Exchange.NTM) |
|
623 |
429 |
297 |
|
319 |
259 |
318 |
|
|
Stock exchange turnover, muni bonds (Moscow Exchange, Moscow Exchange.NTM, SPCEX), RUR bln |
|
1.28 |
1.57 |
0.73 |
|
0.96 |
1.53 |
1.11 |
|
|
Number of deals, muni bonds (Moscow Exchange, Moscow Exchange.NTM, SPCEX) |
|
94 |
100 |
59 |
|
102 |
102 |
109 |
|
|
Stock exchange turnover, corporate bonds (Moscow Exchange, Moscow Exchange.NTM, SPCEX), RUR bln |
|
32.17 |
30.77 |
22.26 |
|
20.92 |
22.63 |
24.49 |
|
|
Number of deals, corporate bonds (Moscow Exchange, Moscow Exchange.NTM, SPCEX) |
|
1 785 |
1 364 |
1 202 |
|
1 326 |
1 348 |
1 267 |
| Show other indexes |
|
|
Trading volume of government bonds on the stock exchange, million BYR
|
|
|
|
|
|
|
2 024.557 |
7 759.305 |
|
|
Trading volume of corporate bonds (non-financial sector) on the stock exchange, million BYR
|
|
|
|
|
|
45 000.000 |
2 731.229 |
27 792.296 |
|
|
Trading volume of stock exchange bonds, million BYR
|
|
3 009.056 |
5 015.944 |
1 027.539 |
|
1 317.950 |
|
|
|
|
Trading volume of corporate bonds (non-financial sector) on OTC market, million BYR
|
|
172 238.183 |
14 996.469 |
13 213.652 |
10 795.440 |
366.000 |
7 435.544 |
39 071.998 |
| Show other indexes |
|
* |
* |
* |
* |
* |
* |
* |
|
|
OVGZ owned by NBU, UAH mln. |
|
* |
* |
* |
* |
* |
* |
* |
|
|
OVGZ owned by banks, UAH mln. |
|
* |
* |
* |
* |
* |
* |
* |
|
|
OVGZ owned by foreign institutions, UAH mln. |
|
* |
* |
* |
* |
* |
* |
* |
|
|
Volume of deals with short-term OVGZ on stock exchanges, number of bonds |
|
|
275 000 |
147 000 |
|
123 000 |
159 400 |
82 334 |
|
|
Number of deals with short-term OVGZ on stock exchanges |
|
|
11 |
10 |
|
12 |
20 |
11 |
|
|
Volume of deals with short-term OVGZ on OTC market, number of bonds |
|
|
61 100 |
82 000 |
|
105 000 |
70 500 |
68 090 |
|
|
Number of deals with short-term OVGZ on OTC market |
|
|
3 |
4 |
|
3 |
3 |
6 |
|
|
Volume of deals with mid-term OVGZ on stock exchanges, number of bonds |
|
|
413 498 |
258 068 |
|
1 063 970 |
212 650 |
343 200 |
|
|
Number of deals with mid-term OVGZ on stock exchanges |
|
|
25 |
13 |
|
24 |
30 |
22 |
|
|
Volume of deals with mid-term OVGZ on OTC market, number of bonds |
|
|
1 244 400 |
10 950 |
|
937 500 |
51 026 |
24 935 |
|
|
Number of deals with mid-term OVGZ on OTC market |
|
|
11 |
5 |
|
8 |
6 |
6 |
*The information is available only to "Cbonds-PRO CIS", "Cbonds-Premium", "Cbonds-PRO CIS Eng" subscribers. To subscribe go to the "Subscription" section.
|
Monthly Indexes
|
|
Government Debt (Sovereign Bonds), bln. Rub. |
|
4 007.43 |
3 883.86 |
3 932.29 |
3 985.52 |
4 064.29 |
3 977.21 |
3 930.85 |
|
3 309.88 |
3 186.31 |
3 194.74 |
3 217.99 |
3 296.73 |
3 209.66 |
3 163.30 |
|
|
GKO-OFZ auction results, bln. Rub. |
|
123.57 |
40.17 |
76.48 |
71.26 |
87.22 |
88.48 |
121.33 |
| Show other indexes |
|
|
Muni bonds outst. Russia, RUR bln. |
|
434.56 |
439.56 |
439.56 |
439.56 |
439.56 |
414.31 |
418.29 |
|
|
Number of regional and municipal bond issues |
|
90 |
89 |
89 |
89 |
89 |
82 |
96 |
|
|
Number of regional and municipal bond issuers |
|
40 |
40 |
40 |
40 |
40 |
35 |
35 |
|
|
Muni bonds new issuance, RUR bln. |
|
12.75 |
0.00 |
0.00 |
0.00 |
36.16 |
14.82 |
19.91 |
|
|
Number of new issues, Muni bonds |
|
4 |
0 |
0 |
0 |
12 |
3 |
3 |
| Show other indexes |
|
|
Corp. bonds outst. Russia, RUR bln. |
|
4 503.46 |
4 444.73 |
4 400.94 |
4 217.99 |
4 165.75 |
4 056.96 |
4 094.64 |
|
|
Banks and financial institutions, RUR bln. |
|
2 035.58 |
1 993.62 |
1 969.33 |
1 915.08 |
1 880.51 |
1 813.73 |
1 838.10 |
|
|
Number of issuers, Corp. bonds |
|
347 |
345 |
340 |
342 |
342 |
338 |
340 |
|
|
Number of issues, corp. bonds |
|
952 |
936 |
925 |
890 |
884 |
859 |
854 |
|
|
Corp. bonds outst. Russia (public issues) , RUR bln. |
|
4 133.24 |
4 076.56 |
4 008.08 |
3 828.13 |
3 774.45 |
3 683.03 |
3 726.86 |
|
|
Corp. bonds new issuance, RUR bln |
|
138.22 |
122.12 |
243.02 |
68.07 |
171.08 |
48.71 |
292.41 |
|
|
Number of new issues, Corp. bonds |
|
32 |
23 |
49 |
10 |
39 |
18 |
47 |
| Show other indexes |
|
|
Volume of securitization market (at face value), RUR bln |
|
211.47 |
205.67 |
193.02 |
193.51 |
195.09 |
172.25 |
169.61 |
|
|
Volume of mortgage-backed bonds (at face value), RUR bln |
|
203.70 |
193.57 |
181.29 |
182.38 |
180.95 |
152.25 |
143.62 |
|
|
Volume of new offerings of mortgage-backed bonds, RUR bln |
|
8.00 |
13.42 |
0.00 |
0.00 |
35.13 |
8.63 |
0.00 |
|
|
Number of new tranches of mortgage-backed bonds |
|
3 |
4 |
0 |
0 |
11 |
5 |
0 |
|
|
Volume of securitization market (Eurobonds, at face value), USD mln |
|
1 787.312 |
1 778.260 |
1 787.884 |
1 805.098 |
1 879.987 |
1 868.222 |
2 031.044 |
| Show other indexes |
|
|
Sovereign Eurobonds, USD bln (Russia) |
|
* |
* |
* |
* |
* |
* |
* |
|
|
Muni Eurobonds, USD bln (Russia) |
|
* |
* |
* |
* |
* |
* |
* |
|
|
Corp. Eurobonds, USD bln (Russia) |
|
* |
* |
* |
* |
* |
* |
* |
|
|
New Eurobond issuance, USD bln (Russia) |
|
* |
* |
* |
* |
* |
* |
* |
| Show other indexes |
|
|
Stock exchange turnover, government bonds (Moscow Exchange, Moscow Exchange.NTM), RUR bln |
|
613.15 |
446.30 |
603.47 |
502.03 |
538.07 |
497.26 |
666.31 |
|
|
Number of deals, government bonds (Moscow Exchange, Moscow Exchange.NTM) |
|
8 902 |
7 071 |
7 314 |
6 397 |
6 991 |
6 677 |
9 276 |
|
|
Stock exchange turnover, corporate bonds (Moscow Exchange, SPICEX, Moscow Exchange.NTM), RUR bln |
|
670.45 |
658.26 |
524.37 |
464.59 |
666.17 |
473.46 |
741.76 |
|
|
Stock exchange turnover, muni bonds (Moscow Exchange, SPICEX and Moscow Exchange.NTM), RUR bln |
|
43.62 |
27.86 |
39.97 |
58.04 |
73.86 |
34.41 |
31.24 |
| Show other indexes |
|
|
Gov. bonds outst., USD bln (Ukraine) |
|
* |
* |
* |
* |
* |
* |
* |
|
|
Corp. bonds outst., USD bln (Ukraine) |
|
* |
* |
* |
* |
* |
* |
* |
|
|
Muni bonds outst, USD mln (Ukraine) |
|
* |
* |
* |
* |
* |
* |
* |
|
|
Primary placement of UAH and Indexed OVGZ, UAH mln |
|
|
* |
* |
* |
* |
* |
* |
|
|
Primary placement of USD OVGZ, USD mln |
|
|
* |
* |
* |
* |
* |
* |
|
|
Primary placement of government bonds (EUR), EUR mln |
|
|
* |
* |
* |
* |
* |
* |
|
|
OTC turnover, corporate bonds (NRD), RUR bln |
|
|
|
|
|
157.63 |
106.02 |
94.66 |
|
|
OTC turnover, municipal bonds (NRD), RUR bln |
|
|
|
|
|
18.17 |
15.88 |
7.85 |
| Show other indexes |
|
|
Eurobonds, USD bln. (Kazakhstan) |
|
27.3884 |
23.7877 |
23.2208 |
23.6187 |
23.6530 |
29.9000 |
30.6061 |
|
|
New Eurobond issuance, USD bln (Kazakhstan) |
|
3.10 |
0.05 |
0.43 |
0.00 |
1.25 |
1.86 |
0.00 |
|
|
Gov. bonds outst., USD bln (Kazakhstan) |
|
20.2909 |
21.8780 |
21.6907 |
21.2627 |
22.1055 |
22.5888 |
21.7392 |
|
|
Corp. bonds outst., USD bln (Kazakhstan) |
|
19.3911 |
19.3487 |
18.3477 |
18.2312 |
18.1645 |
17.9884 |
17.9897 |
|
|
Corp. bonds outst., USD mln (Belarus) |
|
7 459.66 |
7 484.69 |
7 478.60 |
7 149.21 |
7 089.89 |
7 048.06 |
6 973.80 |
|
|
Municipal bonds outst., USD mil (Belarus) |
|
911.25 |
859.14 |
865.27 |
901.48 |
923.70 |
926.87 |
932.30 |
|
|
Gov. bonds outst., USD mil (Belarus) |
|
1 791.90 |
1 808.75 |
1 836.67 |
1 839.03 |
1 851.91 |
453.65 |
458.66 |
|
|
Eurobonds, USD mil (Belarus) |
|
1 900.00 |
1 900.00 |
1 900.00 |
1 900.00 |
1 900.00 |
1 900.00 |
1 900.00 |
|
|
Trade volume on PFTS (UAH), mln UAH |
|
2 398.79 |
4 283.98 |
1 827.01 |
1 467.92 |
|
|
|
|
|
Trade volume on UX (UAH), mln UAH |
|
108.69 |
2.18 |
4.27 |
4.88 |
|
|
|
|
|
Trade volume on SE Perspektiva (UAH), mln UAH |
|
10 964.33 |
12 732.34 |
5 347.64 |
3 423.35 |
|
|
|
|
|
Gov. bonds outst., USD mln (Azerbaijan) |
|
298.13 |
310.92 |
313.22 |
326.13 |
325.91 |
277.05 |
274.43 |
|
|
Gov. bonds outst., USD mln (Armenia) |
|
440.72 |
439.88 |
477.80 |
500.06 |
511.28 |
512.03 |
519.22 |
|
|
Gov. bonds outst., USD mil (Georgia) |
|
385.02 |
395.74 |
407.90 |
416.90 |
423.27 |
419.90 |
416.82 |
|
|
Gov. bonds outst., USD mln (Kyrgyz Republic) |
|
96.06 |
98.90 |
99.74 |
101.76 |
105.02 |
145.76 |
131.84 |
|
|
Gov. bonds outst., USD mln (Moldova) |
|
125.55 |
152.23 |
191.87 |
236.91 |
290.88 |
311.67 |
323.63 |
|
|
Gov. bonds outst., USD mln (Mongolia) |
|
99.73 |
99.73 |
99.73 |
104.04 |
104.04 |
112.28 |
133.66 |
|
|
Gov. bonds outst., USD mln (Uzbekistan) |
|
7.80 |
7.80 |
7.80 |
7.80 |
7.80 |
7.80 |
9.60 |
|
|
Corp. bonds outst., USD mln (Azerbaijan) |
|
536.46 |
521.81 |
522.45 |
521.42 |
503.21 |
477.01 |
483.27 |
|
|
Corp. bonds outst., USD mln (Armenia) |
|
15.33 |
15.19 |
16.58 |
10.33 |
10.40 |
9.66 |
9.66 |
|
|
Eurobonds, USD bln (Ukraine) |
|
29.7730 |
27.6861 |
25.4896 |
24.4795 |
23.9607 |
23.3917 |
22.4478 |
|
|
Gov. eurobonds, USD bln (Ukraine) |
|
15.3400 |
14.0690 |
14.0851 |
13.1146 |
13.0919 |
13.0783 |
11.8279 |
|
|
Muni eurobonds, USD bln (Ukraine) |
|
0.5500 |
0.5500 |
0.5500 |
0.5500 |
0.5500 |
0.5500 |
0.8000 |
|
|
Corp eurobonds, USD bln. (Ukraine) |
|
13.8605 |
13.0447 |
10.8320 |
10.7924 |
10.2963 |
9.7409 |
9.7973 |
|
|
New Eurobond issuance, USD bln (Ukraine) |
|
1.80 |
2.31 |
1.18 |
0.50 |
0.55 |
1.25 |
0.00 |
*The information is available only to "Cbonds-PRO CIS", "Cbonds-Premium", "Cbonds-PRO CIS Eng" subscribers. To subscribe go to the "Subscription" section.
|
Statistics of overdue commitments (bonds, Russia)
Yearly Indexes
|
9 |
40 |
118 |
181 |
24 |
4 |
|
|
6 |
19 |
41 |
49 |
2 |
2 |
|
|
0 |
7 |
25 |
62 |
25 |
3 |
|
|
0 |
1 |
1 |
7 |
4 |
1 |
|
|
|
Technical default on coupon |
|
0 |
3 |
12 |
22 |
17 |
2 |
|
|
|
Technical default on redemption |
|
0 |
1 |
6 |
1 |
5 |
1 |
|
|
15 |
71 |
203 |
322 |
77 |
13 |
|
|
13 400.00 |
52 679.20 |
169 646.40 |
263 798.00 |
37 700.00 |
1 400.00 |
|
|
8 907.50 |
29 078.60 |
56 307.00 |
63 528.00 |
2 700.00 |
925.50 |
|
|
0.00 |
14 000.00 |
56 219.60 |
110 600.00 |
34 100.00 |
900.00 |
|
|
0.00 |
1 000.00 |
1 000.00 |
13 700.00 |
13 000.00 |
150.00 |
|
|
|
Technical default on coupon |
|
0.00 |
2 599.00 |
12 736.00 |
30 907.60 |
25 500.00 |
1 900.00 |
|
|
|
Technical default on redemption |
|
0.00 |
1 320.00 |
3 287.00 |
1 500.00 |
4 100.00 |
1 500.00 |
|
|
22 307.50 |
100 676.80 |
299 196.00 |
484 033.60 |
117 100.00 |
6 775.50 |
|
|
1 829.62 |
1 322.92 |
7 432.50 |
13 259.39 |
1 798.13 |
88.19 |
|
|
366.84 |
4 645.40 |
27 603.02 |
49 582.66 |
1 350.00 |
925.50 |
|
|
0.00 |
201.32 |
10 896.67 |
54 300.99 |
24 779.32 |
0.00 |
|
|
0.00 |
229.28 |
649.00 |
4 396.76 |
5 002.94 |
0.00 |
|
|
|
Technical default on coupon |
|
0.00 |
14.96 |
426.93 |
1 119.79 |
1 594.10 |
70.43 |
|
|
|
Technical default on redemption |
|
0.00 |
19.47 |
141.32 |
1 500.00 |
3 140.40 |
1 500.00 |
|
|
2 196.46 |
6 433.34 |
47 149.44 |
124 159.59 |
37 664.90 |
2 584.11 |
|
|
European govt Bond market statistics
Periodic Indexes
|
|
Austrian govt Bonds outst., EUR bln (without Bills) |
|
187.50 |
4.5 |
30.04.2013 |
|
|
Belgian govt Bonds outst., EUR bln (without Bills) |
|
273.25 |
7.47 |
30.04.2013 |
|
|
German govt Bonds outst., EUR bln (without Bills) |
|
1 051.85 |
-12 |
30.04.2013 |
|
|
Dutch govt Bonds outst., EUR bln (without Bills) |
|
306.98 |
2.03 |
30.04.2013 |
|
|
French govt Bonds outst., EUR bln (without Bills) |
|
1 247.88 |
-5.37 |
30.04.2013 |
|
|
Finnish govt Bonds outst., EUR bln (without Bills) |
|
69.50 |
0 |
30.04.2013 |
|
|
Greek govt Bonds outst., EUR bln (without Bills) |
|
124.77 |
0 |
30.04.2013 |
|
|
Irish govt Bonds outst., EUR bln (without Bills) |
|
88.49 |
-8.17 |
30.04.2013 |
|
|
Italian govt Bonds outst., EUR bln (without Bills) |
|
1 420.90 |
-7.15 |
30.04.2013 |
|
|
Portuguese govt Bonds outst., EUR bln (without Bills) |
|
96.23 |
0 |
30.04.2013 |
|
|
Spanish govt Bonds outst., EUR bln (without Bills) |
|
547.76 |
-2.18 |
30.04.2013 |
|
Interbank market
Daily Indexes
|
|
RuRepo - ON
|
|
6.40 |
6.44 |
6.44 |
6.45 |
|
6.40 |
6.41 |
|
|
RuRepo - 1W
|
|
6.58 |
6.63 |
6.61 |
6.59 |
|
6.53 |
6.56 |
|
|
RuRepo - 2W
|
|
6.86 |
6.95 |
6.94 |
6.76 |
|
6.73 |
6.83 |
|
|
RuRepo - 1M
|
|
7.04 |
7.13 |
7.18 |
6.94 |
|
6.89 |
6.99 |
|
|
MOSPRIME O/N
|
|
6.50 |
6.50 |
6.50 |
6.50 |
|
6.50 |
6.50 |
|
|
MOSPRIME 1W
|
|
6.60 |
6.57 |
6.56 |
6.54 |
|
6.55 |
6.56 |
|
|
MOSPRIME 2W
|
|
6.63 |
6.60 |
6.60 |
6.59 |
|
6.61 |
6.59 |
|
|
MOSPRIME 1M
|
|
6.74 |
6.71 |
6.72 |
6.70 |
|
6.66 |
6.65 |
|
|
MOSPRIME 2M
|
|
6.88 |
6.88 |
6.84 |
6.82 |
|
6.79 |
6.81 |
|
|
MOSPRIME 3M
|
|
7.19 |
7.19 |
7.19 |
7.16 |
|
7.14 |
7.16 |
|
|
MOSPRIME 6M
|
|
7.34 |
7.34 |
7.34 |
7.34 |
|
7.36 |
7.38 |
|
|
5.83 |
5.81 |
5.86 |
|
5.74 |
5.77 |
|
|
MIBOR - 1 day
|
|
|
6.43 |
6.42 |
6.44 |
|
6.35 |
6.41 |
|
|
6.37 |
6.40 |
6.38 |
|
6.33 |
6.35 |
| Show other indexes |
|
|
MIACR turnover, 1 day, RUR bln |
|
|
214.18 |
188.68 |
200.89 |
|
226.50 |
222.96 |
| Show other indexes |
|
|
MIACR-IG: 1 day
|
|
|
6.15 |
6.17 |
6.22 |
|
6.19 |
6.17 |
| Show other indexes |
|
|
MIACR-IG turnover, 1 day, RUR bln |
|
|
65.27 |
32.48 |
60.46 |
|
76.24 |
68.99 |
| Show other indexes |
|
|
MIACR-B - 1 day
|
|
|
|
6.37 |
6.37 |
|
6.36 |
6.30 |
| Show other indexes |
|
|
MIACR turnover, 1 daó, RUR bln
|
|
|
|
10.00 |
10.64 |
|
8.81 |
9.15 |
| Show other indexes |
|
3.75 |
3.75 |
3.75 |
3.75 |
|
3.75 |
3.75 |
| Show other indexes |
|
|
Average interest rate of interbank loans, total, %
|
|
|
17.6 |
17.6 |
17.5 |
17.5 |
17.5 |
17.6 |
|
|
Average interest rate of 1-day interbank loans, %
|
|
|
17.6 |
17.5 |
17.4 |
17.5 |
17.5 |
17.5 |
|
|
Average interest rate of 4 to 7 day interbank loans, %
|
|
|
0.0 |
16.0 |
18.5 |
|
|
|
|
|
Average interest rate of interbank USD loans, total, %
|
|
|
1.7 |
1.6 |
2.0 |
|
0.9 |
1.5 |
|
|
Average interest rate of 1-day interbank USD loans, %
|
|
|
0.7 |
0.9 |
0.9 |
|
|
0.9 |
|
|
Average interest rate of 4 to 7 day interbank USD loans, %
|
|
|
2.4 |
0.8 |
2.0 |
|
0.9 |
2.2 |
|
|
Average trading volume of interbank loans, total, BYR mn
|
|
|
285 490.0 |
322 268.0 |
330 720.0 |
202 500.0 |
338 280.0 |
405 950.0 |
|
|
Average trading volume of 1-day interbank loans, BYR mn
|
|
|
285 490.0 |
289 900.0 |
301 720.0 |
190 500.0 |
100 500.0 |
385 250.0 |
|
|
Average trading volume of 4 to 7-day interbank loans, BYR mn
|
|
|
0.0 |
588.0 |
20 000.0 |
|
|
|
|
|
Average trading volume of interbank loans, total, USD th
|
|
|
229 299.7 |
234 185.5 |
333 893.8 |
|
213 925.1 |
205 464.6 |
|
|
Average trading volume of 1-day interbank loans, USD th
|
|
|
169 562.4 |
162 900.3 |
213 200.8 |
|
|
158 622.3 |
|
|
Average trading volume of 4 to 7-day interbank loans, USD th
|
|
|
8 700.0 |
26 349.1 |
800.0 |
|
43 000.0 |
9 704.6 |
| Show other indexes |
|
|
TIBR1, %
|
|
|
|
4.00 |
3.94 |
|
4.24 |
4.21 |
|
|
TIBR7, %
|
|
|
|
4.00 |
|
|
|
4.25 |
|
10.38 |
|
10.38 |
9.90 |
|
9.90 |
9.88 |
|
11.10 |
|
11.10 |
10.75 |
|
10.75 |
11.10 |
|
|
6.44 |
6.44 |
6.44 |
|
6.44 |
6.44 |
|
|
2.73 |
2.73 |
2.73 |
|
2.73 |
2.73 |
| Show other indexes |
|
|
0.083 |
0.076 |
0.069 |
|
0.066 |
0.082 |
|
0.018 |
0.019 |
0.017 |
0.018 |
|
0.020 |
0.020 |
|
0.012 |
0.012 |
0.012 |
0.013 |
|
0.013 |
0.013 |
|
0.003 |
0.000 |
0.003 |
0.005 |
|
0.005 |
0.006 |
|
-0.010 |
-0.011 |
-0.010 |
-0.005 |
|
-0.004 |
-0.002 |
|
-0.019 |
-0.016 |
-0.016 |
-0.014 |
|
-0.013 |
-0.009 |
| Show other indexes |
|
0.081 |
0.079 |
0.079 |
0.079 |
|
0.080 |
0.080 |
|
0.076 |
0.075 |
0.075 |
0.075 |
|
0.076 |
0.078 |
|
0.053 |
0.052 |
0.046 |
0.045 |
|
0.043 |
0.056 |
|
0.043 |
0.047 |
0.039 |
0.033 |
|
0.030 |
0.046 |
|
0.081 |
0.094 |
0.082 |
0.065 |
|
0.062 |
0.087 |
| Show other indexes |
|
3.58 |
3.50 |
3.50 |
3.50 |
|
3.50 |
3.50 |
|
Currencies
Daily Indexes
|
|
USD/RUR
|
|
|
31.2280 |
31.1770 |
31.3406 |
31.3931 |
|
31.4166 |
|
|
EUR/RUR
|
|
|
40.3372 |
40.1903 |
40.2633 |
40.3747 |
|
40.4175 |
|
|
Dual-currency basket/RUR
|
|
|
35.3271 |
35.2330 |
35.3558 |
35.4348 |
|
35.4670 |
| Show other indexes |
|
|
RUB/BYR
|
|
|
|
|
276.00 |
276.00 |
276.00 |
276.50 |
|
|
8 690.00 |
8 680.00 |
8 650.00 |
8 670.00 |
8 670.00 |
8 680.00 |
|
|
11 230.00 |
11 190.00 |
11 120.00 |
11 150.00 |
11 150.00 |
11 160.00 |
|
|
USD/AZN
|
|
|
0.7846 |
0.7847 |
0.7847 |
0.7847 |
|
0.7847 |
|
|
USD/AMD
|
|
|
414.82 |
416.15 |
417.08 |
417.16 |
417.05 |
417.15 |
|
|
USD/GEL
|
|
|
1.63 |
1.64 |
1.64 |
1.64 |
|
1.64 |
|
|
USD/KGS
|
|
|
48.2899 |
48.2890 |
48.2900 |
48.2827 |
|
48.2320 |
|
|
USD/MDL
|
|
|
12.5176 |
12.4731 |
12.4040 |
12.3775 |
|
12.3066 |
| Show other indexes |
|
|
EUR/USD
|
|
|
1.2906 |
1.2842 |
1.2900 |
1.2889 |
|
1.2828 |
|
|
101.59 |
102.99 |
102.55 |
102.27 |
|
103.18 |
|
|
0.9693 |
0.9781 |
0.9701 |
0.9657 |
|
0.9733 |
|
|
1.5072 |
1.5036 |
1.5153 |
1.5266 |
|
1.5168 |
|
|
8.1605 |
8.1600 |
8.1635 |
8.1600 |
|
8.1545 |
|
|
0.2595 |
0.2616 |
0.2612 |
0.2606 |
|
0.2597 |
|
|
10.5238 |
10.5476 |
10.5043 |
10.4913 |
|
10.4606 |
|
|
7.9930 |
7.9930 |
7.9930 |
7.9930 |
7.9930 |
7.9930 |
|
|
10.3294 |
10.2838 |
10.2734 |
10.2862 |
10.2862 |
10.3030 |
|
|
0.2560 |
0.2564 |
0.2550 |
0.2546 |
0.2546 |
0.2544 |
| Show other indexes |
|
150.79 |
150.81 |
150.84 |
150.95 |
150.95 |
|
151.10 |
|
4.80 |
4.83 |
4.83 |
4.83 |
4.80 |
|
4.81 |
|
194.4300 |
195.0400 |
194.0900 |
194.2700 |
194.1700 |
|
194.4200 |
|
|
EUR/BGN
|
|
|
1.9558 |
1.9558 |
1.9558 |
1.9558 |
|
1.9558 |
|
|
EUR/CHF
|
|
|
1.2486 |
1.2599 |
1.2476 |
1.2460 |
|
1.2449 |
|
|
EUR/CZK
|
|
|
26.094 |
26.069 |
26.098 |
26.121 |
|
25.989 |
|
|
EUR/DKK
|
|
|
7.4541 |
7.4535 |
7.4527 |
7.4528 |
|
7.4524 |
|
|
EUR/GBP
|
|
|
0.85515 |
0.85570 |
0.84910 |
0.84560 |
|
0.84475 |
|
|
EUR/HRK
|
|
|
7.5765 |
7.5745 |
7.5713 |
7.5710 |
|
7.5710 |
|
|
EUR/HUF
|
|
|
292.18 |
289.06 |
290.42 |
289.99 |
|
290.56 |
|
|
EUR/LTL
|
|
|
3.4528 |
3.4528 |
3.4528 |
3.4528 |
|
3.4528 |
|
|
EUR/LVL
|
|
|
0.7005 |
0.7002 |
0.6999 |
0.6997 |
|
0.6993 |
|
|
EUR/NOK
|
|
|
7.5340 |
7.4650 |
7.5065 |
7.5143 |
|
7.5393 |
|
|
EUR/PLN
|
|
|
4.2092 |
4.1784 |
4.1898 |
4.1821 |
|
4.1704 |
|
|
EUR/RON
|
|
|
4.3655 |
4.3479 |
4.3493 |
4.3473 |
|
4.3370 |
|
|
EUR/SEK
|
|
|
8.5943 |
8.5451 |
8.5600 |
8.5754 |
|
8.5922 |
|
|
EUR/TRY
|
|
|
2.3872 |
2.3791 |
2.3788 |
2.3736 |
|
2.3646 |
|
|
EUR/USD
|
|
|
1.2888 |
1.2923 |
1.2866 |
1.2853 |
|
1.2869 |
| Show other indexes |
|
Money market
Daily Indexes
|
|
910.60 |
1 052.90 |
984.46 |
995.45 |
|
1 008.24 |
|
|
Credit institutions balances on correspondent accounts, Russia, RUR bln.
|
|
|
910.60 |
924.90 |
867.00 |
892.20 |
|
904.30 |
|
|
Credit institutions balances on correspondent accounts, Moscow, RUR bln.
|
|
|
726.50 |
731.10 |
673.60 |
708.10 |
|
705.20 |
|
|
Bank deposits with CB, RUR bln.
|
|
|
|
128.00 |
117.46 |
103.25 |
|
103.94 |
|
|
Change in general government accounts with the CBR and other items net, RUR b
|
|
|
|
-30.05 |
19.44 |
-110.10 |
|
35.57 |
|
|
Balance of Bank of Russia transactions (supply / withdrawal of liquidity)
|
|
|
|
-208.70 |
-289.30 |
-227.70 |
|
-337.20 |
|
|
CBR net operations to provide and absorb liquidity, RUR b
|
|
|
|
15.12 |
21.62 |
63.19 |
|
-9.20 |
|
|
CBR interventions on the domestic FX market, RUR b
|
|
|
|
0.00 |
0.00 |
0.00 |
|
0.00 |
|
|
Change in required reserve accounts with the CBR, RUR b
|
|
|
|
-9.41 |
-0.37 |
0.00 |
|
0.00 |
|
|
Change in cash in circulation, RUR b
|
|
|
|
10.04 |
17.20 |
21.71 |
|
-38.46 |
|
|
1 970.97 |
1 917.75 |
1 907.88 |
1 968.00 |
|
1 966.58 |
|
|
0.40 |
0.91 |
0.03 |
0.00 |
|
0.22 |
|
|
Repo auctions with CB, RUR bln |
|
|
262.69 |
270.97 |
1 961.01 |
320.51 |
|
371.05 |
|
|
Fixed rate on direct REPO deals, 1 day, % |
|
|
|
|
|
5.50 |
|
5.50 |
|
|
Fixed rate on direct REPO deals, 7 days, % |
|
|
|
|
|
5.50 |
|
5.50 |
|
0.0056 |
0.0056 |
0.0056 |
0.0056 |
0.0167 |
|
0.0056 |
|
0.0072 |
0.0072 |
0.0072 |
0.0072 |
0.0216 |
|
0.0072 |
|
|
MICEX Bond Repo Rate ON, %
|
|
|
|
6.25 |
6.24 |
6.26 |
|
6.26 |
|
|
MICEX Bond Repo Rate 7 days, %
|
|
|
|
6.09 |
6.56 |
6.55 |
|
7.26 |
|
|
MICEX Bond Repo Rate 14 days, %
|
|
|
|
|
5.75 |
|
|
|
|
|
|
391.000 |
392.000 |
393.000 |
|
452.000 |
|
|
|
786.000 |
787.000 |
788.000 |
|
785.000 |
|
|
|
1 775.000 |
1 829.000 |
1 734.000 |
|
1 725.000 |
|
|
|
3 310.000 |
3 321.000 |
3 388.000 |
|
3 424.000 |
|
|
|
0.000 |
4 902.000 |
4 929.000 |
|
4 914.000 |
|
|
|
9 590.000 |
9 472.000 |
9 532.000 |
|
9 539.000 |
|
|
RUONIA rate, %
|
|
|
|
6.32 |
6.34 |
6.33 |
|
6.28 |
|
|
The volume of transactions, bln Rub.
|
|
|
|
60.90 |
39.75 |
82.85 |
|
113.90 |
|
|
ROISfix 1W
|
|
|
6.33 |
6.30 |
6.31 |
6.33 |
|
6.30 |
|
|
ROISfix 2W
|
|
|
6.32 |
6.28 |
6.31 |
6.33 |
|
6.31 |
|
|
ROISfix 1M
|
|
|
6.21 |
6.20 |
6.20 |
6.22 |
|
6.17 |
|
|
ROISfix 2M
|
|
|
6.16 |
6.14 |
6.14 |
6.15 |
|
6.11 |
|
|
ROISfix 3M
|
|
|
6.08 |
6.06 |
6.06 |
6.07 |
|
6.05 |
|
|
ROISfix 6M
|
|
|
5.96 |
5.95 |
5.96 |
5.97 |
|
5.96 |
|
|
|
* |
* |
* |
|
* |
|
|
|
|
* |
* |
|
* |
|
|
|
* |
* |
* |
|
* |
|
|
|
* |
* |
* |
|
* |
|
|
Lombard auction interest rates, 3 monthes, % |
|
|
|
|
|
6.54 |
|
|
|
|
Arrears on lombard loans, RUR bln.
|
|
|
8.2267 |
6.9677 |
6.6920 |
6.7420 |
|
6.6920 |
|
|
Fixed-term rates on the Bank of Russia lombard loans, 1 day, %
|
|
|
|
|
|
6.50 |
|
6.50 |
|
|
Fixed-term rates on the Bank of Russia lombard loans, 7 days, %
|
|
|
6.50 |
6.50 |
6.50 |
6.50 |
|
6.50 |
|
|
Fixed-term rates on the Bank of Russia lombard loans, 30 days, %
|
|
|
6.50 |
6.50 |
6.50 |
6.50 |
|
6.50 |
|
|
Total unsecured debt, RUR bln |
|
|
0.00 |
0.00 |
0.00 |
0.00 |
|
0.00 |
|
|
|
* |
* |
* |
|
* |
|
|
|
* |
* |
* |
|
* |
|
|
|
* |
* |
* |
|
* |
|
|
|
* |
* |
* |
|
* |
|
|
|
* |
* |
* |
|
* |
|
|
|
|
4.50 |
4.50 |
|
4.50 |
|
|
Deposit rate, Tom-next, %
|
|
|
|
|
4.50 |
4.50 |
|
4.50 |
|
|
Deposit rate, Spot-next, %
|
|
|
|
|
4.50 |
4.50 |
|
4.50 |
|
|
Deposit rate, Call Deposit, %
|
|
|
|
|
4.50 |
4.50 |
|
4.50 |
|
|
Overnight rate for unsecured loans,% (Ukraine) |
|
|
10.50 |
10.50 |
|
|
|
10.50 |
|
|
Overnight rate for loans backed by government securities,% (Ukraine) |
|
|
8.50 |
8.50 |
|
|
|
8.50 |
|
|
Arrears on overnight loans, RUR bln.
|
|
|
0.16 |
1.86 |
0.05 |
0.06 |
|
0.02 |
|
|
Loans secured by gold
|
|
|
1 200.00 |
1 200.00 |
1 200.00 |
1 200.00 |
|
1 200.00 |
|
|
Rate of loans for individuals in UAH (without overdrafts), % |
|
|
|
|
24.2 |
23.7 |
27.7 |
25.9 |
|
|
Rate of loans for individuals in foreign currencies (without overdrafts), % |
|
|
|
|
7.5 |
0.0 |
0.0 |
6.8 |
|
|
Rate of loans for legal entities in UAH (without overdrafts), % |
|
|
|
|
14.2 |
12.8 |
14.0 |
14.2 |
|
|
Rate of loans for legal entities in foreign currencies (without overdrafts), % |
|
|
|
|
9.2 |
9.2 |
12.6 |
10.2 |
|
|
Rate of deposits for individuals in UAH (without overdrafts), % |
|
|
|
|
18.0 |
18.3 |
18.8 |
18.0 |
|
|
Rate of deposits for individuals in foreign currencies (without overdrafts), % |
|
|
|
|
7.4 |
7.3 |
7.9 |
7.5 |
|
|
Rate of deposits for legal entities in UAH (without overdrafts), % |
|
|
|
|
3.8 |
4.7 |
2.5 |
7.0 |
|
|
Rate of deposits for legal entities in foreign currencies (without overdrafts), % |
|
|
|
|
3.8 |
5.6 |
3.4 |
2.7 |
|
|
Credit institutions’ balances on correspondent accounts, UAH |
|
|
|
27 045.10 |
26 473.20 |
26 322.30 |
25 964.00 |
26 684.80 |
|
|
Results of operations of NBU on maintenance of liquidity of banks (Ukraine), mln |
|
|
|
|
25.00 |
|
|
|
|
|
Results of operations of NBU on mobilization of facilities of banks (Ukraine), million |
|
|
|
|
1 427.00 |
340.00 |
585.00 |
743.00 |
|
|
Gross volume of deals with foreign currencies on interbank market, USD mln |
|
|
|
1 112.9 |
1 012.9 |
835.0 |
56.9 |
1 150.2 |
|
|
Gross volume of deals with USD on interbank market, USD mln |
|
|
|
718.0 |
686.3 |
594.7 |
40.0 |
913.2 |
|
|
Open market operations excluding SMP, EUR mln |
|
|
|
696 143 |
697 713 |
697 713 |
|
697 713 |
|
|
Marginal lending facility, EUR mln |
|
|
|
406 |
206 |
190 |
|
122 |
|
|
Deposit facility, EUR mln |
|
|
|
84 466 |
81 757 |
84 993 |
|
83 039 |
|
|
Net liquidity effect from Autonomous Factors and SMP, EUR mln |
|
|
|
320 399 |
326 346 |
304 783 |
|
295 292 |
|
|
Current accounts, EUR mln |
|
|
|
291 685 |
289 815 |
308 127 |
|
319 504 |
| Show other indexes |
|
|
205.95 |
207.20 |
206.74 |
105.72 |
|
105.53 |
|
|
|
|
|
|
|
140.12 |
*The information is available only to "Cbonds-PRO CIS", "Cbonds-Premium", "Cbonds-PRO CIS Eng" subscribers. To subscribe go to the "Subscription" section.
|
Monthly Indexes
|
|
Banking Bills, RUR bln
|
|
|
|
1 211.301 |
1 189.971 |
1 149.310 |
1 141.263 |
1 131.502 |
|
|
Discounted Bills (Total), RUR bln |
|
|
|
459.693 |
431.769 |
398.815 |
358.263 |
338.893 |
|
|
Discounted Bills (Organizations), RUR bln |
|
|
|
64.868 |
59.531 |
58.268 |
33.362 |
36.981 |
|
|
Deposit certificates, RUR bln
|
|
|
|
3.026 |
3.339 |
4.072 |
11.573 |
11.311 |
|
|
Savings certificates, RUR bln
|
|
|
|
260.937 |
244.695 |
228.376 |
196.484 |
169.962 |
|
|
Bank investments in corporate debt (other debt instruments), RUR bln.
|
|
|
|
1 042.73 |
972.67 |
863.82 |
723.91 |
935.50 |
|
|
Bank investments in debt instruments of resident lending institutions, RUR bln. |
|
|
|
553.07 |
560.43 |
492.90 |
470.11 |
506.89 |
|
|
Bank investments in debt instruments of non-resident lending institutions, RUR bln. |
|
|
|
861.75 |
821.90 |
791.32 |
853.78 |
864.57 |
|
|
Bank investments in government debt, RUR bln. |
|
|
|
999.79 |
1 175.10 |
945.08 |
902.05 |
1 059.93 |
|
|
Bank investments in regional and municipal bonds, RUR bln. |
|
|
|
155.98 |
120.07 |
98.06 |
135.94 |
131.05 |
|
|
Bank loans to enterprises, RUR bln. |
|
|
|
20 931.24 |
20 835.92 |
20 917.37 |
20 754.82 |
20 673.79 |
|
|
Bank deposits, RUR bln.
|
|
|
|
20 822.12 |
20 336.42 |
21 295.51 |
20 055.24 |
19 939.59 |
|
|
|
8 704.29 |
8 536.94 |
9 655.95 |
8 798.52 |
8 731.52 |
|
|
|
8 628.81 |
8 402.65 |
8 232.31 |
7 938.40 |
7 862.89 |
|
|
|
3 489.03 |
3 396.84 |
3 407.25 |
3 318.31 |
3 345.18 |
|
|
Bank deposits including funds of individual entrepreneurs, RUR bln. |
|
|
|
20 979.14 |
20 499.00 |
21 465.53 |
20 213.83 |
20 095.17 |
| Show other indexes |
|
|
Total volume of intraday loans, RUR bln. |
|
|
3 789.4294 |
4 500.2103 |
3 845.6611 |
5 813.5732 |
4 970.5383 |
5 297.2370 |
|
|
Volume of extended overnight loans, RUR bln |
|
|
10.9084 |
14.2452 |
19.0112 |
41.4292 |
18.8288 |
16.1795 |
|
|
Volume of extended Lombard loans, RUR bln |
|
|
22.8600 |
14.6011 |
11.7250 |
28.8662 |
21.7232 |
21.4360 |
|
|
Volume of other loans, RUR bln |
|
|
23.7377 |
5.3547 |
16.1982 |
179.5108 |
93.1975 |
102.4440 |
|
|
Loans secured by gold, RUR bln. |
|
|
1.1620 |
0.1840 |
0.0000 |
0.1760 |
0.2720 |
0.0760 |
|
|
Net USD purchase, USD m
|
|
0.00 |
0.00 |
118.96 |
595.96 |
0.00 |
0.00 |
0.00 |
|
|
Net UDS sale, UDS m
|
|
663.06 |
0.00 |
0.00 |
0.00 |
0.00 |
48.59 |
22.45 |
|
|
Target USD purchase, USD m
|
|
0.00 |
0.00 |
118.96 |
595.96 |
0.00 |
0.00 |
0.00 |
|
|
Target USD sale, USD m
|
|
663.06 |
0.00 |
0.00 |
0.00 |
0.00 |
48.59 |
22.45 |
|
|
Net euro purchase, EUR m
|
|
0.00 |
0.00 |
24.68 |
47.89 |
0.00 |
0.00 |
0.00 |
|
|
Net euro sale, EUR m
|
|
45.05 |
0.00 |
0.00 |
0.00 |
0.00 |
4.17 |
0.92 |
|
|
Target euro purchase, EUR m
|
|
0.00 |
0.00 |
24.68 |
47.89 |
0.00 |
0.00 |
0.00 |
|
|
Target euro sale, EUR m
|
|
45.05 |
0.00 |
0.00 |
0.00 |
0.00 |
4.17 |
0.92 |
|
|
RF federal budget revenue, RUR bn. |
|
|
524.70 |
342.50 |
459.50 |
512.80 |
318.30 |
449.83 |
|
|
RF federal budget revenue (cumulative data), RUR bn. |
|
|
1 326.60 |
801.90 |
459.50 |
5 166.20 |
4 653.40 |
4 335.10 |
|
|
Income tax revenue, RUR bn. |
|
|
41.90 |
16.70 |
15.20 |
33.20 |
20.10 |
36.00 |
|
|
Income tax revenue (cumulative data), RUR bn. |
|
|
73.70 |
31.90 |
15.20 |
375.80 |
342.30 |
322.50 |
|
|
245.10 |
172.30 |
77.80 |
233.00 |
50.30 |
164.80 |
|
|
VAT revenue (cumulative data), RUR bn. |
|
|
495.10 |
250.10 |
172.30 |
1 886.10 |
1 653.10 |
1 602.90 |
|
|
Excise tax revenue, RUR bn. |
|
|
25.60 |
18.10 |
57.10 |
33.80 |
30.80 |
31.10 |
|
|
Excise tax revenue (cumulative data), RUR bn. |
|
|
100.80 |
75.20 |
57.10 |
341.90 |
308.10 |
277.30 |
|
|
MET (Mineral extraction tax) revenue, RUR bn. |
|
|
200.50 |
219.50 |
203.40 |
199.40 |
204.50 |
206.30 |
|
|
MET (Mineral extraction tax) revenue (cumulative data), RUR bn. |
|
|
623.40 |
422.90 |
203.40 |
2 420.50 |
2 221.20 |
2 016.70 |
|
|
Federal budget revenue managed by FCS, RUR bn. |
|
599.08 |
536.25 |
484.47 |
410.76 |
729.98 |
569.10 |
553.30 |
|
|
Federal budget revenue managed by FCS (cumulative data), RUR bn. |
|
2 030.56 |
1 431.48 |
895.23 |
410.76 |
6 579.25 |
5 849.27 |
5 279.66 |
|
Periodic Indexes
|
|
Refinancing Rate of CBR, %
|
|
8.25 |
0.25 |
14.09.2012 |
|
|
NB of Ukraine discount rate, % |
|
7.50 |
-0.25 |
23.03.2012 |
|
|
NB of Kazakhstan refinancing rate, % |
|
5.50 |
-0.5 |
06.08.2012 |
|
|
NB of Belarus refinancing rate, % |
|
25.00 |
-2 |
15.05.2013 |
|
|
ÑB of Azerbaijan refinancing rate, % |
|
4.75 |
-0.25 |
11.02.2013 |
|
|
Refinancing Rate (Armenia), %
|
|
8.00 |
0 |
06.11.2012 |
|
|
Deposit Rate (Armenia), %
|
|
6.50 |
0.5 |
06.11.2012 |
|
|
Lombard Repo Rate (Armenia), %
|
|
9.50 |
-0.5 |
06.11.2012 |
|
|
Refinancing Rate (Georgia), %
|
|
4.25 |
-0.25 |
08.05.2013 |
|
|
NB of Kyrgyzstan discount rate, %
|
|
2.97 |
0.01 |
22.05.2013 |
|
|
NB of Moldova base rate, % |
|
6.50 |
-2 |
03.02.2012 |
|
|
Refinancing rate (Mongolia), %
|
|
12.75 |
0.5 |
19.03.2012 |
|
|
Refinancing Rate (Uzbekistan), %
|
|
12.0 |
-2 |
01.01.2011 |
|
|
Federal funds rate, %
|
|
0.25 |
-0.75 |
16.12.2008 |
|
0.75 |
0.25 |
18.02.2010 |
|
0.50 |
-0.25 |
02.05.2013 |
|
0.50 |
-0.5 |
05.03.2009 |
|
|
Swiss Bank’s rate (low), %
|
|
0.00 |
0 |
03.08.2011 |
|
|
Swiss Bank’s rate (upper), %
|
|
0.25 |
-0.5 |
03.08.2011 |
|
0.00 |
-0.1 |
05.10.2010 |
|
|
BoJ Target call rate (upper rate), % |
|
0.10 |
0.1 |
05.10.2010 |
|
0.30 |
-0.2 |
19.12.2008 |
|
|
Repo rate (Sweden), %
|
|
1.00 |
-0.25 |
19.12.2012 |
|
|
Discount rate (Denmark), %
|
|
0.00 |
-0.25 |
06.07.2012 |
|
|
Deposit rate (Norway), %
|
|
1.50 |
-0.25 |
15.03.2012 |
|
|
Current account rate (Iceland), %
|
|
5.00 |
0.25 |
14.11.2012 |
|
|
Minimum rate for direct REPO auctions, 1 day, % |
|
672.00 |
672 |
11.08.2010 |
|
|
Minimum rate for direct REPO auctions, 7 days, % |
|
673.00 |
673 |
12.08.2010 |
|
|
Deposit auction results (allocation of pencion funds), RUR mln |
|
40 000 |
16500 |
15.05.2013 |
|
|
Deposit auction results (allocation of budget funds), RUR mln |
|
7 |
-49993 |
16.05.2013 |
|
|
Housing and Utilities Reform Fund’s deposit auction results, RUR mln |
|
4 850.00 |
4650 |
15.05.2013 |
|
|
VEB deposit auction results, RUR mln |
|
39 990 |
-20010 |
07.02.2013 |
|
|
St.Petersburg deposit auction results, RUR mln |
|
3 000 |
633 |
08.05.2013 |
|
|
SME Lending Support Fund deposit auction results, RUR mln
|
|
610 |
220 |
25.01.2013 |
|
6.50 |
0 |
13.02.2012 |
|
7.09 |
-0.05 |
21.02.2012 |
|
|
Rate loan overnight, %
|
|
40.00 |
-5 |
15.05.2013 |
|
|
Rate deposit overnight, %
|
|
17.00 |
-2 |
13.03.2013 |
|
|
The volume of outstanding deposit auctions NB RB, BYR mln
|
|
2 312 000 |
1522000 |
20.02.2012 |
|
|
nterest rate on deposit auctions NB RB, %
|
|
43.00 |
-2 |
20.02.2012 |
|
Credit Risk Indicators
Daily Indexes
|
|
* |
* |
* |
* |
* |
* |
|
|
* |
* |
* |
* |
* |
* |
|
|
* |
* |
* |
* |
* |
* |
|
|
* |
* |
* |
* |
* |
* |
|
|
* |
* |
* |
* |
* |
* |
|
|
* |
* |
* |
* |
* |
* |
|
|
* |
* |
* |
* |
* |
* |
|
|
CDX.EM
|
|
* |
* |
* |
* |
* |
* |
* |
|
|
iTraxx Crossover 5Y
|
|
* |
* |
* |
* |
* |
* |
* |
*The information is available only to "Cbonds-PRO CIS", "Cbonds-Premium", "Cbonds-PRO CIS Eng" subscribers. To subscribe go to the "Subscription" section.
|
World Indicators
Daily Indexes
|
|
UST 30Y YTM
|
|
|
3.21 |
3.14 |
3.18 |
3.17 |
3.09 |
3.16 |
|
|
UST 10Y YTM
|
|
|
2.03 |
1.94 |
1.97 |
1.95 |
1.87 |
1.94 |
|
|
1.40 |
1.31 |
1.33 |
1.32 |
1.25 |
1.32 |
|
|
0.91 |
0.84 |
0.85 |
0.84 |
0.79 |
0.84 |
|
|
0.41 |
0.39 |
0.40 |
0.40 |
0.37 |
0.40 |
|
|
0.26 |
0.26 |
0.26 |
0.26 |
0.23 |
0.26 |
|
|
0.11 |
0.12 |
0.12 |
0.12 |
0.12 |
0.12 |
|
|
0.08 |
0.09 |
0.09 |
0.08 |
0.08 |
0.09 |
|
|
US TIPS 10Y
|
|
|
-0.24 |
-0.34 |
-0.31 |
-0.31 |
-0.40 |
-0.36 |
|
|
2.27 |
2.28 |
2.28 |
2.26 |
2.27 |
2.30 |
|
|
Swiss 10Y YTM
|
|
|
0.69 |
0.69 |
|
0.68 |
0.67 |
0.69 |
| Show other indexes |
|
|
23 |
23 |
22 |
23 |
24 |
23 |
|
|
10Y mid-swaps
|
|
|
|
2.10 |
2.08 |
2.04 |
2.01 |
2.08 |
| Show other indexes |
|
|
3M LIBOR USD
|
|
|
|
|
|
|
0.27410 |
0.27410 |
|
|
|
|
|
|
0.1200 |
0.1221 |
|
|
|
|
|
|
0.5056 |
0.5056 |
|
|
|
|
|
|
0.1550 |
0.1550 |
|
|
3M LIBOR CHF
|
|
|
0.0180 |
0.0180 |
|
0.0180 |
0.0180 |
0.0180 |
|
|
|
|
|
|
1.1740 |
1.1760 |
|
|
|
|
|
|
2.9640 |
2.9660 |
| Show other indexes |
|
0.083 |
0.082 |
0.082 |
0.082 |
0.082 |
0.083 |
0.083 |
|
0.112 |
0.112 |
0.112 |
0.112 |
0.112 |
0.112 |
0.112 |
|
0.199 |
0.199 |
0.198 |
0.199 |
0.200 |
0.202 |
0.203 |
|
|
6M EURIBOR
|
|
0.293 |
0.293 |
0.293 |
0.294 |
0.297 |
0.301 |
0.303 |
|
0.473 |
0.475 |
0.475 |
0.477 |
0.479 |
0.486 |
0.491 |
| Show other indexes |
|
|
VIX Index, %
|
|
|
13.82 |
13.37 |
13.02 |
12.45 |
13.07 |
12.81 |
|
|
VSTOXX
|
|
|
16.29 |
16.91 |
16.67 |
16.31 |
16.26 |
16.64 |
| Show other indexes |
|
Monthly Indexes
|
1.64 |
1.75 |
1.96 |
1.92 |
1.77 |
1.85 |
2.02 |
|
2.04 |
2.26 |
2.46 |
2.31 |
2.10 |
2.29 |
2.44 |
|
7.00 |
7.00 |
7.00 |
7.00 |
7.00 |
7.00 |
7.00 |
|
1.42 |
1.59 |
1.73 |
1.61 |
1.07 |
1.11 |
1.29 |
|
1.51 |
1.61 |
1.81 |
1.75 |
1.60 |
1.67 |
1.78 |
|
1.80 |
2.07 |
2.24 |
2.17 |
2.01 |
2.14 |
2.19 |
|
1.20 |
1.35 |
1.54 |
1.51 |
1.30 |
1.34 |
1.47 |
|
11.58 |
11.38 |
10.95 |
11.10 |
13.33 |
17.20 |
17.96 |
|
3.78 |
3.83 |
3.78 |
4.18 |
4.67 |
4.59 |
4.77 |
|
4.28 |
4.64 |
4.49 |
4.21 |
4.54 |
4.85 |
4.95 |
|
1.41 |
1.55 |
1.69 |
1.60 |
1.43 |
1.52 |
1.62 |
|
3.37 |
3.56 |
3.69 |
3.73 |
3.88 |
3.95 |
3.99 |
|
1.66 |
1.67 |
1.83 |
1.74 |
1.56 |
1.65 |
1.77 |
|
6.15 |
6.10 |
6.40 |
6.24 |
7.25 |
8.32 |
8.17 |
|
4.59 |
4.92 |
5.22 |
5.05 |
5.34 |
5.69 |
5.64 |
|
1.66 |
1.92 |
2.00 |
1.80 |
1.51 |
1.46 |
1.54 |
|
1.46 |
1.65 |
1.92 |
1.82 |
1.60 |
1.55 |
1.54 |
|
Commodities
Daily Indexes
|
|
|
102.32 |
103.63 |
104.79 |
104.60 |
|
|
|
Gold (RUR/gram, The Bank of Russia) |
|
1 402.38 |
1 390.79 |
1 382.01 |
1 364.07 |
|
|
1 389.57 |
|
|
|
1 408.50 |
1 360.75 |
1 354.75 |
|
|
|
Macroeconomic Indicators (CIS)
Weekly Indexes
|
|
520.40 |
|
533.50 |
|
524.30 |
|
|
7 711.90 |
|
7 739.10 |
|
7 629.70 |
|
7 650.70 |
|
Monthly Indexes
|
|
Inflation (CPI, Ukraine) (monthly), % |
|
100.00 |
100.00 |
|
99.90 |
100.20 |
100.20 |
|
|
|
Inflation (CPI, Kazakhstan) (monthly), % |
|
100.30 |
|
100.20 |
100.80 |
100.90 |
|
100.60 |
|
|
Consumer Prices (CPI, Russia) (year-to-date), %
|
|
102.40 |
101.90 |
|
101.50 |
101.00 |
|
106.60 |
|
|
Consumer Prices (CPI, Russia) (monthly), %
|
|
100.50 |
100.30 |
|
100.60 |
101.00 |
|
100.50 |
|
|
Money Supply national definition(M2), BYR bln
|
|
|
|
69 191.20 |
67 295.60 |
61 957.40 |
65 601.80 |
|
|
|
Money Supply (M3), bln BYR |
|
|
|
167 240.80 |
164 876.60 |
161 261.90 |
161 293.80 |
|
|
|
Wide monetary base, BYR bln
|
|
|
|
30 091.30 |
31 040.70 |
28 409.10 |
30 318.40 |
|
|
|
Consumer Prices (CPI, Belarus) (monthly), % |
|
|
|
101.10 |
101.20 |
103.10 |
101.40 |
|
|
|
International reserves of Belarus (in accordance with the methodology of the IMF), USD, mil
|
|
|
|
8 148.70 |
8 012.50 |
8 024.60 |
8 095.00 |
|
|
|
Monthly Inflation, % (Georgia) |
|
0.37 |
|
-0.13 |
-0.30 |
0.26 |
-0.28 |
|
|
|
Monthly Inflation, % (Armenia) |
|
|
|
|
-0.40 |
2.90 |
2.10 |
|
|
|
Monthly Inflation, % (Moldova) |
|
|
|
|
0.30 |
0.80 |
0.50 |
|
|
|
Money Aggregates (M1), thous.of GEL (Georgia)
|
|
|
|
3 112 |
3 186 |
3 161 |
3 337 |
|
|
|
Money Aggregates (M2), thous.of GEL (Georgia)
|
|
|
|
3 975 |
4 016 |
3 930 |
4 069 |
|
|
|
Money Aggregates (M3), thous.of GEL (Georgia)
|
|
|
|
7 959 |
7 912 |
7 771 |
7 904 |
|
|
|
Monthly Inflation, % (Azerbaijan) |
|
|
|
|
0.50 |
1.20 |
1.72 |
|
|
|
Monthly Inflation, % (Kyrgyz Republic) |
|
|
|
|
0.40 |
0.80 |
1.50 |
|
|
|
Monthly Inflation, % (Mongolia)
|
|
|
|
|
1.0 |
1.8 |
0.8 |
|
|
|
|
148 191.90 |
146 330.90 |
143 156.70 |
142 525.60 |
|
|
|
27 465.90 |
|
27 169.90 |
26 745.00 |
|
27 405.40 |
|
8 810.90 |
8 628.10 |
|
8 506.70 |
8 424.80 |
|
9 852.80 |
|
533.22 |
527.71 |
|
526.17 |
532.16 |
|
537.62 |
|
2 652.94 |
|
2 608.69 |
2 592.89 |
2 589.45 |
|
1 885.68 |
|
2 727.79 |
|
2 696.73 |
2 682.58 |
2 678.63 |
|
2 690.63 |
|
Quarterly Indexes
|
|
Nominal volume of GDP (in market prices), Quarter data, bln rubles
|
|
|
15 949.30 |
14 571.10 |
13 490.60 |
15 461.70 |
14 405.60 |
13 038.50 |
|
|
Real GDP Indicator (YoY, Quarterly), %
|
|
|
102.90 |
104.00 |
104.90 |
104.80 |
105.00 |
103.40 |
|
|
Index of actual volume GDP (YoY, Quarterly), %
|
|
105.00 |
105.20 |
105.60 |
105.60 |
107.20 |
107.00 |
107.00 |
|
|
Gross External Debt (Belarus), USD mln
|
|
34 116.20 |
32 965.90 |
33 141.00 |
33 727.20 |
34 028.40 |
32 515.70 |
33 101.10 |
|
|
Gross External Debt, USD mil (Georgia)
|
|
|
|
11 979 771.40 |
11 398.13 |
11 269.23 |
10 881.42 |
10 533.58 |
|
117.10 |
-471.10 |
405.70 |
29.30 |
3 311.10 |
512.10 |
309.90 |
|
Yearly Indexes
|
|
Nominal volume of GDP (in market prices), Annual data, bln rubles
|
|
54 585.60 |
45 172.70 |
38 807.20 |
41 276.80 |
33 247.50 |
26 903.50 |
21 625.40 |
|
|
GDP volume (Belarus), USD mil
|
|
57 015.00 |
54 614.50 |
49 193.20 |
60 797.70 |
45 267.20 |
36 970.60 |
30 220.20 |
|
|
GDP at current prices (Georgia), USD mil.
|
|
14 370.40 |
11 636.50 |
10 767.05 |
12 800.54 |
10 171.92 |
7 761.72 |
6 410.98 |
|
|
GDP at current prices (Moldova), USD mil.
|
|
7 014.19 |
5 911.00 |
4 912.00 |
6 050.00 |
4 720.00 |
3 356.00 |
2 988.00 |
|
|
GDP at current prices (Kyrgyz Republic), USD mil. |
|
5 900.76 |
4 505.00 |
4 578.00 |
5 140.00 |
3 748.00 |
2 837.00 |
2 460.00 |
|
|
GDP at current prices (Armenia), USD mil. |
|
9 895.30 |
9 600.00 |
8 714.00 |
11 917.00 |
7 974.00 |
6 387.00 |
4 900.00 |
|
|
GDP at current prices (Azerbaijan), USD mil. |
|
63 660.52 |
54 370.00 |
43 056.00 |
50 108.00 |
31 321.00 |
20 946.00 |
13 245.00 |
|
|
Consumer Prices (CPI, Russia), % an. change
|
|
6.10 |
8.70 |
8.80 |
13.30 |
11.90 |
9.00 |
10.90 |
|
Stock market (CIS)
Daily Indexes
|
|
MICEX
|
|
1 397 |
1 448 |
1 423 |
1 407 |
1 402 |
1 374 |
1 392 |
|
|
RTSI
|
|
1 397 |
1 462 |
1 433 |
1 417 |
1 405 |
1 381 |
1 391 |
|
|
Russian Volatility Index
|
|
24 |
20 |
20 |
21 |
21 |
22 |
21 |
|
|
|
1 373 |
1 371 |
1 366 |
1 366 |
|
|
|
|
1 556 |
1 555 |
1 554 |
1 554 |
|
|
|
|
1 192 |
1 189 |
1 181 |
1 180 |
|
| Show other indexes |
|
|
FTSE Russia
|
|
832.19 |
865.60 |
847.77 |
838.85 |
831.93 |
820.09 |
825.30 |
|
|
1 709 |
1 671 |
1 653 |
1 639 |
1 617 |
1 628 |
|
|
RENCASIA
|
|
|
391.30 |
394.45 |
392.28 |
390.27 |
398.37 |
400.03 |
|
|
GSE (Georgia)
|
|
89.63 |
89.62 |
85.23 |
85.41 |
85.64 |
86.73 |
86.79 |
|
306.64 |
307.59 |
299.63 |
296.49 |
293.78 |
293.58 |
294.37 |
|
849.95 |
871.72 |
851.43 |
857.00 |
828.85 |
817.26 |
814.38 |
|
975.00 |
991.81 |
991.18 |
998.80 |
1 006.38 |
998.91 |
1 008.97 |
|
Stock market (World)
Daily Indexes
|
|
15 307 |
15 388 |
15 335 |
15 354 |
15 233 |
15 276 |
|
1 644 |
1 655 |
1 669 |
1 666 |
1 667 |
1 650 |
1 659 |
|
|
FTSE 100
|
|
6 675 |
6 832 |
6 804 |
6 756 |
6 723 |
6 688 |
6 694 |
|
|
NASDAQ Composite
|
|
|
3 463.00 |
3 502.00 |
3 496.00 |
3 499.00 |
3 465.00 |
3 462.61 |
|
|
DAX
|
|
8 319.53 |
8 530.89 |
8 472.20 |
8 455.83 |
8 398.00 |
8 369.87 |
8 362.42 |
|
|
CAC 40
|
|
3 955.34 |
4 051.11 |
4 036.18 |
4 022.85 |
4 001.27 |
3 979.07 |
3 982.23 |
|
14 483.98 |
15 627.26 |
15 381.02 |
15 340.38 |
15 138.12 |
15 037.24 |
15 096.03 |
|
Ñêîðîñòü: 4.0077488422394
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