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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

Type: 08.02.2012 07.02.2012 06.02.2012 03.02.2012 02.02.2012 01.02.2012 31.01.2012
IFX-Cbonds
IFX-Cbonds
313.44 313.14 312.94 312.58 312.31 312.07 311.57
IFX-Cbonds price index
105.43 105.35 105.31 105.27 105.21 105.15 105.00
IFX-Cbonds average effective yield 
8.59 8.59 8.61 8.62 8.64 8.64 8.76
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Cbonds-Muni
Cbonds-Muni
232.49 232.26 232.08 231.97 231.91 232.49 231.64
Cbonds-Muni average effective yield 
8.00 8.05 8.08 8.07 8.07 7.93 8.12
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Euro-Cbonds
Euro-Cbonds Sovereign Russia 
123.94 123.93 123.24 123.13 123.23 123.38 123.17
Euro-Cbonds IG Russia 
127.45 127.53 127.61 127.73 128.14 128.38 128.31
Euro-Cbonds IG 3Y Russia 
115.99 115.91 115.99 116.04 116.27 116.26 116.24
Euro-Cbonds NIG Russia 
134.12 134.01 133.76 133.83 133.88 133.72 133.48
Euro-Cbonds Sovereign Ukraine 
106.99 106.66 107.83 108.30 108.49 108.25 107.60
Euro-Cbonds Sovereign Ukraine average effective yield
10.15 10.22 9.95 9.82 9.77 9.82 9.96
Euro-Cbonds Corporate Ukraine 
138.87 138.69 138.59 138.65 138.72 138.09 137.27
Euro-Cbonds Corporate Ukraine average effective yield
11.81 11.85 11.86 11.82 11.79 11.94 12.22
Euro-Cbonds Corporate Kazakhstan 
103.78 103.82 103.39 103.55 103.51 103.47 103.16
Euro-Cbonds Corporate Kazakhstan average effective yield
6.21 6.20 6.30 6.25 6.25 6.26 6.48
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Euro-Cbonds EM
Euro-Cbonds Sovereign EM 
123.49 123.60 123.49 123.33 123.18 123.15 122.76
Euro-Cbonds Sovereign EM average effective yield
4.61 4.60 4.61 4.62 4.63 4.64 4.66
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MICEX CBI
MICEX CBI CP 
92.82 92.73 92.70 92.65 92.63 92.59 92.48
MICEX CBI TR 
209.34 209.10 208.99 208.74 208.64 208.51 208.23
MICEX CBI GP 
94.68 94.56 94.68 94.57 94.57 94.60 94.56
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MICEX MBI
MICEX MBI CP
96.86 96.95 96.92 96.98 96.96 96.80 96.64
MICEX MBI GP
98.73 98.79 98.73 98.72 98.68 98.49 98.32
MICEX MBI TR 
156.19 156.29 156.21 156.20 156.13 155.84 155.55
RGBI
RGBI 
132.11 131.97 131.78 131.55 131.18 130.82 130.62
RGBI TR
281.21 280.87 280.42 279.79 278.95 278.15 277.67
RGBY
7.29 7.32 7.37 7.41 7.51 7.55 7.48
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Indices of the government bond market (Belarus)
Short-term government bond price index 
70.06 68.89 69.95 69.95 69.93 69.16 68.88
Index of the gross revenue of the short-term government bond market  
70.41 69.21 70.25 70.18 70.14 69.35 69.04
Index of the total income of the short-term government bond market 
70.21 69.04 70.10 70.10 70.08 69.31 69.03


CIS Bond Market statistics

Daily Indexes

Type: 08.02.2012 07.02.2012 06.02.2012 03.02.2012 02.02.2012 01.02.2012 31.01.2012
Turnover of financial market segments
Stock exchange turnover (MICEX. Govt bonds, MICEX.Ad hoc deals), GKO-OFZ, RUR bln
59.66 24.32 20.74 20.73 26.26   21.07
Number of deals, muni bonds (MICEX.Govt bonds, MICEX.Ad hoc deals)
532 369 293 370 397   287
Stock exchange turnover, muni bonds (MICEX, MICEX NTM, SPCEX), RUR bln
4.66 3.93 1.68 1.35 2.27   1.57
Number of deals, muni bonds (MICEX, MICEX NTM, SPCEX)
218 174 169 118 114   129
Stock exchange turnover, corporate bonds (MICEX, MICEX NTM, SPCEX), RUR bln
18.16 14.58 15.23 21.50 17.63   22.07
Number of deals, corporate bonds (MICEX, MICEX NTM, SPCEX)
1 600 1 127 1 187 1 748 1 245   1 328
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Bond market (Ukraine) 
OVGZ. outst, UAH mln.
  * * * * * *
OVGZ owned by NBU, UAH mln.
  * * * * * *
OVGZ owned by banks, UAH mln.
  * * * * * *
OVGZ owned by foreign institutions, UAH mln.
  * * * * * *

*The information is available only to "Cbonds-PRO CIS Eng", "Cbonds-Premium" subscribers.
To subscribe go to the "Subscription" section.

Monthly Indexes

Type: Jan 2012 Dec 2011 Nov 2011 Oct 2011 Sep 2011 Aug 2011 Jul 2011
Government bond market (Russia)
GKO-OFS outst., RUR bln. 
2 796.69 2 803.29 2 794.04 2 808.65 2 798.92 2 529.44 2 519.66
Bank of Russia bonds outst, RUR bln. 
0.00 0.00 0.00 0.00 10.32 10.20 33.45
Municipal bond market (Russia)
Muni bonds outst. Russia, RUR bln.
424.00 424.00 429.49 418.26 435.02 435.66 441.46
Muni bonds new issuance, RUR bln.
0.00 18.80 11.23 0.00 0.40 0.00 0.00
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Corporate bond market (Russia)
Corp. bonds outst. Russia, RUR bln.
3 443.63 3 436.58 3 353.49 3 294.44 3 296.39 3 365.77 3 357.73
Number of issuers, Corp. bonds
351 349 343 349 350 354 360
Number of issues, corp. bonds
771 770 761 756 762 776 779
Corp. bonds outst. Russia (public issues) , RUR bln.
3 137.60 3 143.27 3 063.79 3 006.19 3 010.97 3 058.57 3 053.66
Corp. bonds new issuance, RUR bln
15.05 115.21 80.80 48.25 12.00 22.60 114.10
Number of new issues, Corp. bonds
3 27 16 10 4 12 25
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Turnover of financial market segments
Åxchange turnover, GKO-OFZ
58.81 62.76 48.79 55.04 77.46 67.43 77.28
Exchange turnover, OBR
0.00 0.00 0.00 0.00 0.09 0.01 0.00
Stock exchange turnover, corporate bonds (MICEX, SPICEX, MICEX NTM), RUR bln
305.88 408.81 308.11 336.32 356.58 536.53 518.07
Stock exchange turnover, muni bonds (MICEX, SPICEX and MICEX NTM), RUR bln
28.99 51.40 37.59 34.01 29.59 33.77 31.05
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Eurobond market (Russia) 
Sovereign Eurobonds, USD bln (Russia)
* * * * * * *
Muni Eurobonds, USD bln (Russia)
* * * * * * *
Corp. Eurobonds, USD bln (Russia)
* * * * * * *
New Eurobond issuance, USD bln (Russia)
* * * * * * *
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Bond market (Ukraine) 
Gov. bonds outst., USD bln (Ukraine)
* * * * * * *
Corp. bonds outst., USD bln (Ukraine)
* * * * * * *
Muni bonds outst, USD mln (Ukraine)
* * * * * * *
Eurobonds, USD bln (Ukraine)
* * * * * * *
New Eurobond issuance, USD bln (Ukraine)
  * * * * * *
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Bond market (Kazakhstan)
Eurobonds, USD bln. (Kazakhstan)
31.2310 31.2217 31.9244 34.9396 34.8717 35.2015 35.1975
New Eurobond issuance, USD bln (Kazakhstan)
  0.00 0.04 0.00 0.00 0.00 0.00
Gov. bonds outst., USD bln (Kazakhstan)
19.9496 18.8003 19.1089 19.5174 19.3751 20.3073 19.2713
Corp. bonds outst., USD bln (Kazakhstan)
18.9636 18.7614 18.9120 19.3719 19.5557 19.7538 19.9891
Yield of government securities in primary market
Yield of Government Short-term Bonds (Armenia), % 
  10.70 9.00 8.30 8.10 7.78 8.69
Yield of Government Midterm Bonds (Armenia),% 
    13.90 13.80   13.98 13.59
Yield of Government Long term Bonds (Armenia),% 
  16.20 15.50   15.70 15.33  
Bond market (Belarus)
Corp. bonds outst., USD mln (Belarus)
6 161.93 6 326.98 2 959.02 2 929.58 3 651.46 3 818.01 3 979.39
Gov. bonds outst., USD mil (Belarus)
1 009.8863 1 012.3052 435.8661 375.9501 497.6000 541.9000 539.7000
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
Bond market CIS
Gov. bonds outst., USD mln (Azerbaijan)
345.94 282.32 259.75 258.95 273.82 296.83 319.29
Gov. bonds outst., USD mln (Armenia)
537.65 528.52 545.80 534.80 518.21 514.14 511.64
Gov. bonds outst., USD mil (Georgia)
325.23 325.09 322.74 329.29 308.59 309.67 302.13
Gov. bonds outst., USD mln (Kyrgyz Republic)
124.51 109.53 115.05 103.77 118.03 104.94 96.26
Gov. bonds outst., USD mln (Moldova)
306.69 303.22 294.70 292.41 265.23 270.08 226.43
Gov. bonds outst., USD mln (Mongolia)
  219.83 219.83 208.94 193.84 185.00 91.11
Gov. bonds outst., USD mln (Uzbekistan)
13.18 14.30 15.17 16.35 16.59 15.97 15.81
Corp. bonds outst., USD mln (Azerbaijan)
460.12 460.06 380.01 369.61 349.28 334.89 331.04
Corp. bonds outst., USD mln (Armenia)
8.96 8.98 11.43 8.99 8.48 9.25 9.35

*The information is available only to "Cbonds-PRO CIS Eng", "Cbonds-Premium" subscribers.
To subscribe go to the "Subscription" section.



Interbank market

Daily Indexes

Type: 09.02.2012 08.02.2012 07.02.2012 06.02.2012 03.02.2012 02.02.2012 01.02.2012
MOSPRIME
MOSPRIME O/N 
4.43 4.44 4.45 4.51 4.49 4.66 4.87
MOSPRIME 1W 
4.71 4.74 4.82 4.87 4.93 5.14 5.24
MOSPRIME 1M (nva.ru, reuters.ru) 
5.71 5.72 5.78 5.80 5.81 5.89 5.98
MOSPRIME 3M (nva.ru, reuters.ru) 
6.80 6.82 6.89 6.87 6.88 6.92 6.92
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MIBID/MIBOR/MIACR
MIBID - 1 day
  4.00 4.02 4.07 4.05 4.23 4.43
MIBOR - 1 day 
  4.64 4.68 4.78 4.75 4.96 5.22
MIACR - 1 day
    4.24 4.28 4.26 4.35 4.46
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Amount of interbank lending
MIACR turnover, 1 day, RUR bln
    107.61 125.43     249.42
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MIACR (top-rated banks)
MIACR-IG: 1 day 
    4.18 4.22     4.45
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Amount of interbank lending by top-rated banks
MIACR-IG turnover, 1 day, RUR bln
    35.24 45.04     124.64
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KIBID/KIBOR/KIMEAN
3m KIBOR KZT
2.00 2.00 2.00 2.00 2.00 2.00 2.00
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Interbank Credits (Belarus)
Average interest rate of interbank loans, total, % 
  37.7 32.9 34.7 40.9 51.7 56.1
Average interest rate of 1-day interbank loans, % 
  37.2 31.5 34.6 40.7 51.2 56.1
Average interest rate of 4 to 7 day interbank loans, % 
  39.7 0.0 35.0 45.0 55.4 55.5
Average interest rate of interbank USD loans, total, % 
  0.2 0.5 0.4 0.3 0.6 1.0
Average interest rate of 1-day interbank USD loans, % 
  0.2 0.2 0.3 0.3 0.3 0.2
Average interest rate of 4 to 7 day interbank USD loans, % 
  2.4 1.2 2.7 0.2 2.0 1.8
Average trading volume of interbank loans, total, BYR mn 
  584 425.0 191 650.0 606 949.7 471 460.0 821 894.0 1 073 980.0
Average trading volume of 1-day interbank loans, BYR mn 
  388 675.0 151 650.0 576 050.0 454 600.0 730 640.0 922 180.0
Average trading volume of 4 to 7-day interbank loans, BYR mn 
  21 000.0 0.0 443.0 16 860.0 91 254.0 121 800.0
Average trading volume of interbank loans, total, USD th 
  362 584.8 676 047.6 345 458.2 446 777.2 377 402.7 418 803.9
Average trading volume of 1-day interbank loans, USD th 
  324 639.7 593 210.3 311 405.5 408 166.0 287 073.8 372 283.3
Average trading volume of 4 to 7-day interbank loans, USD th 
  1 390.0 23 526.9 3 982.9 32 000.0 90 328.9 5 590.0
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Interbank rates of CIS
TIBR1, % 
  5.53 5.53 5.54 5.50 5.51  
TIBR7, % 
  6.00 5.60 6.50 7.66 6.19  
BakIBOR, AZN 90 days
12.30 12.30 12.30 13.50 13.17 15.00 15.50
BakIBOR, USD 90 days
13.08 12.50 13.08 14.30 14.17 15.33 14.00
2W CHIBOR
        9.16 9.16 9.19
2W CHIBID
        4.96 4.96 4.99
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KazPrime
2.00 2.00 2.00 2.00 2.00 2.00 2.00

*The information is available only to "Cbonds-PRO CIS Eng", "Cbonds-Premium" subscribers.
To subscribe go to the "Subscription" section.

Monthly Indexes

Type: Nov 2011 Oct 2011 Sep 2011 Aug 2011 Jul 2011 Jun 2011 May 2011
Interbank rates of CIS
Rate on interbank deposits (Mongolia), %
8.79 7.01 6.80 6.80 6.55 6.09 14.00
Rate on interbank loans (Mongolia), %
11.00 11.00 11.00 11.00 11.30 13.20 13.03
Rate on interbank overnight loans (Mongolia), %
  6.71 11.75 11.28 11.29 11.00 12.79


Currencies

Daily Indexes

Type: 10.02.2012 09.02.2012 08.02.2012 07.02.2012 06.02.2012 03.02.2012 02.02.2012
Exchange rates (Bank of Russia)
USD/RUR 
  29.6930 30.0871 30.2324 30.2385 30.1855 30.4067
EUR/RUR 
  39.4115 39.4592 39.5137 39.7425 39.7664 39.6777
Dual-currency basket/RUR 
  34.0663 34.3045 34.4090 34.5153 34.4969 34.5787
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Exchange rates of Central Banks
RUB/BYR 
  279.00 280.00 277.00 279.00 279.00 276.00
USD/BYR
  8 290.00 8 430.00 8 370.00 8 430.00 8 410.00 8 380.00
EUR/BYR
  11 000.00 11 070.00 10 940.00 11 070.00 11 080.00 10 930.00
USD/AZN
  0.7863 0.7863 0.7863 0.7863 0.7863 0.7863
USD/AMD
    388.37 388.11 388.26 388.20 387.31
USD/GEL
    1.67 1.67 1.67 1.67 1.67
USD/KGS 
  46.9009 46.8600 46.8595 46.8613 46.8200  
USD/MDL 
  12.0029 12.0104 11.9851 11.9267 11.8753 11.8062
USD/UZS
  1 816.76 1 816.76 1 816.76 1 811.86   1 811.86
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FOREX
EUR/USD 
  1.3280 1.3268 1.3248 1.3120 1.3095 1.3146
USD/JPY
  77.17 77.03 76.90 76.52 76.62 76.13
USD/CHF
  0.9108 0.9118 0.9132 0.9191 0.9210 0.9170
GBP/USD
  1.5834 1.5829 1.5888 1.5819 1.5780 1.5805
Ukrainian market of Forex
USD/UAH
    8.0278 8.0300 8.0328 8.0380 8.0396
RUB/UAH
    0.2703 0.2676 0.2656 0.2660 0.2656
EUR/UAH
    10.6535 10.5683 10.4805 10.5346 10.5406
Exchange Rates of National Bank of Ukraine
USD/UAH
  7.9899 7.9897 7.9897 7.9897 7.9897 7.9897
EUR/UAH
  10.6058 10.4769 10.4202 10.5145 10.4617 10.5264
RUR/UAH
  0.2691 0.2656 0.2643 0.2642 0.2647 0.2628
Exchange Rates of National Bank of Kazakhstan
USD/KZT
148.49 148.59 148.63 148.66 148.72 148.61 148.70


Money market

Daily Indexes

Type: 10.02.2012 09.02.2012 08.02.2012 07.02.2012 06.02.2012 03.02.2012 02.02.2012
Credit institutions balances on correspondent accounts
Credit institutions balances on correspondent accounts, Russia, RUR bln.
  504.00 543.90 520.90 636.80 610.80 679.80
Credit institutions balances on correspondent accounts, Moscow, RUR bln.
  323.20 362.80 341.90 458.30 411.90 471.90
Direct REPO deals
RUR bln
  301.26 309.49 309.45 312.17 313.27 317.39
RUR bln
  3.71 0.00 0.00 0.02 0.00 0.08
Repo auctions with CB, RUR bln
      5.82 1.61 4.32 5.42
Fixed rate on direct REPO deals, 1 day, %
    6.25 6.25 6.25 6.25 6.25
Fixed rate on direct REPO deals, 7 days, %
    6.25 6.25 6.25 6.25 6.25
Lombard loans and auctions
Lombard auction interest rates, 3 monthes, %
      6.78      
Arrears on lombard loans, RUR bln.
  2.3612 4.8930 4.8930 5.0230 5.0230 5.4130
Fixed-term rates on the Bank of Russia lombard loans, 1 day, %
  6.25 6.25 6.25 6.25 6.25 6.25
Fixed-term rates on the Bank of Russia lombard loans, 7 days, %
  6.25 6.25 6.25 6.25 6.25 6.25
Fixed-term rates on the Bank of Russia lombard loans, 30 days, %
  6.25 6.25 6.25 6.25 6.25 6.25
Unsecured loans
Total unsecured debt, RUR bln
  0.00 0.00 0.00 0.00 0.00 0.00
Currency swap
Swap difference USD/RUB
0.0063 0.0063 0.0064 0.0064 0.0192 0.0064 0.0064
Swap difference EUR/RUB
0.0075 0.0075 0.0075 0.0075 0.0227 0.0076 0.0076
Weighted average rates for interdealer REPO (MICEX)
Rates for interdealer REPO, 1day, %
    4.75 4.77 4.78   5.16
Rates for interdealer REPO, 2-7 days, %
    5.00 4.86 5.17 4.88 5.55
Rates for interdealer REPO, 8-14 days, %
          5.10  
REPO rate indicators (Micex)
MICEX Bond Repo Rate ON, %
    4.62 4.66 4.69 4.71 5.01
MICEX Bond Repo Rate 7 days, %
    5.05 4.98 5.12 5.10 5.50
NFEA FX Swap Rate USD
NFEA FX Swap Rate USD 1W
    235.000 238.000 239.000 246.000 264.000
NFEA FX Swap Rate USD 2W
    524.000 496.000 499.000 524.000 539.000
NFEA FX Swap Rate USD 1M
    1 156.000 1 208.000 1 079.000 1 122.000 1 218.000
NFEA FX Swap Rate USD 2M
    2 286.000 2 354.000 2 388.000 2 398.000 2 480.000
NFEA FX Swap Rate USD 3M
    3 532.000 3 560.000 3 589.000 3 683.000 3 793.000
NFEA FX Swap Rate USD 6M
    7 179.000 7 301.000 7 414.000 7 586.000 7 809.000
RUONIA
RUONIA rate, % 
      4.20 4.22 4.23 4.28
The volume of transactions, bln Rub. 
      59.90 63.46 110.80 132.10
Deposit auctions NBRB
The volume of outstanding deposit auctions NB RB, BYR mln 
        800    
Liquidity
Liquidity, RUR bln.
  1 260.70 1 295.90 1 223.60 1 186.00 1 085.30 997.50
KievPrime 
KievPrime O/N
    * * * * *
KievPrime 1W
    * * * * *
KievPrime 1M
    * * * * *
KievPrime 2M
    * * * * *
KievPrime 3M
    * * * * *
NDF UAH/USD 
UAH/USD NDF 1 month
    * * * * *
UAH/USD NDF 3 month
    * * * * *
UAH/USD NDF 6 month
    * * * * *
UAH/USD NDF 12 month
    * * * * *
UAH/USD NDF 18 month
    * * * * *
Deposit deals
Bank deposits with CB, RUR bln.
  756.70 752.00 702.70 549.20 474.50 317.70
Deposit rate, Tom-next, %
  4.00 4.00 4.00 4.00 4.00 4.00
Deposit rate, Spot-next, %
  4.00 4.00 4.00 4.00 4.00 4.00
Deposit rate, 1 week, %
  4.00 4.00 4.00 4.00 4.00 4.00
Deposit rate, Spot-week, %
  4.00 4.00 4.00 4.00 4.00 4.00
Deposit rate, Call Deposit, %
  4.00 4.00 4.00 4.00 4.00 4.00
Overnight loans
Overnight rate for unsecured loans,% (Ukraine)
  11.00 11.00     11.00  
Overnight rate for loans backed by government securities,% (Ukraine)
  9.00 9.00     9.00  
Arrears on overnight loans, RUR bln.
  1.28 0.00 0.90 0.08 0.10 0.04
Credit institutions balances on corr. accounts (Ukraine)
Credit institutions’ balances on correspondent accounts, UAH
    16 550.20 20 633.80 19 172.40 20 556.20 18 760.20
Arrears on other loans, RUR bln.
  578.99 578.86 578.86 558.76 558.88 559.16
Balance of Bank of Russia transactions (supply / withdrawal of liquidity)
  711.70 702.30 660.90 505.70 430.50 272.50
Total volume on intraday loans, RUR bln.
    199.49 212.78 164.35 129.11 140.39

*The information is available only to "Cbonds-PRO CIS Eng", "Cbonds-Premium" subscribers.
To subscribe go to the "Subscription" section.

Monthly Indexes

Type: Nov 2011 Oct 2011 Sep 2011 Aug 2011 Jul 2011 Jun 2011 May 2011
Promissory Note Market
Banking Bills, RUR bln 
736.883 754.553 809.435 786.735 814.299 811.923 824.083
Discounted Bills (Total), RUR bln
247.885 249.463 265.537 291.339 328.088 331.043 341.726
Discounted Bills (Organizations), RUR bln
46.607 48.386 48.213 51.318 50.668 48.495 49.688
Saving (Deposit) Certificates
Deposit certificates, RUR bln 
12.720 12.482 13.151 13.839 14.309 13.417 13.380
Savings certificates, RUR bln 
12.392 12.768 13.068 13.610 13.934 14.034 14.014
Amount of CBR&#146s lending
Total volume of intraday loans, RUR bln.
        2 677.4380 3 003.0979 2 796.3709
Volume of extended overnight loans, RUR bln
        14.4441 16.2476 20.1969
Volume of extended Lombard loans, RUR bln
        2.2655 6.9996 3.1345
Volume of other loans, RUR bln
        0.4597 0.1742 0.4273
Tax
RF federal budget revenue, RUR bn.
306 389 417 361 381 413 339
RF federal budget revenue (cumulative data), RUR bn.
4 029 3 723 3 334 2 916 2 555 2 174 1 761
Income tax revenue, RUR bn.
24 26 22 49 30 29 26
Income tax revenue (cumulative data), RUR bn.
312 288 262 240 191 161 132
VAT revenue, RUR bn.
62 144 191 107 154 182 103
VAT revenue (cumulative data), RUR bn.
1 547 1 485 1 341 1 150 1 043 889 707
Excise tax revenue, RUR bn.
20 21 23 20 22 21 20
Excise tax revenue (cumulative data), RUR bn.
212 192 171 148 128 106 85
MET (Mineral extraction tax) revenue, RUR bn.
160 211 170 172 163 171 175
MET (Mineral extraction tax) revenue (cumulative data), RUR bn.
1 826 1 666 1 455 1 284 1 112 949 778
Bank of Russia interventions on the domestic FX market
Net USD purchase, USD m 
    0.00 961.64 3 706.60 3 230.70 3 915.98
Net UDS sale, UDS m 
    6 765.68 700.88      
Target USD purchase, USD m 
    0.00 767.39 2 855.52 2 799.78 3 267.58
Target USD sale, USD m 
    2 017.40 297.01      
Net euro purchase, EUR m 
    0.00 167.32 1 003.80 541.49 433.95
Net euro sale, EUR m 
    590.91 7.55      
Target euro purchase, EUR m 
    0.00 163.31 899.52 497.21 334.94
Target euro sale, EUR m 
    275.34 7.55      

Periodic Indexes

Type: Current value Change Last date
CIS Central Banks Rates
Refinancing Rate of CBR, % 
8.00 -0.25 26.12.2011
NB of Ukraine discount rate, %
7.75 -0.75 10.08.2010
NB of Kazakhstan refinancing rate, %
7.50 0 01.10.2011
NB of Belarus refinancing rate, %
45.00 5 12.12.2011
ÑB of Azerbaijan refinancing rate, %
5.25 0.25 06.05.2011
Refinancing Rate (Armenia), % 
8.00 -0.5 07.09.2011
Deposit Rate (Armenia), % 
5.00 -0.5 07.09.2011
Lombard Repo Rate (Armenia), % 
11.00 -0.5 07.09.2011
Refinancing Rate (Georgia), % 
6.50 -0.25 18.01.2012
NB of Kyrgyzstan discount rate, % 
11.10 -0.51 08.02.2012
NB of Moldova base rate, %
6.50 -2 03.02.2012
Refinancing rate (Mongolia), % 
12 0 25.10.2011
REPO rate (Mongolia), % 
16 0 25.10.2011
Overnight rate (Mongolia), % 
21 0 25.10.2011
Emergency lending rate (Mongolia), % 
20 0 25.10.2011
Refinancing Rate (Uzbekistan), % 
12.0 -2 01.01.2011
Minimum rates for direct REPO auctions
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 deals
VEB deposit auction results, RUR mln
30 000 15000 14.12.2011
St.Petersburg deposit auction results, RUR mln
2 000 -3000 31.01.2012
Russian Finance Ministry’s deposit auction results, RUR mln
0 -10000 07.02.2012
Housing and Utilities Reform Fund’s deposit auction results, RUR mln
10 000.00 6500 02.02.2012
Average interest rate on monetary policy operations of NB Moldova, % 
8.50 0 30.01.2012
Average interest rate on Moldova GS with the maturity of up to 1 year, % 
7.80 -1.17 07.02.2012
Overnight loans (Belarus)
Rate loan overnight, % 
70.00 5 12.12.2011
Rate deposit overnight, % 
30.00 0 12.12.2011


World Indicators

Daily Indexes

Type: 08.02.2012 07.02.2012 06.02.2012 03.02.2012 02.02.2012 01.02.2012 31.01.2012
Treasuries
UST 10Y YTM 
1.98 1.98 1.89 1.92 1.82 1.83 1.79
Bund 10Y YTM
1.98 1.96 1.89 1.93 1.85 1.85 1.79
Gilt 10Y YTM
2.19 2.22 2.16 2.18 2.09 2.05 1.97
Japan 10Y YTM
0.99 0.97 0.97 0.95 0.96 0.96 0.97
Swiss 10Y YTM 
0.79 0.75 0.72 0.69 0.68 0.71 0.74
Show other indexes
LIBOR
3M LIBOR USD 
        0.53060 0.53710 0.54235
3M LIBOR EUR
        1.0397 1.0494 1.0593
3M LIBOR GBP
        1.0802 1.0818 1.0830
3M LIBOR JPY
        0.1957 0.1957 0.1957
3M LIBOR CHF 
0.0783 0.0767 0.0767 0.0750 0.0742 0.0708 0.0700
3M LIBOR CAD
        1.3860 1.3860 1.3860
3M LIBOR AUD
        4.6520 4.6500 4.6520
3M LIBOR DKK
        0.9820 0.9780 0.9780
3M LIBOR NZD
        2.8560 2.8560 2.8560
3M LIBOR SEK
        2.6500 2.6500 2.6500
Show other indexes
Swaps
10Y mid-swaps
  2.08 2.04 2.04 1.93 1.93 1.94
Show other indexes
EURIBOR
1W EURIBOR
0.379 0.382 0.384 0.387 0.391 0.396 0.401
1M EURIBOR
0.655 0.664 0.674 0.682 0.691 0.701 0.713
3M EURIBOR
1.077 1.086 1.094 1.102 1.108 1.115 1.125
6M EURIBOR 
1.377 1.385 1.391 1.396 1.401 1.409 1.418
12M EURIBOR
1.710 1.717 1.725 1.732 1.737 1.745 1.754
Show other indexes
CDS CMA 
CDS 5Y Russia
  * * * * * *
CDS 5Y Gazprom
  * * * * * *
CDS 5Y VTB
  * * * * * *
CDS 5Y Sberbank (EUR)
  * * * * * *
CDS 5Y Ukraine (EUR)
  * * * * * *
CDS 5Y Kazakhstan
  * * * * * *
CDS 5Y Kazkommertsbank
  * * * * * *
CDX Markit 
CDX.EM 
* * * * * * *
iTraxx Crossover 5Y 
* * * * * * *
VIX Index, % 
18.16 17.65 17.76 17.10 17.98   19.44
TED-spread
43.00 44.00 45.00 46.00 45.00 48.00 49.00
UST10-TIPS10
185.50 185.50 176.50 179.50 169.50 170.50 166.50

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To subscribe go to the "Subscription" section.

Periodic Indexes

Type: Current value Change Last date
Federal funds rate, % 
0.25 -0.75 16.12.2008
FRS discount rate, %
0.75 0.25 18.02.2010
ECB refinancing rate, %
1.00 -0.25 08.12.2011
BoE repo rate, %
0.50 -0.5 05.03.2009
BoJ Target call rate, %
0.00 -0.1 05.10.2010
BoJ Target call rate (upper rate), %
0.10 0.1 05.10.2010
BoJ discount rate, %
0.30 -0.2 19.12.2008
Swiss Bank’s rate (low), % 
0.00 0 03.08.2011
Swiss Bank’s rate (upper), % 
0.25 -0.5 03.08.2011


Commodities

Daily Indexes

Type: 09.02.2012 08.02.2012 07.02.2012 06.02.2012 05.02.2012 04.02.2012 03.02.2012
OIL
Brent Crude
117.93 117.77 116.01 116.31 114.91   114.71
Metals
Gold (RUR/gram, The Bank of Russia)
1 663.96 1 663.79 1 668.91     1 710.57 1 695.92
Gold (USD/ounce, London)
  1 746.00 1 724.00 1 719.00     1 734.00


Macroeconomic Indicators (CIS)

Weekly Indexes

Type: 27.01.2012 23.01.2012 20.01.2012 16.01.2012 13.01.2012 10.01.2012 06.01.2012
Russia’s International Reserves (Weekly), USD bln.  
504.00   499.70   497.10   498.00
Monetary Base (narrow definition), RUR bln 
  6 834.30   6 804.10   7 149.70  

Monthly Indexes

Type: Jan 2012 Dec 2011 Nov 2011 Oct 2011 Sep 2011 Aug 2011 Jul 2011
Consumer Prices Indices (CPI, Ukraine)
Inflation (CPI, Ukraine) (monthly), %
    100.10 100.00 100.10 99.60 98.70
Consumer Prices Indices (CPI, Kazakhstan)
Inflation (CPI, Kazakhstan) (monthly), %
    100.60 100.30 100.30 100.30  
Consumer Prices Indices (CPI, Russia)
Consumer Prices (CPI, Russia) (year-to-date), % 
  106.10 105.60 105.20 104.70 104.70  
Consumer Prices (CPI, Russia) (monthly), % 
  100.40 100.40 100.50 100.00 99.80  
Money market indicators (Belarus)
Money Supply national definition(M2), BYR bln 
  41 165.50 35 841.80 36 285.50 36 597.40 33 702.70 32 799.60
Money Supply (M3), bln BYR
  111 195.30 104 080.90 104 153.70 78 920.20 71 493.60 68 501.62
Wide monetary base, BYR bln 
  18 757.50 15 747.80 15 748.30 16 331.40 14 414.80 13 867.60
Consumer Prices (CPI, Belarus) (monthly), %
  102.28 108.11 108.17 113.59 108.93 103.51
CIS International Reserves
International reserves of Belarus (in accordance with the methodology of the IMF), USD, mil 
  7 915.90 7 355.10 4 631.00 4 715.80 4 580.90 4 178.30
Money market indicators ÑÍÃ
Monthly Inflation, % (Georgia)
0.49 0.62 0.66 -0.15 0.60 1.10  
Monthly Inflation, % (Armenia)
      0.03 0.80 -0.60  
Monthly Inflation, % (Moldova)
      1.50 0.04 -0.10  
Money Aggregates (M1), thous.of GEL (Georgia) 
  2 919 2 516 2 572 2 506 2 522  
Money Aggregates (M2), thous.of GEL (Georgia) 
  3 547 3 082 3 140 3 015 3 054  
Money Aggregates (M3), thous.of GEL (Georgia) 
  7 356 6 571 6 763 6 674 6 599  
Monthly Inflation, % (Azerbaijan)
      0.00 1.10 0.60  
Monthly Inflation, % (Kyrgyz Republic)
      -0.50 -1.10 -1.20  
Monthly Inflation, % (Mongolia) 
    1.3 0.8 0.6 -0.3  
The volume of banking deposits Belarus, BYR bln 
  98 206.80 90 411.00 91 172.30 66 455.00 60 769.50 57 607.92
Money Supply (M2), RUR bln 
  24 543.40 21 961.90 21 380.90 21 497.40 21 083.80  
Wide monetary base, RUR bln 
  8 644.10 7 464.80 7 261.60 7 407.90 7 163.10  
Russia’s International Reserves, USD bln 
  498.65 510.91 525.56 516.85 545.01  
Aggregate amount of the Reserve fund, RUR bln 
1 863.06 811.52 801.77 790.02 823.87 772.28  
Aggregate amount of the National wealth fund, RUR bln 
2 682.21 2 794.43 2 764.40 2 726.42 2 827.10 2 673.05  

Quarterly Indexes

Type: IV 2011 III 2011 II 2011 I 2011 IV 2010 III 2010 II 2010
Gross domestic product (GDP, Russia)
Nominal volume of GDP (in market prices), Quarter data, bln rubles 
  14 055.50 12 757.10 11 410.00 12 971.00 11 772.90 10 623.40
Real GDP Indicator (YoY, Quarterly), % 
  104.80 103.40 104.10 104.50 103.10 105.00
Gross domestic product (GDP, Kazakhstan)
Index of actual volume GDP (YoY, Quarterly), % 
107.20 107.00 107.00 106.80 107.00 107.50 108.00
External debt (Belarus)
Gross External Debt (Belarus), USD mln 
  32 515.70 33 101.10 31 622.30 28 401.10 25 593.30 23 171.00
CIS External Debt
Gross External Debt, USD mil (Georgia) 
  10 768.58 10 533.58 10 318.48 9 817.10 9 417.10 8 712.60
Balance of payments (Belarus) million USD 
  512.10 309.90 -1 342.50 -1 018.70 292.40 -545.40

Yearly Indexes

Type: 2011 2010 2009 2008 2007 2006 2005
Gross domestic product (GDP, Russia)
Nominal volume of GDP (in market prices), Annual data, bln rubles 
54 369.10 44 491.40 38 797.20 41 264.90 33 247.50 26 903.50 21 625.40
Belarus GDP Indicator, USD mil
GDP volume (Belarus), USD mil 
  54 614.50 49 193.20 60 797.70 45 267.20 36 970.60 30 220.20
Gross Domestic Product CIS, USD mil.
GDP at current prices (Georgia), USD mil. 
  11 663.39 10 767.05 12 800.54 10 171.92 7 761.72 6 410.98
GDP at current prices (Moldova), USD mil. 
  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.
  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.
  9 600.00 8 714.00 11 917.00 7 974.00 6 387.00 4 900.00
GDP at current prices (Azerbaijan), USD mil.
  52 105.00 43 056.00 50 108.00 31 321.00 20 946.00 13 245.00
Consumer Prices Indices (CPI, Russia)
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

Type: 09.02.2012 08.02.2012 07.02.2012 06.02.2012 04.02.2012 03.02.2012 02.02.2012
MICEX
MICEX
1 544 1 555 1 549 1 563   1 565 1 542
RTS
RTSI
1 636 1 644 1 632 1 626   1 626 1 603
RTSVX
32 32 32 33   29 31
Stock market (Ukraine)
PFTS Index
584.00 583.87 581.34 580.17   580.99 579.06
Ukrainian exchange
1 548.51 1 557.57 1 544.17 1 545.33   1 553.07 1 546.61
Stock market (Kazakhstan, KASE)
KASE Index
1 197.87 1 209.75 1 192.25 1 212.53   1 215.34 1 207.04
KSE (Kyrgyzstan) 
245.55 245.55 245.55   245.55    
RENCASIA 
  598.92 600.30 604.14   603.61 598.69
GSE (Georgia) 
  81.58 82.14 82.14   82.09 81.24


Stock market (World)

Daily Indexes

Type: 09.02.2012 08.02.2012 07.02.2012 06.02.2012 03.02.2012 02.02.2012 01.02.2012
Stock market (Developed countries)
Dow Jones
  12 884 12 878 12 845 12 862 12 705 12 716
S&P 500
  1 350 1 347 1 344 1 345 1 326 1 324
FTSE 100 
5 896 5 876 5 890 5 892 5 901 5 796 5 791
NASDAQ Composite 
  2 915.86 2 904.08 2 901.99 2 905.66 2 859.68 2 848.27
DAX 
6 787.55 6 773.87 6 717.21 6 763.93 6 754.15 6 645.84 6 619.70
CAC 40 
3 425.98 3 410.00 3 411.54 3 405.27 3 427.92 3 376.66 3 367.46
Nikkei 225
9 002.24 9 015.59 8 917.52 8 929.20 8 831.93 8 876.82 8 809.79
Stock market (CIS)
FTSE Russia 
926.61 934.36 932.46 928.49 932.19 917.44 919.23


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