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Market Participants' Indexes |
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Daily Indexes
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147.86 |
147.82 |
148.01 |
148.35 |
148.57 |
148.67 |
148.86 |
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98.21 |
98.27 |
98.40 |
98.67 |
98.85 |
99.00 |
99.15 |
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2.32 |
2.30 |
2.33 |
2.34 |
2.35 |
2.37 |
2.37 |
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8.56 |
8.58 |
8.51 |
8.44 |
8.33 |
8.27 |
8.21 |
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Weekly Indexes
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Bulls - expect government 4-year bond YTM will fall, % |
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26.00 |
20.00 |
33.00 |
50.00 |
48.00 |
42.00 |
48.00 |
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Bears - expect government 4-year bond YTM will rise, % |
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64.00 |
54.00 |
44.00 |
29.00 |
27.00 |
37.00 |
28.00 |
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Difference (Bears - Bulls), % |
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21.00 |
20.00 |
5.00 |
20.00 |
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Futures on 4-year government bonds (OFZ4) price, RUB |
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9 975.00 |
10 154.00 |
10 171.00 |
10 167.00 |
10 150.00 |
10 128.00 |
10 160.00 |
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| Show other indexes |
Viewing the following indexes is possible for Cbonds subscribers after the proprietor’s authorization (JP Morgan). You are welcome to request authorization here.
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Daily Indexes
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EMCI TOTAL Bench Spread
|
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447 |
448 |
441 |
432 |
425 |
419 |
408 |
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EMCI EMEA Bench Spread
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446 |
449 |
439 |
431 |
422 |
416 |
404 |
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EMCI AMERICAS Bench Spread |
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487 |
488 |
482 |
470 |
462 |
456 |
442 |
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403 |
402 |
395 |
391 |
386 |
380 |
373 |
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EMCI A Bucket Bench Spread |
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223 |
221 |
218 |
216 |
214 |
211 |
206 |
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EMCI BBB Bucket Bench Spread |
|
353 |
354 |
348 |
337 |
330 |
325 |
315 |
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EMCI BB Bucket Bench Spread |
|
636 |
639 |
624 |
614 |
605 |
593 |
579 |
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EMCI B Bucket Bench Spread |
|
1 077 |
1 088 |
1 075 |
1 061 |
1 035 |
1 019 |
985 |
| Show other indexes |
|
Daily Indexes
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H0A0 US High Yield Master II Index, Spread-Govt
|
|
663 |
652 |
644 |
622 |
615 |
611 |
602 |
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862.93 |
865.68 |
868.46 |
874.10 |
876.50 |
877.55 |
879.31 |
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4.77 |
5.11 |
5.45 |
6.13 |
6.42 |
6.55 |
6.76 |
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7.59 |
7.47 |
7.39 |
7.19 |
7.12 |
7.08 |
7.03 |
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4.33 |
4.30 |
4.29 |
4.26 |
4.25 |
4.24 |
4.24 |
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HW00 Global High Yield Index, Spread-Govt
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720 |
713 |
702 |
684 |
674 |
669 |
659 |
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256.04 |
256.48 |
257.44 |
258.92 |
260.01 |
260.68 |
261.77 |
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5.79 |
5.97 |
6.37 |
6.98 |
7.43 |
7.70 |
8.15 |
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8.14 |
8.06 |
7.95 |
7.79 |
7.69 |
7.64 |
7.57 |
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4.18 |
4.16 |
4.15 |
4.13 |
4.12 |
4.12 |
4.12 |
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EMCB Emerging Markets Corporate Plus Index, Spread-Govt
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452 |
453 |
446 |
439 |
432 |
427 |
417 |
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304.91 |
304.76 |
305.70 |
306.36 |
307.38 |
308.32 |
309.53 |
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5.06 |
5.01 |
5.34 |
5.56 |
5.91 |
6.24 |
6.66 |
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5.50 |
5.50 |
5.43 |
5.39 |
5.32 |
5.27 |
5.20 |
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4.98 |
4.99 |
5.00 |
5.01 |
5.01 |
5.02 |
5.04 |
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IP0X Global Emerging Markets Sovereign Plus Excluding Brady Bonds Index, Spread-Govt |
|
405 |
409 |
403 |
394 |
387 |
383 |
370 |
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Daily Indexes
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Russian Corporate Rouble Bond Index
|
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196.09 |
196.53 |
196.90 |
197.53 |
197.88 |
198.07 |
197.95 |
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Russian Corporate Eurobonds Index
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215.11 |
215.71 |
216.43 |
217.32 |
217.90 |
219.12 |
219.11 |
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Quarterly Indexes
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RenCap-NES Leading GDP Indicator, YoY, %
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6.50 |
3.10 |
2.50 |
4.50 |
5.00 |
5.80 |
3.19 |
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RenCap-NES Leading GDP Indicator, QoQ, s/a, %
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1.00 |
1.60 |
0.80 |
0.50 |
1.00 |
2.70 |
1.41 |
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RenCap-NES Leading GDP Indicator, QoQ, %
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11.30 |
-20.60 |
5.50 |
11.30 |
11.90 |
-19.70 |
6.53 |
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Monthly Indexes
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HSBC Russia Manufacturing PMI
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52.90 |
50.80 |
50.70 |
50.80 |
51.60 |
52.60 |
50.40 |
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HSBC Russia Services PMI
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52.60 |
54.40 |
55.30 |
56.50 |
53.80 |
54.80 |
53.50 |
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HSBC Russia Composite Output index
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53.40 |
53.60 |
53.70 |
54.40 |
53.50 |
54.60 |
52.50 |
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Quarterly Indexes
|
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HSBC Emerging Markets Index
|
|
53.40 |
52.40 |
51.90 |
54.20 |
55.00 |
55.70 |
54.30 |
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Daily Indexes
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RUBIN USD
|
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122.27 |
122.05 |
121.90 |
121.17 |
121.35 |
120.99 |
120.99 |
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RUBIN EUR
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92.34 |
92.23 |
92.39 |
92.15 |
91.80 |
92.10 |
92.13 |
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Weekly Indexes
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RUX-REGION, 1M
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6.61 |
6.61 |
6.61 |
6.61 |
6.61 |
6.61 |
6.71 |
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7.27 |
7.27 |
7.27 |
7.25 |
7.25 |
7.25 |
7.46 |
|
7.80 |
7.80 |
7.80 |
7.82 |
7.82 |
7.82 |
7.94 |
|
8.44 |
8.44 |
8.44 |
8.48 |
8.48 |
8.48 |
8.86 |
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Daily Indexes
|
8.42 |
8.41 |
8.50 |
8.48 |
8.44 |
8.47 |
8.45 |
|
7.82 |
7.86 |
7.83 |
7.81 |
7.83 |
7.81 |
7.85 |
|
7.40 |
7.42 |
7.54 |
7.52 |
7.53 |
7.19 |
7.19 |
|
6.81 |
6.81 |
6.87 |
6.85 |
6.77 |
6.76 |
6.73 |
| Show other indexes |
|
Daily Indexes
|
9.37 |
9.36 |
9.37 |
9.47 |
9.51 |
9.55 |
9.58 |
|
6.40 |
6.34 |
6.35 |
6.34 |
6.36 |
6.39 |
6.42 |
|
7.60 |
7.58 |
7.50 |
7.53 |
7.60 |
7.63 |
7.72 |
|
7.41 |
7.44 |
7.48 |
7.56 |
7.50 |
7.50 |
7.49 |
|
8.32 |
8.21 |
8.06 |
8.17 |
8.36 |
8.40 |
8.70 |
|
8.76 |
8.76 |
8.75 |
8.74 |
8.76 |
8.74 |
8.77 |
|
9.40 |
9.39 |
9.40 |
9.46 |
9.63 |
9.62 |
9.64 |
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TRI Transp&Telecoms Yield |
|
11.95 |
11.89 |
11.90 |
11.91 |
11.93 |
11.96 |
11.99 |
|
9.20 |
9.21 |
9.23 |
9.28 |
9.32 |
9.11 |
9.04 |
|
9.19 |
9.19 |
9.19 |
9.22 |
9.19 |
9.28 |
9.35 |
|
9.34 |
9.31 |
9.33 |
9.29 |
9.32 |
9.63 |
9.68 |
|
11.43 |
11.35 |
11.92 |
14.40 |
14.58 |
14.56 |
14.49 |
|
9.03 |
9.06 |
9.03 |
9.02 |
9.07 |
9.07 |
9.13 |
|
8.90 |
8.87 |
8.91 |
8.92 |
8.96 |
8.91 |
8.89 |
|
11.37 |
11.30 |
11.37 |
11.89 |
11.94 |
12.30 |
12.35 |
|
8.42 |
8.41 |
8.41 |
8.47 |
8.46 |
8.46 |
8.49 |
|
9.88 |
9.79 |
10.11 |
9.93 |
9.92 |
9.93 |
9.92 |
|
10.17 |
10.12 |
10.14 |
10.19 |
10.25 |
10.54 |
10.58 |
|
9.15 |
9.17 |
9.10 |
9.09 |
9.15 |
9.05 |
9.07 |
| Show other indexes |
|
6.13 |
6.14 |
6.16 |
6.17 |
6.19 |
6.17 |
6.12 |
|
4.28 |
4.25 |
4.28 |
4.28 |
4.28 |
4.28 |
4.26 |
|
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TDI RUS Industry&Chemical Yield |
|
5.72 |
5.57 |
5.63 |
5.65 |
5.75 |
5.89 |
5.84 |
|
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TDI RUS Mining&Metals Yield |
|
6.51 |
6.48 |
6.47 |
6.51 |
6.53 |
6.51 |
6.50 |
|
4.48 |
4.52 |
4.52 |
4.55 |
4.56 |
4.55 |
4.43 |
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TDI RUS Telecoms&Media Yield |
|
7.32 |
7.31 |
7.32 |
7.31 |
7.29 |
7.28 |
7.26 |
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TDI RUS Transportation Yield |
|
5.47 |
5.48 |
5.61 |
5.58 |
5.51 |
5.53 |
5.47 |
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TDI RUS Q-Sov Banks Yield |
|
5.11 |
5.09 |
5.10 |
5.06 |
5.06 |
5.04 |
5.01 |
|
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TDI RUS Private Banks Yield |
|
8.00 |
8.01 |
8.05 |
8.05 |
8.18 |
8.19 |
8.15 |
|
10.03 |
9.95 |
10.01 |
9.98 |
9.94 |
9.75 |
9.66 |
|
13.63 |
13.68 |
13.87 |
13.97 |
14.03 |
14.04 |
13.98 |
|
11.47 |
11.41 |
11.42 |
11.37 |
11.47 |
11.44 |
11.42 |
|
11.04 |
11.04 |
11.13 |
11.10 |
11.10 |
11.09 |
11.01 |
|
14.28 |
14.41 |
14.46 |
14.49 |
14.65 |
14.59 |
14.69 |
|
4.92 |
5.00 |
5.01 |
5.03 |
5.04 |
5.03 |
4.99 |
| Show other indexes |
|
Daily Indexes
|
8.68 |
8.73 |
8.68 |
8.74 |
8.50 |
8.43 |
8.41 |
|
7.81 |
7.88 |
8.01 |
7.85 |
7.44 |
7.55 |
7.56 |
|
7.60 |
7.67 |
7.67 |
7.48 |
7.34 |
7.34 |
7.38 |
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BMBI Sector_NonMoscow AvgY |
|
8.88 |
9.06 |
8.93 |
8.63 |
8.60 |
8.61 |
8.51 |
|
8.62 |
8.78 |
8.68 |
8.40 |
8.35 |
8.35 |
8.29 |
|
8.71 |
8.66 |
8.62 |
8.53 |
8.18 |
8.40 |
8.41 |
|
8.67 |
8.77 |
8.70 |
8.84 |
8.67 |
8.46 |
8.42 |
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BMBI List_CorpMuni_A1 AvgY |
|
8.42 |
8.41 |
8.37 |
8.27 |
7.99 |
8.16 |
8.17 |
|
9.39 |
9.35 |
9.17 |
8.95 |
8.71 |
8.79 |
8.71 |
|
8.58 |
8.86 |
8.69 |
8.41 |
8.24 |
8.40 |
8.48 |
|
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BMBI Branch_Chemisrty AvgY |
|
9.05 |
9.03 |
8.96 |
9.41 |
8.83 |
8.95 |
8.96 |
|
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BMBI Branch_FinanicalSector AvgY |
|
8.81 |
8.92 |
8.92 |
8.66 |
8.41 |
8.61 |
8.58 |
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BMBI Branch_Construction AvgY |
|
17.53 |
16.91 |
16.93 |
15.85 |
15.76 |
16.11 |
15.47 |
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BMBI Branch_Mortgage AvgY |
|
8.93 |
8.73 |
8.73 |
8.66 |
8.59 |
9.02 |
8.95 |
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BMBI Branch_Retailers AvgY |
|
8.80 |
8.93 |
9.18 |
9.00 |
8.67 |
9.60 |
9.99 |
|
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BMBI Branch_ConsumerGoods AvgY |
|
11.60 |
11.53 |
9.70 |
9.74 |
10.58 |
10.20 |
10.20 |
|
|
BMBI Branch_OilAndGas AvgY |
|
6.96 |
7.02 |
7.06 |
8.39 |
7.99 |
6.87 |
6.74 |
|
9.77 |
9.60 |
9.42 |
9.32 |
8.87 |
9.03 |
9.03 |
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BMBI Branch_Machinery AvgY |
|
10.02 |
9.99 |
10.18 |
10.01 |
9.90 |
10.03 |
10.03 |
|
8.69 |
8.64 |
8.71 |
8.32 |
8.50 |
8.53 |
8.46 |
|
9.67 |
9.60 |
9.49 |
9.36 |
9.18 |
9.09 |
9.09 |
|
11.70 |
11.59 |
11.02 |
11.24 |
11.26 |
10.81 |
10.59 |
|
|
BMBI Branch_Transport AvgY |
|
8.75 |
8.80 |
8.88 |
8.79 |
8.81 |
8.96 |
8.77 |
|
|
BMBI Rat_NonFin_BBB_all AvgY |
|
6.70 |
6.85 |
6.84 |
7.74 |
7.52 |
6.69 |
6.67 |
|
|
BMBI Rat_NonFin_BB_all AvgY |
|
8.36 |
8.40 |
8.34 |
8.22 |
7.94 |
8.05 |
8.07 |
|
|
BMBI Rat_NonFin_B_all AvgY |
|
10.48 |
10.32 |
10.15 |
10.03 |
9.85 |
9.96 |
10.01 |
|
|
BMBI Rat_Fin_BBB_all AvgY |
|
8.07 |
8.13 |
8.17 |
7.91 |
7.80 |
8.06 |
7.98 |
|
8.61 |
8.66 |
8.55 |
8.57 |
8.30 |
8.33 |
8.36 |
|
10.86 |
10.89 |
10.83 |
10.35 |
10.22 |
10.50 |
10.48 |
| Show other indexes |
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Ñêîðîñòü: 0.92578196525574
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