Organization responsible for index calculation: Metropol
Index group description On 21 October, 2011, IFC Metropol launched a weekly survey of professional market
participants on their sentiments regarding the Russian government 4-year bond yield at the
end of the following week.
The survey is taken every Friday. Participants are asked the following question: “In your
opinion, how will the government 4-year bond YTM have changed by the end of next week?”
The three possible answers are: “YTM will rise”, “YTM will fall”, “YTM will be basically
unchanged”.
The results are shown in the chart “Russian government bond yield Sentiment Index”.
Included indexes Bulls - expect government 4-year bond YTM will fall, % Bears - expect government 4-year bond YTM will rise, % Difference (Bears - Bulls), % Futures on 4-year government bonds (OFZ4) price, RUB
