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1.
Choose location and index types
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all regions
world market
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Mexico
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S.Africa
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Periodicity
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All
Bond market indices
Interbank market
Inflation
Currencies
Bond market statistics
World Indicators
Macroeconomic Indicators (Russia)
Money market
2.
Choose indexes
EMBI+
EMBI+ spread
EMBI+ Russia spread
EMBI+ Ukraine spread
EMBI+ LatAm spread
EMBI+ Africa spread
EMBI+ Asia spread
EMBI+ Europe spread
EMBI+ Non Latin spread
EMBI+ Indonesia spread
PFTS-Cbonds
PFTS-Cbonds
PFTS-Cbonds TR
Treasuries
UST 10Y YTM
UST 10Y Price
UST 10Y MD
UST 30Y YTM
UST 30Y Price
UST 30Y MD
UST 5Y YTM
UST 5Y Price
UST 5Y MD
UST 3Y YTM
UST 3Y Price
UST 3Y MD
UST 2Y YTM
UST 2Y Price
UST 2Y MD
UST 12m YTM
UST 12m Price
UST 12m MD
Bund 10Y YTM
Bund 10Y Price
Bund 2Y YTM
Bund 2Y Price
Gilt 10Y YTM
Gilt 2Y YTM
Gilt 10Y Price
Gilt 2Y Price
MOSPRIME
MOSPRIME O/N
MOSPRIME 1W
MOSPRIME 2W (nva.ru, reuters.ru)
MOSPRIME 1M (nva.ru, reuters.ru)
MOSPRIME 2M (nva.ru, reuters.ru)
MOSPRIME 3M (nva.ru, reuters.ru)
MOSPRIME 6M (nva.ru, reuters.ru)
LIBOR
3m LIBOR USD
O/N LIBOR USD
1m LIBOR USD
2m LIBOR USD
6m LIBOR USD
12m LIBOR USD
6m LIBOR EUR
O/N LIBOR EUR
1m LIBOR EUR
2m LIBOR EUR
3m LIBOR EUR
12m LIBOR EUR
UZIBOR
3m UZIBOR
O/N UZIBOR
1w UZIBOR
1m UZIBOR
2m UZIBOR
6m UZIBOR
9m UZIBOR
12m UZIBOR
MIBID/MIBOR/MIACR
MIBID - 1 day
MIBID - 2-7 days
MIBID - 8-30 days
MIBOR - 1 day
MIBOR - 2-7 days
MIBOR - 8-30 days
MIACR - 1 day
MIACR - 2-7 days
MIACR - 8-30 days
Cbonds-Muni
Cbonds-Muni
Cbonds-Muni price index
Cbonds-Muni duration of index portfolio
Cbonds-Muni average yield
Cbonds-Muni average effective yield
Rux-Cbonds
RUX-Cbonds
RUX-Cbonds price index
RUX-Cbonds duration of index portfolio
RUX-Cbonds Average yield
RUX-Cbonds average effective yield
Swaps
10Y mid-swaps
1Y mid-swaps
2Y mid-swaps
3Y mid-swaps
4Y mid-swaps
5Y mid-swaps
7Y mid-swaps
30Y mid-swaps
KIBID/KIBOR/KIMEAN
1w KIBOR KZT
2w KIBOR KZT
1m KIBOR KZT
2m KIBOR KZT
3m KIBOR KZT
1w KIBID KZT
2w KIBID KZT
1m KIBID KZT
2m KIBID KZT
3m KIBID KZT
1w KIMEAN KZT
2w KIMEAN KZT
1m KIMEAN KZT
2m KIMEAN KZT
3m KIMEAN KZT
BakiBOR
BakIBOR, AZN 90 days
BakIBOR, USD 90 days
BakIBOR, AZN 1 day
BakIBOR, AZN 2 days
BakIBOR, AZN 7 days
BakIBOR, AZN 14 days
BakIBOR, AZN 30 days
BakIBOR, AZN 180 days
BakIBOR, AZN 360 days
BakIBOR, USD 1 day
BakIBOR, USD 2 days
BakIBOR, USD 7 days
BakIBOR, USD 14 days
BakIBOR, USD 30 days
BakIBOR, USD 180 days
BakIBOR, USD 360 days
RUR/USD NDF implied yield
RUR/USD NDF 1 week
RUR/USD NDF 1 month
RUR/USD NDF 2 month
RUR/USD NDF 3 month
RUR/USD NDF 6 month
RUR/USD NDF 9 month
RUR/USD NDF 1 year
RUR/USD NDF 2 year
RUR/USD NDF 3 year
RUR/USD NDF 3 year
RUR/USD NDF 5 year
RUR/USD NDF 7 years
RUR/USD NDF 10 year
IRS (3mMosPrime vs Annual fixed)
IRS 1 year
IRS 2 year
IRS 3 year
IRS 4 year
IRS 5 year
IRS 6 year
IRS 7 yea
IRS 8 year
IRS 9 year
IRS 10 year
EURIBOR
6M EURIBOR
1W EURIBOR
1M EURIBOR
3M EURIBOR
12M EURIBOR
KievPrime
KievPrime O/N
KievPrime 1W
KievPrime 1M
KievPrime 2M
KievPrime 3M
EMBI Global
EMBI Global
EMBI Global Russia
EMBI Global Ukraine
EMBI Global Kazakhstan
EMBI Global Georgia
CDS
CDS 5Y Russia
CDS 5Y Ukraine
CDS 5Y Gazprom
CDX
CDX.EM
CDX.EM.DIVERSIFIED
MICEX CBI
MICEX CBI CP
MICEX CBI CP 3Y
MICEX CBI CP 5Y
MICEX CBI TR
MICEX CBI TR 3Y
MICEX CBI TR 5Y
MICEX CBI GP
MICEX CBI GP 3Y
MICEX CBI GP 5Y
Euro-Cbonds
Euro-Cbonds Sovereign Russia
Euro-Cbonds Sovereign Russia price index
Euro-Cbonds Sovereign Russia duration of index portfolio
Euro-Cbonds Sovereign Russia average yield
Euro-Cbonds Sovereign Russia average effective yield
Euro-Cbonds Sovereign Ukraine
Euro-Cbonds Sovereign Ukraine price index
Euro-Cbonds Sovereign Ukraine duration of index portfolio
Euro-Cbonds Sovereign Ukraine average yield
Euro-Cbonds Sovereign Ukraine average effective yield
Euro-Cbonds IG Russia
Euro-Cbonds IG Russia price index
Euro-Cbonds IG Russia duration of index portfolio
Euro-Cbonds IG Russia average yield
Euro-Cbonds IG Russia average effective yield
Euro-Cbonds NIG Russia
Euro-Cbonds NIG Russia price index
Euro-Cbonds NIG Russia duration of index portfolio
Euro-Cbonds NIG Russia average yield
Euro-Cbonds NIG Russia average effective yield
Euro-Cbonds Сorporate Kazakhstan
Euro-Cbonds Сorporate Kazakhstan price index
Euro-Cbonds Сorporate Kazakhstan duration of index portfolio
Euro-Cbonds Сorporate Kazakhstan average yield
Euro-Cbonds Сorporate Kazakhstan average effective yield
Euro-Cbonds Сorporate Ukraine
Euro-Cbonds Сorporate Ukraine price index
Euro-Cbonds Сorporate Ukraine duration of index portfolio
Euro-Cbonds Сorporate Ukraine average yield
Euro-Cbonds Сorporate Ukraine average effective yield
Fixed-term rates on the Bank of Russia lombard loans
Fixed-term rates on the Bank of Russia lombard loans, 1 day, %
Fixed-term rates on the Bank of Russia lombard loans, 7 days, %
Fixed-term rates on the Bank of Russia lombard loans, 30 days, %
Lombard auction interest rates
Lombard auction interest rates, 2 weeks, %
Lombard auction interest rates, 3 monthes, %
Fixed rates on direct REPO deals
Fixed rate on direct REPO deals, 1 day, %
Fixed rate on direct REPO deals, 7 days, %
Minimum rates for direct REPO auctions
Minimum rate for direct REPO auctions, 1 day, %
Minimum rate for direct REPO auctions, 7 days, %
Minimum rate for direct REPO auctions, 90 days, %
Deposit auction interest rates
Deposit rate, Overnight, %
Deposit Rate, 3 month, %
Deposit Rates, 1 month, %
Deposit rate, Spot-2 week, %
Deposit rate, 2 weeks, %
Deposit rate, Spot-week, %
Deposit rate, 1 week, %
Deposit rate, Spot-next, %
Deposit rate, Tom-next, %
Deposit rate, Call Deposit, %
Deposit auction interest rates
Deposit auction interest rate, 4 weeks, %
Deposit auction interest rates, 3 month, %
Swap difference
USD/RUB buy/sell overnight
EUR/RUB buy/sell overnight
The amount of SWAP transactions done by the Bank of Russia
The amount of SWAP USD/RUB transactions, USD mln.
The amount of SWAP EUR/RUB transactions? EURO mln.
Muni bonds outst. Russia, RUR bln.
Bank of Russia bonds debt, RUR bln.
Total volume on intraday loans, RUR bln.
Arrears on other loans, RUR bln.
Arrears on lombard loans, RUR bln.
Aggregate amount of the Reserve fund, RUR bln.
Aggregate amount of the National wealth fund, RUR bln.
Federal funds rate, %
Russia’s International Reserves, USD bln.
Number of new issues Muni.bond
Number of new issues Corp.bond
Volume of federal budget funds placed on bank accounts
Overnight Credit, %
GKO-OFS outst. vol., RUR bln.
Rate on unsecured loans, %
Monetary Base (broad definition), RUR bln.
Money Supply (M2), RUR bln.
Arrears on overnight loans, RUR bln.
Arrears on unsecured loans
Corp. bonds outst. Russia, RUR bln.
USD/RUR
Russia Corp.bond issuance, RUR bln.
Inflation (CPI) (year-to-date), %
Refinancing Rate of CBR, %
ECB refinancing rate, %
Inflation (CPI) (monthly), %
EUR/RUR
BoE repo rate, %
Russia Muni.bond issuance, RUR bln..
BoJ Target call rate, %
Sovereign eurobonds, USD bln. (Russia)
Dual-currency basket/RUR
EUR/USD
GBP/USD
BoJ discount rate, %
Muni eurobonds, USD bln. (Russia)
USD/JPY
Corp. eurobonds, USD bln (Russia)
Credit institutions’ balances on correspondent accounts, RUR
USD/CHF
Corporate CLN, USD bln (Russia)
NB of Belarus refinancing rate, %
Credit institutions’ balances on correspondent accounts (Moscow)
NB of Kazakhstan refinancing rate, %
USD/UAH
Corporate ABS, USD bln (Russia)
NB of Azerbaijan refinancing rate, %
Bank deposits with CB, RUR bln.
Russia eurobond issuance, USD bln.
EUR/UAH
KazPrime
RUR/UAH
Ukraine eurobonds, USD bln.
Balance of Bank of Russia transactions (supply / withdrawal of liquidity)
NB of Kyrgyzstan discount rate, %
USD/KZT
Repo auctions with CB, RUR bln
Ukraine eurobond issuance, USD bln.
NB of Ukraine discount rate, %
Ukraine gov. bonds outst., USD bln.
ICSrubon
CB of Uzbekistan refinancing rate, %
Corp. bonds outst. Ukraine , USD bln.
Ukraine muni bonds, USD mln.
Kazakhstan eurobonds, USD bln.
USD/BYR
Kazakhstan eurobond issuance, USD bln.
Kazakhstan gov. bonds outst. Kazakhstan, USD bln.
EUR/BYR
Corp. bonds outst. Kazakhstan , USD bln.
USD/UZS
Belarus gov. bonds outst. Belarus, USD bln.
USD/AZM
Uzbekistan gov. bonds outst., USD mln.
USD/KGS
USD/AMD
Uzbekistan corp. bonds offering volume, USD mln.
USD/GEL
Azerbaijan gov. bonds outst., USD mln.
Azerbaijan corp. bonds outst., USD mln.
Emerging Markets debt issuance, USD bln.
3.
Choose range of dates
For the period
from
to
from
January
Febriary
March
April
May
June
July
August
September
October
November
December
to
January
Febriary
March
April
May
June
July
August
September
October
November
December
Entries on page
:
Daily Indexes
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Bond market indices
Type
02.12.2008
01.12.2008
28.11.2008
27.11.2008
26.11.2008
25.11.2008
24.11.2008
PFTS-Cbonds
PFTS-Cbonds
103.13
103.42
103.59
103.33
103.28
103.31
103.36
PFTS-Cbonds TR
179.16
179.58
179.65
179.13
178.98
178.97
178.98
Rux-Cbonds
RUX-Cbonds
196.6846
196.4186
195.3646
195.1593
195.4223
195.1454
RUX-Cbonds price index
92.4298
92.3809
91.9002
91.8278
91.9808
91.8737
RUX-Cbonds duration of index portfolio
650
673
675
675
681
684
RUX-Cbonds Average yield
18
16.87
17.63
18.13
17.8
17.52
RUX-Cbonds average effective yield
19.51
18.15
18.95
19.61
19.21
18.88
RUX-Cbonds price index, RUX-Cbonds duration of index portfolio, RUX-Cbonds Average yield, RUX-Cbonds average effective yield
Cbonds-Muni
Cbonds-Muni
143.2413
145.4957
141.9102
144.6483
148.6376
148.3813
Cbonds-Muni price index
