Bond market indices

Daily Indexes

Тип:	12.03.2010	11.03.2010	10.03.2010	09.03.2010	08.03.2010	05.03.2010	04.03.2010
IFX-Cbonds
IFX-Cbonds		271.62	271.20	270.82		270.47	269.23
IFX-Cbonds price index		111.27	111.13	111.01		110.99	110.50
IFX-Cbonds average effective yield		8.48	8.54	8.60		8.70	8.84
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Cbonds-Muni
Cbonds-Muni		201.08	200.22	200.10		199.66	199.26
Cbonds-Muni average effective yield		7.89	8.05	8.07		8.13	8.20
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Euro-Cbonds
Euro-Cbonds Sovereign Russia		108.13	108.06	107.66	107.27	107.35	107.26
Euro-Cbonds Sovereign Ukraine		98.88	97.95	98.04	97.22	97.60	97.68
Euro-Cbonds IG Russia		112.52	112.61	112.04	111.44	111.29	111.25
Euro-Cbonds NIG Russia		119.73	119.66	119.44	119.25	119.20	119.04
Euro-Cbonds Сorporate Kazakhstan		91.96	91.91	91.48	90.86	90.53	90.38
Euro-Cbonds Сorporate Ukraine		121.38	120.57	120.45	120.29	120.59	120.58
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MICEX CBI
MICEX CBI CP	95.15	94.96	94.79	94.62	94.46	94.47	94.60
MICEX CBI TR	181.04	180.63	180.26	179.91	179.39	179.41	179.59
MICEX CBI GP	98.32	98.10	98.28	98.09	97.80	97.81	97.91
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MICEX MBI
MICEX MBI CP	98.71	98.55	98.23	98.39	98.09	98.08	97.98
MICEX MBI GP	100.77	100.58	100.23	100.44	100.24	100.23	100.20
MICEX MBI TR	136.17	135.92	135.44	135.62	135.32	135.31	135.13
RGBI
RGBI	133.75	133.42	133.14	133.07		133.16	133.16
RGBI TR	246.87	246.21	245.64	245.45		245.37	245.31
RGBY	7.03	6.56	7.10	6.66		6.57
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Interbank market

Daily Indexes

Тип:	12.03.2010	11.03.2010	10.03.2010	09.03.2010	05.03.2010	04.03.2010	03.03.2010
MOSPRIME
MOSPRIME O/N	3.22	3.30	3.76	3.83	3.92	3.72	3.59
MOSPRIME 1W	3.88	3.89	4.00	4.01	4.02	4.03	4.06
MOSPRIME 1M (nva.ru, reuters.ru)	4.19	4.34	4.51	4.54	4.61	4.64	4.69
MOSPRIME 3M (nva.ru, reuters.ru)	4.56	4.66	4.84	4.91	5.04	5.12	5.21
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MIBID/MIBOR/MIACR
MIBID - 1 day	3.08	3.12	3.27	3.32	3.30	3.06	3.11
MIBOR - 1 day	4.00	4.09	4.20	4.27	4.19	4.05	4.15
MIACR - 1 day		3.01	3.25	3.42	3.80	3.46	3.40
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RUR/USD NDF implied yield
RUR/USD NDF 1 month		*	*	*	*	*	*
RUR/USD NDF 1 year		*	*	*	*	*	*
RUR/USD NDF 3 year		*	*	*	*	*	*
RUR/USD NDF 5 year		*	*	*	*	*	*
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IRS (3mMosPrime vs Annual fixed)
IRS 1 year		*	*	*	*	*	*
IRS 2 year		*	*	*	*	*	*
IRS 3 year		*	*	*	*	*	*
IRS 5 year		*	*	*	*	*	*
IRS 10 year		*	*	*	*	*	*
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BakiBOR
BakIBOR, AZN 90 days	15.94	15.57	15.88	15.81	15.94	16.50	15.81
BakIBOR, USD 90 days	16.38	16.14	16.31	16.25	16.38	17.86	16.25
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KIBID/KIBOR/KIMEAN
3m KIBOR KZT	7.00	7.00	7.00	7.00	7.00	7.00	7.00
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KazPrime	1.76	1.76	1.76	1.76	1.76	1.76	1.83

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Periodic Indexes

Тип:	Current value	Change	Last date
Refinancing Rate of CBR, %	8.50	-0.25	24.02.2010
NB of Kazakhstan refinancing rate, %	7.00	0	31.12.2009
NB of Belarus refinancing rate, %	13.00	-0.5	17.02.2010
NB of Azerbaijan refinancing rate, %	2.00	-1	25.05.2009

Currencies

Daily Indexes

Тип:	15.03.2010	13.03.2010	12.03.2010	11.03.2010	10.03.2010	09.03.2010	08.03.2010
Exchange rates (Bank of Russia)
USD/RUR			29.5195	29.7249	29.7499	29.8366
EUR/RUR			40.2469	40.3367	40.4866	40.5211
Dual-currency basket/RUR			34.35	34.50	34.58	34.64
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Exchange rates (Central Bank)
USD/UAH			7.9804	7.9824	7.9840	7.9838
EUR/UAH			10.8988	10.8640	10.8239	10.8436
RUR/UAH			0.2703	0.2685	0.2684	0.2676
USD/KZT	147.13		147.16	147.29	147.19	147.20
USD/BYR			2 950.00	2 950.00	2 945.00	2 945.00	2 945.00
EUR/BYR			4 025.57	4 003.15	4 010.80	4 003.43	4 003.43
USD/UZS		1 543.38	1 543.38	1 543.38	1 543.38	1 543.38	1 540.03
USD/AZM			0.8033	0.8034	0.8034	0.8034
USD/AMD			392.62	391.41	389.94	388.92	388.09
USD/GEL			1.72	1.72	1.72	1.72
FOREX
EUR/USD			1.3703	1.3640	1.3555	1.3609	1.3667
GBP/USD			1.5063	1.4965	1.4890	1.4992	1.5148
USD/JPY			90.56	90.45	89.99	89.94	90.29
USD/CHF			1.0665	1.0709	1.0786	1.0750	1.0702

Money market

Daily Indexes

Тип:	15.03.2010	13.03.2010	12.03.2010	11.03.2010	10.03.2010	09.03.2010	08.03.2010
Credit institutions balances on correspondent accounts
Credit institutions balances on correspondent accounts, Russia, RUR bln.			579.90	576.60	589.50	401.10
Credit institutions balances on correspondent accounts, Moscow, RUR bln.			424.70	414.70	452.60	264.10
Deposit deals
Bank deposits with CB, RUR bln.			750.10	626.80	510.00	620.60
Deposit rate, Tom-next, %			3.25	3.25	3.25	3.25
Deposit rate, Spot-next, %			3.25	3.25	3.25	3.25
Deposit rate, 1 week, %			3.75	3.75	3.75	3.75
Deposit rate, Spot-week, %			3.75	3.75	3.75	3.75
Deposit rate, Call Deposit, %			3.25	3.25	3.25	3.25
Direct REPO deals
Repo auctions with CB, RUR bln			8.36	13.11	12.82	55.16
Fixed rate on direct REPO deals, 1 day, %				7.50	7.50	7.50
Fixed rate on direct REPO deals, 7 days, %				7.50	7.50	7.50
Lombard loans and auctions
Lombard auction interest rates, 3 monthes, %						7.29
Arrears on lombard loans, RUR bln.					20.2330	20.2730
Fixed-term rates on the Bank of Russia lombard loans, 1 day, %			7.50	7.50	7.50	7.50	7.50
Fixed-term rates on the Bank of Russia lombard loans, 7 days, %			7.50	7.50	7.50	7.50	7.50
Fixed-term rates on the Bank of Russia lombard loans, 30 days, %			7.50	7.50	7.50	7.50	7.50
Lombard auction interest rates, 2 weeks, %						5.78
Unsecured loans
Total unsecured debt, RUR bln			78.33	86.83	86.79	86.79	87.42
Total amount of loans, RUR mln						41.00
Rate on unsecured loans, %						11.59
Currency swap
Swap difference USD/RUB	0.0200		0.0067	0.0067	0.0067	0.0269
Swap difference EUR/RUB	0.0248		0.0083	0.0083	0.0083	0.0334
Weighted average rates for interdealer REPO (MICEX)
Rates for interdealer REPO, 1day, %				4.26	4.43	4.60
Rates for interdealer REPO, 2-7 days, %				4.23	4.48	4.57
Rates for interdealer REPO, 8-14 days, %					5.00
REPO rate indicators (Micex)
MICEX Bond Repo Rate ON, %				4.07	4.34	4.34
MICEX Bond Repo Rate 7 days, %				4.54	4.70	4.55
MICEX Bond Repo Rate 14 days, %				5.35	5.08	5.00
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				*	*	*	*
Overnight loans
Overnight rate for unsecured loans,% (Ukraine)			13.5	13.5	13.5	17.0
Overnight rate for loans backed by government securities,% (Ukraine)			12.5	12.5	12.5	15.5
Arrears on overnight loans, RUR bln.			0.28	0.07	0.10	0.07
Credit institutions balances on corr. accounts (Ukraine)
Credit institutions’ balances on correspondent accounts, UAH		17 610.30	17 149.20	17 719.30	17 317.00	16 432.20
Results of operations of NBU on mobilization of facilities of banks (Ukraine), million			1 161.00	2 360.00	510.00	646.00
Arrears on other loans, RUR bln.				192.68	189.05	191.82
Amount of extended inter-bank loans, UAH m (Ukraine)				2 439.1	1 948.5	2 854.7
Foreign currency interbank loan rate, % (Ukraine)					0.4	0.6
Interbank loan rate, including hard currency, % (Ukraine)					0.4	0.6
Balance of Bank of Russia transactions (supply / withdrawal of liquidity)			171.70	51.40	81.70	223.90
Total volume on intraday loans, RUR bln.				94.55	80.99	75.66	84.13

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Monthly Indexes

Тип:	Nov 2009	Oct 2009	Sep 2009	Aug 2009	Jul 2009	Jun 2009	May 2009
Promissory Note Market
Banking Bills, RUR bln.	722.071	695.062	680.239	684.596	663.950	626.140	628.051
Discounted Bills (Total), RUR bln.	236.506	214.927	188.911	186.808	184.760	167.772	210.649
Discounted Bills (Organizations), RUR bln.	54.924	56.860	55.780	65.210	66.532	66.208	107.214
Saving (Deposit) Certificates
Deposit certificates, RUR bln.	5.795	6.130	11.093	12.385	13.929	11.437	12.186
Savings certificates, RUR bln.	16.054	15.953	15.836	15.894	15.935	16.049	16.146

Periodic Indexes

World Indicators

Daily Indexes

Тип:	12.03.2010	11.03.2010	10.03.2010	09.03.2010	08.03.2010	05.03.2010	04.03.2010
Treasuries
UST 10Y YTM		3.73	3.71	3.70	3.69	3.68	3.61
Bund 10Y YTM		3.18	3.16	3.13	3.15		3.13
Gilt 10Y YTM		4.14	4.07	4.05	4.10		4.00
Japan 10Y YTM		1.35	1.32	1.31	1.31		1.32
Swiss 10Y YTM		1.92	1.90	1.86	1.89	1.89	1.91
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LIBOR
3m LIBOR USD							0.2522
3m LIBOR EUR							0.5981
3m LIBOR GBP							0.6438
3m LIBOR JPY							0.2506
3m LIBOR CHF		0.2500	0.2483	0.2483	0.2483	0.2483	0.2483
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EURIBOR
6M EURIBOR	0.958	0.957	0.956	0.956	0.957	0.956	0.957
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Swaps
10Y mid-swaps		3.78	3.76	3.75	3.77	3.74	3.65
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CDS CMA
CDS 5Y Russia		*	*	*	*	*	*
CDS 5Y Ukraine (EUR)		*	*	*	*	*	*
CDS 5Y Kazakhstan		*	*	*	*	*	*
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VIX Index, %		18.06	18.57	17.92	17.79	17.42	18.72
TED-spread		12.00	11.00	11.00	10.00		12.00
UST10-TIPS10		226.00	224.00	224.00	223.00		219.00

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Periodic Indexes

Тип:	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	07.05.2009
BoE repo rate, %	0.50	-0.5	05.03.2009
BoJ Target call rate, %	0.10	-0.2	19.12.2008
BoJ discount rate, %	0.30	-0.2	19.12.2008
Swiss Bank’s rate (low), %	0.00	0	12.03.2009
Swiss Bank’s rate (upper), %	0.75	-0.25	12.03.2009

Commodities

Daily Indexes

CIS Bond Market statistics

Weekly Indexes

Тип:	09.03.2010	01.03.2010	22.02.2010	15.02.2010	08.02.2010	01.02.2010	25.01.2010
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.	*	*	*	*	*	*	*

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Monthly Indexes

Тип:	Feb 2010	Feb 2010	Jan 2010	Dec 2009	Nov 2009	Oct 2009	Sep 2009
Domestic bond market (Russia)
GKO-OFS outst., RUR bln.	1 486.65		1 469.56	1 469.75	1 448.99	1 372.86	1 308.75
Bank of Russia bonds outst, RUR bln.	494.45		459.69	290.66	113.15	31.41	18.83
Muni bonds outst. Russia, RUR bln.	420.62		420.62	420.62	414.56	372.06	373.16
Corp. bonds outst. Russia, RUR bln.	2 542.69		2 522.01	2 526.40	2 386.66	2 328.94	2 294.57
Muni bonds new issuance, RUR bln.	0.00		0.00	15.57	10.70	0.00	21.46
Corp. bonds new issuance, RUR bln.	47.50		0.50	194.48	86.27	70.30	105.42
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Eurobond market (Russia)
Sovereign Eurobonds, USD bln. (Russia)	31.90		31.90	31.90	31.90	31.90	31.90
Muni Eurobonds, USD bln. (Russia)	1.29		1.32	1.35	1.40	1.39	1.38
Corp. Eurobonds, USD bln. (Russia)	99.18		99.74	99.39	104.04	104.72	104.27
New Eurobond issuance, USD bln. (Russia)	2.42		1.23	0.20	1.16	3.42	0.83
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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)		*	*	*	*	*	*
Bond market (Kazakhstan)
Eurobonds, USD bln. (Kazakhstan)		26.9475	27.0331	27.1379	28.7260	29.3658	29.5136
New Eurobond issuance, USD bln. (Kazakhstan)		0.00	0.00	0.00	0.00	0.00	0.50
Gov. bonds outst., USD bln. (Kazakhstan)		14.7809	13.5136	11.8733	10.6992	9.3354	8.6080
Corp. bonds outst., USD bln. (Kazakhstan)		8.1599	8.2340	8.2650	8.1576	8.0740	8.0238
Bond market (Azerbaijan)
Gov. bonds outst., USD mln. (Azerbaijan)		99.0305	110.2770	210.6382	210.8220	210.6120	189.0668
Corp. bonds outst., USD mln. (Azerbaijan)		120.5876	109.1998	105.6168	98.0936	95.3623	87.2116
Bond market (Belarus)
Gov. bonds outst., USD bln. (Belarus)			0.9573	1.2898	1.3422	1.3646	1.3778

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Macroeconomic Indicators (CIS)

Weekly Indexes

Тип:	05.03.2010	26.02.2010	19.02.2010	12.02.2010	05.02.2010	29.01.2010	22.01.2010
Russia’s International Reserves (Weekly), USD bln.	436.90	434.10	432.40	431.50	433.20	437.10	435.60

Monthly Indexes

Тип:	Feb 2010	Feb 2010	Jan 2010	Jan 2010	Dec 2009	Nov 2009	Oct 2009
Consumer Prices Indices (CPI, Kazakhstan)
Inflation (CPI) (monthly), %		100.90	101.40		100.60	100.50	100.40
Consumer Prices Indices (CPI, Ukraine)
Inflation (CPI) (monthly), %		101.90		101.80	100.90	101.10	100.90
Consumer Prices Indices (CPI, Russia)
Consumer Prices (CPI) (year-to-date), %	102.50			101.70	108.80	108.40	108.10
Consumer Prices (CPI) (monthly), %	100.90			101.70	100.40	100.30	100.00
Money Supply (M2), RUR bln.				15 331.00	15 697.70	14 224.10	13 874.70
Wide monetary base, RUR bln.	5 968.70			5 785.70	6 467.30	5 218.20	5 023.50
Russia’s International Reserves, USD bln.	436.18			435.83	439.03	447.78	434.43
Aggregate amount of the Reserve fund, RUR bln.	1 763.89			1 823.26	1 830.51	2 238.58	2 242.09
Aggregate amount of the National wealth fund, RUR bln.	2 684.21			2 757.89	2 769.02	2 769.84	2 712.56

Quarterly Indexes

Тип:	IV 2009	III 2009	II 2009	I 2009	IV 2008	III 2008	II 2008
Gross domestic product (GDP, Russia)
Nominal volume of GDP (in market prices), Quarter data, bln rubles		10 489.50	9 326.40	8 482.80	10 944.20	11 639.50	10 193.30
Real GDP Indicator (YoY, Quarterly), %	92.10	91.10	89.10	90.20	101.20	106.00	107.50
Gross domestic product (GDP, Ukraine)
Real GDP Indicator (YoY, Quarterly), %		84.10	82.20	79.70	92.00	106.40	106.20
Gross domestic product (GDP, Kazakhstan)
Index of actual volume GDP (YoY, Quarterly), %	101.20	98.50	97.70	97.80	103.30	104.00	105.70
CIS External Debt
Russia Gross External Debt, USD bln.				450.798	483.456	548.199	535.728
Ukraine Gross External Debt, USD bln.				99.159	101.654	102.439	94.868
Kazakhstan Gross External Debt, USD bln.				105.101	107.813	106.064	101.414
Belarus Gross External Debt, USD bln.				16.322	15.152	14.557	14.116
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CIS International Reserves
Russia International Reserves, USD bln.			395.969	368.145	412.548	542.839	555.182
Ukraine International Reserves, USD bln.			26.532	24.601	30.801	36.787	34.700
Kazakhstan International Reserves, USD bln.	23.218		16.391	16.755	17.871	19.927	19.082
Azerbaijan International Reserves, USD bln.			5.265	5.220	6.467	5.960	5.562
Belarus International Reserves, USD bln.			2.227	3.514	2.687	3.737	4.173

Yearly Indexes

Тип:	2009	2008	2007	2006	2005	2004	2003
Gross domestic product (GDP, Russia)
Nominal volume of GDP (in market prices), Annual data, bln rubles	39 016.10	41 256.00	33 102.90	26 903.50	21 625.40	17 048.10	13 243.20

Stock market (CIS)

Daily Indexes

Тип:	12.03.2010	11.03.2010	10.03.2010	09.03.2010	05.03.2010	04.03.2010	03.03.2010
RTS
RTSI	1 538	1 504	1 501	1 503	1 508	1 470	1 460
MICEX
MICEX	1 416	1 396	1 402	1 413	1 414	1 384	1 379
Stock market (Kazakhstan, KASE)
KASE Index	1 846.18	1 820.56	1 823.33	1 802.65	1 800.57	1 798.54	1 780.06
RENCASIA	677.44	671.94	673.87	667.42	682.49	662.96	662.96
PFTS Index	819.36	800.01	801.08	782.15	753.44	732.26	718.05
Ukrainian exchange	2 121.59	2 038.65	2 070.65	2 022.55	1 949.44	1 872.28	1 833.28

Stock market (World)

Daily Indexes

Тип:	12.03.2010	11.03.2010	10.03.2010	09.03.2010	08.03.2010	05.03.2010	04.03.2010
Stock market (Developed countries)
Dow Jones	10 625	10 612	10 567	10 564	10 553	10 566	10 444
S&P 500	1 150	1 150	1 146	1 140	1 139	1 139	1 123
NASDAQ Composite	2 367.66	2 368.46	2 358.95	2 340.68	2 332.21	2 326.35	2 292.31
Nikkei 225	10 751.26	10 664.95	10 563.92	10 567.65	10 585.92	10 368.96	10 145.72
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Stock market (Emerging Markets)
FTSE Russia	895.27	880.79	882.47	883.21	896.71	889.28	873.04