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Ежедневные индексыLoading .... Индексы рынка облигаций
| Тип |
|
|
01.12.2008 |
28.11.2008 |
27.11.2008 |
26.11.2008 |
25.11.2008 |
24.11.2008 |
21.11.2008 |
 Euro-Cbonds |
Euro-Cbonds Sovereign Russia  |
 |
 |
79.0649 |
79.6065 |
78.9808 |
78.5568 |
78.9497 |
77.9873 |
76.4481 |
| Euro-Cbonds Sovereign Russia ценовой |
|
|
76.4887 |
77.074 |
76.4737 |
76.0724 |
76.477 |
75.5445 |
74.0771 |
| Euro-Cbonds Sovereign Russia дюрация инд. портфеля |
|
|
1884 |
1898 |
1887 |
1881 |
1889 |
1875 |
1854 |
| Euro-Cbonds Sovereign Russia средневзв. доходность (простая) |
|
|
10.05 |
9.94 |
10.08 |
10.18 |
10.08 |
10.31 |
10.7 |
| Euro-Cbonds Sovereign Russia средневзв. доходность (эфф.) |
|
|
10.31 |
10.19 |
10.34 |
10.45 |
10.34 |
10.58 |
10.99 |
| Euro-Cbonds Сorporate Kazakhstan |
|
|
70.0565 |
70.6324 |
72.2011 |
71.1502 |
71.062 |
70.5069 |
70.8812 |
| Euro-Cbonds Сorporate Kazakhstan ценовой |
|
|
66.5541 |
67.1018 |
68.6535 |
67.6569 |
67.5968 |
67.0824 |
67.4807 |
| Euro-Cbonds Сorporate Kazakhstan дюрация инд. портфеля |
|
|
1262 |
1257 |
1270 |
1262 |
1263 |
1258 |
1267 |
| Euro-Cbonds Сorporate Kazakhstan средневзв. доходность (простая) |
|
|
22.76 |
22.47 |
21.9 |
22.31 |
22.33 |
22.62 |
22.45 |
| Euro-Cbonds Сorporate Kazakhstan средневзв. доходность (эфф.) |
|
|
24.21 |
23.88 |
23.21 |
23.67 |
23.7 |
24.01 |
23.84 |
| Euro-Cbonds Sovereign Russia ценовой, Euro-Cbonds Sovereign Russia дюрация инд. портфеля, Euro-Cbonds Sovereign Russia средневзв. доходность (простая), Euro-Cbonds Sovereign Russia средневзв. доходность (эфф.), Euro-Cbonds Сorporate Kazakhstan ценовой, Euro-Cbonds Сorporate Kazakhstan дюрация инд. портфеля, Euro-Cbonds Сorporate Kazakhstan средневзв. доходность (простая), Euro-Cbonds Сorporate Kazakhstan средневзв. доходность (эфф.) |
Валютный рынок
| Тип |
|
|
03.12.2008 |
02.12.2008 |
01.12.2008 |
28.11.2008 |
27.11.2008 |
26.11.2008 |
25.11.2008 |
| USD/KZT |
|
|
120.48 |
120.36 |
120.35 |
120.35 |
120.25 |
120.16 |
120.16 |
| EUR/USD |
|
|
|
1.2642 |
1.267 |
1.2815 |
1.2892 |
1.2961 |
1.2865 |
Мировые индикаторы
| Тип |
|
|
01.12.2008 |
28.11.2008 |
27.11.2008 |
26.11.2008 |
25.11.2008 |
24.11.2008 |
21.11.2008 |
| EMBI+ |
| EMBI+ спрэд |
|
|
756 |
718 |
|
705 |
700 |
719 |
761 |
| EMBI+ Россия спрэд |
|
|
774 |
731 |
|
757 |
734 |
747 |
783 |
| EMBI+ Украина спрэд |
|
|
2246 |
2154 |
|
2153 |
2148 |
2151 |
2150 |
| Treasuries |
| UST 10Y YTM |
|
|
2.71 |
2.92 |
|
2.98 |
3.06 |
3.27 |
3.2 |
| UST 10Y Price |
|
|
109.0391 |
107.125 |
|
106.6094 |
105.8594 |
104.0078 |
104.6875 |
| UST 10Y MD |
|
|
8.3516 |
8.3327 |
|
8.3293 |
8.3218 |
8.2989 |
8.3126 |
| UST 30Y YTM |
|
|
3.21 |
3.44 |
|
3.52 |
3.6 |
3.76 |
3.69 |
| UST 30Y Price |
|
|
124.4375 |
119.5938 |
|
117.8281 |
116.2031 |
113.0391 |
114.3906 |
| UST 30Y MD |
|
|
17.6923 |
17.4345 |
|
17.3455 |
17.2556 |
17.0749 |
17.1569 |
| UST 5Y YTM |
|
|
1.7 |
1.91 |
|
2.01 |
2.05 |
2.16 |
2.03 |
| UST 5Y Price |
|
|
101.4375 |
100.3906 |
|
99.9375 |
99.7656 |
102.75 |
103.375 |
| UST 5Y MD |
|
|
4.7421 |
4.7433 |
|
4.7452 |
4.7465 |
4.5905 |
4.6015 |
| UST 3Y YTM |
|
|
1.12 |
1.26 |
|
1.36 |
1.41 |
1.48 |
1.36 |
| UST 3Y Price |
|
|
101.7969 |
101.4141 |
|
101.125 |
100.9844 |
100.7656 |
101.1328 |
| UST 3Y MD |
|
|
2.8673 |
2.8728 |
|
2.8763 |
2.8781 |
2.8795 |
2.889 |
| UST 2Y YTM |
|
|
0.89 |
0.98 |
|
1.09 |
1.15 |
1.24 |
1.1 |
| UST 2Y Price |
|
|
101.2969 |
101.125 |
|
100.9141 |
100.8281 |
100.6328 |
100.7578 |
| UST 2Y MD |
|
|
1.9591 |
1.9771 |
|
1.9813 |
1.9834 |
1.9851 |
1.9008 |
| 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 |
| LIBOR |
| 3m LIBOR USD |
|
|
|
|
|
|
|
2.1688 |
2.1575 |
| O/N LIBOR USD |
|
|
|
|
|
|
|
0.8062 |
0.7 |
| 1m LIBOR USD |
|
|
|
|
|
|
|
1.4112 |
1.395 |
| 2m LIBOR USD |
|
|
|
|
|
|
|
2.0263 |
2.0213 |
| 6m LIBOR USD |
|
|
|
|
|
|
|
2.575 |
2.5688 |
| 12m LIBOR USD |
|
|
|
|
|
|
|
2.7588 |
2.7363 |
| O/N LIBOR USD, 1m LIBOR USD, 2m LIBOR USD, 6m LIBOR USD, 12m LIBOR USD |
| EURIBOR |
| 6M EURIBOR |
|
|
|
3.897 |
3.928 |
3.956 |
3.995 |
4.02 |
4.065 |
| 1W EURIBOR |
|
|
|
3.145 |
3.159 |
3.166 |
3.172 |
3.183 |
3.196 |
| 1M EURIBOR |
|
|
|
3.574 |
3.61 |
3.392 |
3.436 |
3.484 |
3.543 |
| 3M EURIBOR |
|
|
|
3.853 |
3.879 |
3.901 |
3.937 |
3.97 |
4.021 |
| 12M EURIBOR |
|
|
|
3.951 |
3.978 |
4.004 |
4.051 |
4.077 |
4.123 |
| 1W EURIBOR, 1M EURIBOR, 3M EURIBOR, 12M EURIBOR |
| EMBI Global |
| EMBI Global |
|
|
780 |
748 |
|
751 |
745 |
762 |
799 |
| EMBI Global Россия |
|
|
840 |
802 |
|
829 |
808 |
817 |
852 |
| EMBI Global Казахстан |
|
|
1261 |
1231 |
|
1230 |
1220 |
1253 |
1299 |
| EMBI Global Россия, EMBI Global Казахстан |
| CDS |
| CDS 5Y Россия |
|
|
780 |
700 |
|
750 |
750 |
850 |
950 |
| CDX |
| CDX.EM |
|
|
820.13 |
759.17 |
|
756.35 |
773.16 |
823.91 |
907.39 |
Ежемесячные индикаторыСтатистика по рынку облигаций
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