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Rambler's Top100







Indexes
Market Participants' Indexes
Indexes
Archive, search, data export
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Market Participants' Indexes: JP Morgan, Bank ZENIT, TRUST Investment Bank, Bank of Moscow, REGION, VTB Capital


Bond market indices

Daily Indexes

Òèï: 06.11.2009 05.11.2009 04.11.2009 03.11.2009 02.11.2009 30.10.2009 29.10.2009
IFX-Cbonds
IFX-Cbonds
  253.32   253.07 253.03 252.76 252.74
IFX-Cbonds average effective yield
  11.48   11.51 11.62 11.52 11.46
Show other indexes
Cbonds-Muni
Cbonds-Muni
  182.33   182.02 181.97 182.30 181.73
Cbonds-Muni average effective yield
  10.89   10.95 10.95 10.73 10.86
Show other indexes
Euro-Cbonds
Euro-Cbonds Sovereign Russia 
  103.54 103.39 103.12 103.54 104.01 103.21
Euro-Cbonds Sovereign Ukraine 
  82.80 82.88 82.88 84.53 85.42 86.57
Euro-Cbonds IG Russia 
  106.50 106.48 106.58 106.90 106.96 106.76
Euro-Cbonds NIG Russia 
  114.30 114.30 114.32 114.35 114.29 114.53
Euro-Cbonds Ñorporate Kazakhstan 
  87.10 87.22 87.58 88.04 88.13 88.56
Euro-Cbonds Ñorporate Ukraine 
    110.13 110.06 110.66 110.77 111.41
Show other indexes
MICEX CBI
MICEX CBI CP
90.86 90.85 90.68 90.68 90.87 90.76 90.71
MICEX CBI TR
166.81 166.74 166.38 166.38 166.67 166.31 166.15
MICEX CBI GP
93.59 93.55 93.35 93.35 93.51 93.51 93.42
Show other indexes


Interbank market

Daily Indexes

Òèï: 06.11.2009 05.11.2009 04.11.2009 03.11.2009 02.11.2009 30.10.2009 29.10.2009
MOSPRIME
MOSPRIME O/N 
5.25 5.50   5.58 5.85 6.32 6.28
MOSPRIME 1W 
5.82 6.07   6.17 6.46 6.50 6.50
MOSPRIME 1M (nva.ru, reuters.ru) 
7.13 7.26   7.23 7.34 7.37 7.37
MOSPRIME 3M (nva.ru, reuters.ru) 
8.13 8.28   8.28 8.31 8.32 8.32
Show other indexes
MIBID/MIBOR/MIACR
MIBID - 1 day
4.63 4.61   4.79 4.85 5.58 5.14
MIBOR - 1 day
6.08 6.11   6.41 6.41 7.44 6.70
MIACR - 1 day
  5.29   5.14 5.42 6.48 6.67
Show other indexes
RUR/USD NDF implied yield
RUR/USD NDF 1 month
6.65 6.40   6.70 6.80 7.20 7.10
RUR/USD NDF 1 year
7.55 7.85   7.85 7.85 7.65 7.75
RUR/USD NDF 3 year
8.25 8.75   8.20 8.45 8.30 8.20
RUR/USD NDF 5 year
8.65 9.05   8.70 8.90 8.70 9.00
Show other indexes
IRS (3mMosPrime vs Annual fixed)
IRS 1 year
8.60 8.60   8.50 8.50 8.55 8.45
IRS 2 year
8.80 9.00   8.90 9.00 8.90 9.00
IRS 3 year
8.75 8.75   8.80 8.80 8.80 8.70
IRS 5 year
8.83 8.83   8.83 8.83 8.93 8.85
IRS 10 year
8.95 8.95   8.85 8.85 9.00 9.25
Show other indexes
BakiBOR
BakIBOR, AZN 90 days
15.88 14.89   15.88 15.88 15.81 15.88
BakIBOR, USD 90 days
16.31 16.38   16.31 16.31 16.25 16.31
Show other indexes
KIBID/KIBOR/KIMEAN
3m KIBOR KZT
7.00 7.00 7.00 7.00 8.00 7.50 7.50
Show other indexes
KazPrime
  6.29 6.29 6.29 6.29 6.29 6.29

Periodic Indexes

Òèï: Current value Change Last date
Refinancing Rate of CBR, %
9.50 -0.5 30.10.2009
NB of Kazakhstan refinancing rate, %
7.00 -0.5 30.09.2009
NB of Belarus refinancing rate, %
14.00 2 08.01.2009
NB of Azerbaijan refinancing rate, %
2.00 -1 25.05.2009
NB of Ukraine discount rate, %
10.25 -0.75 12.08.2009


Currencies

Daily Indexes

Òèï: 09.11.2009 06.11.2009 05.11.2009 04.11.2009 03.11.2009 02.11.2009 30.10.2009
Exchange rates (Bank of Russia)
USD/RUR
  29.1330 29.2337   29.1944 29.0488 29.3441
EUR/RUR
  43.1897 43.1606   43.0588 43.0678 43.2180
Dual-currency basket/RUR
  35.46 35.50   35.43 35.36 35.59
Show other indexes
Exchange rates (Central Bank)
USD/UAH
  8.0138 8.0148 8.0116 7.9970 7.9930 8.0000
EUR/UAH
  11.9141 11.8306 11.7434 11.8132 11.8296 11.8304
RUR/UAH
  0.2751 0.2742 0.2740 0.2739 0.2752 0.2726
USD/KZT
150.82 150.82 150.81 150.85 150.75 150.74 150.74
USD/BYR
  2 732.00 2 739.00 2 739.00 2 737.00 2 730.00 2 743.00
EUR/BYR
  4 050.19 4 043.04 4 040.03 4 042.28 4 042.58 4 044.00
USD/UZS
  1 504.55 1 504.55 1 504.55 1 504.55 1 503.50 1 503.50
USD/AZM
  0.8031 0.8032 0.8034 0.8033 0.8033 0.8032
USD/KGS
  43.7196 43.7196 43.7196 43.7196 43.7196 43.5829
USD/AMD
  387.43 387.51 387.56 386.47 386.41 386.37
USD/GEL
  1.68 1.68 1.68 1.68 1.68 1.68
FOREX
EUR/USD
  1.4868 1.4817 1.4787 1.4779 1.4769 1.4832
GBP/USD
  1.6600 1.6482 1.6531 1.6352 1.6463 1.6531
USD/JPY
  90.46 90.32 90.79 90.19 90.03 90.95
USD/CHF
  1.0165 1.0186 1.0219 1.0218 1.0222 1.0183
Ukrainian market of Forex
USD/UAH
  8.1450 8.1400 8.2550 8.2500 8.1600 8.0900
RUB/UAH
  0.2815 0.2798 0.2818 0.2807 0.2793 0.2790
EUR/UAH
  12.0750 12.1212 12.2034 12.0887 12.0535 11.9683


Money market

Daily Indexes

Òèï: 09.11.2009 06.11.2009 05.11.2009 04.11.2009 03.11.2009 02.11.2009 30.10.2009
Credit institutions balances on correspondent accounts
Credit institutions balances on correspondent accounts, Russia, RUR bln.
  548.30 583.00   582.60 558.00 554.90
Credit institutions balances on correspondent accounts, Moscow, RUR bln.
  399.40 431.90   438.20 410.70 400.20
Deposit deals
Bank deposits with CB, RUR bln.
  352.80 352.60   362.40 318.90 286.50
Deposit rate, Tom-next, %
  4.25 4.25   4.25 4.25 4.25
Deposit rate, Spot-next, %
  4.25 4.25   4.25 4.25 4.25
Deposit rate, 1 week, %
  4.75 4.75   4.75 4.75 4.75
Deposit rate, Spot-week, %
  4.75 4.75   4.75 4.75 4.75
Deposit rate, Call Deposit, %
  4.25 4.25   4.25 4.25 4.25
Direct REPO deals
Repo auctions with CB, RUR bln
  27.56 26.99   56.67 28.89 42.82
Fixed rate on direct REPO deals, 1 day, %
    8.50   8.50 8.50 8.50
Fixed rate on direct REPO deals, 7 days, %
    8.50   8.50 8.50 8.50
Lombard loans and auctions
Lombard auction interest rates, 3 monthes, %
        8.33    
Arrears on lombard loans, RUR bln.
  26.2882 27.5699   27.5699 27.6799 27.6399
Fixed-term rates on the Bank of Russia lombard loans, 1 day, %
  8.50 8.50 8.50 8.50 8.50 8.50
Fixed-term rates on the Bank of Russia lombard loans, 7 days, %
  8.50 8.50 8.50 8.50 8.50 8.50
Fixed-term rates on the Bank of Russia lombard loans, 30 days, %
  8.50 8.50 8.50 8.50 8.50 8.50
Lombard auction interest rates, 2 weeks, %
        6.82    
Overnight loans
Arrears on overnight loans, RUR bln.
  0.20 0.70   2.26 0.37 4.16
Overnight Credit, %
  9.50 9.50 9.50 9.50 9.50 9.50
Unsecured loans
Total unsecured debt, RUR bln
  233.76 260.04 260.04 260.04 260.04 276.05
Total amount of loans, RUR mln
          11 742.00  
Rate on unsecured loans, %
          11.30  
Currency swap
Swap difference USD/RUB
0.0221 0.0074 0.0148   0.0074 0.0223 0.0078
Swap difference EUR/RUB
0.0301 0.0100 0.0200   0.0100 0.0301 0.0106
Weighted average rates for interdealer REPO (MICEX)
Rates for interdealer REPO, 1day, %
    6.31     6.37  
Rates for interdealer REPO, 2-7 days, %
    6.42   6.36 6.50 6.85
Rates for interdealer REPO, 8-14 days, %
    6.80       12.00
Rates for interdealer REPO, over 14 days, %
        7.00    
REPO rate indicators (Micex)
MICEX Bond Repo Rate ON, %
        6.31   6.71
MICEX Bond Repo Rate 7 days, %
        6.85   6.98
MICEX Bond Repo Rate 14 days, %
            12.00
Arrears on other loans, RUR bln.
    371.25     424.29 439.32
Balance of Bank of Russia transactions (supply / withdrawal of liquidity)
  -27.30 19.90   84.90 7.30 -80.60
Total volume on intraday loans, RUR bln.
    94.79 62.80   69.23 117.59

Monthly Indexes

Òèï: Jul 2009 Jun 2009 May 2009 Apr 2009 Mar 2009 Feb 2009 Jan 2009
Promissory Note Market
Banking Bills, RUR bln. 
663.950 626.140 628.051 660.137 653.114 700.856 917.729
Discounted Bills (Total), RUR bln. 
184.760 167.772 210.649 209.808 201.560 207.924 198.071
Discounted Bills (Organizations), RUR bln. 
66.532 66.208 107.214 102.196 102.958 99.747 94.437
Saving (Deposit) Certificates
Deposit certificates, RUR bln. 
13.929 11.437 12.186 13.195 15.315 10.072 11.279
Savings certificates, RUR bln. 
15.935 16.049 16.146 16.116 16.323 16.002 16.348


World Indicators

Daily Indexes

Òèï: 06.11.2009 05.11.2009 04.11.2009 03.11.2009 02.11.2009 30.10.2009 29.10.2009
Treasuries
UST 10Y YTM
  3.52 3.51 3.52 3.42 3.41 3.48
Bund 10Y YTM
  3.34     3.24 3.23 3.32
Gilt 10Y YTM
  3.85     3.66 3.62 3.67
Japan 10Y YTM
  1.45     1.38 1.38 1.41
Swiss 10Y YTM 
  2.14 2.16 2.10 2.17 2.21 2.22
Show other indexes
LIBOR
3m LIBOR USD
          0.2806 0.2806
3m LIBOR CHF 
  0.2583 0.2583 0.2600 0.2600 0.2618 0.2618
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EURIBOR
6M EURIBOR
0.9970 1.0000 1.0020 1.0010 1.0040 1.0040 1.0040
Show other indexes
Swaps
10Y mid-swaps
  3.70 3.68 3.62 3.59 3.63 3.65
Show other indexes
CDS CMA
CDS 5Y Russia
  188.85 188.81 198.40 190.73 187.66 189.66
CDS 5Y Ukraine (EUR)
  1 406.35 1 351.52 1 366.41 1 320.61 1 335.59 1 188.66
CDS 5Y Kazakhstan
  250.80 247.71 255.10 247.48 247.45 255.86
Show other indexes
VIX Index, % 
  25.43 27.72 28.81 29.78 30.69 24.76
TED-spread
  24.00 23.00 24.00 23.00 24.00 23.00
UST10-TIPS10
  206.00 204.00 198.00 206.00 204.00 204.00

Periodic Indexes

Òèï: Current value Change Last date
Federal funds rate, %
0.25 -0.75 16.12.2008
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

Òèï: 06.11.2009 05.11.2009 04.11.2009 03.11.2009 02.11.2009 30.10.2009 29.10.2009
OIL
Brent Crude (ICE)
  77.99 78.89 78.11 76.55 75.20 78.04
Metals
Gold (USD/ounce, London)
1 096.75 1 089.00 1 090.00 1 061.00 1 062.00 1 040.00 1 040.50


CIS Bond Market statistics

Monthly Indexes

Òèï: Oct 2009 Sep 2009 Aug 2009 Jul 2009 Jun 2009 May 2009 Apr 2009
Domestic bond market (Russia)
GKO-OFS outst. vol., RUR bln. 
1 372.86 1 308.75 1 195.86 1 144.51 1 115.05 1 095.22 1 091.77
Bank of Russia bonds debt, RUR bln. 
31.41 18.83 20.57 19.81 18.07 17.61 15.75
Muni bonds outst. Russia, RUR bln.
372.06 373.16 343.91 343.54 333.33 315.67 294.72
Corp. bonds outst. Russia, RUR bln.
2 328.94 2 294.57 2 219.57 2 134.54 2 047.36 1 855.24 1 837.72
Russia Muni.bond issuance, RUR bln..
0.00 21.46 4.93 7.74 21.21 8.32 23.00
Russia Corp.bond issuance, RUR bln.
70.30 105.42 100.22 102.03 221.82 31.98 46.00
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Eurobond market (Russia)
Sovereign eurobonds, USD bln. (Russia)
31.90 31.90 31.90 31.90 31.90 31.90 31.90
Muni eurobonds, USD bln. (Russia)
1.39 1.38 1.34 1.32 1.32 1.31 1.25
Corp. eurobonds, USD bln (Russia)
104.72 104.27 105.28 105.67 102.32 100.17 100.01
Russia eurobond issuance, USD bln.
3.42 0.83 0.00 3.76 1.42 0.30 2.69
Show other indexes
Bond market (Ukraine)
Ukraine gov. bonds outst., USD bln.
  8.6984 8.7204 5.4608 5.3020 5.0490 5.0034
Corp. bonds outst. Ukraine , USD bln.
7.6039 7.6626 7.8288 7.9596 7.9658 8.0224 7.8330
Ukraine muni bonds, USD mln.
75.7250 65.6429 65.8155 69.3427 73.8900 67.4384 67.2468
Ukraine eurobonds, USD bln.
13.0124 13.1006 13.3291 14.0868 14.2906 14.2897 14.3411
Ukraine eurobond issuance, USD bln.
0.00 0.00 0.00 0.84 0.00 0.00 0.00
Bond market (Kazakhstan)
Kazakhstan eurobonds, USD bln.
29.3658 29.5136 28.9193 28.8808 27.4803 27.4763 26.8075
Kazakhstan eurobond issuance, USD bln.
0.00 0.50 0.00 1.63 0.00 0.00 0.10
Kazakhstan gov. bonds outst. Kazakhstan, USD bln.
  8.6080 8.5450 7.6690 7.3410 7.1626 6.9300
Corp. bonds outst. Kazakhstan , USD bln.
  11.1650 8.0740 8.0190 11.2460 11.2470 8.2550
Bond market (Azerbaijan)
Azerbaijan gov. bonds outst., USD mln.
210.6120 189.0668 195.7957 190.3357 224.8100 201.0500 216.8600
Azerbaijan corp. bonds outst., USD mln.
95.3623 87.2116 83.4010 82.0680 67.6500 46.6700 46.5500
Bond market (Belarus)
Belarus gov. bonds outst. Belarus, USD bln.
1.3646 1.3778 1.3759 1.4243 1.4631 1.5332 1.5747


Macroeconomic Indicators (CIS)

Weekly Indexes

Òèï: 30.10.2009 23.10.2009 16.10.2009 09.10.2009 02.10.2009 25.09.2009 18.09.2009
Russia’s International Reserves (Weekly), USD bln.  
432.80 429.30 423.40 418.70 411.50 412.70 411.70

Monthly Indexes

Òèï: Oct 2009 Sep 2009 Aug 2009 Jul 2009 Jun 2009 May 2009 Apr 2009
Consumer Prices Indices (CPI, Kazakhstan)
Inflation (CPI) (monthly), %
100.40 100.40 102.00 103.00 100.40 100.70 100.80
Consumer Prices Indices (CPI, Ukraine)
Inflation (CPI) (monthly), %
    99.80 99.90 101.10 100.50 100.90
Consumer Prices Indices (CPI, Russia)
Inflation (CPI) (year-to-date), % 
108.10 108.10 108.10 108.10 107.40 106.80 106.20
Inflation (CPI) (monthly), % 
100.00 100.00 100.00 100.60 100.60 100.60 100.70
Money Supply (M2), RUR bln. 
  13 649.50 13 305.00 13 121.00 13 161.00 12 861.10 12 339.10
Wide monetary base, RUR bln. 
  4 803.70 4 921.60 4 850.50 4 967.60 4 712.30 4 483.50
Russia’s International Reserves, USD bln. 
  413.45 409.60 401.98 412.59 404.17 383.91
Aggregate amount of the Reserve fund, RUR bln. 
2 242.09 2 298.00 2 706.82 2 811.34 2 957.54 3 127.93 3 551.47
Aggregate amount of the National wealth fund, RUR bln. 
2 712.56 2 764.00 2 863.08 2 858.70 2 813.94 2 784.14 2 869.44

Quarterly Indexes

Òèï: II 2009 I 2009 IV 2008 III 2008 II 2008 I 2008 IV 2007
Gross domestic product (GDP, Russia)
Nominal volume of GDP (in market prices), Quarter data, bln rubles 
9 326.40 8 482.80 10 944.20 11 639.50 10 193.30 8 891.00 9 692.30
Real GDP Indicator (YoY, Quarterly), % 
  90.20 101.20 106.00 107.50 108.70 109.00
Gross domestic product (GDP, Ukraine)
Real GDP Indicator (YoY, Quarterly), % 
  79.70 92.00 106.40 106.20 106.30 107.70
Gross domestic product (GDP, Kazakhstan)
Index of actual volume GDP (YoY, Quarterly), % 
97.70 97.80 103.30 104.00 105.70 106.10 108.90
CIS External Debt
Russia Gross External Debt, USD bln.
  450.798 483.456 548.199 535.728 484.571 471.022
Ukraine Gross External Debt, USD bln.
  99.159 101.654 102.439 94.868 87.802 79.956
Kazakhstan Gross External Debt, USD bln.
  105.101 107.813 106.064 101.414 99.165 96.914
Belarus Gross External Debt, USD bln.
  16.322 15.152 14.557 14.116 13.700 12.494
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CIS International Reserves
Russia International Reserves, USD bln.
395.969 368.145 412.548 542.839 555.182 498.890 466.750
Ukraine International Reserves, USD bln.
26.532 24.601 30.801 36.787 34.700 32.437 31.786
Kazakhstan International Reserves, USD bln.
16.391 16.755 17.871 19.927 19.082 17.234 15.777
Azerbaijan International Reserves, USD bln.
5.265 5.220 6.467 5.960 5.562 4.761 4.273
Belarus International Reserves, USD bln.
2.227 3.514 2.687 3.737 4.173 4.202 3.952

Yearly Indexes

Òèï: 2008 2007 2006 2005 2004 2003 2002
Gross domestic product (GDP, Russia)
Nominal volume of GDP (in market prices), Annual data, bln rubles 
41 668.00 33 111.40 26 903.50 21 625.40 17 048.10 13 243.20 10 830.50


Stock market (CIS)

Daily Indexes

Òèï: 06.11.2009 05.11.2009 04.11.2009 03.11.2009 02.11.2009 30.10.2009 29.10.2009
RTS
RTSI 
1 338 1 349   1 305 1 357 1 349 1 377
MICEX
MICEX 
1 242 1 259   1 218 1 266 1 237 1 292
Stock market (Kazakhstan, KASE)
KASE Index
1 633.52 1 623.91 1 637.43 1 599.34 1 628.83 1 681.20 1 599.40
RENCASIA 
617.11 615.02 612.56 594.83 617.75 601.65 607.31
PFTS Index
619.69 619.44 607.79 588.74 588.20 591.82 587.90
Ukrainian exchange
1 500.26 1 528.93 1 497.18 1 425.39 1 416.01 1 417.06 1 431.33


Stock market (World)

Daily Indexes

Òèï: 06.11.2009 05.11.2009 04.11.2009 03.11.2009 02.11.2009 30.10.2009 29.10.2009
Stock market (Developed countries)
DJIA
10 023 10 006 9 802 9 772 9 789 9 713 9 963
S&P-500
1 069 1 067 1 047 1 045 1 043 1 036 1 066
NASDAQ Composite 
2 112.44 2 105.32 2 055.52 2 057.32 2 049.20 2 045.11 2 097.55
Nikkei 225
9 789.35 9 717.44 9 844.31   9 802.95 10 034.74 9 891.10
Show other indexes
Stock market (Emerging Markets)
FTSE Russia 
828.46 842.38 838.93 803.00 842.10 824.20 862.79


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