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Daily IndexesLoading .... Bond market indices
| Type |
|
|
07/24/2008 |
07/23/2008 |
07/22/2008 |
07/21/2008 |
07/18/2008 |
07/17/2008 |
07/16/2008 |
| PFTS-Cbonds |
| PFTS-Cbonds |
 |
 |
104.96 |
104.93 |
104.97 |
104.88 |
104.92 |
104.85 |
104.86 |
| PFTS-Cbonds TR |
|
|
174.52 |
174.4 |
174.4 |
174.19 |
174.07 |
173.88 |
173.84 |
 Rux-Cbonds |
| RUX-Cbonds |
|
|
|
223.4099 |
223.4111 |
223.3932 |
223.1514 |
223.1838 |
223.0208 |
| RUX-Cbonds price index |
|
|
|
108.8969 |
108.9231 |
108.9396 |
108.8957 |
108.9372 |
108.8815 |
| RUX-Cbonds duration of index portfolio |
|
|
|
694 |
694 |
697 |
699 |
700 |
701 |
| RUX-Cbonds Average yield |
|
|
|
9.15 |
9.11 |
9.16 |
9.12 |
9.11 |
9.14 |
| RUX-Cbonds average effective yield |
|
|
|
9.4 |
9.35 |
9.4 |
9.36 |
9.36 |
9.39 |
| RUX-Cbonds price index, RUX-Cbonds duration of index portfolio, RUX-Cbonds Average yield, RUX-Cbonds average effective yield |
| Cbonds-Muni |
| Cbonds-Muni |
|
|
|
158.4147 |
158.5597 |
159.1125 |
159.2159 |
159.7374 |
159.4101 |
| Cbonds-Muni price index |
|
|
|
98.1246 |
98.2381 |
98.6083 |
98.7419 |
99.0938 |
98.91 |
| Cbonds-Muni duration of index portfolio |
|
|
|
1105 |
1106 |
1101 |
1107 |
1109 |
1109 |
| Cbonds-Muni average yield |
|
|
|
8.29 |
8.25 |
8.13 |
8.08 |
7.97 |
8.03 |
| Cbonds-Muni average effective yield |
|
|
|
8.47 |
8.43 |
8.31 |
8.26 |
8.14 |
8.2 |
| Cbonds-Muni price index, Cbonds-Muni duration of index portfolio, Cbonds-Muni average yield, Cbonds-Muni average effective yield |
Interbank market
| Type |
|
|
07/24/2008 |
07/23/2008 |
07/22/2008 |
07/21/2008 |
07/18/2008 |
07/17/2008 |
07/16/2008 |
| MOSPRIME |
MOSPRIME 1M (nva.ru, reuters.ru)  |
|
|
5.04 |
5.04 |
5.04 |
5.04 |
5.04 |
5 |
5 |
| MOSPRIME 2M (nva.ru, reuters.ru) |
|
|
5.54 |
5.54 |
5.54 |
5.54 |
5.48 |
5.48 |
5.48 |
| MOSPRIME 3M (nva.ru, reuters.ru) |
|
|
5.98 |
5.98 |
5.97 |
5.97 |
5.92 |
5.92 |
5.89 |
| MOSPRIME 6M (nva.ru, reuters.ru) |
|
|
6.5 |
6.5 |
6.5 |
6.5 |
6.5 |
6.5 |
6.5 |
| MOSPRIME O/N (nva.ru, reuters.ru) |
|
|
4 |
4.08 |
4.18 |
4.22 |
3.89 |
3.83 |
3.83 |
| MOSPRIME 1W (nva.ru, reuters.ru) |
|
|
4.47 |
4.47 |
4.47 |
4.47 |
4.41 |
4.31 |
4.35 |
| MOSPRIME 2W (nva.ru, reuters.ru) |
|
|
4.77 |
4.77 |
4.75 |
4.75 |
4.66 |
4.62 |
4.62 |
| MOSPRIME O/N (nva.ru, reuters.ru), MOSPRIME 1W (nva.ru, reuters.ru), MOSPRIME 2W (nva.ru, reuters.ru) |
| KIBID/KIBOR/KIMEAN |
| 1w KIBOR KZT |
|
|
7 |
7 |
7 |
7 |
7.5 |
7 |
7 |
| 2w KIBOR KZT |
|
|
7.25 |
8.13 |
7.25 |
7.25 |
8.13 |
7.63 |
7.25 |
| 1m KIBOR KZT |
|
|
7.5 |
8.75 |
7.5 |
7.5 |
7.75 |
7.75 |
7.5 |
| 2m KIBOR KZT |
|
|
8 |
9.5 |
8 |
8 |
8 |
8 |
8 |
| 3m KIBOR KZT |
|
|
8.5 |
8.5 |
8.5 |
8.5 |
8.25 |
8.25 |
8 |
| 1w KIBID KZT |
|
|
4 |
5 |
5 |
4 |
4 |
4 |
4 |
| 2w KIBID KZT |
|
|
4 |
6.13 |
6 |
5 |
4.5 |
4.5 |
4 |
| 1m KIBID KZT |
|
|
5 |
6.7 |
6.4 |
6 |
5.25 |
5.25 |
4.5 |
| 2m KIBID KZT |
|
|
6 |
7.23 |
6.45 |
6.45 |
5.73 |
5.73 |
5 |
| 3m KIBID KZT |
|
|
6.5 |
6.5 |
6.5 |
6.5 |
6 |
6 |
5.5 |
| 1w KIMEAN KZT |
|
|
5.5 |
6 |
6 |
5.5 |
5.75 |
5.5 |
5.5 |
| 2w KIMEAN KZT |
|
|
5.63 |
7.13 |
6.63 |
6.13 |
6.32 |
6.07 |
5.63 |
| 1m KIMEAN KZT |
|
|
6.25 |
7.73 |
6.95 |
6.75 |
6.5 |
6.5 |
6 |
| 2m KIMEAN KZT |
|
|
7 |
8.37 |
7.23 |
7.23 |
6.87 |
6.87 |
6.5 |
| 3m KIMEAN KZT |
|
|
7.5 |
7.5 |
7.5 |
7.5 |
7.13 |
7.13 |
6.75 |
| 1w KIBOR KZT, 2w KIBOR KZT, 1m KIBOR KZT, 2m 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 |
| MIBID/MIBOR/MIACR |
| MIBID - 1 day |
|
|
3.47 |
3.48 |
3.38 |
3.18 |
3.17 |
3.09 |
3.11 |
| MIBID - 2-7 days |
|
|
4.04 |
4.05 |
4.04 |
3.9 |
3.85 |
3.85 |
3.82 |
| MIBID - 8-30 days |
|
|
4.72 |
4.62 |
4.57 |
4.54 |
4.53 |
4.52 |
4.6 |
| MIBOR - 1 day |
|
|
4.45 |
4.41 |
4.42 |
4.23 |
4.2 |
4.15 |
4.16 |
| MIBOR - 2-7 days |
|
|
5.19 |
5.19 |
5.17 |
4.94 |
4.91 |
4.97 |
4.91 |
| MIBOR - 8-30 days |
|
|
5.97 |
5.84 |
5.81 |
5.72 |
5.74 |
5.76 |
5.76 |
| MIACR - 1 day |
|
|
|
4.23 |
4.21 |
3.99 |
3.78 |
3.7 |
3.63 |
| MIACR - 2-7 days |
|
|
|
5.47 |
4.31 |
5.19 |
3.68 |
4.46 |
4.78 |
| MIACR - 8-30 days |
|
|
|
6.98 |
6.4 |
5.5 |
7.54 |
5.5 |
5.25 |
| MIBID - 2-7 days, MIBID - 8-30 days, MIBOR - 2-7 days, MIBOR - 8-30 days, MIACR - 2-7 days, MIACR - 8-30 days |
| BakiBOR |
| BakIBOR, AZN 90 days |
|
|
16 |
15.71 |
15.43 |
16.19 |
16.14 |
16.07 |
15.25 |
| BakIBOR, USD 90 days |
|
|
16.75 |
14.94 |
16.38 |
16.93 |
17 |
16.93 |
16.93 |
| BakIBOR, AZN 1 day |
|
|
10.75 |
10.75 |
7.5 |
10.75 |
7.5 |
7.5 |
7.5 |
| BakIBOR, AZN 2 days |
|
|
11.83 |
12.5 |
10.5 |
11.25 |
8 |
8 |
8 |
| BakIBOR, AZN 7 days |
|
|
12.67 |
12.13 |
11.71 |
12.31 |
12 |
11.93 |
11.93 |
| BakIBOR, AZN 14 days |
|
|
13.92 |
13.25 |
13 |
13.6 |
13.25 |
13.13 |
13.13 |
| BakIBOR, AZN 30 days |
|
|
15.06 |
15.06 |
14.58 |
15 |
14.93 |
14.86 |
14.86 |
| BakIBOR, AZN 180 days |
|
|
17.36 |
17.36 |
16.75 |
17.67 |
17.75 |
17.67 |
17.67 |
| BakIBOR, AZN 360 days |
|
|
19.67 |
19.67 |
19.67 |
19.67 |
19.67 |
19.67 |
19.67 |
| BakIBOR, USD 1 day |
|
|
6 |
10 |
6 |
10 |
6 |
6 |
6 |
| BakIBOR, USD 2 days |
|
|
10 |
12.17 |
11 |
10.75 |
7 |
7 |
7 |
| BakIBOR, USD 7 days |
|
|
12.75 |
12.25 |
12.29 |
12.69 |
12.43 |
12.36 |
12.36 |
| BakIBOR, USD 14 days |
|
|
14.3 |
13.36 |
13.13 |
12.92 |
14.13 |
14 |
14 |
| BakIBOR, USD 30 days |
| | | | |
