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Indexes Archive, search, data export
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Daily Indexes Bond market indices
Type
03.07.2009
02.07.2009
01.07.2009
30.06.2009
29.06.2009
26.06.2009
25.06.2009
IFX-Cbonds
IFX-Cbonds
232.4477
232.2436
232.2919
232.15
231.88
231.4849
IFX-Cbonds price index
102.0694
102.0058
102.056
102.0202
101.9832
101.8329
IFX-Cbonds duration of index portfolio
432
434
436
437
441
452
IFX-Cbonds Average yield
14.55
14.61
14.58
14.56
14.35
14
IFX-Cbonds average effective yield
15.17
15.24
15.2
15.18
14.95
14.57
IFX-Cbonds price index, IFX-Cbonds duration of index portfolio, IFX-Cbonds Average yield
Cbonds-Muni
Cbonds-Muni
158.6724
158.6128
158.4636
157.9972
157.3692
157.5184
Cbonds-Muni price index
89.8113
89.8039
89.7452
89.501
89.2098
89.3191
Cbonds-Muni duration of index portfolio
788
788
836
835
837
837
Cbonds-Muni average yield
15.21
15.22
14.81
14.92
15.05
14.99
Cbonds-Muni average effective yield
15.84
15.85
15.4
15.53
15.66
15.6
Cbonds-Muni price index, Cbonds-Muni duration of index portfolio, Cbonds-Muni average yield
MICEX CBI
MICEX CBI CP
87.24
87.18
87.08
87.1
87.06
87.07
87.11
MICEX CBI CP 3Y
90.83
90.81
90.73
90.7
90.69
90.7
90.68
MICEX CBI CP 5Y
93.63
93.21
92.86
93.05
93.15
93.3
93.57
MICEX CBI TR
154.27
154.12
153.91
153.9
153.79
153.68
153.7
MICEX CBI TR 3Y
157.89
157.82
157.64
157.55
157.49
157.37
157.3
MICEX CBI TR 5Y
163.25
162.49
161.84
162.11
162.23
162.35
162.76
MICEX CBI GP
89.61
89.52
89.43
89.42
89.36
89.29
89.3
MICEX CBI GP 3Y
93.47
93.42
93.36
93.3
93.27
93.2
93.15
MICEX CBI GP 5Y
95.83
95.38
95
95.16
95.23
95.3
95.54
MICEX CBI CP 3Y, MICEX CBI CP 5Y, MICEX CBI TR 3Y, MICEX CBI TR 5Y, MICEX CBI GP 3Y, MICEX CBI GP 5Y
Euro-Cbonds
Euro-Cbonds Sovereign Russia
93.9396
93.9205
93.8278
93.6768
93.3254
93.1125
Euro-Cbonds Sovereign Russia price index
89.2418
89.2399
89.167
89.0377
88.748
88.5589
Euro-Cbonds Sovereign Russia duration of index portfolio
2027
2028
2028
2022
2020
2019
Euro-Cbonds Sovereign Russia average yield
7.21
7.22
7.23
7.25
7.3
7.34
Euro-Cbonds Sovereign Russia average effective yield
7.35
7.35
7.36
7.39
7.44
7.48
Euro-Cbonds Sovereign Ukraine
77.1055
77.0864
76.3413
75.2764
75.0062
74.3224
Euro-Cbonds Sovereign Ukraine price index
71.2151
71.2151
70.537
69.5603
69.3612
68.54
Euro-Cbonds Sovereign Ukraine duration of index portfolio
1437
1438
1437
1437
1433
1427
Euro-Cbonds Sovereign Ukraine average yield
14.12
14.12
14.37
14.75
14.82
15.14
Euro-Cbonds Sovereign Ukraine average effective yield
14.62
14.62
14.9
15.3
15.38
15.72
Euro-Cbonds IG Russia
94.738
94.4161
94.0606
93.5977
93.353
93.11
Euro-Cbonds IG Russia price index
88.6104
88.2536
87.9343
87.5125
87.2837
87.0713
Euro-Cbonds IG Russia duration of index portfolio
1956
1952
1966
1961
1960
1959
Euro-Cbonds IG Russia average yield
8.82
8.89
8.97
9.06
9.11
9.15
Euro-Cbonds IG Russia average effective yield
9.01
9.09
9.18
9.27
9.32
9.37
Euro-Cbonds NIG Russia
100.343
100.2074
100.0303
98.8775
98.6692
98.0624
Euro-Cbonds NIG Russia price index
92.1074
92.0047
91.8632
90.8073
90.5839
90.039
Euro-Cbonds NIG Russia duration of index portfolio
995
995
995
985
981
978
Euro-Cbonds NIG Russia average yield
12.57
12.61
12.66
13.11
13.22
13.45
Euro-Cbonds NIG Russia average effective yield
13
13.04
13.1
13.57
13.69
13.94
Euro-Cbonds Сorporate Kazakhstan
69.3755
70.3448
70.3676
69.5729
69.0836
68.4818
Euro-Cbonds Сorporate Kazakhstan price index
62.7043
63.6192
63.6589
62.943
62.5458
62.0081
Euro-Cbonds Сorporate Kazakhstan duration of index portfolio
1419
1426
1292
1287
1287
1285
Euro-Cbonds Сorporate Kazakhstan average yield
15.91
15.56
15.86
16.18
16.34
16.58
Euro-Cbonds Сorporate Kazakhstan average effective yield
16.58
16.19
16.59
16.93
17.11
17.37
Euro-Cbonds Сorporate Ukraine
98.6273
98.5763
97.9885
98.7436
97.755
Euro-Cbonds Сorporate Ukraine price index
90.0825
90.0825
89.5552
90.3418
89.4374
Euro-Cbonds Сorporate Ukraine duration of index portfolio
681
674
671
669
676
Euro-Cbonds Сorporate Ukraine average yield
17.5
19.54
19.85
19.31
19.85
Euro-Cbonds Сorporate Ukraine average effective yield
18.3
20.56
20.91
20.33
20.91
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 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 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 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 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 price index, Euro-Cbonds Сorporate Ukraine duration of index portfolio, Euro-Cbonds Сorporate Ukraine average yield, Euro-Cbonds Сorporate Ukraine average effective yield
Interbank market
Type
22.12.2009
03.07.2009
02.07.2009
01.07.2009
30.06.2009
29.06.2009
26.06.2009
MOSPRIME
MOSPRIME O/N
6.29
6.38
6.58
6.63
6.9
6.85
MOSPRIME 1W
7.92
7.92
7.96
7.96
8
8
MOSPRIME 2W (nva.ru, reuters.ru)
8.55
8.53
8.65
8.62
8.7
8.63
MOSPRIME 1M (nva.ru, reuters.ru)
10.03
10.09
10.09
10.09
10.15
10.11
MOSPRIME 2M (nva.ru, reuters.ru)
10.96
11
11
10.96
11
11
MOSPRIME 3M (nva.ru, reuters.ru)
11.76
11.77
11.81
11.82
11.94
11.94
MOSPRIME 6M (nva.ru, reuters.ru)
13
13
13
13
13.02
13.04
MOSPRIME 2W (nva.ru, reuters.ru), MOSPRIME 2M (nva.ru, reuters.ru), MOSPRIME 6M (nva.ru, reuters.ru)
KIBID/KIBOR/KIMEAN
1w KIBOR KZT
8
8
8
8
8
8
2w KIBOR KZT
9
9
9
9
8.5
8.5
1m KIBOR KZT
10
10
10
10
9
9
2m KIBOR KZT
10
10
10
10
10
10
3m KIBOR KZT
10
10
10
10
10
10
1w KIBID KZT
4
4
4
4
4
4
2w KIBID KZT
4.5
4.5
4.5
4.5
4.5
4.5
1m KIBID KZT
5
5
5
5
5
5
2m KIBID KZT
6
6
6
6
6
6
3m KIBID KZT
7
7
7
7
7
7
1w KIMEAN KZT
6
6
6
6
6
6
2w KIMEAN KZT
6.75
6.75
6.75
6.75
6.5
6.5
1m KIMEAN KZT
7.5
7.5
7.5
7.5
7
7
2m KIMEAN KZT
8
8
8
8
8
8
3m KIMEAN KZT
8.5
8.5
8.5
8.5
8.5
8.5
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
5.44
5.53
5.6
5.6
5.85
5.95
MIBID - 2-7 days
6.92
7.01
7.12
7.11
7.06
7.1
MIBID - 8-30 days
8.28
8.27
8.39
8.42
8.48
8.36
MIBOR - 1 day
7.28
7.33
7.54
7.6
7.73
7.75
MIBOR - 2-7 days
8.92
9.1
9.17
9.36
9.03
9.13
MIBOR - 8-30 days
11.16
11.25
11.27
11.35
11.35
11.29
MIACR - 1 day
6.29
6.19
6.28
6.4
6.55
MIACR - 2-7 days
8.56
7.58
7.75
7.9
6.47
MIACR - 8-30 days
7.52
8.23
7.58
10.26
8.23
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
15.81
15.88
15.88
15.94
15.88
15.81
BakIBOR, USD 90 days
16.31
16.38
16.38
16.44
16.38
16.31
BakIBOR, AZN 1 day
7.5
7.5
7.5
7.5
7.5
7.5
BakIBOR, AZN 2 days
12
12
12
12
12
12
BakIBOR, AZN 7 days
12.4
12.45
12.69
12.5
12.45
12.4
BakIBOR, AZN 14 days
12.58
12.67
13
12.75
12.67
12.58
BakIBOR, AZN 30 days
14.79
14.86
14.86
14.93
14.86
14.79
BakIBOR, AZN 180 days
16.86
16.93
16.93
17
16.93
16.86
BakIBOR, AZN 360 days
20.2
20.2
20.2
20.2
20.2
20.2
BakIBOR, USD 1 day
6
11.5
6
6
6
6
BakIBOR, USD 2 days
13
11.5
11.5
11.5
11.5
11.5
BakIBOR, USD 7 days
12.75
12.8
12.8
12.85
12.67
12.75
BakIBOR, USD 14 days
12.83
12.1
12.92
13
13.36
12.83
BakIBOR, USD 30 days
15.11
15.18
15.18
15.25
15.18
15.11
BakIBOR, USD 180 days
17.79
17.86
17.86
17.93
17.86
17.79
BakIBOR, USD 360 days
22
22
22
22
22
22
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
7.85
7.85
8.55
8.4
8.75
7.4
RUR/USD NDF 1 month
9.25
9.35
9.7
9.15
9.9
9.9
RUR/USD NDF 2 month
9.7
9.65
10.05
9.85
10.45
10.05
RUR/USD NDF 3 month
10.45
10.05
10.7
10.4
10.7
10.35
RUR/USD NDF 6 month
11.5
11.05
11.45
11.35
11.45
11.25
RUR/USD NDF 9 month
11.8
11.55
11.95
11.7
12.1
11.55
RUR/USD NDF 1 year
12.05
11.75
12.05
11.75
12.3
11.85
RUR/USD NDF 2 year
12.9
12.5
12.85
12.55
12.5
12.65
RUR/USD NDF 3 year
13.15
13.25
13
13.4
13.7
12.8
RUR/USD NDF 3 year
13.5
13.6
13.7
13.8
13.7
13.6
RUR/USD NDF 5 year
13.7
13.8
13.3
14.05
13.95
14.3
RUR/USD NDF 7 years
14.1
14.2
13.6
14.3
13.6
14.3
RUR/USD NDF 10 year
14.35
15.3
13.6
14.45
14.45
14.45
RUR/USD NDF 1 week, RUR/USD NDF 2 month, RUR/USD NDF 3 month, RUR/USD NDF 6 month, RUR/USD NDF 9 month, RUR/USD NDF 2 year, RUR/USD NDF 3 year, RUR/USD NDF 7 years, RUR/USD NDF 10 year
IRS (3mMosPrime vs Annual fixed)
IRS 1 year
11.75
11.75
11.75
11.75
11.75
11.75
IRS 2 year
12.1
12.1
12.75
11.7075
11.7075
11.7075
IRS 3 year
11.925
11.935
12.95
11.6575
11.6575
11.6575
IRS 4 year
11.9
11.955
12.9
11.6575
11.6575
16.5
IRS 5 year
11.97
11.985
11.9
11.9
12.4
16.5
IRS 6 year
11.995
12.005
12
11.85
13.05
11.6075
IRS 7 yea
12.02
12.035
12
11.85
13.05
12.75
IRS 8 year
12.2
13.0833
11.9
12.85
11.9
11.75
IRS 9 year
11.55
11.55
12
11.85
13.05
11.818
IRS 10 year
12.075
12.105
12
11.85
13.05
12.75
IRS 4 year, IRS 6 year, IRS 7 yea, IRS 8 year, IRS 9 year
KievPrime
KievPrime O/N
1.12
1.24
1.21
1.43
1.08
1.08
KievPrime 1W
1.85
1.94
2
1.87
2.06
2.06
KievPrime 1M
9.07
8.81
8.59
8.14
8.41
8.41
KievPrime 2M
8.52
8.8
8.64
8.2
7.8
7.8
KievPrime 3M
10.17
9.8
9.66
9.44
9.2
9.2
Credit institutions balances on correspondent accounts
Credit institutions’ balances on correspondent accounts, UAH
19193.2
Results of operations of NBU on maintenance of liquidity of banks (Ukraine), million
1.8
KazPrime
10
10
10
10
10
10
Currencies
Type
07.07.2009
03.07.2009
02.07.2009
01.07.2009
30.06.2009
29.06.2009
26.06.2009
Exchange rates (Bank of Russia)
USD/RUR
31.1252
31.1904
31.0385
31.2904
31.1184
31.2037
EUR/RUR
43.9052
43.8069
43.8512
43.8191
43.6965
43.5728
Dual-currency basket/RUR
36.8762
36.8678
36.8042
36.9283
36.7785
36.7698
KZT/RUR
0.2071
0.2074
0.2062
0.2081
0.2068
0.2075
UAH/RUR
4.0793
4.0168
4.0573
4.0743
4.0585
4.067
GBP/RUR
51.0858
51.3176
51.8436
51.6824
51.2613
50.9962
CHF/RUR
28.8544
28.8133
28.7234
28.7648
28.5516
28.4601
JPY/RUR
0.3218
0.3222
0.3251
0.3278
0.3247
0.3235
BYR/RUR
0.011
0.011
0.0109
0.0111
0.011
0.011
KZT/RUR, UAH/RUR, GBP/RUR, CHF/RUR, JPY/RUR, BYR/RUR
Ukrainian market of Forex
EUR/UAH
10.8733
10.8825
10.9053
10.898
10.8393
USD/UAH
7.77
7.75
7.725
7.7225
7.7
RUB/UAH
0.2493
0.2493
0.2493
0.2473
0.2476
FOREX
EUR/USD
1.4002
1.4073
1.4068
1.4121
1.406
1.4085
GBP/USD
1.6362
1.6366
1.6446
1.6575
1.6559
1.6486
USD/JPY
95.88
96.68
96.93
95.9
95.4
95.54
USD/CHF
1.0861
1.0831
1.0839
1.0802
1.0851
1.0864
Exchange rates (Central Bank)
USD/KZT
150.33
150.33
150.41
150.43
150.41
150.42
150.38
USD/UAH
7.6384
7.6395
7.6405
7.6303
7.6285
EUR/UAH
10.7312
10.7686
10.7991
10.7557
10.6341
RUR/UAH
0.2454
0.2449
0.2462
0.2452
0.2445
USD/BYR
2828
2831
2825
2837
2830
2840
EUR/BYR
3983.24
3986.05
3984.66
3978.61
3975.87
3958.96
USD/UZS
1483.5
1483.5
1483.5
1483.5
1480.58
1480.58
USD/AZM
0.8042
0.8042
0.8042
0.8041
0.8041
USD/KGS
43.281
43.281
43.281
43.281
43.281
43.3387
USD/AMD
360.66
360.27
359.98
360.06
360.29
360.38
USD/GEL
1.6614
1.6539
1.6535
1.6534
1.6579
1.6597
World Indicators
Type
03.07.2009
02.07.2009
01.07.2009
30.06.2009
29.06.2009
26.06.2009
25.06.2009
Treasuries
UST 10Y YTM
3.49
3.54
3.52
3.51
3.53
3.56
UST 10Y Price
96.9375
96.5938
96.6875
96.8438
96.6406
96.4375
UST 10Y MD
8.3948
8.3912
8.3953
8.3984
8.4019
8.4005
UST 30Y YTM
4.32
4.33
4.32
4.31
4.33
4.34
UST 30Y Price
98.8594
98.6094
98.75
99
98.6641
98.4531
UST 30Y MD
16.7376
16.7266
16.7389
16.7513
16.7297
16.7186
UST 5Y YTM
2.42
2.51
2.55
2.54
2.56
2.6
UST 5Y Price
100.9531
100.5156
100.3594
100.375
100.2969
100.1094
UST 5Y MD
4.6542
4.6584
4.6596
4.6623
4.6689
4.6701
UST 3Y YTM
1.48
1.56
1.61
1.63
1.62
1.66
UST 3Y Price
101.125
100.8906
100.7578
100.7031
100.7344
100.6094
UST 3Y MD
2.8645
2.8658
2.8676
2.8698
2.8776
2.8796
UST 2Y YTM
0.98
1.05
1.1
1.12
1.1
1.12
UST 2Y Price
100.2656
100.1406
100.0391
100.0078
100.0391
100
UST 2Y MD
1.9682
1.9701
1.9724
1.9749
1.9832
1.9857
Bund 10Y YTM
3.34
3.4
3.39
3.37
3.39
3.43
Bund 10Y Price
101.34
100.8
100.94
101.08
100.9
100.61
Bund 2Y YTM
1.22
1.35
1.36
1.36
1.32
1.32
Bund 2Y Price
100.53
100.29
100.26
100.26
100.34
100.33
Gilt 10Y YTM
3.75
3.77
3.69
3.62
3.69
3.71
Gilt 2Y YTM
1.26
1.37
1.33
1.22
1.16
1.13
Gilt 10Y Price
106.04
105.87
106.56
107.17
106.57
106.41
Gilt 2Y Price
104.93
104.77
104.84
105.03
105.15
105.2
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, Bund 10Y Price, Bund 2Y YTM, Bund 2Y Price, Gilt 2Y YTM, Gilt 10Y Price, Gilt 2Y Price
LIBOR
3m LIBOR USD
0.5975
0.6012
O/N LIBOR USD
0.265
0.2738
1m LIBOR USD
0.31
0.3075
2m LIBOR USD
0.42
0.4275
6m LIBOR USD
1.095
1.1138
12m LIBOR USD
1.5913
1.645
O/N LIBOR USD, 1m LIBOR USD, 2m LIBOR USD, 6m LIBOR USD, 12m LIBOR USD
Swaps
10Y mid-swaps
3.84
3.75
3.71
3.73
3.89
1Y mid-swaps
0.85
0.89
0.88
0.85
0.87
2Y mid-swaps
1.51
1.54
1.5
1.48
1.55
3Y mid-swaps
2.15
2.15
2.1
2.1
2.22
4Y mid-swaps
2.61
2.61
2.57
2.58
2.71
5Y mid-swaps
2.99
2.96
2.91
2.94
3.08
7Y mid-swaps
3.47
3.41
3.36
3.39
3.53
30Y mid-swaps
4.25
4.17
4.12
4.14
4.25
1Y mid-swaps, 2Y mid-swaps, 3Y mid-swaps, 4Y mid-swaps, 5Y mid-swaps, 7Y mid-swaps, 30Y mid-swaps
EURIBOR
6M EURIBOR
1.277
1.291
1.303
1.313
1.322
1.334
1.354
1W EURIBOR
0.439
0.45
0.47
0.497
0.513
0.537
0.599
1M EURIBOR
0.7
0.728
0.74
0.751
0.764
0.783
0.828
3M EURIBOR
1.059
1.072
1.085
1.099
1.108
1.12
1.145
12M EURIBOR
1.468
1.486
1.497
1.504
1.51
1.515
1.532
1W EURIBOR, 1M EURIBOR, 3M EURIBOR, 12M EURIBOR
CDS CMA
CDS 5Y Russia
341.34
341.085
335.82
342.265
354.655
365.03
CDS 5Y Gazprom
479.11
472.865
470.38
484.5
489.11
498.445
CDS 5Y VTB
642.04
640.51
638.32
656.08
662.5
662.5
CDS 5Y Sberbank (EUR)
359.04
360
356.37
373
375
377.44
CDS 5Y Ukraine (EUR)
1696.985
1688.89
1698.435
1743.705
1777.22
1847.235
CDS 5Y Kazakhstan
490.755
495.215
491.46
497.32
511.27
515
CDS 5Y Estonia (EUR)
364.165
360
372.57
368.98
385
384.23
CDS 5Y Latvia (EUR)
688.655
683.23
681.135
701.6
737.07
748.21
CDS 5Y Lithuania (EUR)
502.23
496.23
508.59
509.92
525.95
530
CDS 5Y Gazprom, CDS 5Y VTB, CDS 5Y Sberbank (EUR), CDS 5Y Estonia (EUR), CDS 5Y Latvia (EUR), CDS 5Y Lithuania (EUR)
CDX
CDX.EM
401.18
392.86
391.81
390.45
408.97
410.39
CDX.EM.DIVERSIFIED
416.16
414.15
414.46
420.72
444.83
444.74
iTraxx Crossover 5Y
737.12
701.76
715.5
726.24
746.88
753.13
TED-spread
42
43
41
42
41
43
Commodities
Type
02.07.2009
01.07.2009
30.06.2009
29.06.2009
26.06.2009
25.06.2009
24.06.2009
Metals
Gold (USD/ounce, London)
929.5
938.25
934.5
935.5
942
937.25
933.5
OIL
Brent Crude (ICE)
66.55
68.79
69.3
70.99
68.92
69.78
68.33
Money market
Type
06.07.2009
03.07.2009
02.07.2009
01.07.2009
30.06.2009
29.06.2009
26.06.2009
Direct REPO deals
Repo auctions with CB, RUR bln
7.466
7.5377
8.6243
99.3698
9.2599
9.1483
Fixed rate on direct REPO deals, 1 day, %
10.5
10.5
10.5
10.5
10.5
Fixed rate on direct REPO deals, 7 days, %
10.5
10.5
10.5
10.5
10.5
Deposit deals
Bank deposits with CB, RUR bln.
644.6
612.2
508.8
452.8
367.4
404.7
Deposit rate, Tom-next, %
6.25
6.25
6.25
6.25
6.25
Deposit rate, Spot-next, %
6.25
6.25
6.25
6.25
6.25
Deposit rate, 1 week, %
6.75
6.75
6.75
6.75
6.75
Deposit rate, Spot-week, %
6.75
6.75
6.75
6.75
6.75
Deposit rate, Call Deposit, %
6.25
6.25
6.25
6.25
6.25
Deposit auction interest rate, 4 weeks, %
8.09
Currency swap
Swap difference EUR/RUB
0.0378
0.0126
0.0126
0.0126
0.0126
0.0376
0.0126
Swap difference USD/RUB
0.0288
0.0096
0.0096
0.0096
0.0096
0.0288
0.0096
Credit institutions balances on correspondent accounts
Credit institutions balances on correspondent accounts, Russia, RUR bln.
428.5
457.5
470.3
455.2
503.7
395.2
Credit institutions balances on correspondent accounts, Moscow, RUR bln.
275
298.8
302.4
303.2
366
250.5
Overnight loans
Arrears on overnight loans, RUR bln.
0.1822
3.7328
0.1213
0.0874
0.3677
0.0705
Overnight Credit, %
11.5
11.5
11.5
11.5
11.5
11.5
Lombard loans and auctions
Fixed-term rates on the Bank of Russia lombard loans, 1 day, %
10.5
10.5
10.5
10.5
10.5
10.5
Fixed-term rates on the Bank of Russia lombard loans, 7 days, %
10.5
10.5
10.5
10.5
10.5
10.5
Fixed-term rates on the Bank of Russia lombard loans, 30 days, %
10.5
10.5
10.5
10.5
10.5
10.5
Arrears on lombard loans, RUR bln.
48.8272
49.532
47.903
47.988
47.916
Lombard auction interest rates, 3 monthes, %
10.65
Unsecured loans
Total unsecured debt, RUR bln
670.435
680.435
686.151
689.151
697.881
703.976
Total amount of loans, RUR mln
16025
10000
Rate on unsecured loans, %
13.61
15.75
Weighted average rates for interdealer REPO (MICEX)
Rates for interdealer REPO, 2-7 days, %
8.0675
7.5
8.25
7.7618
Rates for interdealer REPO, 1day, %
7.6365
7.7187
7.8085
Rates for interdealer REPO, 8-14 days, %
15
REPO rate indicators (Micex)
MICEX Bond Repo Rate ON, %
7.55
7.67
7.67
MICEX Bond Repo Rate 7 days, %
8.08
8.66
8.66
MICEX Bond Repo Rate 14 days, %
15
15
Balance of Bank of Russia transactions (supply / withdrawal of liquidity)
98.6
124.1
95.8
80.4
60.5
96.8
Arrears on other loans, RUR bln.
611.41
607.9104
609.5303
608.2082
628.9472
Total volume on intraday loans, RUR bln.
51.69
43.55
80.21
101.22
105.89
Weekly Indexes Money market
Monthly Indexes Bond market statistics
Type
June 2009
May 2009
April 2009
March 2009
Febriary 2009
January 2009
December 2008
Sovereign eurobonds, USD bln. (Russia) 31.9007
31.9007
31.9007
31.9007
31.9007
31.9007
31.9007
Muni eurobonds, USD bln. (Russia) 1.3218
1.3083
1.2454
1.2358
1.1935
1.2279
1.3453
Corp. eurobonds, USD bln (Russia) 102.3151
100.1729
100.0131
98.7273
100.2451
101.2197
103.7738
Corporate CLN, USD bln (Russia) 4.1778
4.4485
4.4914
4.7189
4.9619
4.9899
5.2491
Corporate ABS, USD bln (Russia) 6.3244
6.2988
6.31
6.2765
6.1625
6.2488
6.2925
Russia eurobond issuance, USD bln. 1.416
0.3
2.685
1.3
0.05
0
0.3003
Emerging Markets debt issuance, USD bln. 9.316
11.623
15.895
6.45
6
12.6
2.5
Ukraine eurobonds, USD bln. 14.2906
14.2897
14.3411
14.3432
14.3027
14.3132
14.488
Ukraine eurobond issuance, USD bln. 0
0
0
0
0
0
0
Kazakhstan eurobonds, USD bln. 27.4803
27.4763
26.8075
26.967
26.7888
27.0211
27.5675
Kazakhstan eurobond issuance, USD bln. 0
0
0.1
0
0
0
0
Belarus gov. bonds outst. Belarus, USD bln. 1.4631
1.5332
1.5747
1.6053
1.6495
1.7602
2.2242
Azerbaijan gov. bonds outst., USD mln. 224.81
201.05
216.86
196.15
294.13
404.14
478.17
Azerbaijan corp. bonds outst., USD mln. 67.65
46.67
46.55
54.35
55.75
64.51
65.02
GKO-OFS outst. vol., RUR bln.
1095.2175
1091.7708
1129.8466
1145.8466
1145.8466
1144.0175
Bank of Russia bonds debt, RUR bln.
17.6075
15.7468
12.8191
12.3279
12.5495
12.9221
Muni bonds outst. Russia, RUR bln.
315.6734
294.7239
292.0789
279.5199
278.7999
277.0989
Corp. bonds outst. Russia, RUR bln.
1855.2426
1837.7161
1803.3811
1790.8266
1803.3266
1812.3266
Number of new issues Corp.bond
5
9
5
2
2
8
Number of new issues Muni.bond
1
3
1
1
1
4
Russia Corp.bond issuance, RUR bln.
31.975
46
37.5
9.5
5
39.4313
Russia Muni.bond issuance, RUR bln..
8.323
22.995
5.336
0.9388
1.417
18.3
Kazakhstan gov. bonds outst. Kazakhstan, USD bln.
7.1626
6.93
6.899
6.74
8.6422
9.3727
Ukraine gov. bonds outst., USD bln.
5.0034
4.5827
4.3875
3.8097
2.1412
Corp. bonds outst. Ukraine , USD bln.
7.833
7.9787
8.028
8.0129
8.0285
Ukraine muni bonds, USD mln.
67.2468
67.2468
67.2468
69.8442
69.8442
Corp. bonds outst. Kazakhstan , USD bln.
8.255
8.212
8.274
10.6923
10.7622
Macroeconomic Indicators (Russia)
Type
May 2009
April 2009
March 2009
Febriary 2009
January 2009
December 2008
November 2008
Consumer Prices Indices (CPI)
Inflation (CPI) (year-to-date), %
106.8
106.2
105.4
104.1
102.4
113.3
112.5
Inflation (CPI) (monthly), %
100.6
100.7
101.3
101.7
102.4
100.7
100.8
Gross domestic product (GDP)
Nominal volume of GDP (in market prices), Quarter data, bln rubles
8482.8
10944.2
Nominal volume of GDP (in market prices), Annual data, bln rubles
41668
Money Supply (M2), RUR bln. 12861.1
12339.1
12111.7
12021.3
11990.7
13493.2
13226.2
Wide monetary base, RUR bln. 4712.3
4483.5
4298.8
4331
4331.1
5578.7
5201.8
Russia’s International Reserves, USD bln. 404.171
383.905
383.889
384.074
386.894
427.08
455.73
Aggregate amount of the Reserve fund, RUR bln. 3127.93
3551.47
4117.67
4869.74
4863.8
4027.64
3661.37
Aggregate amount of the National wealth fund, RUR bln. 2784.14
2869.44
2915.21
2995.51
2991.5
2584.49
2108.46
Periodic Indexes
05.06.2009
14.05.2009
24.04.2009
01.12.2008
12.11.2008
14.07.2008
10.06.2008
Refinancing Rate of CBR, % 11.5
12
12.5
13
12
11
10.75
16.12.2008
29.10.2008
08.10.2008
30.04.2008
18.03.2008
30.01.2008
22.01.2008
Federal funds rate, % 0.25
1
1.5
2
2.25
3
3.5
07.05.2009
02.04.2009
05.03.2009
15.01.2009
04.12.2008
06.11.2008
08.10.2008
ECB refinancing rate, % 1
1.25
1.5
2
2.5
3.25
3.75
05.03.2009
05.02.2009
08.01.2009
04.12.2008
06.11.2008
08.10.2008
10.04.2008
BoE repo rate, % 0.5
1
1.5
2
3
4.5
5
19.12.2008
31.10.2008
21.02.2007
14.07.2006
19.09.2001
01.03.2001
13.02.2001
BoJ discount rate, % 0.3
0.5
0.75
0.4
0.1
0.25
0.35
19.12.2008
31.10.2008
21.02.2007
14.07.2006
20.03.2001
01.03.2001
11.08.2000
BoJ Target call rate, % 0.1
0.3
0.5
0.25
0
0.15
0.25
