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Cbonds Consensus, Russia, October 2011 

The poll was held on 23.09.2011-30.09.2011. Number of respondents: 9. Publication date: 10.10.2011
Policy rates, % & IndexAverage forecastMedianActual as of 30.09.2011
  Consumer Prices (CPI, Russia) (monthly), %
0.230.20
  Refinancing Rate of CBR, %
8.258.258.25
  Deposit rate, O/N, %
3.813.753.75
  3M LIBOR USD
0.430.450.37
  MOSPRIME 3M
6.8376.54
  NDF USD/RUR 1Y mid
7.417.46.7
  USD/RUR
33.1733.131.88
  EUR/USD
1.31.31.36
  Brent Crude Oil
9595102.15
  Gold (USD/ounce, London)
167416501620
Benchmark yield, %Average forecastMedianActual as of 30.09.2011
  UST 10Y YTM
1.771.781.92
  Russia-2030 YTM, %
5.765.854.69
  OFZ YTM 3Y, %
7.9687.6
  OFZ YTM 5Y, %
8.688.758.34
  Muni YTM (3Y), %
8.658.78.24
  Domestic corporate bonds (1st tier), YTM (3Y), %
8.658.98.42
 
Cbonds Consensus represents aggregated outlooks of analysts on key indicators of world economy, interest rates, bond and international bond market yields. Consensus calculations are based on data collection results from leading investment banks and bringing the data to average. Cbonds Consensuses are published on the following indicators: GDP, inflation, oil and gold prices, currency rates, key interest rates of Central Banks, yields of government, municipal and corporate bonds and international bonds with different maturities. The system allows viewing detailed consensuses by all the indicators from each investment bank, which provides information. The data can be downloaded in Excel.