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Cbonds Consensus, Russia, March 2012 

The poll was held on 22.02.2012-29.02.2012. Number of respondents: 11. Publication date: 11.03.2012
Policy rates, % & IndexAverage forecastMedianActual as of 29.02.2012
  Consumer Prices (CPI, Russia) (monthly), %
0.60.60.4
  Refinancing Rate of CBR, %
888
  Deposit rate, O/N, %
4.0844
  3M LIBOR USD
0.460.460.48
  MOSPRIME 3M
6.526.76.78
  NDF USD/RUR 1Y mid
5.485.485.58
  USD/RUR
29.6929.528.95
  EUR/USD
1.311.311.34
  Brent Crude Oil
119120123
  Gold (USD/ounce, London)
174517631770
Benchmark yield, %Average forecastMedianActual as of 29.02.2012
  UST 10Y YTM
2.042.041.97
  Russia-2030 YTM, %
4.034.054.1
  OFZ YTM 3Y, %
7.087.17.15
  OFZ YTM 5Y, %
7.477.57.51
  Muni YTM (3Y), %
8.158.28
  Domestic corporate bonds (1st tier), YTM (3Y), %
8.298.198.64
  Domestic corporate bonds (2nd tier), YTM (2Y), %
9.389.259.38
  Domestic corporate bonds (3d tier), YTM (1Y), %
10.921110.92
 
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.