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Cbonds Consensus, Russia, December 2012
The poll was held on 25.11.2012-30.11.2012. Number of respondents: 20. Publication date: 11.12.2012
| Policy rates, % & Index | Average forecast | Median | Actual |
Consumer Prices (CPI, Russia) (monthly), % | 0.6 | 0.6 | 0.3 |
|
Refinancing Rate of CBR, % | 8.24 | 8.25 | 8.25 |
|
Deposit rate, O/N, % | 4.29 | 4.25 | 4.25 |
|
3M LIBOR USD | 0.31 | 0.31 | 0.31 |
|
MOSPRIME 3M | 7.38 | 7.4 | 7.45 |
|
NDF USD/RUB 1Y mid | 5.99 | 6 | 5.97 |
|
USD/RUB | 31.13 | 31 | 31.06 |
|
EUR/USD | 1.29 | 1.29 | 1.29 |
|
Brent Crude Oil | 110 | 110 | 111.19 |
|
Gold (USD/ounce, London) | 1743 | 1745 | 1726 |
| Benchmark yield, % | Average forecast | Median | Actual |
|
UST 10Y YTM | 1.65 | 1.65 | 1.62 |
|
Russia-2030 YTM, % | 2.8 | 2.8 | 2.78 |
|
OFZ YTM 3Y, % OFZ 25075 | 6.65 | 6.65 | 6.71 |
|
OFZ YTM 5Y, % OFZ 26206 | 6.79 | 6.83 | 6.73 |
|
Muni YTM (3Y), % Cbonds-Muni Index | 8.21 | 8 | 7.9 |
|
Domestic corporate bonds (1st tier), YTM (3Y), % IFX-Cbonds Index | 8.24 | 8.3 | 8.45 |
|
Domestic corporate bonds (2nd tier), YTM (2Y), % VimpelCom? 01 | 8.91 | 8.83 | 9.03 |
|
Domestic corporate bonds (3d tier), YTM (1Y), % | 11.22 | 11.18 | 12.21 |
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.
