Repo rate indicators
The REPO Rate Indicators are computed separately for the stock repo market (such indicators are calculated based on trades executed in MICEX Stock Exchange) and bond repo market (calculated based on trades in bonds executed in CJSC MICEX and MICEX Stock Exchange). For the first category trades in shares included in the MICEX Index constituent list and for the second category bonds included in the Bank of Russia's Lombard list are used to calculate the Indicators.
Within each category the rates are divided into "overnight", "1 week" and "2 weeks" depending on settlement periods of relevant repo transactions. The "overnight" indicators are calculated and published once an hour, starting from 12.00 pm MSK. The "1 week" and "2 weeks" indicators are published once a day at 7.00 pm MSK.
Read more on page: Money market indicators