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Repo rate indicators

Repo rate indicators
Indicator Short name Current value, % Change to close, b. p. Turnover, RUB Time Month change Year change
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REPO Rates with Central Counterparty (CCP) are calculated to evaluate state of the Russian REPO with CCP market.

REPO Rates with CCP are calculated separately for bonds (including Eurobonds) (MOEXREPO) and shares (MOEXREPOEQ). The calculation of MOEXREPO indicators takes into account transactions made bonds admitted to repo with the CCP. The indicators MOEXREPOEQ account trades made with shares admitted to repo with the CCP. When calculating the indicators values are used in Unaddressed mode and trades executed in Addressable mode.

The calculation of the indicator values is carried out every working day at 12:30 MSK and / or at 19:00 MSK. When calculating the indicators at 12:30 Moscow time the specified calculation includes transactions entered during the period from the beginning of the current trading day to 12:30 Moscow time the same business day. When calculating the indicators at 19:00 Moscow time, the specified calculation includes transactions entered into during the period from 12:30 Moscow time (inclusive) of the current day to 19:00 Moscow time the same business day.

Market Name Ticker Short name Instrument Calculation time
REPO with CCP bonds MOEXREPO MOEXREPO MXREPO bonds 12:30
MOEXREPOE MXREPOE bonds 19:00
REPO with CCP shares MOEXREPOEQ MOEXREPOEQ MXREPOEQ shares 12:30
MOEXREPOEQE MXREPOEQE shares 19:00

The repo rates accounted in calculation are to exceed or to be equal to borrowing rates on deposit operations of the Bank of Russia in the money market.