Russ-Invest Released Fixed Income Daily
OREANDA-NEWS. October 18, 2011. Trading activity of the Russian debt market decreases the third session successively. Volumes at corporate and municipal segments were twice below averages for the last month and have constituted 8 bln rbl. Issues with a duration over 3 years rose in price on 0,46%, turnover has constituted less than third. In issues with duration less than 1 year, on the contrary, was observed decrease on 0,24%, on a section with a duration 1-3 years was observed falling on 0,2% which were leaders of turnover (41%).
At the market of an internal state debt OFZs remained at the reached levels. Short issues with duration less than year have a little decreased. On a distant section of a curve falling has constituted insignificant 0,01%.
In a segment of the Russian eurobonds there was moderate ascending dynamics, the prices have grown on the average on 0,2%, in leaders – oil&gas and finance (+0,43% and +0,25% accordingly).
Ascending dynamics has developed also in issues of external state debt (+0,24%), spread "Russia30 - UST10" has extended on 17 b.p. exceeding 300 points due to advancing growth in treasuries.
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