|
In response, we have archived the predecessors (old method, 2 June 2006 to 29 December 2017) by renaming with an "_17" specifier, by marking metadata as "discontinued," and by segregating in the catalog. The replacements start at 6 January 2014. Figures are percent per annum (% p.a.) not seasonally adjusted (NSA).
The series reside in the historical catalog (Russia » Financial » Interest rates » Sovereign secondary market yields) and include, for example:
- IR%GBZC1Y_17UD.IRUS = [DISCONTINUED] Zero coupon yield curve for government bonds - 1 year, (% p.a., NSA)
- IR%GBZC30YUD.IRUS = 30 years
Because catalog locations are subject to change, the upper-right search box on DataBuffet.com provides a "find in catalog" mode that accepts a mnemonic.
Please be aware that:
- Aside from the one-for-one changes, the curve has added three tenors (9 months, 7 years, 30 years) and dropped one (25 years).
- The G-curve (G-??????) is a zero coupon yield curve for Russian government bonds (OFZ), computed from 3 months to 30 years, based on trades on the secondary market. The list of OFZ issues is reviewed monthly. Bids, offers and trade prices are converted to yield to maturity (YTM).
- MICEX and RTS were established in 1992 and 1995, respectively; they merged in 2011 as MICEX RTS, which was renamed Moscow Exchange MICEX RTS, then (in 2012) Moscow Exchange (?????????? ?????) or "MOEX."
References
|