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FINANCIAL MARKETS
BULLETIN
Table 3.4
Main Share Price Indices
MICEX index, RTS index, Moscow Exchange trade turnover,
Date
points points billions of rubles
2016
362
13.04.2016
2268
36.
PJSC ROSBANK
2272
37.
PJSC BANK URALSIB
2275
38.
JSC RSB Bank
2289
39.
JSCB Absolut Bank (PJSC)
2306
40.
SOYUZ Bank (JSC
Russia key rate
Stock market risk Implied and historical volatility of the RTS index (1 month)
Discounts and margin calls on interdealer repo transactions with
risk-neutral measure.
MONETARY
52 POLICY REPORT
No. 1 (13) March 2016 Glossary
RTS index
Composite index of the Russian stock market calculated by the Exchange
volatility of oil prices.
• Volatility of shares is implied volatility of the RTS index.
• Foreign exchange liquidity means the spread between the plain vanilla interest
FINANCIAL MARKETS
BULLETIN
Table 3.4
Main Share Price Indices
MICEX index, RTS index, Moscow Exchange trade turnover,
Date
points points billions of rubles
2016
367
17.03.2016
2268
37.
PJSC ROSBANK
2272
38.
PJSC BANK URALSIB
2275
39.
JSC RSB Bank
2289
40.
JSCB Absolut Bank (PJSC)
2306
41.
SOYUZ Bank (JSC
368
19.02.2016
manage the Moscow-based credit institution RUSSKIY STROITELNY BANK, joint-stock company, or JSC RSB BANK appointed by Bank of Russia Order No. OD-3660, dated 18 December
369
19.02.2016
termination of activity of provisional administration to manage the credit institution BANK RSB 24 (JSC) (the city of Moscow).
The section Non-bank Financial Institutions publishes
FINANCIAL MARKETS
BULLETIN
Table 3.4
Main Share Price Indices
MICEX index, RTS index, Moscow Exchange trade turnover,
Date
points points billions of rubles
2015