Indicators of the repo market
The Exchange calculates and posts the following indices and indicators of the repo market:
- TONIA - main risk-free benchmark on the money market
- TONIA Compounded - Series of derivative indicators of the money market on TONIA basis
- TRION and TWINA - additional indicators of the repo market
TCI
TCR_1M
TCR_3M
TCR_6M
TCI (TONIA Composite Index) is a TONIA composite index calculated every calendar day based on the last calculated value of the TONIA indicator.
TCR (TONIA Compounded Rate) is a compound TONIA rate calculated every calendar day based on TCI values. The calculation uses a sliding window equal to the actual number of calendar days in the billing period.
TCR is calculated for the following periods: one month (TCR_1M), three months (TCR_3M), six months (TCR_6M)
Indicator update time: daily on business days after the end of trading from 18:00 to 20:00 (GMT +05:00),
Indicator change: calculated when the indicator is published relative to the value of the previous trading day