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NFEA FX Swap Rate USD 1M

daily
%
UTC+3
Previous value
on 29/03/2022
from
to
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Index description

Indicative premium for swap transactions in the Russian market, calculated on the basis of quotes of premiums for USD/RUB and EURO/RUB swap transactions with calculations for the first part of the exchange with the term “tomorrow” (TOM), announced by the leading participants of the Russian financial market, for a period of 1 month.

Quotes by Market Participants

List of securities for index calculation

Subgroup indices

Index Current value Date
NFEA FX Swap Rate USD 1W 15.98 % 30/03/2022
NFEA FX Swap Rate USD 2W 16.49 % 30/03/2022
NFEA FX Swap Rate USD 1M 17.5 % 30/03/2022
NFEA FX Swap Rate USD 2M 18.5 % 30/03/2022
NFEA FX Swap Rate USD 3M 17.88 % 30/03/2022
NFEA FX Swap Rate USD 6M 18.67 % 30/03/2022
NFEA FX Swap Rate USD 9M 17.9 % 30/03/2022
NFEA FX Swap Rate USD 1Y 17.82 % 30/03/2022
NFEA FX Swap Rate USD 18M 26.93 % 30/03/2022
NFEA FX Swap Rate USD 2Y 28.66 % 30/03/2022
NFEA FX Swap Rate USD 2Y 217,464 swap point 05/05/2025
NFEA FX Swap Rate USD 3Y 29.62 % 30/03/2022
NFEA FX Swap Rate USD 3Y 245,956 swap point 18/09/2024
NFEA FX Swap Rate USD 4Y 31.13 % 30/03/2022
NFEA FX Swap Rate USD 4Y 164,990 swap point 03/08/2023
NFEA FX Swap Rate USD 5Y 221,808 swap point 03/08/2023
NFEA FX Swap Rate USD 5Y 33.35 % 30/03/2022

The composition of the index list

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