NFEA FX Swap Rate USD 2M

Name: NFEA FX Swap Rate USD 2M
Creator: Cbonds
License: https://creativecommons.org/licenses/by/4.0/

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UTC+3

Previous value

on 29/03/2022

from

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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 2 months.

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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

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