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USD/RUB Tom/Spot FX Swap Pts (Mid) (MOEX Standartized OTC derivatives market)

swap point
UTC+3
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to
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Index description

The Index reflects the dynamics of swap points for the USD/RUB currency pair in Tom/Spot transactions on the derivatives market. It is calculated based on interbank market data and covers transactions in the USD/RUB currency pair. The Index represents an aggregated indicator for the specific Tom/Spot tenor. The Index data is based on the average (Mid) market quotes.

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Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(154663, date)

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Subgroup indices

Index Current value Date
CNY/RUB 1Y FX Swap Pts (Mid) (MOEX Standartized OTC derivatives market) 7,202 swap point 16/07/2026
CNY/RUB 2Y FX Swap Pts (Mid) (MOEX Standartized OTC derivatives market) 18,257 swap point 12/04/2024
CNY/RUB 3Y FX Swap Pts (Mid) (MOEX Standartized OTC derivatives market) 25,756 swap point 12/04/2024
CNY/RUB 4Y FX Swap Pts (Mid) (MOEX Standartized OTC derivatives market) 32,993 swap point 12/04/2024
CNY/RUB 5Y FX Swap Pts (Mid) (MOEX Standartized OTC derivatives market) 39,962 swap point 12/04/2024
CNY/RUB Tod/2W FX Swap Pts (Mid) (MOEX Standartized OTC derivatives market) 45 swap point 01/11/2024
EUR/RUB 2Y FX Swap Pts (Mid) (MOEX Standartized OTC derivatives market) 114,900 swap point 16/11/2023
EUR/RUB FXSWAP 1Y 64,350 swap point 16/11/2023
EUR/RUB FXSWAP 6M 35,600 swap point 24/10/2023
EUR/RUB Spot/1W FX Forward Swap Pts (Mid) (MOEX Standartized OTC derivatives market) 550 swap point 05/07/2023
USD/RUB 11M FX Swap Pts (Mid) (MOEX Standartized OTC derivatives market) 36,000 swap point 09/08/2023
USD/RUB 1M FX Forward Swap Pts (Mid) (MOEX Standartized OTC derivatives market) 1,007.5 14/11/2024
USD/RUB 1W FX Forward Swap Pts (Mid) (MOEX Standartized OTC derivatives market) 438.09 swap point 14/11/2024
USD/RUB 1Y FX Forward Swap Pts (Mid) (МБ СПФИ) 59,500 swap point 16/11/2023
USD/RUB 2W FX Forward Swap Pts (Mid) (MOEX Standartized OTC derivatives market) 525 swap point 14/11/2024
USD/RUB 2Y FX Swap Pts (Mid) (MOEX Standartized OTC derivatives market) 106,000 swap point 16/11/2023
USD/RUB 3M FX Forward Swap Pts (Mid) (MOEX Standartized OTC derivatives market) 27,664 swap point 29/03/2024
USD/RUB 3W FX Forward Swap Pts (Mid) (MOEX Standartized OTC derivatives market) 7,390 swap point 22/03/2024
USD/RUB 3Y FX Swap Pts (Mid) (MOEX Standartized OTC derivatives market) 157,980 swap point 28/04/2023
USD/RUB FXSWAP 6M 35,000 swap point 10/11/2023
USD/RUB Tom/Spot FX Swap Pts (Mid) (MOEX Standartized OTC derivatives market) 450 swap point 15/06/2023
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