Everything you need for fixed income research and monitoring.
Indicative premium for swap transactions in the Russian market, calculated on the basis of quotes of premiums for USD/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.
Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(1584, date)
Cbonds add-in| Index | Current value | Date |
|---|---|---|
| NFEA FX Swap Rate USD 1W | 1,983 swap point | 10/08/2026 |
| NFEA FX Swap Rate USD 2W | 4,011 swap point | 10/08/2026 |
| NFEA FX Swap Rate USD 1M | 8,247 swap point | 10/08/2026 |
| NFEA FX Swap Rate USD 2M | 16,347 swap point | 10/08/2026 |
| NFEA FX Swap Rate USD 3M | 22,575 swap point | 10/08/2026 |
| NFEA FX Swap Rate USD 6M | 41,525 swap point | 10/08/2026 |
| NFEA FX Swap Rate USD 9M | 60,303 swap point | 10/08/2026 |
| NFEA FX Swap Rate USD 1Y | 79,372 swap point | 10/08/2026 |
| NFEA FX Swap Rate USD 18M | 141,310 swap point | 12/12/2025 |
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