NFEA FX Swap Rate USD 3M
daily
swap point
Previous value
24,536 swap point on 13/05/2024
Country: Russia,
calculating organization: NFA
Latest data on 14/05/2024
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Quotes by Market Participants
Index description
Country: Russia
calculating organization: NFA
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 3 months.
Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(1585, date)
Subgroup indices
Index | Current value | Date |
---|---|---|
NFEA FX Swap Rate USD 18M | 116,103 swap point | 14/05/2024 |
NFEA FX Swap Rate USD 1M | 9,657 swap point | 14/05/2024 |
NFEA FX Swap Rate USD 1W | 2,503 swap point | 14/05/2024 |
NFEA FX Swap Rate USD 1Y | 80,504 swap point | 14/05/2024 |
NFEA FX Swap Rate USD 2M | 17,275 swap point | 14/05/2024 |
NFEA FX Swap Rate USD 2W | 4,565 swap point | 14/05/2024 |
NFEA FX Swap Rate USD 2Y | 149,192 swap point | 14/05/2024 |
NFEA FX Swap Rate USD 3M | 24,543 swap point | 14/05/2024 |
NFEA FX Swap Rate USD 3Y | 227,486 swap point | 14/05/2024 |
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 6M | 44,627 swap point | 14/05/2024 |
NFEA FX Swap Rate USD 9M | 62,155 swap point | 14/05/2024 |