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Imputed rate calculated based on RUB/USD forward quotes in the Non-Deliverable Forward (NDF) market. It is an indicator of how the market evaluates the ruble yield for the corresponding period.
Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(254, date)
Cbonds add-in| Index | Current value | Date |
|---|---|---|
| NDF USD/RUB 1W mid | 11.98 swap point | 14/02/2022 |
| NDF USD/RUB 2W mid | 24.99 swap point | 14/02/2022 |
| NDF USD/RUB 1M mid | 18,571.5 swap point | 22/04/2022 |
| NDF USD/RUB 2M mid | 115.89 swap point | 14/02/2022 |
| NDF USD/RUB 3M mid | 177.48 swap point | 14/02/2022 |
| NDF USD/RUB 6M mid | 1,798.85 swap point | 22/04/2022 |
| NDF USD/RUB 9M mid | 551.24 swap point | 14/02/2022 |
| NDF USD/RUB 1Y mid | 721.57 swap point | 14/02/2022 |
| NDF USD/RUB 2Y mid | 1,322.09 swap point | 14/02/2022 |
| NDF USD/RUB 3Y mid | 1,831.62 swap point | 14/02/2022 |
| NDF USD/RUB 4Y mid | 2,288.29 swap point | 14/02/2022 |
| NDF USD/RUB 5Y mid | 2,693.18 swap point | 14/02/2022 |
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