NDF USD/RUB 5Y mid

Name: NDF USD/RUB 5Y mid
Creator: Cbonds
License: https://creativecommons.org/licenses/by/4.0/

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daily

swap point

UTC+3

Previous value

on 11/02/2022

from

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Index description

The imputed rate calculated on the basis of forward quotes of RUB/USD on the market of non-deliverable forwards (NDF). It is an indicator of how the market estimates the ruble yield for the corresponding period.

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Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(62921, date)

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Subgroup indices

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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