CCS RUB 7Y Act/Act Ann Fixed vs 3M Float mid
daily
%
Previous value
10.27% on 03/08/2022
Country: Russia,
calculating organization: TP ICAP FINANCE
Latest data on 04/08/2022
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Index description
Country: Russia
calculating organization: TP ICAP FINANCE
Cross-currency interest rate swap (USD/RUB), calculated for a period of 7 year
Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(8067, date)
Subgroup indices
Index | Current value | Date |
---|---|---|
CCS RUB 10Y Act/Act Ann Fixed vs 3M Float mid | 9.13 % | 04/08/2022 |
CCS RUB 1Y Act/Act Ann Fixed vs 3M Float mid | 24.2 % | 04/08/2022 |
CCS RUB 2Y Act/Act Ann Fixed vs 3M Float mid | 17.06 % | 04/08/2022 |
CCS RUB 3Y Act/Act Ann Fixed vs 3M Float mid | 14.06 % | 04/08/2022 |
CCS RUB 4Y Act/Act Ann Fixed vs 3M Float mid | 12.35 % | 04/08/2022 |
CCS RUB 5Y Act/Act Ann Fixed vs 3M Float mid | 11.26 % | 04/08/2022 |
CCS RUB 6Y Act/Act Ann Fixed vs 3M Float mid | 10.46 % | 04/08/2022 |
CCS RUB 7Y Act/Act Ann Fixed vs 3M Float mid | 9.92 % | 04/08/2022 |
CCS RUB 8Y Act/Act Ann Fixed vs 3M Float mid | 9.52 % | 04/08/2022 |
CCS RUB 9Y Act/Act Ann Fixed vs 3M Float mid | 7 % | 07/12/2021 |