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NFEA FX Swap Rate USD 1Y

Name: NFEA FX Swap Rate USD 1Y
Creator: Cbonds
License: https://creativecommons.org/licenses/by/4.0/

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daily

swap point

UTC+3

Previous value

on 18/09/2026

from

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Index description

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 1 year.

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Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(8315, date)

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Quotes by Market Participants

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Subgroup indices

Index	Current value	Date
NFEA FX Swap Rate USD 1W	1,966 swap point	21/09/2026
NFEA FX Swap Rate USD 2W	3,937 swap point	21/09/2026
NFEA FX Swap Rate USD 1M	7,820 swap point	21/09/2026
NFEA FX Swap Rate USD 2M	15,996 swap point	21/09/2026
NFEA FX Swap Rate USD 3M	22,132 swap point	21/09/2026
NFEA FX Swap Rate USD 6M	41,537 swap point	21/09/2026
NFEA FX Swap Rate USD 9M	59,845 swap point	21/09/2026
NFEA FX Swap Rate USD 1Y	79,126 swap point	21/09/2026
NFEA FX Swap Rate USD 18M	141,310 swap point	12/12/2025