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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 4 years.
Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(8323, date)
Cbonds add-in| Index | Current value | Date |
|---|---|---|
| NFEA FX Swap Rate USD 1W | 15.98 % | 30/03/2022 |
| NFEA FX Swap Rate USD 2W | 16.49 % | 30/03/2022 |
| NFEA FX Swap Rate USD 1M | 17.5 % | 30/03/2022 |
| NFEA FX Swap Rate USD 2M | 18.5 % | 30/03/2022 |
| NFEA FX Swap Rate USD 3M | 17.88 % | 30/03/2022 |
| NFEA FX Swap Rate USD 6M | 18.67 % | 30/03/2022 |
| NFEA FX Swap Rate USD 9M | 17.9 % | 30/03/2022 |
| NFEA FX Swap Rate USD 1Y | 17.82 % | 30/03/2022 |
| NFEA FX Swap Rate USD 18M | 26.93 % | 30/03/2022 |
| NFEA FX Swap Rate USD 2Y | 28.66 % | 30/03/2022 |
| NFEA FX Swap Rate USD 2Y | 217,464 swap point | 05/05/2025 |
| NFEA FX Swap Rate USD 3Y | 29.62 % | 30/03/2022 |
| NFEA FX Swap Rate USD 3Y | 245,956 swap point | 18/09/2024 |
| NFEA FX Swap Rate USD 4Y | 31.13 % | 30/03/2022 |
| 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 5Y | 33.35 % | 30/03/2022 |
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