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Median spread between MosPrime Rate and the term version of RUONIA is designed to replace the indicative MosPrime Rate with the risk-free rate and is carried out in accordance with the recommendations of the ISDA (International Swaps and Derivatives Association) and according to ISDA methodology. Median spreads between MosPrime Rate and RUONIA are calculated by Bank of Russia. The values fixed on 30-12-2022.
Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(91762, date)
Cbonds add-in| Index | Current value | Date |
|---|---|---|
| Median spread between MosPrime Rate and the term version of RUONIA 1M | 0.48 pp | 30/12/2022 |
| Median spread between MosPrime Rate and the term version of RUONIA 1W | 0.35 pp | 30/12/2022 |
| Median spread between MosPrime Rate and the term version of RUONIA 2M | 0.48 pp | 30/12/2022 |
| Median spread between MosPrime Rate and the term version of RUONIA 2W | 0.39 pp | 30/12/2022 |
| Median spread between MosPrime Rate and the term version of RUONIA 3M | 0.61 pp | 30/12/2022 |
| Median spread between MosPrime Rate and the term version of RUONIA 6M | 0.68 pp | 30/12/2022 |
| Median spread between MosPrime Rate and the term version of RUONIA O/N | 0.27 pp | 30/12/2022 |
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