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                09 June 06:31

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                RUSFAR
                THE FAIR VALUE OF MONEY


                approved
                RUSFAR ON RUB
                Last trade price:
                RUSFAR ON CNY
                Last trade price:
                 Russian
                 Secured
                 Funding
                 Average
                 Rate
                • It is calculated based on repos in GCC, which is now the most widely traded and effective segment on the Russian money market
                • More than 200 participants connected to the GCC repo market, setting market rates for regular terms O/N, 1W, 2W, 1M, 2M and 3M by making anonymous order book trades
                • 18 market makers quote the instrument on a regular basis
                • OIS on RUSFAR is available on the Standartised OTC Derivatives Market
                • MOEX’s RUSFAR Futures is available for hedging the interest rate risk

                 

                INTEREST RATES CURVE

                 

                Select date:
                Data at

                Archived RUSFAR values

                 

                 
                 
                MARKET MAKERS

                 

                    ON 1W 2W 1M 2M 3M
                1 Sberbank + + + + + +
                2 Credit Bank of Moscow - + + + + +
                3 Gazprombank             - - + + - -
                4 Derzhava + + + + + +
                5 Otkritie Broker + + + + + +
                6 BCS + + + + + +
                7 Bank Saint Petersburg + + + + + +
                8 Renaissance Broker + + + + + +
                9 Metallinvestbank + + + + + +
                10 TKB + + + + + +
                11 Bank SGB + - + + + +
                12 Promsvyazbank - - + + + +
                13 Freedom Finance + + + + + +
                14 AK BARS Bank - - + + - -
                15 Bank Finservice + + + + - -
                16 Coalmetbank + - - - - -
                17 SOYUZ Bank + + + + - -
                18 BystroBank + - + + + +

                Market making programs

                 
                 
                RUSFAR CODES

                 

                Code Short name Bloomberg code Refinitiv code
                RUSFAR RUSFAR RUSFAR Index .RUSFARON
                RUSFAR1W RUSFAR 1 week RUSFAR1W Index .RUSFAR1W
                RUSFAR2W RUSFAR 2 weeks RUSFAR2W Index .RUSFAR2W
                RUSFAR1M RUSFAR 1 month RUSFAR1M Index .RUSFAR1M
                RUSFAR2M RUSFAR 2 months RUSFAR2M Index .RUSFAR2M
                RUSFAR3M RUSFAR 3 months RUSFAR3M Index .RUSFAR3M
                RUSFARUSD RUSFAR USD - .RUSFARUSD
                RUSFARCNY RUSFAR CNY - -

                 

                 
                 
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