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RUSFAR
THE FAIR VALUE OF MONEY

RUSFAR ON RUB
Last trade price:
RUSFAR ON USD
Last trade price:

approved
 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

 

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

 

 
 
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