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National Settlement Depository
National Settlement Depository (NSD) is the central securities depository of the Russian Federation
National Clearing Centre
Central Counterparty National Clearing Centre acts as a Clearing House and CCP in the Russian financial market
National Mercantile Exchange
Regulated commodity markets

List of services

Information product Instrument Period Price

    Order amount:  0 RUB

    Terms of Data

    Money Market

    Money Market

    Repo with GCC
    Repo with Central Counterparty
    Inter-Dealer Repo
    Repo with the Bank of Russia
    Deposits with the Central counterparty (CCP)
    Instruments
    RUSFAR
    Market Making
    Fees for repo transactions
    Trading members
      Trading modes and schedule
      Documents
      Trade results
      1. Home
      2. Markets
      3. Money Market
      4. RUSFAR
      Subscription Print version

       

      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

       

      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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