ESSENTIAL INFORMATION ABOUT RUSFAR

• 01

  The index is in line with the Bank of Russia's requirements for financial benchmarks
• 02

  It is calculated based on repos in GCC, the most widely traded segment of the Russian money market
• 03

  More than 400 participants connected to GCC repo market and deposits with CCP contribute to market rates for standard terms O/N, 1W, 2W, 1M, 2M and 3M by making anonymous order book trades
• 04

  20 market makers quote prices in GCC repo on a regular basis
• 05

  OIS on RUSFAR is available on the Standartised OTC Derivatives Market
• 06

  RUSFAR is used as a reference rate in floating-rate trades.
• 07

  RUSFAR Futures as a hedge against interest rate risk

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