
RUSFAR
THE FAIR VALUE OF MONEY

approved
RUSFAR ON RUB
Last trade price:
Last trade price:
RUSFAR ON CNY
Last trade price:
Last trade price:
Russian
Secured
Funding
Average
Rate
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
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 | + | - | + | + | + | + |
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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