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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
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
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    4. RUSFAR
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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

     

    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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