EN

                Your basket is empty

                Menu

                List of services

                RUSFAR indicators

                Indicator Name
                RUSFAR Russian Secured Funding Average Rate ON
                RUSFAR1W Russian Secured Funding Average Rate 1W
                RUSFAR2W Russian Secured Funding Average Rate 2W
                RUSFAR1M Russian Secured Funding Average Rate 1M
                RUSFAR3M Russian Secured Funding Average Rate 3M
                RUSFARCNY Russian Secured Funding Average Rate CNY
                RUSFARCN1W Russian Secured Funding Average Rate CNY 1W
                RUSFARRT Russian Secured Funding Average Rate REAL TIME
                RUSFAR1WRT Russian Secured Funding Average Rate 1W REAL TIME 
                RUSFAR2WRT Russian Secured Funding Average Rate 2W REAL TIME
                RUSFAR1MRT Russian Secured Funding Average Rate 1M REAL TIME
                RUSFAR3MRT Russian Secured Funding Average Rate 3M REAL TIME 
                RUSFARCNRT Russian Secured Funding Average Rate CNY REAL TIME
                RUSFARC1WR Russian Secured Funding Average Rate CNY REAL TIME 1W
                RUSFARN Russian Secured Funding Average Rate REAL TIME COMPOUND
                RUSFAR1WN Russian Secured Funding Average Rate 1W REAL TIME COMPOUND
                RUSFAR2WN Russian Secured Funding Average Rate 2W REAL TIME COMPOUND
                RUSFAR1MN Russian Secured Funding Average Rate 1M  REAL TIME COMPOUND
                RUSFAR3MN Russian Secured Funding Average Rate 3M REAL TIME COMPOUND
                RUSFARCNN Russian Secured Funding Average Rate CNY REAL TIME COMPOUND
                RUSFARC1WN Russian Secured Funding Average Rate CNY 1W REAL TIME COMPOUND

                The RUSFAR (Russian Secured Funding Average Rate) indicators family is calculated based on trades and orders for REPO with Central Counter-Party (CCP), secured via General Collateral Certificates (GCC).

                This collateral type is the most suitable for funding rates calculation, because it is issued specifically for REPO deals with CCP and excludes the cost of borrowing a security.

                Besides, the GCC provides maximum flexibility for a borrower by allowing to instantly replace the collateral without long REPO deal interruption. 

                These GCC properties have allowed to apply the uniform RUSFAR indicators calculation methodology for calculating the funding rates for 1 day, 1 week, 2 weeks, 1 month, 2 months and 3 months terms.

                 

                From April 1, 2020 MOEX terminates calculation and publication of REPO RATE indicator RUSFAR2M

                The site processes user data using Cookies in accordance with the Cookies Using Rules. By staying on the site, you agree to the terms of processing specified in the Rules. You can also prevent cookies from being saved in your browser settings.