ROISfix (RUONIA Overnight Interest Rate Swap)
Data is available from 15.04.2011 to 01.03.2023, inclusive.
% p.a.
| Date | 1 week | 2 weeks | 1 month | 2 months | 3 months | 6 months |
|---|---|---|---|---|---|---|
| 01.03.2022 | 19.85 | 19.91 | 22.63 | 23.79 | 24.49 | 25.71 |
| 28.02.2022 | 17.83 | 18.00 | 20.65 | 21.96 | 23.23 | 24.52 |
| 25.02.2022 | 9.07 | 9.14 | 11.48 | 13.67 | 15.89 | 17.92 |
| 24.02.2022 | 9.39 | 9.47 | 10.28 | 12.45 | 13.99 | 16.40 |
| 22.02.2022 | 9.44 | 9.48 | 9.77 | 11.09 | 11.82 | 12.92 |
ROISfix – RUONIA Overnight Interest Rate Swap – was a reference interest rate (fixing) indexed to RUONIA. It was calculated on the basis of quotes provided by active market participants (contributors) and published by National Foreign Exchange Association (NFEA) according to “The NFEA terms of the daily fixing of OIS rates based on RUONIA”. The list of the contributors was determined by NFEA.
NFEA’s information partner was Thomson-Reuters.
Reference rate ROISfix was published every business day at 12.30 on Thomson-Reuters page <ROISFIX=> and on NFEA’s official site.
More details are available on www.roisfix.ru.
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Last updated on: 01.03.2022