On USD/RUB sell/buy FX swaps
16 сентября 2014 года
Пресс-релиз
The Bank of Russia decided to start conducting USD/RUB sell/buy one-day FX swaps.
These operations are aimed at improving the capabilities of short-term FX liquidity management at credit institutions. The aforementioned operations will be conducted at fixed interest rates.
Exchange-traded USD/RUB sell/buy one-day FX swaps will be conducted by the Bank of Russia on terms of today/tomorrow and tomorrow/spot settlements. These transactions will be carried out with the use of available Moscow Exchange instruments.
Starting from 17 September 2014, the Bank of Russia establishes the following parameters for conducting USD/RUB sell/buy one-day FX swap transactions:
| interest rate on the ruble leg | Bank of Russia key rate less 1.00 percentage point — 7.00% p.a. |
| interest rate on the US dollar leg | 1.50% p.a. |
| maximum allotment amount on FX swaps with today/tomorrow settlements | US$1 billion |
| maximum allotment amount on FX swaps with tomorrow/spot settlements | US$2 billion |
При использовании материала ссылка на Пресс-службу Банка России обязательна.