Terms of USD/RUB and EUR/RUB buy/sell FX Swaps

Trade date	USD buy date	RUB buy date	RUB interest rate (% p.a.)	USD interest rate (% p.a.)	Base swap rate USD/RUB	Swap points (rubles)
16/04/2021	16/04/2021	19/04/2021	5.50	0.073250	76.2829	0.0340
15/04/2021	15/04/2021	16/04/2021	5.50	0.073630	75.5549	0.0112
14/04/2021	14/04/2021	15/04/2021	5.50	0.074750	76.2504	0.0113
13/04/2021	13/04/2021	14/04/2021	5.50	0.073500	77.4330	0.0115
12/04/2021	12/04/2021	13/04/2021	5.50	0.074750	77.3998	0.0115
09/04/2021	09/04/2021	12/04/2021	5.50	0.074880	76.7153	0.0342
08/04/2021	08/04/2021	09/04/2021	5.50	0.076250	77.0937	0.0115
07/04/2021	07/04/2021	08/04/2021	5.50	0.077880	77.1774	0.0115
06/04/2021	06/04/2021	07/04/2021	5.50	0.074750	76.1707	0.0113
05/04/2021	05/04/2021	06/04/2021	5.50	0.074750	76.4391	0.0114
02/04/2021	02/04/2021	05/04/2021	5.50	0.074750	76.3023	0.0340
01/04/2021	01/04/2021	02/04/2021	5.50	0.080630	75.5362	0.0112
31/03/2021	31/03/2021	01/04/2021	5.50	0.077000	76.0380	0.0113
30/03/2021	30/03/2021	31/03/2021	5.50	0.072880	75.7553	0.0113
29/03/2021	29/03/2021	30/03/2021	5.50	0.073380	75.8311	0.0113
26/03/2021	26/03/2021	29/03/2021	5.50	0.075500	76.4218	0.0341
25/03/2021	25/03/2021	26/03/2021	5.50	0.076380	76.4160	0.0114
24/03/2021	24/03/2021	25/03/2021	5.50	0.076880	76.0631	0.0113
23/03/2021	23/03/2021	24/03/2021	5.50	0.076630	74.9435	0.0111
22/03/2021	22/03/2021	23/03/2021	5.50	0.076880	74.2350	0.0110
19/03/2021	19/03/2021	22/03/2021	5.25	0.078750	74.2015	0.0315
18/03/2021	18/03/2021	19/03/2021	5.25	0.078000	74.0099	0.0105
17/03/2021	17/03/2021	18/03/2021	5.25	0.078500	72.8164	0.0103

Data is available from 26/09/2002 to 16/04/2021.

BoR FX Swaps

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Last updated on: 16/04/2021