Interest rates on the Bank of Russia FX operations
% per annum
| Instrument type | Instrument | Term | Rate since 17.09.2014 |
Rate since 27.10.2014 |
Rate since 05.11.2014 |
Rate since 04.12.2014 |
Rate since 23.12.2014 |
Rate since 30.03.2015 |
Rate since 13.04.2015 |
Rate since 21.04.2015 |
Rate since 14.12.2015 |
Rate since 23.12.2016 |
Rate since 01.01.2022 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Standing facilities | USD/RUB sell/buy FX swaps1 | overnight | 1.50 | LIBOR+1.50 | SOFR+1.5 | ||||||||
| Auctions2 | USD and EUR repos3 | 1 week | — | LIBOR + 2.00 | LIBOR + 1.50 | LIBOR + 0.50 | LIBOR + 1.00 | LIBOR + 1.50 | LIBOR + 2.00 | ||||
| 28 days | — | LIBOR + 2.25 | LIBOR + 1.50 | LIBOR + 0.50 | LIBOR + 1.00 | LIBOR + 1.50 | LIBOR + 2.00 | ||||||
| 12 months4 | — | — | LIBOR + 1.50 | LIBOR + 0.50 | LIBOR + 1.00 | LIBOR + 1.75 | LIBOR + 2.50 | LIBOR + 3.00 | |||||
| USD and EUR loans3 | 28 days | — | — | — | — | LIBOR + 0.75 | LIBOR + 1.25 | LIBOR + 1.75 | LIBOR + 2.25 | ||||
| 365 days | — | — | — | — | LIBOR + 0.75 | LIBOR + 1.25 | LIBOR + 2.00 | LIBOR + 2.75 | LIBOR + 3.25 | ||||
1 Ruble leg rate is set at the key rate level decreaed by 1 percentage point.
2 Minimum bid rates are presented.
3 LIBOR rates in corresponding currencies for comparable terms are used.
4 Operations suspended from 01.06.2015 to 14.12.2015 and from 01.04.2016.
Was this page useful?
Last updated on: 17.12.2021