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About NFA indicators during the New Year holidays

In accordance with the decision of NFA’s Experts Council for Indicators and Rates made up on the 22 December 2023, the publication calendar for NFA’s benchmarks will be as follows:
- do not calculate RUREPO (ON) for December 29, 2023;
- calculate NFEA FX Swap Rate (All Terms) and Rurepo (1W, 2W, 1M) for December 29, 2023, according to the standard procedure;
- in case, when calculating ROISfix for December 29, 2023, 3 or less two-way quotes for one of the terms are received from contributors, then in accordance with clause 2.7 "Principles for ensuring the continuity of the calculation of the ROISfix financial indicator", publish the corresponding term for December 29 as the ROISfix value 2023 ROISfix value for the same period for December 28, 2023;
- in case, when calculating the NFEA FX Swap Rate for December 29, 2023, 3 or less two-way quotes for one of the terms were received from contributors, then in accordance with clause 12 of the “Regulations on the formation of indicative premiums for swap transactions in the Russian market - NFEA FX SWAP RATE” not to publish the value of the NFEA FX Swap Rate of the corresponding deadline for December 29, 2023;
- in case, when calculating Rurepo (1W, 2W, 1M) for December 29, 2023, 3 or less two-way quotes for one of the terms were received from contributors, then in accordance with clause 9 of the "Regulations on the formation of an indicative rate of repo transactions at the Moscow Interbank market Rurepo» not to publish the value of Rurepo relevant period for December 29, 2023;
- Do not calculate ROISfix, NFEA FX Swap Rate and RUREPO for all periods from December 30, 2023, to January 08, 2024 (included).

NEWS
Today: 04-Dec-2024   /    All news
NEWS Today: 04-Dec-2024   /    All news
06.06.2024 On changes in the composition of Contributors to the ROISfix financial indicator
24.04.2024 About NFA benchmarks during May Public Holidays
27.12.2023 About NFA indicators during the New Year holidays
02.02.2023 Softwel LLC has become a calculating agent of the SRO NFA financial benchmarks
26.12.2022 NFA’s benchmarks publication calendar for non-business days
25.04.2022 SRO NFA’s benchmarks calculation and publication from April 29, 2022 to May 13, 2022
01.04.2022 SRO NFA’s benchmarks publication on March 31, 2022
15.03.2022 From March 14, 2022, Refinitiv is no longer a calculated agent and source of information on the financial indicator Roisfix
27.12.2021 NFA’s benchmarks publication calendar for non-business days
27.10.2021 SRO NFA’s benchmarks calculation and publication from October 28, 2021 till November 7, 2021
15.06.2021 The calculation and publication
27.04.2021 The calculation and publication
25.12.2020 SRO NFA’s benchmarks publication calendar for non-business days
22.06.2020 SRO NFA’s benchmarks publication calendar for non-business days
03.04.2020 Information of the calculation of SRO NFA indicators in April 2020
27.03.2020 SRO NFA’s benchmarks publication calendar for non-business days
25.12.2019 About Financial indicators calculating during the Holidays
06.12.2017 Specifics in calculations of financial indicators for 2018
28.04.2017 About Financial benchmarks calculating during the Holidays
15.02.2017 About Financial indicators calculating during the Holidays
22.12.2016 About finance indicators’ calculating on holidays in RF
02.11.2016 About finance indicators’ calculating on holidays in RF:
15.04.2016 Изменение в составе контрибьюторов
16.02.2016 First Test Deal
15.02.2016 Procedure for calculation of reference rate during the holidays in the Russian Federation.
24.12.2015 Объявление
17.12.2015 Расчет индикаторов в выходные и праздничные дни
25.11.2015 Россельхозбанк включен в состав контрибьюторов ROISFIX и RUREPO
06.03.2015 Пересчет ROISFIX - 25.02.2015
29.12.2014 Смена адреса НВА
18.12.2014 Расчет ставки ROISFIX в праздничные дни
11.03.2014 Изменения в составе участников Roisfix
03.12.2013 Calculation of ROISFIX during the public holidays
15.10.2013 RoisFix was included in the ISDA Definitions.
28.11.2012 Calculation of NFEA fixings before the holidays
05.09.2012 Changes in the Roisfix contributors
23.07.2012 Change in the RoisFix contributors as of 15 September
28.04.2012 NFEA work during the May holidays
06.02.2012 On 30 January 2012 a meeting of the NFEA Expert Council took place
01.12.2011 The calculation of NFEA fixings on 30 December 2011 and 1-10 January 2012
22.06.2011 On 21 June 2011 a meeting of the NFEA Expert Council took place
15.04.2011 15 April 2011 is the first day of RoisFix calculation
31.03.2011 Changes in the RUONIA contributors
22.03.2011 On 16 March 2011 the NFEA Board approved the draft "Standard confirmation of a RUONIA-based OI