CBRU (cbr.ru)
Currencies  |  April 01, 2026 12:59:48, updated

Bank of Russia starts publishing implied interest rate on CNY/RUB overnight FX swaps (01.04.2026)

The new benchmark is calculated on business days as the weighted average of yuan interest rates on individual transactions actually conducted in the on-exchange and over-the-counter segments of the Russian market, under covered interest rate parity.




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