In accordance with the decision of the SRO NFA Expert council for Indicators and rates (hereinafter referred to as the SRO NFA EC) dated the 19 of December, 2019 the order for MosPrime Rate, ROISfix, NFEA FX Swap Rate and RUREPO indicators’ calculating during Christmas weekends and Holidays was set as follows:
To set the order for MosPrime Rate, ROISfix, NFEA FX Swap Rate и RUREPO indicators’ calculating during Christmas Holidays as follows:
- To calculate MosPrime Rate and RUREPO indicators for the 31 of December, 2019 by standard procedure for all terms, except for the overnight term;
- To make no calculation for MosPrime Rate and RUREPO indicators for the 31 of December, 2019 for overnight term;
- To calculate ROISfix and NFEA FX Swap Rate indicators for the 31 of December, 2019 by standard procedure for all terms;
- To make no calculation for MosPrime Rate, ROISfix, NFEA FX Swap Rate, RUREPO indicators for the period from the 01 of January, 2020 года till the 08 of January, 2020, inclusively.
To set the order for the RUONIA indicator’s calculation during the Holidays as follows:
- To calculate the RUONIA indicator for the 30 of December, 2019 by standard procedure, the publication date is the 31 of December, 2019;
- To make no calculation for the RUONIA indicator for the 31 of December, 2019 and for the period from the 01 of January, 2020 till the 08 of January, 2020, inclusively;
- To calculate the RUONIA indicator for the 09 of January, 2020 by standard procedure, the publication date is the 10 of January, 2020.