In accordance with the decision of SRO NFA’s Experts Council for indicators and rates made up on the 10 December, 2020 the publication calendar for SRO NFA’s benchmarks will be as follows:
1. There will be no calculation and publication of MosPrime Rate O/N and RUREPO O/N for the reference date 31 December, 2020;
2. MosPrime Rate (1W, 2W, 1M, 2M, 3M, 6M), ROISfix (all tenors), NFEA FX Swap Rate (all tenors) and RUREPO (1W, 2W, 1M) for the reference date 31 December, 2020 will be calculated and published under the standard procedures;
3. If the Calculation Agent receives submissions from less than four (4) panel banks of the relevant benchmark on 31 December 2020, then:
- For MosPrime Rate and ROISfix the previous day’s rate will be published for the relevant maturity;
- For NFEA FX Swap Rate and RuREPO there will be no publication for the relevant maturity;
4. There will be no calculation and publication of MosPrime Rate, ROISfix, NFEA FX Swap Rate and RUREPO during the non-business days from 01 January, 2021 till 10 January, 2021.