On September 1, 2022, the Central Bank of Russia began calculating the median spread between the MosPrime Rate and the floating rate of RUONIA. The calculation methodology was considered at a meeting of the working group on the analysis and development of a methodology for calculating interest rates in various segments of the Financial Market of the Central Bank of Russia with the participation of representatives of the banking community and agreed with the SRO NFA, which is the administrator of MosPrime Rate.
The calculation is carried out in accordance with the recommendations of ISDA in the framework of the rejection of declared interest rates in favor of benchmarks built on the basis of actual transactions.
The calculation data is published on the MosPrime Rate (http://mosprime.com/) benchmark’s website starting from September 1, 2022.