Interest Rate Derivatives

Your goal:

To optimise your profile of interest rates for short-term and long-term borrowings

We offer:

Interest rate derivatives

Sberbank CIB clients can access the following instruments:

  • Forward rate agreements (agreement about a future interest rate)
  • Interest rate swaps (including using Mosprime and RUONIA rates and the Bank of Russia’s key rate)
  • Interest rate options
  • Exchange-traded derivatives available on the Moscow Exchange, including standardised derivatives with settlement via the Central Counterparty

We are ready to put together tailored solutions in accordance with each client’s unique risk type.

OTC transactions are executed under a General Agreement on Forward Deals on Financial Markets and Set Limits or under the conditions of initial collateral and subsequent margining of positions.


Interest rate derivatives can be used to ensure a large degree of predictability and stability in the area of interest payment expenses and can also help synchronise the lending currency and the income currency.