Auctions Results 2020
Published in section: Operations of the Russian Ministry of Finance
Published: 25.12.2020Modified: 25.12.2020
Auctions Results 2020
download
OFZ Auctions Results 2020
2020-12-23
Date | Cut off Price | Weighted Average Price | Yield at Cut off Price** | Yield at Weighted Average Price** | Total Bid Amount in Nominal Terms | Cut off Price | Weighted Average Price | Yield at Cut off Price* | Yield at Weighted Average Price* | Total Bid Amount in Nominal Terms | Amount Issued in Nominal Terms | Cashflow | Meet Demand Ratio |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Pct. | RUB mln. | Pct. | Pct. | Pct. | Pct. | RUB mln. | RUB mln. | RUB mln. | (12 / 11) | ||||
1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 |
2020-01-15 | 26230RMFS | OFZ-PD | 2039-03-16 | 7 000 | 163 190.3 | 115.1327 | 115.2812 | 6.42 | 6.41 | 54 886.6 | 42 787.8 | 50 210.8 | 0.7796 |
2020-01-15 | 26232RMFS | OFZ-PD | 2027-10-06 | 2 821 | 424 016.8 | 99.6411 | 99.6813 | 6.15 | 6.14 | 31 735.4 | 16 594.3 | 16 655.9 | 0.5229 |
2020-01-22 | 26229RMFS | OFZ-PD | 2025-11-12 | 2 121 | 322 649.2 | 106.1500 | 106.1500 | 5.97 | 5.97 | 98 798.9 | 58 419.0 | 62 732.7 | 0.5913 |
2020-01-22 | 52002RMFS | OFZ-IN | 2028-02-02 | 2 933 | 76 925.7 | 97.7900 | 98.0984 | 2.83 | 2.78 | 50 376.2 | 26 743.7 | 26 529.9 | 0.5309 |
2020-01-29 | 24021RMFS | OFZ-PK | 2024-04-24 | 1 547 | 300 000.0 | 100.4500 | 100.5066 | - | - | 171 603.4 | 35 094.1 | 35 271.9 | 0.2045 |
2020-01-29 | 26226RMFS | OFZ-PD | 2026-10-07 | 2 443 | 23 413.4 | 110.7400 | 110.7550 | 6.07 | 6.06 | 72 331.4 | 23 413.4 | 26 467.0 | 0.3237 |
2020-02-05 | 26228RMFS | OFZ-PD | 2030-04-10 | 3 717 | 309 285.0 | 111.3000 | 111.3826 | 6.23 | 6.22 | 79 961.5 | 53 821.3 | 61 132.2 | 0.6731 |
2020-02-05 | 24021RMFS | OFZ-PK | 2024-04-24 | 1 540 | 264 905.9 | 100.8100 | 100.8526 | - | - | 110 589.8 | 62 372.1 | 62 976.2 | 0.5640 |
2020-02-12 | 26230RMFS | OFZ-PD | 2039-03-16 | 6 972 | 120 402.5 | 115.5760 | 115.6793 | 6.38 | 6.38 | 71 005.0 | 58 447.2 | 69 164.8 | 0.8231 |
2020-02-12 | 26232RMFS | OFZ-PD | 2027-10-06 | 2 793 | 407 422.5 | 100.5038 | 100.5419 | 6.00 | 6.00 | 106 892.1 | 63 495.8 | 64 570.7 | 0.5940 |
2020-02-19 | 25084RMFS | OFZ-PD | 2023-10-04 | 1 323 | 400 000.0 | 99.3500 | 99.3950 | 5.57 | 5.56 | 64 430.6 | 20 321.1 | 20 198.2 | 0.3154 |
2020-02-19 | 26228RMFS | OFZ-PD | 2030-04-10 | 3 703 | 20 000.0 | 113.0500 | 113.0685 | 6.01 | 6.01 | 60 812.0 | 20 000.0 | 23 112.5 | 0.3289 |
2020-02-19 | 52002RMFS | OFZ-IN | 2028-02-02 | 2 905 | 10 709.8 | 99.4100 | 99.4236 | 2.60 | 2.60 | 35 478.5 | 10 709.8 | 10 653.2 | 0.3019 |
2020-02-26 | 26229RMFS | OFZ-PD | 2025-11-12 | 2 086 | 264 230.2 | 106.6211 | 106.6987 | 5.85 | 5.84 | 13 302.2 | 9 081.7 | 9 864.4 | 0.6827 |
2020-04-08 | 29013RMFS | OFZ-PK | 2030-09-18 | 3 815 | 450 000.0 | -*** | -*** | -*** | -*** | 9 275.9 | 0.0 | 0.0 | 0.0000 |
2020-04-08 | 25084RMFS | OFZ-PD | 2023-10-04 | 1 274 | 20 000.0 | 96.7000 | 96.7491 | 6.46 | 6.45 | 50 107.4 | 16 465.4 | 16 047.2 | 0.3286 |
2020-04-08 | 52002RMFS | OFZ-IN | 2028-02-02 | 2 856 | 10 769.8 | 96.7000 | 96.7926 | 3.00 | 2.98 | 10 332.7 | 5 556.9 | 5 399.9 | 0.5378 |
2020-04-15 | 26229RMFS | OFZ-PD | 2025-11-12 | 2 037 | 255 148.5 | 103.1000 | 103.1851 | 6.58 | 6.56 | 68 230.6 | 34 804.8 | 36 915.4 | 0.5101 |
2020-04-15 | 26228RMFS | OFZ-PD | 2030-04-10 | 3 647 | 235 463.7 | 106.9000 | 107.0882 | 6.80 | 6.78 | 77 365.9 | 62 110.9 | 68 791.7 | 0.8028 |
2020-04-22 | 26229RMFS | OFZ-PD | 2025-11-12 | 2 030 | 220 343.7 | 105.7200 | 105.8485 | 6.01 | 5.99 | 141 246.1 | 86 666.8 | 94 350.2 | 0.6136 |
2020-04-22 | 24021RMFS | OFZ-PK | 2024-04-24 | 1 463 | 202 533.8 | -*** | -*** | -*** | -*** | 22 760.4 | 0.0 | 0.0 | 0.0000 |
2020-04-29 | 26232RMFS | OFZ-PD | 2027-10-06 | 2 716 | 343 926.7 | 100.8408 | 101.0359 | 5.94 | 5.91 | 65 660.1 | 60 310.8 | 61 074.3 | 0.9185 |
2020-04-29 | 25084RMFS | OFZ-PD | 2023-10-04 | 1 253 | 363 213.5 | 99.4600 | 99.4886 | 5.54 | 5.53 | 123 786.4 | 72 777.4 | 73 144.6 | 0.5879 |
2020-05-13 | 26229RMFS | OFZ-PD | 2025-11-12 | 2 009 | 133 677.0 | 108.4700 | 108.5473 | 5.42 | 5.41 | 141 855.5 | 91 879.0 | 102 881.8 | 0.6477 |
2020-05-13 | 26233RMFS | OFZ-PD | 2035-07-18 | 5 544 | 450 000.0 | 100.0800 | 100.3120 | 6.18 | 6.16 | 60 280.7 | 36 215.8 | 36 837.3 | 0.6008 |
2020-05-20 | 26230RMFS | OFZ-PD | 2039-03-16 | 6 874 | 61 955.3 | 121.9600 | 122.2187 | 5.85 | 5.83 | 57 855.1 | 46 798.6 | 57 611.2 | 0.8089 |
2020-05-20 | 52002RMFS | OFZ-IN | 2028-02-02 | 2 814 | 10 824.4 | 100.2500 | 100.3094 | 2.48 | 2.47 | 29 158.7 | 10 824.4 | 10 930.6 | 0.3712 |
2020-05-27 | 25084RMFS | OFZ-PD | 2023-10-04 | 1 225 | 290 436.1 | 101.7251 | 101.7876 | 4.79 | 4.77 | 68 881.5 | 41 912.4 | 43 258.0 | 0.6085 |
2020-05-27 | 26228RMFS | OFZ-PD | 2030-04-10 | 3 605 | 173 352.8 | 116.3040 | 116.4680 | 5.56 | 5.54 | 39 907.6 | 36 398.1 | 42 659.3 | 0.9121 |
2020-06-03 | 26232RMFS | OFZ-PD | 2027-10-06 | 2 681 | 171 652.1 | 104.3651 | 104.4896 | 5.34 | 5.32 | 70 202.5 | 51 507.8 | 54 235.4 | 0.7337 |
2020-06-03 | 26233RMFS | OFZ-PD | 2035-07-18 | 5 523 | 413 784.2 | 103.0000 | 103.1287 | 5.88 | 5.87 | 17 606.6 | 15 199.6 | 15 941.9 | 0.8633 |
2020-06-10 | 26234RMFS | OFZ-PD | 2025-07-16 | 1 862 | 500 000.0 | 97.1993 | 97.2763 | 5.19 | 5.18 | 83 888.6 | 49 337.0 | 48 035.7 | 0.5881 |
2020-06-10 | 24021RMFS | OFZ-PK | 2024-04-24 | 1 414 | 202 533.8 | 100.0000 | 100.0032 | - | - | 154 050.2 | 3 948.7 | 3 973.7 | 0.0256 |
2020-06-17 | 26234RMFS | OFZ-PD | 2025-07-16 | 1 855 | 450 663.0 | 97.5900 | 97.7255 | 5.10 | 5.07 | 166 698.2 | 100 826.0 | 98 707.1 | 0.6048 |
2020-06-17 | 26228RMFS | OFZ-PD | 2030-04-10 | 3 584 | 136 954.7 | 115.9901 | 116.0923 | 5.59 | 5.58 | 59 356.3 | 50 269.8 | 58 949.5 | 0.8469 |
2020-06-17 | 52002RMFS | OFZ-IN | 2028-02-02 | 2 786 | 10 869.7 | 100.1101 | 100.1720 | 2.50 | 2.49 | 16 224.1 | 10 778.0 | 10 889.5 | 0.6643 |
2020-06-23 | 26232RMFS | OFZ-PD | 2027-10-06 | 2 661 | 120 144.3 | 104.2738 | 104.3405 | 5.35 | 5.34 | 41 894.3 | 29 537.7 | 31 154.8 | 0.7051 |
2020-06-23 | 26233RMFS | OFZ-PD | 2035-07-18 | 5 503 | 398 584.6 | 102.1000 | 102.2812 | 5.97 | 5.96 | 13 970.4 | 9 052.7 | 9 448.4 | 0.6480 |
2020-06-30 | 26234RMFS | OFZ-PD | 2025-07-16 | 1 842 | 50 000.0 | 97.3120 | 97.3475 | 5.17 | 5.17 | 20 403.8 | 11 356.3 | 11 092.9 | 0.5566 |
2020-06-30 | 24021RMFS | OFZ-PK | 2024-04-24 | 1 394 | 198 585.1 | 99.2500 | 99.3982 | - | - | 133 873.3 | 16 633.7 | 16 683.8 | 0.1242 |
2020-07-08 | 29014RMFS | OFZ-PK | 2026-03-25 | 2 086 | 450 000.0 | 98.5000 | 98.5650 | - | - | 264 846.8 | 64 319.5 | 63 451.8 | 0.2429 |
2020-07-15 | 24021RMFS | OFZ-PK | 2024-04-24 | 1 379 | 50 000.0 | 99.0100 | 99.0795 | - | - | 188 834.8 | 50 000.0 | 50 079.8 | 0.2648 |
2020-07-15 | 26228RMFS | OFZ-PD | 2030-04-10 | 3 556 | 50 000.0 | 113.9260 | 114.0480 | 5.84 | 5.83 | 31 380.0 | 23 006.1 | 26 643.1 | 0.7331 |
2020-07-22 | 26232RMFS | OFZ-PD | 2027-10-06 | 2 632 | 90 606.6 | 103.4700 | 103.6072 | 5.48 | 5.46 | 54 433.8 | 47 492.0 | 49 970.2 | 0.8725 |
2020-07-22 | 52002RMFS | OFZ-IN | 2028-02-02 | 2 751 | 13 022.8 | 99.2000 | 99.4468 | 2.63 | 2.60 | 24 324.8 | 13 022.8 | 13 094.4 | 0.5354 |
2020-07-29 | 29014RMFS | OFZ-PK | 2026-03-25 | 2 065 | 385 680.5 | 98.3000 | 98.4253 | - | - | 192 746.0 | 19 166.8 | 18 927.4 | 0.0994 |
2020-07-29 | 26234RMFS | OFZ-PD | 2025-07-16 | 1 813 | 30 000.0 | 97.7000 | 97.7229 | 5.09 | 5.08 | 19 617.3 | 8 576.0 | 8 439.9 | 0.4372 |
2020-08-05 | 29014RMFS | OFZ-PK | 2026-03-25 | 2 058 | 366 513.7 | 97.9600 | 98.0388 | - | - | 265 736.1 | 63 690.6 | 62 698.2 | 0.2397 |
2020-08-05 | 26228RMFS | OFZ-PD | 2030-04-10 | 3 535 | 30 000.0 | 113.2000 | 113.3569 | 5.93 | 5.91 | 38 541.7 | 30 000.0 | 34 667.4 | 0.7784 |
2020-08-12 | 24021RMFS | OFZ-PK | 2024-04-24 | 1 351 | 131 951.4 | -*** | -*** | -*** | -*** | 222 418.4 | 0.0 | 0.0 | 0.0000 |
2020-08-26 | 24021RMFS | OFZ-PK | 2024-04-24 | 1 337 | 131 951.4 | 98.5500 | 98.6311 | - | - | 297 392.0 | 85 182.7 | 84 284.1 | 0.2864 |
2020-09-02 | 29014RMFS | OFZ-PK | 2026-03-25 | 2 030 | 302 823.1 | 97.6500 | 97.6716 | - | - | 314 757.1 | 187 605.2 | 184 587.7 | 0.5960 |
2020-09-02 | 26228RMFS | 2030-04-10 | 3 507 | 33 678.9 | 111.8100 | 111.8945 | 6.10 | 6.09 | 34 880.3 | 27 783.2 | 31 862.4 | 0.7965 | |
2020-09-09 | 29013RMFS | OFZ-PK | 2030-09-18 | 3 661 | 450 000.0 | 96.2450 | 96.2691 | - | - | 207 148.0 | 111 737.0 | 108 461.1 | 0.5394 |
2020-09-09 | 24021RMFS | OFZ-PK | 2024-04-24 | 1 323 | 46 768.7 | 98.5400 | 98.6341 | - | - | 101 426.8 | 46 768.7 | 46 350.6 | 0.4611 |
2020-09-16 | 29014RMFS | OFZ-PK | 2026-03-25 | 2 016 | 115 218.0 | 97.5220 | 97.6283 | - | - | 183 860.7 | 115 217.9 | 113 497.0 | 0.6267 |
2020-09-16 | 26232RMFS | OFZ-PD | 2027-10-06 | 2 576 | 43 114.6 | 101.1000 | 101.1415 | 5.89 | 5.88 | 47 651.4 | 23 254.1 | 24 108.3 | 0.4880 |
2020-09-16 | 52003RMFS | OFZ-IN | 2030-07-17 | 3 591 | 250 715.0 | 97.5723 | 97.8474 | 2.80 | 2.77 | 49 350.0 | 25 697.1 | 25 205.4 | 0.5207 |
2020-09-23 | 29015RMFS | OFZ-PK | 2028-10-18 | 2 947 | 450 000.0 | 96.8175 | 96.8295 | - | - | 142 272.9 | 100 205.3 | 97 028.4 | 0.7043 |
2020-09-23 | 26234RMFS | OFZ-PD | 2025-07-16 | 1 757 | 20 000.0 | 96.4100 | 96.4542 | 5.42 | 5.41 | 30 615.7 | 20 000.0 | 19 567.0 | 0.6533 |
2020-09-30 | 29016RMFS | OFZ-PK | 2026-12-23 | 2 275 | 450 000.0 | 97.2850 | 97.2950 | - | - | 184 294.3 | 155 059.6 | 150 989.3 | 0.8414 |
2020-09-30 | 26232RMFS | OFZ-PD | 2027-10-06 | 2 562 | 19 860.5 | 100.5801 | 100.6495 | 5.98 | 5.97 | 44 431.1 | 19 860.5 | 20 538.1 | 0.4470 |
2020-10-07 | 29013RMFS | OFZ-PK | 2030-09-18 | 3 633 | 338 263.0 | 95.2390 | 95.4133 | - | - | 316 330.6 | 315 730.2 | 301 501.2 | 0.9981 |
2020-10-07 | 26234RMFS | OFZ-PD | 2025-07-16 | 1 743 | 30 000.0 | 96.9810 | 97.0123 | 5.29 | 5.28 | 51 691.3 | 30 000.0 | 29 569.6 | 0.5804 |
2020-10-14 | 29017RMFS | OFZ-PK | 2032-08-25 | 4 333 | 450 000.0 | 94.1880 | 94.2304 | - | - | 377 619.5 | 350 607.1 | 330 378.6 | 0.9285 |
2020-10-14 | 26233RMFS | OFZ-PD | 2035-07-18 | 5 390 | 389 531.9 | 98.6820 | 98.8047 | 6.33 | 6.32 | 34 597.6 | 21 671.6 | 21 666.1 | 0.6264 |
2020-10-21 | 29015RMFS | OFZ-PK | 2028-10-18 | 2 919 | 349 794.7 | 96.1701 | 96.1861 | - | - | 361 492.6 | 309 591.4 | 298 768.4 | 0.8564 |
2020-10-21 | 26234RMFS | OFZ-PD | 2025-07-16 | 1 729 | 279 904.7 | 97.1725 | 97.2659 | 5.24 | 5.22 | 40 210.1 | 30 391.1 | 30 084.7 | 0.7558 |
2020-10-21 | 52003RMFS | OFZ-IN | 2030-07-17 | 3 556 | 15 093.8 | 97.8267 | 98.0238 | 2.77 | 2.75 | 25 800.3 | 7 758.7 | 7 642.5 | 0.3007 |
2020-10-28 | 29019RMFS | OFZ-PK | 2029-07-18 | 3 185 | 450 000.0 | 95.8000 | 95.8156 | - | - | 474 305.1 | 430 194.8 | 412 193.8 | 0.9070 |
2020-10-28 | 26235RMFS | OFZ-PD | 2031-03-12 | 3 787 | 30 000.0 | 98.1500 | 98.8542 | 6.24 | 6.14 | 13 381.2 | 6 363.3 | 6 304.8 | 0.4755 |
2020-11-03 | 29018RMFS | OFZ-PK | 2031-11-26 | 4 040 | 450 000.0 | 94.5400 | 94.5948 | - | - | 446 955.2 | 427 747.1 | 404 921.8 | 0.9570 |
2020-11-11 | 26233RMFS | OFZ-PD | 2035-07-18 | 5 362 | 367 860.3 | 98.8725 | 98.9916 | 6.31 | 6.30 | 27 080.2 | 18 477.6 | 18 594.0 | 0.6823 |
2020-11-11 | 29020RMFS | OFZ-PK | 2027-09-22 | 2 506 | 450 000.0 | 96.9100 | 96.9546 | - | - | 390 558.8 | 294 544.7 | 285 574.7 | 0.7542 |
2020-11-18 | 26235RMFS | OFZ-PD | 2031-03-12 | 3 766 | 493 636.7 | 99.8000 | 99.9419 | 6.01 | 5.99 | 16 347.0 | 6 218.9 | 6 250.5 | 0.3804 |
2020-11-18 | 26234RMFS | OFZ-PD | 2025-07-16 | 1 701 | 30 000.0 | 97.4520 | 97.5167 | 5.18 | 5.17 | 44 303.3 | 30 000.0 | 29 876.3 | 0.6772 |
2020-11-18 | 52003RMFS | OFZ-IN | 2030-07-17 | 3 528 | 20 146.0 | 98.1725 | 98.2540 | 2.73 | 2.72 | 50 577.9 | 19 781.8 | 19 569.2 | 0.3911 |
2020-11-25 | 26236RMFS | OFZ-PD | 2028-05-17 | 2 730 | 500 000.0 | 100.4500 | 100.6025 | 5.70 | 5.68 | 23 234.5 | 17 798.4 | 17 944.6 | 0.7660 |
2020-12-02 | 26235RMFS | OFZ-PD | 2031-03-12 | 3 752 | 487 417.8 | 99.5000 | 99.6277 | 6.05 | 6.04 | 14 143.4 | 8 987.3 | 9 025.1 | 0.6354 |
2020-12-02 | 26234RMFS | OFZ-PD | 2025-07-16 | 1 687 | 30 000.0 | 97.2000 | 97.2281 | 5.25 | 5.25 | 20 531.7 | 9 463.9 | 9 413.9 | 0.4609 |
2020-12-09 | 26233RMFS | OFZ-PD | 2035-07-18 | 5 334 | 349 382.6 | 98.6000 | 98.7556 | 6.34 | 6.33 | 26 955.4 | 25 654.2 | 25 875.2 | 0.9517 |
2020-12-09 | 26236RMFS | OFZ-PD | 2028-05-17 | 2 716 | 482 201.6 | 100.3900 | 100.4255 | 5.71 | 5.71 | 15 727.5 | 3 616.2 | 3 647.4 | 0.2299 |
2020-12-16 | 26234RMFS | OFZ-PD | 2025-07-16 | 1 673 | 210 049.7 | 97.0282 | 97.0385 | 5.30 | 5.30 | 22 094.6 | 13 724.2 | 13 649.3 | 0.6212 |
2020-12-16 | 52003RMFS | OFZ-IN | 2030-07-17 | 3 500 | 198 374.9 | 99.2554 | 99.3953 | 2.60 | 2.59 | 112 906.7 | 46 897.6 | 47 018.8 | 0.4154 |
2020-12-23 | 52003RMFS | OFZ-IN | 2030-07-17 | 3 493 | 10 066.9 | 100.2600 | 100.2993 | 2.48 | 2.48 | 34 131.8 | 10 066.9 | 10 188.7 | 0.2949 |
Total | 8 871 505.0 | 5 279 163.6 | 5 286 867.4 | 0.5951 |
* - Fixed-rate Domestic Government Bonds (OFZ-PD), Floating-rate Domestic Government Bonds (OFZ-PK), Inflation-linked Domestic Government Bonds (OFZ-IN)
** - for OFZ-PK yield is calculated according to the MOEX methodology assuming coupon rates for unassigned coupons to be equal the latest known coupons
- for OFZ-IN real yeild is presented
*** - the auction was cancelled
All content on this site is licensed under: Creative Commons «Attribution» 4.0 International