Auctions Results 17.02.2021
Publish date: 19.02.2021
Modify date: 19.02.2021
Attached file: xlsx, 13.12 kB
OFZ Auctions Results 2020
2021-02-17
| 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 |
| 2021-01-13 | 26236RMFS | OFZ-PD | 2028-05-17 | 2 681 | 478 585.4 | 99.2200 | 99.2736 | 5.91 | 5.91 | 15 300.9 | 10 150.5 | 10 176.6 | 0.6634 |
| 2021-01-13 | 52003RMFS | OFZ-IN | 2030-07-17 | 3 472 | 141 594.3 | 100.8500 | 101.0907 | 2.41 | 2.39 | 33 571.2 | 21 009.0 | 21 459.7 | 0.6258 |
| 2021-01-20 | 26234RMFS | OFZ-PD | 2025-07-16 | 1 638 | 20 000.0 | 96.0801 | 96.1620 | 5.57 | 5.55 | 38 969.7 | 20 000.0 | 19 232.4 | 0.5132 |
| 2021-01-27 | 52003RMFS | OFZ-IN | 2030-07-17 | 3 458 | 120 817.3 | 100.5100 | 100.5883 | 2.45 | 2.44 | 33 848.2 | 9 942.3 | 10 000.8 | 0.2937 |
| 2021-02-03 | 26233RMFS | OFZ-PD | 2035-07-18 | 5 278 | 323 728.5 | 94.0000 | 94.2508 | 6.87 | 6.84 | 24 858.1 | 9 723.6 | 9 164.6 | 0.3912 |
| 2021-02-03 | 26236RMFS | OFZ-PD | 2028-05-17 | 2 660 | 468 434.9 | -*** | -*** | -*** | -*** | 11 943.4 | 0.0 | 0.0 | 0.0000 |
| 2021-02-03 | 52003RMFS | OFZ-IN | 2030-07-17 | 3 451 | 10 113.0 | 100.2100 | 100.3130 | 2.49 | 2.48 | 26 271.6 | 10 113.0 | 10 149.4 | 0.3849 |
| 2021-02-10 | 26235RMFS | OFZ-PD | 2031-03-12 | 3 682 | 478 430.5 | 96.3050 | 96.5309 | 6.50 | 6.47 | 47 656.4 | 28 846.1 | 28 400.1 | 0.6053 |
| 2021-02-10 | 26234RMFS | OFZ-PD | 2025-07-16 | 1 617 | 176 325.5 | 95.6400 | 95.6793 | 5.70 | 5.69 | 73 686.8 | 16 206.1 | 15 547.8 | 0.2199 |
| 2021-02-10 | 52003RMFS | OFZ-IN | 2030-07-17 | 3 444 | 10 130.7 | 100.0100 | 100.1769 | 2.51 | 2.49 | 14 563.9 | 4 345.7 | 4 357.5 | 0.2984 |
| 2021-02-17 | 26233RMFS | OFZ-PD | 2035-07-18 | 5 264 | 314 004.9 | 91.8950 | 91.9777 | 7.12 | 7.11 | 72 401.4 | 39 253.7 | 36 196.5 | 0.5422 |
| 2021-02-17 | 26236RMFS | OFZ-PD | 2028-05-17 | 2 646 | 468 434.9 | 95.2600 | 95.3724 | 6.63 | 6.61 | 86 392.5 | 42 234.6 | 40 926.8 | 0.4889 |
| Total | 479 463.9 | 211 824.5 | 205 612.2 | 0.4418 |
* - 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
