Ministry of Finance of the Russian Federation
Ministry of Finance of the Russian Federation
23.01.2017

Auctions Results 18.01.2017

 

OFZ Auctions Results 2016

2017-01-18

Date

Issue Number

Bond Type

Maturity Date

Days to Maturity

Amount Offered

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

Activity Ratio

Placement Ratio

RUB mln.

Pct.

Pct.

Pct.

Pct.

RUB mln.

RUB mln.

RUB mln.

(11 / 6)

(12 / 6)

1

2

3

4

5

6

7

8

9

10

11

12

13

14

15

2017-01-11 26219RMFS OFZ-PD 2026-09-16 3 535 25 000.0 98.0636 98.2081 8.20 8.18 51 913.3 25 000.0 25 109.3 2.0765 1.0000
2017-01-11 24019RMFS OFZ-PK 2019-10-16 1 008 15 000.0 101.3120 101.3775 10.34 10.31 49 242.2 15 000.0 15 390.2 3.2828 1.0000
2017-01-18 26217RMFS OFZ-PD 2021-08-18 1 673 23 406.3 98.9120 99.0525 7.94 7.90 42 843.0 23 406.3 23 891.6 1.8304 1.0000
2017-01-18 26218RMFS OFZ-PD 2031-09-17 5 355 20 000.0 102.3945 102.5759 8.38 8.36 26 212.2 20 000.0 21 004.2 1.3106 1.0000
Total         83 406.3         170 210.7 83 406.3 85 395.3 2.0407 1.0000
* - 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