Ministry of Finance of the Russian Federation
Ministry of Finance of the Russian Federation
29.12.2017

Auctions Results 27.12.2017

 

OFZ Auctions Results 2017

2017-12-27

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)

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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
2017-01-25 29012RMFS OFZ-PK 2022-11-16 2 121 20 000.0 102.1400 102.2171 10.50 10.48 44 233.5 19 987.5 20 760.0 2.2117 0.9994
2017-01-25 26219RMFS OFZ-PD 2026-09-16 3 521 20 000.0 97.0000 97.1714 8.37 8.34 21 093.8 15 855.2 15 807.2 1.0547 0.7928
2017-02-01 24019RMFS OFZ-PK 2019-10-16 987 15 000.0 101.1611 101.2149 10.39 10.37 49 087.2 15 000.0 15 457.6 3.2725 1.0000
2017-02-01 26220RMFS OFZ-PD 2022-12-07 2 135 15 000.0 97.1915 97.2980 8.17 8.15 62 362.8 15 000.0 14 594.7 4.1575 1.0000
2017-02-08 26220RMFS OFZ-PD 2022-12-07 2 128 25 000.0 96.8515 96.9471 8.25 8.23 24 556.6 15 358.2 14 911.2 0.9823 0.6143
2017-02-08 26218RMFS OFZ-PD 2031-09-17 5 334 15 000.0 102.0300 102.1909 8.43 8.41 32 056.0 15 000.0 15 768.7 2.1371 1.0000
2017-02-15 29012RMFS OFZ-PK 2022-11-16 2 100 15 000.0 102.2010 102.2255 10.48 10.47 51 023.3 15 000.0 15 673.7 3.4016 1.0000
2017-02-15 26219RMFS OFZ-PD 2026-09-16 3 500 25 000.0 97.5700 97.6859 8.28 8.26 42 373.3 25 000.0 25 164.5 1.6949 1.0000
2017-02-22 26220RMFS OFZ-PD 2022-12-07 2 114 20 000.0 95.8451 95.9321 8.49 8.47 23 447.3 13 717.6 13 218.0 1.1724 0.6859
2017-02-22 26218RMFS OFZ-PD 2031-09-17 5 320 10 000.0 102.0200 102.0473 8.43 8.42 30 855.1 10 000.0 10 530.7 3.0855 1.0000
2017-03-01 26219RMFS OFZ-PD 2026-09-16 3 486 20 000.0 96.5215 96.6351 8.45 8.44 51 294.1 20 000.0 19 981.0 2.5647 1.0000
2017-03-01 26216RMFS OFZ-PD 2019-05-15 805 15 000.0 96.5500 96.5962 8.62 8.59 27 290.6 15 000.0 14 778.6 1.8194 1.0000
2017-03-15 26220RMFS OFZ-PD 2022-12-07 2 093 25 000.0 97.0115 97.0916 8.22 8.21 76 240.1 25 000.0 24 485.6 3.0496 1.0000
2017-03-15 26221RMFS OFZ-PD 2033-03-23 5 852 20 000.0 95.7800 96.1396 8.34 8.30 80 173.8 20 000.0 19 346.1 4.0087 1.0000
2017-03-22 26219RMFS OFZ-PD 2026-09-16 3 465 27 000.0 98.0124 98.2211 8.21 8.18 42 392.1 27 000.0 27 522.7 1.5701 1.0000
2017-03-22 26216RMFS OFZ-PD 2019-05-15 784 13 000.0 96.9000 96.9150 8.47 8.46 15 893.6 4 100.8 4 069.1 1.2226 0.3154
2017-03-29 26221RMFS OFZ-PD 2033-03-23 5 838 25 000.0 96.6500 96.8003 8.23 8.22 38 449.9 25 000.0 24 421.6 1.5380 1.0000
2017-03-29 24019RMFS OFZ-PK 2019-10-16 931 20 000.0 101.5800 101.6646 10.17 10.13 61 550.8 20 000.0 21 026.7 3.0775 1.0000
2017-04-05 26220RMFS OFZ-PD 2022-12-07 2 072 30 000.0 98.0015 98.0458 8.00 7.99 71 887.0 30 000.0 29 796.8 2.3962 1.0000
2017-04-05 26218RMFS OFZ-PD 2031-09-17 5 278 12 898.1 104.9600 105.0125 8.07 8.07 48 151.4 12 898.1 13 544.6 3.7332 1.0000
2017-04-12 26220RMFS OFZ-PD 2022-12-07 2 065 20 000.0 97.5500 97.7350 8.10 8.06 28 889.7 20 000.0 19 830.8 1.4445 1.0000
2017-04-12 29012RMFS OFZ-PK 2022-11-16 2 044 20 000.0 102.7500 102.8528 10.33 10.31 19 561.3 12 223.1 13 050.1 0.9781 0.6112
2017-04-19 26221RMFS OFZ-PD 2033-03-23 5 817 20 000.0 96.6820 96.7160 8.23 8.23 74 029.6 20 000.0 19 609.0 3.7015 1.0000
2017-04-19 26216RMFS OFZ-PD 2019-05-15 756 19 516.9 96.9660 96.9823 8.49 8.48 62 036.4 19 516.9 19 479.7 3.1786 1.0000
2017-04-26 26220RMFS OFZ-PD 2022-12-07 2 051 25 000.0 98.6227 98.7881 7.85 7.82 46 698.6 25 000.0 25 122.8 1.8679 1.0000
2017-04-26 26221RMFS OFZ-PD 2033-03-23 5 810 20 000.0 97.7830 97.8193 8.10 8.10 54 379.7 20 000.0 19 859.3 2.7190 1.0000
2017-05-03 26219RMFS OFZ-PD 2026-09-16 3 423 20 000.0 101.3810 101.4332 7.68 7.67 36 374.6 20 000.0 20 435.2 1.8187 1.0000
2017-05-03 26222RMFS OFZ-PD 2024-10-16 2 723 25 000.0 97.0410 97.2555 7.77 7.73 61 253.9 25 000.0 24 313.9 2.4502 1.0000
2017-05-17 26221RMFS OFZ-PD 2033-03-23 5 789 25 000.0 98.5011 98.8427 8.02 7.98 33 433.3 25 000.0 25 190.7 1.3373 1.0000
2017-05-17 26220RMFS OFZ-PD 2022-12-07 2 030 25 000.0 98.9801 99.1505 7.77 7.73 24 724.5 20 765.3 21 030.8 0.9890 0.8306
2017-05-24 26219RMFS OFZ-PD 2026-09-16 3 402 25 000.0 101.1000 101.3054 7.72 7.69 33 372.7 21 470.7 22 006.3 1.3349 0.8588
2017-05-24 24019RMFS OFZ-PK 2019-10-16 875 20 000.0 102.3000 102.3737 9.46 9.43 12 796.4 7 495.4 7 747.7 0.6398 0.3748
2017-05-31 26220RMFS OFZ-PD 2022-12-07 2 016 20 000.0 98.2220 98.3704 7.95 7.92 30 826.4 16 380.0 16 508.2 1.5413 0.8190
2017-05-31 29012RMFS OFZ-PK 2022-11-16 1 995 20 000.0 103.0000 103.0641 9.83 9.82 25 229.3 15 882.3 16 400.4 1.2615 0.7941
2017-06-07 26222RMFS OFZ-PD 2024-10-16 2 688 20 000.0 96.5707 96.6372 7.87 7.85 47 230.0 20 000.0 19 463.6 2.3615 1.0000
2017-06-07 26221RMFS OFZ-PD 2033-03-23 5 768 15 000.0 98.6120 98.6729 8.00 8.00 34 938.5 15 000.0 15 155.4 2.3292 1.0000
2017-06-14 26220RMFS OFZ-PD 2022-12-07 2 002 25 000.0 98.6210 98.8639 7.86 7.80 38 131.5 25 000.0 24 716.0 1.5253 1.0000
2017-06-14 26219RMFS OFZ-PD 2026-09-16 3 381 15 000.0 100.4600 100.5748 7.82 7.81 27 175.9 15 000.0 15 331.5 1.8117 1.0000
2017-06-21 26222RMFS OFZ-PD 2024-10-16 2 674 15 000.0 95.5112 95.5857 8.07 8.06 36 086.2 15 000.0 14 480.8 2.4057 1.0000
2017-06-21 29012RMFS OFZ-PK 2022-11-16 1 974 15 000.0 103.1900 103.2221 9.78 9.77 38 291.0 15 000.0 15 602.1 2.5527 1.0000
2017-06-28 26221RMFS OFZ-PD 2033-03-23 5 747 25 000.0 97.8000 97.9208 8.10 8.09 40 320.0 25 000.0 25 181.7 1.6128 1.0000
2017-06-28 24019RMFS OFZ-PK 2019-10-16 840 10 000.0 102.2700 102.3103 9.43 9.41 16 710.6 5 720.0 5 965.6 1.6711 0.5720
2017-07-05 26220RMFS OFZ-PD 2022-12-07 1 981 20 000.0 97.7222 97.8222 8.08 8.06 33 528.9 20 000.0 19 649.6 1.6764 1.0000
2017-07-05 26219RMFS OFZ-PD 2026-09-16 3 360 15 000.0 99.2700 99.4340 8.01 7.99 19 098.0 13 320.0 13 521.8 1.2732 0.8880
2017-07-12 26222RMFS OFZ-PD 2024-10-16 2 653 20 000.0 95.2500 95.3414 8.13 8.11 33 579.0 20 000.0 19 340.7 1.6790 1.0000
2017-07-12 29012RMFS OFZ-PK 2022-11-16 1 953 10 000.0 103.2250 103.2723 9.76 9.75 26 405.4 10 000.0 10 465.7 2.6405 1.0000
2017-07-19 26220RMFS OFZ-PD 2022-12-07 1 967 23 778.9 98.0500 98.1020 8.00 7.99 58 680.4 23 778.9 23 496.4 2.4678 1.0000
2017-07-19 26221RMFS OFZ-PD 2033-03-23 5 726 15 000.0 97.7625 97.9681 8.10 8.08 19 384.0 15 000.0 15 182.6 1.2923 1.0000
2017-07-26 26214RMFS OFZ-PD 2020-05-27 1 036 15 000.0 96.0200 96.0769 8.15 8.12 40 379.0 15 000.0 14 558.8 2.6919 1.0000
2017-07-26 29012RMFS OFZ-PK 2022-11-16 1 939 15 000.0 103.2812 103.3597 9.74 9.72 28 817.0 15 000.0 15 771.1 1.9211 1.0000
2017-08-02 26219RMFS OFZ-PD 2026-09-16 3 332 20 000.0 99.5010 99.6049 7.98 7.96 34 553.7 20 000.0 20 456.0 1.7277 1.0000
2017-08-02 26220RMFS OFZ-PD 2022-12-07 1 953 15 000.0 97.6915 97.7189 8.09 8.09 38 038.0 15 000.0 14 806.8 2.5359 1.0000
2017-08-09 26222RMFS OFZ-PD 2024-10-16 2 625 25 000.0 95.9500 96.0242 8.00 7.98 40 991.3 25 000.0 24 482.5 1.6397 1.0000
2017-08-09 26221RMFS OFZ-PD 2033-03-23 5 705 15 000.0 98.3100 98.4094 8.04 8.03 29 767.4 15 000.0 15 315.2 1.9845 1.0000
2017-08-16 26207RMFS OFZ-PD 2027-02-03 3 458 20 000.0 103.3155 103.4118 7.80 7.78 39 869.4 20 000.0 20 682.4 1.9935 1.0000
2017-08-16 26220RMFS OFZ-PD 2022-12-07 1 939 20 000.0 98.3711 98.3998 7.93 7.92 60 189.8 20 000.0 19 935.4 3.0095 1.0000
2017-08-23 26222RMFS OFZ-PD 2024-10-16 2 611 25 000.0 96.0815 96.1303 7.98 7.97 60 096.3 25 000.0 24 577.3 2.4039 1.0000
2017-08-23 26221RMFS OFZ-PD 2033-03-23 5 691 15 000.0 98.3220 98.3903 8.04 8.03 30 939.9 15 000.0 15 356.6 2.0627 1.0000
2017-08-30 26219RMFS OFZ-PD 2026-09-16 3 304 20 566.3 99.9320 99.9675 7.91 7.90 56 900.2 20 566.3 21 232.1 2.7667 1.0000
2017-08-30 29012RMFS OFZ-PK 2022-11-16 1 904 15 000.0 103.7100 103.7300 9.62 9.61 39 615.7 15 000.0 15 975.2 2.6410 1.0000
2017-09-06 26221RMFS OFZ-PD 2033-03-23 5 677 20 000.0 100.0120 100.0601 7.84 7.84 66 689.0 20 000.0 20 868.6 3.3345 1.0000
2017-09-06 26220RMFS OFZ-PD 2022-12-07 1 918 20 000.0 100.0020 100.0830 7.53 7.51 52 039.1 20 000.0 20 357.2 2.6020 1.0000
2017-09-13 26207RMFS OFZ-PD 2027-02-03 3 430 20 000.0 104.5730 104.6694 7.60 7.59 45 638.6 20 000.0 21 058.9 2.2819 1.0000
2017-09-13 26222RMFS OFZ-PD 2024-10-16 2 590 20 000.0 97.7170 97.7426 7.66 7.66 57 697.3 20 000.0 20 065.9 2.8849 1.0000
2017-09-20 26220RMFS OFZ-PD 2022-12-07 1 904 25 000.0 99.7474 99.7801 7.60 7.59 74 277.0 25 000.0 25 441.8 2.9711 1.0000
2017-09-20 29012RMFS OFZ-PK 2022-11-16 1 883 15 000.0 103.7100 103.7300 9.61 9.61 36 597.4 15 000.0 16 064.3 2.4398 1.0000
2017-09-27 26222RMFS OFZ-PD 2024-10-16 2 576 20 000.0 97.0010 97.0628 7.80 7.79 32 350.6 20 000.0 19 984.4 1.6175 1.0000
2017-09-27 26214RMFS OFZ-PD 2020-05-27 973 20 000.0 97.2000 97.1500 7.72 7.71 18 634.6 5 021.9 4 986.4 0.9317 0.2511
2017-10-04 26221RMFS OFZ-PD 2033-03-23 5 649 20 000.0 99.4510 99.5224 7.91 7.90 68 480.5 20 000.0 20 879.1 3.4240 1.0000
2017-10-04 26220RMFS OFZ-PD 2022-12-07 1 890 8 945.6 99.7200 99.7779 7.60 7.59 48 147.9 8 945.6 9 128.9 5.3823 1.0000
2017-10-11 26207RMFS OFZ-PD 2027-02-03 3 402 20 000.0 104.9330 104.9663 7.54 7.54 84 856.0 20 000.0 21 243.3 4.2428 1.0000
2017-10-11 26222RMFS OFZ-PD 2024-10-16 2 562 10 000.0 98.4910 98.5253 7.51 7.51 31 590.0 10 000.0 10 165.7 3.1590 1.0000
2017-10-18 25083RMFS OFZ-PD 2021-12-15 1 519 20 000.0 98.9000 98.9378 7.43 7.42 83 493.3 20 000.0 19 814.3 4.1747 1.0000
2017-10-18 26221RMFS OFZ-PD 2033-03-23 5 635 10 000.0 100.6565 100.6802 7.77 7.77 48 442.4 10 000.0 10 082.8 4.8442 1.0000
2017-10-25 26222RMFS OFZ-PD 2024-10-16 2 548 20 000.0 98.5606 98.5888 7.50 7.50 52 409.4 20 000.0 19 717.8 2.6205 1.0000
2017-10-25 29012RMFS OFZ-PK 2022-11-16 1 848 10 000.0 103.6500 103.6720 9.62 9.61 23 092.0 10 000.0 10 802.6 2.3092 1.0000
2017-11-01 26207RMFS OFZ-PD 2027-02-03 3 381 15 000.0 104.4000 104.4809 7.62 7.61 21 818.9 15 000.0 15 930.0 1.4546 1.0000
2017-11-01 25083RMFS OFZ-PD 2021-12-15 1 505 10 000.0 98.6222 98.6637 7.52 7.51 23 915.1 10 000.0 9 906.7 2.3915 1.0000
2017-11-08 26221RMFS OFZ-PD 2033-03-23 5 614 10 000.0 99.9600 100.0169 7.85 7.84 22 595.4 10 000.0 10 060.8 2.2595 1.0000
2017-11-08 26222RMFS OFZ-PD 2024-10-16 2 534 15 000.0 97.5000 97.6144 7.71 7.69 15 135.0 12 595.0 12 328.8 1.0090 0.8397
2017-11-15 25083RMFS OFZ-PD 2021-12-15 1 491 10 000.0 98.3300 98.3468 7.61 7.60 29 507.9 10 000.0 9 901.8 2.9508 1.0000
2017-11-15 29012RMFS OFZ-PK 2022-11-16 1 827 10 000.0 103.3000 103.3933 9.70 9.68 6 949.6 4 137.5 4 482.6 0.6950 0.4137
2017-11-22 26207RMFS OFZ-PD 2027-02-03 3 360 14 363.3 104.1600 104.2192 7.65 7.65 42 866.5 14 363.3 15 283.6 2.9844 1.0000
2017-11-22 26222RMFS OFZ-PD 2024-10-16 2 520 10 000.0 98.0500 98.0500 7.60 7.60 50 789.3 10 000.0 9 859.5 5.0789 1.0000
2017-11-29 26222RMFS OFZ-PD 2024-10-16 2 513 16 192.5 98.5600 98.6532 7.50 7.49 42 623.7 16 192.5 16 084.7 2.6323 1.0000
2017-11-29 26212RMFS OFZ-PD 2028-01-19 3 703 10 000.0 96.8200 96.9168 7.64 7.63 19 478.0 10 000.0 9 921.5 1.9478 1.0000
2017-12-06 25083RMFS OFZ-PD 2021-12-15 1 470 15 000.0 98.9100 98.9815 7.44 7.42 33 155.0 15 000.0 15 008.3 2.2103 1.0000
2017-12-06 26221RMFS OFZ-PD 2033-03-23 5 586 10 000.0 99.9501 100.0294 7.85 7.84 28 126.4 10 000.0 10 121.0 2.8126 1.0000
2017-12-13 25083RMFS OFZ-PD 2021-12-15 1 463 20 000.0 99.1120 99.1799 7.38 7.36 45 775.8 20 000.0 20 077.6 2.2888 1.0000
2017-12-13 26212RMFS OFZ-PD 2028-01-19 3 689 20 000.0 96.8301 96.9053 7.64 7.63 39 448.9 20 000.0 19 894.9 1.9724 1.0000
2017-12-20 26222RMFS OFZ-PD 2024-10-16 2 492 25 000.0 99.3410 99.3602 7.35 7.35 77 842.1 25 000.0 25 112.3 3.1137 1.0000
2017-12-20 26221RMFS OFZ-PD 2033-03-23 5 572 20 000.0 100.3909 100.4437 7.80 7.79 54 165.7 20 000.0 20 384.1 2.7083 1.0000
2017-12-27 26214RMFS OFZ-PD 2020-05-27 882 25 000.0 99.0100 99.1531 6.97 6.90 32 049.1 23 920.0 23 834.9 1.2820 0.9568
2017-12-27 26222RMFS OFZ-PD 2024-10-16 2 485 10 000.0 99.5400 99.6293 7.31 7.30 15 643.1 8 444.6 8 516.7 1.5643 0.8445
Total         1 784 667.8         4 004 267.0 1 688 062.6 1 704 913.7 2.2437 0.9459
* - 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