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VTB Capital: Money market: bidding for liquidity everywhere

September 16, 2015 | Cbonds

Yesterday, the CBR’s one-week repo auction garnered solid demand, with total bids exceeding RUB 1.69tn, according to the company's press release. The regulator offered RUB 1.10bn, which were taken in full at the 11.60% average rate. Hence, the overnight FX swap remained on rise, closing at 11.78% (the weighted average rate level). Nevertheless, banks returned RUB 80bn to the regulator in FX swap operations, increasing their debt on the overnight repo to RUB 139bn (+RUB 57bn). The Treasury’s deposit auction was successful too: it allocated the full offer of RUB 150bn amid RUB 355bn ofdemand. The average rate printed at 10.77%. The NDF curve widened 7-10bp, while the 1M NDF rate hiked to 12.14% (+37bp). In contrast, XCCY rates tightened 9bp across the curve, with the one-year tenor nudging down to 12.34% (-14bp). The IRS curve remained nearly unchanged, while 3M MosPrime rose to 11.99% (+7bp).

Company: VTB Capital

Full company nameCJSC "VTB Capital"
Country of riskRussia
Country of registrationRussia
IndustryFinancial institutions


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