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Volume of Treasury REPO auctions with a floating rate

periodic
Million RUB
UTC+3
Previous value
on 20/09/2022
from
to
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Index description

Indice shows the results of the Treasury’s floating rate REPO auctions, which are held secured by federal bonds, RF external bonds, and mortgage-backed bonds secured by the DOM.RF guarantee

Quotes by Market Participants

List of securities for index calculation

Subgroup indices

Index Current value Date
MOEXREPO, obl 12:30 20.43 % 30/12/2024
MOEXREPO obl 12:30 Volume 52,639.74 Million RUB 27/12/2024
MOEXREPO obl 19:00 20.69 % 30/12/2024
MOEXREPO obl 19:00 Volume 264,744.46 Million RUB 27/12/2024
MOEXREPO eq 12:30 20.64 % 30/12/2024
MOEXREPO eq 12:30 Volume 55,567.58 Million RUB 27/12/2024
MOEXREPO eq 19:00 20.7 % 30/12/2024
MOEXREPO eq 19:00 Volume 59,751.43 Million RUB 27/12/2024
MOEXREPO GCC 19:00 20.75 % 30/12/2024
MOEXREPO GCC 19:00 Volume 516,609.11 Million RUB 27/12/2024
MOEXREPO GCC 1 week 12:30 20.81 % 30/12/2024
MOEXREPO GCC 1 week 12:30 Volume 104,086.37 Million RUB 27/12/2024
MOEXREPO GCC 1 week 19:00 21.03 % 30/12/2024
MOEXREPO GCC 1 week 19:00 Volume 72,945.98 Million RUB 27/12/2024
MOEXREPO GCC 12:30 20.36 % 30/12/2024
MOEXREPO GCC 12:30 Volume 172,045.52 Million RUB 27/12/2024
MOEXREPO 1 week 12:30 22.19 % 30/12/2024
MOEXREPO 1 week 12:30 Volume 1,883.69 Million RUB 20/12/2024
MOEXREPO 1 week 19:00 18.5 % 30/12/2024
MOEXREPO 1 week 19:00 Volume 5,000 Million RUB 27/12/2024
MOEXREPO USD 12:30 0.78 % 30/12/2022
MOEXREPO USD 12:30 Volume 102.42 USD Million 29/12/2022
MOEXREPO USD 19:00 3.38 % 30/12/2022
MOEXREPO USD 19:00 Volume 23.02 USD Million 29/12/2022
REPO RUB 1M 18.35 20/08/2024
REPO RUB 1W 21.125 19/11/2024
REPO RUB 3M 18.375 22/08/2024
REPO RUB 6M 16.35 20/03/2024
REPO RUB O/N 20.7 19/11/2024
Results of the selection of applications for the conclusion of SPB REPO agreements 5,000 Million RUB 09/12/2025
Volume of placed funds of the Treasury under REPO agreements on organized trades 95,000 Million RUB 24/05/2024
Volume of placed funds of the Treasury under REPO agreements on organized trades (1 week) 40,000 Million RUB 04/02/2025
Volume of placed funds of the Treasury under REPO agreements on organized trades (5 weeks) 0 Million RUB 13/10/2022
Volume of REPO transactions of the Central Bank Additional liquidity provision mechanism 1 Million RUB 14/07/2026
Volume of RUB Treasury REPO auctions 400,000 Million RUB 29/12/2020
Volume of Treasury REPO auctions with a floating rate 8,000 Million RUB 27/09/2022
Volume of USD Treasury REPO auctions secured by the pledge of OFZ 1 USD Million 09/02/2021

The composition of the index list

The data is available via upload

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