Regular version of site

This page is meant to inform market participants about the NBU's interest rate swap auctions.

Information about an interest rate swap auction is available from the moment of its publishing until the announcement of the next auction.

The Notice about the NBU's interest rate swap auction is available here (UKR).

The results of the  NBU's interest rate swap auctions.

Schedule for the Interest rate swap auction

Auction parameters:

Date of the auction

12.05.2021

Type of auction

price

Last payment settlement date

11.05.2022

Date of calculation of payments

11.08.2021; 10.11.2021; 09.02.2022; 11.05.2022.

Method of approval of applications

at the marginal fixed interest rate

Fixed interest rate payer

bank

Floating interest rate payer

National Bank of Ukraine

The minimum conditional amount of the application

UAH 10,000,000.00

The total amount of the notional amount

UAH 500,000,000.00

Number of applications

not more than 5 from one bank

Applications are submitted:

through trade and information systems Refinitiv; IB Сhat; Bloomberg and FX Trading functionality until 12:00 on the day of the auction

 

Auction results:

Volume of submitted applications, UAH million  
Volume of approved applications, UAH million  
Interest rate on submitted bids of banks (in the case of a price auction), in% per annum:  
minimal  
maximal  
Interest rate according to the results of the auction  
minimal

 

maximal

 

marginal

 

average

 

Number of submitted applications, units

 

Number of approved applications, units

 

Number of banks that submitted applications for the auction, units

 

Number of banks whose applications were approved, units