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 |
29.09.2021 |
|
Type of auction |
price |
|
Last payment settlement date |
27.09.2023 |
|
Date of calculation of payments |
29.12.2021; 30.03.2022; 30.06.2022; 28.09.2022; 28.12.2022; 29.03.2023; 29.06.2023; 27.09.2023 |
|
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 | 180 |
| Volume of approved applications, UAH million | 0 |
| Interest rate on submitted bids of banks (in the case of a price auction), in% per annum: | |
| minimal | 8,62 |
| maximal | 9,01 |
| Interest rate according to the results of the auction | |
| minimal |
- |
| maximal |
- |
| marginal |
- |
| average |
- |
| Number of submitted applications, units |
3 |
| Number of approved applications, units |
0 |
| Number of banks that submitted applications for the auction, units |
1 |
| Number of banks whose applications were approved, units |
0 |
