The information contains data on the number and volume of all operations with domestic government bonds performed within the National Bank of Ukraine’s depositary record-keeping system to provide for settlement of on-exchange and OTC transactions with domestic government bonds.
In regard to transactions with domestic government bonds, settlement of which is provided by the Central Counterparty, the number of operations includes:
- two operations for a sale and purchase agreement (Seller → CCP, CCP → Buyer);
- four operations for a REPO agreement: two sale operations and two repurchase operations (Seller → CCP, CCP → Buyer), which are reflected on the corresponding settlement dates.
While volume of each operation equals to the transaction value, in the provided information the total volume of operations with CCP participation has been calculated with the following peculiarities:
- for a sale and purchase agreement the transaction value has been included into the calculations twice,
- for a REPO agreement the transaction value has been included into the calculations four times on the corresponding settlement dates: twice for sale operations and twice for repurchase operations.
Please note that presented volumes of operations differ from the total volume of executed transactions available in the widgets ‘Domestic government bonds: secondary market’ and ‘Domestic government bond transactions, total, million’ (where calculations are based on the nominal value of domestic government bonds), since different parameters are used for calculations.
