Schedule for repo operations with the Bank of Russia from October 01st through October 05th, 2012
Please be advised that the Bank of Russia has determined the following schedule for conducting direct repo operations from October 01st through October 05th, 2012:
October 01, 2012
| Repo type | Provisional schedule | Settlement code | Execution | Execution of the first leg |
Execution of the second leg |
|
|---|---|---|---|---|---|---|
|
Intraday repo auction* |
Collection of bids | 10:45-11:15 |
S0, Z0, Rb |
01.10.2012 |
01.10.2012 |
02.10.2012 |
| Announcement of cut-off price | 11:30-12:55 | |||||
| Repo session with fixed rate | 12:30-14:30 | S0, Z0, Rb | 01.10.2012 | 01.10.2012 | 02.10.2012 | |
|
Intraday repo auction* |
Collection of bids | 14:45-15:15 |
S0, Z0, Rb |
01.10.2012 |
01.10.2012 |
02.10.2012 |
| Announcement of cut-off price | 15:30-17:00 | |||||
| Repo session with fixed rate | 16:00-17:30 | S0, Z0, Rb | 01.10.2012 | 01.10.2012 | 02.10.2012 | |
October 05, 2012'
(provided that a decision on running the 7-day repo auction is made) **
| Repo type | Provisional schedule | Settlement code | Execution | Execution of the first leg |
Execution of the second leg |
|
|---|---|---|---|---|---|---|
|
Intraday repo auction* |
Collection of bids | 10:45-11:15 |
S0, Z0, Rb |
02.10.2012 |
02.10.2012 |
03.10.2012 |
| Announcement of cut-off price | 11:30-12:40 | |||||
|
7-day repo auction |
Collection of bids | 12:45-13:15 |
S01 |
02.10.2012 |
03.10.2012 |
10.10.2012 |
| Announcement of cut-off price | 13:30-14:30 | |||||
| Repo session with fixed rate | 14:00-14:30 | S0, Z0, Rb | 02.10.2012 | 02.10.2012 | 03.10.2012 | |
|
Intraday repo auction* |
Collection of bids | 14:45-15:15 |
S0, Z0, Rb |
02.10.2012 |
02.10.2012 |
03.10.2012 |
| Announcement of cut-off price | 15:30-17:00 | |||||
| Repo session with fixed rate | 16:00-17:30 | S0, Z0, Rb | 02.10.2012 | 02.10.2012 | 03.10.2012 | |
October 02, 2012"
(provided that a decision on running the 7-day deposit auction is made) **
| Repo type | Provisional schedule | Settlement code | Execution | Execution of the first leg |
Execution of the second leg |
|
|---|---|---|---|---|---|---|
|
Intraday repo auction* |
Collection of bids | 10:45-11:15 |
S0, Z0, Rb |
02.10.2012 |
02.10.2012 |
03.10.2012 |
| Announcement of cut-off price | 11:30-12:55 | |||||
| Repo session with fixed rate | 12:30-14:30 | S0, Z0, Rb | 02.10.2012 | 02.10.2012 | 03.10.2012 | |
|
Intraday repo auction* |
Collection of bids | 14:45-15:15 |
S0, Z0, Rb |
02.10.2012 |
02.10.2012 |
03.10.2012 |
| Announcement of cut-off price | 15:30-17:00 | |||||
| Repo session with fixed rate | 16:00-17:30 | S0, Z0, Rb | 02.10.2012 | 02.10.2012 | 03.10.2012 | |
October 03, 2012
| Repo type | Provisional schedule | Settlement code | Execution | Execution of the first leg |
Execution of the second leg |
|
|---|---|---|---|---|---|---|
|
Intraday repo auction* |
Collection of bids | 10:45-11:15 |
S0, Z0, Rb |
03.10.2012 |
03.10.2012 |
04.10.2012 |
| Announcement of cut-off price | 11:30-12:55 | |||||
| Repo session with fixed rate | 12:30-14:30 | S0, Z0, Rb | 03.10.2012 | 03.10.2012 | 04.10.2012 | |
|
Intraday repo auction* |
Collection of bids | 14:45-15:15 |
S0, Z0, Rb |
03.10.2012 |
03.10.2012 |
04.10.2012 |
| Announcement of cut-off price | 15:30-17:00 | |||||
| Repo session with fixed rate | 16:00-17:30 | S0, Z0, Rb | 03.10.2012 | 03.10.2012 | 04.10.2012 | |
October 04, 2012
| Repo type | Provisional schedule | Settlement code | Execution | Execution of the first leg |
Execution of the second leg |
|
|---|---|---|---|---|---|---|
|
Intraday repo auction* |
Collection of bids | 10:45-11:15 |
S0, Z0, Rb |
04.10.2012 |
04.10.2012 |
05.10.2012 |
| Announcement of cut-off price | 11:30-12:55 | |||||
| Repo session with fixed rate | 12:30-14:30 | S0, Z0, Rb |
04.10.2012 |
04.10.2012 |
05.10.2012 |
|
|
Intraday repo auction* |
Collection of bids | 14:45-15:15 |
S0, Z0, Rb |
04.10.2012 |
04.10.2012 |
05.10.2012 |
| Announcement of cut-off price | 15:30-17:00 | |||||
| Repo session with fixed rate | 16:00-17:30 | S0, Z0, Rb |
04.10.2012 |
04.10.2012 |
05.10.2012 |
|
October 05, 2012
| Repo type | Provisional schedule | Settlement code | Execution | Execution of the first leg |
Execution of the second leg |
|
|---|---|---|---|---|---|---|
|
3-day repo auction* |
Collection of bids | 10:45-11:15 |
S0, Z0, Rb |
05.10.2012 |
05.10.2012 |
08.10.2012 |
| Announcement of cut-off price | 11:30-12:55 | |||||
| Repo session with fixed rate | 12:30-14:30 | S0, Z0, Rb |
05.10.2012 |
05.10.2012 |
08.10.2012 |
|
|
3-day repo auction* |
Collection of bids | 14:45-15:15 |
S0, Z0, Rb |
05.10.2012 |
05.10.2012 |
08.10.2012 |
| Announcement of cut-off price | 15:30-17:00 | |||||
| Repo session with fixed rate | 16:00-17:30 | S0, Z0, Rb |
05.10.2012 |
05.10.2012 |
08.10.2012 |
|
* Direct repo and direct OTC repo auction with the Bank of Russia.
** Information on running the 7-day direct repo auction will be published on the Bank of Russia's website at http://www.cbr.ru till 6.00pm MSK on October 01, 2012.
For further information, please contact the Public Relations Department at (495) 363-3232.