OREANDA-NEWS. May 12, 2012. Please be advised that the Bank of Russia has determined the following schedule for conducting direct repo operations for the period m May 14th through May 18th 2012:

May 14, 2012

Repo type    

Provisional schedule    

Settlement
code 

Execution   

Settelement
of the first leg 

Settelement
of the second leg 

Intraday repo auction*

Collection of bids

10:45-11:15

S0, Z0, Rb

14.05.2012

14.05.2012

15.05.2012

 

Input of cut-off price value

11:30-12:55

Repo session with fixed rate

 

12:30-14:30

S0, Z0, Rb

14.05.2012

14.05.2012

15.05.2012

Intraday repo auction*

Collection of bids

14:45-15:15

S0, Z0, Rb

14.05.2012

14.05.2012

15.05.2012

 

Input of cut-off price value

15:30-17:00

Repo session with fixed rate

 

16:00-17:30

S0, Z0, Rb

14.05.2012

14.05.2012

15.05.2012

May 15, 2012 (provided that a decision on running the 7-day repo auction is made) **

Repo type    

Provisional schedule    

Settlement
code 

Execution   

Settelement
of the first leg 

Settelement
of the second leg 

Intraday repo auction*

Collection of bids

10:45-11:15

S0, Z0, Rb

15.05.2012

15.05.2012

16.05.2012

 

Input of cut-off price value

11:30-12:40

7-day repo auction

Collection of bids

12:45-13:15

S01

15.05.2012

16.05.2012

23.05.2012

 

Input of cut-off price value

13:30-14:30

Repo session with fixed rate

 

14:00-14:30

S0, Z0, Rb

15.05.2012

15.05.2012

16.05.2012

Intraday repo auction*

Collection of bids

14:45-15:15

S0, Z0, Rb

15.05.2012

15.05.2012

16.05.2012

 

Input of cut-off price value

15:30-17:00

Repo session with fixed rate

 

16:00-17:30

S0, Z0, Rb

15.05.2012

15.05.2012

16.05.2012

May 15, 2012 (provided that a decision on running the 7-day deposit auction is made) **

Repo type    

Provisional schedule    

Settlement
code 

Execution   

Settelement
of the first leg 

Settelement
of the second leg 

Intraday repo auction*

Collection of bids

10:45-11:15

S0, Z0, Rb

15.05.2012

15.05.2012

16.05.2012

 

Input of cut-off price value

11:30-12:55

Repo session with fixed rate

 

12:30-14:30

S0, Z0, Rb

15.05.2012

15.05.2012

16.05.2012

Intraday repo auction*

Collection of bids

14:45-15:15

S0, Z0, Rb

15.05.2012

15.05.2012

16.05.2012

 

Input of cut-off price value

15:30-17:00

Repo session with fixed rate

 

16:00-17:30

S0, Z0, Rb

15.05.2012

15.05.2012

16.05.2012

May 16, 2012

Repo type    

Provisional schedule    

Settlement
code 

Execution   

Settelement
of the first leg 

Settelement
of the second leg 

Intraday repo auction*

Collection of bids

10:45-11:15

S0, Z0, Rb

16.05.2012

16.05.2012

17.05.2012

 

Input of cut-off price value

11:30-12:55

Repo session with fixed rate

 

12:30-14:30

S0, Z0, Rb

16.05.2012

16.05.2012

17.05.2012

Intraday repo auction*

Collection of bids

14:45-15:15

S0, Z0, Rb

16.05.2012

16.05.2012

17.05.2012

 

Input of cut-off price value

15:30-17:00

Repo session with fixed rate

 

16:00-17:30

S0, Z0, Rb

16.05.2012

16.05.2012

17.05.2012

May 17, 2012

Repo type    

Provisional schedule    

Settlement
code 

Execution   

Settelement
of the first leg 

Settelement
of the second leg 

Intraday repo auction*

Collection of bids

10:45-11:15

S0, Z0, Rb

17.05.2012

17.05.2012

18.05.2012

 

Input of cut-off price value

11:30-12:55

Repo session with fixed rate

 

12:30-14:30

S0, Z0, Rb

17.05.2012

17.05.2012

18.05.2012

Intraday repo auction*

Collection of bids

14:45-15:15

S0, Z0, Rb

17.05.2012

17.05.2012

18.05.2012

 

Input of cut-off price value

15:30-17:00

Repo session with fixed rate

 

16:00-17:30

S0, Z0, Rb

17.05.2012

17.05.2012

18.05.2012

May 18, 2012

Repo type    

Provisional schedule    

Settlement
code 

Execution   

Settelement
of the first leg 

Settelement
of the second leg 

3-day repo auction*

Collection of bids

10:45-11:15

S0, Z0, Rb

18.05.2012

18.05.2012

21.05.2012

 

Input of cut-off price value

11:30-12:55

Repo session with fixed rate

 

12:30-14:30

S0, Z0, Rb

18.05.2012

18.05.2012

21.05.2012

3-day repo auction*

Collection of bids

14:45-15:15

S0, Z0, Rb

18.05.2012

18.05.2012

21.05.2012

 

Input of cut-off price value

15:30-17:00

Repo session with fixed rate

 

16:00-17:30

S0, Z0, Rb

18.05.2012

18.05.2012

21.05.2012