Report on NBS foreign exchange swap auctions from 21/03/2019 to 20/04/2019




Auction numberType of transactionType of auctionCurrency pairAuction dateSpot transaction dateMaturity dateMaturity in daysTotal amount offered by banks (in EUR)Realization (in EUR)Spot exchange rateMax (min) swap points offered on FX swap sale (purchase) auctionMarginal swap pointsAverage weighted swap points acceptedRealization ratio (%)Number of banks that participated on auctionNumber of banks whose bids are accepted
46FX swap salevar. - mult.EURRSD22/03/201926/03/201909/04/20191447,000,00025,000,000117.94641,2381,2381,1925322
47FX swap purchasevar. - mult.EURRSD22/03/201926/03/201909/04/20191440,000,00025,000,000117.94641,1011,2541,2616342
48FX swap purchasevar. - mult.EURRSD25/03/201927/03/201910/04/20191462,000,00042,000,000118.03009181,0801,1076854
49FX swap salevar. - mult.EURRSD26/03/201928/03/201927/06/2019915,000,0000118.01159,300--010
50FX swap purchasevar. - mult.EURRSD26/03/201928/03/201927/06/2019915,000,0000118.01158,353--020
51FX swap salevar. - mult.EURRSD29/03/201902/04/201916/04/20191465,000,00015,000,000117.97201,1931,1011,1012341
52FX swap purchasevar. - mult.EURRSD29/03/201902/04/201916/04/20191430,000,00015,000,000117.97201,1061,1301,1305021
53FX swap salevar. - mult.EURRSD02/04/201904/04/201904/07/20199137,000,0005,000,000117.95929,3928,9458,7061432
54FX swap purchasevar. - mult.EURRSD02/04/201904/04/201904/07/20199124,000,0005,000,000117.95927,6048,9458,9452131
55FX swap salevar. - mult.EURRSD05/04/201909/04/201923/04/20191465,000,00027,000,000117.97201,1201,1101,1034243
56FX swap purchasevar. - mult.EURRSD05/04/201909/04/201923/04/20191447,000,00027,000,000117.97201,1061,1201,1455743
57FX swap salevar. - mult.EURRSD09/04/201911/04/201911/07/20199124,000,0005,000,000117.95878,7968,7968,6772122
58FX swap purchasevar. - mult.EURRSD09/04/201911/04/201911/07/2019918,000,0005,000,000117.95878,6478,9548,9546321
59FX swap salevar. - mult.EURRSD12/04/201916/04/201930/04/20191435,000,00023,000,000118.02831,1051,0831,0806632
60FX swap purchasevar. - mult.EURRSD12/04/201916/04/201930/04/20191430,000,00023,000,000118.02831,0841,0841,1157733
61FX swap salevar. - mult.EURRSD16/04/201918/04/201918/07/20199110,000,0000117.96098,737--020
62FX swap purchasevar. - mult.EURRSD16/04/201918/04/201918/07/20199115,000,0000117.96097,485--010
63FX swap salevar. - mult.EURRSD19/04/201924/04/201907/05/20191332,000,0004,000,000118.09331,0231,0061,0061321
64FX swap purchasevar. - mult.EURRSD19/04/201924/04/201907/05/20191321,000,0004,000,000118.09339861,0231,0231931
NOTES:
1) var.- mult.: variable auctions - multiple swap points
2) The lowest accepted swap points are marginal swap points - swap purchase. The highest accepted swap points are marginal swap points - swap sale.
3) The difference between the two dates may not exceed 366 days.