Report on NBS foreign exchange swap auctions from 29/05/2022 to 28/06/2022




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
77FX swap salevar. - mult.EURRSD31/05/202202/06/202201/09/20229100117.5161-0--00
78FX swap purchasevar. - mult.EURRSD31/05/202202/06/202201/09/20229100117.5161-0--00
79FX swap salevar. - mult.EURRSD03/06/202207/06/202221/06/20221400117.4394-0--00
80FX swap purchasevar. - mult.EURRSD03/06/202207/06/202221/06/20221400117.4394-0--00
81FX swap salevar. - mult.EURRSD07/06/202209/06/202208/09/20229100117.4251-0--00
82FX swap purchasevar. - mult.EURRSD07/06/202209/06/202208/09/20229100117.4251-0--00
83FX swap salevar. - mult.EURRSD10/06/202214/06/202228/06/20221400117.4245-0--00
84FX swap purchasevar. - mult.EURRSD10/06/202214/06/202228/06/2022141,000,0000117.42459360-010
85FX swap salevar. - mult.EURRSD14/06/202216/06/202215/09/20229100117.4298-0--00
86FX swap purchasevar. - mult.EURRSD14/06/202216/06/202215/09/2022912,000,0000117.42988,3110-010
87FX swap salevar. - mult.EURRSD17/06/202221/06/202205/07/20221400117.4307-0--00
88FX swap purchasevar. - mult.EURRSD17/06/202221/06/202205/07/20221400117.4307-0--00
89FX swap salevar. - mult.EURRSD21/06/202223/06/202222/09/20229100117.4002-0--00
90FX swap purchasevar. - mult.EURRSD21/06/202223/06/202222/09/20229100117.4002-0--00
91FX swap salevar. - mult.EURRSD24/06/202228/06/202212/07/20221400117.4437-0--00
92FX swap purchasevar. - mult.EURRSD24/06/202228/06/202212/07/20221400117.4437-0--00
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.