91-Day GKO yields 17.28%
Sun, 2000-04-23 14:00 — admin
Issue Number:
58
Published:
2000-04-24
The annualized average yield on an issue of Russian 91-day GKO treasury bills was 17.28 percent at Wednesday's auction, the Central Bank said.
Full details of the auction:
Series number | 21140 RMFS |
Issue volume | 2.5 bln rbls |
Denominations | 1,000 rbls |
Bids (nominal) | 4.41 bln rbls |
Bids (cash) | 4.21 bln rbls |
Sold (nominal) | 2.41 bln rbls |
Sold (cash) | 2.31 bln rbls |
Highest accepted yield | 17.72 pct |
Average yield | 17.28 pct |
Lowest accepted price | 95.77 pct |
Average price | 95.87 pct |
Tenor | 91 days |
Maturity date | July 19, 2000 |