1. Average interest rates on the interbank market
(11 AM) - % per annum
| Period |
ROBID |
ROBOR |
| 3 Feb.2012 | 2 Feb.2012 | 3 Feb.2012 | 2 Feb.2012 |
|---|
| O/N | 2.94 | 3.20 | 3.44 | 3.70 |
|---|
| T/N | 2.98 | 3.21 | 3.48 | 3.71 |
|---|
| 1W | 3.26 | 3.48 | 3.76 | 3.98 |
|---|
| 1M | 4.47 | 4.55 | 4.97 | 5.05 |
|---|
| 3M | 4.71 | 4.78 | 5.21 | 5.28 |
|---|
| 6M | 5.14 | 5.26 | 5.89 | 6.01 |
|---|
| 9M | 5.24 | 5.35 | 5.99 | 6.10 |
|---|
| 12M | 5.35 | 5.44 | 6.10 | 6.19 |
|---|
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2. Interbank market deposits
(daily averages)
| Period |
Outstanding |
Transactions |
| Volume |
Interest Rate |
Volume |
Interest Rate |
| (Lei mill.) |
(% per annum) |
(Lei mill.) |
(% per annum) |
| 2 Feb.2012 | 3,971.7 | 4.41 | 1,170.2 | 3.59 |
|---|
|
|---|
| Jan.2012 | 4,836.1 | 4.12 | 1,585.5 | 3.21 |
|---|
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3. The NBR Interest Rates
(% per annum)
| Monetary policy rates |
Reference rate |
| Valid since: |
Policy rate |
Lending facility |
Deposit facility |
| 3 Feb.2012 |
5.50 |
9.50 |
1.50 |
5.50 |
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4. Open Market Operations
(last two records)
| Op. Type |
Dates |
Alloted amount
(Lei mill.) |
Average Interest Rate
(% per annum) |
| Tender |
Maturity |
| Repo | 30 Jan.2012 | 6 Feb.2012 | 5,382.0 | 5.75 |
|---|
| Repo | 23 Jan.2012 | 30 Jan.2012 | 4,426.9 | 5.75 |
|---|
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5. Forex market operations
(equivalent to EUR mill., daily averages)
| Period |
Purchases from clients |
Sales to clients |
Interbank operations |
Total operations |
| Jan.2012 | 1,335.1 | 1,367.4 | 396.3 | 1,768.0 |
| Dec.2011 | 1,331.8 | 1,351.3 | 417.1 | 1,772.4 |
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6. Government securities - Operations on the primary market
(last two records)
| Type |
Dates |
Currency |
Alloted amount
(mill.) |
Yield
(% p.a.) |
Coupon Rate
(% p.a.) |
| Issuance/ Reopening |
Maturity |
| GB, interest | 6 Feb.2012 | 25 Oct.2014 | RON | 1,304.5 | 6.79 | 6.25 |
|---|
| TC, discount | 25 Jan.2012 | 25 Jul.2012 | RON | 1,271.7 | 5.87 | - |
|---|
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GB = Government Bonds, TC = Treasury Certificates
7. Government Securities Reference Rates
(12:00) - %
| Period |
BID |
ASK |
| 3 Feb.2012 |
2 Feb.2012 |
3 Feb.2012 |
2 Feb.2012 |
| 6 Months | 5.84 | 5.84 | 5.37 | 5.41 |
| 12 Months | 6.21 | 6.25 | 5.75 | 5.81 |
| 3 Years | 6.95 | 7.01 | 6.57 | 6.60 |
| 5 Years | 7.20 | 7.15 | 6.77 | 6.79 |
| 10 Years | 7.36 | 7.36 | 6.94 | 6.96 |
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8. Government securities - Operations on the secondary market
(daily averages)
| Period |
Lei |
Euro |
| Number |
Volume
(Lei mill.) |
Number |
Volume
(EUR mill.) |
| 2 Feb.2012 | 62 | 946.5 | 13 | 19.7 |
| Jan.2012 | 72 | 3,305.6 | 11 | 25.2 |
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