0913 opérations mensuelles uk

AFT Monthly Operations Review (euros)
September 2013
OAT and BTAN auctions
Portfolio
Coupon's rate
OAT
0.0325
OAT
0.0175
OAT
0.0325
OAT
0.0025
BTAN
0.0225
OAT
0.01
OATi
0.001
OATei
0.0025
OATei
0.0185
TOTAL OAT and BTAN
Interest
accrual date
41207
41419
41419
41238
41330
41238
41480
41480
41480
Auction date
41522
41522
41522
41536
41536
41536
41536
41536
41536
Amount served
(€m)
2537
5208
2150
2525
1915
3050
455
535
494
18,869
Settlement
date
41527
41527
41527
41541
41541
41541
41541
41541
41541
Maturity date
44494
45071
53107
42333
42425
43429
44402
45498
46593
Weighted
average price
1.0799
0.9306
0.9337
0.9969
1.0438
0.9885
0.9891
0.9429
1.1157
Indexation coefficient
1.00565
1.00977
1.06262
BTF auctions
Portfolio
Auction date
Term (weeks)
BTF
BTF
BTF
BTF
BTF
BTF
BTF
BTF
BTF
BTF
BTF
BTF
BTF
BTF
BTF
TOTAL BTF
09/02/2013
41519
41519
41526
41526
41526
41533
41533
41533
41540
41540
41540
41547
41547
41547
13
24
50
12
23
49
13
22
52
12
21
51
13
24
50
Amount
served (€m)
3,996
1893
1697
4150
1694
1516
4051
1715
1916
4120
1916
1846
3833
1970
1552
37,865
Settlement date Maturity date
41,522
41522
41522
41529
41529
41529
41536
41536
41536
41543
41543
41543
41550
41550
41550
41,613
41690
41872
41613
41690
41872
41627
41690
41900
41627
41690
41900
41641
41718
41900
Weighted average
rate (%)
0
0.106
0.198
0.081
0.114
0.198
0.083
0.122
0.214
0.063
0.101
0.184
0.062
0.089
0.177
AFT Monthly Operations Review (euros) - September 2013 - 1/2
Over-the-counter buybacks
Amount OTC buybacks:
€1,360,000,000
BTAN 3,00% 12 juillet 2014
OAT 4,00% 25 avril 2014
BTAN 0,75% 25 septembre 2014
OAT 4,00% 25 octobre 2014
BTAN 2,50% 15 janvier 2015
€260,000,000
€125,000,000
€50,000,000
€50,000,000
€875,000,000
Repos and deposits
Repo outstanding at end of month
Amount of deposits at end of month (loans to primary dealers and
Eurozone State Treasuries)
Outstanding (end of the month)
Average outstanding
At September 30, 2013
12,302,371,701.27
ACOSS commercial papers bought
Repo outstanding at end of month
At September 30, 2013
0.00
Swaps
Negotiated amount:
September 2013 average
5,845,032,884.54
Interbank
Eurozone
Total
11,365,000,000.00
12,358,666,666.67
3,000,000,000.00
100,000,000.00
14,365,000,000.00
12,458,666,666.67
September 2013 average
0.00
0€
Average maturity including swaps
At September 30, 2013:
7 years et 8 days
Inflation base reference available at September 1st, 2013
To OATi:
125.78
To OAT€i:
117.07
AFT Monthly Operations Review (euros) - September 2013 - 2/2