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Data and Tools Yield Curve Price & Collateral Calculator

We share regular data on monetary instruments, including auction results on securities issuance and repo operations. These distributions aim to support price discovery and inform participants about market activities.

Market Data (XLSX)
Historical data of securities issuance and LPCO.
Haircut of Collateral in USD Calculation (XLSX)
Tool to calculate eligible collateral value with haircut applied for monetary operations in USD.
NCD Buy Back Calculation (XLSX)
Tool to calculate buy-back amounts for Negotiable Certificate of Deposit (NCD).
Securities Pricing (XLSX)
Tool to calculate securities base on estimated yield curves, derived from government bond and central bank bill (NCDs) issued in the primary market.