Бюллетень цб рф от 22.08.2003 n 31 <итоги торговли гко, офз и обр>

ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 22 августа 2003 г. N 31
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 97 млн. руб. по номиналу имела следующие параметры:
----------T--------T--------------------T--------T-------T-------¬
¦ Дата ¦ Дата ¦ Цены облигаций ¦Доход- ¦Оборот ¦Номер ¦
¦погашения¦ торгов +------T------T------+ность ¦ (млн. ¦выпуска¦
¦ ¦ ¦ мин. ¦макс. ¦закр. ¦(% год.)¦руб. по¦(спра- ¦
¦ ¦ ¦ ¦ ¦ ¦ ¦номин.)¦вочно) ¦
+---------+--------+------+------+------+--------+-------+-------+
¦03.09.03 ¦18.08.03¦99.860¦99.860¦99.860¦ 3.20 ¦ 3.00 ¦ 21167 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦19.08.03¦99.870¦99.870¦99.870¦ 3.17 ¦ 19.00 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦20.08.03¦99.877¦99.881¦99.881¦ 3.16 ¦ 61.50 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦21.08.03¦99.881¦99.890¦99.881¦ 3.11 ¦ 8.50 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦22.08.03¦99.890¦99.890¦99.890¦ 3.35 ¦ 5.00 ¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 2030.882 млн. руб. по номиналу имела следующие параметры:
----------T--------T-------T-----------------------T------T-------T------¬
¦ Дата ¦ Дата ¦Накоп- ¦ Цены облигаций ¦Доход-¦Оборот ¦Номер ¦
¦погашения¦ торгов ¦ленный +-------T-------T-------+ность ¦ (млн. ¦выпус-¦
¦ ¦ ¦доход ¦ мин. ¦ макс. ¦ закр. ¦(% ¦руб. по¦ка ¦
¦ ¦ ¦(% от ¦ ¦ ¦ ¦год.) ¦номин.)¦(спра-¦
¦ ¦ ¦номин.)¦ ¦ ¦ ¦ ¦ ¦вочно)¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦17.09.03 ¦18.08.03¦ 1.70 ¦100.553¦100.574¦100.574¦ 2.94¦ 12.24¦27010 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.08.03¦ 1.70 ¦100.509¦100.524¦100.524¦ 3.50¦ 40.11¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.08.03¦ 1.70 ¦100.515¦100.526¦100.526¦ 3.57¦ 18.92¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.08.03¦ 1.80 ¦100.421¦100.421¦100.421¦ 3.75¦ 5.03¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.08.03¦ 1.80 ¦100.400¦100.426¦100.400¦ 3.83¦ 3.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.10.03 ¦20.08.03¦ 1.20 ¦100.821¦100.930¦100.930¦ 3.35¦ 1.15¦27011 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.08.03¦ 1.20 ¦100.837¦100.940¦100.940¦ 3.50¦ 58.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.08.03¦ 1.20 ¦100.847¦100.847¦100.847¦ 3.50¦ 0.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦19.11.03 ¦19.08.03¦ 2.50 ¦101.467¦101.467¦101.467¦ 4.00¦ 5.00¦27012 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.08.03¦ 2.50 ¦101.478¦101.478¦101.478¦ 4.00¦ 4.50¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.08.03¦ 2.50 ¦101.490¦101.490¦101.490¦ 4.00¦ 2.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.08.03¦ 2.60 ¦101.401¦101.500¦101.401¦ 3.97¦ 11.56¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦21.01.04 ¦18.08.03¦ 0.70 ¦101.650¦101.700¦101.660¦ 6.22¦ 9.03¦28001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.08.03¦ 0.70 ¦101.850¦101.880¦101.850¦ 5.78¦ 7.09¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.08.03¦ 0.80 ¦101.860¦101.889¦101.889¦ 5.56¦ 0.98¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.08.03¦ 0.80 ¦101.903¦101.980¦101.903¦ 5.49¦ 3.11¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.08.03¦ 0.80 ¦101.838¦101.838¦101.838¦ 5.70¦ 0.09¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.02.04 ¦19.08.03¦ 0.43 ¦102.936¦102.965¦102.936¦ 5.61¦ 6.50¦27015 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.08.03¦ 0.46 ¦102.935¦103.230¦103.230¦ 5.60¦ 9.15¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.08.03¦ 0.49 ¦102.955¦103.150¦102.955¦ 5.34¦ 4.52¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.08.03¦ 0.53 ¦103.000¦103.000¦103.000¦ 5.38¦ 28.97¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.06.04 ¦18.08.03¦ 2.47 ¦104.350¦104.350¦104.350¦ 6.47¦ 1.64¦27013 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.08.03¦ 2.57 ¦104.285¦104.450¦104.450¦ 6.41¦ 154.24¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.08.03¦ 2.60 ¦104.300¦104.300¦104.300¦ 6.46¦ 0.41¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.08.04 ¦20.08.03¦ 0.46 ¦104.850¦104.850¦104.850¦ 6.90¦ 5.00¦27017 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.08.03¦ 0.49 ¦104.850¦105.000¦105.000¦ 6.73¦ 5.20¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.08.03¦ 0.53 ¦104.950¦105.050¦105.050¦ 6.71¦ 28.40¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.12.04 ¦18.08.03¦ 2.01 ¦105.550¦105.550¦105.550¦ 7.78¦ 2.00¦27014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.08.03¦ 2.04 ¦105.950¦105.950¦105.950¦ 7.45¦ 2.45¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.08.03¦ 2.07 ¦105.815¦106.001¦106.000¦ 7.40¦ 62.09¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.08.03¦ 2.10 ¦106.000¦106.000¦106.000¦ 7.39¦ 4.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.04.05 ¦18.08.03¦ 1.00 ¦108.500¦108.500¦108.500¦ 6.98¦ 1.00¦27021 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.08.03¦ 1.04 ¦108.500¦108.500¦108.500¦ 6.97¦ 43.52¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.08.03¦ 1.11 ¦108.500¦108.500¦108.500¦ 6.95¦ 0.01¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.07.05 ¦18.08.03¦ 0.64 ¦100.800¦100.800¦100.800¦ 7.67¦ 6.00¦27023 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.08.03¦ 0.69 ¦101.200¦101.200¦101.200¦ 7.43¦ 0.01¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.08.03¦ 0.72 ¦101.150¦101.300¦101.300¦ 7.42¦ 13.52¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.09.05 ¦18.08.03¦ 2.34 ¦108.120¦108.120¦108.120¦ 8.04¦ 5.00¦27018 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.08.03¦ 2.38 ¦108.150¦108.150¦108.150¦ 8.02¦ 4.64¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.08.03¦ 2.42 ¦108.490¦108.500¦108.500¦ 7.82¦ 67.58¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.08.03¦ 2.46 ¦108.750¦108.850¦108.850¦ 7.66¦ 15.36¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.02.06 ¦18.08.03¦ 2.44 ¦101.500¦101.500¦101.500¦ 8.21¦ 10.00¦27022 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.08.03¦ 0.00 ¦101.500¦101.640¦101.640¦ 8.20¦ 360.80¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.08.03¦ 0.03 ¦101.600¦102.000¦102.000¦ 8.03¦ 0.77¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.08.03¦ 0.05 ¦101.979¦102.100¦102.100¦ 7.94¦ 1.45¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦19.04.06 ¦22.08.03¦ 0.96 ¦ 99.920¦ 99.924¦ 99.924¦ 7.90¦ 30.89¦27024 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.08.06 ¦18.08.03¦ 0.40 ¦106.300¦106.300¦106.300¦ 7.76¦ 1.20¦45002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.08.03¦ 0.49 ¦106.303¦106.320¦106.320¦ 7.74¦ 7.20¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.08.03¦ 0.53 ¦106.340¦106.350¦106.350¦ 7.71¦ 24.80¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.11.06 ¦18.08.03¦ 3.41 ¦108.491¦108.491¦108.491¦ 7.72¦ 0.00¦45001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.08.03¦ 3.45 ¦107.550¦108.050¦108.000¦ 8.06¦ 16.49¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.08.03¦ 0.00 ¦107.721¦108.000¦107.750¦ 8.03¦ 213.22¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.08.03¦ 0.04 ¦107.700¦107.920¦107.700¦ 8.02¦ 88.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.08.03¦ 0.08 ¦107.600¦107.725¦107.620¦ 8.06¦ 146.88¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦10.09.08 ¦18.08.03¦ 2.34 ¦110.299¦110.299¦110.299¦ 8.26¦ 0.27¦46001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.08.03¦ 2.38 ¦110.250¦110.250¦110.250¦ 8.27¦ 0.67¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.08.03¦ 2.42 ¦109.100¦110.265¦110.260¦ 8.29¦ 229.49¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.08.03¦ 2.46 ¦110.299¦110.311¦110.305¦ 8.25¦ 143.84¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.08.03¦ 2.49 ¦110.304¦110.358¦110.357¦ 8.24¦ 17.10¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.08.12 ¦19.08.03¦ 6.95 ¦107.880¦109.700¦107.880¦ 8.27¦ 16.00¦46002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.08.03¦ 0.00 ¦108.250¦108.250¦108.250¦ 8.31¦ 3.04¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.08.03¦ 0.03 ¦108.210¦108.230¦108.210¦ 8.31¦ 0.82¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.08.03¦ 0.06 ¦107.990¦108.010¦108.000¦ 8.35¦ 15.78¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦29.08.18 ¦18.08.03¦ 4.78 ¦104.580¦104.600¦104.600¦ 8.42¦ 6.15¦46014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.08.03¦ 4.83 ¦104.500¦104.500¦104.500¦ 8.43¦ 18.02¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.08.03¦ 4.86 ¦104.600¦104.600¦104.600¦ 8.41¦ 10.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.08.03¦ 4.89 ¦104.965¦105.000¦105.000¦ 8.35¦ 15.00¦ ¦
L---------+--------+-------+-------+-------+-------+------+-------+-------
Часть 2
ОСНОВНЫЕ ХАРАКТЕРИСТИКИ БЛИЖАЙШИХ КУПОННЫХ ВЫПЛАТ ПО ОФЗ
---------T------------------------T-------T--------T-------------¬
¦Регистр.¦Дата выплаты ближайшего ¦Дней до¦Купонная¦Размер купона¦
¦ номер ¦ купона ¦выплаты¦ ставка ¦ в рублях ¦
¦выпуска ¦ ¦купона ¦(% год.)¦ ¦
+--------+------------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2003 ¦ 97 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 24.11.2003 ¦ 94 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2004 ¦ 206 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2004 ¦ 206 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2003 ¦ 97 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 24.11.2003 ¦ 94 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 25.11.2003 ¦ 95 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 27.11.2003 ¦ 97 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 28.11.2003 ¦ 98 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 17.09.2003 ¦ 26 ¦ 10.00

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