БЮЛЛЕТЕНЬ ЦБ РФ от 18.07.2003 n 26 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 18 июля 2003 г. N 26
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 278.682 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) ¦
+---------+--------+------+------+------+--------+-------+-------+
¦23.07.03 ¦14.07.03¦99.903¦99.923¦99.919¦ 3.29 ¦ 99.27 ¦ 21165 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦15.07.03¦99.920¦99.945¦99.945¦ 3.01 ¦ 61.61 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦16.07.03¦99.940¦99.945¦99.945¦ 3.03 ¦ 48.98 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦18.07.03¦99.971¦99.971¦99.971¦ 2.12 ¦ 0.00 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦03.09.03 ¦15.07.03¦99.482¦99.482¦99.482¦ 3.80 ¦ 3.00 ¦ 21167 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦16.07.03¦99.510¦99.510¦99.510¦ 3.67 ¦ 3.00 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦17.07.03¦99.503¦99.520¦99.503¦ 3.80 ¦ 3.00 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦18.07.03¦99.550¦99.600¦99.550¦ 3.38 ¦ 14.58 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦08.10.03 ¦15.07.03¦99.120¦99.159¦99.120¦ 3.74 ¦ 38.50 ¦ 21168 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦16.07.03¦99.142¦99.145¦99.145¦ 3.75 ¦ 6.43 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦17.07.03¦99.179¦99.289¦99.289¦ 3.39 ¦ 0.00 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦05.11.03 ¦16.07.03¦98.250¦98.250¦98.250¦ 5.80 ¦ 0.31 ¦ 21169 ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 3289.849 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)¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.08.03 ¦14.07.03¦ 1.78 ¦100.600¦100.740¦100.600¦ 6.01 ¦ 213.80¦27016 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.07.03¦ 1.81 ¦100.602¦100.700¦100.700¦ 4.90 ¦ 37.17¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.07.03¦ 1.84 ¦100.600¦100.650¦100.600¦ 5.31 ¦ 130.89¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.07.03¦ 1.87 ¦100.600¦100.650¦100.600¦ 5.36 ¦ 58.50¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.07.03¦ 1.91 ¦100.610¦100.650¦100.650¦ 5.22 ¦ 64.02¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦17.09.03 ¦14.07.03¦ 0.70 ¦101.000¦101.120¦101.090¦ 3.93 ¦ 30.01¦27010 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.07.03¦ 0.70 ¦101.098¦101.134¦101.134¦ 3.99 ¦ 32.36¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.07.03¦ 0.80 ¦100.900¦101.060¦100.950¦ 4.21 ¦ 44.82¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.07.03¦ 0.80 ¦100.973¦101.100¦100.973¦ 4.11 ¦ 31.25¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.07.03¦ 0.80 ¦100.900¦100.970¦100.900¦ 4.55 ¦ 11.57¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.10.03 ¦14.07.03¦ 0.10 ¦101.345¦101.500¦101.400¦ 4.09 ¦ 15.12¦27011 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.07.03¦ 0.20 ¦101.120¦101.400¦101.400¦ 3.87 ¦ 72.59¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.07.03¦ 0.20 ¦101.200¦101.320¦101.200¦ 4.60 ¦ 50.25¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.07.03¦ 0.20 ¦101.200¦101.300¦101.250¦ 4.61 ¦ 17.40¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.07.03¦ 0.20 ¦101.200¦101.210¦101.200¦ 4.90 ¦ 10.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦19.11.03 ¦14.07.03¦ 1.50 ¦101.980¦101.980¦101.980¦ 4.25 ¦ 1.00¦27012 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.07.03¦ 1.50 ¦101.900¦101.900¦101.900¦ 4.51 ¦ 0.59¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.07.03¦ 1.50 ¦101.550¦101.550¦101.550¦ 5.58 ¦ 5.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.07.03¦ 1.60 ¦101.400¦101.400¦101.400¦ 5.78 ¦ 0.01¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦21.01.04 ¦14.07.03¦ 2.30 ¦102.330¦102.700¦102.700¦ 5.45 ¦ 7.01¦28001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.07.03¦ 2.30 ¦102.100¦102.640¦102.640¦ 5.91 ¦ 0.10¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.07.03¦ 2.30 ¦101.500¦102.359¦102.359¦ 5.50 ¦ 0.56¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.07.03¦ 2.30 ¦102.000¦102.390¦102.390¦ 5.51 ¦ 111.34¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.02.04 ¦14.07.03¦ 2.24 ¦103.650¦104.000¦104.000¦ 5.40 ¦ 6.11¦27015 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.07.03¦ 2.27 ¦103.600¦104.100¦103.649¦ 5.45 ¦ 43.61¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.07.03¦ 2.30 ¦103.250¦103.750¦103.550¦ 5.67 ¦ 0.64¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.07.03¦ 2.33 ¦103.300¦103.700¦103.300¦ 5.79 ¦ 0.95¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.07.03¦ 2.37 ¦103.000¦103.200¦103.000¦ 6.45 ¦ 17.50¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.04 ¦14.07.03¦ 3.32 ¦102.900¦102.900¦102.900¦ 5.39 ¦ 2.21¦26002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.07.03¦ 3.40 ¦102.600¦102.600¦102.600¦ 5.79 ¦ 5.44¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.06.04 ¦14.07.03¦ 1.32 ¦105.400¦105.500¦105.500¦ 5.79 ¦ 173.42¦27013 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.07.03¦ 1.35 ¦105.000¦105.550¦105.550¦ 6.29 ¦ 6.02¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.07.03¦ 1.41 ¦105.100¦105.200¦105.100¦ 6.06 ¦ 28.18¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.07.03¦ 1.45 ¦105.000¦105.100¦105.000¦ 6.12 ¦ 20.35¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.08.04 ¦15.07.03¦ 2.27 ¦105.700¦106.050¦105.888¦ 6.43 ¦ 45.02¦27017 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.07.03¦ 2.30 ¦104.500¦105.200¦105.000¦ 7.36 ¦ 18.05¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.07.03¦ 2.33 ¦105.100¦105.700¦105.700¦ 7.02 ¦ 3.32¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.12.04 ¦15.07.03¦ 0.89 ¦106.100¦106.800¦106.200¦ 7.59 ¦ 36.32¦27014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.07.03¦ 0.92 ¦104.800¦105.750¦104.850¦ 8.50 ¦ 138.78¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.07.03¦ 0.95 ¦105.000¦105.500¦105.500¦ 8.31 ¦ 91.39¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.07.03¦ 0.99 ¦105.470¦105.570¦105.570¦ 8.07 ¦ 10.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.05 ¦17.07.03¦ 3.40 ¦104.484¦104.484¦104.484¦ 7.00 ¦ 8.00¦26003 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.04.05 ¦14.07.03¦ 3.15 ¦108.400¦109.100¦108.950¦ 7.32 ¦ 17.95¦27021 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.07.03¦ 3.18 ¦108.500¦108.700¦108.500¦ 7.26 ¦ 32.50¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.07.03¦ 3.22 ¦107.500¦109.890¦109.890¦ 7.96 ¦ 3.98¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.07.03¦ 3.26 ¦107.300¦108.500¦108.500¦ 7.50 ¦ 0.01¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.07.05 ¦17.07.03¦ 2.21 ¦101.000¦101.000¦101.000¦ 7.64 ¦ 14.00¦27023 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.07.03¦ 2.24 ¦101.000¦101.490¦101.490¦ 7.64 ¦ 4.50¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.09.05 ¦14.07.03¦ 1.00 ¦110.000¦110.000¦110.000¦ 7.36 ¦ 0.32¦27018 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.07.03¦ 1.04 ¦109.450¦110.000¦109.800¦ 7.48 ¦ 60.32¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.07.03¦ 1.07 ¦108.700¦109.500¦109.000¦ 7.79 ¦ 16.16¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.02.06 ¦16.07.03¦ 1.53 ¦100.000¦101.600¦100.000¦ 8.41 ¦ 6.65¦27022 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.08.06 ¦14.07.03¦ 5.75 ¦104.800¦105.000¦104.800¦ 8.17 ¦ 203.28¦45002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.07.03¦ 5.79 ¦104.150¦104.700¦104.150¦ 8.54 ¦ 220.39¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.07.03¦ 5.87 ¦103.500¦103.700¦103.500¦ 9.02 ¦ 124.68¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.07.03¦ 5.91 ¦103.740¦104.350¦104.160¦ 8.57 ¦ 259.25¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.11.06 ¦14.07.03¦ 2.07 ¦108.000¦108.100¦108.100¦ 8.16 ¦ 36.59¦45001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.07.03¦ 2.11 ¦107.200¦108.000¦107.200¦ 8.34 ¦ 46.27¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.07.03¦ 2.15 ¦104.000¦107.500¦104.000¦ 9.79 ¦ 56.92¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.07.03¦ 2.19 ¦105.000¦107.800¦105.559¦ 9.22 ¦ 21.90¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.07.03¦ 2.22 ¦106.000¦106.500¦106.200¦ 8.98 ¦ 347.92¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦10.09.08 ¦14.07.03¦ 1.00 ¦109.000¦109.000¦109.000¦ 8.76 ¦ 7.32¦46001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.07.03¦ 1.04 ¦108.450¦109.000¦109.000¦ 8.81 ¦ 15.14¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.07.03¦ 1.07 ¦105.970¦108.000¦105.970¦ 9.12 ¦ 9.08¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.07.03¦ 1.11 ¦107.700¦107.700¦107.700¦ 9.12 ¦ 0.20¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.07.03¦ 1.15 ¦107.700¦108.300¦108.000¦ 9.03 ¦ 67.30¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.08.12 ¦14.07.03¦ 5.66 ¦106.900¦107.080¦106.990¦ 8.59 ¦ 17.50¦46002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.07.03¦ 5.70 ¦106.000¦106.280¦106.000¦ 8.75 ¦ 17.75¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.07.03¦ 5.77 ¦106.000¦106.000¦106.000¦ 8.76 ¦ 5.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦29.08.18 ¦14.07.03¦ 3.77 ¦106.600¦106.700¦106.600¦ 8.12 ¦ 7.00¦46014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.07.03¦ 3.80 ¦103.000¦104.100¦103.000¦ 8.66 ¦ 38.36¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+

ОФИЦИАЛЬНОЕ СООБЩЕНИЕ ЦБ РФ от 18.07.2003 <ОБ АУКЦИОНЕ ПО РАЗМЕЩЕНИЮ ОБЛИГАЦИЙ ФЕДЕРАЛЬНОГО ЗАЙМА С ФИКСИРОВАННЫМ КУПОННЫМ ДОХОДОМ ДОПОЛНИТЕЛЬНОГО ВЫПУСКА n 27024rmfs>  »
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