БЮЛЛЕТЕНЬ ЦБ РФ от 07.02.2003 n 5 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 7 февраля 2003 г. N 5
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 193.007 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. ¦(% ¦руб. по¦(справ.)¦
¦ ¦ ¦ ¦ ¦ ¦год.) ¦номин.)¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦05.03.03 ¦04.02.03¦99.210¦99.210¦99.210¦ 10.02 ¦ 5.00 ¦ 21161 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦05.02.03¦99.250¦99.285¦99.285¦ 9.49 ¦ 50.39 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦06.02.03¦99.450¦99.450¦99.450¦ 7.48 ¦ 10.03 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦02.04.03 ¦03.02.03¦98.500¦98.500¦98.500¦ 9.58 ¦ 0.25 ¦ 21162 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦04.02.03¦98.462¦98.462¦98.462¦ 10.00 ¦ 0.66 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦05.02.03¦98.489¦98.570¦98.570¦ 9.70 ¦ 11.28 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦06.02.03¦98.750¦98.800¦98.800¦ 8.22 ¦ 19.00 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦07.02.03¦98.975¦99.050¦98.975¦ 6.77 ¦ 9.00 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦23.04.03 ¦05.02.03¦98.000¦98.150¦98.150¦ 9.37 ¦ 8.55 ¦ 21163 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦06.02.03¦98.479¦98.480¦98.480¦ 7.41 ¦ 6.50 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦07.05.03 ¦06.02.03¦97.990¦98.150¦98.150¦ 7.68 ¦ 1.00 ¦ 21164 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦07.02.03¦98.322¦98.322¦98.322¦ 7.00 ¦ 0.03 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦23.07.03 ¦04.02.03¦95.450¦95.450¦95.450¦ 10.30 ¦ 1.50 ¦ 21165 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦05.02.03¦95.500¦95.625¦95.625¦ 10.16 ¦ 20.21 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦06.02.03¦96.299¦96.400¦96.320¦ 8.33 ¦ 16.50 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦07.02.03¦96.450¦96.700¦96.600¦ 7.76 ¦ 28.54 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦06.08.03 ¦06.02.03¦96.300¦96.300¦96.300¦ 7.75 ¦ 4.57 ¦ 21166 ¦
L---------+--------+------+------+------+-------+-------+---------
Торговля ОФЗ при суммарном объеме сделок за неделю 5354.821 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. ¦выпуска ¦
¦ ¦ ¦доход ¦ мин. ¦ макс. ¦ закр. ¦(% ¦руб. по¦(справ.)¦
¦ ¦ ¦(% от ¦ ¦ ¦ ¦год.) ¦номин.)¦ ¦
¦ ¦ ¦ном.) ¦ ¦ ¦ ¦ ¦ ¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦05.02.03 ¦03.02.03¦ 2.40 ¦ 99.995¦ 99.995¦ 99.995¦ 20.57¦ 0.03¦ 27007 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.02.03¦ 2.50 ¦ 99.995¦ 99.995¦ 99.995¦ 1.80¦ 2.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.03.03 ¦05.02.03¦ 8.96 ¦ 99.950¦100.000¦100.000¦ 9.85¦ 9.36¦ 26001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦07.02.03¦ 9.01 ¦100.033¦100.052¦100.052¦ 9.06¦ 1.20¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦21.05.03 ¦03.02.03¦ 2.10 ¦ 99.906¦ 99.906¦ 99.906¦ 10.60¦ 0.03¦ 27008 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.02.03¦ 2.10 ¦ 99.950¦ 99.960¦ 99.955¦ 10.51¦ 1.39¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.02.03¦ 2.10 ¦ 99.900¦100.100¦100.100¦ 10.40¦ 17.11¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦06.02.03¦ 2.10 ¦100.130¦100.250¦100.210¦ 9.94¦ 24.34¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦07.02.03¦ 2.20 ¦100.161¦100.489¦100.489¦ 8.93¦ 20.90¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.06.03 ¦03.02.03¦ 1.70 ¦ 99.900¦ 99.901¦ 99.901¦ 10.64¦ 0.04¦ 27009 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.02.03¦ 1.70 ¦ 99.898¦ 99.960¦ 99.960¦ 10.54¦ 11.23¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.02.03¦ 1.70 ¦ 99.900¦100.098¦100.098¦ 10.30¦ 2.67¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦06.02.03¦ 1.80 ¦100.076¦100.175¦100.175¦ 9.80¦ 9.82¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦07.02.03¦ 1.80 ¦100.101¦100.590¦100.590¦ 8.80¦ 17.62¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦17.09.03 ¦03.02.03¦ 1.30 ¦ 99.750¦ 99.800¦ 99.750¦ 10.78¦ 2.26¦ 27010 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.02.03¦ 1.30 ¦ 99.750¦ 99.850¦ 99.850¦ 10.74¦ 7.41¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.02.03¦ 1.30 ¦ 99.800¦100.100¦100.100¦ 10.37¦ 14.19¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦06.02.03¦ 1.40 ¦100.100¦100.249¦100.200¦ 10.04¦ 14.48¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦07.02.03¦ 1.40 ¦100.200¦100.700¦100.700¦ 9.20¦ 3.57¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦08.10.03 ¦03.02.03¦ 0.70 ¦ 99.770¦ 99.950¦ 99.770¦ 10.54¦ 0.23¦ 27011 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.02.03¦ 0.70 ¦ 99.400¦ 99.920¦ 99.849¦ 10.78¦ 10.91¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.02.03¦ 0.80 ¦ 99.301¦ 99.910¦ 99.650¦ 10.54¦ 1.52¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦06.02.03¦ 0.80 ¦100.090¦100.150¦100.150¦ 10.19¦ 1.30¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦07.02.03¦ 0.80 ¦100.150¦100.500¦100.500¦ 9.65¦ 10.87¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦19.11.03 ¦03.02.03¦ 2.10 ¦ 99.600¦ 99.800¦ 99.600¦ 10.74¦ 9.00¦ 27012 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.02.03¦ 2.10 ¦ 99.790¦ 99.790¦ 99.790¦ 10.52¦ 0.23¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.02.03¦ 2.10 ¦ 99.790¦ 99.850¦ 99.850¦ 10.54¦ 21.34¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦07.02.03¦ 2.20 ¦100.200¦100.500¦100.500¦ 9.51¦ 5.12¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦21.01.04 ¦03.02.03¦ 0.30 ¦ 99.016¦ 99.200¦ 99.160¦ 11.45¦ 6.06¦ 28001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.02.03¦ 0.40 ¦ 99.000¦ 99.200¦ 99.100¦ 11.38¦ 4.96¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.02.03¦ 0.40 ¦ 99.050¦ 99.500¦ 99.203¦ 11.27¦ 3.59¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦06.02.03¦ 0.40 ¦ 99.020¦100.100¦100.050¦ 10.43¦ 57.35¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦07.02.03¦ 0.40 ¦100.000¦100.275¦100.275¦ 10.15¦ 2.33¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.02.04 ¦03.02.03¦ 2.93 ¦101.000¦101.000¦101.000¦ 11.39¦ 9.65¦ 27015 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.02.03¦ 2.96 ¦100.090¦100.150¦100.090¦ 12.40¦ 5.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.02.03¦ 0.00 ¦101.000¦101.439¦101.439¦ 11.30¦ 66.78¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦07.02.03¦ 0.07 ¦102.000¦102.500¦102.000¦ 9.95¦ 9.73¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.03.04 ¦05.02.03¦ 8.96 ¦ 98.000¦ 98.500¦ 98.500¦ 11.76¦ 12.26¦ 26002 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦06.02.03¦ 8.99 ¦ 99.000¦ 99.280¦ 99.280¦ 10.77¦ 4.59¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦02.06.04 ¦04.02.03¦ 2.04 ¦100.750¦100.800¦100.780¦ 11.83¦ 77.99¦ 27013 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.02.03¦ 2.07 ¦100.800¦101.800¦101.620¦ 11.71¦ 121.09¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦06.02.03¦ 2.10 ¦101.515¦101.515¦101.515¦ 11.19¦ 14.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.08.04 ¦05.02.03¦ 0.00 ¦101.000¦101.300¦101.300¦ 11.58¦ 14.00¦ 27017 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦06.02.03¦ 0.03 ¦101.500¦102.000¦102.000¦ 11.09¦ 8.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.12.04 ¦04.02.03¦ 1.58 ¦100.550¦100.650¦100.550¦ 12.13¦ 32.33¦ 27014 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.02.03¦ 1.61 ¦100.750¦101.600¦101.600¦ 11.74¦ 85.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦06.02.03¦ 1.64 ¦102.000¦102.000¦102.000¦ 11.24¦ 0.02¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦07.02.03¦ 1.68 ¦102.800¦102.800¦102.800¦ 10.72¦ 5.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.03.05 ¦05.02.03¦ 8.96 ¦ 96.000¦ 96.000¦ 96.000¦ 12.24¦ 2.00¦ 26003 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦06.02.03¦ 8.99 ¦ 96.190¦ 96.190¦ 96.190¦ 12.13¦ 2.61¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦07.02.03¦ 9.01 ¦ 96.410¦ 96.850¦ 96.850¦ 11.86¦ 0.26¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦20.04.05 ¦04.02.03¦ 0.50 ¦101.600¦101.650¦101.650¦ 12.38¦ 12.28¦ 27021 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.02.03¦ 0.54 ¦102.490¦102.500¦102.500¦ 11.89¦ 11.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦06.02.03¦ 0.58 ¦103.200¦103.200¦103.200¦ 11.50¦ 5.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦07.02.03¦ 0.61 ¦103.500¦104.000¦104.000¦ 11.14¦ 7.20¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦14.09.05 ¦03.02.03¦ 1.80 ¦101.500¦101.500¦101.500¦ 12.39¦ 10.37¦ 27018 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.02.03¦ 1.84 ¦101.500¦101.600¦101.550¦ 12.35¦ 25.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.02.03¦ 1.88 ¦102.100¦102.400¦102.400¦ 11.99¦ 24.55¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦06.02.03¦ 1.92 ¦103.000¦103.000¦103.000¦ 11.65¦ 6.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦07.02.03¦ 1.96 ¦104.000¦104.000¦104.000¦ 11.17¦ 4.60¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.11.06 ¦03.02.03¦ 2.88 ¦ 98.651¦ 98.750¦ 98.695¦ 12.98¦ 77.55¦ 45001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.02.03¦ 2.92 ¦ 98.730¦ 98.800¦ 98.790¦ 12.95¦ 383.95¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.02.03¦ 2.95 ¦ 98.790¦ 98.985¦ 98.875¦ 12.59¦ 178.66¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦06.02.03¦ 2.99 ¦ 99.995¦100.185¦100.185¦ 12.37¦ 64.44¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦07.02.03¦ 3.03 ¦100.850¦101.500¦101.163¦ 12.00¦ 358.53¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦10.09.08 ¦03.02.03¦ 1.80 ¦ 96.243¦ 96.286¦ 96.250¦

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