БЮЛЛЕТЕНЬ ЦБ РФ от 17.01.2003 n 2 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 17 января 2003 г. N 2
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 201.792 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 ¦16.01.03¦98.560¦98.700¦98.700¦ 10.22 ¦ 23.00 ¦ 21161 ¦
¦ +--------+------+------+------+-------+-------+--------+
¦ ¦17.01.03¦98.800¦98.805¦98.805¦ 9.40 ¦ 36.00 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦23.04.03 ¦14.01.03¦97.200¦97.350¦97.350¦ 10.20 ¦ 9.05 ¦ 21163 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦16.01.03¦97.260¦97.335¦97.335¦ 10.39 ¦ 17.50 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦07.05.03 ¦14.01.03¦96.900¦97.000¦96.900¦ 10.33 ¦ 6.03 ¦ 21164 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦16.01.03¦96.930¦97.000¦97.000¦ 10.23 ¦ 7.89 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦23.07.03 ¦13.01.03¦94.500¦94.600¦94.600¦ 10.95 ¦ 5.68 ¦ 21165 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦14.01.03¦94.670¦94.880¦94.880¦ 10.52 ¦ 45.55 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦15.01.03¦94.950¦94.965¦94.965¦ 10.24 ¦ 5.28 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦16.01.03¦94.800¦94.970¦94.970¦ 10.43 ¦ 24.90 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦17.01.03¦94.950¦95.100¦95.085¦ 10.18 ¦ 20.91 ¦ ¦
L---------+--------+------+------+------+-------+-------+---------
Торговля ОФЗ при суммарном объеме сделок за неделю 2207.402 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.) ¦ ¦ ¦ ¦ ¦ ¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦22.01.03 ¦13.01.03¦ 2.30 ¦ 99.990¦100.000¦100.000¦ 8.33¦ 13.44¦ 27006 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.01.03¦ 2.30 ¦ 99.987¦100.040¦100.040¦ 9.03¦ 12.84¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦15.01.03¦ 2.30 ¦100.040¦100.045¦100.045¦ 8.43¦ 10.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦16.01.03¦ 2.30 ¦ 99.990¦100.045¦100.045¦ 10.17¦ 17.77¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦05.02.03 ¦13.01.03¦ 1.90 ¦100.051¦100.100¦100.051¦ 8.12¦ 1.59¦ 27007 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.01.03¦ 1.90 ¦100.030¦100.090¦100.090¦ 8.80¦ 23.56¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦16.01.03¦ 2.00 ¦ 99.950¦100.000¦ 99.951¦ 10.30¦ 0.77¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦17.01.03¦ 2.00 ¦100.100¦100.100¦100.100¦ 7.80¦ 1.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.03.03 ¦14.01.03¦ 8.36 ¦ 99.938¦ 99.990¦ 99.988¦ 9.69¦ 11.23¦ 26001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦17.01.03¦ 8.44 ¦ 99.930¦ 99.930¦ 99.930¦ 10.04¦ 0.05¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦21.05.03 ¦13.01.03¦ 1.50 ¦ 99.790¦ 99.800¦ 99.791¦ 11.00¦ 7.09¦ 27008 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.01.03¦ 1.50 ¦ 99.800¦ 99.878¦ 99.830¦ 10.98¦ 14.80¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦15.01.03¦ 1.50 ¦ 99.800¦ 99.850¦ 99.850¦ 11.02¦ 1.21¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦16.01.03¦ 1.60 ¦ 99.700¦ 99.810¦ 99.700¦ 11.22¦ 0.67¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦17.01.03¦ 1.60 ¦ 99.750¦ 99.850¦ 99.790¦ 11.06¦ 28.74¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.06.03 ¦13.01.03¦ 1.10 ¦ 99.700¦ 99.895¦ 99.700¦ 11.06¦ 0.55¦ 27009 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.01.03¦ 1.10 ¦ 99.750¦ 99.797¦ 99.791¦ 11.11¦ 43.04¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦15.01.03¦ 1.20 ¦ 99.790¦ 99.790¦ 99.790¦ 10.86¦ 1.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦16.01.03¦ 1.20 ¦ 99.400¦ 99.550¦ 99.550¦ 12.05¦ 0.11¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦17.01.03¦ 1.20 ¦ 99.798¦ 99.880¦ 99.880¦ 10.91¦ 11.98¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦17.09.03 ¦13.01.03¦ 0.70 ¦ 99.300¦ 99.400¦ 99.400¦ 11.46¦ 5.66¦ 27010 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.01.03¦ 0.70 ¦ 99.053¦ 99.390¦ 99.390¦ 11.65¦ 48.28¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦15.01.03¦ 0.80 ¦ 99.398¦ 99.400¦ 99.400¦ 11.36¦ 23.04¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦16.01.03¦ 0.80 ¦ 99.100¦ 99.300¦ 99.300¦ 11.87¦ 0.61¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦17.01.03¦ 0.80 ¦ 99.250¦ 99.420¦ 99.380¦ 11.50¦ 46.90¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦08.10.03 ¦13.01.03¦ 0.10 ¦ 99.011¦ 99.260¦ 99.260¦ 11.68¦ 0.73¦ 27011 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.01.03¦ 0.20 ¦ 99.050¦ 99.215¦ 99.213¦ 11.60¦ 48.10¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦15.01.03¦ 0.20 ¦ 99.275¦ 99.350¦ 99.348¦ 11.45¦ 12.87¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦16.01.03¦ 0.20 ¦ 99.050¦ 99.275¦ 99.275¦ 11.80¦ 3.02¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦17.01.03¦ 0.20 ¦ 99.300¦ 99.325¦ 99.325¦ 11.57¦ 56.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦19.11.03 ¦16.01.03¦ 1.60 ¦ 98.898¦ 99.000¦ 99.000¦ 11.65¦ 49.85¦ 27012 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦17.01.03¦ 1.60 ¦ 98.900¦ 98.930¦ 98.930¦ 11.70¦ 3.68¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦21.01.04 ¦13.01.03¦ 2.30 ¦ 98.660¦ 98.700¦ 98.700¦ 11.84¦ 3.57¦ 28001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.01.03¦ 2.30 ¦ 98.050¦ 98.698¦ 98.698¦ 11.95¦ 4.98¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦15.01.03¦ 2.30 ¦ 98.711¦ 98.850¦ 98.850¦ 11.80¦ 36.47¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦17.01.03¦ 2.40 ¦ 98.900¦ 98.900¦ 98.900¦ 11.63¦ 10.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.02.04 ¦13.01.03¦ 2.24 ¦ 99.601¦101.251¦100.300¦ 12.01¦ 50.22¦ 27015 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.01.03¦ 2.27 ¦100.250¦100.350¦100.350¦ 12.21¦ 14.67¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦15.01.03¦ 2.30 ¦100.301¦100.301¦100.301¦ 12.21¦ 3.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦17.01.03¦ 2.37 ¦100.300¦101.500¦100.500¦ 12.19¦ 0.62¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.03.04 ¦13.01.03¦ 8.33 ¦ 97.000¦ 97.000¦ 97.000¦ 12.84¦ 0.02¦ 26002 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦16.01.03¦ 8.41 ¦ 97.000¦ 97.000¦ 97.000¦ 12.86¦ 2.65¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦17.01.03¦ 8.44 ¦ 97.300¦ 97.300¦ 97.300¦ 12.57¦ 2.65¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦02.06.04 ¦13.01.03¦ 1.32 ¦100.100¦100.100¦100.100¦ 12.46¦ 1.31¦ 27013 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.01.03¦ 1.35 ¦100.000¦100.200¦100.200¦ 12.44¦ 58.01¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦15.01.03¦ 1.38 ¦100.100¦100.250¦100.111¦ 12.42¦ 14.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦16.01.03¦ 1.41 ¦100.000¦100.100¦100.100¦ 12.47¦ 2.28¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦17.01.03¦ 1.45 ¦100.250¦100.300¦100.300¦ 12.32¦ 4.60¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.08.04 ¦13.01.03¦ 2.24 ¦ 99.670¦ 99.700¦ 99.700¦ 12.80¦ 11.77¦ 27017 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.01.03¦ 2.27 ¦ 99.770¦ 99.770¦ 99.770¦ 12.73¦ 2.10¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦15.01.03¦ 2.30 ¦ 99.950¦100.050¦100.050¦ 12.55¦ 30.50¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦16.01.03¦ 2.33 ¦ 99.900¦100.070¦100.070¦ 12.52¦ 32.24¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦17.01.03¦ 2.37 ¦ 99.990¦100.280¦100.250¦ 12.35¦ 20.42¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.12.04 ¦14.01.03¦ 0.89 ¦ 99.990¦100.000¦100.000¦ 12.55¦ 8.91¦ 27014 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦15.01.03¦ 0.92 ¦ 99.980¦100.020¦100.020¦ 12.54¦ 53.08¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦16.01.03¦ 0.95 ¦ 99.950¦100.050¦100.050¦ 12.55¦ 33.25¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.03.05 ¦14.01.03¦ 8.36 ¦ 94.090¦ 94.390¦ 94.390¦ 13.21¦ 8.09¦ 26003 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦15.01.03¦ 8.38 ¦ 94.300¦ 94.480¦ 94.480¦ 13.07¦ 46.35¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦17.01.03¦ 8.44 ¦ 94.624¦ 94.800¦ 94.800¦ 12.91¦ 8.10¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦14.09.05 ¦13.01.03¦ 1.00 ¦100.500¦100.500¦100.500¦ 12.93¦ 0.39¦ 27018 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.01.03¦ 1.04 ¦100.500¦100.700¦100.700¦ 12.83¦ 13.36¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦15.01.03¦ 1.07 ¦100.500¦100.650¦100.580¦ 12.88¦ 25.72¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦16.01.03¦ 1.11 ¦100.550¦100.600¦100.600¦ 12.87¦ 5.40¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦17.01.03¦ 1.15 ¦100.750¦100.800¦100.800¦ 12.77¦ 24.46¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.11.06 ¦13.01.03¦ 2.07 ¦ 98.220¦ 98.270¦ 98.221¦ 13.22¦ 178.88¦ 45001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.01.03¦ 2.11 ¦ 98.200¦ 98.255¦ 98.200¦ 13.23¦ 88.19¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦15.01.03¦ 2.15 ¦ 98.180¦ 98.238¦ 98.200¦ 13.24¦ 53.63¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦16.01.03¦ 2.19 ¦ 98.150¦ 98.179¦ 98.150¦ 13.26¦ 55.10¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦17.01.03¦ 2.22 ¦ 98.250¦ 99.150¦ 98.275¦ 13.18¦ 55.36¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦10.09.08 ¦13.01.03¦ 1.00 ¦ 95.500¦ 95.523¦ 95.520¦ 13.26¦ 175.27¦ 46001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.01.03¦ 1.04 ¦ 95.450¦ 95.600¦ 95.560¦ 13.24¦ 229.52¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+

ОФИЦИАЛЬНОЕ СООБЩЕНИЕ ЦБ РФ от 17.01.2003 <ОБ АУКЦИОНАХ ПО РАЗМЕЩЕНИЮ ОБЛИГАЦИЙ ФЕДЕРАЛЬНОГО ЗАЙМА С ФИКСИРОВАННЫМ КУПОННЫМ ДОХОДОМ ДОПОЛНИТЕЛЬНОГО ВЫПУСКА n 27021rmfs И ОБЛИГАЦИЙ ФЕДЕРАЛЬНОГО ЗАЙМА С АМОРТИЗАЦИЕЙ ДОЛГА ДОПОЛНИТЕЛЬНОГО ВЫПУСКА n 46001rmfs>  »
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