Бюллетень цб рф от 15.12.2002 n 46 <итоги торговли гко, офз и обр>

ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 15 декабря 2002 г. N 46
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 463.167 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 ¦09.12.02¦97.100¦97.110¦97.100¦ 12.66 ¦ 22.00 ¦ 21161 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦10.12.02¦97.110¦97.110¦97.110¦ 12.78 ¦ 0.43 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦11.12.02¦97.200¦97.200¦97.200¦ 12.52 ¦ 5.00 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦15.12.02¦97.250¦97.339¦97.339¦ 12.62 ¦ 0.52 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦02.04.03 ¦10.12.02¦96.220¦96.220¦96.220¦ 12.69 ¦ 15.50 ¦ 21162 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦11.12.02¦96.321¦96.350¦96.350¦ 12.39 ¦ 6.40 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦15.12.02¦96.520¦96.520¦96.520¦ 12.19 ¦ 0.50 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦23.04.03 ¦10.12.02¦95.500¦95.500¦95.500¦ 12.84 ¦ 30.00 ¦ 21163 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦11.12.02¦95.530¦95.600¦95.600¦ 12.77 ¦ 29.30 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦07.05.03 ¦09.12.02¦95.100¦95.150¦95.100¦ 12.55 ¦ 0.20 ¦ 21164 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦15.12.02¦95.172¦95.172¦95.172¦ 12.95 ¦ 3.28 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦23.07.03 ¦09.12.02¦92.600¦92.623¦92.613¦ 12.89 ¦ 77.62 ¦ 21165 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦10.12.02¦92.634¦92.640¦92.634¦ 12.90 ¦113.15 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦11.12.02¦92.679¦92.757¦92.757¦ 12.78 ¦159.26 ¦ ¦
L---------+--------+------+------+------+-------+-------+---------
Торговля ОФЗ при суммарном объеме сделок за неделю 3079.421 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 ¦09.12.02¦ 1.30 ¦99.690¦99.740¦99.700¦ 12.81¦ 40.87¦ 27006 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦10.12.02¦ 1.30 ¦99.740¦99.772¦99.770¦ 12.67¦ 116.41¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦11.12.02¦ 1.30 ¦99.780¦99.850¦99.830¦ 12.43¦ 109.81¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦15.12.02¦ 1.50 ¦99.770¦99.830¦99.770¦ 12.00¦ 74.55¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦05.02.03 ¦09.12.02¦ 0.90 ¦99.659¦99.680¦99.660¦ 12.74¦ 20.19¦ 27007 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦10.12.02¦ 0.90 ¦99.700¦99.715¦99.709¦ 12.66¦ 33.63¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦11.12.02¦ 1.00 ¦99.680¦99.710¦99.680¦ 12.34¦ 23.68¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦15.12.02¦ 1.10 ¦99.680¦99.690¦99.680¦ 12.54¦ 32.19¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦15.03.03 ¦15.12.02¦ 7.53 ¦99.000¦99.000¦99.000¦ 13.87¦ 0.12¦ 26001 ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦21.05.03 ¦09.12.02¦ 0.50 ¦98.980¦99.010¦99.000¦ 12.99¦ 70.64¦ 27008 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦10.12.02¦ 0.50 ¦99.050¦99.080¦99.060¦ 12.92¦ 175.54¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦11.12.02¦ 0.60 ¦98.990¦99.090¦99.000¦ 12.69¦ 13.13¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦15.12.02¦ 0.70 ¦98.893¦98.904¦98.903¦ 13.26¦ 7.60¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦04.06.03 ¦09.12.02¦ 0.10 ¦98.869¦99.050¦98.990¦ 12.91¦ 50.89¦ 27009 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦10.12.02¦ 0.20 ¦98.851¦98.970¦98.851¦ 12.83¦ 8.34¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦11.12.02¦ 0.20 ¦98.900¦98.980¦98.979¦ 12.82¦ 131.16¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦15.12.02¦ 0.30 ¦98.950¦98.990¦98.950¦ 12.94¦ 10.00¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦20.08.03 ¦09.12.02¦ 0.63 ¦99.650¦99.650¦99.650¦ 13.12¦ 3.95¦ 27016 ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦17.09.03 ¦09.12.02¦ 2.30 ¦98.090¦98.150¦98.150¦ 13.11¦ 7.14¦ 27010 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦10.12.02¦ 2.30 ¦98.180¦98.200¦98.180¦ 13.09¦ 8.15¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦11.12.02¦ 2.30 ¦98.195¦98.310¦98.200¦ 13.02¦ 82.26¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦15.12.02¦ 2.40 ¦97.600¦98.260¦98.250¦ 13.25¦ 62.65¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦08.10.03 ¦09.12.02¦ 1.70 ¦98.000¦98.050¦98.000¦ 13.13¦ 16.99¦ 27011 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦10.12.02¦ 1.70 ¦97.900¦98.069¦98.069¦ 13.14¦ 47.02¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦11.12.02¦ 1.70 ¦98.020¦98.150¦98.150¦ 13.07¦ 83.70¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦15.12.02¦ 1.80 ¦97.802¦98.000¦97.850¦ 13.34¦ 0.53¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦19.11.03 ¦09.12.02¦ 0.50 ¦97.700¦97.720¦97.700¦ 13.09¦ 6.56¦ 27012 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦10.12.02¦ 0.50 ¦97.769¦97.800¦97.770¦ 13.04¦ 7.20¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦11.12.02¦ 0.60 ¦97.799¦97.800¦97.800¦ 12.93¦ 70.74¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦15.12.02¦ 0.70 ¦97.750¦97.800¦97.750¦ 13.03¦ 5.38¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦21.01.04 ¦09.12.02¦ 1.30 ¦97.000¦97.280¦97.180¦ 13.38¦ 2.30¦ 28001 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦10.12.02¦ 1.30 ¦97.200¦97.250¦97.245¦ 13.35¦ 50.42¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦11.12.02¦ 1.30 ¦97.000¦97.500¦97.320¦ 13.15¦ 101.62¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦15.12.02¦ 1.50 ¦97.150¦97.200¦97.195¦ 13.37¦ 18.30¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦04.02.04 ¦09.12.02¦ 1.09 ¦99.150¦99.280¦99.180¦ 13.42¦ 14.49¦ 27015 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦10.12.02¦ 1.12 ¦99.130¦99.180¦99.180¦ 13.39¦ 152.14¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦11.12.02¦ 1.15 ¦99.170¦99.250¦99.249¦ 13.33¦ 403.88¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦15.12.02¦ 1.28 ¦99.220¦99.240¦99.230¦ 13.35¦ 34.50¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦15.03.04 ¦10.12.02¦ 7.40 ¦95.900¦95.900¦95.900¦ 13.63¦ 2.00¦ 26002 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦11.12.02¦ 7.43 ¦96.000¦96.000¦96.000¦ 13.55¦ 19.60¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦02.06.04 ¦09.12.02¦ 0.16 ¦99.050¦99.070¦99.050¦ 13.33¦ 1.98¦ 27013 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦10.12.02¦ 0.20 ¦99.000¦99.000¦99.000¦ 13.37¦ 15.10¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦11.12.02¦ 0.23 ¦98.983¦99.060¦99.035¦ 13.34¦ 10.55¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦15.12.02¦ 0.36 ¦99.000¦99.000¦99.000¦ 13.38¦ 22.00¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦04.08.04 ¦09.12.02¦ 1.09 ¦98.700¦98.700¦98.700¦ 13.51¦ 2.00¦ 27017 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦10.12.02¦ 1.12 ¦98.700¦98.750¦98.750¦ 13.50¦ 9.04¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦11.12.02¦ 1.15 ¦98.755¦98.760¦98.760¦ 13.47¦ 29.00¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦15.12.02¦ 1.28 ¦98.750¦98.750¦98.750¦ 13.48¦ 10.00¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦15.12.04 ¦09.12.02¦ 3.15 ¦98.780¦98.880¦98.880¦ 13.33¦ 0.70¦ 27014 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦10.12.02¦ 3.18 ¦98.700¦98.700¦98.700¦ 13.39¦ 0.53¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦15.12.02¦ 3.38 ¦98.600¦98.600¦98.600¦ 13.44¦ 1.45¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦15.03.05 ¦09.12.02¦ 7.37 ¦92.500¦92.950¦92.950¦ 13.91¦ 0.23¦ 26003 ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦20.04.05 ¦09.12.02¦ 2.51 ¦99.950¦99.999¦99.999¦ 13.49¦ 10.00¦ 27021 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦11.12.02¦ 2.59 ¦99.988¦99.992¦99.992¦ 13.48¦ 0.00¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦15.12.02¦ 2.75 ¦99.900¦99.900¦99.900¦ 13.52¦ 0.22¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦14.09.05 ¦09.12.02¦ 3.15 ¦99.200¦99.410¦99.310¦ 13.57¦ 3.43¦ 27018 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦10.12.02¦ 3.18 ¦99.313¦99.385¦99.385¦ 13.55¦ 1.85¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦11.12.02¦ 3.22 ¦99.350¦99.420¦99.420¦ 13.52¦ 1.84¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦15.11.06 ¦09.12.02¦ 0.73 ¦96.750¦97.155¦96.850¦ 13.92¦ 168.97¦ 45001 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦10.12.02¦ 0.77 ¦96.800¦96.949¦96.849¦ 13.91¦ 551.05¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦11.12.02¦ 0.81 ¦96.800¦96.849¦96.800¦ 13.92¦ 14.57¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦15.12.02¦ 0.96 ¦96.701¦96.811¦96.811¦ 13.92¦ 50.30¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦10.09.08 ¦09.12.02¦ 3.37 ¦93.700¦93.980¦93.749¦ 13.84¦ 6.19¦ 46001 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦10.12.02¦ 3.41 ¦93.700¦93.900¦93.850¦ 13.85¦ 45.93¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦11.12.02¦ 3.45 ¦93.810¦93.894¦93.820¦ 13.87¦ 2.26¦ ¦
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 ¦ 347 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 24.11.2003 ¦ 344 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2003 ¦ 90 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2003 ¦ 90 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2003 ¦ 90 ¦ 10.00 ¦ 100.00

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