БЮЛЛЕТЕНЬ ЦБ РФ от 29.11.2002 n 45 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 29 ноября 2002 г. N 45
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 153.526 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 ¦26.11.02¦96.700¦96.700¦96.700¦ 12.58 ¦ 0.01 ¦ 21161 ¦
+---------+--------+------+------+------+-------+-------+--------+
¦02.04.03 ¦25.11.02¦95.800¦95.830¦95.830¦ 12.46 ¦ 2.00 ¦ 21162 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦26.11.02¦95.860¦95.860¦95.860¦ 12.41 ¦ 3.50 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦27.11.02¦95.870¦95.920¦95.920¦ 12.36 ¦ 5.00 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦29.11.02¦96.000¦96.000¦96.000¦ 12.26 ¦ 10.40 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦23.04.03 ¦25.11.02¦95.220¦95.300¦95.300¦ 12.19 ¦ 15.21 ¦ 21163 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦27.11.02¦95.298¦95.298¦95.298¦ 12.25 ¦ 4.35 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦28.11.02¦95.320¦95.320¦95.320¦ 12.27 ¦ 1.24 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦29.11.02¦95.350¦95.350¦95.350¦ 12.28 ¦ 1.06 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦07.05.03 ¦25.11.02¦94.600¦94.750¦94.750¦ 12.55 ¦105.85 ¦ 21164 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦26.11.02¦94.800¦95.600¦94.800¦ 10.37 ¦ 0.73 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦27.11.02¦94.805¦95.600¦94.805¦ 11.16 ¦ 4.18 ¦ ¦
L---------+--------+------+------+------+-------+-------+---------
Торговля ОФЗ при суммарном объеме сделок за неделю 2259.187 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 ¦25.11.02¦ 0.90 ¦ 99.650¦ 99.720¦ 99.700¦ 12.64¦ 81.27¦ 27006 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦26.11.02¦ 0.90 ¦ 99.700¦ 99.750¦ 99.750¦ 12.48¦ 43.91¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.11.02¦ 1.00 ¦ 99.650¦ 99.710¦ 99.710¦ 12.31¦ 57.21¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.11.02¦ 1.00 ¦ 99.682¦ 99.700¦ 99.700¦ 12.48¦ 29.23¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦29.11.02¦ 1.00 ¦ 99.720¦ 99.750¦ 99.750¦ 12.46¦ 17.08¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦05.02.03 ¦25.11.02¦ 0.50 ¦ 99.600¦ 99.650¦ 99.600¦ 12.59¦ 35.22¦ 27007 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦26.11.02¦ 0.50 ¦ 99.630¦ 99.700¦ 99.670¦ 12.42¦ 28.16¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.11.02¦ 0.60 ¦ 99.625¦ 99.680¦ 99.680¦ 12.14¦ 16.02¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.11.02¦ 0.60 ¦ 99.645¦ 99.670¦ 99.650¦ 12.37¦ 29.41¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦29.11.02¦ 0.60 ¦ 99.700¦ 99.700¦ 99.700¦ 12.35¦ 4.96¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.03.03 ¦29.11.02¦ 7.10 ¦ 99.000¦ 99.010¦ 99.000¦ 13.23¦ 1.57¦ 26001 ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦21.05.03 ¦25.11.02¦ 0.10 ¦ 98.871¦ 98.950¦ 98.890¦ 13.06¦ 7.72¦ 27008 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦26.11.02¦ 0.20 ¦ 98.942¦ 98.990¦ 98.990¦ 12.72¦ 5.39¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.11.02¦ 0.20 ¦ 98.900¦ 99.000¦ 99.000¦ 12.89¦ 30.71¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.11.02¦ 0.20 ¦ 98.900¦ 98.950¦ 98.950¦ 12.97¦ 40.12¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦29.11.02¦ 0.20 ¦ 98.950¦ 98.950¦ 98.950¦ 13.03¦ 0.10¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.06.03 ¦25.11.02¦ 2.30 ¦ 98.750¦ 98.780¦ 98.750¦ 12.98¦ 0.76¦ 27009 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦26.11.02¦ 2.30 ¦ 98.750¦ 98.810¦ 98.800¦ 12.98¦ 7.86¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.11.02¦ 2.30 ¦ 98.800¦ 98.800¦ 98.800¦ 13.06¦ 5.38¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.11.02¦ 2.30 ¦ 98.500¦ 98.830¦ 98.825¦ 13.27¦ 6.53¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦29.11.02¦ 2.40 ¦ 98.750¦ 98.850¦ 98.850¦ 12.88¦ 0.50¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦17.09.03 ¦25.11.02¦ 1.90 ¦ 98.115¦ 98.140¦ 98.140¦ 13.04¦ 7.49¦ 27010 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦26.11.02¦ 1.90 ¦ 98.000¦ 98.150¦ 98.120¦ 13.11¦ 24.20¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.11.02¦ 1.90 ¦ 98.100¦ 98.140¦ 98.140¦ 13.15¦ 18.33¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.11.02¦ 2.00 ¦ 98.100¦ 98.105¦ 98.100¦ 13.07¦ 21.07¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦29.11.02¦ 2.00 ¦ 98.050¦ 98.050¦ 98.050¦ 13.20¦ 0.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦08.10.03 ¦25.11.02¦ 1.30 ¦ 98.000¦ 98.055¦ 98.050¦ 13.00¦ 8.20¦ 27011 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦26.11.02¦ 1.30 ¦ 97.400¦ 98.080¦ 97.860¦ 13.25¦ 1.31¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.11.02¦ 1.30 ¦ 97.950¦ 97.950¦ 97.950¦ 13.23¦ 0.03¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.11.02¦ 1.40 ¦ 97.930¦ 98.010¦ 98.010¦ 13.14¦ 5.13¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦29.11.02¦ 1.40 ¦ 97.910¦ 97.982¦ 97.980¦ 13.14¦ 4.50¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦19.11.03 ¦25.11.02¦ 0.10 ¦ 97.878¦ 97.900¦ 97.878¦ 12.79¦ 0.01¦ 27012 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦26.11.02¦ 0.20 ¦ 97.700¦ 97.898¦ 97.700¦ 12.94¦ 2.61¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.11.02¦ 0.20 ¦ 97.350¦ 97.498¦ 97.498¦ 13.37¦ 0.57¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.11.02¦ 0.20 ¦ 97.500¦ 97.500¦ 97.500¦ 13.26¦ 0.05¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦29.11.02¦ 0.20 ¦ 97.450¦ 97.450¦ 94.450¦ 13.37¦ 0.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦21.01.04 ¦25.11.02¦ 0.90 ¦ 97.000¦ 97.200¦ 97.200¦ 13.33¦ 4.17¦ 28001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦26.11.02¦ 0.90 ¦ 97.000¦ 97.330¦ 97.330¦ 13.22¦ 8.19¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.11.02¦ 1.00 ¦ 97.100¦ 97.330¦ 97.330¦ 13.35¦ 2.35¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.11.02¦ 1.00 ¦ 97.140¦ 98.000¦ 97.200¦ 13.27¦ 26.09¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦29.11.02¦ 1.00 ¦ 97.200¦ 97.200¦ 97.200¦ 13.32¦ 0.10¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.02.04 ¦25.11.02¦ 0.63 ¦ 99.170¦ 99.200¦ 99.170¦ 13.36¦ 6.90¦ 27015 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦26.11.02¦ 0.66 ¦ 99.185¦ 99.195¦ 99.195¦ 13.36¦ 6.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.11.02¦ 0.69 ¦ 99.150¦ 99.155¦ 99.155¦ 13.40¦ 26.90¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.11.02¦ 0.72 ¦ 99.200¦ 99.200¦ 99.200¦ 13.35¦ 10.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦29.11.02¦ 0.76 ¦ 99.200¦ 99.200¦ 99.200¦ 13.35¦ 9.97¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.03.04 ¦25.11.02¦ 6.99 ¦ 95.300¦ 95.300¦ 95.300¦ 14.07¦ 0.10¦ 26002 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦29.11.02¦ 7.10 ¦ 95.400¦ 95.400¦ 95.400¦ 14.01¦ 1.75¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦02.06.04 ¦25.11.02¦ 3.15 ¦ 98.980¦ 98.100¦ 98.980¦ 13.41¦ 2.60¦ 27013 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦26.11.02¦ 3.18 ¦ 99.050¦ 99.190¦ 99.190¦ 13.25¦ 14.90¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.11.02¦ 3.22 ¦ 99.040¦ 99.105¦ 99.100¦ 13.32¦ 26.60¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦29.11.02¦ 3.30 ¦ 99.100¦ 99.100¦ 99.100¦ 13.30¦ 2.50¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.08.04 ¦25.11.02¦ 0.63 ¦ 98.810¦ 98.860¦ 98.860¦ 13.38¦ 12.58¦ 27017 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦26.11.02¦ 0.66 ¦ 98.800¦ 98.860¦ 98.800¦ 13.42¦ 7.24¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.11.02¦ 0.69 ¦ 98.800¦ 98.870¦ 98.870¦ 13.39¦ 6.50¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦29.11.02¦ 0.76 ¦ 98.700¦ 98.900¦ 98.700¦ 13.38¦ 0.35¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.12.04 ¦25.11.02¦ 2.61 ¦ 98.800¦ 98.840¦ 98.800¦ 13.35¦ 9.74¦ 27014 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.11.02¦ 2.69 ¦ 98.809¦ 98.820¦ 98.809¦ 13.35¦ 7.22¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.11.02¦ 2.72 ¦ 98.850¦ 98.850¦ 98.850¦ 13.32¦ 4.49¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦29.11.02¦ 2.76 ¦ 98.850¦ 98.850¦ 98.850¦ 13.32¦ 0.73¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.03.05 ¦25.11.02¦ 6.99 ¦ 91.095¦ 91.095¦ 91.095¦ 14.75¦ 0.22¦ 26003 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.11.02¦ 7.04 ¦ 92.000¦ 92.000¦ 92.000¦ 14.24¦ 0.47¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.11.02¦ 7.07 ¦ 92.269¦ 92.270¦ 92.270¦ 14.10¦ 2.22¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦29.11.02¦ 7.10 ¦ 92.250¦ 92.270¦ 92.250¦ 14.10¦ 0.61¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦20.04.05 ¦25.11.02¦ 1.93 ¦ 99.800¦100.000¦ 99.800¦ 13.53¦ 1.58¦ 27021 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.11.02¦ 2.01 ¦100.000¦100.000¦100.000¦ 13.52¦ 6.13¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.11.02¦ 2.06 ¦100.010¦100.010¦100.010¦ 13.51¦ 7.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦14.09.05 ¦25.11.02¦ 2.61 ¦ 99.100¦ 99.300¦ 99.220¦ 13.64¦ 37.11¦ 27018 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦26.11.02¦ 2.65 ¦ 99.050¦ 99.430¦ 99.430¦ 13.54¦ 17.99¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.11.02¦ 2.69 ¦ 99.330¦ 99.400¦ 99.400¦ 13.55¦ 7.43¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+

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