БЮЛЛЕТЕНЬ ЦБ РФ от 18.10.2002 n 40 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 18 октября 2002 г. N 40
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 127.426 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.)¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦06.11.02 ¦14.10.02¦99.200¦99.200¦99.200¦ 12.80 ¦ 19.92 ¦ 21159 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦15.10.02¦99.300¦99.375¦99.300¦ 11.54 ¦ 23.12 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦16.10.02¦99.371¦99.400¦99.371¦ 11.00 ¦ 3.20 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦18.10.02¦99.400¦99.400¦99.400¦ 11.60 ¦ 28.58 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦20.11.02 ¦14.10.02¦98.848¦98.855¦98.850¦ 11.46 ¦ 7.79 ¦ 21160 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦15.10.02¦98.875¦98.886¦98.885¦ 11.44 ¦ 10.10 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦16.10.02¦98.980¦99.040¦99.040¦ 10.45 ¦ 20.64 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦17.10.02¦99.000¦99.000¦99.000¦ 10.84 ¦ 7.09 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦18.10.02¦99.095¦99.095¦99.095¦ 10.10 ¦ 0.42 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦05.03.03 ¦14.10.02¦95.150¦95.150¦95.150¦ 13.10 ¦ 0.11 ¦ 21161 ¦
+---------+--------+------+------+------+-------+-------+--------+
¦02.04.03 ¦14.10.02¦94.165¦94.165¦94.165¦ 13.30 ¦ 2.20 ¦ 21162 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦15.10.02¦94.249¦94.250¦94.249¦ 13.18 ¦ 3.25 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦18.10.02¦95.000¦95.000¦95.000¦ 11.57 ¦ 1.00 ¦ ¦
L---------+--------+------+------+------+-------+-------+---------
Торговля ОФЗ при суммарном объеме сделок за неделю 4234.773 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.) ¦ ¦ ¦ ¦ ¦ ¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦22.10.03 ¦14.10.02¦ 2.30 ¦99.181¦99.225¦99.225¦ 13.43¦ 31.78¦ 27006 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦15.10.02¦ 2.30 ¦99.220¦99.300¦99.280¦ 13.38¦ 58.53¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦16.10.02¦ 2.30 ¦99.250¦99.350¦99.274¦ 13.47¦ 46.13¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦17.10.02¦ 2.30 ¦99.250¦99.350¦99.350¦ 13.37¦ 14.81¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦18.10.02¦ 2.40 ¦99.250¦99.300¦99.273¦ 13.35¦ 16.99¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦05.02.03 ¦14.10.02¦ 1.90 ¦99.071¦99.205¦99.170¦ 13.15¦ 20.31¦ 27007 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦15.10.02¦ 1.90 ¦99.170¦99.200¦99.170¦ 13.37¦ 10.96¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦16.10.02¦ 1.90 ¦99.150¦99.250¦99.201¦ 13.40¦ 40.18¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦17.10.02¦ 2.00 ¦99.150¦99.200¦99.160¦ 13.17¦ 2.06¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦18.10.02¦ 2.00 ¦99.160¦99.180¦99.160¦ 13.44¦ 17.68¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦21.05.03 ¦14.10.02¦ 1.50 ¦98.010¦98.199¦98.199¦ 13.92¦ 6.88¦ 27008 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦15.10.02¦ 1.50 ¦98.187¦98.200¦98.189¦ 13.90¦ 34.05¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦16.10.02¦ 1.50 ¦98.180¦98.200¦98.180¦ 13.97¦ 29.08¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦17.10.02¦ 1.60 ¦98.156¦98.250¦98.250¦ 13.80¦ 17.43¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦18.10.02¦ 1.60 ¦98.160¦98.212¦98.200¦ 13.91¦ 68.34¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦04.06.03 ¦15.10.02¦ 1.10 ¦98.045¦98.100¦98.060¦ 13.96¦ 16.86¦ 27009 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦16.10.02¦ 1.20 ¦98.022¦98.089¦98.070¦ 13.88¦ 14.83¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦17.10.02¦ 1.20 ¦98.045¦98.100¦98.050¦ 13.93¦ 3.14¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦18.10.02¦ 1.20 ¦98.000¦98.080¦98.080¦ 14.03¦ 13.90¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦17.09.03 ¦14.10.02¦ 0.70 ¦96.900¦97.160¦97.160¦ 14.19¦ 1.20¦ 27010 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦15.10.02¦ 0.70 ¦97.100¦97.200¦97.200¦ 14.03¦ 16.22¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦16.10.02¦ 0.80 ¦97.150¦97.194¦97.190¦ 13.96¦ 6.10¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦17.10.02¦ 0.80 ¦97.100¦97.300¦97.101¦ 14.11¦ 2.92¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦18.10.02¦ 0.80 ¦97.100¦97.162¦97.150¦ 14.10¦ 47.38¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦08.10.03 ¦14.10.02¦ 0.10 ¦96.865¦96.960¦96.960¦ 14.12¦ 28.44¦ 27011 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦15.10.02¦ 0.20 ¦96.910¦96.970¦96.970¦ 14.05¦ 20.78¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦16.10.02¦ 0.20 ¦96.950¦96.990¦96.950¦ 14.07¦ 7.30¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦17.10.02¦ 0.20 ¦96.950¦97.000¦97.000¦ 14.08¦ 3.39¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦18.10.02¦ 0.20 ¦96.960¦97.050¦97.000¦ 14.08¦ 35.84¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦19.11.03 ¦14.10.02¦ 4.00 ¦96.200¦96.271¦96.270¦ 14.23¦ 32.84¦ 27012 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦15.10.02¦ 4.00 ¦96.270¦96.450¦96.350¦ 14.18¦ 5.13¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦16.10.02¦ 4.00 ¦96.400¦96.400¦96.400¦ 14.17¦ 9.51¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦17.10.02¦ 4.10 ¦96.300¦96.300¦96.300¦ 14.21¦ 0.00¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦18.10.02¦ 4.10 ¦96.350¦96.350¦96.350¦ 14.19¦ 0.14¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦21.01.04 ¦14.10.02¦ 2.30 ¦95.600¦95.750¦95.750¦ 14.46¦ 25.67¦ 28001 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦15.10.02¦ 2.30 ¦95.713¦95.999¦95.890¦ 14.22¦ 2.65¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦16.10.02¦ 2.30 ¦95.570¦95.570¦95.570¦ 14.65¦ 0.05¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦17.10.02¦ 2.30 ¦95.850¦96.000¦96.000¦ 14.27¦ 6.03¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦18.10.02¦ 2.40 ¦95.800¦95.800¦95.800¦ 14.40¦ 0.03¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦04.02.04 ¦14.10.02¦ 2.61 ¦97.850¦97.975¦97.975¦ 14.57¦ 130.49¦ 27015 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦15.10.02¦ 2.65 ¦98.000¦98.000¦98.000¦ 14.52¦ 152.93¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦16.10.02¦ 2.69 ¦98.200¦98.230¦98.230¦ 14.31¦ 8.28¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦17.10.02¦ 2.72 ¦98.250¦98.300¦98.300¦ 14.25¦ 15.88¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦18.10.02¦ 2.76 ¦98.290¦98.300¦98.300¦ 14.24¦ 0.00¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦15.03.04 ¦14.10.02¦ 5.84 ¦94.502¦94.502¦94.502¦ 14.42¦ 0.00¦ 26002 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦15.10.02¦ 5.86 ¦94.000¦94.000¦94.000¦ 14.86¦ 0.00¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦16.10.02¦ 5.89 ¦94.100¦94.100¦94.100¦ 14.78¦ 0.00¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦02.06.04 ¦14.10.02¦ 1.53 ¦97.360¦97.360¦97.360¦ 14.77¦ 0.29¦ 27013 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦15.10.02¦ 1.57 ¦97.200¦97.550¦97.550¦ 14.83¦ 3.02¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦16.10.02¦ 1.61 ¦97.380¦97.450¦97.401¦ 14.74¦ 10.68¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦17.10.02¦ 1.65 ¦97.380¦97.550¦97.500¦ 14.63¦ 16.84¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦18.10.02¦ 1.69 ¦97.790¦97.790¦97.790¦ 14.43¦ 0.00¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦04.08.04 ¦14.10.02¦ 2.61 ¦96.900¦97.100¦97.100¦ 14.68¦ 1.26¦ 27017 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦17.10.02¦ 2.72 ¦97.125¦97.125¦97.125¦ 14.64¦ 2.00¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦18.10.02¦ 2.76 ¦97.122¦97.122¦97.122¦ 14.64¦ 4.04¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦15.12.04 ¦14.10.02¦ 1.00 ¦96.375¦96.400¦96.375¦ 14.92¦ 2.26¦ 27014 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦15.10.02¦ 1.04 ¦96.300¦96.350¦96.350¦ 14.93¦ 2.58¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦16.10.02¦ 1.07 ¦96.330¦96.440¦96.440¦ 14.90¦ 39.32¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦17.10.02¦ 1.11 ¦96.500¦96.600¦96.575¦ 14.80¦ 24.30¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦18.10.02¦ 1.15 ¦96.590¦96.645¦96.645¦ 14.78¦ 25.35¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦15.03.05 ¦14.10.02¦ 5.84 ¦88.950¦89.000¦89.000¦ 15.72¦ 9.20¦ 26003 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦15.10.02¦ 5.86 ¦89.070¦89.500¦89.500¦ 15.44¦ 17.50¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦16.10.02¦ 5.89 ¦89.201¦89.700¦89.700¦ 15.36¦ 4.04¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦17.10.02¦ 5.92 ¦89.898¦89.900¦89.900¦ 15.22¦ 10.55¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦18.10.02¦ 5.95 ¦89.500¦89.500¦89.500¦ 15.45¦ 0.00¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦20.04.05 ¦14.10.02¦ 0.21 ¦97.640¦97.750¦97.749¦ 14.87¦ 31.10¦ 27021 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦15.10.02¦ 0.25 ¦97.800¦97.820¦97.820¦ 14.82¦ 15.00¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦16.10.02¦ 0.29 ¦97.850¦98.100¦98.090¦ 14.73¦ 26.83¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦17.10.02¦ 0.33 ¦97.970¦97.990¦97.970¦ 14.72¦ 5.50¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦18.10.02¦ 0.37 ¦98.000¦98.049¦98.049¦ 14.70¦ 9.31¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦14.09.05 ¦14.10.02¦ 1.00 ¦95.980¦96.100¦96.100¦ 15.22¦ 6.09¦ 27018 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦15.10.02¦ 1.04 ¦96.100¦96.200¦96.200¦ 15.14¦ 27.75¦ ¦
¦

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