БЮЛЛЕТЕНЬ ЦБ РФ от 04.10.2002 n 38 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 4 октября 2002 г. N 38
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 916.143 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 ¦30.09.02¦98.620¦98.725¦98.725¦ 12.98 ¦ 43.00 ¦ 21159 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦01.10.02¦98.760¦98.788¦98.785¦ 12.48 ¦183.07 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦02.10.02¦98.800¦98.825¦98.825¦ 12.48 ¦186.61 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦03.10.02¦98.850¦98.856¦98.856¦ 12.47 ¦ 51.12 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦04.10.02¦98.909¦98.909¦98.909¦ 12.20 ¦ 44.86 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦20.11.02 ¦30.09.02¦98.150¦98.235¦98.228¦ 13.23 ¦ 9.10 ¦ 21160 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦01.10.02¦98.265¦98.280¦98.280¦ 12.81 ¦ 39.64 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦02.10.02¦98.300¦98.315¦98.310¦ 12.84 ¦167.88 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦03.10.02¦98.350¦98.400¦98.390¦ 12.60 ¦122.52 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦04.10.02¦98.452¦98.480¦98.480¦ 12.03 ¦ 5.07 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦05.03.03 ¦02.10.02¦94.660¦94.670¦94.660¦ 13.36 ¦ 2.51 ¦ 21161 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦03.10.02¦94.700¦94.830¦94.830¦ 13.25 ¦ 7.18 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦04.10.02¦94.780¦94.781¦94.781¦ 13.23 ¦ 31.66 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦02.04.03 ¦30.09.02¦93.570¦93.590¦93.570¦ 13.60 ¦ 3.00 ¦ 21162 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦01.10.02¦93.650¦93.650¦93.650¦ 13.52 ¦ 3.00 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦02.10.02¦93.670¦93.670¦93.670¦ 13.55 ¦ 2.10 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦03.10.02¦93.750¦93.750¦93.750¦ 13.44 ¦ 3.73 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦04.10.02¦93.800¦93.820¦93.800¦ 13.40 ¦ 10.11 ¦ ¦
L---------+--------+------+------+------+-------+-------+---------
Торговля ОФЗ при суммарном объеме сделок за неделю 3652.009 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.) ¦ ¦ ¦ ¦ ¦ ¦ ¦
+---------+--------+------+------+-------+-------+------+-------+--------+
¦09.10.02 ¦30.09.02¦ 2.30¦99.892¦ 99.975¦ 99.892¦ 12.04¦ 45.67¦ 27005 ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦01.10.02¦ 2.30¦99.925¦ 99.935¦ 99.930¦ 12.79¦ 136.61¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦02.10.02¦ 2.30¦99.940¦ 99.971¦ 99.971¦ 12.60¦ 52.48¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦03.10.02¦ 2.30¦99.997¦100.030¦100.030¦ 12.62¦ 123.50¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦04.10.02¦ 2.40¦99.999¦100.000¦100.000¦ 7.39¦ 48.40¦ ¦
+---------+--------+------+------+-------+-------+------+-------+--------+
¦22.01.03 ¦30.09.02¦ 1.90¦99.000¦ 99.080¦ 99.010¦ 13.72¦ 14.91¦ 27006 ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦01.10.02¦ 1.90¦99.086¦ 99.110¦ 99.110¦ 13.70¦ 6.60¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦02.10.02¦ 1.90¦99.100¦ 99.150¦ 99.150¦ 13.68¦ 0.81¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦03.10.02¦ 2.00¦99.120¦ 99.270¦ 99.270¦ 13.02¦ 3.29¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦04.10.02¦ 2.00¦98.494¦ 99.270¦ 99.239¦ 13.10¦ 6.36¦ ¦
+---------+--------+------+------+-------+-------+------+-------+--------+
¦05.02.03 ¦30.09.02¦ 1.50¦98.900¦ 99.249¦ 98.950¦ 13.56¦ 2.45¦ 27007 ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦01.10.02¦ 1.50¦98.990¦ 99.060¦ 99.060¦ 13.68¦ 16.27¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦02.10.02¦ 1.50¦99.000¦ 99.020¦ 99.020¦ 13.72¦ 0.09¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦03.10.02¦ 1.60¦99.010¦ 99.090¦ 99.090¦ 13.32¦ 21.51¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦04.10.02¦ 1.60¦98.750¦ 99.100¦ 99.100¦ 13.55¦ 0.95¦ ¦
+---------+--------+------+------+-------+-------+------+-------+--------+
¦15.03.03 ¦30.09.02¦ 5.45¦98.446¦ 98.446¦ 98.446¦ 13.37¦ 0.31¦ 26001 ¦
+---------+--------+------+------+-------+-------+------+-------+--------+
¦21.05.03 ¦30.09.02¦ 1.10¦98.150¦ 98.249¦ 98.240¦ 13.62¦ 8.42¦ 27008 ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦01.10.02¦ 1.10¦98.000¦ 98.209¦ 98.209¦ 13.73¦ 17.25¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦02.10.02¦ 1.20¦98.150¦ 98.200¦ 98.200¦ 13.59¦ 10.00¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦03.10.02¦ 1.20¦98.200¦ 98.240¦ 98.240¦ 13.62¦ 29.44¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦04.10.02¦ 1.20¦98.220¦ 98.300¦ 98.300¦ 13.58¦ 3.04¦ ¦
+---------+--------+------+------+-------+-------+------+-------+--------+
¦04.06.03 ¦30.09.02¦ 0.70¦98.036¦ 98.099¦ 98.037¦ 13.78¦ 3.17¦ 27009 ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦01.10.02¦ 0.70¦98.086¦ 98.199¦ 98.150¦ 13.63¦ 4.56¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦02.10.02¦ 0.80¦98.000¦ 98.000¦ 98.000¦ 13.79¦ 0.00¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦03.10.02¦ 0.80¦98.000¦ 98.080¦ 98.080¦ 13.73¦ 7.20¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦04.10.02¦ 0.80¦98.090¦ 98.090¦ 98.090¦ 13.75¦ 0.03¦ ¦
+---------+--------+------+------+-------+-------+------+-------+--------+
¦20.08.03 ¦30.09.02¦ 1.64¦99.307¦ 99.433¦ 99.433¦ 13.87¦ 0.08¦ 27016 ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦04.10.02¦ 1.81¦99.350¦ 99.350¦ 99.350¦ 13.92¦ 0.94¦ ¦
+---------+--------+------+------+-------+-------+------+-------+--------+
¦17.09.03 ¦30.09.02¦ 0.30¦96.910¦ 97.099¦ 97.000¦ 14.12¦ 2.49¦ 27010 ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦01.10.02¦ 0.40¦96.950¦ 97.050¦ 97.000¦ 14.04¦ 3.11¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦02.10.02¦ 0.40¦97.020¦ 97.050¦ 97.050¦ 14.04¦ 13.93¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦03.10.02¦ 0.40¦96.980¦ 97.070¦ 97.070¦ 14.06¦ 19.62¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦04.10.02¦ 0.40¦97.000¦ 97.160¦ 97.160¦ 13.98¦ 3.63¦ ¦
+---------+--------+------+------+-------+-------+------+-------+--------+
¦08.10.03 ¦30.09.02¦ 2.30¦96.300¦ 96.449¦ 96.320¦ 14.62¦ 4.42¦ 27011 ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦01.10.02¦ 2.30¦96.290¦ 96.415¦ 96.410¦ 14.59¦ 16.54¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦02.10.02¦ 2.30¦96.450¦ 96.600¦ 96.600¦ 14.48¦ 42.81¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦03.10.02¦ 2.30¦96.570¦ 96.650¦ 96.650¦ 14.43¦ 18.87¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦04.10.02¦ 2.40¦96.010¦ 96.750¦ 96.670¦ 14.26¦ 5.26¦ ¦
+---------+--------+------+------+-------+-------+------+-------+--------+
¦19.11.03 ¦30.09.02¦ 3.60¦95.750¦ 95.910¦ 95.800¦ 14.60¦ 65.73¦ 27012 ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦01.10.02¦ 3.60¦95.930¦ 96.000¦ 96.000¦ 14.47¦ 11.00¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦02.10.02¦ 3.70¦96.000¦ 96.200¦ 96.000¦ 14.37¦ 0.52¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦03.10.02¦ 3.70¦96.000¦ 96.000¦ 96.000¦ 14.41¦ 0.00¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦04.10.02¦ 3.70¦96.000¦ 96.200¦ 96.200¦ 14.28¦ 3.73¦ ¦
+---------+--------+------+------+-------+-------+------+-------+--------+
¦21.01.04 ¦30.09.02¦ 1.90¦95.250¦ 96.249¦ 95.335¦ 14.74¦ 25.91¦ 28001 ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦01.10.02¦ 1.90¦95.330¦ 95.390¦ 95.390¦ 14.72¦ 2.86¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦02.10.02¦ 1.90¦95.400¦ 95.500¦ 95.500¦ 14.65¦ 7.69¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦03.10.02¦ 2.00¦95.450¦ 95.729¦ 95.729¦ 14.54¦ 2.34¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦04.10.02¦ 2.00¦95.200¦ 95.500¦ 95.200¦ 14.59¦ 3.75¦ ¦
+---------+--------+------+------+-------+-------+------+-------+--------+
¦04.02.04 ¦30.09.02¦ 2.07¦98.200¦ 98.250¦ 98.200¦ 14.32¦ 0.53¦ 27015 ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦01.10.02¦ 2.11¦98.140¦ 98.140¦ 98.140¦ 14.41¦ 0.00¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦02.10.02¦ 2.15¦98.000¦ 98.000¦ 98.000¦ 14.53¦ 0.00¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦03.10.02¦ 2.19¦98.200¦ 98.200¦ 98.200¦ 14.35¦ 1.50¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦04.10.02¦ 2.22¦98.200¦ 98.200¦ 98.200¦ 14.35¦ 0.56¦ ¦
+---------+--------+------+------+-------+-------+------+-------+--------+
¦15.03.04 ¦30.09.02¦ 5.45¦93.505¦ 93.505¦ 93.505¦ 15.15¦ 7.68¦ 26002 ¦
+---------+--------+------+------+-------+-------+------+-------+--------+
¦02.06.04 ¦30.09.02¦ 1.00¦97.180¦ 97.200¦ 97.190¦ 14.91¦ 63.30¦ 27013 ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦01.10.02¦ 1.04¦97.160¦ 97.181¦ 97.160¦ 14.92¦ 4.45¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦02.10.02¦ 1.07¦97.230¦ 97.320¦ 97.300¦ 14.82¦ 23.52¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦03.10.02¦ 1.11¦97.290¦ 97.400¦ 97.400¦ 14.79¦ 17.34¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦04.10.02¦ 1.15¦97.500¦ 97.500¦ 97.500¦ 14.67¦ 3.50¦ ¦
+---------+--------+------+------+-------+-------+------+-------+--------+
¦04.08.04 ¦30.09.02¦ 2.07¦96.804¦ 96.816¦ 96.816¦ 14.87¦ 94.12¦ 27017 ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦01.10.02¦ 2.11¦96.828¦ 96.848¦ 96.848¦ 14.85¦ 270.58¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦02.10.02¦ 2.15¦96.860¦ 96.875¦ 96.875¦ 14.83¦ 150.11¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦03.10.02¦ 2.19¦96.880¦ 96.930¦ 96.930¦ 14.80¦ 381.03¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦04.10.02¦ 2.22¦96.999¦ 96.999¦ 96.999¦ 14.74¦ 0.15¦ ¦
+---------+--------+------+------+-------+-------+------+-------+--------+
¦15.12.04 ¦30.09.02¦ 0.46¦96.050¦ 96.150¦ 96.130¦ 15.07¦ 20.26¦ 27014 ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦01.10.02¦ 0.50¦96.120¦

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