БЮЛЛЕТЕНЬ ЦБ РФ от 13.09.2002 n 35 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>
ЦЕНТРАЛЬНЫЙ БАНК РОССИИ БЮЛЛЕТЕНЬ
от 13 сентября 2002 г. N 35 Часть 1 ИТОГИ
ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И
ОБЛИГАЦИЯМИ ФЕДЕРАЛЬНОГО ЗАЙМА
(ОФЗ) Торговля ГКО при суммарном объеме
сделок за неделю 268.551 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 ¦09.09.02¦98.000¦98.150¦98.150¦ 12.41 ¦ 6.80 ¦ 21159 ¦
¦ +--------+------+------+------+-------+-------+ ¦ ¦
¦11.09.02¦98.148¦98.160¦98.148¦ 12.25 ¦ 5.90 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦ ¦
¦12.09.02¦98.150¦98.160¦98.160¦ 12.45 ¦ 7.11 ¦ ¦ ¦
+--------+------+------+------+-------+-------+ ¦ ¦
¦13.09.02¦98.127¦98.170¦98.134¦ 12.83 ¦ 3.90 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦20.11.02 ¦09.09.02¦97.697¦97.697¦97.697¦ 11.95 ¦ 0.00 ¦ 21160 ¦
¦ +--------+------+------+------+-------+-------+ ¦ ¦
¦10.09.02¦97.600¦97.680¦97.610¦ 12.59 ¦ 36.74 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦ ¦
¦11.09.02¦97.648¦97.650¦97.650¦ 12.55 ¦ 8.00 ¦ ¦ ¦
+--------+------+------+------+-------+-------+ ¦ ¦
¦12.09.02¦97.690¦97.710¦97.690¦ 12.49 ¦ 40.18 ¦ ¦ ¦
+--------+------+------+------+-------+-------+ ¦ ¦
¦13.09.02¦97.620¦97.690¦97.690¦ 13.02 ¦ 29.28 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦05.03.03 ¦09.09.02¦93.987¦93.987¦93.987¦ 13.19 ¦ 1.00 ¦ 21161 ¦
¦ +--------+------+------+------+-------+-------+ ¦ ¦
¦10.09.02¦94.000¦94.000¦94.000¦ 13.24 ¦ 0.94 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦ ¦
¦11.09.02¦94.048¦94.052¦94.048¦ 13.20 ¦ 1.22 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦02.04.03 ¦09.09.02¦93.030¦93.037¦93.037¦ 13.33 ¦100.00 ¦ 21162 ¦
¦ +--------+------+------+------+-------+-------+ ¦ ¦
¦10.09.02¦93.071¦93.071¦93.071¦ 13.32 ¦ 21.49 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦ ¦
¦12.09.02¦92.952¦93.024¦92.952¦ 13.63 ¦ 6.00 ¦ ¦
L---------+--------+------+------+------+-------+-------+--------- Торговля
ОФЗ при суммарном объеме сделок за неделю
2017.857 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.) ¦ ¦ ¦ ¦
¦ ¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦18.09.02 ¦09.09.02¦ 3.30 ¦100.180¦100.180¦100.180¦ 8.99¦ 13.33¦
27004 ¦ ¦
+--------+-------+-------+-------+-------+------+-------+ ¦ ¦
¦11.09.02¦ 3.40 ¦100.100¦100.149¦100.100¦ 10.59¦ 15.12¦
¦ ¦ +--------+-------+-------+-------+-------+------+-------+
¦ ¦ ¦12.09.02¦ 3.50 ¦100.000¦100.040¦100.040¦
10.89¦ 300.22¦ ¦ ¦
+--------+-------+-------+-------+-------+------+-------+ ¦ ¦
¦13.09.02¦ 3.50 ¦100.001¦100.071¦100.040¦ 11.93¦ 118.66¦
¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦09.10.02 ¦09.09.02¦ 1.70 ¦ 99.780¦ 99.820¦ 99.820¦ 12.72¦ 45.21¦
27005 ¦ ¦
+--------+-------+-------+-------+-------+------+-------+ ¦ ¦
¦10.09.02¦ 1.70 ¦ 99.830¦ 99.875¦ 99.875¦ 12.59¦ 25.86¦
¦ ¦ +--------+-------+-------+-------+-------+------+-------+
¦ ¦ ¦11.09.02¦ 1.70 ¦ 99.830¦ 99.890¦ 99.890¦
12.88¦ 20.50¦ ¦ ¦
+--------+-------+-------+-------+-------+------+-------+ ¦ ¦
¦12.09.02¦ 1.80 ¦ 99.790¦ 99.830¦ 99.830¦ 12.42¦ 33.78¦
¦ ¦ +--------+-------+-------+-------+-------+------+-------+
¦ ¦ ¦13.09.02¦ 1.80 ¦ 99.808¦ 99.850¦ 99.808¦
12.70¦ 9.05¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦22.01.03 ¦10.09.02¦ 1.30 ¦ 98.800¦ 98.800¦ 98.800¦ 14.15¦ 0.02¦
27006 ¦ ¦
+--------+-------+-------+-------+-------+------+-------+ ¦ ¦
¦11.09.02¦ 1.30 ¦ 98.900¦ 98.950¦ 98.900¦ 13.91¦ 8.67¦
¦ ¦ +--------+-------+-------+-------+-------+------+-------+
¦ ¦ ¦12.09.02¦ 1.40 ¦ 99.000¦ 99.000¦ 99.000¦
13.43¦ 10.00¦ ¦ ¦
+--------+-------+-------+-------+-------+------+-------+ ¦ ¦
¦13.09.02¦ 1.40 ¦ 99.011¦ 99.012¦ 99.011¦ 13.50¦ 2.58¦
¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦05.02.03 ¦10.09.02¦ 0.90 ¦ 98.890¦ 98.890¦ 98.890¦ 13.59¦ 0.19¦
27007 ¦ ¦
+--------+-------+-------+-------+-------+------+-------+ ¦ ¦
¦11.09.02¦ 1.00 ¦ 98.700¦ 98.880¦ 98.750¦ 13.70¦ 11.20¦
¦ ¦ +--------+-------+-------+-------+-------+------+-------+
¦ ¦ ¦12.09.02¦ 1.00 ¦ 98.880¦ 98.900¦ 98.900¦
13.50¦ 18.10¦ ¦ ¦
+--------+-------+-------+-------+-------+------+-------+ ¦ ¦
¦13.09.02¦ 1.00 ¦ 98.890¦ 98.914¦ 98.901¦ 13.56¦ 4.34¦
¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦15.03.03 ¦12.09.02¦ 4.96 ¦ 97.330¦ 98.000¦ 97.800¦ 14.26¦ 23.97¦
26001 ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦21.05.03 ¦09.09.02¦ 0.50 ¦ 98.109¦ 98.125¦ 98.120¦ 13.57¦ 18.30¦
27008 ¦ ¦
+--------+-------+-------+-------+-------+------+-------+ ¦ ¦
¦10.09.02¦ 0.50 ¦ 98.100¦ 98.101¦ 98.100¦ 13.65¦ 10.08¦
¦ ¦ +--------+-------+-------+-------+-------+------+-------+
¦ ¦ ¦11.09.02¦ 0.60 ¦ 97.820¦ 98.050¦ 97.850¦
13.81¦ 24.33¦ ¦ ¦
+--------+-------+-------+-------+-------+------+-------+ ¦ ¦
¦12.09.02¦ 0.60 ¦ 97.900¦ 98.000¦ 98.000¦ 13.90¦ 25.72¦
¦ ¦ +--------+-------+-------+-------+-------+------+-------+
¦ ¦ ¦13.09.02¦ 0.60 ¦ 98.000¦ 98.000¦ 98.000¦
13.83¦ 4.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦04.06.03 ¦09.09.02¦ 0.10 ¦ 98.000¦ 98.040¦ 98.018¦ 13.58¦ 3.51¦
27009 ¦ ¦
+--------+-------+-------+-------+-------+------+-------+ ¦ ¦
¦10.09.02¦ 0.20 ¦ 97.801¦ 98.050¦ 97.801¦ 13.55¦ 1.12¦
¦ ¦ +--------+-------+-------+-------+-------+------+-------+
¦ ¦ ¦11.09.02¦ 0.20 ¦ 97.801¦ 97.820¦ 97.820¦
13.89¦ 12.34¦ ¦ ¦
+--------+-------+-------+-------+-------+------+-------+ ¦ ¦
¦12.09.02¦ 0.20 ¦ 97.800¦ 97.900¦ 97.832¦ 13.90¦ 12.56¦
¦ ¦ +--------+-------+-------+-------+-------+------+-------+
¦ ¦ ¦13.09.02¦ 0.20 ¦ 97.836¦ 97.840¦ 97.840¦
13.95¦ 21.31¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦20.08.03 ¦13.09.02¦ 0.95 ¦ 99.500¦ 99.500¦ 99.500¦ 13.86¦ 0.13¦
27016 ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦17.09.03 ¦09.09.02¦ 3.30 ¦ 96.951¦ 97.129¦ 96.951¦ 13.96¦ 3.12¦
27010 ¦ ¦
+--------+-------+-------+-------+-------+------+-------+ ¦ ¦
¦10.09.02¦ 3.40 ¦ 96.800¦ 97.080¦ 96.800¦ 14.09¦ 11.76¦
¦ ¦ +--------+-------+-------+-------+-------+------+-------+
¦ ¦ ¦11.09.02¦ 3.40 ¦ 96.800¦ 96.920¦ 96.800¦
14.22¦ 52.94¦ ¦ ¦
+--------+-------+-------+-------+-------+------+-------+ ¦ ¦
¦12.09.02¦ 3.50 ¦ 96.811¦ 97.000¦ 96.811¦ 14.07¦ 7.22¦
¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦08.10.03 ¦09.09.02¦ 1.70 ¦ 96.082¦ 96.370¦ 96.360¦ 14.44¦ 5.03¦
27011 ¦ ¦
+--------+-------+-------+-------+-------+------+-------+ ¦ ¦
¦10.09.02¦ 1.70 ¦ 96.100¦ 96.400¦ 96.100¦ 14.56¦ 3.13¦
¦ ¦ +--------+-------+-------+-------+-------+------+-------+
¦ ¦ ¦11.09.02¦ 1.70 ¦ 96.000¦ 96.203¦ 96.150¦
14.79¦ 13.94¦ ¦ ¦
+--------+-------+-------+-------+-------+------+-------+ ¦ ¦
¦12.09.02¦ 1.80 ¦ 96.100¦ 96.100¦ 96.100¦ 14.71¦ 2.07¦
¦ ¦ +--------+-------+-------+-------+-------+------+-------+
¦ ¦ ¦13.09.02¦ 1.80 ¦ 96.120¦ 96.160¦ 96.160¦
14.72¦ 0.04¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦19.11.03 ¦09.09.02¦ 3.00 ¦ 95.600¦ 95.940¦ 95.800¦ 14.50¦ 15.60¦
27012 ¦ ¦
+--------+-------+-------+-------+-------+------+-------+ ¦ ¦
¦10.09.02¦ 3.00 ¦ 95.500¦ 95.800¦ 95.800¦ 14.58¦ 40.06¦
¦ ¦ +--------+-------+-------+-------+-------+------+-------+
¦ ¦ ¦11.09.02¦ 3.10 ¦ 95.500¦ 95.680¦ 95.600¦
14.61¦ 7.80¦ ¦ ¦
+--------+-------+-------+-------+-------+------+-------+ ¦ ¦
¦12.09.02¦ 3.10 ¦ 95.550¦ 95.640¦ 95.640¦ 14.64¦ 2.17¦
¦ ¦ +--------+-------+-------+-------+-------+------+-------+
¦ ¦ ¦13.09.02¦ 3.10 ¦ 95.600¦ 95.650¦ 95.640¦
14.66¦ 5.26¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦21.01.04 ¦09.09.02¦ 1.30 ¦ 95.000¦ 95.410¦ 95.104¦ 14.60¦ 35.41¦
28001 ¦ ¦
+--------+-------+-------+-------+-------+------+-------+ ¦ ¦
¦10.09.02¦ 1.30 ¦ 95.100¦ 95.345¦ 95.330¦ 14.63¦ 27.29¦
¦ ¦ +--------+-------+-------+-------+-------+------+-------+
¦ ¦ ¦11.09.02¦ 1.30 ¦ 95.000¦ 95.250¦ 95.001¦
14.79¦ 4.81¦ ¦ ¦
+--------+-------+-------+-------+-------+------+-------+ ¦ ¦
¦12.09.02¦ 1.40 ¦ 95.100¦ 95.260¦ 95.100¦ 14.63¦ 21.59¦
¦ ¦ +--------+-------+-------+-------+-------+------+-------+
¦ ¦ ¦13.09.02¦ 1.40 ¦ 95.163¦ 95.180¦ 95.174¦
14.74¦ 15.55¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦04.02.04 ¦09.09.02¦ 1.27 ¦ 97.950¦ 98.200¦ 98.200¦ 14.53¦ 0.31¦
27015 ¦ ¦
+--------+-------+-------+-------+-------+------+-------+ ¦ ¦
¦10.09.02¦ 1.30 ¦ 97.500¦ 98.100¦ 98.050¦ 14.91¦ 0.17¦
¦ ¦ +--------+-------+-------+-------+-------+------+-------+
¦ ¦ ¦11.09.02¦ 1.34 ¦ 98.000¦ 98.000¦ 98.000¦
14.56¦ 12.86¦ ¦ ¦
+--------+-------+-------+-------+-------+------+-------+ ¦ ¦
¦12.09.02¦ 1.38 ¦ 97.800¦ 97.800¦ 97.800¦ 14.74¦ 8.02¦
¦ ¦ +--------+-------+-------+-------+-------+------+-------+
¦ ¦ ¦13.09.02¦ 1.42 ¦ 98.100¦ 98.100¦ 98.100¦
14.47¦ 0.15¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦15.03.04 ¦12.09.02¦ 4.96 ¦ 93.000¦ 93.298¦ 93.200¦ 15.28¦ 13.80¦
26002 ¦ ¦
+--------+-------+-------+-------+-------+------+-------+ ¦ ¦
¦13.09.02¦ 4.99 ¦ 93.250¦ 93.250¦ 93.250¦ 15.21¦ 0.48¦
¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦02.06.04 ¦09.09.02¦ 0.19 ¦ 97.283¦ 97.350¦ 97.283¦ 14.85¦ 5.02¦
27013 ¦ ¦
+--------+-------+-------+-------+-------+------+-------+ ¦ ¦
¦10.09.02¦ 0.23 ¦ 97.210¦ 97.210¦ 97.210¦ 14.91¦ 1.46¦
¦ ¦ +--------+-------+-------+-------+-------+------+-------+
¦ ¦ ¦11.09.02¦ 0.27 ¦ 97.200¦ 97.230¦ 97.200¦
14.92¦ 9.47¦ ¦ ¦
+--------+-------+-------+-------+-------+------+-------+ ¦ ¦
¦12.09.02¦ 0.31 ¦ 97.100¦ 97.350¦ 97.150¦ 14.96¦ 10.99¦
¦ ¦ +--------+-------+-------+-------+-------+------+-------+
¦ ¦ ¦13.09.02¦ 0.35 ¦ 97.100¦ 97.100¦ 97.100¦
14.99¦ 1.23¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦04.08.04 ¦09.09.02¦ 1.27 ¦ 96.700¦ 96.709¦ 96.709¦ 14.96¦ 146.76¦
27017 ¦ ¦
+--------+-------+-------+-------+-------+------+-------+ ¦ ¦
¦10.09.02¦ 1.30 ¦ 96.700¦ 96.708¦ 96.700¦ 14.96¦ 42.97¦
¦ ¦ +--------+-------+-------+-------+-------+------+-------+
¦ ¦ ¦11.09.02¦ 1.34 ¦ 96.650¦ 96.701¦ 96.650¦
14.99¦ 27.62¦ ¦ ¦
+--------+-------+-------+-------+-------+------+-------+ ¦ ¦
¦12.09.02¦ 1.38 ¦ 96.669¦ 96.697¦ 96.696¦ 14.97¦ 49.80¦
¦ ¦ +--------+-------+-------+-------+-------+------+-------+
¦ ¦ ¦13.09.02¦ 1.42 ¦ 96.680¦ 96.698¦ 96.697¦
14.97¦ 39.91¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦15.12.04 ¦09.09.02¦ 3.15 ¦ 96.201¦ 96.201¦ 96.201¦ 15.05¦ 0.06¦
27014 ¦ ¦
+--------+-------+-------+-------+-------+------+-------+ ¦ ¦
¦10.09.02¦ 3.18 ¦ 96.200¦ 96.200¦
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