БЮЛЛЕТЕНЬ ЦБ РФ от 23.08.2002 n 32 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>

ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 23 августа 2002 г. N 32
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 171.746 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.)¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦21.08.02 ¦19.08.02¦99.930¦99.930¦99.930¦ 12.78 ¦ 0.50 ¦ 21158 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦20.08.02¦99.940¦99.940¦99.940¦ 21.91 ¦ 5.00 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦06.11.02 ¦19.08.02¦97.300¦97.450¦97.320¦ 12.75 ¦ 7.00 ¦ 21159 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦20.08.02¦97.350¦97.350¦97.350¦ 12.74 ¦ 1.75 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦21.08.02¦97.400¦97.400¦97.400¦ 12.65 ¦ 2.00 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦22.08.02¦97.480¦97.500¦97.490¦ 12.41 ¦ 5.91 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦23.08.02¦97.500¦97.550¦97.550¦ 12.27 ¦ 22.48 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦20.11.02 ¦19.08.02¦96.760¦96.770¦96.770¦ 13.10 ¦ 8.94 ¦ 21160 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦20.08.02¦96.781¦96.812¦96.812¦ 13.08 ¦ 8.00 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦21.08.02¦96.876¦97.000¦97.000¦ 12.67 ¦ 6.00 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦22.08.02¦97.000¦97.050¦97.000¦ 12.36 ¦ 7.50 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦23.08.02¦97.000¦97.099¦97.051¦ 12.42 ¦ 56.60 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦05.03.03 ¦22.08.02¦93.400¦93.423¦93.417¦ 13.19 ¦ 37.69 ¦ 21161 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦23.08.02¦93.454¦93.454¦93.454¦ 13.18 ¦ 2.38 ¦ ¦
L---------+--------+------+------+------+-------+-------+---------
Торговля ОФЗ при суммарном объеме сделок за неделю 1560.631 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 ¦19.08.02¦ 2.50 ¦100.160¦100.200¦100.170¦ 12.89¦ 26.21¦ 27004 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.08.02¦ 2.50 ¦100.180¦100.201¦100.201¦ 13.12¦ 58.16¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.08.02¦ 2.60 ¦100.200¦100.240¦100.240¦ 11.82¦ 15.01¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.08.02¦ 2.60 ¦100.112¦100.228¦100.112¦ 12.30¦ 27.50¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.08.02¦ 2.60 ¦100.214¦100.250¦100.220¦ 12.72¦ 49.32¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦09.10.02 ¦19.08.02¦ 1.10 ¦ 99.651¦ 99.714¦ 99.651¦ 12.75¦ 7.95¦ 27005 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.08.02¦ 1.10 ¦ 99.645¦ 99.700¦ 99.646¦ 13.30¦ 26.85¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.08.02¦ 1.20 ¦ 99.700¦ 99.730¦ 99.730¦ 12.24¦ 6.83¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.08.02¦ 1.20 ¦ 99.694¦ 99.740¦ 99.694¦ 12.45¦ 9.71¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.08.02¦ 1.20 ¦ 99.740¦ 99.750¦ 99.750¦ 12.61¦ 9.01¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦22.01.03 ¦19.08.02¦ 0.70 ¦ 98.904¦ 99.070¦ 99.000¦ 13.04¦ 18.65¦ 27006 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.08.02¦ 0.70 ¦ 98.853¦ 98.970¦ 98.970¦ 13.35¦ 41.03¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.08.02¦ 0.80 ¦ 99.000¦ 99.150¦ 99.107¦ 12.75¦ 47.70¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.08.02¦ 0.80 ¦ 99.030¦ 99.090¦ 99.081¦ 12.90¦ 21.15¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.08.02¦ 0.80 ¦ 99.078¦ 99.140¦ 99.140¦ 12.90¦ 1.23¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦05.02.03 ¦19.08.02¦ 0.30 ¦ 98.900¦ 98.900¦ 98.900¦ 13.16¦ 0.64¦ 27007 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.08.02¦ 0.40 ¦ 98.501¦ 98.750¦ 98.621¦ 13.54¦ 23.36¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.08.02¦ 0.40 ¦ 98.680¦ 98.840¦ 98.800¦ 13.34¦ 4.63¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.08.02¦ 0.40 ¦ 98.651¦ 98.750¦ 98.750¦ 13.60¦ 11.44¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.08.02¦ 0.40 ¦ 98.740¦ 98.760¦ 98.760¦ 13.61¦ 5.45¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦15.03.03 ¦21.08.02¦ 4.36 ¦ 97.300¦ 97.300¦ 97.300¦ 15.00¦ 0.49¦ 26001 ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦21.05.03 ¦19.08.02¦ 3.60 ¦ 97.300¦ 97.500¦ 97.500¦ 14.40¦ 7.03¦ 27008 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.08.02¦ 0.00 ¦ 97.450¦ 98.000¦ 97.850¦ 13.91¦ 29.66¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.08.02¦ 0.00 ¦ 97.801¦ 98.000¦ 98.000¦ 13.65¦ 25.07¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.08.02¦ 0.10 ¦ 97.900¦ 97.910¦ 97.900¦ 13.61¦ 1.14¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦04.06.03 ¦19.08.02¦ 3.00 ¦ 97.800¦ 97.850¦ 97.840¦ 13.95¦ 9.59¦ 27009 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.08.02¦ 3.10 ¦ 97.440¦ 97.440¦ 97.440¦ 14.47¦ 0.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.08.02¦ 3.10 ¦ 97.690¦ 97.800¦ 97.800¦ 14.08¦ 6.22¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.08.02¦ 3.20 ¦ 97.401¦ 97.850¦ 97.850¦ 13.85¦ 2.06¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.08.02¦ 3.20 ¦ 97.550¦ 97.840¦ 97.840¦ 13.95¦ 0.30¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦20.08.03 ¦21.08.02¦ 0.00 ¦ 98.935¦ 99.050¦ 99.000¦ 14.60¦ 8.11¦ 27016 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.08.02¦ 0.04 ¦ 99.000¦ 99.200¦ 99.000¦ 14.38¦ 3.12¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.08.02¦ 0.08 ¦ 99.250¦ 99.250¦ 99.250¦ 14.31¦ 2.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦17.09.03 ¦19.08.02¦ 2.50 ¦ 96.350¦ 96.800¦ 96.350¦ 14.70¦ 4.62¦ 27010 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.08.02¦ 2.60 ¦ 96.500¦ 96.700¦ 96.700¦ 14.51¦ 9.38¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.08.02¦ 2.60 ¦ 96.625¦ 96.800¦ 96.800¦ 14.40¦ 17.80¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.08.02¦ 2.60 ¦ 96.770¦ 96.800¦ 96.800¦ 14.40¦ 2.12¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦08.10.03 ¦19.08.02¦ 1.10 ¦ 95.200¦ 95.800¦ 95.471¦ 15.20¦ 15.04¦ 27011 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.08.02¦ 1.10 ¦ 95.601¦ 95.692¦ 95.601¦ 15.06¦ 8.94¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.08.02¦ 1.20 ¦ 95.700¦ 95.800¦ 95.764¦ 14.85¦ 8.45¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.08.02¦ 1.20 ¦ 95.800¦ 96.027¦ 96.000¦ 14.63¦ 17.39¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.08.02¦ 1.20 ¦ 96.000¦ 96.120¦ 96.000¦ 14.64¦ 13.19¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦19.11.03 ¦19.08.02¦ 2.40 ¦ 94.520¦ 95.350¦ 94.751¦ 15.32¦ 7.56¦ 27012 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.08.02¦ 2.50 ¦ 94.710¦ 95.250¦ 95.000¦ 15.17¦ 0.16¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.08.02¦ 2.50 ¦ 95.040¦ 95.140¦ 95.090¦ 14.99¦ 47.18¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.08.02¦ 2.50 ¦ 95.190¦ 95.250¦ 95.250¦ 14.87¦ 0.29¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.08.02¦ 2.60 ¦ 95.300¦ 95.350¦ 95.350¦ 14.67¦ 1.50¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦21.01.04 ¦19.08.02¦ 0.70 ¦ 94.100¦ 94.102¦ 94.100¦ 15.53¦ 3.49¦ 28001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.08.02¦ 0.70 ¦ 94.000¦ 94.872¦ 94.550¦ 15.17¦ 3.85¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.08.02¦ 0.80 ¦ 94.480¦ 94.560¦ 94.550¦ 15.13¦ 9.08¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.08.02¦ 0.80 ¦ 94.555¦ 94.800¦ 94.602¦ 14.95¦ 26.40¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.08.02¦ 0.80 ¦ 94.500¦ 94.800¦ 94.800¦ 14.95¦ 1.50¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦04.02.04 ¦19.08.02¦ 0.46 ¦ 96.700¦ 97.570¦ 96.700¦ 15.71¦ 2.08¦ 27015 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.08.02¦ 0.50 ¦ 97.450¦ 97.600¦ 97.450¦ 15.06¦ 2.01¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.08.02¦ 0.54 ¦ 97.400¦ 97.778¦ 97.778¦ 15.02¦ 5.18¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.08.02¦ 0.58 ¦ 97.600¦ 97.700¦ 97.695¦ 14.93¦ 25.67¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.08.02¦ 0.61 ¦ 97.600¦ 97.750¦ 97.750¦ 14.93¦ 18.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦02.06.04 ¦19.08.02¦ 2.88 ¦ 96.101¦ 97.040¦ 96.362¦ 15.54¦ 7.54¦ 27013 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.08.02¦ 2.92 ¦ 96.600¦ 96.900¦ 96.600¦ 15.21¦ 8.63¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.08.02¦ 2.95 ¦ 96.800¦ 96.800¦ 96.800¦ 15.22¦ 1.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.08.02¦ 2.99 ¦ 96.500¦ 96.850¦ 96.850¦ 15.24¦ 44.74¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.08.02¦ 3.03 ¦ 96.810¦ 96.900¦ 96.850¦ 15.15¦ 8.36¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦04.08.04 ¦19.08.02¦ 0.46 ¦ 96.367¦ 96.389¦ 96.367¦ 15.20¦ 4.68¦ 27017 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.08.02¦ 0.50 ¦ 96.300¦ 96.400¦ 96.330¦ 15.21¦ 80.52¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.08.02¦ 0.54 ¦ 96.350¦ 96.362¦ 96.360¦ 15.21¦ 15.58¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.08.02¦ 0.58 ¦ 96.358¦ 96.370¦ 96.358¦ 15.21¦ 16.62¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.08.02¦ 0.61 ¦ 96.358¦ 96.379¦ 96.360¦ 15.20¦ 14.06¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦15.12.04 ¦20.08.02¦

Постановления и Указы »