БЮЛЛЕТЕНЬ ЦБ РФ от 28.06.2002 n 24 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>

ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 28 июня 2002 г. N 24
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 283.411 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. ¦(% год.)¦руб. по¦(спра- ¦
¦ ¦ ¦ ¦ ¦ ¦ ¦номин.)¦вочно) ¦
+---------+--------+------+------+------+--------+-------+-------+
¦17.07.02 ¦26.06.02¦99.250¦99.250¦99.250¦ 13.13 ¦ 0.82¦ 21156 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦27.06.02¦99.280¦99.280¦99.280¦ 13.24 ¦ 0.50¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦28.06.02¦99.300¦99.300¦99.300¦ 13.54 ¦ 2.00¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦07.08.02 ¦24.06.02¦98.457¦98.457¦98.457¦ 13.00 ¦ 0.07¦ 21157 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦25.06.02¦98.490¦98.490¦98.490¦ 13.01 ¦ 1.43¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦26.06.02¦98.530¦98.598¦98.598¦ 12.55 ¦ 16.73¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦27.06.02¦98.530¦98.550¦98.550¦ 13.15 ¦ 7.34¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦28.06.02¦98.649¦98.689¦98.688¦ 12.23 ¦ 6.64¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦21.08.02 ¦25.06.02¦98.000¦98.000¦98.000¦ 13.07 ¦ 1.45¦ 21158 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦27.06.02¦97.900¦98.099¦98.000¦ 13.72 ¦ 32.05¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦06.11.02 ¦24.06.02¦95.470¦95.470¦95.470¦ 12.83 ¦ 20.05¦ 21159 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦26.06.02¦95.500¦95.500¦95.500¦ 12.93 ¦ 1.04¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦28.06.02¦95.590¦95.590¦95.590¦ 12.85 ¦ 0.00¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦20.11.02 ¦24.06.02¦94.950¦94.983¦94.983¦ 12.95 ¦ 23.96¦ 21160 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦25.06.02¦95.050¦95.100¦95.050¦ 12.84 ¦ 10.00¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦26.06.02¦95.070¦95.100¦95.070¦ 12.82 ¦ 35.37¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦27.06.02¦95.000¦95.131¦95.049¦ 12.96 ¦ 15.45¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦28.06.02¦95.071¦95.200¦95.183¦ 12.82 ¦ 108.52¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 2669.955 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. ¦выпус-¦
¦ ¦ ¦доход ¦ мин. ¦ макс. ¦ закр. ¦(% ¦ руб. ¦ка ¦
¦ ¦ ¦(% от ¦ ¦ ¦ ¦год.) ¦ по ¦(спра-¦
¦ ¦ ¦номин.)¦ ¦ ¦ ¦ ¦номин.)¦вочно)¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦18.09.02 ¦24.06.02¦ 0.20 ¦100.300¦100.500¦100.470¦ 13.39¦ 65.39¦ 27004¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.06.02¦ 0.20 ¦100.480¦100.500¦100.499¦ 13.50¦ 43.98¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.06.02¦ 0.30 ¦100.480¦100.510¦100.510¦ 13.14¦ 23.65¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.06.02¦ 0.30 ¦100.480¦101.000¦100.550¦ 11.47¦ 144.77¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.06.02¦ 0.40 ¦100.300¦100.500¦100.410¦ 13.33¦ 5.67¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦09.10.02 ¦24.06.02¦ 3.00 ¦ 99.480¦ 99.560¦ 99.500¦ 13.17¦ 50.37¦ 27005¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.06.02¦ 3.10 ¦ 99.350¦ 99.500¦ 99.500¦ 13.22¦ 21.45¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.06.02¦ 3.10 ¦ 99.460¦ 99.540¦ 99.540¦ 13.04¦ 64.20¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.06.02¦ 3.20 ¦ 99.490¦ 99.530¦ 99.500¦ 12.87¦ 43.56¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.06.02¦ 3.20 ¦ 99.400¦ 99.600¦ 99.506¦ 13.02¦ 9.11¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦22.01.03 ¦24.06.02¦ 2.50 ¦ 98.950¦ 99.020¦ 98.950¦ 13.07¦ 10.41¦ 27006¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.06.02¦ 2.50 ¦ 98.500¦ 99.000¦ 98.770¦ 13.58¦ 1.96¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.06.02¦ 2.60 ¦ 98.650¦ 98.800¦ 98.670¦ 13.64¦ 20.12¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.06.02¦ 2.60 ¦ 98.695¦ 99.750¦ 98.750¦ 13.69¦ 11.30¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.06.02¦ 2.60 ¦ 98.800¦ 99.000¦ 99.807¦ 13.55¦ 7.22¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦05.02.03 ¦24.06.02¦ 1.90 ¦ 98.500¦ 98.800¦ 98.500¦ 14.10¦ 47.57¦ 27007¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.06.02¦ 2.00 ¦ 98.250¦ 98.890¦ 98.300¦ 14.44¦ 42.77¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.06.02¦ 2.00 ¦ 98.500¦ 98.740¦ 98.740¦ 13.82¦ 23.28¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.06.02¦ 2.00 ¦ 98.750¦ 98.880¦ 98.850¦ 13.63¦ 28.17¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.06.02¦ 2.10 ¦ 98.850¦ 98.890¦ 98.880¦ 13.43¦ 5.63¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦21.05.03 ¦24.06.02¦ 1.30 ¦ 97.900¦ 97.900¦ 97.900¦ 14.14¦ 3.00¦ 27008¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.06.02¦ 1.40 ¦ 97.500¦ 97.900¦ 97.600¦ 14.44¦ 6.27¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.06.02¦ 1.40 ¦ 97.600¦ 97.800¦ 97.700¦ 14.38¦ 21.39¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.06.02¦ 1.50 ¦ 97.720¦ 98.000¦ 98.000¦ 13.97¦ 16.99¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.06.02¦ 1.50 ¦ 97.900¦ 97.950¦ 97.950¦ 14.03¦ 10.67¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.06.03 ¦24.06.02¦ 0.80 ¦ 97.920¦ 97.930¦ 97.920¦ 14.10¦ 6.00¦ 27009¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.06.02¦ 0.80 ¦ 97.500¦ 97.900¦ 97.550¦ 14.68¦ 14.04¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.06.02¦ 0.90 ¦ 97.620¦ 97.850¦ 97.850¦ 14.19¦ 9.46¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.06.02¦ 0.90 ¦ 97.850¦ 98.000¦ 98.000¦ 14.15¦ 7.35¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.06.02¦ 0.90 ¦ 97.800¦ 97.860¦ 97.860¦ 14.26¦ 0.05¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦17.09.03 ¦24.06.02¦ 0.20 ¦ 96.550¦ 97.100¦ 96.600¦ 14.78¦ 64.78¦ 27010¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.06.02¦ 0.20 ¦ 96.500¦ 96.690¦ 96.600¦ 14.90¦ 0.24¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.06.02¦ 0.30 ¦ 96.670¦ 96.950¦ 96.840¦ 14.53¦ 9.11¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.06.02¦ 0.30 ¦ 96.900¦ 96.905¦ 96.904¦ 14.53¦ 14.28¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.06.02¦ 0.40 ¦ 96.900¦ 97.000¦ 97.000¦ 14.36¦ 3.19¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.10.03 ¦24.06.02¦ 3.00 ¦ 95.600¦ 96.050¦ 95.700¦ 14.74¦ 58.83¦ 27011¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.06.02¦ 3.10 ¦ 95.480¦ 95.600¦ 95.600¦ 14.80¦ 47.22¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.06.02¦ 3.10 ¦ 95.560¦ 96.060¦ 95.800¦ 14.67¦ 8.89¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.06.02¦ 3.20 ¦ 95.650¦ 95.750¦ 95.750¦ 14.64¦ 4.10¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.06.02¦ 3.20 ¦ 96.450¦ 95.659¦ 95.600¦ 14.87¦ 0.02¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦19.11.03 ¦24.06.02¦ 0.90 ¦ 94.900¦ 95.275¦ 94.900¦ 14.42¦ 3.00¦ 27012¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.06.02¦ 0.90 ¦ 95.100¦ 95.100¦ 95.100¦ 14.49¦ 0.10¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.06.02¦ 1.00 ¦ 94.980¦ 95.400¦ 95.000¦ 14.53¦ 36.63¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.06.02¦ 1.00 ¦ 95.100¦ 95.100¦ 95.100¦ 14.47¦ 0.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.06.02¦ 1.00 ¦ 94.658¦ 95.400¦ 95.150¦ 14.45¦ 4.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦21.01.04 ¦24.06.02¦ 2.50 ¦ 94.410¦ 94.550¦ 94.420¦ 15.01¦ 10.08¦ 28001¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.06.02¦ 2.50 ¦ 94.000¦ 94.400¦ 94.340¦ 15.17¦ 17.36¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.06.02¦ 2.60 ¦ 94.300¦ 94.400¦ 94.300¦ 15.12¦ 10.73¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.06.02¦ 2.60 ¦ 94.350¦ 94.460¦ 94.460¦ 15.09¦ 27.51¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.06.02¦ 2.60 ¦ 94.430¦ 94.570¦ 94.550¦ 15.01¦ 10.40¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.02.04 ¦24.06.02¦ 1.80 ¦ 97.350¦ 97.350¦ 97.350¦ 15.15¦ 0.11¦ 27015¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.06.02¦ 1.84 ¦ 97.448¦ 97.448¦ 97.448¦ 15.07¦ 0.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.06.02¦ 1.88 ¦ 97.430¦ 97.450¦ 97.430¦ 15.08¦ 1.06¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.06.02¦ 1.92 ¦ 96.850¦ 97.420¦ 96.850¦ 15.51¦ 2.40¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.06.02¦ 1.96 ¦ 97.400¦ 97.450¦ 97.450¦ 15.10¦ 1.15¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.06.04 ¦24.06.02¦ 0.73 ¦ 95.960¦ 96.300¦ 96.100¦ 15.68¦ 8.84¦ 27013¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.06.02¦ 0.77 ¦ 96.100¦ 96.100¦ 96.100¦ 15.70¦ 0.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.06.02¦ 0.81 ¦ 96.150¦ 96.210¦ 96.210¦ 15.63¦ 18.55¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.06.02¦ 0.84 ¦ 96.150¦ 96.200¦ 96.200¦ 15.64¦ 23.62¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.06.02¦ 1.88 ¦ 96.210¦ 96.250¦ 96.210¦ 15.61¦ 8.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.08.04 ¦24.06.02¦ 1.93 ¦ 93.565¦ 95.565¦ 95.500¦ 15.88¦ 54.60¦ 27017¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.06.02¦ 1.97 ¦ 95.450¦ 95.452¦ 95.452¦ 15.87¦ 59.83¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.06.02¦ 2.01 ¦ 95.460¦ 95.462¦ 95.462¦ 15.86¦ 100.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.06.02¦ 2.06 ¦ 95.460¦ 95.471¦ 95.469¦ 15.85¦ 101.62¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.06.02¦ 2.10 ¦ 95.480¦ 95.487¦ 95.487¦ 15.84¦ 215.20¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.12.04 ¦24.06.02¦ 0.19 ¦ 94.475¦