БЮЛЛЕТЕНЬ ЦБ РФ от 31.05.2002 n 20 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 31 мая 2002 г. N 20
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 862.716 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 ¦29.05.02¦98.000¦98.000¦98.000¦ 15.20 ¦ 0.41¦ 21156 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦30.05.02¦98.250¦98.250¦98.250¦ 13.54 ¦ 36.00¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦31.05.02¦98.300¦98.300¦98.300¦ 13.43 ¦ 7.20¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦07.08.02 ¦27.05.02¦97.600¦97.600¦97.600¦ 12.47 ¦ 0.27¦ 21157 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦28.05.02¦97.523¦97.534¦97.523¦ 13.04 ¦ 2.96¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦31.05.02¦97.670¦97.704¦97.704¦ 12.79 ¦ 5.53¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦21.08.02 ¦27.05.02¦97.000¦97.000¦97.000¦ 13.13 ¦ 2.00¦ 21158 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦28.05.02¦96.800¦97.063¦96.840¦ 13.29 ¦ 371.53¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦29.05.02¦97.075¦97.085¦97.085¦ 13.07 ¦ 4.30¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦30.05.02¦97.100¦97.100¦97.100¦ 13.13 ¦ 0.02¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦31.05.02¦97.222¦97.490¦97.222¦ 12.59 ¦ 0.10¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦06.11.02 ¦28.05.02¦94.350¦94.350¦94.350¦ 13.49 ¦ 10.59¦ 21159 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦31.05.02¦94.500¦94.500¦94.500¦ 13.36 ¦ 0.10¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦20.11.02 ¦27.05.02¦93.650¦93.685¦93.685¦ 13.91 ¦ 238.19¦ 21160 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦28.05.02¦93.720¦93.731¦93.720¦ 13.88 ¦ 76.30¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦29.05.02¦93.761¦93.762¦93.762¦ 13.88 ¦ 16.06¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦30.05.02¦93.795¦93.798¦93.798¦ 13.87 ¦ 19.78¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦31.05.02¦93.850¦93.950¦93.860¦ 13.79 ¦ 71.37¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 4883.675 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)¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦05.06.02 ¦27.05.02¦ 3.30 ¦100.000¦100.050¦100.000¦ 16.88¦ 51.96¦ 27003¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.05.02¦ 3.40 ¦ 99.990¦100.000¦ 99.998¦ 14.23¦ 15.85¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.05.02¦ 3.40 ¦100.000¦100.045¦100.000¦ 13.81¦ 2.30¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.05.02¦ 3.50 ¦ 99.980¦100.000¦ 99.980¦ 13.06¦ 3.58¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.05.02¦ 3.50 ¦100.000¦100.045¦100.045¦ 14.32¦ 45.30¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦18.09.02 ¦27.05.02¦ 2.80 ¦100.102¦100.520¦100.102¦ 14.11¦ 13.04¦ 27004¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.05.02¦ 2.80 ¦100.100¦100.400¦100.240¦ 15.00¦ 18.81¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.05.02¦ 2.80 ¦100.220¦100.450¦100.400¦ 14.39¦ 0.52¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.05.02¦ 2.90 ¦100.300¦100.410¦100.350¦ 14.40¦ 12.68¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.05.02¦ 2.90 ¦100.500¦100.800¦100.597¦ 13.84¦ 63.28¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦09.10.02 ¦27.05.02¦ 1.90 ¦ 99.400¦ 99.470¦ 99.450¦ 13.88¦ 29.38¦ 27005¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.05.02¦ 2.00 ¦ 99.300¦ 99.450¦ 99.450¦ 13.79¦ 28.86¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.05.02¦ 2.00 ¦ 99.500¦ 99.596¦ 99.500¦ 13.47¦ 8.04¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.05.02¦ 2.00 ¦ 99.400¦ 99.580¦ 99.480¦ 13.70¦ 20.86¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.05.02¦ 2.10 ¦ 99.410¦ 99.693¦ 99.410¦ 13.36¦ 3.03¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦22.01.03 ¦27.05.02¦ 1.30 ¦ 98.450¦ 98.560¦ 98.450¦ 14.36¦ 20.27¦ 27006¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.05.02¦ 1.40 ¦ 98.300¦ 98.550¦ 98.550¦ 14.29¦ 13.27¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.05.02¦ 1.40 ¦ 98.350¦ 98.645¦ 98.600¦ 14.51¦ 8.49¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.05.02¦ 1.50 ¦ 98.400¦ 98.600¦ 98.600¦ 14.14¦ 13.38¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.05.02¦ 1.50 ¦ 98.599¦ 98.680¦ 98.680¦ 14.10¦ 9.18¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦05.02.03 ¦27.05.02¦ 0.80 ¦ 98.390¦ 98.500¦ 98.410¦ 14.53¦ 14.41¦ 27007¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.05.02¦ 0.80 ¦ 98.100¦ 98.520¦ 98.500¦ 14.46¦ 6.99¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.05.02¦ 0.90 ¦ 98.481¦ 98.501¦ 98.501¦ 14.35¦ 5.56¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.05.02¦ 0.90 ¦ 98.490¦ 98.600¦ 98.570¦ 14.32¦ 4.70¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.05.02¦ 0.90 ¦ 98.700¦ 98.725¦ 98.725¦ 14.09¦ 0.30¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦21.05.03 ¦27.05.02¦ 0.20 ¦ 97.470¦ 97.500¦ 97.500¦ 14.76¦ 0.81¦ 27008¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.05.02¦ 0.20 ¦ 97.300¦ 97.600¦ 97.600¦ 14.73¦ 7.27¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.05.02¦ 0.30 ¦ 97.400¦ 97.600¦ 97.600¦ 14.63¦ 8.25¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.05.02¦ 0.30 ¦ 97.600¦ 97.800¦ 97.795¦ 14.51¦ 19.31¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.05.02¦ 0.40 ¦ 97.980¦ 97.980¦ 97.980¦ 14.09¦ 3.07¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.06.03 ¦27.05.02¦ 3.30 ¦ 97.100¦ 97.400¦ 97.400¦ 14.97¦ 5.32¦ 27009¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.05.02¦ 3.40 ¦ 97.300¦ 97.500¦ 97.500¦ 14.79¦ 1.08¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.05.02¦ 3.40 ¦ 97.400¦ 97.650¦ 97.650¦ 14.69¦ 10.04¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.05.02¦ 3.50 ¦ 96.796¦ 97.679¦ 97.679¦ 14.65¦ 10.35¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.05.02¦ 3.50 ¦ 97.600¦ 97.710¦ 97.710¦ 14.63¦ 1.30¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.08.03 ¦30.05.02¦ 0.33 ¦ 99.000¦ 99.200¦ 99.200¦ 14.70¦ 3.06¦ 27016¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦17.09.03 ¦27.05.02¦ 2.80 ¦ 96.115¦ 96.349¦ 96.161¦ 15.14¦ 8.44¦ 27010¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.05.02¦ 2.80 ¦ 96.300¦ 96.395¦ 96.360¦ 15.13¦ 29.28¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.05.02¦ 2.80 ¦ 96.300¦ 96.380¦ 96.380¦ 15.17¦ 15.68¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.05.02¦ 2.90 ¦ 96.385¦ 96.583¦ 96.583¦ 14.98¦ 38.08¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.05.02¦ 2.90 ¦ 96.650¦ 96.750¦ 96.650¦ 14.81¦ 6.17¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.10.03 ¦27.05.02¦ 1.90 ¦ 95.050¦ 95.250¦ 95.250¦ 15.32¦ 0.57¦ 27011¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.05.02¦ 2.00 ¦ 93.587¦ 95.021¦ 95.021¦ 16.02¦ 0.23¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.05.02¦ 2.00 ¦ 94.300¦ 95.697¦ 95.000¦ 15.39¦ 1.14¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.05.02¦ 2.00 ¦ 95.200¦ 95.500¦ 95.495¦ 15.05¦ 0.55¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.05.02¦ 2.10 ¦ 95.550¦ 95.693¦ 95.693¦ 14.71¦ 0.29¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦19.11.03 ¦27.05.02¦ 0.10 ¦ 93.990¦ 93.990¦ 93.990¦ 15.25¦ 0.01¦ 27012¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.05.02¦ 0.20 ¦ 93.500¦ 93.800¦ 93.700¦ 15.52¦ 10.02¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.05.02¦ 0.20 ¦ 93.600¦ 93.950¦ 93.940¦ 15.34¦ 5.30¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.05.02¦ 0.20 ¦ 93.989¦ 94.000¦ 94.000¦ 15.26¦ 40.67¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.05.02¦ 0.20 ¦ 93.990¦ 94.500¦ 94.500¦ 15.18¦ 16.65¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦21.01.04 ¦27.05.02¦ 1.30 ¦ 93.700¦ 93.825¦ 93.825¦ 15.71¦ 4.10¦ 28001¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.05.02¦ 1.40 ¦ 93.600¦ 93.800¦ 93.800¦ 15.82¦ 0.50¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.05.02¦ 1.40 ¦ 93.800¦ 94.010¦ 94.010¦ 15.56¦ 13.39¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.05.02¦ 1.50 ¦ 93.500¦ 94.100¦ 94.100¦ 15.45¦ 15.42¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.05.02¦ 1.50 ¦ 93.400¦ 94.600¦ 94.590¦ 15.13¦ 35.31¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.02.04 ¦27.05.02¦ 0.73 ¦ 96.380¦ 96.420¦ 96.420¦ 15.87¦ 52.17¦ 27015¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.05.02¦ 0.77 ¦ 96.420¦ 97.470¦ 96.470¦ 15.84¦ 157.73¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.05.02¦ 0.81 ¦ 96.471¦ 96.505¦ 96.505¦ 15.81¦ 165.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.05.02¦ 0.84 ¦ 96.510¦ 96.530¦ 96.530¦ 15.79¦ 196.61¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.05.02¦ 0.88 ¦ 96.540¦ 96.572¦ 96.572¦ 15.76¦ 180.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.06.04 ¦27.05.02¦ 3.15 ¦ 95.360¦ 95.400¦ 95.400¦ 16.17¦ 130.39¦ 27013¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.05.02¦ 3.18 ¦ 95.390¦ 95.411¦ 95.411¦ 16.16¦ 110.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.05.02¦ 3.22 ¦ 95.420¦ 95.455¦ 95.455¦ 16.14¦ 143.26¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.05.02¦ 3.26 ¦ 95.460¦ 95.502¦ 95.502¦ 16.11¦ 159.73¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.05.02¦ 3.30 ¦ 95.500¦

ОФИЦИАЛЬНОЕ СООБЩЕНИЕ ЦБ РФ от 31.05.2002 <ОБ АУКЦИОНАХ ПО РАЗМЕЩЕНИЮ ОБЛИГАЦИЙ ФЕДЕРАЛЬНОГО ЗАЙМА С ФИКСИРОВАННЫМ КУПОННЫМ ДОХОДОМ ДОПОЛНИТЕЛЬНОГО ВЫПУСКА n 27013rmfs И ОБЛИГАЦИЙ ФЕДЕРАЛЬНОГО ЗАЙМА С АМОРТИЗАЦИЕЙ ДОЛГА ДОПОЛНИТЕЛЬНОГО ВЫПУСКА n 45001rmfs>  »
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