БЮЛЛЕТЕНЬ ЦБ РФ от 18.05.2002 n 18 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 18 мая 2002 г. N 18
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 296.919 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 ¦13.05.02¦ 97.41¦ 97.41¦ 97.41¦ 14.93¦ 1.86¦ 21156 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦14.05.02¦ 97.69¦ 97.69¦ 97.69¦ 13.49¦ 0.95¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦15.05.02¦ 97.63¦ 97.65¦ 97.63¦ 13.99¦ 28.85¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦16.05.02¦ 97.70¦ 99.00¦ 98.00¦ 12.89¦ 0.37¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦17.05.02¦ 97.90¦100.04¦ 97.90¦ 11.98¦ 18.48¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦07.08.02 ¦17.05.02¦ 96.70¦ 96.80¦ 96.70¦ 15.04¦ 0.21¦ 21157 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦18.05.02¦ 97.20¦ 97.20¦ 97.20¦ 12.98¦ 0.00¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦21.08.02 ¦13.05.02¦ 96.25¦ 96.25¦ 96.25¦ 14.22¦ 0.71¦ 21158 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦14.05.02¦ 96.28¦ 96.30¦ 96.30¦ 14.17¦ 17.02¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦15.05.02¦ 96.35¦ 96.36¦ 96.35¦ 14.09¦ 19.21¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦16.05.02¦ 96.42¦ 96.42¦ 96.42¦ 13.97¦ 3.50¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦17.05.02¦ 96.43¦ 96.45¦ 96.43¦ 14.08¦ 24.80¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦06.11.02 ¦14.05.02¦ 93.44¦ 93.47¦ 93.45¦ 14.53¦ 19.33¦ 21159 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦15.05.02¦ 93.52¦ 93.57¦ 93.55¦ 14.39¦ 30.79¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦16.05.02¦ 93.62¦ 93.62¦ 93.62¦ 14.30¦ 59.65¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦17.05.02¦ 93.66¦ 93.67¦ 93.67¦ 14.26¦ 63.00¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦18.05.02¦ 93.72¦ 93.72¦ 93.72¦ 14.22¦ 8.20¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 2798.076 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)¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.05.02 ¦13.05.02¦ 3.30 ¦100.07¦100.07¦100.07¦ 13.98¦ 23.40¦ 27002¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.05.02¦ 3.40 ¦100.00¦100.05¦100.01¦ 13.88¦ 55.30¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.05.02¦ 3.40 ¦100.00¦100.02¦100.02¦ 15.37¦ 36.42¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.05.02¦ 3.50 ¦ 99.93¦100.02¦100.02¦ 11.80¦ 16.04¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.05.02¦ 3.50 ¦100.03¦100.06¦100.04¦ 12.41¦ 3.03¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.05.02¦ 3.50 ¦100.01¦100.04¦100.01¦ 17.49¦ 3.71¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.06.02 ¦13.05.02¦ 2.80 ¦100.08¦100.10¦100.10¦ 13.20¦ 26.92¦ 27003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.05.02¦ 2.80 ¦100.06¦100.07¦100.07¦ 14.32¦ 16.22¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.05.02¦ 2.80 ¦100.04¦100.15¦100.15¦ 14.37¦ 17.10¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.05.02¦ 2.90 ¦100.01¦100.15¦100.15¦ 13.80¦ 57.03¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.05.02¦ 2.90 ¦100.13¦100.13¦100.13¦ 13.26¦ 5.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.05.02¦ 3.00 ¦100.08¦100.10¦100.10¦ 12.62¦ 11.00¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦18.09.02 ¦13.05.02¦ 2.20 ¦100.00¦100.45¦100.45¦ 14.17¦ 28.00¦ 27004¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.05.02¦ 2.20 ¦100.30¦100.39¦100.38¦ 14.52¦ 59.10¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.05.02¦ 2.30 ¦100.33¦101.35¦100.35¦ 13.08¦ 7.71¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.05.02¦ 2.30 ¦100.45¦100.50¦100.50¦ 14.05¦ 2.45¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.05.02¦ 2.40 ¦100.40¦100.55¦100.45¦ 13.87¦ 5.03¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.05.02¦ 2.40 ¦100.60¦100.60¦100.60¦ 13.59¦ 0.50¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦09.10.02 ¦13.05.02¦ 1.30 ¦ 99.10¦ 99.40¦ 99.40¦ 14.24¦ 11.27¦ 27005¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.05.02¦ 1.40 ¦ 99.20¦ 99.30¦ 99.26¦ 14.45¦ 10.08¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.05.02¦ 1.40 ¦ 99.15¦ 99.45¦ 99.20¦ 14.29¦ 16.58¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.05.02¦ 1.50 ¦ 99.05¦ 99.30¦ 99.05¦ 14.27¦ 3.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.05.02¦ 1.50 ¦ 99.20¦ 99.30¦ 99.30¦ 14.61¦ 0.88¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.05.02¦ 1.50 ¦ 99.37¦ 99.37¦ 99.37¦ 14.28¦ 0.30¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.01.03 ¦13.05.02¦ 0.80 ¦ 98.00¦ 98.50¦ 98.50¦ 14.40¦ 3.57¦ 27006¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.05.02¦ 0.80 ¦ 98.30¦ 98.35¦ 98.30¦ 14.74¦ 14.43¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.05.02¦ 0.90 ¦ 98.30¦ 98.90¦ 98.40¦ 14.41¦ 17.10¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.05.02¦ 0.90 ¦ 98.00¦ 98.35¦ 98.35¦ 14.87¦ 3.10¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.05.02¦ 0.90 ¦ 98.20¦ 98.28¦ 98.20¦ 14.89¦ 1.58¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.05.02¦ 1.00 ¦ 98.00¦ 98.35¦ 98.35¦ 14.69¦ 0.01¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.02.03 ¦13.05.02¦ 0.20 ¦ 98.00¦ 98.60¦ 98.30¦ 14.87¦ 2.08¦ 27007¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.05.02¦ 0.20 ¦ 98.06¦ 98.20¦ 98.20¦ 15.18¦ 13.75¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.05.02¦ 0.30 ¦ 98.20¦ 98.35¦ 98.21¦ 14.94¦ 9.18¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.05.02¦ 0.30 ¦ 98.00¦ 98.54¦ 98.00¦ 14.57¦ 4.47¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.05.02¦ 0.40 ¦ 98.10¦ 98.50¦ 98.10¦ 14.79¦ 3.80¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.05.02¦ 0.40 ¦ 98.10¦ 98.10¦ 98.10¦ 15.18¦ 0.01¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.05.03 ¦14.05.02¦ 3.40 ¦ 96.70¦ 97.10¦ 97.10¦ 15.30¦ 0.41¦ 27008¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.05.02¦ 3.40 ¦ 97.15¦ 97.30¦ 97.30¦ 15.13¦ 14.09¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.05.02¦ 3.50 ¦ 97.25¦ 97.40¦ 97.35¦ 14.92¦ 5.71¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.05.02¦ 3.50 ¦ 96.52¦ 97.36¦ 97.10¦ 15.18¦ 4.71¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.06.03 ¦13.05.02¦ 2.80 ¦ 96.70¦ 97.00¦ 96.70¦ 15.50¦ 8.07¦ 27009¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.05.02¦ 2.80 ¦ 96.70¦ 97.98¦ 97.10¦ 14.53¦ 2.96¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.05.02¦ 2.80 ¦ 97.20¦ 97.20¦ 97.20¦ 15.25¦ 1.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.05.02¦ 2.90 ¦ 97.20¦ 97.25¦ 97.25¦ 15.16¦ 0.42¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.05.02¦ 2.90 ¦ 96.17¦ 97.15¦ 96.96¦ 15.45¦ 3.30¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦17.09.03 ¦13.05.02¦ 2.20 ¦ 95.60¦ 96.17¦ 95.80¦ 15.72¦ 3.09¦ 27010¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.05.02¦ 2.20 ¦ 95.30¦ 96.10¦ 96.00¦ 15.50¦ 7.79¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.05.02¦ 2.30 ¦ 96.11¦ 96.15¦ 96.11¦ 15.34¦ 2.31¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.05.02¦ 2.30 ¦ 95.80¦ 98.46¦ 95.80¦ 15.35¦ 12.45¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.05.02¦ 2.40 ¦ 96.00¦ 96.20¦ 96.00¦ 15.31¦ 6.16¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.05.02¦ 2.40 ¦ 96.05¦ 96.05¦ 96.05¦ 15.45¦ 0.01¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦08.10.03 ¦13.05.02¦ 1.30 ¦ 94.80¦ 95.00¦ 95.00¦ 15.48¦ 14.32¦ 27011¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.05.02¦ 1.40 ¦ 94.21¦ 95.40¦ 94.85¦ 15.36¦ 22.81¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.05.02¦ 1.40 ¦ 94.95¦ 95.35¦ 95.20¦ 15.16¦ 19.34¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.05.02¦ 1.50 ¦ 95.10¦ 95.10¦ 95.10¦ 15.30¦ 0.05¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.05.02¦ 1.50 ¦ 95.10¦ 95.13¦ 95.10¦ 15.32¦ 37.14¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.05.02¦ 1.50 ¦ 94.99¦ 95.10¦ 95.10¦ 15.40¦ 5.54¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦19.11.03 ¦13.05.02¦ 4.80 ¦ 93.10¦ 93.10¦ 93.10¦ 15.82¦ 1.66¦ 27012¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.05.02¦ 4.80 ¦ 93.10¦ 93.50¦ 93.50¦ 15.85¦ 10.68¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.05.02¦ 4.80 ¦ 93.50¦ 93.84¦ 93.50¦ 15.52¦ 0.35¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.05.02¦ 4.80 ¦ 93.20¦ 93.50¦ 93.20¦ 15.67¦ 7.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.05.02¦ 4.90 ¦ 93.00¦ 93.70¦ 93.50¦ 15.88¦ 5.61¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.05.02¦ 4.90 ¦ 93.20¦ 94.00¦ 93.70¦ 15.63¦ 0.30¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.01.04 ¦13.05.02¦ 0.80 ¦ 93.00¦ 93.56¦ 93.20¦ 16.19¦ 3.33¦ 28001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.05.02¦ 0.80 ¦ 93.20¦ 93.60¦ 93.55¦ 16.00¦ 21.92¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.05.02¦ 0.90 ¦ 93.80¦ 94.05¦ 94.05¦ 15.54¦ 39.82¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.05.02¦ 0.90 ¦ 93.50¦ 94.01¦ 93.50¦ 15.53¦ 8.13¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.05.02¦ 0.90 ¦ 93.50¦ 93.68¦ 93.50¦ 15.82¦ 5.27¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.05.02¦ 1.00 ¦ 93.50¦ 94.00¦ 93.50¦ 15.51¦ 0.52¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+

<ИНФОРМАЦИЯ> ЦБ РФ СПИСОК ДИЛЕРОВ НА РЫНКЕ ГКО - ОФЗ ПО СОСТОЯНИЮ НА 18 МАЯ 2002 ГОДА  »
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