БЮЛЛЕТЕНЬ ЦБ РФ от 08.05.2002 n 17 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>

ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 8 мая 2002 г. N 17
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 323.448 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 ¦29.04.02¦97.000¦97.000¦97.000¦ 14.29 ¦ 23.20¦ 21156 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦30.04.02¦97.040¦97.045¦97.045¦ 14.27 ¦ 12.54¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦06.05.02¦97.100¦97.200¦97.200¦ 14.93 ¦ 8.32¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦07.05.02¦97.370¦97.370¦97.370¦ 13.89 ¦ 0.50¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦08.05.02¦97.400¦97.455¦97.455¦ 13.87 ¦ 14.56¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦07.08.02 ¦29.04.02¦96.200¦96.281¦96.281¦ 14.33 ¦ 1.56¦ 21157 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦30.04.02¦96.292¦96.292¦96.292¦ 14.20 ¦ 1.38¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦06.05.02¦96.200¦96.200¦96.200¦ 15.50 ¦ 0.01¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦07.05.02¦96.592¦96.592¦96.592¦ 14.00 ¦ 1.00¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦21.08.02 ¦29.04.02¦95.700¦95.700¦95.700¦ 14.39 ¦ 2.61¦ 21158 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦30.04.02¦95.700¦95.700¦95.700¦ 14.51 ¦ 0.01¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦07.05.02¦96.093¦96.250¦96.093¦ 13.99 ¦ 2.56¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦08.05.02¦96.262¦96.590¦96.300¦ 12.81 ¦ 4.21¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦06.11.02 ¦29.04.02¦92.850¦93.000¦92.850¦ 14.57 ¦ 14.71¦ 21159 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦07.05.02¦93.235¦93.235¦93.235¦ 14.47 ¦ 155.00¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦08.05.02¦93.275¦93.310¦93.310¦ 14.39 ¦ 81.30¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 2051.465 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 ¦29.04.02¦ 2.80 ¦100.040¦100.060¦100.040¦ 13.92¦ 24.41¦ 27002¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.04.02¦ 2.80 ¦100.000¦100.080¦100.000¦ 15.08¦ 27.55¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.05.02¦ 3.00 ¦100.000¦100.040¦100.010¦ 16.30¦ 23.66¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.05.02¦ 3.10 ¦100.005¦100.016¦100.016¦ 14.89¦ 23.08¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.05.02¦ 3.10 ¦100.098¦100.136¦100.130¦ 12.77¦ 85.58¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦05.06.02 ¦29.04.02¦ 2.20 ¦100.120¦100.130¦100.130¦ 14.10¦ 8.50¦ 27003¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.04.02¦ 2.20 ¦100.030¦100.123¦100.031¦ 14.86¦ 26.70¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.05.02¦ 2.50 ¦100.000¦100.100¦100.000¦ 15.12¦ 0.05¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.05.02¦ 2.50 ¦100.007¦100.050¦100.040¦ 15.14¦ 15.08¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.05.02¦ 2.60 ¦100.045¦100.105¦100.105¦ 13.54¦ 14.97¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦18.09.02 ¦29.04.02¦ 1.60 ¦100.250¦100.399¦100.330¦ 14.75¦ 5.46¦ 27004¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.04.02¦ 1.70 ¦100.400¦100.500¦100.500¦ 14.33¦ 1.04¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.05.02¦ 1.90 ¦100.350¦100.350¦100.350¦ 14.58¦ 5.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.05.02¦ 2.00 ¦100.250¦100.340¦100.250¦ 14.70¦ 1.25¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.05.02¦ 2.00 ¦100.450¦100.500¦100.500¦ 14.07¦ 45.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦09.10.02 ¦29.04.02¦ 0.80 ¦ 99.160¦ 99.300¦ 99.300¦ 14.80¦ 8.88¦ 27005¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.04.02¦ 0.80 ¦ 99.291¦ 99.291¦ 99.291¦ 14.59¦ 1.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.05.02¦ 1.10 ¦ 99.280¦ 99.400¦ 99.400¦ 14.09¦ 10.03¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.05.02¦ 1.10 ¦ 99.400¦ 99.410¦ 99.410¦ 14.26¦ 2.57¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦22.01.03 ¦29.04.02¦ 0.20 ¦ 98.100¦ 98.250¦ 98.200¦ 14.98¦ 0.77¦ 27006¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.04.02¦ 0.20 ¦ 98.000¦ 98.200¦ 98.200¦ 15.36¦ 0.72¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.05.02¦ 0.50 ¦ 98.450¦ 99.030¦ 98.450¦ 13.91¦ 7.53¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.05.02¦ 0.50 ¦ 98.410¦ 98.450¦ 98.410¦ 14.66¦ 6.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.05.02¦ 0.60 ¦ 98.500¦ 98.500¦ 98.500¦ 14.42¦ 5.68¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦05.02.03 ¦29.04.02¦ 3.30 ¦ 97.950¦ 98.180¦ 98.180¦ 15.41¦ 7.11¦ 27007¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.04.02¦ 3.40 ¦ 97.750¦ 98.060¦ 97.750¦ 15.38¦ 10.70¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.05.02¦ 3.60 ¦ 98.150¦ 98.400¦ 98.200¦ 14.79¦ 13.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.05.02¦ 3.70 ¦ 98.380¦ 98.383¦ 98.380¦ 14.70¦ 2.64¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.05.02¦ 0.00 ¦ 98.450¦ 98.550¦ 98.550¦ 14.49¦ 5.02¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦21.05.03 ¦29.04.02¦ 2.80 ¦ 97.150¦ 97.150¦ 97.150¦ 15.22¦ 0.80¦ 27008¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.05.02¦ 3.00 ¦ 97.000¦ 97.150¦ 97.000¦ 15.34¦ 11.84¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.05.02¦ 3.10 ¦ 97.117¦ 97.150¦ 97.150¦ 15.23¦ 7.89¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.05.02¦ 3.10 ¦ 97.250¦ 97.381¦ 97.250¦ 15.01¦ 4.39¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.06.03 ¦29.04.02¦ 2.20 ¦ 96.510¦ 97.000¦ 97.000¦ 15.49¦ 0.53¦ 27009¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.05.02¦ 2.50 ¦ 96.900¦ 96.900¦ 96.900¦ 15.54¦ 10.02¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.05.02¦ 2.50 ¦ 96.800¦ 96.950¦ 96.900¦ 15.58¦ 7.47¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.05.02¦ 2.60 ¦ 96.960¦ 97.030¦ 97.001¦ 15.40¦ 8.32¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦17.09.03 ¦29.04.02¦ 1.60 ¦ 95.660¦ 95.810¦ 95.810¦ 15.87¦ 12.51¦ 27010¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.05.02¦ 1.90 ¦ 95.660¦ 95.660¦ 95.660¦ 15.86¦ 0.07¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.05.02¦ 2.00 ¦ 95.660¦ 95.660¦ 95.660¦ 15.80¦ 0.02¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.05.02¦ 2.00 ¦ 96.051¦ 96.200¦ 96.200¦ 15.35¦ 18.13¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.10.03 ¦29.04.02¦ 0.80 ¦ 94.300¦ 94.330¦ 94.330¦ 16.05¦ 0.07¦ 27011¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.04.02¦ 0.80 ¦ 94.320¦ 94.320¦ 94.320¦ 16.09¦ 0.10¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.05.02¦ 1.10 ¦ 94.000¦ 94.200¦ 94.200¦ 16.29¦ 0.09¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.05.02¦ 1.10 ¦ 94.600¦ 95.100¦ 94.950¦ 15.48¦ 11.53¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦19.11.03 ¦29.04.02¦ 4.40 ¦ 92.400¦ 92.600¦ 92.600¦ 16.20¦ 8.15¦ 27012¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.04.02¦ 4.40 ¦ 92.550¦ 92.550¦ 92.550¦ 16.19¦ 1.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.05.02¦ 4.60 ¦ 92.600¦ 92.900¦ 92.900¦ 15.93¦ 0.05¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.05.02¦ 4.60 ¦ 92.990¦ 92.990¦ 92.990¦ 15.88¦ 0.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.05.02¦ 4.60 ¦ 92.800¦ 93.200¦ 93.000¦ 16.01¦ 8.22¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦21.01.04 ¦29.04.02¦ 0.20 ¦ 93.100¦ 93.300¦ 93.110¦ 16.27¦ 1.02¦ 28001¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.04.02¦ 0.20 ¦ 93.000¦ 93.440¦ 93.070¦ 16.38¦ 3.10¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.05.02¦ 0.50 ¦ 93.010¦ 93.100¦ 93.100¦ 16.27¦ 0.06¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.05.02¦ 0.50 ¦ 93.000¦ 93.400¦ 93.092¦ 16.31¦ 3.67¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.05.02¦ 0.60 ¦ 93.181¦ 93.350¦ 93.300¦ 16.06¦ 8.80¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.02.04 ¦29.04.02¦ 3.15 ¦ 95.582¦ 95.610¦ 95.605¦ 16.46¦ 101.49¦ 27015¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.04.02¦ 3.18 ¦ 95.450¦ 95.620¦ 95.620¦ 16.46¦ 95.44¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.05.02¦ 3.41 ¦ 95.625¦ 95.625¦ 95.625¦ 16.46¦ 0.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.05.02¦ 3.45 ¦ 95.800¦ 95.800¦ 95.800¦ 16.33¦ 0.50¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.05.02¦ 0.00 ¦ 95.815¦ 95.847¦ 95.845¦ 16.30¦ 98.83¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.04 ¦29.04.02¦ 1.23 ¦ 91.599¦ 91.600¦ 91.600¦ 15.43¦ 7.74¦ 26002¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.06.04 ¦30.04.02¦ 2.11 ¦ 94.555¦ 94.555¦ 94.555¦ 16.69¦ 1.00¦ 27013¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.05.02¦ 2.34 ¦ 94.500¦ 94.650¦ 94.500¦ 16.72¦ 25.18¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.05.02¦ 2.38 ¦ 94.557¦ 94.565¦ 94.563¦ 16.69¦ 62.24¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.05.02¦ 2.42 ¦ 94.580¦ 94.700¦ 94.700¦ 16.64¦ 98.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.08.04 ¦29.04.02¦ 3.37 ¦ 94.185¦ 94.211¦ 94.211¦ 16.71¦ 88.00¦ 27017¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.04.02¦ 3.41 ¦ 94.207¦ 94.226¦ 94.226¦ 16.70¦ 70.92¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦

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