БЮЛЛЕТЕНЬ ЦБ РФ от 22.03.2002 n 11 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 22 марта 2002 г. N 11
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 209.903 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) ¦
+---------+--------+------+------+------+--------+-------+-------+
¦03.04.02 ¦19.03.02¦99.508¦99.509¦99.509¦ 12.03¦ 23.30¦ 21155¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦21.03.02¦99.540¦99.567¦99.540¦ 12.32¦ 14.16¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦17.07.02 ¦18.03.02¦95.000¦95.150¦95.150¦ 15.65¦ 5.00¦ 21156¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦21.03.02¦95.000¦95.150¦95.051¦ 16.05¦ 6.50¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦22.03.02¦95.000¦95.000¦95.000¦ 16.42¦ 0.02¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦07.08.02 ¦18.03.02¦94.150¦94.300¦94.300¦ 15.77¦ 5.25¦ 21157¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦19.03.02¦94.350¦94.450¦94.350¦ 15.34¦ 15.71¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦20.03.02¦95.000¦95.000¦95.000¦ 13.72¦ 0.78¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦21.03.02¦94.500¦95.000¦94.500¦ 15.28¦ 5.14¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦22.03.02¦95.200¦95.200¦95.200¦ 13.34¦ 0.00¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦21.08.02 ¦18.03.02¦93.700¦94.100¦93.970¦ 15.38¦ 20.89¦ 21158¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦19.03.02¦93.900¦94.000¦93.990¦ 15.11¦ 10.00¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦20.03.02¦93.970¦94.100¦94.000¦ 15.02¦ 9.57¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦21.03.02¦93.913¦94.190¦94.050¦ 15.04¦ 4.02¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦22.03.02¦94.180¦94.200¦94.200¦ 14.80¦ 12.30¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦06.11.02 ¦19.03.02¦91.180¦91.180¦91.180¦ 15.22¦ 0.08¦ 21159¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦20.03.02¦90.850¦91.199¦91.199¦ 15.80¦ 47.49¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦21.03.02¦90.950¦91.280¦91.000¦ 15.63¦ 8.09¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦22.03.02¦91.100¦91.100¦91.100¦ 15.57¦ 21.60¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 1989.102 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)¦
+---------+--------+-------+-------+------+-------+------+-------+------+
¦12.04.02 ¦18.03.02¦ 9.60 ¦ 99.791¦99.791¦ 99.791¦ 13.76¦ 9.13¦ 29004¦
¦<*> +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦21.03.02¦ 9.70 ¦ 99.826¦99.826¦ 99.826¦ 13.59¦ 4.50¦ ¦
+---------+--------+-------+-------+------+-------+------+-------+------+
¦22.05.02 ¦18.03.02¦ 1.10 ¦ 99.990¦99.950¦ 99.980¦ 15.54¦ 45.20¦ 27002¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦19.03.02¦ 1.10 ¦ 99.945¦99.850¦ 99.945¦ 16.09¦ 48.06¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦20.03.02¦ 1.10 ¦100.042¦99.950¦100.030¦ 15.80¦ 85.48¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦21.03.02¦ 1.20 ¦100.050¦99.990¦ 99.990¦ 15.42¦ 33.67¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦22.03.02¦ 1.20 ¦100.000¦99.980¦ 99.995¦ 15.78¦ 36.73¦ ¦
+---------+--------+-------+-------+------+-------+------+-------+------+
¦05.06.02 ¦18.03.02¦ 0.50 ¦ 99.999¦99.800¦ 99.999¦ 15.71¦ 47.33¦ 27003¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦19.03.02¦ 0.50 ¦ 99.999¦99.910¦ 99.970¦ 16.15¦ 36.48¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦20.03.02¦ 0.60 ¦100.040¦99.950¦100.040¦ 15.47¦ 94.53¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦21.03.02¦ 0.60 ¦100.100¦99.990¦ 99.991¦ 15.68¦ 40.37¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦22.03.02¦ 0.70 ¦100.003¦99.950¦100.003¦ 15.51¦ 31.04¦ ¦
+---------+--------+-------+-------+------+-------+------+-------+------+
¦18.09.02 ¦18.03.02¦ 3.60 ¦100.060¦99.900¦100.060¦ 15.79¦ 26.55¦ 27004¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦19.03.02¦ 3.70 ¦100.000¦99.940¦ 99.999¦ 15.64¦ 24.77¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦20.03.02¦ 0.00 ¦100.070¦99.977¦100.000¦ 15.70¦ 56.88¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦21.03.02¦ 0.00 ¦100.150¦99.961¦100.000¦ 15.77¦ 47.51¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦22.03.02¦ 0.10 ¦100.070¦99.960¦ 99.990¦ 15.68¦ 54.87¦ ¦
+---------+--------+-------+-------+------+-------+------+-------+------+
¦09.10.02 ¦18.03.02¦ 2.80 ¦ 99.100¦98.999¦ 99.100¦ 15.29¦ 3.00¦ 27005¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦19.03.02¦ 2.80 ¦ 99.000¦98.620¦ 99.000¦ 15.72¦ 15.34¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦20.03.02¦ 2.80 ¦ 99.190¦98.810¦ 99.190¦ 15.87¦ 20.51¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦21.03.02¦ 2.90 ¦ 99.500¦98.851¦ 98.871¦ 15.51¦ 2.24¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦22.03.02¦ 2.90 ¦ 99.000¦98.750¦ 98.750¦ 15.79¦ 6.14¦ ¦
+---------+--------+-------+-------+------+-------+------+-------+------+
¦22.01.03 ¦18.03.02¦ 2.20 ¦ 97.900¦97.900¦ 97.900¦ 15.57¦ 1.50¦ 27006¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦19.03.02¦ 2.20 ¦ 97.800¦97.400¦ 97.790¦ 15.83¦ 10.14¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦20.03.02¦ 2.30 ¦ 97.850¦97.300¦ 97.850¦ 16.39¦ 6.89¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦21.03.02¦ 2.30 ¦ 97.950¦97.550¦ 97.560¦ 16.09¦ 6.61¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦22.03.02¦ 2.40 ¦ 97.400¦97.400¦ 97.400¦ 16.25¦ 1.10¦ ¦
+---------+--------+-------+-------+------+-------+------+-------+------+
¦05.02.03 ¦18.03.02¦ 1.60 ¦ 98.757¦97.710¦ 97.770¦ 15.73¦ 30.41¦ 27007¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦19.03.02¦ 1.70 ¦ 97.830¦97.580¦ 97.580¦ 15.96¦ 46.33¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦20.03.02¦ 1.70 ¦ 97.600¦97.310¦ 97.370¦ 16.09¦ 61.38¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦21.03.02¦ 1.70 ¦ 97.750¦97.630¦ 97.750¦ 16.03¦ 6.50¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦22.03.02¦ 1.80 ¦ 97.650¦97.450¦ 97.450¦ 16.17¦ 0.27¦ ¦
+---------+--------+-------+-------+------+-------+------+-------+------+
¦21.05.03 ¦18.03.02¦ 1.10 ¦ 97.170¦97.170¦ 97.170¦ 15.29¦ 1.80¦ 27008¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦19.03.02¦ 1.10 ¦ 96.750¦96.500¦ 96.510¦ 15.96¦ 5.46¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦20.03.02¦ 1.10 ¦ 96.500¦96.000¦ 96.001¦ 16.37¦ 10.19¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦21.03.02¦ 1.20 ¦ 96.310¦96.000¦ 96.000¦ 16.26¦ 6.70¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦22.03.02¦ 1.20 ¦ 96.450¦96.050¦ 96.100¦ 16.43¦ 13.34¦ ¦
+---------+--------+-------+-------+------+-------+------+-------+------+
¦04.06.03 ¦18.03.02¦ 0.50 ¦ 96.940¦96.600¦ 96.750¦ 15.74¦ 4.57¦ 27009¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦19.03.02¦ 0.50 ¦ 96.550¦96.400¦ 96.550¦ 16.05¦ 12.04¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦20.03.02¦ 0.60 ¦ 96.550¦96.250¦ 96.300¦ 16.20¦ 13.30¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦21.03.02¦ 0.60 ¦ 96.400¦96.000¦ 96.400¦ 16.28¦ 8.04¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦22.03.02¦ 0.70 ¦ 96.310¦96.150¦ 96.200¦ 16.29¦ 4.89¦ ¦
+---------+--------+-------+-------+------+-------+------+-------+------+
¦17.09.03 ¦18.03.02¦ 3.60 ¦ 95.300¦95.200¦ 95.251¦ 16.29¦ 51.96¦ 27010¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦19.03.02¦ 3.70 ¦ 95.260¦95.100¦ 95.130¦ 16.34¦ 10.28¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦20.03.02¦ 0.00 ¦ 95.250¦95.010¦ 95.200¦ 16.38¦ 18.70¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦21.03.02¦ 0.00 ¦ 95.350¦95.000¦ 95.270¦ 16.30¦ 15.08¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦22.03.02¦ 0.10 ¦ 96.260¦95.120¦ 95.120¦ 16.07¦ 17.88¦ ¦
+---------+--------+-------+-------+------+-------+------+-------+------+
¦08.10.03 ¦18.03.02¦ 2.80 ¦ 94.140¦93.660¦ 94.030¦ 16.28¦ 36.23¦ 27011¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦19.03.02¦ 2.80 ¦ 94.020¦93.800¦ 93.900¦ 16.42¦ 26.12¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦20.03.02¦ 2.80 ¦ 94.020¦93.600¦ 93.650¦ 16.63¦ 66.48¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦21.03.02¦ 2.90 ¦ 93.900¦93.770¦ 93.900¦ 16.52¦ 0.36¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦22.03.02¦ 2.90 ¦ 93.950¦93.750¦ 93.750¦ 16.55¦ 60.02¦ ¦
+---------+--------+-------+-------+------+-------+------+-------+------+
¦19.11.03 ¦18.03.02¦ 3.20 ¦ 91.900¦91.400¦ 91.500¦ 16.61¦ 53.12¦ 27012¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦19.03.02¦ 3.20 ¦ 91.900¦91.450¦ 91.770¦ 16.63¦ 1.92¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦20.03.02¦ 3.30 ¦ 91.520¦91.300¦ 91.520¦ 16.75¦ 31.32¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦21.03.02¦ 3.30 ¦ 92.000¦91.590¦ 91.590¦ 16.57¦ 0.34¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦22.03.02¦ 3.30 ¦ 91.600¦91.400¦ 91.400¦ 16.63¦ 0.75¦ ¦
+---------+--------+-------+-------+------+-------+------+-------+------+
¦21.01.04 ¦18.03.02¦ 2.20 ¦ 93.000¦92.800¦ 92.900¦ 16.45¦ 18.24¦ 28001¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦19.03.02¦ 2.20 ¦ 92.890¦92.700¦ 92.701¦ 16.59¦ 3.43¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦20.03.02¦ 2.30 ¦ 92.780¦92.370¦ 92.570¦ 16.66¦ 30.28¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦21.03.02¦ 2.30 ¦ 92.748¦92.600¦ 92.680¦ 16.63¦ 14.19¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦22.03.02¦ 2.40 ¦ 92.690¦92.000¦ 92.300¦ 16.70¦ 15.86¦ ¦
+---------+--------+-------+-------+------+-------+------+-------+------+
¦04.02.04 ¦18.03.02¦ 1.53 ¦ 96.090¦95.490¦ 96.090¦ 16.31¦ 5.55¦ 27015¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦21.03.02¦ 1.65 ¦ 96.500¦96.500¦ 96.500¦ 15.75¦ 0.01¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦22.03.02¦ 1.69 ¦ 96.000¦96.000¦ 96.000¦ 16.11¦ 0.27¦ ¦
+---------+--------+-------+-------+------+-------+------+-------+------+
¦02.06.04 ¦18.03.02¦

<ИНФОРМАЦИЯ> ЦБ РФ СПИСОК ДИЛЕРОВ НА РЫНКЕ ГКО - ОФЗ ПО СОСТОЯНИЮ НА 22 МАРТА 2002 ГОДА  »
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