БЮЛЛЕТЕНЬ ЦБ РФ от 01.02.2002 n 4 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 1 февраля 2002 г. N 4
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 448.616 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. ¦(спра- ¦
¦ ¦ ¦ ¦ ¦ ¦ ¦ по ¦вочно) ¦
¦ ¦ ¦ ¦ ¦ ¦ ¦номин.)¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦30.01.02 ¦29.01.02¦ 99.96¦ 99.96¦ 99.96¦ 14.61¦ 1.00¦ 21153¦
+---------+--------+------+------+------+--------+-------+-------+
¦20.02.02 ¦28.01.02¦ 99.20¦ 99.20¦ 99.20¦ 12.80¦ 1.50¦ 21154¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦29.01.02¦ 99.22¦ 99.28¦ 99.28¦ 12.71¦ 3.50¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦30.01.02¦ 99.23¦ 99.23¦ 99.23¦ 13.49¦ 0.01¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦31.01.02¦ 99.34¦ 99.40¦ 99.34¦ 11.94¦ 15.50¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦03.04.02 ¦28.01.02¦ 97.66¦ 97.66¦ 97.66¦ 13.45¦ 0.50¦ 21155¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦31.01.02¦ 98.00¦ 98.00¦ 98.00¦ 12.01¦ 0.10¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦01.02.02¦ 98.10¦ 98.10¦ 98.10¦ 11.59¦ 0.56¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦17.07.02 ¦28.01.02¦ 94.10¦ 94.79¦ 94.15¦ 12.11¦ 5.30¦ 21156¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦29.01.02¦ 94.66¦ 94.74¦ 94.74¦ 11.99¦ 3.16¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦31.01.02¦ 94.21¦ 94.21¦ 94.21¦ 13.43¦ 0.01¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦07.08.02 ¦30.01.02¦ 93.40¦ 93.40¦ 93.40¦ 13.69¦ 242.48¦ 21157¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦31.01.02¦ 93.45¦ 93.46¦ 93.46¦ 13.59¦ 63.03¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦01.02.02¦ 93.51¦ 93.54¦ 93.54¦ 13.52¦ 111.97¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 720.061 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)¦
+---------+--------+-------+------+------+------+------+-------+------+
¦06.02.02 ¦28.01.02¦ 3.30 ¦100.00¦100.08¦100.02¦ 15.60¦ 10.82¦ 27001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.01.02¦ 3.40 ¦ 99.97¦100.01¦100.00¦ 14.64¦ 21.33¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.01.02¦ 3.40 ¦ 99.99¦100.06¦100.06¦ 13.99¦ 3.81¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.01.02¦ 3.50 ¦ 99.98¦100.01¦ 99.98¦ 13.12¦ 17.69¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.02.02¦ 3.50 ¦100.02¦100.05¦100.05¦ 12.72¦ 3.61¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.05.02 ¦28.01.02¦ 2.80 ¦100.60¦100.77¦100.70¦ 13.17¦ 6.00¦ 27002¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.01.02¦ 2.80 ¦100.56¦100.75¦100.71¦ 13.34¦ 12.74¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.01.02¦ 2.80 ¦100.65¦100.79¦100.79¦ 12.92¦ 7.02¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.01.02¦ 2.90 ¦100.72¦100.75¦100.73¦ 12.79¦ 11.98¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.02.02¦ 2.90 ¦100.75¦100.75¦100.75¦ 12.91¦ 30.17¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.06.02 ¦28.01.02¦ 2.20 ¦100.65¦100.69¦100.69¦ 13.43¦ 22.54¦ 27003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.01.02¦ 2.20 ¦100.63¦100.75¦100.75¦ 13.42¦ 12.08¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.01.02¦ 2.30 ¦100.71¦100.79¦100.79¦ 13.01¦ 6.15¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.01.02¦ 2.30 ¦100.67¦100.77¦100.77¦ 13.19¦ 6.39¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.02.02¦ 2.40 ¦100.75¦100.75¦100.75¦ 12.97¦ 9.60¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦18.09.02 ¦28.01.02¦ 1.60 ¦100.90¦101.01¦101.00¦ 14.00¦ 18.84¦ 27004¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.01.02¦ 1.70 ¦100.90¦101.06¦101.03¦ 13.74¦ 20.37¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.01.02¦ 1.70 ¦101.00¦101.15¦101.15¦ 13.62¦ 2.80¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.01.02¦ 1.70 ¦101.00¦101.20¦101.10¦ 13.63¦ 19.32¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.02.02¦ 1.80 ¦101.19¦101.21¦101.20¦ 13.40¦ 18.22¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦09.10.02 ¦28.01.02¦ 0.80 ¦ 99.91¦100.00¦ 99.98¦ 13.78¦ 7.22¦ 27005¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.01.02¦ 0.80 ¦100.01¦100.10¦100.06¦ 13.73¦ 16.64¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.01.02¦ 0.90 ¦100.10¦100.25¦100.25¦ 13.43¦ 22.44¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.01.02¦ 0.90 ¦100.00¦100.15¦100.00¦ 13.61¦ 1.10¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.02.02¦ 0.90 ¦100.10¦100.10¦100.10¦ 13.67¦ 0.03¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.01.03 ¦28.01.02¦ 0.20 ¦ 99.10¦ 99.20¦ 99.11¦ 14.16¦ 4.55¦ 27006¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.01.02¦ 0.20 ¦ 99.30¦ 99.40¦ 99.40¦ 13.86¦ 0.60¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.01.02¦ 0.30 ¦ 99.10¦ 99.39¦ 99.38¦ 14.06¦ 6.03¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.01.02¦ 0.30 ¦ 99.00¦ 99.40¦ 99.17¦ 14.13¦ 6.09¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.02.02¦ 0.40 ¦ 99.40¦ 99.45¦ 99.40¦ 13.70¦ 3.08¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.02.03 ¦28.01.02¦ 3.30 ¦ 99.00¦ 99.07¦ 99.07¦ 14.33¦ 17.00¦ 27007¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.01.02¦ 3.40 ¦ 98.90¦ 99.10¦ 99.10¦ 14.24¦ 6.79¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.01.02¦ 3.40 ¦ 99.06¦ 99.30¦ 99.15¦ 14.05¦ 3.51¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.01.02¦ 3.50 ¦ 99.15¦ 99.40¦ 99.30¦ 13.85¦ 14.15¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.02.02¦ 3.50 ¦ 99.07¦ 99.40¦ 99.07¦ 14.18¦ 0.12¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.03 ¦31.01.02¦ 8.82 ¦ 95.00¦ 95.00¦ 95.00¦ 15.11¦ 0.61¦ 26001¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.05.03 ¦28.01.02¦ 2.80 ¦ 97.91¦ 98.20¦ 98.00¦ 14.59¦ 12.82¦ 27008¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.01.02¦ 2.80 ¦ 98.01¦ 98.15¦ 98.05¦ 14.53¦ 15.62¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.01.02¦ 2.80 ¦ 98.10¦ 98.35¦ 98.35¦ 14.39¦ 6.21¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.01.02¦ 2.90 ¦ 98.28¦ 98.50¦ 98.30¦ 14.21¦ 6.05¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.02.02¦ 2.90 ¦ 98.01¦ 98.20¦ 98.01¦ 14.60¦ 0.04¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.06.03 ¦28.01.02¦ 2.20 ¦ 98.00¦ 98.90¦ 98.01¦ 14.52¦ 4.14¦ 27009¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.01.02¦ 2.20 ¦ 98.00¦ 98.19¦ 98.14¦ 14.59¦ 8.17¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.01.02¦ 2.30 ¦ 98.00¦ 98.35¦ 98.35¦ 14.53¦ 5.09¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.01.02¦ 2.30 ¦ 98.20¦ 98.45¦ 98.45¦ 14.33¦ 7.89¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.02.02¦ 2.40 ¦ 98.05¦ 98.05¦ 98.05¦ 14.57¦ 0.15¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦20.08.03 ¦31.01.02¦ 2.92 ¦ 99.70¦ 99.70¦ 99.70¦ 14.58¦ 0.00¦ 27016¦
+---------+--------+-------+------+------+------+------+-------+------+
¦17.09.03 ¦28.01.02¦ 1.60 ¦ 96.96¦ 97.14¦ 96.96¦ 14.87¦ 5.82¦ 27010¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.01.02¦ 1.70 ¦ 97.10¦ 97.20¦ 97.10¦ 14.71¦ 4.99¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.01.02¦ 1.70 ¦ 97.02¦ 97.30¦ 97.30¦ 14.64¦ 0.06¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.01.02¦ 1.70 ¦ 97.00¦ 97.70¦ 97.30¦ 14.70¦ 6.77¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.02.02¦ 1.80 ¦ 97.25¦ 97.30¦ 97.30¦ 14.63¦ 0.86¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦08.10.03 ¦28.01.02¦ 0.80 ¦ 95.82¦ 95.97¦ 95.90¦ 14.92¦ 0.25¦ 27011¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.01.02¦ 0.80 ¦ 96.09¦ 96.20¦ 96.15¦ 14.74¦ 4.94¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.01.02¦ 0.90 ¦ 96.00¦ 96.25¦ 96.25¦ 14.66¦ 0.43¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.01.02¦ 0.90 ¦ 95.37¦ 96.40¦ 95.37¦ 14.62¦ 3.65¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.02.02¦ 0.90 ¦ 96.10¦ 96.33¦ 96.33¦ 14.69¦ 2.18¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦19.11.03 ¦28.01.02¦ 1.90 ¦ 92.40¦ 92.50¦ 92.50¦ 15.45¦ 15.30¦ 27012¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.01.02¦ 1.90 ¦ 92.45¦ 92.86¦ 92.75¦ 15.38¦ 16.86¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.01.02¦ 1.90 ¦ 92.50¦ 92.96¦ 92.96¦ 15.20¦ 3.57¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.01.02¦ 2.00 ¦ 92.50¦ 93.10¦ 92.99¦ 15.28¦ 19.73¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.02.02¦ 2.00 ¦ 92.99¦ 92.99¦ 92.99¦ 15.09¦ 0.11¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.01.04 ¦28.01.02¦ 0.20 ¦ 94.10¦ 94.52¦ 94.50¦ 15.44¦ 8.69¦ 28001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.01.02¦ 0.20 ¦ 94.31¦ 94.75¦ 94.65¦ 15.36¦ 9.96¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.01.02¦ 0.30 ¦ 94.65¦ 94.89¦ 94.89¦ 15.16¦ 8.77¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.01.02¦ 0.30 ¦ 95.10¦ 95.39¦ 95.21¦ 14.91¦ 12.81¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.02.02¦ 0.40 ¦ 95.20¦ 95.40¦ 95.20¦ 14.80¦ 6.70¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.02.04 ¦29.01.02¦ 3.15 ¦ 97.25¦ 97.50¦ 97.50¦ 15.20¦ 3.23¦ 27015¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.01.02¦ 3.22 ¦ 97.47¦ 97.51¦ 97.51¦ 15.06¦ 25.57¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.02.02¦ 3.26 ¦ 97.62¦ 97.62¦ 97.62¦ 14.98¦ 0.41¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.04 ¦29.01.02¦ 8.77 ¦ 89.45¦ 89.50¦ 89.50¦ 16.18¦ 1.13¦ 26002¦
+---------+--------+-------+------+------+------+------+-------+------+
¦02.06.04 ¦29.01.02¦

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