Бюллетень цб рф от 28.12.2001 n 49 <итоги торговли гко, офз и обр>
ЦЕНТРАЛЬНЫЙ БАНК РОССИИ БЮЛЛЕТЕНЬ
от 28 декабря 2001 г. N 49 Часть 1 ИТОГИ
ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И
ОБЛИГАЦИЯМИ ФЕДЕРАЛЬНОГО ЗАЙМА
(ОФЗ) Торговля ГКО при суммарном объеме
сделок за неделю 463.602 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 ¦24.12.01¦ 99.45¦ 99.51¦ 98.55¦ 14.62¦ 127.97¦ 21153 ¦
¦ +--------+------+------+------+--------+-------+ ¦ ¦
¦25.12.01¦ 98.40¦ 98.54¦ 98.41¦ 16.07¦ 49.68¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦ ¦
¦26.12.01¦ 98.45¦ 98.52¦ 98.50¦ 15.88¦ 30.56¦ ¦ ¦
+--------+------+------+------+--------+-------+ ¦ ¦
¦27.12.01¦ 98.50¦ 98.60¦ 98.58¦ 15.91¦ 73.01¦ ¦ ¦
+--------+------+------+------+--------+-------+ ¦ ¦
¦28.12.01¦ 98.56¦ 98.80¦ 98.80¦ 15.14¦ 6.42¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦20.02.02 ¦25.12.01¦ 97.60¦ 97.60¦ 97.60¦ 15.75¦ 1.93¦ 21154 ¦
¦ +--------+------+------+------+--------+-------+ ¦ ¦
¦26.12.01¦ 97.60¦ 97.65¦ 97.62¦ 15.89¦ 16.35¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦ ¦
¦27.12.01¦ 98.00¦ 98.00¦ 98.00¦ 13.54¦ 0.00¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦13.03.02 ¦27.12.01¦ 97.00¦ 97.00¦ 97.00¦ 14.85¦ 11.00¦ 21147 ¦
+---------+--------+------+------+------+--------+-------+-------+
¦03.04.02 ¦24.12.01¦ 95.90¦ 96.00¦ 95.90¦ 15.57¦ 2.44¦ 21155 ¦
¦ +--------+------+------+------+--------+-------+ ¦ ¦
¦26.12.01¦ 95.85¦ 95.85¦ 95.85¦ 16.13¦ 0.15¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦ ¦
¦27.12.01¦ 96.00¦ 96.00¦ 96.00¦ 15.68¦ 6.75¦ ¦ ¦
+--------+------+------+------+--------+-------+ ¦ ¦
¦28.12.01¦ 96.00¦ 96.00¦ 96.00¦ 15.84¦ 6.74¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦17.07.02 ¦24.12.01¦ 91.99¦ 92.10¦ 92.00¦ 15.44¦ 70.40¦ 21156 ¦
¦ +--------+------+------+------+--------+-------+ ¦ ¦
¦25.12.01¦ 91.98¦ 92.08¦ 92.00¦ 15.56¦ 15.09¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦ ¦
¦26.12.01¦ 91.90¦ 92.05¦ 92.05¦ 15.85¦ 4.02¦ ¦ ¦
+--------+------+------+------+--------+-------+ ¦ ¦
¦27.12.01¦ 92.15¦ 92.48¦ 92.15¦ 15.27¦ 16.53¦ ¦ ¦
+--------+------+------+------+--------+-------+ ¦ ¦
¦28.12.01¦ 91.85¦ 91.90¦ 91.85¦ 16.09¦ 24.56¦ ¦
L---------+--------+------+------+------+--------+-------+-------- Торговля
ОФЗ при суммарном объеме сделок за неделю
2360.726 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 ¦24.12.01¦ 1.90 ¦ 99.95¦100.20¦100.14¦ 14.42¦ 140.04¦
27001¦ ¦ +--------+-------+------+------+------+------+-------+
¦ ¦ ¦25.12.01¦ 2.00 ¦ 99.85¦100.10¦ 99.85¦ 15.74¦
41.32¦ ¦ ¦
+--------+-------+------+------+------+------+-------+ ¦ ¦
¦26.12.01¦ 2.00 ¦ 99.94¦100.02¦100.00¦ 15.45¦ 14.16¦ ¦ ¦
+--------+-------+------+------+------+------+-------+ ¦ ¦
¦27.12.01¦ 2.00 ¦100.00¦100.15¦100.10¦ 14.85¦ 14.21¦
¦ ¦ +--------+-------+------+------+------+------+-------+
¦ ¦ ¦28.12.01¦ 2.10 ¦100.01¦100.20¦100.10¦ 14.42¦
27.28¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.02 ¦24.12.01¦ 7.78 ¦ 98.50¦ 98.50¦ 98.50¦ 16.76¦ 0.06¦
25014¦ ¦ +--------+-------+------+------+------+------+-------+
¦ ¦ ¦25.12.01¦ 7.81 ¦ 98.50¦ 98.50¦ 98.50¦ 16.85¦
0.03¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.05.02 ¦24.12.01¦ 1.30 ¦ 99.95¦100.30¦100.00¦ 15.39¦ 144.33¦
27002¦ ¦ +--------+-------+------+------+------+------+-------+
¦ ¦ ¦25.12.01¦ 1.40 ¦ 99.65¦100.10¦ 99.87¦ 16.08¦
17.07¦ ¦ ¦
+--------+-------+------+------+------+------+-------+ ¦ ¦
¦26.12.01¦ 1.40 ¦ 99.80¦100.18¦100.18¦ 15.45¦ 2.59¦ ¦ ¦
+--------+-------+------+------+------+------+-------+ ¦ ¦
¦27.12.01¦ 1.50 ¦100.15¦100.40¦100.40¦ 14.84¦ 10.94¦
¦ ¦ +--------+-------+------+------+------+------+-------+
¦ ¦ ¦28.12.01¦ 1.50 ¦100.00¦100.15¦100.06¦ 15.48¦
62.28¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.06.02 ¦24.12.01¦ 0.80 ¦ 99.95¦100.15¦ 99.95¦ 15.53¦ 77.51¦
27003¦ ¦ +--------+-------+------+------+------+------+-------+
¦ ¦ ¦25.12.01¦ 0.80 ¦ 99.60¦100.05¦ 99.82¦ 16.51¦
166.37¦ ¦ ¦
+--------+-------+------+------+------+------+-------+ ¦ ¦
¦26.12.01¦ 0.90 ¦ 99.65¦100.13¦100.13¦ 15.85¦ 6.98¦ ¦ ¦
+--------+-------+------+------+------+------+-------+ ¦ ¦
¦27.12.01¦ 0.90 ¦100.12¦100.45¦100.12¦ 15.08¦ 23.85¦
¦ ¦ +--------+-------+------+------+------+------+-------+
¦ ¦ ¦28.12.01¦ 0.90 ¦ 99.96¦100.23¦100.15¦ 15.48¦
46.77¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦18.09.02 ¦24.12.01¦ 0.20 ¦ 99.95¦100.35¦ 99.95¦ 15.72¦ 52.52¦
27004¦ ¦ +--------+-------+------+------+------+------+-------+
¦ ¦ ¦25.12.01¦ 0.20 ¦ 99.75¦100.10¦ 99.75¦ 15.87¦
35.42¦ ¦ ¦
+--------+-------+------+------+------+------+-------+ ¦ ¦
¦26.12.01¦ 0.30 ¦ 99.80¦100.36¦100.36¦ 15.47¦ 5.53¦ ¦ ¦
+--------+-------+------+------+------+------+-------+ ¦ ¦
¦27.12.01¦ 0.30 ¦100.10¦100.30¦100.10¦ 15.51¦ 132.94¦
¦ ¦ +--------+-------+------+------+------+------+-------+
¦ ¦ ¦28.12.01¦ 0.40 ¦ 99.95¦100.13¦ 99.95¦ 15.62¦
58.30¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦09.10.02 ¦24.12.01¦ 3.00 ¦ 99.15¦ 99.20¦ 99.18¦ 15.40¦ 16.73¦
27005¦ ¦ +--------+-------+------+------+------+------+-------+
¦ ¦ ¦25.12.01¦ 3.10 ¦ 98.60¦ 99.20¦ 98.80¦ 15.84¦
1.47¦ ¦ ¦
+--------+-------+------+------+------+------+-------+ ¦ ¦
¦26.12.01¦ 3.10 ¦ 98.75¦ 99.11¦ 99.11¦ 15.68¦ 15.75¦ ¦ ¦
+--------+-------+------+------+------+------+-------+ ¦ ¦
¦27.12.01¦ 3.20 ¦ 99.34¦100.00¦ 99.36¦ 14.95¦ 17.97¦
¦ ¦ +--------+-------+------+------+------+------+-------+
¦ ¦ ¦28.12.01¦ 3.20 ¦ 98.75¦100.00¦ 99.20¦ 15.09¦
38.65¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.01.03 ¦24.12.01¦ 2.50 ¦ 97.80¦ 98.10¦ 98.03¦ 15.53¦ 16.54¦
27006¦ ¦ +--------+-------+------+------+------+------+-------+
¦ ¦ ¦25.12.61¦ 2.50 ¦ 97.22¦ 97.90¦ 97.61¦ 16.03¦
21.57¦ ¦ ¦
+--------+-------+------+------+------+------+-------+ ¦ ¦
¦26.12.01¦ 2.60 ¦ 97.28¦ 97.65¦ 97.44¦ 16.26¦ 176.86¦ ¦ ¦
+--------+-------+------+------+------+------+-------+ ¦ ¦
¦27.12.01¦ 2.60 ¦ 97.60¦ 98.15¦ 98.05¦ 15.53¦ 57.16¦
¦ ¦ +--------+-------+------+------+------+------+-------+
¦ ¦ ¦28.12.01¦ 2.60 ¦ 98.07¦ 99.00¦ 99.00¦ 15.28¦
28.65¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.02.03 ¦24.12.01¦ 1.90 ¦ 97.80¦ 97.90¦ 97.90¦ 15.73¦ 7.17¦
27007¦ ¦ +--------+-------+------+------+------+------+-------+
¦ ¦ ¦25.12.01¦ 2.00 ¦ 97.40¦ 97.88¦ 97.54¦ 16.00¦
82.31¦ ¦ ¦
+--------+-------+------+------+------+------+-------+ ¦ ¦
¦26.12.01¦ 2.00 ¦ 97.30¦ 97.50¦ 97.35¦ 16.31¦ 96.83¦ ¦ ¦
+--------+-------+------+------+------+------+-------+ ¦ ¦
¦27.12.01¦ 2.00 ¦ 97.50¦ 98.00¦ 97.50¦ 15.64¦ 64.41¦
¦ ¦ +--------+-------+------+------+------+------+-------+
¦ ¦ ¦28.12.01¦ 2.10 ¦ 97.80¦ 98.00¦ 97.80¦ 15.66¦
11.26¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.03 ¦25.12.01¦ 7.81 ¦ 92.69¦ 92.69¦ 92.69¦ 17.00¦ 0.49¦
26001¦ ¦ +--------+-------+------+------+------+------+-------+
¦ ¦ ¦26.12.01¦ 7.84 ¦ 92.50¦ 92.50¦ 92.50¦ 17.21¦
0.03¦ ¦ ¦
+--------+-------+------+------+------+------+-------+ ¦ ¦
¦27.12.01¦ 7.86 ¦ 91.50¦ 93.35¦ 91.50¦ 17.23¦ 0.22¦ ¦ ¦
+--------+-------+------+------+------+------+-------+ ¦ ¦
¦28.12.01¦ 7.89 ¦ 93.20¦ 93.20¦ 93.20¦ 16.52¦ 0.01¦
¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.05.03 ¦24.12.01¦ 1.30 ¦ 96.40¦ 96.70¦ 96.51¦ 16.05¦ 15.06¦
27008¦ ¦ +--------+-------+------+------+------+------+-------+
¦ ¦ ¦25.12.01¦ 1.40 ¦ 96.15¦ 96.60¦ 96.50¦ 16.10¦
3.40¦ ¦ ¦
+--------+-------+------+------+------+------+-------+ ¦ ¦
¦26.12.01¦ 1.40 ¦ 96.30¦ 96.48¦ 96.30¦ 16.25¦ 12.19¦ ¦ ¦
+--------+-------+------+------+------+------+-------+ ¦ ¦
¦27.12.01¦ 1.50 ¦ 96.83¦ 96.90¦ 96.85¦ 15.74¦ 11.51¦
¦ ¦ +--------+-------+------+------+------+------+-------+
¦ ¦ ¦28.12.01¦ 1.50 ¦ 96.30¦ 96.85¦ 96.47¦ 16.04¦
35.94¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.06.03 ¦24.12.01¦ 0.80 ¦ 96.30¦ 96.70¦ 96.37¦ 16.08¦ 13.14¦
27009¦ ¦ +--------+-------+------+------+------+------+-------+
¦ ¦ ¦25.12.01¦ 0.80 ¦ 96.00¦ 96.51¦ 96.00¦ 16.13¦
3.50¦ ¦ ¦
+--------+-------+------+------+------+------+-------+ ¦ ¦
¦26.12.01¦ 0.90 ¦ 96.11¦ 96.33¦ 96.15¦ 16.37¦ 5.32¦ ¦ ¦
+--------+-------+------+------+------+------+-------+ ¦ ¦
¦27.12.01¦ 0.90 ¦ 96.85¦ 96.95¦ 96.90¦ 15.74¦ 11.10¦
¦ ¦ +--------+-------+------+------+------+------+-------+
¦ ¦ ¦28.12.01¦ 0.90 ¦ 94.90¦ 97.09¦ 96.50¦ 16.11¦
16.66¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦20.08.03 ¦26.12.01¦ 1.44 ¦ 97.00¦ 98.00¦ 98.00¦ 16.45¦ 7.04¦
27016¦ ¦ +--------+-------+------+------+------+------+-------+
¦ ¦ ¦27.12.01¦ 1.48 ¦ 99.19¦ 99.19¦ 99.19¦ 15.06¦
0.05¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦17.09.03 ¦24.12.01¦ 0.20 ¦ 95.40¦ 96.00¦ 95.45¦ 16.03¦ 25.43¦
27010¦ ¦ +--------+-------+------+------+------+------+-------+
¦ ¦ ¦25.12.01¦ 0.20 ¦ 94.40¦ 95.68¦ 95.68¦ 16.27¦
0.93¦ ¦ ¦
+--------+-------+------+------+------+------+-------+ ¦ ¦
¦26.12.01¦ 0.30 ¦ 95.30¦ 95.50¦ 95.35¦ 16.11¦ 5.09¦ ¦ ¦
+--------+-------+------+------+------+------+-------+ ¦ ¦
¦27.12.01¦ 0.30 ¦ 95.70¦ 96.25¦ 96.25¦ 15.72¦ 24.10¦
¦ ¦ +--------+-------+------+------+------+------+-------+
¦ ¦ ¦28.12.01¦ 0.40 ¦ 95.50¦ 96.04¦ 95.50¦ 15.94¦
19.67¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦08.10.03 ¦24.12.01¦ 3.00 ¦ 94.30¦ 94.65¦ 94.50¦ 16.09¦ 11.65¦
27011¦ ¦ +--------+-------+------+------+------+------+-------+
¦ ¦ ¦25.12.01¦ 3.10 ¦ 94.06¦ 94.40¦ 94.18¦ 16.27¦
9.15¦ ¦ ¦
+--------+-------+------+------+------+------+-------+ ¦ ¦
¦26.12.01¦ 3.10 ¦ 94.00¦ 94.06¦ 94.00¦ 16.45¦ 9.43¦ ¦ ¦
+--------+-------+------+------+------+------+-------+ ¦ ¦
¦27.12.01¦ 3.20 ¦ 94.70¦ 95.09¦ 94.92¦ 15.73¦ 12.81¦
¦ ¦ +--------+-------+------+------+------+------+-------+
¦ ¦ ¦28.12.01¦ 3.20 ¦ 94.50¦ 94.95¦ 94.50¦ 16.01¦
8.69¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦19.11.03 ¦24.12.01¦ 0.90 ¦ 89.86¦ 90.50¦ 90.50¦ 17.00¦ 31.33¦
27012¦ ¦ +--------+-------+------+------+------+------+-------+
¦ ¦ ¦25.12.01¦ 0.90 ¦ 89.80¦ 90.40¦ 89.95¦ 16.96¦
11.33¦ ¦ ¦
+--------+-------+------+------+------+------+-------+ ¦ ¦
¦26.12.01¦ 1.00 ¦ 90.00¦ 90.30¦ 90.12¦ 16.78¦ 4.98¦ ¦ ¦
+--------+-------+------+------+------+------+-------+ ¦ ¦
¦27.12.01¦ 1.00 ¦ 90.20¦ 90.35¦ 90.34¦ 16.81¦ 7.50¦
¦ ¦ +--------+-------+------+------+------+------+-------+
¦ ¦ ¦28.12.01¦ 1.00 ¦ 90.50¦ 90.60¦ 90.50¦ 16.64¦
4.14¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.01.04 ¦24.12.01¦ 2.50 ¦ 92.20¦ 92.60¦ 92.50¦ 16.82¦ 17.25¦
28001¦ ¦
Читайте также
|