БЮЛЛЕТЕНЬ ЦБ РФ от 30.11.2001 n 45 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 30 ноября 2001 г. N 45
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 45.372 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 ¦26.11.01¦ 97.50¦ 97.50¦ 97.50¦ 14.40 ¦ 1.00 ¦ 21153 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦27.11.01¦ 97.50¦ 97.55¦ 97.50¦ 14.50 ¦ 24.00 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦28.11.01¦ 97.55¦ 97.60¦ 97.60¦ 14.25 ¦ 2.00 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦29.11.01¦ 97.55¦ 97.57¦ 97.57¦ 14.66 ¦ 0.42 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦30.11.01¦ 97.80¦ 97.80¦ 97.80¦ 13.46 ¦ 0.01 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦20.02.02 ¦26.11.01¦ 96.90¦ 96.90¦ 96.90¦ 13.58 ¦ 1.17 ¦ 21154 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦27.11.01¦ 96.90¦ 96.90¦ 96.90¦ 13.74 ¦ 1.29 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦28.11.01¦ 97.00¦ 97.00¦ 97.00¦ 13.44 ¦ 1.69 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦13.03.02 ¦27.11.01¦ 95.80¦ 95.87¦ 95.80¦ 14.87 ¦ 2.38 ¦ 21147 ¦
+---------+--------+------+------+------+--------+-------+-------+
¦03.04.02 ¦29.11.01¦ 95.35¦ 95.35¦ 95.35¦ 14.24 ¦ 1.41 ¦ 21155 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦30.11.01¦ 95.80¦ 95.80¦ 95.80¦ 12.90 ¦ 5.00 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦17.07.02 ¦29.11.01¦ 91.55¦ 91.60¦ 91.60¦ 14.63 ¦ 5.00 ¦ 21156 ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 3151.69 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)¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.12.01 ¦26.11.01¦ 0.00 ¦ 99.15¦ 99.25¦ 99.24¦ 15.78¦ 331.85¦ 25030¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.11.01¦ 0.00 ¦ 99.26¦ 99.31¦ 99.28¦ 16.02¦ 240.13¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.11.01¦ 0.00 ¦ 99.29¦ 99.30¦ 99.29¦ 16.53¦ 91.25¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.11.01¦ 0.00 ¦ 99.30¦ 99.36¦ 99.34¦ 16.57¦ 187.10¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.11.01¦ 0.00 ¦ 99.32¦ 99.47¦ 99.47¦ 15.21¦ 130.88¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦06.02.02 ¦26.11.01¦ 0.80 ¦100.10¦100.12¦100.11¦ 14.77¦ 14.80¦ 27001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.11.01¦ 0.80 ¦100.02¦100.12¦100.10¦ 15.17¦ 37.26¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.11.01¦ 0.90 ¦100.00¦100.16¦100.00¦ 15.04¦ 47.56¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.11.01¦ 0.90 ¦100.00¦100.06¦100.06¦ 15.46¦ 22.83¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.11.01¦ 0.90 ¦100.02¦100.25¦100.11¦ 15.33¦ 18.61¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.02 ¦26.11.01¦ 7.01 ¦ 98.50¦ 98.50¦ 98.50¦ 14.96¦ 0.22¦ 25014¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.05.02 ¦26.11.01¦ 0.20 ¦100.27¦100.60¦100.30¦ 14.89¦ 25.49¦ 27002¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.11.01¦ 0.20 ¦100.08¦100.25¦100.24¦ 15.52¦ 24.33¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.11.01¦ 0.30 ¦100.11¦100.30¦100.25¦ 14.98¦ 56.54¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.11.01¦ 0.30 ¦100.20¦100.25¦100.25¦ 15.20¦ 30.20¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.11.01¦ 0.40 ¦100.20¦100.35¦100.35¦ 14.90¦ 36.94¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.06.02 ¦26.11.01¦ 3.30 ¦100.30¦100.40¦100.31¦ 15.01¦ 31.03¦ 27003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.11.01¦ 3.40 ¦100.01¦100.10¦100.10¦ 15.48¦ 32.01¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.11.01¦ 3.40 ¦100.10¦100.34¦100.28¦ 15.10¦ 66.89¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.11.01¦ 3.50 ¦100.17¦100.30¦100.25¦ 14.96¦ 22.89¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.11.01¦ 3.50 ¦100.23¦100.49¦100.49¦ 14.92¦ 38.51¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦18.09.02 ¦26.11.01¦ 2.80 ¦100.45¦100.65¦100.45¦ 14.88¦ 14.81¦ 27004¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.11.01¦ 2.80 ¦100.05¦100.30¦100.20¦ 15.38¦ 32.75¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.11.01¦ 2.80 ¦100.25¦100.40¦100.35¦ 15.28¦ 41.09¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.11.01¦ 2.90 ¦100.22¦100.36¦100.35¦ 15.14¦ 35.13¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.11.01¦ 2.90 ¦100.22¦100.65¦100.63¦ 14.86¦ 40.85¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦09.10.02 ¦26.11.01¦ 1.90 ¦ 99.50¦ 99.80¦ 99.50¦ 14.75¦ 13.57¦ 27005¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.11.01¦ 2.00 ¦ 99.28¦ 99.61¦ 99.50¦ 14.91¦ 51.79¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.11.01¦ 2.00 ¦ 99.40¦ 99.51¦ 99.45¦ 14.94¦ 32.36¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.11.01¦ 2.00 ¦ 99.40¦ 99.49¦ 99.49¦ 15.01¦ 21.50¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.11.01¦ 2.10 ¦ 99.40¦ 99.70¦ 99.65¦ 14.74¦ 26.02¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.01.03 ¦26.11.01¦ 1.30 ¦ 98.29¦ 98.60¦ 98.30¦ 15.28¦ 71.33¦ 27006¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.11.01¦ 1.40 ¦ 98.02¦ 98.20¦ 98.20¦ 15.53¦ 84.31¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.11.01¦ 1.40 ¦ 98.10¦ 98.48¦ 98.42¦ 15.31¦ 36.30¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.11.01¦ 1.50 ¦ 98.01¦ 98.25¦ 98.01¦ 15.31¦ 24.82¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.11.01¦ 1.50 ¦ 98.16¦ 98.50¦ 98.49¦ 15.10¦ 25.06¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.02.03 ¦26.11.01¦ 0.80 ¦ 98.29¦ 98.70¦ 98.30¦ 15.19¦ 78.81¦ 27007¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.11.01¦ 0.80 ¦ 98.00¦ 98.06¦ 98.05¦ 15.61¦ 53.47¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.11.01¦ 0.90 ¦ 97.80¦ 98.25¦ 98.20¦ 15.40¦ 17.26¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.11.01¦ 0.90 ¦ 98.05¦ 98.16¦ 98.16¦ 15.52¦ 8.32¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.11.01¦ 0.90 ¦ 98.05¦ 98.40¦ 98.40¦ 15.34¦ 36.56¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.03 ¦26.11.01¦ 7.01 ¦ 91.30¦ 91.30¦ 91.30¦ 17.93¦ 0.06¦ 26001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.11.01¦ 7.10 ¦ 92.50¦ 92.60¦ 92.60¦ 16.76¦ 3.51¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.11.01¦ 7.12 ¦ 93.20¦ 93.20¦ 93.20¦ 16.12¦ 0.01¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.05.03 ¦26.11.01¦ 0.20 ¦ 97.28¦ 97.60¦ 97.30¦ 15.34¦ 77.24¦ 27008¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.11.01¦ 0.20 ¦ 96.92¦ 97.35¦ 96.98¦ 15.70¦ 133.04¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.11.01¦ 0.30 ¦ 97.00¦ 97.37¦ 97.37¦ 15.37¦ 22.12¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.11.01¦ 0.30 ¦ 97.20¦ 97.35¦ 97.35¦ 15.43¦ 15.80¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.11.01¦ 0.40 ¦ 97.38¦ 97.53¦ 97.49¦ 15.23¦ 12.04¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.06.03 ¦26.11.01¦ 3.30 ¦ 97.28¦ 97.41¦ 97.30¦ 15.45¦ 48.16¦ 27009¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.11.01¦ 3.40 ¦ 96.94¦ 97.21¦ 96.95¦ 15.66¦ 127.17¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.11.01¦ 3.40 ¦ 97.05¦ 97.54¦ 97.42¦ 15.33¦ 33.90¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.11.01¦ 3.50 ¦ 97.00¦ 97.12¦ 97.12¦ 15.57¦ 3.85¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.11.01¦ 3.50 ¦ 97.20¦ 97.49¦ 97.45¦ 15.28¦ 13.59¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦20.08.03 ¦26.11.01¦ 0.21 ¦ 99.19¦ 99.19¦ 99.19¦ 15.12¦ 0.00¦ 27016¦
+---------+--------+-------+------+------+------+------+-------+------+
¦17.09.03 ¦26.11.01¦ 2.80 ¦ 96.50¦ 96.77¦ 96.50¦ 15.26¦ 3.26¦ 27010¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.11.01¦ 2.80 ¦ 96.16¦ 96.40¦ 96.16¦ 15.55¦ 4.57¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.11.01¦ 2.80 ¦ 96.20¦ 96.80¦ 96.70¦ 15.31¦ 62.72¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.11.01¦ 2.90 ¦ 96.28¦ 96.52¦ 96.33¦ 15.48¦ 12.15¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.11.01¦ 2.90 ¦ 96.31¦ 96.55¦ 96.50¦ 15.42¦ 16.21¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦08.10.03 ¦26.11.01¦ 1.90 ¦ 95.15¦ 95.55¦ 95.25¦ 15.47¦ 0.22¦ 27011¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.11.01¦ 2.00 ¦ 94.70¦ 95.15¦ 94.70¦ 15.69¦ 3.01¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.11.01¦ 2.00 ¦ 95.10¦ 95.75¦ 95.75¦ 15.29¦ 34.53¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.11.01¦ 2.00 ¦ 95.10¦ 95.31¦ 95.31¦ 15.55¦ 8.27¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.11.01¦ 2.10 ¦ 95.30¦ 95.37¦ 95.35¦ 15.46¦ 8.50¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦19.11.03 ¦26.11.01¦ 0.20 ¦ 89.68¦ 89.98¦ 89.95¦ 16.81¦ 3.23¦ 27012¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.11.01¦ 0.10 ¦ 89.80¦ 89.95¦ 89.84¦ 16.87¦ 19.57¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.11.01¦ 0.20 ¦ 89.60¦ 90.50¦ 90.20¦ 16.71¦ 11.07¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.11.01¦ 0.20 ¦ 90.00¦ 90.10¦ 90.00¦ 16.75¦ 0.74¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.11.01¦ 0.20 ¦ 90.00¦ 90.48¦ 90.30¦ 16.71¦ 13.10¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.01.04 ¦26.11.01¦ 1.30 ¦ 92.72¦ 93.14¦ 93.14¦ 16.47¦ 53.45¦ 28001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.11.01¦ 1.40 ¦ 92.00¦ 93.19¦ 92.50¦ 16.41¦ 56.53¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.11.01¦ 1.40 ¦ 92.80¦ 93.17¦ 92.80¦ 16.48¦ 10.75¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦

<ПИСЬМО> ГТК РФ от 30.11.2001 n 05-22/47685 О НАПРАВЛЕНИИ ИНФОРМАЦИИ  »
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