БЮЛЛЕТЕНЬ ЦБ РФ от 07.09.2001 n 33 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 7 сентября 2001 г. N 33
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 191.361 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.)¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦17.10.01 ¦03.09.01¦ 98.44¦ 98.44¦ 98.44¦ 13.15 ¦ 0.20 ¦ 21149 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦05.09.01¦ 98.50¦ 98.50¦ 98.50¦ 13.23 ¦ 0.08 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦06.09.01¦ 98.65¦ 98.75¦ 98.65¦ 11.27 ¦ 5.09 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦14.11.01 ¦03.09.01¦ 97.40¦ 97.40¦ 97.40¦ 13.53 ¦ 0.03 ¦ 21150 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦04.09.01¦ 97.50¦ 97.50¦ 97.50¦ 13.18 ¦ 0.15 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦05.09.01¦ 97.40¦ 97.40¦ 97.40¦ 13.92 ¦ 0.01 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦06.09.01¦ 97.50¦ 97.79¦ 97.50¦ 12.01 ¦ 6.02 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦07.09.01¦ 97.75¦ 97.82¦ 97.82¦ 12.13 ¦ 5.47 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦28.11.01 ¦06.09.01¦ 97.30¦ 97.30¦ 97.30¦ 12.20 ¦ 4.26 ¦ 21152 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦07.09.01¦ 97.35¦ 97.35¦ 97.35¦ 12.12 ¦ 5.13 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦30.01.02 ¦03.09.01¦ 94.40¦ 94.44¦ 94.40¦ 14.53 ¦ 5.07 ¦ 21153 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦04.09.01¦ 94.45¦ 94.45¦ 94.45¦ 14.49 ¦ 0.66 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦05.09.01¦ 94.47¦ 94.50¦ 94.50¦ 14.48 ¦ 80.94 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦06.09.01¦ 94.60¦ 94.65¦ 94.65¦ 14.19 ¦ 51.86 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦07.09.01¦ 94.70¦ 94.70¦ 94.70¦ 14.09 ¦ 25.92 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦13.03.02 ¦03.09.01¦ 92.80¦ 92.80¦ 92.80¦ 14.83 ¦ 0.48 ¦ 21147 ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 1495.436 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)¦
+---------+--------+-------+------+------+------+------+-------+------+
¦12.09.01 ¦03.09.01¦ 6.64 ¦100.00¦100.04¦100.03¦ 12.70¦ 9.59 ¦ 25023¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.09.01¦ 6.67 ¦100.01¦100.03¦100.01¦ 13.04¦ 15.00 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.09.01¦ 6.71 ¦100.01¦100.03¦100.03¦ 12.86¦ 66.29 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.09.01¦ 6.75 ¦100.02¦100.02¦100.02¦ 12.70¦ 3.32 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.09.01¦ 6.79 ¦ 99.95¦100.03¦100.02¦ 12.46¦ 24.98 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.12.01 ¦03.09.01¦ 0.00 ¦ 96.20¦ 96.27¦ 96.27¦ 14.55¦ 28.50 ¦ 25030¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.09.01¦ 0.00 ¦ 96.27¦ 96.31¦ 96.30¦ 14.44¦ 74.77 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.09.01¦ 0.00 ¦ 96.31¦ 96.38¦ 96.38¦ 14.42¦ 28.35 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.09.01¦ 0.00 ¦ 96.35¦ 96.47¦ 96.43¦ 14.28¦ 34.85 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.09.01¦ 0.00 ¦ 96.36¦ 96.51¦ 96.50¦ 14.17¦116.23 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦06.02.02 ¦03.09.01¦ 1.10 ¦100.35¦100.40¦100.40¦ 14.45¦ 10.42 ¦ 27001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.09.01¦ 1.10 ¦100.21¦100.45¦100.43¦ 14.60¦ 19.97 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.09.01¦ 1.10 ¦100.31¦100.50¦100.50¦ 14.41¦ 36.48 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.09.01¦ 1.20 ¦100.46¦100.58¦100.58¦ 14.18¦ 15.88 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.09.01¦ 1.20 ¦100.00¦100.60¦100.60¦ 14.09¦ 16.91 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.05.02 ¦03.09.01¦ 0.50 ¦100.40¦100.54¦100.53¦ 14.79¦ 9.58 ¦ 27002¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.09.01¦ 0.50 ¦100.50¦100.57¦100.52¦ 14.82¦ 6.95 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.09.01¦ 0.60 ¦100.40¦100.56¦100.56¦ 14.74¦ 16.19 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.09.01¦ 0.60 ¦100.45¦100.79¦100.78¦ 14.55¦ 15.46 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.09.01¦ 0.70 ¦100.10¦100.84¦100.84¦ 14.66¦ 62.02 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.06.02 ¦03.09.01¦ 4.90 ¦100.51¦100.51¦100.51¦ 14.91¦ 3.00 ¦ 27003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.09.01¦ 4.90 ¦100.40¦100.64¦100.40¦ 14.88¦ 2.45 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.09.01¦ 0.00 ¦100.38¦100.56¦100.55¦ 14.83¦ 5.34 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.09.01¦ 0.00 ¦100.60¦100.75¦100.75¦ 14.57¦ 8.52 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.09.01¦ 0.10 ¦100.74¦100.82¦100.82¦ 14.42¦ 13.22 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦18.09.02 ¦03.09.01¦ 4.10 ¦100.57¦100.84¦100.57¦ 15.00¦ 4.15 ¦ 27004¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.09.01¦ 4.20 ¦100.50¦100.75¦100.60¦ 15.19¦ 5.82 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.09.01¦ 4.20 ¦100.40¦100.90¦100.84¦ 15.07¦ 14.42 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.09.01¦ 4.30 ¦100.60¦100.88¦100.85¦ 14.87¦ 17.74 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.09.01¦ 4.30 ¦ 99.31¦101.00¦101.00¦ 14.87¦ 7.09 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦09.10.02 ¦04.09.01¦ 2.20 ¦ 99.30¦ 99.50¦ 99.30¦ 15.13¦ 0.38 ¦ 27005¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.09.01¦ 2.30 ¦ 99.27¦ 99.40¦ 99.30¦ 15.28¦ 0.31 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.09.01¦ 2.30 ¦ 99.40¦ 99.65¦ 99.63¦ 14.98¦ 6.54 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.09.01¦ 2.40 ¦ 99.41¦100.00¦100.00¦ 14.52¦ 0.93 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.01.03 ¦04.09.01¦ 1.70 ¦ 97.75¦ 98.00¦ 98.00¦ 15.70¦ 6.85 ¦ 27006¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.09.01¦ 1.70 ¦ 97.00¦ 98.16¦ 98.16¦ 15.67¦ 7.76 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.09.01¦ 1.70 ¦ 98.01¦ 98.15¦ 98.15¦ 15.58¦ 0.21 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.09.01¦ 1.80 ¦ 97.03¦ 98.47¦ 98.30¦ 15.31¦ 1.25 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.02.03 ¦04.09.01¦ 1.10 ¦ 97.40¦ 97.60¦ 97.60¦ 16.05¦ 0.35 ¦ 27007¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.09.01¦ 1.10 ¦ 97.00¦ 97.60¦ 97.60¦ 16.10¦ 0.95 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.09.01¦ 1.20 ¦ 97.61¦ 97.85¦ 97.85¦ 15.89¦ 15.55 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.09.01¦ 1.20 ¦ 97.00¦ 97.97¦ 97.97¦ 15.77¦ 21.16 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.05.03 ¦03.09.01¦ 0.50 ¦ 96.20¦ 96.20¦ 96.20¦ 16.36¦ 0.10 ¦ 27008¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.09.01¦ 0.50 ¦ 96.15¦ 96.40¦ 96.40¦ 16.32¦ 10.53 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.09.01¦ 0.60 ¦ 96.25¦ 96.71¦ 96.71¦ 15.97¦ 5.82 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.09.01¦ 0.60 ¦ 96.40¦ 98.55¦ 98.55¦ 15.45¦ 7.37 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.09.01¦ 0.70 ¦ 96.20¦ 97.50¦ 96.95¦ 16.00¦ 15.75 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.06.03 ¦03.09.01¦ 4.90 ¦ 96.10¦ 96.24¦ 96.24¦ 16.44¦ 0.76 ¦ 27009¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.09.01¦ 4.90 ¦ 96.10¦ 96.44¦ 96.44¦ 16.32¦ 22.61 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.09.01¦ 0.00 ¦ 95.56¦ 96.75¦ 96.72¦ 16.03¦ 34.42 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.09.01¦ 0.00 ¦ 96.66¦ 96.80¦ 96.77¦ 15.98¦ 12.46 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.09.01¦ 0.10 ¦ 95.82¦ 96.95¦ 96.95¦ 15.80¦ 10.05 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦17.09.03 ¦04.09.01¦ 4.20 ¦ 94.51¦ 95.70¦ 95.30¦ 16.54¦ 0.92 ¦ 27010¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.09.01¦ 4.20 ¦ 95.14¦ 95.70¦ 95.60¦ 16.24¦ 7.52 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.09.01¦ 4.30 ¦ 95.60¦ 95.80¦ 95.80¦ 16.17¦ 16.16 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.09.01¦ 4.30 ¦ 95.02¦ 96.00¦ 96.00¦ 16.05¦ 17.44 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦08.10.03 ¦03.09.01¦ 2.20 ¦ 92.00¦ 92.28¦ 92.20¦ 17.73¦ 3.23 ¦ 27011¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.09.01¦ 2.20 ¦ 92.01¦ 92.40¦ 92.40¦ 17.62¦ 0.36 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.09.01¦ 2.30 ¦ 91.50¦ 92.75¦ 92.75¦ 17.49¦ 0.81 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.09.01¦ 2.30 ¦ 92.50¦ 93.00¦ 92.99¦ 17.30¦ 5.78 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.09.01¦ 2.40 ¦ 92.71¦ 93.00¦ 93.00¦ 17.15¦ 28.31 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦19.11.03 ¦03.09.01¦ 2.80 ¦ 85.78¦ 86.70¦ 86.70¦ 18.36¦ 7.62 ¦ 27012¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.09.01¦ 2.90 ¦ 86.70¦ 86.80¦ 86.74¦ 18.23¦ 9.44 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.09.01¦ 2.90 ¦ 86.16¦ 86.89¦ 86.88¦ 18.28¦ 73.17 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.09.01¦ 2.90 ¦ 86.70¦ 87.18¦ 87.18¦ 18.04¦ 23.69 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.09.01¦ 2.90 ¦ 87.01¦ 87.30¦ 87.30¦ 17.95¦ 17.31 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.01.04 ¦03.09.01¦ 1.60 ¦ 89.85¦ 90.35¦ 90.35¦ 18.35¦ 22.81 ¦ 28001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.09.01¦ 1.70 ¦ 90.18¦ 90.60¦ 90.59¦ 18.01¦ 23.52 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.09.01¦ 1.70 ¦ 90.50¦ 90.94¦ 90.92¦ 17.90¦ 28.31 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.09.01¦ 1.70 ¦

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