Бюллетень цб рф от 11.08.2000 n 30 <итоги торговли гко, офз и обр>

ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 11 августа 2000 г. N 30
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 61.531
млн. руб. по номиналу имела следующие параметры:
----------T--------T--------------------T--------T-------T-------¬
¦ Дата ¦ Дата ¦ Цены облигаций ¦Доход- ¦Оборот ¦Номер ¦
¦погашения¦ торгов ¦ ¦ность ¦ (млн. ¦выпуска¦
¦ ¦ +------T------T------+(% год.)¦ руб. ¦(спра- ¦
¦ ¦ ¦ мин. ¦макс. ¦закр. ¦ ¦ по ¦вочно) ¦
¦ ¦ ¦ ¦ ¦ ¦ ¦номин.)¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦06.09.00 ¦09.08.00¦115.50¦115.50¦115.50¦ -174.94¦ 0.01 ¦ 21138 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦10.08.00¦115.00¦115.00¦115.00¦ -176.33¦ 1.00 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦11.08.00¦111.00¦115.00¦115.00¦ -140.37¦ 8.25 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦04.10.00 ¦08.08.00¦ 98.34¦ 98.36¦ 98.34¦ 10.74¦ 4.72 ¦ 21141 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦09.08.00¦ 98.69¦ 98.70¦ 98.70¦ 8.58¦ 2.00 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦10.08.00¦ 98.70¦ 98.79¦ 98.79¦ 8.47¦ 20.42 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦11.08.00¦ 98.70¦ 98.75¦ 98.75¦ 8.63¦ 9.03 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦01.11.00 ¦10.08.00¦ 97.97¦ 98.00¦ 98.00¦ 9.11¦ 10.31 ¦ 21142 ¦
+---------+--------+------+------+------+--------+-------+-------+
¦15.11.00 ¦08.08.00¦114.00¦114.00¦114.00¦ -45.28¦ 1.26 ¦ 21137 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦11.08.00¦114.00¦114.00¦114.00¦ -46.69¦ 4.53 ¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 4851.379 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. ¦(% год.)¦ руб. ¦ка ¦
¦ ¦ ¦(% от ¦ ¦ ¦ ¦ ¦ по ¦(спра-¦
¦ ¦ ¦номин.)¦ ¦ ¦ ¦ ¦номин.)¦вочно)¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦27.09.00 ¦07.08.00¦ 5.03 ¦100.50¦100.60¦100.54¦ 10.01¦ 63.70¦ 25018¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.08.00¦ 5.06 ¦100.43¦100.50¦100.50¦ 10.46¦ 29.25¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.08.00¦ 5.10 ¦100.50¦100.70¦100.70¦ 9.37¦ 15.45¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.08.00¦ 5.14 ¦100.65¦100.70¦100.70¦ 8.57¦ 22.19¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.08.00¦ 5.18 ¦100.69¦100.70¦100.69¦ 8.38¦ 70.00¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦25.10.00 ¦07.08.00¦ 3.39 ¦100.42¦100.42¦100.42¦ 10.06¦ 2.68¦ 25020¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.08.00¦ 3.42 ¦100.20¦100.30¦100.30¦ 10.79¦ 3.28¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.08.00¦ 3.45 ¦100.30¦100.63¦100.62¦ 9.36¦ 44.65¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.08.00¦ 3.49 ¦100.60¦100.70¦100.70¦ 8.87¦ 22.25¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.08.00¦ 3.52 ¦100.65¦100.69¦100.66¦ 8.72¦ 49.42¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦17.01.01 ¦07.08.00¦ 0.78 ¦100.65¦100.80¦100.65¦ 13.72¦ 5.03¦ 25021¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.08.00¦ 0.82 ¦100.50¦100.60¦100.60¦ 14.11¦ 8.90¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.08.00¦ 0.86 ¦100.60¦100.85¦100.85¦ 13.57¦ 14.86¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.08.00¦ 0.90 ¦100.85¦100.98¦100.90¦ 13.17¦ 34.41¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.08.00¦ 0.95 ¦100.99¦101.05¦101.05¦ 12.83¦ 21.06¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.01 ¦09.08.00¦ 4.03 ¦ 95.00¦ 95.00¦ 95.00¦ 19.24¦ 0.00¦ 25013¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.08.01 ¦08.08.00¦ 9.54 ¦100.00¦102.00¦102.00¦ 18.76¦ 10.91¦ 25024¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.08.00¦ 9.59 ¦102.11¦102.11¦102.11¦ 18.41¦ 0.94¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.08.00¦ 9.70 ¦105.00¦105.00¦105.00¦ 15.02¦ 0.42¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦12.09.01 ¦07.08.00¦ 5.56 ¦ 96.70¦ 97.00¦ 96.90¦ 17.97¦ 158.90¦ 25023¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.08.00¦ 5.60 ¦ 96.90¦ 97.05¦ 97.01¦ 17.81¦ 84.56¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.08.00¦ 5.64 ¦ 97.00¦ 97.30¦ 97.30¦ 17.61¦ 39.83¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.08.00¦ 5.68 ¦ 97.45¦ 97.64¦ 97.50¦ 17.24¦ 76.82¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.08.00¦ 5.72 ¦ 97.45¦ 98.00¦ 98.00¦ 17.00¦ 34.84¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.12.01 ¦07.08.00¦ 0.00 ¦ 76.40¦ 76.80¦ 76.80¦ 21.69¦ 133.61¦ 25030¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.08.00¦ 0.00 ¦ 76.63¦ 76.90¦ 76.90¦ 21.50¦ 77.29¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.08.00¦ 0.00 ¦ 76.89¦ 77.30¦ 77.30¦ 21.11¦ 136.38¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.08.00¦ 0.00 ¦ 77.20¦ 77.60¦ 77.60¦ 20.93¦ 97.87¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.08.00¦ 0.00 ¦ 77.40¦ 78.20¦ 78.20¦ 20.29¦ 62.12¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦06.02.02 ¦07.08.00¦ 6.10 ¦ 96.25¦ 96.75¦ 96.55¦ 23.10¦ 28.85¦ 27001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.08.00¦ 6.10 ¦ 96.50¦ 96.79¦ 96.60¦ 22.97¦ 67.12¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.08.00¦ 0.00 ¦ 96.62¦ 97.12¦ 97.05¦ 22.60¦ 49.94¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.08.00¦ 0.10 ¦ 96.66¦ 97.35¦ 96.81¦ 22.68¦ 64.00¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.08.00¦ 0.10 ¦ 96.80¦ 97.45¦ 97.45¦ 22.39¦ 59.94¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.05.02 ¦07.08.00¦ 5.10 ¦ 93.80¦ 94.30¦ 94.30¦ 24.33¦ 27.79¦ 27002¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.08.00¦ 5.20 ¦ 93.88¦ 94.12¦ 93.95¦ 24.34¦ 55.12¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.08.00¦ 5.20 ¦ 94.00¦ 94.70¦ 94.40¦ 24.07¦ 70.53¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.08.00¦ 5.30 ¦ 94.00¦ 94.60¦ 94.33¦ 24.14¦ 76.53¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.08.00¦ 5.40 ¦ 94.41¦ 95.30¦ 94.86¦ 23.53¦ 26.00¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.06.02 ¦07.08.00¦ 4.20 ¦ 93.33¦ 94.45¦ 94.00¦ 24.43¦ 140.98¦ 27003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.08.00¦ 4.20 ¦ 93.81¦ 94.10¦ 93.83¦ 24.58¦ 47.53¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.08.00¦ 4.30 ¦ 94.05¦ 94.59¦ 94.53¦ 24.06¦ 71.01¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.08.00¦ 4.40 ¦ 94.14¦ 94.55¦ 94.35¦ 24.07¦ 74.44¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.08.00¦ 4.40 ¦ 94.49¦ 95.28¦ 95.28¦ 23.76¦ 60.87¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦18.09.02 ¦07.08.00¦ 3.20 ¦ 92.25¦ 92.92¦ 92.70¦ 24.70¦ 22.84¦ 27004¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.08.00¦ 3.30 ¦ 92.20¦ 92.70¦ 92.59¦ 24.70¦ 46.26¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.08.00¦ 3.30 ¦ 92.70¦ 93.28¦ 92.91¦ 24.42¦ 80.70¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.08.00¦ 3.40 ¦ 92.91¦ 93.45¦ 92.91¦ 24.38¦ 49.00¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.08.00¦ 3.50 ¦ 93.03¦ 93.60¦ 93.45¦ 24.09¦ 60.14¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦09.10.02 ¦07.08.00¦ 1.40 ¦ 89.49¦ 90.58¦ 90.58¦ 25.11¦ 22.39¦ 27005¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.08.00¦ 1.50 ¦ 89.30¦ 89.91¦ 89.65¦ 25.14¦ 96.62¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.08.00¦ 1.50 ¦ 89.50¦ 90.41¦ 90.41¦ 24.80¦ 62.10¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.08.00¦ 1.60 ¦ 90.35¦ 90.85¦ 90.54¦ 24.56¦ 31.64¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.08.00¦ 1.60 ¦ 90.50¦ 91.30¦ 91.30¦ 24.31¦ 33.46¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.01.03 ¦07.08.00¦ 0.70 ¦ 87.50¦ 88.00¦ 87.85¦ 25.07¦ 73.00¦ 27006¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.08.00¦ 0.70 ¦ 87.60¦ 88.00¦ 87.70¦ 25.21¦ 85.04¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.08.00¦ 0.80 ¦ 87.90¦ 88.40¦ 88.40¦ 24.82¦ 64.77¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.08.00¦ 0.80 ¦ 88.30¦ 88.60¦ 88.50¦ 24.71¦ 40.23¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.08.00¦ 0.90 ¦ 88.50¦ 89.50¦ 89.43¦ 24.15¦ 38.03¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.02.03 ¦07.08.00¦ 6.10 ¦ 87.50¦ 88.17¦ 87.91¦ 25.08¦ 51.08¦ 27007¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.08.00¦ 6.10 ¦ 87.50¦ 87.95¦ 87.95¦ 25.18¦ 29.48¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.08.00¦ 0.00 ¦ 87.95¦ 88.48¦ 88.45¦ 24.80¦ 80.45¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.08.00¦ 0.10 ¦ 88.31¦ 88.85¦ 88.70¦ 24.59¦ 30.89¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.08.00¦ 0.10 ¦ 88.69¦ 89.50¦ 89.50¦ 24.25¦ 34.36¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.03 ¦07.08.00¦ 3.97 ¦ 69.70¦ 69.70¦ 69.70¦ 27.64¦ 2.90¦ 26001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.08.00¦ 4.03 ¦ 67.90¦ 69.49¦ 69.49¦ 27.90¦ 0.22¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.05.03 ¦07.08.00¦ 5.10 ¦ 86.21¦ 86.64¦ 86.64¦ 25.05¦ 25.34¦ 27008¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.08.00¦ 5.20 ¦ 85.50¦ 86.70¦ 86.27¦ 25.18¦ 46.39¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.08.00¦ 5.20 ¦ 86.60¦ 86.95¦ 86.95¦ 24.78¦ 10.02¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.08.00¦ 5.30 ¦ 86.85¦ 88.00¦ 88.00¦ 24.54¦ 60.92¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.08.00¦ 5.40 ¦ 87.20¦ 87.93¦ 87.80¦ 24.15¦ 24.59¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦04.06.03 ¦07.08.00¦ 4.20 ¦ 86.00¦ 86.49¦ 86.38¦ 25.15¦ 72.18¦ 27009¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.08.00¦ 4.20 ¦ 86.15¦ 86.58¦ 86.36¦ 25.23¦ 36.99¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.08.00¦ 4.30 ¦ 86.40¦ 86.99¦ 86.91¦ 24.86¦ 93.65¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦

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