БЮЛЛЕТЕНЬ ЦБ РФ от 23.06.2000 n 23 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 23 июня 2000 г. N 23
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 95.757 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.)¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦05.07.00 ¦20.06.00¦124.00¦125.00¦124.00¦-486.04 ¦ 1.67 ¦ 21136 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦21.06.00¦121.00¦122.00¦121.00¦-453.19 ¦ 27.87 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦22.06.00¦121.00¦121.00¦121.00¦-487.29 ¦ 3.94 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦23.06.00¦120.00¦120.00¦120.00¦-506.94 ¦ 4.00 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦19.07.00 ¦20.06.00¦ 98.90¦ 98.95¦ 98.94¦ 13.74 ¦ 10.82 ¦ 21140 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦21.06.00¦ 98.96¦ 99.00¦ 98.96¦ 13.30 ¦ 14.63 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦22.06.00¦ 98.98¦ 99.05¦ 99.00¦ 13.66 ¦ 9.00 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦23.06.00¦ 99.03¦ 99.08¦ 99.03¦ 13.75 ¦ 17.50 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦06.09.00 ¦20.06.00¦117.00¦117.00¦117.00¦ -67.99 ¦ 1.85 ¦ 21138 ¦
+---------+--------+------+------+------+--------+-------+-------+
¦04.10.00 ¦21.06.00¦ 95.70¦ 96.00¦ 95.80¦ 15.47 ¦ 3.30 ¦ 21141 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦22.06.00¦ 96.00¦ 96.10¦ 96.10¦ 14.55 ¦ 1.19 ¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 4207.182 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 ¦19.06.00¦ 3.15 ¦99.25¦99.35¦99.26¦ 17.30 ¦ 29.40 ¦ 25018¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦20.06.00¦ 3.18 ¦99.26¦99.40¦99.37¦ 16.99 ¦ 24.89 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦21.06.00¦ 3.22 ¦99.27¦99.45¦99.45¦ 16.80 ¦ 21.91 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦22.06.00¦ 3.26 ¦99.40¦99.54¦99.50¦ 16.44 ¦ 81.12 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦23.06.00¦ 3.30 ¦99.55¦99.65¦99.56¦ 15.98 ¦ 53.75 ¦ ¦
+---------+--------+-------+-----+-----+-----+--------+-------+------+
¦25.10.00 ¦19.06.00¦ 1.78 ¦98.41¦98.49¦98.47¦ 17.24 ¦ 12.66 ¦ 25020¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦20.06.00¦ 1.81 ¦98.46¦98.55¦98.55¦ 17.07 ¦ 23.28 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦21.06.00¦ 1.84 ¦98.41¦98.60¦98.60¦ 17.38 ¦ 29.03 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦22.06.00¦ 1.87 ¦98.60¦98.89¦98.71¦ 16.50 ¦ 8.28 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦23.06.00¦ 1.91 ¦98.83¦98.97¦98.86¦ 15.98 ¦ 38.87 ¦ ¦
+---------+--------+-------+-----+-----+-----+--------+-------+------+
¦17.01.01 ¦19.06.00¦ 6.25 ¦96.70¦96.80¦96.80¦ 22.25 ¦ 62.61 ¦ 25021¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦20.06.00¦ 6.29 ¦96.71¦96.87¦96.75¦ 22.25 ¦ 36.36 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦21.06.00¦ 6.33 ¦96.40¦96.74¦96.67¦ 22.61 ¦ 44.98 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦22.06.00¦ 6.37 ¦96.98¦97.04¦97.00¦ 21.79 ¦222.16 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦23.06.00¦ 6.41 ¦97.02¦97.50¦97.15¦ 21.42 ¦ 43.45 ¦ ¦
+---------+--------+-------+-----+-----+-----+--------+-------+------+
¦15.03.01 ¦22.06.00¦ 2.71 ¦92.00¦92.00¦92.00¦ 22.79 ¦ 0.18 ¦ 25013¦
+---------+--------+-------+-----+-----+-----+--------+-------+------+
¦15.08.01 ¦19.06.00¦ 6.80 ¦93.45¦93.47¦93.45¦ 28.61 ¦ 21.83 ¦ 25024¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦20.06.00¦ 6.85 ¦93.44¦93.60¦93.60¦ 28.62 ¦ 6.12 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦21.06.00¦ 6.90 ¦93.15¦93.40¦93.40¦ 28.80 ¦ 35.51 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦22.06.00¦ 6.96 ¦93.73¦94.75¦94.75¦ 27.51 ¦ 7.19 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦23.06.00¦ 7.01 ¦94.76¦95.19¦94.76¦ 26.92 ¦ 22.00 ¦ ¦
+---------+--------+-------+-----+-----+-----+--------+-------+------+
¦12.09.01 ¦19.06.00¦ 3.68 ¦86.10¦86.30¦86.18¦ 29.85 ¦ 84.96 ¦ 25023¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦20.06.00¦ 3.72 ¦85.95¦86.26¦86.26¦ 30.00 ¦104.77 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦21.06.00¦ 3.76 ¦85.16¦86.10¦86.00¦ 30.41 ¦122.55 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦22.06.00¦ 3.80 ¦86.15¦87.08¦87.08¦ 29.00 ¦116.71 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦23.06.00¦ 3.84 ¦87.30¦87.50¦87.40¦ 28.40 ¦127.68 ¦ ¦
+---------+--------+-------+-----+-----+-----+--------+-------+------+
¦15.12.01 ¦19.06.00¦ 0.00 ¦66.50¦68.10¦68.10¦ 29.85 ¦ 65.29 ¦ 25030¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦20.06.00¦ 0.00 ¦67.25¦68.30¦68.10¦ 29.57 ¦163.64 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦21.06.00¦ 0.00 ¦67.90¦88.05¦69.25¦ 28.63 ¦ 62.11 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦22.06.00¦ 0.00 ¦69.00¦70.00¦69.92¦ 27.56 ¦ 46.29 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦23.06.00¦ 0.00 ¦69.40¦69.97¦69.60¦ 27.60 ¦107.36 ¦ ¦
+---------+--------+-------+-----+-----+-----+--------+-------+------+
¦06.02.02 ¦19.06.00¦ 2.70 ¦84.43¦85.13¦85.12¦ 35.12 ¦ 57.50 ¦ 27001¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦20.06.00¦ 2.80 ¦84.78¦85.07¦85.05¦ 35.06 ¦ 52.47 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦21.06.00¦ 2.90 ¦84.20¦85.07¦85.07¦ 35.51 ¦ 32.88 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦22.06.00¦ 2.90 ¦85.00¦85.70¦85.68¦ 34.55 ¦ 95.69 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦23.06.00¦ 3.00 ¦85.50¦86.35¦86.20¦ 34.11 ¦ 27.84 ¦ ¦
+---------+--------+-------+-----+-----+-----+--------+-------+------+
¦15.03.02 ¦22.06.00¦ 2.71 ¦69.00¦69.01¦69.00¦ 37.08 ¦ 0.11 ¦ 25014¦
+---------+--------+-------+-----+-----+-----+--------+-------+------+
¦22.05.02 ¦19.06.00¦ 1.80 ¦81.85¦82.30¦82.15¦ 35.68 ¦ 40.65 ¦ 27002¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦20.06.00¦ 1.80 ¦81.80¦82.29¦82.29¦ 35.72 ¦ 21.98 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦21.06.00¦ 1.90 ¦81.50¦82.22¦82.22¦ 35.74 ¦ 13.89 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦22.06.00¦ 2.00 ¦82.20¦82.97¦82.50¦ 35.15 ¦ 39.46 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦23.06.00¦ 2.00 ¦82.56¦83.30¦83.30¦ 34.75 ¦ 15.94 ¦ ¦
+---------+--------+-------+-----+-----+-----+--------+-------+------+
¦05.06.02 ¦19.06.00¦ 0.80 ¦81.90¦82.27¦82.00¦ 35.78 ¦ 64.78 ¦ 27003¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦20.06.00¦ 0.90 ¦81.90¦82.30¦82.00¦ 35.76 ¦ 10.51 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦21.06.00¦ 1.00 ¦81.51¦82.15¦82.15¦ 35.72 ¦ 15.11 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦22.06.00¦ 1.00 ¦82.20¦83.00¦82.89¦ 34.93 ¦ 11.44 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦23.06.00¦ 1.10 ¦82.60¦83.27¦83.14¦ 34.74 ¦ 13.58 ¦ ¦
+---------+--------+-------+-----+-----+-----+--------+-------+------+
¦18.09.02 ¦19.06.00¦ 6.10 ¦78.80¦79.00¦78.85¦ 36.68 ¦ 7.25 ¦ 27004¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦20.06.00¦ 6.10 ¦78.75¦79.20¦79.05¦ 36.50 ¦ 20.32 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦21.06.00¦ 0.00 ¦78.55¦79.28¦79.19¦ 36.49 ¦ 54.03 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦22.06.00¦ 0.10 ¦79.40¦80.00¦79.90¦ 35.87 ¦ 23.10 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦23.06.00¦ 0.10 ¦80.10¦80.50¦80.28¦ 35.47 ¦ 19.16 ¦ ¦
+---------+--------+-------+-----+-----+-----+--------+-------+------+
¦09.10.02 ¦19.06.00¦ 4.60 ¦76.00¦76.40¦76.29¦ 36.63 ¦ 13.31 ¦ 27005¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦20.06.00¦ 4.70 ¦76.30¦76.75¦76.39¦ 36.53 ¦ 40.77 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦21.06.00¦ 4.80 ¦75.88¦76.67¦76.67¦ 36.58 ¦ 48.89 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦22.06.00¦ 4.80 ¦76.30¦77.18¦76.72¦ 36.27 ¦ 23.17 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦23.06.00¦ 4.90 ¦77.00¦77.70¦77.70¦ 35.62 ¦ 56.77 ¦ ¦
+---------+--------+-------+-----+-----+-----+--------+-------+------+
¦22.01.03 ¦19.06.00¦ 3.70 ¦72.50¦73.05¦72.90¦ 37.43 ¦ 29.59 ¦ 27006¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦20.06.00¦ 3.70 ¦72.72¦72.96¦72.75¦ 37.54 ¦ 18.75 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦21.06.00¦ 3.80 ¦72.25¦72.85¦72.81¦ 37.80 ¦ 24.57 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦22.06.00¦ 3.90 ¦72.65¦73.82¦73.60¦ 37.09 ¦ 42.67 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦23.06.00¦ 4.00 ¦73.40¦73.87¦73.87¦ 36.76 ¦ 57.10 ¦ ¦
+---------+--------+-------+-----+-----+-----+--------+-------+------+
¦05.02.03 ¦19.06.00¦ 2.70 ¦72.50¦72.90¦72.87¦ 37.63 ¦ 83.66 ¦ 27007¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦20.06.00¦ 2.80 ¦72.60¦72.88¦72.83¦ 37.66 ¦ 67.59 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦21.06.00¦ 2.90 ¦72.15¦72.83¦72.83¦ 37.89 ¦ 26.62 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦22.06.00¦ 2.90 ¦72.80¦73.58¦73.50¦ 37.30 ¦ 65.13 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦23.06.00¦ 3.00 ¦73.30¦73.90¦73.90¦ 36.83 ¦ 27.80 ¦ ¦
+---------+--------+-------+-----+-----+-----+--------+-------+------+
¦15.03.03 ¦22.06.00¦ 2.71 ¦55.00¦55.20¦55.20¦ 39.52 ¦ 0.89 ¦ 26001¦
+---------+--------+-------+-----+-----+-----+--------+-------+------+
¦21.05.03 ¦19.06.00¦ 1.80 ¦70.50¦71.00¦71.00¦ 37.44 ¦ 43.72 ¦ 27008¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦20.06.00¦ 1.80 ¦70.60¦70.89¦70.75¦ 37.49 ¦ 43.32 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦21.06.00¦ 1.90 ¦69.60¦70.65¦70.59¦ 37.81 ¦ 23.44 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦22.06.00¦ 2.00 ¦70.65¦71.18¦71.05¦ 37.20 ¦ 57.80 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦23.06.00¦ 2.00 ¦70.70¦72.14¦72.14¦ 36.77 ¦ 76.09 ¦ ¦
+---------+--------+-------+-----+-----+-----+--------+-------+------+
¦04.06.03 ¦19.06.00¦ 0.80 ¦70.50¦71.00¦71.00¦ 37.49 ¦ 40.12 ¦ 27009¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦20.06.00¦ 0.90 ¦70.61¦70.90¦70.88¦ 37.49 ¦ 57.94 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+

<ИНФОРМАЦИЯ> ЦБ РФ СПИСОК ДИЛЕРОВ НА РЫНКЕ ГКО - ОФЗ ПО СОСТОЯНИЮ НА 23 ИЮНЯ 2000 ГОДА  »
Постановления и Указы »
Читайте также