БЮЛЛЕТЕНЬ ЦБ РФ от 31.03.2000 n 12 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>
ЦЕНТРАЛЬНЫЙ БАНК РОССИИ БЮЛЛЕТЕНЬ
от 31 марта 2000 г. N 12 Часть 1 ИТОГИ
ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И
ОБЛИГАЦИЯМИ ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ) Торговля ГКО при суммарном объеме сделок
за неделю 235.073 млн. руб. по номиналу имела
следующие параметры: ----------T--------T--------------------T----------T-------T------¬
¦ Дата ¦ Дата ¦ Цены облигаций
¦Доходность¦Оборот ¦Номер ¦
¦погашения¦ торгов +------T------T------+ (% год.) ¦
(млн. ¦выпус-¦ ¦ ¦ ¦ мин. ¦макс.
¦закр. ¦ ¦ руб. ¦ка ¦ ¦ ¦ ¦
¦ ¦ ¦ ¦ по ¦(спра-¦ ¦ ¦
¦ ¦ ¦ ¦ ¦номин.)¦вочно)¦
+---------+--------+------+------+------+----------+-------+------+
¦05.04.00 ¦31.03.00¦135.00¦135.00¦135.00¦ -1892.59 ¦ 0.00 ¦ 21134¦ +---------+--------+------+------+------+----------+-------+------+
¦31.05.00 ¦27.03.00¦ 96.75¦ 96.88¦ 96.75¦ 18.50 ¦ 12.15 ¦ 21139¦ ¦ +--------+------+------+------+----------+-------+ ¦
¦ ¦28.03.00¦ 96.81¦ 96.88¦ 96.84¦ 18.61 ¦ 20.13 ¦
¦ ¦ +--------+------+------+------+----------+-------+
¦ ¦ ¦29.03.00¦ 96.83¦ 96.90¦ 96.90¦ 18.78 ¦ 40.08 ¦
¦ ¦ +--------+------+------+------+----------+-------+
¦ ¦ ¦30.03.00¦ 96.95¦ 97.02¦ 96.96¦ 18.27 ¦ 28.00 ¦
¦ ¦ +--------+------+------+------+----------+-------+
¦ ¦ ¦31.03.00¦ 96.90¦ 97.08¦ 96.90¦ 18.32 ¦ 33.52
¦ ¦
+---------+--------+------+------+------+----------+-------+------+
¦06.09.00 ¦27.03.00¦107.19¦107.20¦107.20¦ -15.04 ¦ 9.00 ¦ 21138¦ ¦ +--------+------+------+------+----------+-------+ ¦
¦ ¦28.03.00¦107.24¦107.25¦107.25¦ -15.23 ¦ 78.53 ¦
¦ ¦ +--------+------+------+------+----------+-------+
¦ ¦ ¦29.03.00¦107.30¦107.30¦107.30¦ -15.42 ¦ 3.00 ¦
¦ ¦ +--------+------+------+------+----------+-------+
¦ ¦ ¦30.03.00¦107.30¦107.30¦107.30¦ -15.52 ¦ 7.66 ¦
¦ ¦ +--------+------+------+------+----------+-------+
¦ ¦ ¦31.03.00¦109.00¦110.00¦110.00¦ -19.92 ¦ 3.00
¦ ¦
L---------+--------+------+------+------+----------+-------+------- Торговля ОФЗ при суммарном объеме сделок
за неделю 4577.788 млн. руб. по номиналу имела
следующие параметры: ----------T--------T-------T--------------------T----------T-------T-------¬ ¦ Дата ¦ Дата ¦Накоп- ¦ Цены облигаций
¦Доходность¦Оборот ¦Номер ¦
¦погашения¦ торгов ¦ленный +------T------T------+ (%
год.) ¦ (млн. ¦выпуска¦ ¦ ¦
¦доход ¦ мин. ¦макс. ¦закр. ¦ ¦ руб.
¦(спра- ¦ ¦ ¦ ¦(% от ¦ ¦ ¦
¦ ¦ по ¦вочно) ¦ ¦ ¦
¦номин.)¦ ¦ ¦ ¦ ¦номин.)¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+ ¦10.06.00 ¦27.03.00¦ 15.95 ¦ 99.98¦100.00¦ 99.98¦ 18.52 ¦ 7.80
¦ 25016 ¦ ¦
+--------+-------+------+------+------+----------+-------+ ¦ ¦
¦28.03.00¦ 16.00 ¦100.00¦100.35¦100.00¦ 18.37 ¦ 1.57 ¦
¦ ¦ +--------+-------+------+------+------+----------+-------+
¦ ¦ ¦29.03.00¦ 16.06 ¦ 99.98¦100.00¦ 99.98¦ 18.51
¦ 4.92 ¦ ¦ ¦
+--------+-------+------+------+------+----------+-------+ ¦ ¦
¦30.03.00¦ 16.11 ¦ 99.99¦100.01¦100.01¦ 18.46 ¦ 8.05 ¦
¦ ¦ +--------+-------+------+------+------+----------+-------+
¦ ¦ ¦31.03.00¦ 16.17 ¦100.00¦100.06¦100.00¦ 18.29
¦ 4.17 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+ ¦27.09.00 ¦27.03.00¦ 6.90 ¦ 94.75¦ 95.00¦ 94.87¦ 27.09 ¦191.44
¦ 25018 ¦ ¦
+--------+-------+------+------+------+----------+-------+ ¦ ¦
¦28.03.00¦ 6.94 ¦ 94.65¦ 95.00¦ 94.70¦ 27.46 ¦ 75.66 ¦
¦ ¦ +--------+-------+------+------+------+----------+-------+
¦ ¦ ¦29.03.00¦ 0.00 ¦ 94.70¦ 94.91¦ 94.70¦ 27.46
¦ 89.90 ¦ ¦ ¦
+--------+-------+------+------+------+----------+-------+ ¦ ¦
¦30.03.00¦ 0.04 ¦ 94.76¦ 94.81¦ 94.81¦ 27.53 ¦ 25.48 ¦
¦ ¦ +--------+-------+------+------+------+----------+-------+
¦ ¦ ¦31.03.00¦ 0.08 ¦ 94.70¦ 94.99¦ 94.75¦ 27.30
¦ 23.66 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+ ¦25.10.00 ¦27.03.00¦ 5.00 ¦ 92.79¦ 93.98¦ 92.95¦ 27.51 ¦ 49.92
¦ 25020 ¦ ¦
+--------+-------+------+------+------+----------+-------+ ¦ ¦
¦28.03.00¦ 5.03 ¦ 92.80¦ 93.00¦ 92.80¦ 27.63 ¦ 23.93 ¦
¦ ¦ +--------+-------+------+------+------+----------+-------+
¦ ¦ ¦29.03.00¦ 5.06 ¦ 92.76¦ 92.92¦ 92.76¦ 27.90
¦746.60 ¦ ¦ ¦
+--------+-------+------+------+------+----------+-------+ ¦ ¦
¦30.03.00¦ 5.10 ¦ 92.70¦ 92.80¦ 92.75¦ 28.13 ¦ 33.86 ¦
¦ ¦ +--------+-------+------+------+------+----------+-------+
¦ ¦ ¦31.03.00¦ 5.13 ¦ 92.75¦ 92.91¦ 92.89¦ 27.92
¦ 14.21 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+ ¦17.01.01 ¦27.03.00¦ 2.79 ¦ 91.00¦ 91.06¦ 91.06¦ 29.89 ¦ 52.73
¦ 25021 ¦ ¦
+--------+-------+------+------+------+----------+-------+ ¦ ¦
¦28.03.00¦ 2.84 ¦ 90.30¦ 90.75¦ 90.30¦ 30.69 ¦ 18.16 ¦
¦ ¦ +--------+-------+------+------+------+----------+-------+
¦ ¦ ¦29.03.00¦ 2.88 ¦ 90.60¦ 90.80¦ 90.70¦ 30.67
¦ 65.79 ¦ ¦ ¦
+--------+-------+------+------+------+----------+-------+ ¦ ¦
¦30.03.00¦ 2.92 ¦ 90.48¦ 90.70¦ 90.48¦ 30.72 ¦ 36.84 ¦
¦ ¦ +--------+-------+------+------+------+----------+-------+
¦ ¦ ¦31.03.00¦ 2.96 ¦ 90.50¦ 90.56¦ 90.50¦ 30.99
¦ 1.98 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+ ¦15.08.01 ¦27.03.00¦ 2.19 ¦ 85.50¦ 85.89¦ 85.50¦ 36.60 ¦ 17.10
¦ 25024 ¦ ¦
+--------+-------+------+------+------+----------+-------+ ¦ ¦
¦28.03.00¦ 2.25 ¦ 84.40¦ 85.20¦ 84.50¦ 37.93 ¦ 17.65 ¦
¦ ¦ +--------+-------+------+------+------+----------+-------+
¦ ¦ ¦29.03.00¦ 2.30 ¦ 85.45¦ 85.55¦ 85.55¦ 36.72
¦ 41.03 ¦ ¦ ¦
+--------+-------+------+------+------+----------+-------+ ¦ ¦
¦30.03.00¦ 2.36 ¦ 84.70¦ 85.52¦ 84.70¦ 37.73 ¦ 12.08 ¦
¦ ¦ +--------+-------+------+------+------+----------+-------+
¦ ¦ ¦31.03.00¦ 2.41 ¦ 84.50¦ 85.00¦ 85.00¦ 38.06
¦ 36.37 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+ ¦12.09.01 ¦27.03.00¦ 0.46 ¦ 78.45¦ 79.00¦ 78.50¦ 36.45 ¦ 90.29
¦ 25023 ¦ ¦
+--------+-------+------+------+------+----------+-------+ ¦ ¦
¦28.03.00¦ 0.50 ¦ 77.00¦ 78.25¦ 77.45¦ 37.98 ¦ 40.58 ¦
¦ ¦ +--------+-------+------+------+------+----------+-------+
¦ ¦ ¦29.03.00¦ 0.54 ¦ 78.21¦ 78.60¦ 78.50¦ 36.82
¦158.80 ¦ ¦ ¦
+--------+-------+------+------+------+----------+-------+ ¦ ¦
¦30.03.00¦ 0.58 ¦ 77.51¦ 78.60¦ 78.08¦ 37.67 ¦179.10 ¦
¦ ¦ +--------+-------+------+------+------+----------+-------+
¦ ¦ ¦31.03.00¦ 0.61 ¦ 77.53¦ 78.19¦ 77.53¦ 37.63
¦ 50.46 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+ ¦15.12.01 ¦27.03.00¦ 0.00 ¦ 58.25¦ 58.75¦ 58.30¦ 36.51 ¦ 36.05
¦ 25030 ¦ ¦
+--------+-------+------+------+------+----------+-------+ ¦ ¦
¦28.03.00¦ 0.00 ¦ 57.45¦ 57.75¦ 57.60¦ 37.88 ¦ 40.20 ¦
¦ ¦ +--------+-------+------+------+------+----------+-------+
¦ ¦ ¦29.03.00¦ 0.00 ¦ 57.63¦ 59.00¦ 58.95¦ 36.51
¦ 33.16 ¦ ¦ ¦
+--------+-------+------+------+------+----------+-------+ ¦ ¦
¦30.03.00¦ 0.00 ¦ 58.90¦ 61.80¦ 58.90¦ 35.18 ¦164.27 ¦
¦ ¦ +--------+-------+------+------+------+----------+-------+
¦ ¦ ¦31.03.00¦ 0.00 ¦ 58.50¦ 59.20¦ 59.00¦ 36.25
¦184.54 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+ ¦06.02.02 ¦27.03.00¦ 3.20 ¦ 81.00¦ 82.10¦ 81.60¦ 38.16 ¦ 7.88
¦ 27001 ¦ ¦
+--------+-------+------+------+------+----------+-------+ ¦ ¦
¦28.03.00¦ 3.30 ¦ 81.00¦ 81.25¦ 81.00¦ 38.92 ¦ 14.03 ¦
¦ ¦ +--------+-------+------+------+------+----------+-------+
¦ ¦ ¦29.03.00¦ 3.30 ¦ 81.50¦ 82.15¦ 81.95¦ 38.00
¦ 32.64 ¦ ¦ ¦
+--------+-------+------+------+------+----------+-------+ ¦ ¦
¦30.03.00¦ 3.40 ¦ 81.55¦ 82.05¦ 81.90¦ 38.19 ¦ 31.98 ¦
¦ ¦ +--------+-------+------+------+------+----------+-------+
¦ ¦ ¦31.03.00¦ 3.50 ¦ 80.50¦ 81.89¦ 81.01¦ 39.32
¦ 25.96 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+ ¦15.03.02 ¦28.03.00¦ 0.36 ¦ 64.50¦ 64.50¦ 64.50¦ 39.03 ¦ 0.01
¦ 25014 ¦
+---------+--------+-------+------+------+------+----------+-------+-------+ ¦22.05.02 ¦27.03.00¦ 2.20 ¦ 79.30¦ 80.50¦ 79.78¦ 37.61 ¦ 39.58
¦ 27002 ¦ ¦
+--------+-------+------+------+------+----------+-------+ ¦ ¦
¦28.03.00¦ 2.30 ¦ 78.51¦ 79.25¦ 78.55¦ 38.84 ¦ 14.37 ¦
¦ ¦ +--------+-------+------+------+------+----------+-------+
¦ ¦ ¦29.03.00¦ 2.40 ¦ 79.00¦ 79.56¦ 79.56¦ 38.12
¦ 25.19 ¦ ¦ ¦
+--------+-------+------+------+------+----------+-------+ ¦ ¦
¦30.03.00¦ 2.50 ¦ 78.90¦ 79.00¦ 78.99¦ 38.52 ¦ 6.53 ¦
¦ ¦ +--------+-------+------+------+------+----------+-------+
¦ ¦ ¦31.03.00¦ 2.50 ¦ 73.10¦ 79.03¦ 78.20¦ 39.58
¦ 13.84 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+ ¦05.06.02 ¦27.03.00¦ 1.30 ¦ 79.25¦ 80.25¦ 79.89¦ 37.60 ¦ 6.76
¦ 27003 ¦ ¦
+--------+-------+------+------+------+----------+-------+ ¦ ¦
¦28.03.00¦ 1.40 ¦ 78.02¦ 78.90¦ 78.45¦ 38.96 ¦ 24.74 ¦
¦ ¦ +--------+-------+------+------+------+----------+-------+
¦ ¦ ¦29.03.00¦ 1.40 ¦ 79.05¦ 79.49¦ 79.49¦ 38.12
¦ 52.89 ¦ ¦ ¦
+--------+-------+------+------+------+----------+-------+ ¦ ¦
¦30.03.00¦ 1.50 ¦ 78.85¦ 79.35¦ 78.85¦ 38.51 ¦ 15.19 ¦
¦ ¦ +--------+-------+------+------+------+----------+-------+
¦ ¦ ¦31.03.00¦ 1.60 ¦ 76.00¦ 78.92¦ 78.15¦ 39.11
¦ 12.89 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+ ¦18.09.02 ¦27.03.00¦ 0.30 ¦ 77.22¦ 77.95¦ 77.50¦ 37.61 ¦ 21.90
¦ 27004 ¦ ¦
+--------+-------+------+------+------+----------+-------+ ¦ ¦
¦28.03.00¦ 0.40 ¦ 76.02¦ 77.00¦ 76.25¦ 38.93 ¦ 18.18 ¦
¦ ¦ +--------+-------+------+------+------+----------+-------+
¦ ¦ ¦29.03.00¦ 0.50 ¦ 76.85¦ 78.95¦ 77.33¦ 37.90
¦ 68.54 ¦ ¦ ¦
+--------+-------+------+------+------+----------+-------+ ¦ ¦
¦30.03.00¦ 0.50 ¦ 76.50¦ 76.82¦ 76.71¦ 38.61 ¦ 29.09 ¦
¦ ¦ +--------+-------+------+------+------+----------+-------+
¦ ¦ ¦31.03.00¦ 0.60 ¦ 75.15¦ 76.60¦ 75.76¦ 39.21
¦ 36.46 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+ ¦09.10.02 ¦27.03.00¦ 5.10 ¦ 75.01¦ 75.90¦ 75.22¦ 37.63 ¦ 27.12
¦ 27005 ¦ ¦
+--------+-------+------+------+------+----------+-------+ ¦ ¦
¦28.03.00¦ 5.20 ¦ 73.50¦ 75.00¦ 73.96¦ 38.85 ¦ 8.53 ¦
¦ ¦ +--------+-------+------+------+------+----------+-------+
¦ ¦ ¦29.03.00¦ 5.20 ¦ 74.52¦ 74.90¦ 74.78¦ 38.15
¦101.92 ¦ ¦ ¦
+--------+-------+------+------+------+----------+-------+ ¦ ¦
¦30.03.00¦ 5.30 ¦ 74.00¦ 74.40¦ 74.23¦ 38.62 ¦ 21.15 ¦
¦ ¦ +--------+-------+------+------+------+----------+-------+
¦ ¦ ¦31.03.00¦ 5.40 ¦ 73.15¦ 73.90¦ 73.15¦ 39.13
¦ 48.30 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+ ¦22.01.03 ¦27.03.00¦ 4.20 ¦ 72.00¦ 72.59¦ 72.40¦ 38.11 ¦ 10.48
¦ 27006 ¦ ¦
+--------+-------+------+------+------+----------+-------+ ¦ ¦
¦28.03.00¦ 4.20 ¦ 71.13¦ 71.65¦ 71.14¦ 39.21 ¦ 8.30 ¦
¦ ¦ +--------+-------+------+------+------+----------+-------+
¦ ¦ ¦29.03.00¦ 4.30 ¦ 70.77¦ 72.27¦ 72.22¦ 38.34
¦ 30.35 ¦ ¦ ¦
+--------+-------+------+------+------+----------+-------+ ¦ ¦
¦30.03.00¦ 4.40 ¦ 71.50¦ 71.90¦ 71.55¦ 38.75 ¦ 46.65 ¦
¦ ¦ +--------+-------+------+------+------+----------+-------+
¦ ¦ ¦31.03.00¦ 4.40 ¦ 70.55¦ 71.45¦ 70.55¦ 39.28
¦ 31.57 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+ ¦05.02.03 ¦27.03.00¦ 3.20 ¦ 71.80¦ 72.70¦ 72.35¦ 38.06 ¦ 3.11
¦ 27007 ¦ ¦
+--------+-------+------+------+------+----------+-------+ ¦ ¦
¦28.03.00¦ 3.30 ¦ 71.10¦ 72.26¦ 71.30¦ 38.91 ¦ 11.92 ¦
¦ ¦ +--------+-------+------+------+------+----------+-------+
¦ ¦ ¦29.03.00¦ 3.30 ¦ 71.50¦ 72.27¦ 72.22¦ 38.38
¦ 26.05 ¦ ¦ ¦
+--------+-------+------+------+------+----------+-------+ ¦ ¦
¦30.03.00¦ 3.40
Читайте также
|