БЮЛЛЕТЕНЬ ЦБ РФ от 17.03.2000 n 10 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 17 марта 2000 г. N 10
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 275.545 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)¦
+---------+--------+------+------+------+----------+-------+------+
¦17.05.00 ¦13.03.00¦118.47¦118.47¦118.47¦ -87.55 ¦ 0.00¦21135 ¦
+---------+--------+------+------+------+----------+-------+------+
¦31.05.00 ¦13.03.00¦ 96.36¦ 96.60¦ 96.42¦ 17.15 ¦ 48.52¦21139 ¦
¦ +--------+------+------+------+----------+-------+ ¦
¦ ¦14.03.00¦ 96.50¦ 96.53¦ 96.50¦ 16.87 ¦ 24.34¦ ¦
¦ +--------+------+------+------+----------+-------+ ¦
¦ ¦15.03.00¦ 96.65¦ 96.70¦ 96.70¦ 16.33 ¦ 6.95¦ ¦
¦ +--------+------+------+------+----------+-------+ ¦
¦ ¦16.03.00¦ 96.70¦ 96.88¦ 96.79¦ 15.93 ¦ 17.89¦ ¦
¦ +--------+------+------+------+----------+-------+ ¦
¦ ¦17.03.00¦ 96.74¦ 96.77¦ 96.75¦ 16.35 ¦ 10.33¦ ¦
+---------+--------+------+------+------+----------+-------+------+
¦05.07.00 ¦14.03.00¦109.75¦109.75¦109.75¦ -28.70 ¦ 0.77¦21136 ¦
¦ +--------+------+------+------+----------+-------+ ¦
¦ ¦15.03.00¦121.40¦121.40¦121.40¦ -57.45 ¦ 0.00¦ ¦
+---------+--------+------+------+------+----------+-------+------+
¦06.09.00 ¦15.03.00¦106.50¦106.50¦106.50¦ -12.73 ¦ 70.00¦21138 ¦
¦ +--------+------+------+------+----------+-------+ ¦
¦ ¦16.03.00¦106.50¦106.90¦106.85¦ -13.12 ¦ 94.91¦ ¦
¦ +--------+------+------+------+----------+-------+ ¦
¦ ¦17.03.00¦106.80¦106.85¦106.80¦ -13.45 ¦ 1.84¦ ¦
L---------+--------+------+------+------+----------+-------+-------
Торговля ОФЗ при суммарном объеме сделок за неделю 5029.887 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 ¦13.03.00¦15.18 ¦99.70¦100.00¦100.00¦ 19.05 ¦ 1.13¦ 25016 ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦14.03.00¦15.23 ¦99.94¦100.00¦100.00¦ 18.70 ¦ 1.77¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦15.03.00¦15.29 ¦99.87¦ 99.95¦ 99.95¦ 18.87 ¦ 3.59¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦16.03.00¦15.34 ¦99.91¦100.00¦100.00¦ 18.57 ¦ 2.73¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦17.03.00¦15.40 ¦99.98¦100.00¦ 99.99¦ 18.57 ¦ 5.07¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+-------+
¦27.09.00 ¦13.03.00¦ 6.37 ¦94.95¦ 95.06¦ 95.00¦ 25.85 ¦ 20.26¦ 25018 ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦14.03.00¦ 6.41 ¦94.65¦ 95.14¦ 95.05¦ 25.81 ¦ 50.50¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦15.03.00¦ 6.44 ¦94.83¦ 95.02¦ 94.83¦ 26.10 ¦ 52.12¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦16.03.00¦ 6.48 ¦94.75¦ 95.00¦ 94.75¦ 26.54 ¦ 91.31¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦17.03.00¦ 6.52 ¦94.75¦ 94.95¦ 94.75¦ 26.61 ¦ 46.96¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+-------+
¦25.10.00 ¦13.03.00¦ 4.54 ¦92.60¦ 93.00¦ 92.60¦ 26.76 ¦ 7.64¦ 25020 ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦14.03.00¦ 4.57 ¦92.77¦ 92.85¦ 92.85¦ 26.83 ¦ 20.25¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦15.03.00¦ 4.60 ¦92.80¦ 92.99¦ 92.99¦ 26.63 ¦ 8.59¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦16.03.00¦ 4.64 ¦92.78¦ 93.00¦ 92.80¦ 26.78 ¦ 4.76¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦17.03.00¦ 4.67 ¦92.75¦ 93.00¦ 93.00¦ 26.67 ¦ 26.21¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+-------+
¦17.01.01 ¦13.03.00¦ 2.22 ¦89.35¦ 89.60¦ 89.51¦ 32.01 ¦ 23.09¦ 25021 ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦14.03.00¦ 2.26 ¦89.30¦ 89.60¦ 89.31¦ 32.14 ¦ 28.30¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦15.03.00¦ 2.30 ¦89.31¦ 89.87¦ 89.31¦ 31.67 ¦ 63.49¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦16.03.00¦ 2.34 ¦89.02¦ 89.98¦ 89.50¦ 32.35 ¦ 86.61¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦17.03.00¦ 2.38 ¦89.53¦ 90.20¦ 89.86¦ 31.49 ¦ 98.05¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+-------+
¦15.03.01 ¦14.03.00¦10.00 ¦81.80¦ 82.00¦ 82.00¦ 34.22 ¦ 1.12¦ 25013 ¦
+---------+--------+-------+-----+------+------+----------+-------+-------+
¦15.08.01 ¦13.03.00¦ 1.43 ¦83.51¦ 83.70¦ 83.51¦ 38.77 ¦ 10.50¦ 25024 ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦14.03.00¦ 1.48 ¦83.40¦ 84.00¦ 84.00¦ 38.65 ¦ 18.23¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦15.03.00¦ 1.53 ¦84.00¦ 84.25¦ 84.25¦ 38.07 ¦ 13.71¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦16.03.00¦ 1.59 ¦84.55¦ 85.49¦ 85.20¦ 37.20 ¦ 5.58¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦17.03.00¦ 1.64 ¦85.50¦ 85.90¦ 85.90¦ 36.14 ¦ 21.37¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+-------+
¦12.09.01 ¦13.03.00¦ 6.90 ¦76.00¦ 76.40¦ 76.25¦ 39.01 ¦ 13.88¦ 25023 ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦14.03.00¦ 6.94 ¦76.05¦ 76.51¦ 76.05¦ 38.82 ¦ 80.56¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦15.03.00¦ 0.00 ¦76.75¦ 77.20¦ 76.75¦ 38.02 ¦ 121.08¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦16.03.00¦ 0.04 ¦77.30¦ 78.02¦ 77.95¦ 36.91 ¦ 114.94¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦17.03.00¦ 0.08 ¦78.45¦ 79.35¦ 78.62¦ 36.02 ¦ 53.23¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+-------+
¦15.12.01 ¦13.03.00¦ 0.00 ¦40.00¦ 56.07¦ 55.56¦ 41.65 ¦ 100.12¦ 25030 ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦14.03.00¦ 0.00 ¦55.42¦ 56.50¦ 56.50¦ 39.01 ¦ 98.21¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦15.03.00¦ 0.00 ¦56.50¦ 57.50¦ 57.50¦ 37.66 ¦ 80.05¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦16.03.00¦ 0.00 ¦57.26¦ 58.34¦ 58.00¦ 36.63 ¦ 185.90¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦17.03.00¦ 0.00 ¦57.25¦ 58.40¦ 57.73¦ 36.43 ¦ 59.64¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+-------+
¦06.02.02 ¦13.03.00¦ 2.20 ¦78.85¦ 79.70¦ 79.70¦ 40.93 ¦ 24.02¦ 27001 ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦14.03.00¦ 2.30 ¦79.20¦ 79.80¦ 79.80¦ 40.50 ¦ 9.99¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦15.03.00¦ 2.40 ¦80.00¦ 80.88¦ 80.20¦ 39.52 ¦ 12.02¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦16.03.00¦ 2.50 ¦79.41¦ 80.99¦ 80.90¦ 39.02 ¦ 91.50¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦17.03.00¦ 2.50 ¦80.85¦ 81.00¦ 80.94¦ 38.95 ¦ 12.44¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+-------+
¦15.03.02 ¦15.03.00¦ 0.00 ¦57.50¦ 63.00¦ 63.00¦ 43.81 ¦ 1.92¦ 25014 ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦16.03.00¦ 0.03 ¦62.00¦ 63.20¦ 63.20¦ 40.43 ¦ 2.21¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦17.03.00¦ 0.06 ¦63.30¦ 63.30¦ 63.30¦ 40.03 ¦ 0.17¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+-------+
¦22.05.02 ¦13.03.00¦ 1.30 ¦75.70¦ 76.40¦ 76.06¦ 41.70 ¦ 44.18¦ 27002 ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦14.03.00¦ 1.40 ¦75.80¦ 76.49¦ 76.49¦ 41.22 ¦ 67.41¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦15.03.00¦ 1.40 ¦76.50¦ 77.10¦ 76.58¦ 40.78 ¦ 35.66¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦16.03.00¦ 1.50 ¦76.06¦ 77.50¦ 77.33¦ 40.04 ¦ 615.16¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦17.03.00¦ 1.60 ¦77.39¦ 77.90¦ 77.90¦ 39.67 ¦ 23.12¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+-------+
¦05.06.02 ¦13.03.00¦ 0.30 ¦75.51¦ 76.28¦ 76.00¦ 41.70 ¦ 38.00¦ 27003 ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦14.03.00¦ 0.40 ¦75.54¦ 76.45¦ 76.45¦ 41.50 ¦ 33.84¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦15.03.00¦ 0.50 ¦76.20¦ 76.78¦ 76.75¦ 41.00 ¦ 33.78¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦16.03.00¦ 0.50 ¦76.32¦ 77.45¦ 77.20¦ 40.10 ¦ 682.91¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦17.03.00¦ 0.60 ¦77.30¦ 77.81¦ 77.81¦ 39.81 ¦ 34.61¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+-------+
¦18.09.02 ¦13.03.00¦ 5.60 ¦70.34¦ 73.80¦ 73.35¦ 41.92 ¦ 17.71¦ 27004 ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦14.03.00¦ 5.70 ¦73.00¦ 73.62¦ 73.50¦ 41.86 ¦ 20.80¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦15.03.00¦ 5.70 ¦73.50¦ 74.49¦ 73.80¦ 41.10 ¦ 29.94¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦16.03.00¦ 5.80 ¦74.10¦ 74.90¦ 74.65¦ 40.46 ¦ 91.73¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦17.03.00¦ 5.90 ¦74.80¦ 75.20¦ 75.15¦ 40.01 ¦ 66.45¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+-------+
¦09.10.02 ¦13.03.00¦ 4.20 ¦70.77¦ 71.60¦ 70.96¦ 41.83 ¦ 13.78¦ 27005 ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦14.03.00¦ 4.20 ¦70.71¦ 71.29¦ 71.29¦ 41.80 ¦ 23.86¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦15.03.00¦ 4.30 ¦71.40¦ 71.99¦ 71.78¦ 41.08 ¦ 49.96¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦16.03.00¦ 4.40 ¦71.50¦ 73.73¦ 71.80¦ 40.72 ¦ 71.88¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦17.03.00¦ 4.40 ¦72.45¦ 72.81¦ 72.73¦ 40.17 ¦ 51.86¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+-------+
¦22.01.03 ¦13.03.00¦ 3.20 ¦57.26¦ 68.99¦ 68.33¦ 42.67 ¦ 26.35¦ 27006 ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦14.03.00¦ 3.30 ¦68.07¦ 68.75¦ 68.75¦ 41.85 ¦ 52.41¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦15.03.00¦ 3.30 ¦68.80¦ 69.58¦ 69.21¦ 41.12 ¦ 50.46¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦16.03.00¦ 3.40 ¦69.36¦ 70.00¦ 69.53¦ 40.68 ¦ 65.58¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦17.03.00¦ 3.50 ¦69.95¦ 70.45¦ 70.40¦ 40.17 ¦ 49.35¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+-------+
¦05.02.03 ¦13.03.00¦ 2.20 ¦57.25¦ 69.24¦ 68.58¦ 42.38 ¦ 38.11¦ 27007 ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦

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