БЮЛЛЕТЕНЬ ЦБ РФ от 11.02.2000 n 5 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 11 февраля 2000 г. N 5
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 315.117 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 ¦08.02.00¦105.00¦105.70¦105.00¦ -17.69 ¦201.30 ¦ 21135¦
¦ +--------+------+------+------+----------+-------+ ¦
¦ ¦09.02.00¦110.50¦110.50¦110.50¦ -35.39 ¦ 0.00 ¦ ¦
+---------+--------+------+------+------+----------+-------+------+
¦05.07.00 ¦08.02.00¦ 97.50¦ 98.40¦ 97.50¦ 5.50 ¦113.61 ¦ 21136¦
¦ +--------+------+------+------+----------+-------+ ¦
¦ ¦10.02.00¦110.00¦110.00¦110.00¦ -22.73 ¦ 0.20 ¦ ¦
L---------+--------+------+------+------+----------+-------+-------
Торговля ОФЗ при суммарном объеме сделок за неделю 5863.726 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. ¦выпус-¦
¦ ¦ ¦доход ¦мин. ¦макс. ¦закр.¦ ¦ руб. ¦ка ¦
¦ ¦ ¦(% от ¦ ¦ ¦ ¦ ¦ по ¦(спра-¦
¦ ¦ ¦номин.)¦ ¦ ¦ ¦ ¦номин.)¦вочно)¦
+---------+--------+-------+-----+------+-----+----------+-------+------+
¦23.02.00 ¦07.02.00¦ 6.82 ¦99.38¦ 99.75¦99.50¦ 29.39 ¦ 269.39¦ 25022¦
¦ +--------+-------+-----+------+-----+----------+-------+ ¦
¦ ¦08.02.00¦ 6.86 ¦99.45¦ 99.78¦99.76¦ 22.59 ¦ 268.00¦ ¦
¦ +--------+-------+-----+------+-----+----------+-------+ ¦
¦ ¦09.02.00¦ 6.90 ¦99.70¦ 99.86¦99.85¦ 19.88 ¦ 132.17¦ ¦
¦ +--------+-------+-----+------+-----+----------+-------+ ¦
¦ ¦10.02.00¦ 6.95 ¦99.75¦ 99.96¦99.95¦ 17.76 ¦ 270.25¦ ¦
¦ +--------+-------+-----+------+-----+----------+-------+ ¦
¦ ¦11.02.00¦ 6.99 ¦99.80¦100.00¦99.98¦ 19.00 ¦ 156.62¦ ¦
+---------+--------+-------+-----+------+-----+----------+-------+------+
¦10.06.00 ¦07.02.00¦ 13.26 ¦98.05¦ 98.05¦98.05¦ 24.93 ¦ 0.10¦ 25016¦
¦ +--------+-------+-----+------+-----+----------+-------+ ¦
¦ ¦08.02.00¦ 13.32 ¦98.01¦ 98.10¦98.01¦ 25.01 ¦ 1.08¦ ¦
¦ +--------+-------+-----+------+-----+----------+-------+ ¦
¦ ¦10.02.00¦ 13.43 ¦98.30¦ 98.30¦98.30¦ 24.22 ¦ 0.11¦ ¦
¦ +--------+-------+-----+------+-----+----------+-------+ ¦
¦ ¦11.02.00¦ 13.48 ¦98.10¦ 98.10¦98.10¦ 24.94 ¦ 1.00¦ ¦
+---------+--------+-------+-----+------+-----+----------+-------+------+
¦27.09.00 ¦07.02.00¦ 5.03 ¦90.01¦ 90.60¦90.60¦ 34.13 ¦ 20.21¦ 25018¦
¦ +--------+-------+-----+------+-----+----------+-------+ ¦
¦ ¦08.02.00¦ 5.06 ¦90.37¦ 90.85¦90.85¦ 33.59 ¦ 120.36¦ ¦
¦ +--------+-------+-----+------+-----+----------+-------+ ¦
¦ ¦09.02.00¦ 5.10 ¦90.71¦ 91.35¦91.00¦ 32.84 ¦ 71.24¦ ¦
¦ +--------+-------+-----+------+-----+----------+-------+ ¦
¦ ¦10.02.00¦ 5.14 ¦91.00¦ 91.50¦91.40¦ 32.05 ¦ 139.10¦ ¦
¦ +--------+-------+-----+------+-----+----------+-------+ ¦
¦ ¦11.02.00¦ 5.18 ¦91.40¦ 91.80¦91.44¦ 31.97 ¦ 57.94¦ ¦
+---------+--------+-------+-----+------+-----+----------+-------+------+
¦25.10.00 ¦07.02.00¦ 3.39 ¦87.73¦ 88.10¦88.00¦ 34.58 ¦ 33.33¦ 25020¦
¦ +--------+-------+-----+------+-----+----------+-------+ ¦
¦ ¦08.02.00¦ 3.42 ¦87.82¦ 88.55¦88.55¦ 34.65 ¦ 48.82¦ ¦
¦ +--------+-------+-----+------+-----+----------+-------+ ¦
¦ ¦09.02.00¦ 3.45 ¦88.25¦ 89.11¦88.50¦ 33.43 ¦ 79.08¦ ¦
¦ +--------+-------+-----+------+-----+----------+-------+ ¦
¦ ¦10.02.00¦ 3.49 ¦88.35¦ 89.15¦89.15¦ 32.74 ¦ 40.13¦ ¦
¦ +--------+-------+-----+------+-----+----------+-------+ ¦
¦ ¦11.02.00¦ 3.52 ¦88.83¦ 89.42¦89.32¦ 32.76 ¦ 282.15¦ ¦
+---------+--------+-------+-----+------+-----+----------+-------+------+
¦17.01.01 ¦07.02.00¦ 0.78 ¦83.50¦ 83.75¦83.75¦ 40.21 ¦ 0.44¦ 25021¦
¦ +--------+-------+-----+------+-----+----------+-------+ ¦
¦ ¦08.02.00¦ 0.82 ¦83.83¦ 84.45¦84.45¦ 39.73 ¦ 28.81¦ ¦
¦ +--------+-------+-----+------+-----+----------+-------+ ¦
¦ ¦09.02.00¦ 0.86 ¦84.00¦ 85.86¦84.20¦ 38.67 ¦ 84.08¦ ¦
¦ +--------+-------+-----+------+-----+----------+-------+ ¦
¦ ¦10.02.00¦ 0.90 ¦83.20¦ 84.99¦84.75¦ 38.66 ¦ 12.21¦ ¦
¦ +--------+-------+-----+------+-----+----------+-------+ ¦
¦ ¦11.02.00¦ 0.95 ¦84.99¦ 85.90¦85.49¦ 37.26 ¦ 135.29¦ ¦
+---------+--------+-------+-----+------+-----+----------+-------+------+
¦15.03.01 ¦08.02.00¦ 9.04 ¦71.05¦ 71.05¦71.05¦ 50.00 ¦ 0.30¦ 25013¦
¦ +--------+-------+-----+------+-----+----------+-------+ ¦
¦ ¦11.02.00¦ 9.12 ¦73.50¦ 73.50¦73.50¦ 45.77 ¦ 0.36¦ ¦
+---------+--------+-------+-----+------+-----+----------+-------+------+
¦15.08.01 ¦07.02.00¦ 9.48 ¦72.76¦ 73.20¦73.05¦ 52.22 ¦ 24.76¦ 25024¦
¦ +--------+-------+-----+------+-----+----------+-------+ ¦
¦ ¦08.02.00¦ 9.54 ¦72.60¦ 73.29¦73.19¦ 52.24 ¦ 34.45¦ ¦
¦ +--------+-------+-----+------+-----+----------+-------+ ¦
¦ ¦09.02.00¦ 9.59 ¦75.00¦ 75.50¦75.00¦ 48.87 ¦ 21.36¦ ¦
¦ +--------+-------+-----+------+-----+----------+-------+ ¦
¦ ¦10.02.00¦ 9.64 ¦75.55¦ 76.18¦76.15¦ 47.82 ¦ 25.50¦ ¦
¦ +--------+-------+-----+------+-----+----------+-------+ ¦
¦ ¦11.02.00¦ 9.70 ¦77.72¦ 78.05¦77.75¦ 45.20 ¦ 83.46¦ ¦
+---------+--------+-------+-----+------+-----+----------+-------+------+
¦12.09.01 ¦07.02.00¦ 5.56 ¦65.00¦ 65.25¦65.00¦ 52.93 ¦ 87.50¦ 25023¦
¦ +--------+-------+-----+------+-----+----------+-------+ ¦
¦ ¦08.02.00¦ 5.60 ¦65.13¦ 66.29¦66.29¦ 52.68 ¦ 131.60¦ ¦
¦ +--------+-------+-----+------+-----+----------+-------+ ¦
¦ ¦09.02.00¦ 5.64 ¦67.00¦ 68.18¦68.17¦ 48.74 ¦ 36.73¦ ¦
¦ +--------+-------+-----+------+-----+----------+-------+ ¦
¦ ¦10.02.00¦ 5.68 ¦67.30¦ 69.10¦69.10¦ 47.79 ¦ 158.17¦ ¦
¦ +--------+-------+-----+------+-----+----------+-------+ ¦
¦ ¦11.02.00¦ 5.72 ¦65.65¦ 70.71¦70.50¦ 45.30 ¦ 136.69¦ ¦
+---------+--------+-------+-----+------+-----+----------+-------+------+
¦15.12.01 ¦07.02.00¦ 0.00 ¦44.00¦ 45.15¦44.11¦ 54.42 ¦ 84.94¦ 25030¦
¦ +--------+-------+-----+------+-----+----------+-------+ ¦
¦ ¦08.02.00¦ 0.00 ¦44.68¦ 46.30¦46.30¦ 52.18 ¦ 178.20¦ ¦
¦ +--------+-------+-----+------+-----+----------+-------+ ¦
¦ ¦09.02.00¦ 0.00 ¦46.99¦ 48.07¦47.83¦ 48.97 ¦ 283.15¦ ¦
¦ +--------+-------+-----+------+-----+----------+-------+ ¦
¦ ¦10.02.00¦ 0.00 ¦47.30¦ 48.52¦48.52¦ 48.47 ¦ 242.29¦ ¦
¦ +--------+-------+-----+------+-----+----------+-------+ ¦
¦ ¦11.02.00¦ 0.00 ¦48.30¦ 50.02¦49.75¦ 45.94 ¦ 170.27¦ ¦
+---------+--------+-------+-----+------+-----+----------+-------+------+
¦06.02.02 ¦07.02.00¦ 6.10 ¦67.15¦ 68.50¦67.15¦ 54.57 ¦ 63.76¦ 27001¦
¦ +--------+-------+-----+------+-----+----------+-------+ ¦
¦ ¦08.02.00¦ 6.10 ¦68.00¦ 69.80¦69.80¦ 53.37 ¦ 24.01¦ ¦
¦ +--------+-------+-----+------+-----+----------+-------+ ¦
¦ ¦09.02.00¦ 0.00 ¦70.71¦ 72.25¦72.25¦ 49.36 ¦ 86.55¦ ¦
¦ +--------+-------+-----+------+-----+----------+-------+ ¦
¦ ¦10.02.00¦ 0.10 ¦71.50¦ 72.90¦72.90¦ 48.84 ¦ 38.45¦ ¦
¦ +--------+-------+-----+------+-----+----------+-------+ ¦
¦ ¦11.02.00¦ 0.10 ¦72.25¦ 74.90¦73.54¦ 47.64 ¦ 9.05¦ ¦
+---------+--------+-------+-----+------+-----+----------+-------+------+
¦15.03.02 ¦07.02.00¦ 9.01 ¦48.32¦ 48.35¦48.32¦ 58.53 ¦ 0.80¦ 25014¦
¦ +--------+-------+-----+------+-----+----------+-------+ ¦
¦ ¦09.02.00¦ 9.07 ¦54.00¦ 54.99¦54.99¦ 50.01 ¦ 1.00¦ ¦
¦ +--------+-------+-----+------+-----+----------+-------+ ¦
¦ ¦10.02.00¦ 9.10 ¦54.91¦ 55.00¦55.00¦ 48.74 ¦ 0.31¦ ¦
¦ +--------+-------+-----+------+-----+----------+-------+ ¦
¦ ¦11.02.00¦ 9.12 ¦50.50¦ 56.00¦50.50¦ 53.93 ¦ 0.60¦ ¦
+---------+--------+-------+-----+------+-----+----------+-------+------+
¦22.05.02 ¦07.02.00¦ 5.10 ¦63.30¦ 65.40¦63.30¦ 55.11 ¦ 22.34¦ 27002¦
¦ +--------+-------+-----+------+-----+----------+-------+ ¦
¦ ¦08.02.00¦ 5.20 ¦64.60¦ 65.70¦65.70¦ 54.25 ¦ 9.32¦ ¦
¦ +--------+-------+-----+------+-----+----------+-------+ ¦
¦ ¦09.02.00¦ 5.20 ¦65.70¦ 68.40¦68.32¦ 50.46 ¦ 28.21¦ ¦
¦ +--------+-------+-----+------+-----+----------+-------+ ¦
¦ ¦10.02.00¦ 5.30 ¦67.70¦ 68.99¦68.57¦ 50.07 ¦ 10.99¦ ¦
¦ +--------+-------+-----+------+-----+----------+-------+ ¦
¦ ¦11.02.00¦ 5.40 ¦69.00¦ 70.09¦69.85¦ 48.34 ¦ 29.46¦ ¦
+---------+--------+-------+-----+------+-----+----------+-------+------+
¦05.06.02 ¦07.02.00¦ 4.20 ¦63.30¦ 64.61¦63.30¦ 55.24 ¦ 12.62¦ 27003¦
¦ +--------+-------+-----+------+-----+----------+-------+ ¦
¦ ¦08.02.00¦ 4.20 ¦64.45¦ 65.50¦65.50¦ 54.55 ¦ 18.85¦ ¦
¦ +--------+-------+-----+------+-----+----------+-------+ ¦
¦ ¦09.02.00¦ 4.30 ¦66.00¦ 68.25¦68.07¦ 50.82 ¦ 54.26¦ ¦
¦ +--------+-------+-----+------+-----+----------+-------+ ¦
¦ ¦10.02.00¦ 4.40 ¦66.55¦ 68.27¦68.24¦ 50.13 ¦ 13.52¦ ¦
¦ +--------+-------+-----+------+-----+----------+-------+ ¦
¦ ¦11.02.00¦ 4.40 ¦68.73¦ 69.79¦69.79¦ 48.85 ¦ 25.86¦ ¦
+---------+--------+-------+-----+------+-----+----------+-------+------+
¦18.09.02 ¦07.02.00¦ 3.20 ¦60.50¦ 62.14¦60.50¦ 54.84 ¦ 28.25¦ 27004¦
¦ +--------+-------+-----+------+-----+----------+-------+ ¦
¦ ¦08.02.00¦ 3.30 ¦61.70¦ 62.98¦62.93¦ 54.60 ¦ 13.65¦ ¦
¦ +--------+-------+-----+------+-----+----------+-------+ ¦
¦ ¦09.02.00¦ 3.30 ¦65.00¦ 65.74¦65.53¦ 50.25 ¦ 29.47¦ ¦
¦ +--------+-------+-----+------+-----+----------+-------+ ¦
¦ ¦10.02.00¦ 3.40 ¦65.00¦ 65.70¦65.54¦ 50.37 ¦ 15.04¦ ¦
¦ +--------+-------+-----+------+-----+----------+-------+ ¦
¦ ¦11.02.00¦ 3.50 ¦66.11¦ 67.37¦66.40¦ 49.20 ¦ 22.41¦ ¦
+---------+--------+-------+-----+------+-----+----------+-------+------+
¦09.10.02 ¦07.02.00¦ 1.80 ¦59.50¦ 60.21¦59.50¦ 54.62 ¦ 20.48¦ 27005¦
¦ +--------+-------+-----+------+-----+----------+-------+ ¦
¦ ¦08.02.00¦ 1.80 ¦59.50¦ 60.10¦60.10¦ 54.74 ¦ 9.02¦ ¦
¦ +--------+-------+-----+------+-----+----------+-------+ ¦
¦ ¦09.02.00¦ 1.90 ¦61.10¦ 63.56¦63.36¦ 50.56 ¦ 37.05¦ ¦
¦ +--------+-------+-----+------+-----+----------+-------+ ¦
¦ ¦10.02.00¦ 2.00 ¦60.80¦ 63.30¦63.30¦ 50.45 ¦ 6.79¦ ¦
¦ +--------+-------+-----+------+-----+----------+-------+ ¦
¦ ¦11.02.00¦ 2.00 ¦64.00¦ 64.36¦64.20¦ 49.43 ¦ 27.31¦ ¦
+---------+--------+-------+-----+------+-----+----------+-------+------+
¦22.01.03 ¦07.02.00¦ 0.80 ¦56.15¦ 57.40¦56.15¦ 55.15 ¦ 34.77¦ 27006¦
¦ +--------+-------+-----+------+-----+----------+-------+ ¦
¦ ¦08.02.00¦ 0.90 ¦56.80¦ 57.50¦57.45¦ 55.09 ¦ 17.02¦ ¦
¦ +--------+-------+-----+------+-----+----------+-------+ ¦
¦ ¦09.02.00¦ 1.00 ¦59.00¦ 60.40¦60.34¦ 51.18 ¦ 25.53¦ ¦
¦ +--------+-------+-----+------+-----+----------+-------+ ¦
¦ ¦10.02.00¦ 1.00 ¦60.04¦ 60.95¦60.90¦ 50.74 ¦ 18.74¦ ¦
¦ +--------+-------+-----+------+-----+----------+-------+ ¦
¦ ¦11.02.00¦ 1.10 ¦61.00¦ 62.00¦61.07¦ 49.98 ¦ 19.68¦ ¦
+---------+--------+-------+-----+------+-----+----------+-------+------+
¦05.02.03 ¦07.02.00¦ 6.10 ¦55.80¦ 57.40¦57.00¦ 55.24 ¦ 40.02¦ 27007¦
¦ +--------+-------+-----+------+-----+----------+-------+ ¦
¦ ¦08.02.00¦ 6.10 ¦56.50¦ 57.99¦57.45¦ 55.33 ¦ 27.00¦ ¦
¦ +--------+-------+-----+------+-----+----------+-------+ ¦
¦ ¦09.02.00¦ 0.00 ¦59.62¦ 60.90¦60.30¦ 50.66 ¦ 41.83¦ ¦
¦ +--------+-------+-----+------+-----+----------+-------+ ¦
¦ ¦10.02.00¦ 0.10 ¦60.10¦ 60.60¦60.43¦

<ПИСЬМО> МНС РФ от 11.02.2000 n ДЧ-6-07/122 <ОБ УКАЗЕ ПРЕЗИДЕНТА РФ ОТ 29.01.2000 n 116>  »
Постановления и Указы »
Читайте также