Бюллетень цб рф от 14.02.2003 n 6 <итоги торговли гко, офз и обр>
ЦЕНТРАЛЬНЫЙ БАНК РОССИИ БЮЛЛЕТЕНЬ
от 14 февраля 2003 г. N 6 Часть 1 ИТОГИ
ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И
ОБЛИГАЦИЯМИ ФЕДЕРАЛЬНОГО ЗАЙМА
(ОФЗ) Торговля ГКО при суммарном объеме
сделок за неделю 450.76 млн. руб. по номиналу
имела следующие
параметры: ----------T--------T--------------------T-------T-------T--------¬
¦ Дата ¦ Дата ¦ Цены облигаций ¦Доход-
¦Оборот ¦ Номер ¦ ¦погашения¦ торгов
+------T------T------+ность ¦ (млн. ¦выпуска ¦ ¦
¦ ¦ мин. ¦макс. ¦закр. ¦(% ¦руб.
по¦(справ.)¦ ¦ ¦ ¦ ¦ ¦
¦год.) ¦номин.)¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦05.03.03 ¦10.02.03¦99.532¦99.555¦99.552¦ 7.19 ¦ 11.17 ¦ 21161 ¦
¦ +--------+------+------+------+-------+-------+ ¦ ¦
¦11.02.03¦99.580¦99.625¦99.619¦ 6.53 ¦ 11.38 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦ ¦
¦12.02.03¦99.640¦99.645¦99.640¦ 6.24 ¦ 25.20 ¦ ¦ ¦
+--------+------+------+------+-------+-------+ ¦ ¦
¦13.02.03¦99.600¦99.650¦99.650¦ 6.47 ¦ 35.03 ¦ ¦ ¦
+--------+------+------+------+-------+-------+ ¦ ¦
¦14.02.03¦99.662¦99.675¦99.675¦ 6.40 ¦ 10.53 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦02.04.03 ¦10.02.03¦99.031¦99.050¦99.050¦ 6.92 ¦ 17.99 ¦ 21162 ¦
¦ +--------+------+------+------+-------+-------+ ¦ ¦
¦11.02.03¦99.042¦99.042¦99.042¦ 7.06 ¦ 1.62 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦ ¦
¦12.02.03¦99.100¦99.100¦99.100¦ 6.76 ¦ 28.77 ¦ ¦ ¦
+--------+------+------+------+-------+-------+ ¦ ¦
¦13.02.03¦99.133¦99.180¦99.180¦ 6.38 ¦ 12.39 ¦ ¦ ¦
+--------+------+------+------+-------+-------+ ¦ ¦
¦14.02.03¦99.150¦99.168¦99.160¦ 6.58 ¦ 12.69 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦23.04.03 ¦10.02.03¦98.638¦98.650¦98.650¦ 6.96 ¦ 12.00 ¦ 21163 ¦
¦ +--------+------+------+------+-------+-------+ ¦ ¦
¦11.02.03¦98.688¦98.689¦98.689¦ 6.83 ¦ 17.00 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦ ¦
¦12.02.03¦98.600¦98.700¦98.600¦ 6.93 ¦ 27.83 ¦ ¦ ¦
+--------+------+------+------+-------+-------+ ¦ ¦
¦13.02.03¦98.786¦98.786¦98.786¦ 6.50 ¦ 1.50 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦07.05.03 ¦11.02.03¦98.330¦98.330¦98.330¦ 7.29 ¦ 0.11 ¦ 21164 ¦
¦ +--------+------+------+------+-------+-------+ ¦ ¦
¦12.02.03¦98.430¦98.430¦98.430¦ 6.93 ¦ 5.00 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦ ¦
¦13.02.03¦98.543¦98.580¦98.580¦ 6.41 ¦ 30.00 ¦ ¦ ¦
+--------+------+------+------+-------+-------+ ¦ ¦
¦14.02.03¦98.550¦98.564¦98.550¦ 6.53 ¦ 29.85 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦23.07.03 ¦10.02.03¦96.599¦96.599¦96.599¦ 7.88 ¦ 1.73 ¦ 21165 ¦
¦ +--------+------+------+------+-------+-------+ ¦ ¦
¦11.02.03¦96.500¦96.610¦96.610¦ 7.92 ¦ 23.93 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦ ¦
¦12.02.03¦96.645¦96.989¦96.989¦ 7.42 ¦ 30.00 ¦ ¦ ¦
+--------+------+------+------+-------+-------+ ¦ ¦
¦13.02.03¦97.200¦97.230¦97.230¦ 6.55 ¦ 15.00 ¦ ¦ ¦
+--------+------+------+------+-------+-------+ ¦ ¦
¦14.02.03¦97.230¦97.230¦97.230¦ 6.54 ¦ 10.00 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦06.08.03 ¦10.02.03¦96.400¦96.490¦96.490¦ 7.58 ¦ 3.65 ¦ 21166 ¦
¦ +--------+------+------+------+-------+-------+ ¦ ¦
¦12.02.03¦96.753¦96.775¦96.775¦ 6.98 ¦ 20.00 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦ ¦
¦13.02.03¦96.905¦97.174¦96.910¦ 6.49 ¦ 55.22 ¦ ¦ ¦
+--------+------+------+------+-------+-------+ ¦ ¦
¦14.02.03¦96.995¦96.995¦96.995¦ 6.54 ¦ 1.17 ¦ ¦
L---------+--------+------+------+------+-------+-------+--------- Торговля
ОФЗ при суммарном объеме сделок за неделю
6920.065 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.
¦выпуска ¦ ¦ ¦ ¦доход ¦ мин. ¦
макс. ¦ закр. ¦(% ¦руб. по¦(справ.)¦ ¦
¦ ¦(% от ¦ ¦ ¦ ¦год.) ¦номин.)¦
¦ ¦ ¦ ¦ном.) ¦ ¦ ¦ ¦ ¦
¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦06.03.03 ¦11.02.03¦ 2.06 ¦ 99.928¦ 99.928¦ 99.928¦ 7.00¦ 1.34¦
26198 ¦ ¦<*>
+--------+------+-------+-------+-------+------+-------+ ¦ ¦
¦14.02.03¦ 2.10 ¦100.021¦100.021¦100.021¦ 5.50¦ 552.61¦
¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.03.03 ¦10.02.03¦ 9.10 ¦100.000¦100.200¦100.200¦ 8.24¦ 0.84¦
26001 ¦ ¦
+--------+------+-------+-------+-------+------+-------+ ¦ ¦
¦11.02.03¦ 9.12 ¦100.000¦100.000¦100.000¦ 9.56¦ 0.75¦
¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦21.05.03 ¦10.02.03¦ 2.30 ¦100.300¦100.499¦100.499¦ 8.72¦ 14.68¦
27008 ¦ ¦
+--------+------+-------+-------+-------+------+-------+ ¦ ¦
¦11.02.03¦ 2.30 ¦100.500¦100.600¦100.600¦ 8.02¦ 0.73¦
¦ ¦ +--------+------+-------+-------+-------+------+-------+
¦ ¦ ¦12.02.03¦ 2.30 ¦100.550¦100.760¦100.760¦ 7.88¦
53.24¦ ¦ ¦
+--------+------+-------+-------+-------+------+-------+ ¦ ¦
¦13.02.03¦ 2.30 ¦100.700¦100.890¦100.880¦ 6.97¦ 31.57¦
¦ ¦ +--------+------+-------+-------+-------+------+-------+
¦ ¦ ¦14.02.03¦ 2.40 ¦100.650¦100.800¦100.670¦ 7.44¦
85.10¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.06.03 ¦10.02.03¦ 1.90 ¦100.400¦100.500¦100.461¦ 8.87¦ 2.36¦
27009 ¦ ¦
+--------+------+-------+-------+-------+------+-------+ ¦ ¦
¦11.02.03¦ 1.90 ¦100.450¦100.878¦100.875¦ 7.93¦ 2.25¦
¦ ¦ +--------+------+-------+-------+-------+------+-------+
¦ ¦ ¦12.02.03¦ 1.90 ¦100.650¦100.950¦100.950¦ 7.17¦
5.17¦ ¦ ¦
+--------+------+-------+-------+-------+------+-------+ ¦ ¦
¦13.02.03¦ 2.00 ¦100.950¦101.000¦101.000¦ 6.66¦ 15.00¦
¦ ¦ +--------+------+-------+-------+-------+------+-------+
¦ ¦ ¦14.02.03¦ 2.00 ¦100.700¦100.800¦100.800¦ 7.48¦
15.24¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦17.09.03 ¦10.02.03¦ 1.50 ¦100.500¦100.700¦100.700¦ 9.15¦ 23.04¦
27010 ¦ ¦
+--------+------+-------+-------+-------+------+-------+ ¦ ¦
¦11.02.03¦ 1.50 ¦100.670¦100.700¦100.700¦ 9.16¦ 3.25¦
¦ ¦ +--------+------+-------+-------+-------+------+-------+
¦ ¦ ¦12.02.03¦ 1.50 ¦100.650¦101.000¦100.750¦ 8.65¦
0.76¦ ¦ ¦
+--------+------+-------+-------+-------+------+-------+ ¦ ¦
¦13.02.03¦ 1.60 ¦101.040¦101.450¦101.200¦ 8.14¦ 22.86¦
¦ ¦ +--------+------+-------+-------+-------+------+-------+
¦ ¦ ¦14.02.03¦ 1.60 ¦101.100¦101.100¦101.100¦ 8.32¦
0.31¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦08.10.03 ¦10.02.03¦ 0.90 ¦100.480¦100.700¦100.700¦ 9.53¦ 25.89¦
27011 ¦ ¦
+--------+------+-------+-------+-------+------+-------+ ¦ ¦
¦11.02.03¦ 0.90 ¦100.730¦100.850¦100.850¦ 9.15¦ 2.36¦
¦ ¦ +--------+------+-------+-------+-------+------+-------+
¦ ¦ ¦12.02.03¦ 1.00 ¦100.750¦101.000¦100.900¦ 8.73¦
7.82¦ ¦ ¦
+--------+------+-------+-------+-------+------+-------+ ¦ ¦
¦13.02.03¦ 1.00 ¦100.999¦101.374¦101.300¦ 8.17¦ 53.07¦
¦ ¦ +--------+------+-------+-------+-------+------+-------+
¦ ¦ ¦14.02.03¦ 1.00 ¦101.100¦101.100¦101.100¦ 8.54¦
2.68¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦19.11.03 ¦10.02.03¦ 2.30 ¦100.600¦100.700¦100.600¦ 9.30¦ 1.16¦
27012 ¦ ¦
+--------+------+-------+-------+-------+------+-------+ ¦ ¦
¦11.02.03¦ 2.30 ¦100.600¦100.600¦100.600¦ 9.35¦ 0.01¦
¦ ¦ +--------+------+-------+-------+-------+------+-------+
¦ ¦ ¦12.02.03¦ 2.30 ¦100.020¦100.200¦100.020¦ 10.15¦
7.73¦ ¦ ¦
+--------+------+-------+-------+-------+------+-------+ ¦ ¦
¦13.02.03¦ 2.30 ¦101.399¦101.600¦101.600¦ 8.09¦ 41.25¦
¦ ¦ +--------+------+-------+-------+-------+------+-------+
¦ ¦ ¦14.02.03¦ 2.40 ¦101.000¦101.600¦101.400¦ 8.17¦
4.03¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦21.01.04 ¦10.02.03¦ 0.50 ¦100.250¦100.800¦100.800¦ 9.69¦ 12.55¦
28001 ¦ ¦
+--------+------+-------+-------+-------+------+-------+ ¦ ¦
¦11.02.03¦ 0.50 ¦100.750¦100.949¦100.945¦ 9.34¦ 28.18¦
¦ ¦ +--------+------+-------+-------+-------+------+-------+
¦ ¦ ¦12.02.03¦ 0.60 ¦100.850¦101.000¦101.000¦ 9.18¦
3.86¦ ¦ ¦
+--------+------+-------+-------+-------+------+-------+ ¦ ¦
¦13.02.03¦ 0.60 ¦101.000¦101.670¦101.600¦ 8.47¦ 20.40¦
¦ ¦ +--------+------+-------+-------+-------+------+-------+
¦ ¦ ¦14.02.03¦ 0.60 ¦101.400¦101.800¦101.400¦ 8.48¦
13.10¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.02.04 ¦11.02.03¦ 0.20 ¦102.000¦102.750¦102.750¦ 10.01¦ 6.59¦
27015 ¦ ¦
+--------+------+-------+-------+-------+------+-------+ ¦ ¦
¦12.02.03¦ 0.23 ¦102.200¦103.050¦103.050¦ 9.10¦ 508.60¦
¦ ¦ +--------+------+-------+-------+-------+------+-------+
¦ ¦ ¦13.02.03¦ 0.26 ¦103.500¦103.800¦103.500¦ 8.19¦
43.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦02.06.04 ¦10.02.03¦ 2.24 ¦102.990¦103.030¦103.025¦ 9.86¦ 52.67¦
27013 ¦ ¦
+--------+------+-------+-------+-------+------+-------+ ¦ ¦
¦11.02.03¦ 2.27 ¦103.110¦103.250¦103.150¦ 9.73¦ 41.30¦
¦ ¦ +--------+------+-------+-------+-------+------+-------+
¦ ¦ ¦12.02.03¦ 2.30 ¦103.200¦103.200¦103.200¦ 9.69¦
4.17¦ ¦ ¦
+--------+------+-------+-------+-------+------+-------+ ¦ ¦
¦13.02.03¦ 2.33 ¦103.500¦104.050¦104.050¦ 9.06¦ 20.39¦
¦ ¦ +--------+------+-------+-------+-------+------+-------+
¦ ¦ ¦14.02.03¦ 2.37 ¦103.900¦104.120¦104.050¦ 8.93¦
259.32¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.08.04 ¦10.02.03¦ 0.16 ¦102.500¦102.500¦102.500¦ 10.56¦ 1.00¦
27017 ¦ ¦
+--------+------+-------+-------+-------+------+-------+ ¦ ¦
¦11.02.03¦ 0.20 ¦102.700¦102.800¦102.800¦ 10.33¦ 4.86¦
¦ ¦ +--------+------+-------+-------+-------+------+-------+
¦ ¦ ¦12.02.03¦ 0.23 ¦102.850¦103.300¦103.300¦ 10.03¦
38.53¦ ¦ ¦
+--------+------+-------+-------+-------+------+-------+ ¦ ¦
¦13.02.03¦ 0.26 ¦103.900¦104.000¦104.000¦ 9.43¦ 7.57¦
¦ ¦ +--------+------+-------+-------+-------+------+-------+
¦ ¦ ¦14.02.03¦ 0.30 ¦104.400¦104.500¦104.400¦ 9.00¦
51.33¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.12.04 ¦10.02.03¦ 1.78 ¦103.000¦103.500¦103.400¦ 10.43¦ 23.26¦
27014 ¦ ¦
+--------+------+-------+-------+-------+------+-------+ ¦ ¦
¦11.02.03¦ 1.81 ¦103.002¦103.300¦103.300¦ 10.40¦ 35.05¦
¦ ¦ +--------+------+-------+-------+-------+------+-------+
¦ ¦ ¦12.02.03¦ 1.84 ¦103.400¦103.700¦103.700¦ 10.24¦
49.06¦ ¦ ¦
+--------+------+-------+-------+-------+------+-------+ ¦ ¦
¦13.02.03¦ 1.87 ¦103.500¦104.100¦104.100¦ 9.95¦ 29.65¦
¦ ¦ +--------+------+-------+-------+-------+------+-------+
¦ ¦ ¦14.02.03¦ 1.91 ¦103.928¦104.500¦104.500¦ 9.89¦
26.67¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.03.05 ¦10.02.03¦ 9.10 ¦ 96.900¦ 97.400¦ 97.400¦ 11.66¦ 4.43¦
26003 ¦ ¦
+--------+------+-------+-------+-------+------+-------+ ¦ ¦
¦11.02.03¦ 9.12 ¦ 97.500¦ 97.500¦ 97.500¦ 11.38¦ 3.41¦
¦ ¦ +--------+------+-------+-------+-------+------+-------+
¦ ¦ ¦13.02.03¦ 9.18 ¦ 98.700¦ 98.700¦ 98.700¦ 10.71¦
2.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦20.04.05 ¦10.02.03¦ 0.73 ¦104.300¦104.300¦104.300¦ 10.88¦ 0.02¦
27021 ¦ ¦
+--------+------+-------+-------+-------+------+-------+ ¦ ¦
¦11.02.03¦ 0.77 ¦104.000¦104.000¦104.000¦ 11.04¦ 0.97¦
¦ ¦ +--------+------+-------+-------+-------+------+-------+
¦ ¦ ¦13.02.03¦ 0.84 ¦104.000¦104.000¦104.000¦ 11.03¦
0.82¦ ¦
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