Бюллетень цб рф от 22.02.2002 n 7 <итоги торговли гко, офз и обр>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 22 февраля 2002 г. N 7
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 233.66 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. ¦(% год.)¦руб. по¦(спра- ¦
¦ ¦ ¦ ¦ ¦ ¦ ¦номин.)¦вочно) ¦
+---------+--------+------+------+------+--------+-------+-------+
¦03.04.02 ¦18.02.02¦ 98.42¦ 98.42¦ 98.42¦ 13.32¦ 0.72¦ 21155 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦19.02.02¦ 98.50¦ 98.60¦ 98.60¦ 12.14¦ 4.60¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦20.02.02¦ 98.63¦ 98.70¦ 98.70¦ 11.98¦ 2.32¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦17.07.02 ¦18.02.02¦ 94.77¦ 94.80¦ 94.77¦ 13.49¦ 9.86¦ 21156 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦19.02.02¦ 94.77¦ 94.81¦ 94.77¦ 13.56¦ 4.65¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦22.02.02¦ 95.00¦ 95.00¦ 95.00¦ 13.25¦ 0.53¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦07.08.02 ¦18.02.02¦ 94.05¦ 94.05¦ 94.05¦ 13.58¦ 2.50¦ 21157 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦19.02.02¦ 94.00¦ 94.25¦ 94.00¦ 13.64¦ 1.42¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦20.02.02¦ 94.20¦ 94.20¦ 94.20¦ 13.38¦ 0.90¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦21.02.02¦ 94.38¦ 94.38¦ 94.38¦ 13.01¦ 0.00¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦22.02.02¦ 94.38¦ 94.38¦ 94.38¦ 13.09¦ 0.19¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦21.08.02 ¦20.02.02¦ 93.52¦ 93.63¦ 93.52¦ 13.90¦ 126.56¦ 21158 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦21.02.02¦ 93.56¦ 93.58¦ 93.56¦ 13.88¦ 74.01¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦22.02.02¦ 93.60¦ 93.67¦ 93.67¦ 13.70¦ 5.41¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 1212.721 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. ¦(% ¦ руб. ¦ка ¦
¦ ¦ ¦(% от ¦ ¦ ¦ ¦год.) ¦ по ¦(спра-¦
¦ ¦ ¦номин.)¦ ¦ ¦ ¦ ¦номин.)¦вочно)¦
+---------+--------+-------+------+------+------+------+-------+------+
¦18.03.02 ¦18.02.02¦ 10.06 ¦ 99.77¦ 99.77¦ 99.77¦ 13.66¦ 9.10¦ 29003¦
¦<*> +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.02.02¦ 10.09 ¦ 99.78¦ 99.78¦ 99.78¦ 13.63¦ 16.70¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.02.02¦ 10.13 ¦ 99.79¦ 99.79¦ 99.79¦ 13.60¦ 10.92¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦12.04.02 ¦18.02.02¦ 8.68 ¦ 99.57¦ 99.57¦ 99.57¦ 13.82¦ 30.00¦ 29004¦
¦<*> +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.02.02¦ 8.71 ¦ 99.60¦ 99.60¦ 99.60¦ 13.67¦ 7.70¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.02.02¦ 8.75 ¦ 99.61¦ 99.61¦ 99.61¦ 13.65¦ 7.38¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.02.02¦ 8.78 ¦ 99.60¦ 99.60¦ 99.60¦ 13.77¦ 15.00¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.05.02 ¦18.02.02¦ 3.60 ¦100.45¦100.60¦100.60¦ 13.21¦ 1.26¦ 27002¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.02.02¦ 3.70 ¦100.55¦100.70¦100.55¦ 12.88¦ 28.15¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.02.02¦ 0.00 ¦100.50¦100.58¦100.55¦ 13.22¦ 10.09¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.02.02¦ 0.00 ¦100.50¦100.60¦100.50¦ 13.42¦ 5.12¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.02.02¦ 0.10 ¦100.31¦100.50¦100.50¦ 13.25¦ 185.15¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.06.02 ¦18.02.02¦ 3.00 ¦100.64¦100.75¦100.75¦ 13.16¦ 1.23¦ 27003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.02.02¦ 3.10 ¦100.58¦100.70¦100.68¦ 13.06¦ 29.69¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.02.02¦ 3.10 ¦100.00¦100.65¦100.62¦ 13.55¦ 25.98¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.02.02¦ 3.20 ¦100.52¦100.60¦100.56¦ 13.37¦ 6.36¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.02.02¦ 3.20 ¦100.50¦100.60¦100.56¦ 13.36¦ 3.30¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦18.09.02 ¦18.02.02¦ 2.50 ¦100.98¦101.02¦101.00¦ 13.61¦ 12.36¦ 27004¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.02.02¦ 2.50 ¦101.00¦101.24¦101.11¦ 13.40¦ 32.25¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.02.02¦ 2.60 ¦100.82¦101.15¦101.00¦ 13.60¦ 11.35¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.02.02¦ 2.60 ¦100.95¦101.00¦100.96¦ 13.67¦ 4.88¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.02.02¦ 2.60 ¦100.90¦100.98¦100.98¦ 13.80¦ 5.80¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦09.10.02 ¦18.02.02¦ 1.60 ¦ 99.99¦100.10¦100.05¦ 13.59¦ 7.76¦ 27005¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.02.02¦ 1.70 ¦100.09¦100.09¦100.09¦ 13.40¦ 26.20¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.02.02¦ 1.70 ¦100.02¦100.10¦100.03¦ 13.53¦ 7.88¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.02.02¦ 1.70 ¦ 99.99¦100.05¦100.00¦ 13.69¦ 3.13¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.02.02¦ 1.80 ¦ 99.99¦100.00¦ 99.99¦ 13.57¦ 6.95¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.01.03 ¦18.02.02¦ 1.10 ¦ 97.00¦ 99.35¦ 99.21¦ 13.84¦ 6.06¦ 27006¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.02.02¦ 1.10 ¦ 99.25¦ 99.25¦ 99.25¦ 13.84¦ 0.70¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.02.02¦ 1.10 ¦ 99.27¦ 99.55¦ 99.45¦ 13.58¦ 28.51¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.02.02¦ 1.20 ¦ 99.23¦ 99.45¦ 99.25¦ 13.76¦ 0.50¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.02.02¦ 1.20 ¦ 99.25¦ 99.25¦ 99.25¦ 13.85¦ 2.73¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.02.03 ¦18.02.02¦ 0.50 ¦ 99.01¦ 99.50¦ 99.50¦ 13.67¦ 13.26¦ 27007¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.02.02¦ 0.50 ¦ 99.40¦ 99.50¦ 99.50¦ 13.73¦ 27.44¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.02.02¦ 0.60 ¦ 99.35¦ 99.52¦ 99.35¦ 13.66¦ 34.99¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.02.02¦ 0.60 ¦ 99.16¦ 99.25¦ 99.18¦ 13.99¦ 16.56¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.02.02¦ 0.70 ¦ 99.12¦ 99.30¦ 99.20¦ 13.82¦ 5.00¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.05.03 ¦18.02.02¦ 3.60 ¦ 98.00¦ 98.53¦ 98.42¦ 14.17¦ 28.82¦ 27008¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.02.02¦ 3.70 ¦ 98.56¦ 98.72¦ 98.65¦ 13.87¦ 13.78¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.02.02¦ 0.00 ¦ 98.60¦ 98.90¦ 98.60¦ 13.72¦ 30.10¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.02.02¦ 0.00 ¦ 98.50¦ 98.90¦ 98.50¦ 13.98¦ 9.18¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.02.02¦ 0.10 ¦ 98.20¦ 98.40¦ 98.20¦ 14.25¦ 0.32¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.06.03 ¦18.02.02¦ 3.00 ¦ 97.87¦ 98.45¦ 98.45¦ 14.37¦ 2.86¦ 27009¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.02.02¦ 3.10 ¦ 98.25¦ 98.62¦ 98.46¦ 14.18¦ 15.16¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.02.02¦ 3.10 ¦ 98.45¦ 98.77¦ 98.61¦ 13.93¦ 24.66¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.02.02¦ 3.20 ¦ 97.70¦ 98.40¦ 98.40¦ 14.26¦ 6.94¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.02.02¦ 3.20 ¦ 98.20¦ 98.30¦ 98.20¦ 14.36¦ 5.53¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦20.08.03 ¦19.02.02¦ 3.70 ¦ 99.90¦ 99.95¦ 99.95¦ 14.34¦ 2.87¦ 27016¦
+---------+--------+-------+------+------+------+------+-------+------+
¦17.09.03 ¦18.02.02¦ 2.50 ¦ 97.30¦ 97.63¦ 97.63¦ 14.48¦ 13.26¦ 27010¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.02.02¦ 2.50 ¦ 97.15¦ 97.96¦ 97.95¦ 14.13¦ 12.60¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.02.02¦ 2.60 ¦ 97.25¦ 97.80¦ 97.66¦ 14.44¦ 0.76¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.02.02¦ 2.60 ¦ 97.06¦ 97.70¦ 97.54¦ 14.33¦ 0.82¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.02.02¦ 2.60 ¦ 97.20¦ 97.60¦ 97.40¦ 14.61¦ 5.28¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦08.10.03 ¦18.02.02¦ 1.60 ¦ 96.45¦ 96.68¦ 96.50¦ 14.32¦ 39.81¦ 27011¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.02.02¦ 1.70 ¦ 96.84¦ 96.99¦ 96.90¦ 14.06¦ 25.40¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.02.02¦ 1.70 ¦ 96.95¦ 97.14¦ 97.14¦ 13.97¦ 22.74¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.02.02¦ 1.70 ¦ 96.40¦ 96.45¦ 96.44¦ 14.48¦ 0.24¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.02.02¦ 1.80 ¦ 96.21¦ 96.40¦ 96.30¦ 14.58¦ 0.27¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦19.11.03 ¦18.02.02¦ 2.40 ¦ 93.00¦ 93.70¦ 93.65¦ 14.76¦ 11.58¦ 27012¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.02.02¦ 2.50 ¦ 93.74¦ 93.87¦ 93.87¦ 14.57¦ 8.18¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.02.02¦ 2.50 ¦ 93.85¦ 94.20¦ 94.00¦ 14.51¦ 27.58¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.02.02¦ 2.50 ¦ 93.90¦ 94.00¦ 93.90¦ 14.52¦ 0.14¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.02.02¦ 2.60 ¦ 93.74¦ 93.74¦ 93.74¦ 14.66¦ 0.70¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.01.04 ¦18.02.02¦ 1.10 ¦ 95.20¦ 95.39¦ 95.35¦ 14.73¦ 40.54¦ 28001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.02.02¦ 1.10 ¦ 94.50¦ 95.75¦ 95.57¦ 14.54¦ 46.50¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.02.02¦ 1.10 ¦ 95.70¦ 95.89¦ 95.75¦ 14.46¦ 41.67¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.02.02¦ 1.20 ¦ 95.45¦ 95.70¦ 95.65¦ 14.52¦ 2.34¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.02.02¦ 1.20 ¦ 94.51¦ 95.78¦ 95.58¦ 14.53¦ 13.27¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.02.04 ¦21.02.02¦ 0.58 ¦ 98.00¦ 98.01¦ 98.00¦ 14.72¦ 1.03¦ 27015¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.02.02¦ 0.61 ¦ 97.80¦ 98.00¦ 98.00¦ 14.84¦ 0.11¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.04 ¦18.02.02¦ 9.32 ¦ 89.12¦ 89.12¦ 89.12¦ 16.60¦ 0.06¦ 26002¦
+---------+--------+-------+------+------+------+------+-------+------+
¦02.06.04 ¦19.02.02¦ 2.92 ¦ 97.65¦ 97.65¦ 97.65¦ 14.73¦ 2.54¦ 27013¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.02.02¦ 2.95 ¦ 98.00¦ 98.00¦ 98.00¦ 14.52¦ 0.01¦ ¦
¦ +--------+-------+------+------+------+------+-------+

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