Бюллетень цб рф от 01.06.2001 n 19 <итоги торговли гко, офз и обр>
ЦЕНТРАЛЬНЫЙ БАНК РОССИИ БЮЛЛЕТЕНЬ
от 1 июня 2001 г. N 19 Часть 1 ИТОГИ ТОРГОВЛИ
ГОСУДАРСТВЕННЫМИ КРАТКОСРОЧНЫМИ
ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ) Торговля ГКО при
суммарном объеме сделок за неделю 17.312 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.
¦(спра- ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦
по ¦вочно) ¦ ¦ ¦ ¦ ¦ ¦ ¦
¦номин.)¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦31.07.01 ¦29.05.01¦ 98.00¦ 98.00¦ 98.00¦ 11.82 ¦ 0.80 ¦ 21145 ¦
¦ +--------+------+------+------+--------+-------+ ¦ ¦
¦31.05.01¦ 98.0О¦ 98.15¦ 98.15¦ 11.46 ¦ 0.13 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦ ¦
¦01.06.01¦ 98.10¦ 98.10¦ 98.10¦ 11.78 ¦ 1.53 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦03.10.01 ¦01.06.01¦ 95.23¦ 95.23¦ 95.23¦ 14.74 ¦ 0.67 ¦ 21148 ¦
+---------+--------+------+------+------+--------+-------+-------+
¦17.10.01 ¦28.05.01¦ 94.84¦ 94.84¦ 94.84¦ 13.99 ¦ 0.05 ¦ 21149 ¦
¦ +--------+------+------+------+--------+-------+ ¦ ¦
¦30.05.01¦ 94.55¦ 94.55¦ 94.55¦ 15.03 ¦ 3.24 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦ ¦
¦31.05.01¦ 94.97¦ 94.97¦ 94.97¦ 13.91 ¦ 0.00 ¦ ¦ ¦
+--------+------+------+------+--------+-------+ ¦ ¦
¦01.06.01¦ 94.78¦ 94.78¦ 94.78¦ 14.57 ¦ 1.38 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦14.11.01 ¦29.05.01¦ 93.95¦ 93.96¦ 93.95¦ 13.91 ¦ 5.71 ¦ 21150 ¦
¦ +--------+------+------+------+--------+-------+ ¦ ¦
¦31.05.01¦ 94.05¦ 94.05¦ 94.05¦ 13.83 ¦ 0.00 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦ ¦
¦01.06.01¦ 93.63¦ 93.63¦ 93.63¦ 14.96 ¦ 0.50 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦13.03.02 ¦28.05.01¦ 88.26¦ 83.26¦ 88.26¦ 16.80 ¦ 3.00 ¦ 21147 ¦
¦ +--------+------+------+------+--------+-------+ ¦ ¦
¦01.06.01¦ 88.32¦ 88.32¦ 88.32¦ 16.94 ¦ 0.30 ¦ ¦
L---------+--------+------+------+------+--------+-------+-------- Торговля
ОФЗ при суммарном объеме сделок за неделю
3732.064 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)¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.08.01 ¦30.05.01¦ 5.75 ¦100.55¦101.48¦101.48¦ 16.82¦ 7.84¦
25024¦ ¦ +--------+-------+------+------+------+------+-------+
¦ ¦ ¦31.05.01¦ 5.81 ¦101.48¦101.50¦101.50¦ 12.55¦
1.95¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦12.09.01 ¦28.05.01¦ 2.88 ¦100.00¦100.08¦100.07¦ 14.09¦ 20.55¦
25023¦ ¦ +--------+-------+------+------+------+------+-------+
¦ ¦ ¦29.06.01¦ 2.92 ¦100.06¦100.11¦100.07¦ 13.97¦
91.68¦ ¦ ¦
+--------+-------+------+------+------+------+-------+ ¦ ¦
¦30.05.01¦ 2.95 ¦100.01¦100.10¦100.05¦ 14.11¦ 71.76¦ ¦ ¦
+--------+-------+------+------+------+------+-------+ ¦ ¦
¦31.05.01¦ 2.99 ¦ 99.97¦100.05¦ 99.98¦ 14.34¦ 142.07¦
¦ ¦ +--------+-------+------+------+------+------+-------+
¦ ¦ ¦01.06.01¦ 3.03 ¦ 99.99¦100.05¦ 99.99¦ 14.27¦
30.60¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.12.01 ¦28.05.01¦ 0.00 ¦ 92.45¦ 92.61¦ 92.45¦ 15.25¦ 76.02¦
25030¦ ¦ +--------+-------+------+------+------+------+-------+
¦ ¦ ¦29.05.01¦ 0.00 ¦ 92.45¦ 92.55¦ 92.45¦ 15.27¦
77.15¦ ¦ ¦
+--------+-------+------+------+------+------+-------+ ¦ ¦
¦30.05.O1¦ 0.00 ¦ 92.30¦ 92.59¦ 92.30¦ 15.69¦ 39.16¦ ¦ ¦
+--------+-------+------+------+------+------+-------+ ¦ ¦
¦31.05.01¦ 0.00 ¦ 92.40¦ 92.52¦ 92.44¦ 15.57¦ 86.61¦
¦ ¦ +--------+-------+------+------+------+------+-------+
¦ ¦ ¦01.06.01¦ 0.00 ¦ 92.30¦ 92.37¦ 92.30¦
15.89¦1313.70¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦06.02.02 ¦28.05.01¦ 1.00 ¦100.38¦100.50¦100.50¦ 16.73¦ 9.73¦
27001¦ ¦ +--------+-------+------+------+------+------+-------+
¦ ¦ ¦29.05.01¦ 1.10 ¦100.21¦100.49¦100.49¦ 16.63¦
73.83¦ ¦ ¦
+--------+-------+------+------+------+------+-------+ ¦ ¦
¦30.05.01¦ 1.20 ¦100.28¦100.38¦100.30¦ 16.72¦ 50.47¦ ¦ ¦
+--------+-------+------+------+------+------+-------+ ¦ ¦
¦31.05.01¦ 1.20 ¦100.31¦100.49¦100.49¦ 16.57¦ 26.94¦
¦ ¦ +--------+-------+------+------+------+------+-------+
¦ ¦ ¦01.06.01¦ 1.30 ¦100.31¦100.59¦100.52¦ 16.38¦
41.16¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.02 ¦31.05.01¦ 2.11 ¦ 92.00¦ 92.00¦ 92.00¦ 21.86¦ 0.01¦
25014¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.05.02 ¦28.05.01¦ 0.30 ¦100.10¦100.29¦100.22¦ 16.92¦ 1.43¦
27002¦ ¦ +--------+-------+------+------+------+------+-------+
¦ ¦ ¦29.05.01¦ 0.30 ¦ 99.95¦100.26¦100.00¦ 16.87¦
61.10¦ ¦ ¦
+--------+-------+------+------+------+------+-------+ ¦ ¦
¦30.05.01¦ 0.40 ¦100.00¦100.21¦100.08¦ 17.00¦ 41.87¦ ¦ ¦
+--------+-------+------+------+------+------+-------+ ¦ ¦
¦31.05.01¦ 0.40 ¦100.09¦100.14¦100.14¦ 16.99¦ 20.98¦
¦ ¦ +--------+-------+------+------+------+------+-------+
¦ ¦ ¦01.06.01¦ 0.50 ¦100.13¦100.18¦100.18¦ 16.92¦
5.45¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.06.02 ¦28.05.01¦ 4.50 ¦100.20¦100.30¦100.30¦ 17.00¦ 4.41¦
27003¦ ¦ +--------+-------+------+------+------+------+-------+
¦ ¦ ¦29.05.01¦ 4.60 ¦100.11¦100.25¦100.23¦ 17.00¦
82.10¦ ¦ ¦
+--------+-------+------+------+------+------+-------+ ¦ ¦
¦30.05.01¦ 4.60 ¦100.00¦100.11¦100.11¦ 17.27¦ 51.85¦ ¦ ¦
+--------+-------+------+------+------+------+-------+ ¦ ¦
¦31.05.01¦ 4.70 ¦100.07¦100.26¦100.18¦ 17.07¦ 29.24¦
¦ ¦ +--------+-------+------+------+------+------+-------+
¦ ¦ ¦01.06.01¦ 4.70 ¦100.20¦100.28¦100.28¦ 17.03¦
46.64¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦18.09.02 ¦28.05.01¦ 3.70 ¦100.06¦100.16¦100.12¦ 17.07¦ 15.83¦
27004¦ ¦ +--------+-------+------+------+------+------+-------+
¦ ¦ ¦29.05.01¦ 3.80 ¦100.00¦100.11¦100.00¦ 17.14¦
122.21¦ ¦ ¦
+--------+-------+------+------+------+------+-------+ ¦ ¦
¦30.05.01¦ 3.80 ¦ 99.90¦100.00¦100.00¦ 17.25¦ 81.70¦ ¦ ¦
+--------+-------+------+------+------+------+-------+ ¦ ¦
¦31.05.01¦ 3.90 ¦100.00¦100.10¦100.05¦ 17.12¦ 44.77¦
¦ ¦ +--------+-------+------+------+------+------+-------+
¦ ¦ ¦01.06.01¦ 4.00 ¦ 99.99¦100.05¦100.05¦ 17.08¦
26.98¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦09.10.02 ¦28.05.01¦ 2.60 ¦ 98.00¦ 98.50¦ 98.16¦ 17.04¦ 37.93¦
27005¦ ¦ +--------+-------+------+------+------+------+-------+
¦ ¦ ¦29.05.01¦ 2.60 ¦ 98.00¦ 98.17¦ 98.09¦ 17.13¦
33.09¦ ¦ ¦
+--------+-------+------+------+------+------+-------+ ¦ ¦
¦30.05.01¦ 2.70 ¦ 97.70¦ 97.90¦ 97.85¦ 17.39¦ 39.70¦ ¦ ¦
+--------+-------+------+------+------+------+-------+ ¦ ¦
¦31.05.01¦ 2.70 ¦ 97.81¦ 98.00¦ 98.00¦ 17.31¦ 15.13¦
¦ ¦ +--------+-------+------+------+------+------+-------+
¦ ¦ ¦01.06.01¦ 2.80 ¦ 98.00¦ 98.05¦ 98.05¦ 17.14¦
18.00¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.01.03 ¦28.05.01¦ 1.80 ¦ 96.80¦ 96.95¦ 96.91¦ 17.29¦ 6.16¦
27006¦ ¦ +--------+-------+------+------+------+------+-------+
¦ ¦ ¦29.05.01¦ 1.90 ¦ 96.50¦ 96.87¦ 96.50¦ 17.53¦
8.66¦ ¦ ¦
+--------+-------+------+------+------+------+-------+ ¦ ¦
¦30.05.01¦ 1.90 ¦ 96.50¦ 96.80¦ 96.63¦ 17.48¦ 15.01¦ ¦ ¦
+--------+-------+------+------+------+------+-------+ ¦ ¦
¦31.05.01¦ 2.00 ¦ 96.50¦ 96.80¦ 96.80¦ 17.47¦ 50.88¦
¦ ¦ +--------+-------+------+------+------+------+-------+
¦ ¦ ¦01.06.01¦ 2.00 ¦ 96.70¦ 97.00¦ 97.00¦ 17.40¦
1.31¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.02.03 ¦28.05.01¦ 1.00 ¦ 96.70¦ 96.92¦ 96.70¦ 17.41¦ 1.87¦
27007¦ ¦ +--------+-------+------+------+------+------+-------+
¦ ¦ ¦29.05.01¦ 1.10 ¦ 96.40¦ 96.54¦ 96.50¦ 17.74¦
26.13¦ ¦ ¦
+--------+-------+------+------+------+------+-------+ ¦ ¦
¦30.05.01¦ 1.20 ¦ 96.32¦ 96.55¦ 96.55¦ 17.71¦ 0.63¦ ¦ ¦
+--------+-------+------+------+------+------+-------+ ¦ ¦
¦31.05.01¦ 1.20 ¦ 96.43¦ 96.60¦ 96.55¦ 17.68¦ 24.87¦
¦ ¦ +--------+-------+------+------+------+------+-------+
¦ ¦ ¦01.06.01¦ 1.30 ¦ 96.75¦ 96.89¦ 96.83¦ 17.36¦
6.23¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.03 ¦29.05.01¦ 2.06 ¦ 86.50¦ 86.50¦ 86.50¦ 19.52¦ 0.09¦
26001¦ ¦ +--------+-------+------+------+------+------+-------+
¦ ¦ ¦31.05.01¦ 2.11 ¦ 86.50¦ 86.50¦ 86.50¦ 19.55¦
0.03¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.05.03 ¦28.05.01¦ 0.30 ¦ 94.89¦ 95.10¦ 95.10¦ 18.07¦ 4.47¦
27008¦ ¦ +--------+-------+------+------+------+------+-------+
¦ ¦ ¦29.05.01¦ 0.30 ¦ 94.55¦ 94.80¦ 94.80¦ 18.34¦
22.70¦ ¦ ¦
+--------+-------+------+------+------+------+-------+ ¦ ¦
¦30.05.01¦ 0.40 ¦ 94.50¦ 94.75¦ 94.75¦ 18.25¦ 18.19¦ ¦ ¦
+--------+-------+------+------+------+------+-------+ ¦ ¦
¦31.05.01¦ 0.40 ¦ 94.60¦ 94.80¦ 94.65¦ 18.29¦ 24.84¦
¦ ¦ +--------+-------+------+------+------+------+-------+
¦ ¦ ¦01.06.01¦ 0.50 ¦ 94.85¦ 94.95¦ 94.90¦ 18.07¦
16.78¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.06.03 ¦28.05.01¦ 4.50 ¦ 94.95¦ 95.08¦ 95.00¦ 18.14¦ 10.52¦
27009¦ ¦ +--------+-------+------+------+------+------+-------+
¦ ¦ ¦29.05.01¦ 4.60 ¦ 94.40¦ 94.87¦ 94.71¦ 18.42¦
19.41¦ ¦ ¦
+--------+-------+------+------+------+------+-------+ ¦ ¦
¦30.05.01¦ 4.60 ¦ 94.35¦ 94.80¦ 94.80¦ 18.54¦ 3.14¦ ¦ ¦
+--------+-------+------+------+------+------+-------+ ¦ ¦
¦31.05.01¦ 4.70 ¦ 94.48¦ 94.62¦ 94.60¦ 18.42¦ 23.20¦
¦ ¦ +--------+-------+------+------+------+------+-------+
¦ ¦ ¦01.06.01¦ 4.70 ¦ 94.80¦ 94.83¦ 94.83¦ 18.28¦
8.04¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦17.09.03 ¦28.05.01¦ 3.70 ¦ 93.50¦ 93.77¦ 93.69¦ 18.38¦ 52.28¦
27010¦ ¦ +--------+-------+------+------+------+------+-------+
¦ ¦ ¦29.05.01¦ 3.80 ¦ 93.40¦ 93.60¦ 93.44¦ 18.45¦
56.53¦ ¦ ¦
+--------+-------+------+------+------+------+-------+ ¦ ¦
¦30.05.O1¦ 3.80 ¦ 93.21¦ 93.50¦ 93.50¦ 18.55¦ 67.55¦ ¦ ¦
+--------+-------+------+------+------+------+-------+ ¦ ¦
¦31.05.01¦ 3.90 ¦ 93.40¦ 93.60¦ 93.40¦ 18.41¦ 19.00¦
¦ ¦ +--------+-------+------+------+------+------+-------+
¦ ¦ ¦01.06.01¦ 4.00 ¦ 93.55¦ 93.70¦ 93.60¦ 18.31¦
12.00¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦08.10.03 ¦28.05.01¦ 2.60 ¦ 91.30¦ 91.55¦ 91.40¦ 18.48¦ 11.83¦
27011¦ ¦ +--------+-------+------+------+------+------+-------+
¦ ¦ ¦29.05.01¦ 2.60 ¦ 91.01¦ 91.29¦ 91.19¦ 18.72¦
43.43¦ ¦ ¦
+--------+-------+------+------+------+------+-------+ ¦ ¦
¦30.05.01¦ 2.70 ¦ 91.01¦ 91.48¦ 91.48¦ 18.59¦ 7.38¦ ¦ ¦
+--------+-------+------+------+------+------+-------+ ¦ ¦
¦31.05.01¦ 2.70 ¦ 91.20¦ 91.48¦ 91.29¦ 18.58¦ 14.95¦
¦ ¦ +--------+-------+------+------+------+------+-------+
¦ ¦ ¦01.06.01¦ 2.80 ¦ 91.33¦ 91.45¦ 91.45¦ 18.52¦
18.73¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦19.11.03 ¦28.05.01¦ 0.10 ¦ 82.90¦ 82.95¦ 82.90¦ 19.92¦ 3.83¦
27012¦ ¦ +--------+-------+------+------+------+------+-------+
¦ ¦ ¦29.05.01¦ 0.20 ¦ 82.79¦ 82.90¦ 82.79¦ 19.91¦
0.76¦ ¦ ¦
+--------+-------+------+------+------+------+-------+ ¦ ¦
¦30.05.01¦ 0.20 ¦ 82.90¦ 82.90¦ 82.90¦ 19.90¦ 1.09¦ ¦ ¦
+--------+-------+------+------+------+------+-------+ ¦ ¦
¦31.05.01¦ 0.20 ¦ 82.00¦ 83.05¦
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