OPM-Bank's RUSSIAN MARKET DAILY 07.09.98
EQUITIES - CLOSE OF TRADING
If there is a "*" under "CHANGE", then no trades occurred and "LO" & "HI" become "BID" & "ASK".
OIL&GAS; |
LO |
HI |
CLOSE |
CHNG. |
CHERNOGORNFTGZ. |
2.500 |
4.000 |
4.375 |
* |
KOMINEFT |
0.250 |
1.230 |
0.750 |
* |
LUKOIL |
8.000 |
8.190 |
8.020 |
2.0% |
MEGIONNEFTEGAZ |
0.500 |
1.600 |
1.100 |
* |
NIZHVRTVSKNEFTGZ. |
0.300 |
15.000 |
7.000 |
* |
NOYABRSNEFTEGAZ |
0.500 |
2.000 |
0.550 |
* |
PURNEFTEGAZ |
1.500 |
1.500 |
1.500 |
-38.8% |
SAKHALINMRNFTGZ. |
1.000 |
2.750 |
1.000 |
* |
SURGUTNEFTEGAZ |
0.085 |
0.088 |
0.088 |
2.3% |
TATNEFT |
0.365 |
0.365 |
0.365 |
5.8% |
TOMSKNEFT |
0.300 |
2.050 |
2.250 |
* |
YUGANSKNEFTEGAZ |
0.600 |
2.500 |
1.000 |
* |
YUKOS |
1.010 |
1.050 |
1.010 |
-3.8% |
REFINERY |
LO |
HI |
CLOSE |
CHNG. |
OMSK OIL REFINERY |
0.350 |
1.530 |
1.040 |
* |
YAROSLAV OIL REFINERY |
0.015 |
0.039 |
0.041 |
* |
TELECOMS. |
LO |
HI |
CLOSE |
CHNG. |
HANTYMANS. TELECOM |
20.000 |
24.000 |
30.500 |
* |
KRASNYARSK ELECTROSVYAZ |
2.100 |
2.100 |
2.100 |
-30.0% |
KUBANELECTROSVYAZ |
13.100 |
14.700 |
13.000 |
* |
MGTS |
260.000 |
310.000 |
260.000 |
* |
NIZH NOV SVYAZ |
0.890 |
1.600 |
1.100 |
* |
NVSBRSK. TLCMS. |
10.000 |
35.000 |
60.000 |
* |
ROSTELEKOM |
1.910 |
1.980 |
1.920 |
-0.5% |
ROSTOVELECTOSVYAZ |
0.440 |
0.530 |
0.410 |
* |
ST. PETE. Telecom. |
0.580 |
0.605 |
0.605 |
-2.4% |
TYUMEN Telecom. |
1.000 |
1.800 |
1.000 |
* |
URALSVYAZINFORM |
0.020 |
0.029 |
0.020 |
* |
URAL TELECOM |
5.250 |
10.000 |
4.000 |
* |
VOLGOGRAD ELECT. |
0.100 |
2.855 |
3.425 |
* |
|
|
ENERGY |
LO |
HI |
CLOSE |
CHNG. |
BASHKIRENERGO |
0.068 |
0.080 |
0.080 |
8.1% |
IRKUTSKENERGO |
0.090 |
0.093 |
0.093 |
3.9% |
LENENERGO |
0.380 |
0.380 |
0.380 |
5.6% |
KOLENERGO |
0.075 |
0.130 |
0.100 |
* |
KRASNYARSKENG. |
0.025 |
0.095 |
0.072 |
* |
KUBANENERGO |
23.500 |
37.000 |
29.500 |
* |
KUZBASSENERGO |
0.089 |
0.089 |
0.089 |
-11.0% |
MOSENERGO |
0.039 |
0.043 |
0.042 |
0.2% |
NOVOSIBIRSKENERGO |
2.700 |
3.400 |
3.000 |
* |
ROSTOVENERGO |
0.080 |
0.110 |
0.080 |
* |
SAMARAENERGO |
0.140 |
0.240 |
0.180 |
* |
SVERDLOVSKENERG. |
0.075 |
0.200 |
0.075 |
* |
UNITED ENERGY |
0.108 |
0.115 |
0.114 |
1.8% |
AUTO |
LO |
HI |
CLOSE |
CHNG. |
GAZ AUTO |
70.000 |
73.000 |
73.000 |
9.0% |
KAMAZ |
0.260 |
0.710 |
0.350 |
* |
PAZ AVTOBUS |
5.500 |
15.000 |
13.500 |
* |
MACHINE |
LO |
HI |
CLOSE |
CHNG. |
ELECTOSILA |
1.350 |
2.525 |
1.370 |
* |
IZHORSKY PLANT |
12.000 |
29.000 |
29.000 |
* |
KIROVSKY PLANT |
2.300 |
3.000 |
2.150 |
* |
METALS |
LO |
HI |
CLOSE |
CHNG. |
NIZHNY TAGIL |
0.010 |
0.030 |
0.064 |
* |
NORILSK NICKEL |
1.600 |
1.700 |
1.700 |
-2.9% |
SOLIKAMSK MAGNESIUM |
20.000 |
60.900 |
20.000 |
* |
OTHER |
LO |
HI |
CLOSE |
CHNG. |
AEROFLOT |
50.500 |
52.000 |
50.500 |
2.0% |
GUM Trade House |
1.250 |
1.250 |
1.250 |
-10.7% |
SAMSON |
3.700 |
7.600 |
4.300 |
* |
SBER BANK |
91.500 |
92.000 |
91.500 |
5.2% |
|
|
|
|
|
|
|
|
|
FIXED INCOME - CLOSE OF TRADING
GKO = 3 month Government Treasury bill
GKO 6 = 6 month Government Treasury bill
GKO 12 = 12 month Government Treasury bill
OFZ = Federal Bonds
VSM = Moscow / St. Petersburg high speed railway bond
.....ISSUE..... |
Days to Maturity |
VALUE RUE Mn. |
Mid Price |
Change% |
Closed Price |
Yield |
GKO (079) |
6.00 |
312.25 |
98.98 |
0.40 |
98.98 |
62.69 |
OFZ (08) |
6.00 |
5.61 |
99.12 |
-0.01 |
99.07 |
107.22 |
GKO (080) |
13.00 |
283.21 |
97.09 |
0.38 |
96.95 |
88.33 |
GKO (082) |
20.00 |
290.73 |
94.97 |
0.26 |
94.76 |
100.92 |
GKO(083) |
27.00 |
191.87 |
93.00 |
-0.01 |
93.00 |
101.75 |
GKO (085) |
34.00 |
544.15 |
90.01 |
-1.10 |
89.83 |
121.54 |
GKO (086) |
41.00 |
113.20 |
87.98 |
-1.05 |
87.98 |
121.63 |
GKO (088) |
48.00 |
20.23 |
87.04 |
-0.26 |
86.50 |
118.68 |
GKO (089) |
55.00 |
1.79 |
85.58 |
-1.47 |
80.05 |
165.39 |
GKO (090) |
62.00 |
27.95 |
83.06 |
-2.09 |
83.10 |
119.73 |
GKO (092) |
69.00 |
55.48 |
80.42 |
-1.03 |
80.50 |
128.14 |
VSM (004) |
71.00 |
0.68 |
77.40 |
-12.17 |
84.55 |
271.66 |
GKO (109) |
76.00 |
113.53 |
79.43 |
-1.51 |
78.70 |
129.98 |
GKO (094) |
83.00 |
14.46 |
79.11 |
-1.70 |
79.11 |
116.12 |
GKO (104) |
90.00 |
98.44 |
75.53 |
-4.92 |
75.76 |
129.76 |
GKO (110) |
97.00 |
182.16 |
74.12 |
-3.59 |
74.60 |
128.12 |
GKO (097) |
104.00 |
8.60 |
72.75 |
-4.95 |
72.75 |
131.46 |
OFZ (09) |
104.00 |
0.86 |
86.00 |
0.00 |
86.00 |
193.02 |
GKO (111) |
111.00 |
26.44 |
73.77 |
-0.53 |
75.25 |
108.15 |
GKO (112) |
118.00 |
100.63 |
70.38 |
-3.04 |
70.22 |
131.18 |
GKO (125) |
125.00 |
32.84 |
70.23 |
-1.80 |
70.40 |
122.77 |
GKO (114) |
132.00 |
95.12 |
69.27 |
-1.73 |
69.20 |
123.07 |
GKO (102) |
139.00 |
11.94 |
69.92 |
0.49 |
75.00 |
87.53 |
GKO (129) |
146.00 |
0.32 |
68.09 |
-4.92 |
69.00 |
112.32 |
GKO (105) |
167.00 |
39.10 |
64.72 |
-4.15 |
62.70 |
130.02 |
GKO (108) |
188.00 |
10.28 |
61.58 |
-0.45 |
71.00 |
79.30 |
GKO (113) |
195.00 |
99.94 |
60.83 |
-0.59 |
60.90 |
120.18 |
GKO (115) |
202.00 |
7.79 |
60.05 |
1.37 |
60.90 |
116.00 |
GKO (116) |
216.00 |
19.48 |
58.37 |
0.24 |
59.10 |
116.94 |
GKO (117) |
230.00 |
71.30 |
56.79 |
-0.14 |
58.00 |
114.92 |
GKO (118) |
244.00 |
53.02 |
55.50 |
0.04 |
56.00 |
117.54 |
GKO (128) |
251.00 |
6.45 |
55.05 |
-5.56 |
56.50 |
111.96 |
GKO (121) |
258.00 |
80.80 |
54.01 |
-1.01 |
55.45 |
113.66 |
|
|
.....ISSUE..... |
Days to Maturity |
VALUE RUE Mn. |
Mid Price |
Change% |
Closed Price |
Yield |
OFZ (11) |
265.00 |
0.00 |
80.20 |
2.60 |
65.00 |
230.65 |
GKO (120) |
272.00 |
19.31 |
53.40 |
-12.60 |
56.85 |
101.85 |
GKO (122) |
279.00 |
48.74 |
52.40 |
-0.59 |
53.00 |
116.01 |
GKO (123) |
286.00 |
9.35 |
53.61 |
3.08 |
58.00 |
92.42 |
OFZ (12) |
293.00 |
0.81 |
80.04 |
0.04 |
85.50 |
111.64 |
GKO (124) |
300.00 |
95.55 |
52.01 |
1.01 |
50.55 |
119.02 |
GKO (126) |
307.00 |
30.12 |
55.03 |
-4.53 |
54.32 |
100.00 |
GKO (127) |
314.00 |
12.60 |
52.62 |
0.36 |
53.00 |
103.08 |
OFZ (13) |
321.00 |
0.01 |
84.07 |
2.70 |
84.00 |
114.78 |
OFZ PD01 |
332.00 |
17.28 |
58.02 |
2.00 |
60.11 |
106.98 |
GKO (130) |
335.00 |
26.80 |
49.06 |
-13.63 |
49.58 |
110.80 |
OFZ PD(015) |
336.00 |
0.01 |
53.00 |
0.00 |
53.00 |
134.61 |
OFZ (014) |
342.00 |
0.19 |
87.48 |
22.21 |
87.48 |
99.16 |
���(131) |
351.00 |
0.20 |
72.78 |
3.23 |
69.90 |
38.89 |
OFZ (015) |
370.00 |
1.58 |
88.63 |
10.61 |
94.00 |
126.31 |
OFZ (016) |
377.00 |
0.15 |
90.00 |
-0.51 |
90.00 |
143.13 |
OFZ (017) |
391.00 |
0.01 |
87.14 |
22.18 |
89.89 |
136.99 |
OFZ PD(017) |
419.00 |
0.00 |
60.00 |
9.43 |
65.00 |
69.35 |
OFZ PD(019) |
461.00 |
115.80 |
51.38 |
4.18 |
52.75 |
90.84 |
VSM (005) |
485.00 |
0.38 |
81.66 |
67.34 |
36.20 |
588.53 |
GKO (119) |
518.00 |
2.74 |
64.96 |
-8.09 |
69.00 |
107.18 |
OFZ PD(022) |
594.00 |
216.52 |
47.09 |
8.10 |
48.00 |
89.45 |
VSM (006) |
652.00 |
0.00 |
43.76 |
2.75 |
43.41 |
417.81 |
OFZ PD(016) |
702.00 |
0.33 |
59.15 |
0.00 |
47.80 |
82.01 |
OFZ PD(018) |
811.00 |
33.28 |
37.39 |
7.72 |
38.60 |
87.87 |
OFZ PD(020) |
839.00 |
47.84 |
34.24 |
1.42 |
35.58 |
88.05 |
OFZPD (021) |
923.00 |
12.81 |
35.92 |
1.93 |
36.50 |
87.48 |
OFZ PD13 |
980.00 |
2.18 |
45.52 |
0.00 |
43.67 |
52.52 |
OFZ PD(023) |
1161.00 |
10.55 |
32.06 |
8.20 |
34.00 |
76.49 |
OFZ PD14 |
1345.00 |
0.02 |
44.00 |
0.00 |
44.00 |
42.12 |
OFZ PK01 |
1710.00 |
0.09 |
29.45 |
0.00 |
29.40 |
52.98 |
OFZ PK02 |
2076.00 |
0.00 |
44.00 |
0.00 |
44.00 |
32.77 |
OFZ PK03 |
2441.00 |
2.85 |
22.97 |
10.43 |
23.00 |
53.25 |
|
|
|
|
|
Explanation:
GKOs, or Treasury Bills, are zero-coupon bonds with maturities of 3, 6, and 12 months. They are probably the government's most popular debt instrument.
OFZs, or Federal Bonds, have maturities from one to three years. Coupon payments are usually made quarterly. Both floating and fixed income rates are available. Notes labeled with "PD" (ie. OFZ PD) represent fixed coupon obligations.
Although other forms of government debt are available, GKOs and OFZs are the main rouble-denominated government securities. They are initially sold via primary auctions held every Wednesday at the Moscow Interbank Currency Exchange (MICEX). Secondary trading is conducted through authorized dealers on a daily basis.
MONEY MARKETS - CLOSE OF TRADING
|
MOSCOW |
CENTRAL |
Cen. Bank |
|
Interbank |
BANK |
MARKET |
BUY RATE |
- |
- |
6181 |
SELL RATE |
- |
0.00 |
6241 |
VOLUME ($mln.) |
78.00 |
0.00 |
- |
RATE (RUR/$) |
6239 |
6211 |
- |
|
|
|
In general, Central Bank rates should follow a slow but gradual rise, as determined by the Central Bank's decision to peg the ruble in an up-ward sloping corridor. Inter Bank rates, on the other hand, are market driven and will display greater fluctuations, depreciating or appreciating according to current market conditions.
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Web presentation Copyright © 1996 Skate