ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 28 июня 2002 г. N 24
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 283.411
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) |
+---------+--------+------+------+------+--------+-------+-------+
|17.07.02 |26.06.02|99.250|99.250|99.250| 13.13 | 0.82| 21156 |
| +--------+------+------+------+--------+-------+ |
| |27.06.02|99.280|99.280|99.280| 13.24 | 0.50| |
| +--------+------+------+------+--------+-------+ |
| |28.06.02|99.300|99.300|99.300| 13.54 | 2.00| |
+---------+--------+------+------+------+--------+-------+-------+
|07.08.02 |24.06.02|98.457|98.457|98.457| 13.00 | 0.07| 21157 |
| +--------+------+------+------+--------+-------+ |
| |25.06.02|98.490|98.490|98.490| 13.01 | 1.43| |
| +--------+------+------+------+--------+-------+ |
| |26.06.02|98.530|98.598|98.598| 12.55 | 16.73| |
| +--------+------+------+------+--------+-------+ |
| |27.06.02|98.530|98.550|98.550| 13.15 | 7.34| |
| +--------+------+------+------+--------+-------+ |
| |28.06.02|98.649|98.689|98.688| 12.23 | 6.64| |
+---------+--------+------+------+------+--------+-------+-------+
|21.08.02 |25.06.02|98.000|98.000|98.000| 13.07 | 1.45| 21158 |
| +--------+------+------+------+--------+-------+ |
| |27.06.02|97.900|98.099|98.000| 13.72 | 32.05| |
+---------+--------+------+------+------+--------+-------+-------+
|06.11.02 |24.06.02|95.470|95.470|95.470| 12.83 | 20.05| 21159 |
| +--------+------+------+------+--------+-------+ |
| |26.06.02|95.500|95.500|95.500| 12.93 | 1.04| |
| +--------+------+------+------+--------+-------+ |
| |28.06.02|95.590|95.590|95.590| 12.85 | 0.00| |
+---------+--------+------+------+------+--------+-------+-------+
|20.11.02 |24.06.02|94.950|94.983|94.983| 12.95 | 23.96| 21160 |
| +--------+------+------+------+--------+-------+ |
| |25.06.02|95.050|95.100|95.050| 12.84 | 10.00| |
| +--------+------+------+------+--------+-------+ |
| |26.06.02|95.070|95.100|95.070| 12.82 | 35.37| |
| +--------+------+------+------+--------+-------+ |
| |27.06.02|95.000|95.131|95.049| 12.96 | 15.45| |
| +--------+------+------+------+--------+-------+ |
| |28.06.02|95.071|95.200|95.183| 12.82 | 108.52| |
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 2669.955
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)|
+---------+--------+-------+-------+-------+-------+------+-------+------+
|18.09.02 |24.06.02| 0.20 |100.300|100.500|100.470| 13.39| 65.39| 27004|
| +--------+-------+-------+-------+-------+------+-------+ |
| |25.06.02| 0.20 |100.480|100.500|100.499| 13.50| 43.98| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |26.06.02| 0.30 |100.480|100.510|100.510| 13.14| 23.65| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |27.06.02| 0.30 |100.480|101.000|100.550| 11.47| 144.77| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |28.06.02| 0.40 |100.300|100.500|100.410| 13.33| 5.67| |
+---------+--------+-------+-------+-------+-------+------+-------+------+
|09.10.02 |24.06.02| 3.00 | 99.480| 99.560| 99.500| 13.17| 50.37| 27005|
| +--------+-------+-------+-------+-------+------+-------+ |
| |25.06.02| 3.10 | 99.350| 99.500| 99.500| 13.22| 21.45| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |26.06.02| 3.10 | 99.460| 99.540| 99.540| 13.04| 64.20| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |27.06.02| 3.20 | 99.490| 99.530| 99.500| 12.87| 43.56| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |28.06.02| 3.20 | 99.400| 99.600| 99.506| 13.02| 9.11| |
+---------+--------+-------+-------+-------+-------+------+-------+------+
|22.01.03 |24.06.02| 2.50 | 98.950| 99.020| 98.950| 13.07| 10.41| 27006|
| +--------+-------+-------+-------+-------+------+-------+ |
| |25.06.02| 2.50 | 98.500| 99.000| 98.770| 13.58| 1.96| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |26.06.02| 2.60 | 98.650| 98.800| 98.670| 13.64| 20.12| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |27.06.02| 2.60 | 98.695| 99.750| 98.750| 13.69| 11.30| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |28.06.02| 2.60 | 98.800| 99.000| 99.807| 13.55| 7.22| |
+---------+--------+-------+-------+-------+-------+------+-------+------+
|05.02.03 |24.06.02| 1.90 | 98.500| 98.800| 98.500| 14.10| 47.57| 27007|
| +--------+-------+-------+-------+-------+------+-------+ |
| |25.06.02| 2.00 | 98.250| 98.890| 98.300| 14.44| 42.77| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |26.06.02| 2.00 | 98.500| 98.740| 98.740| 13.82| 23.28| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |27.06.02| 2.00 | 98.750| 98.880| 98.850| 13.63| 28.17| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |28.06.02| 2.10 | 98.850| 98.890| 98.880| 13.43| 5.63| |
+---------+--------+-------+-------+-------+-------+------+-------+------+
|21.05.03 |24.06.02| 1.30 | 97.900| 97.900| 97.900| 14.14| 3.00| 27008|
| +--------+-------+-------+-------+-------+------+-------+ |
| |25.06.02| 1.40 | 97.500| 97.900| 97.600| 14.44| 6.27| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |26.06.02| 1.40 | 97.600| 97.800| 97.700| 14.38| 21.39| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |27.06.02| 1.50 | 97.720| 98.000| 98.000| 13.97| 16.99| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |28.06.02| 1.50 | 97.900| 97.950| 97.950| 14.03| 10.67| |
+---------+--------+-------+-------+-------+-------+------+-------+------+
|04.06.03 |24.06.02| 0.80 | 97.920| 97.930| 97.920| 14.10| 6.00| 27009|
| +--------+-------+-------+-------+-------+------+-------+ |
| |25.06.02| 0.80 | 97.500| 97.900| 97.550| 14.68| 14.04| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |26.06.02| 0.90 | 97.620| 97.850| 97.850| 14.19| 9.46| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |27.06.02| 0.90 | 97.850| 98.000| 98.000| 14.15| 7.35| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |28.06.02| 0.90 | 97.800| 97.860| 97.860| 14.26| 0.05| |
+---------+--------+-------+-------+-------+-------+------+-------+------+
|17.09.03 |24.06.02| 0.20 | 96.550| 97.100| 96.600| 14.78| 64.78| 27010|
| +--------+-------+-------+-------+-------+------+-------+ |
| |25.06.02| 0.20 | 96.500| 96.690| 96.600| 14.90| 0.24| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |26.06.02| 0.30 | 96.670| 96.950| 96.840| 14.53| 9.11| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |27.06.02| 0.30 | 96.900| 96.905| 96.904| 14.53| 14.28| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |28.06.02| 0.40 | 96.900| 97.000| 97.000| 14.36| 3.19| |
+---------+--------+-------+-------+-------+-------+------+-------+------+
|08.10.03 |24.06.02| 3.00 | 95.600| 96.050| 95.700| 14.74| 58.83| 27011|
| +--------+-------+-------+-------+-------+------+-------+ |
| |25.06.02| 3.10 | 95.480| 95.600| 95.600| 14.80| 47.22| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |26.06.02| 3.10 | 95.560| 96.060| 95.800| 14.67| 8.89| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |27.06.02| 3.20 | 95.650| 95.750| 95.750| 14.64| 4.10| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |28.06.02| 3.20 | 96.450| 95.659| 95.600| 14.87| 0.02| |
+---------+--------+-------+-------+-------+-------+------+-------+------+
|19.11.03 |24.06.02| 0.90 | 94.900| 95.275| 94.900| 14.42| 3.00| 27012|
| +--------+-------+-------+-------+-------+------+-------+ |
| |25.06.02| 0.90 | 95.100| 95.100| 95.100| 14.49| 0.10| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |26.06.02| 1.00 | 94.980| 95.400| 95.000| 14.53| 36.63| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |27.06.02| 1.00 | 95.100| 95.100| 95.100| 14.47| 0.00| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |28.06.02| 1.00 | 94.658| 95.400| 95.150| 14.45| 4.00| |
+---------+--------+-------+-------+-------+-------+------+-------+------+
|21.01.04 |24.06.02| 2.50 | 94.410| 94.550| 94.420| 15.01| 10.08| 28001|
| +--------+-------+-------+-------+-------+------+-------+ |
| |25.06.02| 2.50 | 94.000| 94.400| 94.340| 15.17| 17.36| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |26.06.02| 2.60 | 94.300| 94.400| 94.300| 15.12| 10.73| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |27.06.02| 2.60 | 94.350| 94.460| 94.460| 15.09| 27.51| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |28.06.02| 2.60 | 94.430| 94.570| 94.550| 15.01| 10.40| |
+---------+--------+-------+-------+-------+-------+------+-------+------+
|04.02.04 |24.06.02| 1.80 | 97.350| 97.350| 97.350| 15.15| 0.11| 27015|
| +--------+-------+-------+-------+-------+------+-------+ |
| |25.06.02| 1.84 | 97.448| 97.448| 97.448| 15.07| 0.00| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |26.06.02| 1.88 | 97.430| 97.450| 97.430| 15.08| 1.06| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |27.06.02| 1.92 | 96.850| 97.420| 96.850| 15.51| 2.40| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |28.06.02| 1.96 | 97.400| 97.450| 97.450| 15.10| 1.15| |
+---------+--------+-------+-------+-------+-------+------+-------+------+
|02.06.04 |24.06.02| 0.73 | 95.960| 96.300| 96.100| 15.68| 8.84| 27013|
| +--------+-------+-------+-------+-------+------+-------+ |
| |25.06.02| 0.77 | 96.100| 96.100| 96.100| 15.70| 0.00| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |26.06.02| 0.81 | 96.150| 96.210| 96.210| 15.63| 18.55| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |27.06.02| 0.84 | 96.150| 96.200| 96.200| 15.64| 23.62| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |28.06.02| 1.88 | 96.210| 96.250| 96.210| 15.61| 8.00| |
+---------+--------+-------+-------+-------+-------+------+-------+------+
|04.08.04 |24.06.02| 1.93 | 93.565| 95.565| 95.500| 15.88| 54.60| 27017|
| +--------+-------+-------+-------+-------+------+-------+ |
| |25.06.02| 1.97 | 95.450| 95.452| 95.452| 15.87| 59.83| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |26.06.02| 2.01 | 95.460| 95.462| 95.462| 15.86| 100.00| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |27.06.02| 2.06 | 95.460| 95.471| 95.469| 15.85| 101.62| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |28.06.02| 2.10 | 95.480| 95.487| 95.487| 15.84| 215.20| |
+---------+--------+-------+-------+-------+-------+------+-------+------+
|15.12.04 |24.06.02| 0.19 | 94.475| 94.565| 94.548| 16.00| 7.45| 27014|
| +--------+-------+-------+-------+-------+------+-------+ |
| |25.06.02| 0.23 | 94.545| 94.572| 94.550| 16.00| 46.77| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |26.06.02| 0.27 | 94.580| 94.710| 94.710| 15.99| 106.80| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |27.06.02| 0.31 | 94.595| 94.597| 94.595| 15.98| 138.20| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |28.06.02| 0.35 | 94.600| 94.613| 94.613| 15.97| 173.72| |
+---------+--------+-------+-------+-------+-------+------+-------+------+
|15.03.05 |24.06.02| 2.77 | 86.200| 86.200| 86.200| 16.62| 0.04| 26003|
| +--------+-------+-------+-------+-------+------+-------+ |
| |25.06.02| 2.80 | 86.300| 86.300| 86.300| 16.58| 3.40| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |26.06.02| 2.82 | 86.200| 86.200| 86.200| 16.64| 0.40| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |27.06.02| 2.85 | 86.300| 86.300| 86.300| 16.59| 0.00| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |28.06.02| 2.88 | 86.300| 86.300| 86.300| 16.59| 4.33| |
+---------+--------+-------+-------+-------+-------+------+-------+------+
|14.09.05 |24.06.02| 0.21 | 93.400| 93.500| 93.400| 16.52| 39.55| 27018|
| +--------+-------+-------+-------+-------+------+-------+ |
| |25.06.02| 0.25 | 93.400| 93.530| 93.495| 16.51| 23.76| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |26.06.02| 0.29 | 93.480| 93.520| 93.510| 16.50| 31.74| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |27.06.02| 0.33 | 93.701| 93.800| 93.750| 16.39| 8.95| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |28.06.02| 0.37 | 93.600| 93.700| 93.600| 16.43| 3.52| |
+---------+--------+-------+-------+-------+-------+------+-------+------+
|15.11.06 |24.06.02| 1.36 | 90.050| 90.093| 90.050| 17.18| 84.50| 45001|
| +--------+-------+-------+-------+-------+------+-------+ |
| |25.06.02| 1.40 | 90.090| 90.300| 90.101| 17.14| 63.23| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |26.06.02| 1.44 | 90.090| 90.100| 90.090| 17.17| 83.67| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |27.06.02| 1.48 | 90.000| 90.200| 90.000| 17.17| 55.99| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |28.06.02| 1.52 | 90.100| 90.110| 90.110| 17.17| 103.05| |
L---------+--------+-------+-------+-------+-------+------+-------+-------
Часть 2
ОСНОВНЫЕ ХАРАКТЕРИСТИКИ БЛИЖАЙШИХ КУПОННЫХ ВЫПЛАТ ПО ОФЗ
---------T------------------------T-------T--------T--------------
|Регистр.|Дата выплаты ближайшего |Дней до|Купонная|Размер купона|
| номер | купона |выплаты| ставка | в рублях |
|выпуска | |купона |(% год.)| |
+--------+------------------------+-------+--------+-------------+
| 25028 | 27.11.2002 | 152 | 5.00 | 50.00 |
+--------+------------------------+-------+--------+-------------+
| 25029 | 27.11.2002 | 152 | 5.00 | 50.00 |
+--------+------------------------+-------+--------+-------------+
| 25053 | 25.11.2002 | 150 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 26001 | 15.03.2003 | 260 | 10.00 | 100.00 |
+--------+------------------------+-------+--------+-------------+
| 26002 | 15.03.2003 | 260 | 10.00 | 100.00 |
+--------+------------------------+-------+--------+-------------+
| 26003 | 15.03.2003 | 260 | 10.00 | 100.00 |
+--------+------------------------+-------+--------+-------------+
| 26032 | 27.11.2002 | 152 | 5.00 | 50.00 |
+--------+------------------------+-------+--------+-------------+
| 26175 | 25.11.2002 | 150 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 26176 | 26.11.2002 | 151 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 26177 | 28.11.2002 | 153 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 26178 | 29.11.2002 | 154 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 27004 | 18.09.2002 | 82 | 15.00 | 0.37 |
+--------+------------------------+-------+--------+-------------+
| 27005 | 10.07.2002 | 12 | 15.00 | 0.37 |
+--------+------------------------+-------+--------+-------------+
| 27006 | 24.07.2002 | 26 | 15.00 | 0.37 |
+--------+------------------------+-------+--------+-------------+
| 27007 | 07.08.2002 | 40 | 15.00 | 0.37 |
+--------+------------------------+-------+--------+-------------+
| 27008 | 21.08.2002 | 54 | 15.00 | 0.37 |
+--------+------------------------+-------+--------+-------------+
| 27009 | 04.09.2002 | 68 | 15.00 | 0.37 |
+--------+------------------------+-------+--------+-------------+
| 27010 | 18.09.2002 | 82 | 15.00 | 0.37 |
+--------+------------------------+-------+--------+-------------+
| 27011 | 10.07.2002 | 12 | 15.00 | 0.37 |
+--------+------------------------+-------+--------+-------------+
| 27012 | 20.11.2002 | 145 | 10.00 | 0.50 |
+--------+------------------------+-------+--------+-------------+
| 27013 | 04.09.2002 | 68 | 14.00 | 34.90 |
+--------+------------------------+-------+--------+-------------+
| 27014 | 18.09.2002 | 82 | 14.00 | 34.90 |
+--------+------------------------+-------+--------+-------------+
| 27015 | 07.08.2002 | 40 | 14.00 | 34.90 |
+--------+------------------------+-------+--------+-------------+
| 27016 | 21.08.2002 | 54 | 15.00 | 37.40 |
+--------+------------------------+-------+--------+-------------+
| 27017 | 07.08.2002 | 40 | 15.00 | 37.40 |
+--------+------------------------+-------+--------+-------------+
| 27018 | 18.09.2002 | 82 | 15.00 | 37.40 |
+--------+------------------------+-------+--------+-------------+
| 28001 | 24.07.2002 | 26 | 15.00 | 0.37 |
+--------+------------------------+-------+--------+-------------+
| 45001 | 21.08.2002 | 54 | 15.00 | 37.40 |
L--------+------------------------+-------+--------+--------------
Часть 3
ОСНОВНЫЕ ХАРАКТЕРИСТИКИ ОБРАЩАЮЩИХСЯ ВЫПУСКОВ
ГКО - ОФЗ - ОБР
---------T--------T--------T-----T-------T------T--------T----------T----------
|Регистр.|Дата |Дата |Срок |Кол-во |Кол-во| Кол-во | Объем |Неразмещ.|
| номер |размеще-|погаше- |до |траншей|дораз-|досрочн.|в обращ., |остаток, |
|выпуска |ния |ния |пога-| (вкл. |меще- |выкупов |млн. руб. |млн. руб.|
| | | |шения| осн.) |ний | | | |
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21156 |28.11.01|17.07.02| 19| 2 | 9 | | 8271.045| 1728.955|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21157 |30.01.02|07.08.02| 40| 1 | 8 | | 3575.874| 424.126|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21158 |20.02.02|21.08.02| 54| 1 | 3 | | 4678.942| 1321.058|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21159 |13.03.02|06.11.02| 131| 1 | 20 | | 4831.140| 1168.860|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21160 |22.05.02|20.11.02| 145| 1 | 25 | | 4401.943| 598.057|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 25028 |27.11.98|27.11.02| 152| | | | 163.722| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 25029 |27.11.98|27.11.03| 517| | | | 163.722| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 25053 |26.12.00|21.11.05| 1242| | | | 5.036| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26001 |15.03.97|15.03.03| 260| 1 | | | 148.091| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26002 |15.03.97|15.03.04| 626| 1 | | | 265.174| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26003 |15.03.97|15.03.05| 991| 1 | | | 1131.559| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26032 |27.11.98|27.11.04| 883| | | | 163.722| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26175 |26.12.00|20.11.06| 1606| | | | 5.036| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26176 |26.12.00|20.11.07| 1971| | | | 5.036| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26177 |26.12.00|20.11.08| 2337| | | | 5.035| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26178 |26.12.00|20.11.09| 2702| | | | 5.035| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27004 |19.08.98|18.09.02| 82| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27005 |19.08.98|09.10.02| 103| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27006 |19.08.98|22.01.03| 208| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27007 |19.08.98|05.02.03| 222| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27008 |19.08.98|21.05.03| 327| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27009 |19.08.98|04.06.03| 341| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27010 |19.08.98|17.09.03| 446| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27011 |19.08.98|08.10.03| 467| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27012 |14.11.99|19.11.03| 509| | | | 9115.111| 8491.289|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27013 |06.06.01|02.06.04| 705| 2 | 59 | | 10000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27014 |11.07.01|15.12.04| 901| 2 | 74 | | 8780.000| 1220.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27015 |08.08.01|04.02.04| 586| 2 | 54 | | 10000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27016 |21.11.01|20.08.03| 418| 1 | 1 | | 5672.494| 6327.506|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27017 |06.02.02|04.08.04| 768| 1 | 47 | | 6780.000| 220.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27018 |20.03.02|14.09.05| 1174| 1 | 36 | | 9000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 28001 |19.08.98|21.01.04| 572| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 45001 |22.05.02|15.11.06| 1601| 2 | 21 | | 9988.152| 5011.848|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
|Итого: | |183036.742|30529.581|
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T---------
| |24.06.02|25.06.02|26.06.02|27.06.02|28.06.02|
+--------------------------+--------+--------+--------+--------+--------+
|1. Индикаторы (% годовых):| | | | | |
+--------------------------+--------+--------+--------+--------+--------+
|а) рыночного портфеля <*> | | | | | |
+--------------------------+--------+--------+--------+--------+--------+
| ГКО | 12.54 | 12.73 | 12.84 | 13.12 | 12.99 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ПД | 13.26 | 13.26 | 13.28 | 13.28 | 13.25 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-АД | 17.18 | 17.14 | 17.17 | 17.17 | 17.17 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ФД | 15.16 | 15.26 | 15.16 | 15.12 | 15.12 |
+--------------------------+--------+--------+--------+--------+--------+
|б) оборота рынка <**> | | | | | |
+--------------------------+--------+--------+--------+--------+--------+
| ГКО | 12.90 | 12.86 | 12.79 | 13.29 | 12.81 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ПД | 16.62 | 16.58 | 16.64 | 16.59 | 16.60 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-АД | 17.18 | 17.14 | 17.17 | 17.17 | 17.17 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ФД | 15.33 | 15.59 | 15.61 | 15.47 | 15.82 |
+--------------------------+--------+--------+--------+--------+--------+
|2. Коэффициенты | | | | | |
| оборачиваемости | | | | | |
+--------------------------+--------+--------+--------+--------+--------+
| ГКО | 0.17 | 0.05 | 0.21 | 0.21 | 0.44 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ПД | 0.00 | 0.16 | 0.00 | 0.00 | 0.20 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-АД | 0.85 | 0.63 | 0.84 | 0.56 | 1.03 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ФД | 0.30 | 0.23 | 0.33 | 0.39 | 0.31 |
L--------------------------+--------+--------+--------+--------+---------
--------------------------------
<*> Рассчитывается как средняя простая доходность по ГКО и
эффективная доходность по ОФЗ, взвешенная по срокам до погашения и
объемам в обращении.
<**> Рассчитывается как средняя простая доходность по ГКО и
эффективная доходность по ОФЗ, взвешенная по срокам до погашения и
оборотам вторичного рынка.
Часть 5
НЕКОТОРЫЕ МАКРОХАРАКТЕРИСТИКИ РЫНКА ГКО - ОФЗ - ОБР
-----------------------T---------T---------T---------T---------T----------
| | 24.06.02| 25.06.02| 26.06.02| 27.06.02| 28.06.02|
+----------------------+---------+---------+---------+---------+---------+
|Номинальная стоимость,|182087.11|182191.72|182410.49|182647.84|183036.74|
|млн. руб. | | | | | |
+----------------------+---------+---------+---------+---------+---------+ |
| ГКО | 25722.82| 25732.82| 25751.59| 25758.94| 25758.94|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ПД | 2061.17| 2061.17| 2061.17| 2061.17| 2061.17|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-АД | 9949.52| 9988.15| 9988.15| 9988.15| 9988.15|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ФД |144353.60|144409.58|144609.58|144839.58|145228.48|
+----------------------+---------+---------+---------+---------+---------+
|Рыночная стоимость, |178153.20|178181.82|178590.49|178934.01|179400.38|
|млн. руб. | | | | | |
+----------------------+---------+---------+---------+---------+---------+
| ГКО | 25073.32| 25087.76| 25111.96| 25118.12| 25132.53|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ПД | 1913.70| 1915.34| 1914.69| 1916.30| 1916.81|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-АД | 9098.04| 9144.95| 9142.06| 9146.55| 9151.44|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ФД |142068.13|142033.77|142421.78|142753.04|143199.60|
+----------------------+---------+---------+---------+---------+---------+
|Дюрация <*>, дней | 396.93| 396.17| 395.47| 394.87| 394.62|
+----------------------+---------+---------+---------+---------+---------+
| ГКО | 73.79| 72.82| 71.88| 70.90| 69.91|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ПД | 568.43| 567.94| 567.00| 566.50| 565.79|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-АД | 727.33| 726.29| 725.01| 724.11| 722.82|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ФД | 430.49| 429.71| 429.06| 428.47| 428.34|
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный
по объемам в обращении.
Департамент операций
на открытом рынке
Банка России
|
