ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 5 апреля 2002 г. N 13
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 253.458
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 ¦02.04.02¦95.900¦96.130¦95.900¦ 13.92¦ 74.21¦ 21156¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦03.04.02¦96.000¦96.000¦96.000¦ 14.48¦ 1.90¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦04.04.02¦96.005¦96.164¦96.160¦ 14.30¦ 15.65¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦05.04.02¦96.180¦96.199¦96.180¦ 14.02¦ 10.42¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦07.08.02 ¦01.04.02¦95.000¦95.000¦95.000¦ 15.01¦ 0.11¦ 21157¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦04.04.02¦95.423¦95.423¦95.423¦ 14.01¦ 0.20¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦21.08.02 ¦02.04.02¦94.700¦94.750¦94.701¦ 14.48¦ 2.21¦ 21158¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦04.04.02¦94.900¦95.000¦94.900¦ 14.10¦ 9.08¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦05.04.02¦94.870¦95.050¦95.050¦ 13.96¦ 10.98¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦06.11.02 ¦01.04.02¦91.800¦91.800¦91.800¦ 14.89¦ 0.01¦ 21159¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦03.04.02¦90.890¦91.900¦91.898¦ 14.84¦ 9.32¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦04.04.02¦92.000¦92.050¦92.010¦ 14.67¦ 113.36¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦05.04.02¦92.000¦92.080¦92.000¦ 14.71¦ 6.01¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 1333.952
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)¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦12.04.02 ¦02.04.02¦ 10.09 ¦ 99.900¦ 99.900¦ 99.900¦ 14.24¦ 1.77¦ 29004¦
¦<*> ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦22.05.02 ¦02.04.02¦ 1.70 ¦100.200¦ 99.810¦100.200¦ 16.85¦ 39.75¦ 27002¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.04.02¦ 1.70 ¦100.200¦100.000¦100.150¦ 15.43¦ 58.04¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.04.02¦ 1.70 ¦100.220¦100.050¦100.220¦ 14.46¦ 32.02¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.04.02¦ 1.80 ¦100.110¦100.050¦100.100¦ 14.61¦ 15.60¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦05.06.02 ¦01.04.02¦ 1.10 ¦100.025¦100.006¦100.024¦ 15.21¦ 1.99¦ 27003¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.04.02¦ 1.10 ¦100.198¦ 99.910¦100.198¦ 14.42¦ 0.21¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.04.02¦ 1.10 ¦100.230¦ 99.860¦100.176¦ 14.80¦ 8.24¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.04.02¦ 1.20 ¦100.200¦100.141¦100.190¦ 14.20¦ 26.92¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.04.02¦ 1.20 ¦100.200¦100.150¦100.180¦ 14.59¦ 18.09¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦18.09.02 ¦01.04.02¦ 0.50 ¦100.250¦100.175¦100.250¦ 15.06¦ 11.99¦ 27004¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.04.02¦ 0.50 ¦100.230¦100.030¦100.210¦ 15.49¦ 32.22¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.04.02¦ 0.60 ¦100.350¦100.200¦100.250¦ 14.99¦ 11.56¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.04.02¦ 0.60 ¦100.550¦100.290¦100.535¦ 14.34¦ 8.98¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.04.02¦ 0.70 ¦100.500¦100.250¦100.439¦ 14.49¦ 6.78¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦09.10.02 ¦02.04.02¦ 3.40 ¦ 98.901¦ 98.650¦ 98.901¦ 15.92¦ 0.06¦ 27005¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.04.02¦ 3.40 ¦ 99.200¦ 99.200¦ 99.200¦ 15.00¦ 5.05¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.04.02¦ 3.50 ¦ 99.300¦ 99.200¦ 99.300¦ 14.83¦ 11.73¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.04.02¦ 3.50 ¦ 99.220¦ 99.200¦ 99.200¦ 14.94¦ 0.08¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦22.01.03 ¦02.04.02¦ 2.80 ¦ 98.104¦ 97.500¦ 98.104¦ 15.31¦ 1.81¦ 27006¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.04.02¦ 2.80 ¦ 97.940¦ 97.850¦ 97.940¦ 15.63¦ 6.90¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.04.02¦ 2.90 ¦ 98.680¦ 97.764¦ 98.200¦ 15.06¦ 10.14¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.04.02¦ 2.90 ¦ 98.200¦ 97.755¦ 98.200¦ 15.33¦ 2.61¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦05.02.03 ¦02.04.02¦ 2.20 ¦ 97.510¦ 97.500¦ 97.500¦ 16.20¦ 0.11¦ 27007¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.04.02¦ 2.30 ¦ 97.900¦ 97.690¦ 97.750¦ 15.76¦ 13.99¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.04.02¦ 2.30 ¦ 97.751¦ 97.400¦ 97.751¦ 16.30¦ 6.57¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.04.02¦ 2.40 ¦ 97.700¦ 97.420¦ 97.600¦ 15.85¦ 4.23¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦21.05.03 ¦02.04.02¦ 1.70 ¦ 96.050¦ 96.005¦ 96.005¦ 16.56¦ 0.76¦ 27008¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.04.02¦ 1.70 ¦ 96.650¦ 95.880¦ 96.650¦ 15.88¦ 1.45¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.04.02¦ 1.70 ¦ 96.650¦ 96.500¦ 96.600¦ 15.99¦ 18.03¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.04.02¦ 1.80 ¦ 96.660¦ 96.510¦ 96.520¦ 15.96¦ 10.05¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.06.03 ¦01.04.02¦ 1.10 ¦ 96.500¦ 96.500¦ 96.500¦ 16.01¦ 0.01¦ 27009¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.04.02¦ 1.10 ¦ 96.150¦ 96.000¦ 96.050¦ 16.55¦ 0.87¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.04.02¦ 1.10 ¦ 96.750¦ 95.900¦ 96.750¦ 16.25¦ 4.39¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.04.02¦ 1.20 ¦ 96.600¦ 96.440¦ 96.600¦ 15.95¦ 2.35¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.04.02¦ 1.20 ¦ 96.400¦ 96.380¦ 96.400¦ 16.20¦ 0.08¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦17.09.03 ¦02.04.02¦ 0.50 ¦ 95.300¦ 94.751¦ 95.000¦ 16.51¦ 0.77¦ 27010¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.04.02¦ 0.60 ¦ 95.200¦ 95.200¦ 95.200¦ 16.28¦ 1.79¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.04.02¦ 0.60 ¦ 95.750¦ 95.200¦ 95.750¦ 15.98¦ 4.76¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.04.02¦ 0.70 ¦ 95.950¦ 95.400¦ 95.400¦ 15.85¦ 13.84¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.10.03 ¦01.04.02¦ 3.30 ¦ 94.350¦ 94.300¦ 94.300¦ 16.13¦ 0.13¦ 27011¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.04.02¦ 3.40 ¦ 94.100¦ 93.520¦ 93.600¦ 16.72¦ 3.03¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.04.02¦ 3.40 ¦ 93.650¦ 93.650¦ 93.650¦ 16.72¦ 0.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.04.02¦ 3.50 ¦ 95.000¦ 94.200¦ 94.200¦ 16.03¦ 5.53¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.04.02¦ 3.50 ¦ 94.090¦ 94.000¦ 94.050¦ 16.32¦ 5.08¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦19.11.03 ¦02.04.02¦ 3.60 ¦ 91.300¦ 91.260¦ 91.300¦ 16.98¦ 4.70¦ 27012¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.04.02¦ 3.70 ¦ 91.500¦ 91.230¦ 91.500¦ 16.97¦ 1.81¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.04.02¦ 3.70 ¦ 91.700¦ 91.500¦ 91.700¦ 16.63¦ 22.27¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.04.02¦ 3.70 ¦ 91.998¦ 91.500¦ 91.500¦ 16.41¦ 1.01¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦21.01.04 ¦01.04.02¦ 2.80 ¦ 93.337¦ 91.850¦ 93.337¦ 16.91¦ 0.22¦ 28001¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.04.02¦ 2.80 ¦ 93.090¦ 91.755¦ 92.060¦ 17.13¦ 0.52¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.04.02¦ 2.80 ¦ 92.800¦ 92.230¦ 92.800¦ 16.93¦ 1.15¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.04.02¦ 2.90 ¦ 92.300¦ 92.190¦ 92.250¦ 16.99¦ 1.07¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.04.02¦ 2.90 ¦ 92.800¦ 92.170¦ 92.390¦ 16.66¦ 3.27¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.02.04 ¦04.04.02¦ 2.19 ¦ 95.299¦ 94.535¦ 94.558¦ 17.20¦ 213.75¦ 27015¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.04.02¦ 2.22 ¦ 94.800¦ 94.800¦ 94.800¦ 17.01¦ 31.01¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.06.04 ¦04.04.02¦ 1.11 ¦ 96.000¦ 96.000¦ 96.000¦ 15.73¦ 0.21¦ 27013¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.04.02¦ 1.15 ¦ 94.480¦ 94.170¦ 94.170¦ 16.74¦ 7.58¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.12.04 ¦01.04.02¦ 0.46 ¦ 94.800¦ 94.800¦ 94.800¦ 15.84¦ 0.06¦ 27014¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.04.02¦ 0.54 ¦ 92.985¦ 91.980¦ 91.985¦ 17.37¦ 279.50¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.04.02¦ 0.58 ¦ 91.996¦ 91.995¦ 91.995¦ 17.36¦ 46.39¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.04.02¦ 0.61 ¦ 92.501¦ 92.500¦ 92.500¦ 17.08¦ 2.54¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.05 ¦04.04.02¦ 0.55 ¦ 83.500¦ 83.301¦ 83.301¦ 17.67¦ 3.48¦ 26003¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.04.02¦ 0.58 ¦ 83.500¦ 83.500¦ 83.500¦ 17.63¦ 0.34¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.09.05 ¦01.04.02¦ 0.49 ¦ 91.150¦ 91.150¦ 91.150¦ 17.62¦ 1.77¦ 27018¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.04.02¦ 0.53 ¦ 91.200¦ 91.003¦ 91.150¦ 17.69¦ 71.25¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.04.02¦ 0.58 ¦ 91.170¦ 91.100¦ 91.130¦ 17.63¦ 98.15¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.04.02¦ 0.62 ¦ 91.230¦ 91.189¦ 91.189¦ 17.59¦ 31.60¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.04.02¦ 0.66 ¦ 91.441¦ 91.221¦ 91.222¦ 17.59¦ 100.00¦ ¦
L---------+--------+-------+-------+-------+-------+------+-------+-------
--------------------------------
<*> Дата обратного выкупа Банком России.
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 ¦ 236 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2002 ¦ 236 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 25.11.2002 ¦ 234 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2003 ¦ 344 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2003 ¦ 344 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2003 ¦ 344 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2002 ¦ 236 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 25.11.2002 ¦ 234 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 26.11.2002 ¦ 235 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 28.11.2002 ¦ 237 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 29.11.2002 ¦ 238 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27002 ¦ 22.05.2002 ¦ 47 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27003 ¦ 05.06.2002 ¦ 61 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27004 ¦ 19.06.2002 ¦ 75 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27005 ¦ 10.04.2002 ¦ 5 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 24.04.2002 ¦ 19 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 08.05.2002 ¦ 33 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 22.05.2002 ¦ 47 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 05.06.2002 ¦ 61 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 19.06.2002 ¦ 75 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 10.04.2002 ¦ 5 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 22.05.2002 ¦ 47 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 05.06.2002 ¦ 61 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 19.06.2002 ¦ 75 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 08.05.2002 ¦ 33 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 22.05.2002 ¦ 47 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 08.05.2002 ¦ 33 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 19.06.2002 ¦ 75 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 24.04.2002 ¦ 19 ¦ 15.00 ¦ 0.37 ¦
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¦ 103¦ 2 ¦ 9 ¦ ¦ 8271.045¦ 1728.955¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21157 ¦30.01.02¦07.08.02¦ 124¦ 1 ¦ 8 ¦ ¦ 3575.874¦ 424.126¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21158 ¦20.02.02¦21.08.02¦ 138¦ 1 ¦ 3 ¦ ¦ 4678.942¦ 1321.058¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21159 ¦13.03.02¦06.11.02¦ 215¦ 1 ¦ 3 ¦ ¦ 4255.833¦ 1744.167¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 236¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 601¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 1326¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 344¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 710¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1075¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 967¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1690¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 2055¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2421¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2786¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 47¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 61¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 166¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 187¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 292¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 306¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 411¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 425¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 530¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 551¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 593¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 789¦ 1 ¦ 27 ¦ ¦ 3332.030¦ 1667.970¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 985¦ 2 ¦ 24 ¦ ¦ 4743.000¦ 5257.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 670¦ 2 ¦ 21 ¦ ¦ 6013.958¦ 3986.042¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 502¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 852¦ 1 ¦ 6 ¦ ¦ 2710.103¦ 4289.897¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 1258¦ 1 ¦ 6 ¦ ¦ 2700.035¦ 6299.965¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 656¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦162095.105¦46448.720¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦01.04.02¦02.04.02¦03.04.02¦04.04.02¦05.04.02¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 14.66 ¦ 14.63 ¦ 14.71 ¦ 14.33 ¦ 14.19 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 13.81 ¦ 13.93 ¦ 13.83 ¦ 13.83 ¦ 13.78 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 16.15 ¦ 16.54 ¦ 16.43 ¦ 16.26 ¦ 16.25 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 14.99 ¦ 13.94 ¦ 14.81 ¦ 14.62 ¦ 14.22 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 17.67 ¦ 17.63 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 16.30 ¦ 17.48 ¦ 17.37 ¦ 17.08 ¦ 17.25 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.35 ¦ 0.05 ¦ 0.65 ¦ 0.13 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.16 ¦ 0.02 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.01 ¦ 0.11 ¦ 0.34 ¦ 0.31 ¦ 0.15 ¦
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---------¬
¦ ¦ 01.04.02¦ 02.04.02¦ 03.04.02¦ 04.04.02¦ 05.04.02¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦158660.97¦158660.97¦161584.43¦161961.60¦162095.10¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+ ¦
¦ ГКО ¦ 22188.26¦ 22188.26¦ 20686.69¦ 20780.69¦ 20781.69¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2061.17¦ 2061.17¦ 2061.17¦ 2061.17¦ 2061.17¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦134411.55¦134411.55¦138836.57¦139119.73¦139252.24¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦155470.12¦155132.21¦158011.26¦158671.86¦158874.70¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 21083.19¦ 21096.56¦ 19591.90¦ 19714.77¦ 19729.35¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1831.79¦ 1832.28¦ 1832.78¦ 1834.66¦ 1836.11¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦132555.13¦132203.37¦136586.57¦137122.44¦137309.24¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 344.19¦ 342.98¦ 354.71¦ 354.27¦ 353.78¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 130.48¦ 129.49¦ 138.41¦ 137.76¦ 136.75¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 620.82¦ 620.04¦ 619.42¦ 619.00¦ 618.52¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 374.36¦ 373.20¦ 382.19¦ 381.85¦ 381.42¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный
по объемам в обращении.
Департамент операций
на открытом рынке
Банка России
|
