ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 15 марта 2002 г. N 10
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 62.393 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 ¦11.03.02¦ 99.22¦ 99.22¦ 99.22¦ 12.48¦ 0.05¦ 21155¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦12.03.02¦ 99.28¦ 99.28¦ 99.28¦ 12.03¦ 1.21¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦17.07.02 ¦14.03.02¦ 95.41¦ 95.41¦ 95.41¦ 14.05¦ 0.06¦ 21156¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦15.03.02¦ 95.20¦ 95.20¦ 95.20¦ 14.84¦ 0.50¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦07.08.02 ¦12.03.02¦ 94.50¦ 94.72¦ 94.50¦ 13.89¦ 7.05¦ 21157¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦14.03.02¦ 94.70¦ 94.70¦ 94.70¦ 13.99¦ 0.01¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦15.03.02¦ 94.40¦ 94.40¦ 94.40¦ 14.93¦ 0.21¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦21.08.02 ¦11.03.02¦ 94.19¦ 94.30¦ 94.19¦ 13.54¦ 3.27¦ 21158¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦12.03.02¦ 94.00¦ 94.30¦ 94.04¦ 14.28¦ 26.06¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦14.03.02¦ 94.00¦ 94.00¦ 94.00¦ 14.56¦ 0.81¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦06.11.02 ¦13.03.02¦ 90.97¦ 91.10¦ 90.97¦ 15.22¦ 4.70¦ 21159¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦14.03.02¦ 90.90¦ 91.00¦ 90.90¦ 15.40¦ 16.84¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦15.03.02¦ 90.90¦ 90.90¦ 90.90¦ 15.48¦ 1.65¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 652.473
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)¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.05.02 ¦11.03.02¦ 0.80 ¦100.18¦100.29¦100.20¦ 14.31¦ 21.59¦ 27002¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦12.03.02¦ 0.80 ¦100.13¦100.18¦100.14¦ 14.82¦ 14.57¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.03.02¦ 0.90 ¦100.05¦100.10¦100.05¦ 14.93¦ 10.70¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.03.02¦ 0.90 ¦ 99.96¦100.05¦ 99.98¦ 15.58¦ 27.70¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.03.02¦ 0.90 ¦100.06¦100.13¦100.08¦ 15.21¦ 48.56¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.06.02 ¦11.03.02¦ 0.20 ¦100.25¦100.30¦100.25¦ 14.33¦ 2.74¦ 27003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦12.03.02¦ 0.20 ¦100.14¦100.18¦100.18¦ 15.05¦ 6.48¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.03.02¦ 0.30 ¦100.10¦100.17¦100.13¦ 14.94¦ 16.62¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.03.02¦ 0.30 ¦ 99.80¦100.09¦ 99.99¦ 15.54¦ 9.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.03.02¦ 0.40 ¦100.00¦100.08¦100.05¦ 15.18¦ 40.32¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦18.09.02 ¦11.03.02¦ 3.30 ¦100.00¦100.75¦100.63¦ 14.43¦ 1.80¦ 27004¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦12.03.02¦ 3.40 ¦100.17¦100.29¦100.22¦ 15.05¦ 14.07¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.03.02¦ 3.40 ¦100.20¦100.25¦100.22¦ 15.19¦ 16.35¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.03.02¦ 3.50 ¦ 99.90¦100.00¦ 99.90¦ 15.62¦ 13.49¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.03.02¦ 3.50 ¦ 99.98¦100.18¦100.12¦ 15.44¦ 29.25¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦09.10.02 ¦11.03.02¦ 2.50 ¦ 99.11¦ 99.50¦ 99.30¦ 14.41¦ 0.46¦ 27005¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦12.03.02¦ 2.50 ¦ 96.45¦ 99.62¦ 99.10¦ 15.74¦ 5.39¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.03.02¦ 2.60 ¦ 99.00¦ 99.25¦ 99.00¦ 15.07¦ 36.93¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.03.02¦ 2.60 ¦ 98.16¦ 98.88¦ 98.66¦ 15.72¦ 4.03¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.03.02¦ 2.60 ¦ 99.01¦ 99.15¦ 99.15¦ 15.30¦ 9.59¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.01.03 ¦11.03.02¦ 1.90 ¦ 98.90¦ 98.90¦ 98.90¦ 14.20¦ 0.02¦ 27006¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦12.03.02¦ 2.00 ¦ 98.16¦ 98.40¦ 98.40¦ 14.81¦ 0.05¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.03.02¦ 2.00 ¦ 98.30¦ 98.50¦ 98.30¦ 14.89¦ 23.34¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.03.02¦ 2.00 ¦ 96.52¦ 98.29¦ 97.64¦ 15.17¦ 0.26¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.03.02¦ 2.10 ¦ 98.00¦ 98.32¦ 98.00¦ 15.13¦ 17.78¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.02.03 ¦11.03.02¦ 1.30 ¦ 98.40¦ 98.40¦ 98.40¦ 14.99¦ 0.02¦ 27007¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦12.03.02¦ 1.40 ¦ 98.05¦ 98.34¦ 98.15¦ 15.15¦ 21.89¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.03.02¦ 1.40 ¦ 97.96¦ 98.40¦ 97.96¦ 15.16¦ 30.37¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.03.02¦ 1.50 ¦ 97.50¦ 97.76¦ 97.50¦ 15.89¦ 3.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.03.02¦ 1.50 ¦ 97.77¦ 98.05¦ 98.05¦ 15.49¦ 37.29¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.05.03 ¦11.03.02¦ 0.80 ¦ 97.15¦ 97.60¦ 97.15¦ 14.98¦ 0.99¦ 27008¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦12.03.02¦ 0.80 ¦ 96.11¦ 97.00¦ 97.00¦ 15.63¦ 0.06¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.03.02¦ 0.90 ¦ 97.00¦ 97.40¦ 97.00¦ 15.13¦ 0.81¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.03.02¦ 0.90 ¦ 94.98¦ 97.02¦ 95.51¦ 15.70¦ 1.49¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.03.02¦ 0.90 ¦ 96.92¦ 97.05¦ 97.01¦ 15.56¦ 7.97¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.06.03 ¦11.03.02¦ 0.20 ¦ 97.20¦ 97.90¦ 97.50¦ 15.11¦ 1.37¦ 27009¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦12.03.02¦ 0.20 ¦ 96.05¦ 97.25¦ 97.25¦ 15.61¦ 1.37¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.03.02¦ 0.30 ¦ 96.56¦ 97.52¦ 96.56¦ 15.52¦ 4.35¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.03.02¦ 0.30 ¦ 86.70¦ 96.52¦ 95.68¦ 16.21¦ 0.19¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.03.02¦ 0.40 ¦ 96.60¦ 97.05¦ 96.90¦ 15.58¦ 7.16¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦20.08.03 ¦13.03.02¦ 0.86 ¦ 98.50¦ 98.50¦ 98.50¦ 15.51¦ 0.23¦ 27016¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.03.02¦ 0.95 ¦ 97.84¦ 98.00¦ 97.84¦ 15.97¦ 2.56¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦17.09.03 ¦11.03.02¦ 3.30 ¦ 96.70¦ 96.70¦ 96.70¦ 15.06¦ 0.22¦ 27010¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦12.03.02¦ 3.40 ¦ 96.33¦ 96.50¦ 96.40¦ 15.27¦ 1.68¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.03.02¦ 3.40 ¦ 95.37¦ 96.40¦ 96.15¦ 15.46¦ 1.18¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.03.02¦ 3.50 ¦ 94.45¦ 95.30¦ 95.30¦ 16.32¦ 2.27¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.03.02¦ 3.50 ¦ 95.20¦ 95.75¦ 95.75¦ 16.28¦ 1.09¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦08.10.03 ¦11.03.02¦ 2.50 ¦ 95.20¦ 95.21¦ 95.21¦ 15.37¦ 0.59¦ 27011¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦12.03.02¦ 2.50 ¦ 95.20¦ 95.30¦ 95.20¦ 15.37¦ 4.48¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.03.02¦ 2.60 ¦ 94.50¦ 95.50¦ 94.55¦ 15.62¦ 4.75¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.03.02¦ 2.60 ¦ 94.00¦ 94.50¦ 94.25¦ 16.07¦ 3.45¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.03.02¦ 2.60 ¦ 94.32¦ 94.56¦ 94.32¦ 16.07¦ 25.98¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦19.11.03 ¦11.03.02¦ 3.00 ¦ 93.01¦ 93.30¦ 93.30¦ 15.20¦ 0.14¦ 27012¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦12.03.02¦ 3.00 ¦ 92.10¦ 93.11¦ 93.05¦ 15.62¦ 3.20¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.03.02¦ 3.10 ¦ 92.16¦ 92.65¦ 92.50¦ 15.77¦ 1.56¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.03.02¦ 3.10 ¦ 92.00¦ 92.49¦ 92.00¦ 16.18¦ 8.74¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.01.04 ¦11.03.02¦ 1.90 ¦ 94.00¦ 95.89¦ 94.00¦ 15.15¦ 6.66¦ 28001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦12.03.02¦ 2.00 ¦ 94.10¦ 94.55¦ 94.12¦ 15.34¦ 14.53¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.03.02¦ 2.00 ¦ 93.60¦ 94.20¦ 93.65¦ 15.78¦ 2.79¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.03.02¦ 2.00 ¦ 92.89¦ 93.56¦ 92.90¦ 16.35¦ 1.24¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.03.02¦ 2.10 ¦ 93.13¦ 93.55¦ 93.15¦ 16.19¦ 16.25¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.02.04 ¦11.03.02¦ 1.27 ¦ 97.00¦ 97.00¦ 97.00¦ 15.39¦ 2.36¦ 27015¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦12.03.02¦ 1.30 ¦ 96.80¦ 96.85¦ 96.80¦ 15.53¦ 1.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.03.02¦ 1.42 ¦ 96.20¦ 96.30¦ 96.20¦ 15.91¦ 3.02¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦02.06.04 ¦11.03.02¦ 0.19 ¦ 96.70¦ 98.00¦ 96.70¦ 14.74¦ 0.06¦ 27013¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦12.03.02¦ 0.23 ¦ 96.70¦ 97.00¦ 96.70¦ 15.24¦ 4.16¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.03.02¦ 0.27 ¦ 95.55¦ 96.45¦ 95.55¦ 15.95¦ 0.01¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.03.02¦ 0.35 ¦ 95.10¦ 95.49¦ 95.15¦ 16.24¦ 6.15¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.08.04 ¦11.03.02¦ 1.36 ¦ 97.00¦ 97.00¦ 97.00¦ 15.09¦ 2.00¦ 27017¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦12.03.02¦ 1.40 ¦ 97.00¦ 97.00¦ 97.00¦ 15.09¦ 2.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.03.02¦ 1.52 ¦ 95.60¦ 96.00¦ 95.60¦ 15.81¦ 3.00¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.12.04 ¦11.03.02¦ 3.15 ¦ 96.00¦ 96.47¦ 96.00¦ 14.99¦ 1.05¦ 27014¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦12.03.02¦ 3.18 ¦ 95.50¦ 96.20¦ 95.50¦ 15.32¦ 7.20¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.03.02¦ 3.22 ¦ 95.10¦ 95.69¦ 95.10¦ 15.59¦ 6.10¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.03.02¦ 3.26 ¦ 95.00¦ 95.95¦ 95.00¦ 15.65¦ 2.66¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.03.02¦ 3.30 ¦ 94.50¦ 94.70¦ 94.70¦ 15.94¦ 2.04¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.05 ¦11.03.02¦ 9.89 ¦ 85.00¦ 85.10¦ 85.09¦ 16.68¦ 3.57¦ 26003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦12.03.02¦ 9.92 ¦ 85.00¦ 85.00¦ 85.00¦ 16.74¦ 0.12¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.03.02¦ 9.95 ¦ 84.97¦ 85.00¦ 85.00¦ 16.75¦ 5.34¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.03.02¦ 0.00 ¦ 84.00¦ 84.80¦ 84.00¦ 17.06¦ 7.43¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.11.05 ¦13.03.02¦ 0.59 ¦ 56.68¦ 56.68¦ 56.68¦ 19.50¦ 0.16¦ 25053¦
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 ¦ 257 ¦ 5.00¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2002 ¦ 257 ¦ 5.00¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 25.11.2002 ¦ 255 ¦ 2.00¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2003 ¦ 365 ¦ 10.00¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2003 ¦ 365 ¦ 10.00¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2003 ¦ 365 ¦ 10.00¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2002 ¦ 257 ¦ 5.00¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 25.11.2002 ¦ 255 ¦ 2.00¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 26.11.2002 ¦ 256 ¦ 2.00¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 28.11.2002 ¦ 258 ¦ 2.00¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 29.11.2002 ¦ 259 ¦ 2.00¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27002 ¦ 22.05.2002 ¦ 68 ¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27003 ¦ 05.06.2002 ¦ 82 ¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27004 ¦ 20.03.2002 ¦ 5 ¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27005 ¦ 10.04.2002 ¦ 26 ¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 24.04.2002 ¦ 40 ¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 08.05.2002 ¦ 54 ¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 22.05.2002 ¦ 68 ¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 05.06.2002 ¦ 82 ¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 20.03.2002 ¦ 5 ¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 10.04.2002 ¦ 26 ¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 22.05.2002 ¦ 68 ¦ 10.00¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 05.06.2002 ¦ 82 ¦ 14.00¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 20.03.2002 ¦ 5 ¦ 14.00¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 08.05.2002 ¦ 54 ¦ 14.00¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 22.05.2002 ¦ 68 ¦ 15.00¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 08.05.2002 ¦ 54 ¦ 15.00¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 24.04.2002 ¦ 40 ¦ 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 ¦ ¦ ¦ ¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21155 ¦03.10.01¦03.04.02¦ 19¦ 1 ¦ 3 ¦ ¦ 1508.041¦ 3491.959¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21156 ¦28.11.01¦17.07.02¦ 124¦ 2 ¦ 9 ¦ ¦ 8271.045¦ 1728.955¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21157 ¦30.01.02¦07.08.02¦ 145¦ 1 ¦ 8 ¦ ¦ 3575.874¦ 424.126¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21158 ¦20.02.02¦21.08.02¦ 159¦ 1 ¦ 3 ¦ ¦ 4678.942¦ 1321.058¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21159 ¦13.03.02¦06.11.02¦ 236¦ 1 ¦ ¦ ¦ 4154.354¦ 1845.646¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 257¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 622¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 1347¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 365¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 731¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1096¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 988¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1711¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 2076¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2442¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2807¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 68¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 82¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 187¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 208¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 313¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 327¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 432¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 446¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 551¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 572¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 614¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 810¦ 1 ¦ 27 ¦ ¦ 3332.030¦ 1667.970¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 1006¦ 1 ¦ 21 ¦ ¦ 2712.980¦ 2287.020¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08,01¦04.02.04¦ 691¦ 1 ¦ 19 ¦ ¦ 3425.381¦ 1574.619¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 523¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 873¦ 1 ¦ 6 ¦ ¦ 2710.103¦ 4289.897¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 677¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦156183.035¦38360.790¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦11.03.02¦12.03.02¦13.03.02¦14.03.02¦15.03.02¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 13.15 ¦ 13.93 ¦ 14.32 ¦ 14.53 ¦ 15.09 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 13.50 ¦ 13.58 ¦ 13.64 ¦ 13.83 ¦ 13.60 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 14.96 ¦ 15.34 ¦ 15.52 ¦ 16.07 ¦ 15.86 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 13.53 ¦ 14.19 ¦ 15.22 ¦ 15.37 ¦ 15.36 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 16.68 ¦ 16.74 ¦ 16.81 ¦ 0.00 ¦ 17.06 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 15.01 ¦ 15.30 ¦ 15.24 ¦ 15.80 ¦ 15.76 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.02 ¦ 0.16 ¦ 0.02 ¦ 0.08 ¦ 0.01 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.17 ¦ 0.01 ¦ 0.25 ¦ 0.00 ¦ 0.34 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.03 ¦ 0.08 ¦ 0.12 ¦ 0.05 ¦ 0.20 ¦
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---------¬
¦ ¦ 11.03.02¦ 12.03.02¦ 13.03.02¦ 14.03.02¦ 15.03.02¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦155060.88¦155060.88¦156215.23¦156215.23¦156183.03¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+ ¦
¦ ГКО ¦ 21033.90¦ 21033.90¦ 22188.26¦ 22188.26¦ 22188.26¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2093.37¦ 2093.37¦ 2093.37¦ 2093.37¦ 2061.17¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦131933.61¦131933.61¦131933.61¦131933.61¦131933.61¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦153429.12¦153049.66¦153727.75¦153314.20¦153150.29¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 20130.92¦ 20120.73¦ 20937.44¦ 20949.87¦ 20921.36¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2029.91¦ 2029.29¦ 2029.72¦ 2030.23¦ 1834.23¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦131268.29¦130899.64¦130760.58¦130334.10¦130394.71¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 350.83¦ 349.60¦ 352.15¦ 350.79¦ 350.02¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 112.85¦ 111.82¦ 149.46¦ 148.43¦ 147.45¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 580.57¦ 579.51¦ 578.66¦ 577.54¦ 635.33¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 383.78¦ 382.59¦ 381.09¦ 379.79¦ 378.51¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный
по объемам в обращении.
Департамент операций
на открытом рынке
Банка России
|
