ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 22 февраля 2002 г. N 7
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 233.66 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 ¦18.02.02¦ 98.42¦ 98.42¦ 98.42¦ 13.32¦ 0.72¦ 21155 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦19.02.02¦ 98.50¦ 98.60¦ 98.60¦ 12.14¦ 4.60¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦20.02.02¦ 98.63¦ 98.70¦ 98.70¦ 11.98¦ 2.32¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦17.07.02 ¦18.02.02¦ 94.77¦ 94.80¦ 94.77¦ 13.49¦ 9.86¦ 21156 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦19.02.02¦ 94.77¦ 94.81¦ 94.77¦ 13.56¦ 4.65¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦22.02.02¦ 95.00¦ 95.00¦ 95.00¦ 13.25¦ 0.53¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦07.08.02 ¦18.02.02¦ 94.05¦ 94.05¦ 94.05¦ 13.58¦ 2.50¦ 21157 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦19.02.02¦ 94.00¦ 94.25¦ 94.00¦ 13.64¦ 1.42¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦20.02.02¦ 94.20¦ 94.20¦ 94.20¦ 13.38¦ 0.90¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦21.02.02¦ 94.38¦ 94.38¦ 94.38¦ 13.01¦ 0.00¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦22.02.02¦ 94.38¦ 94.38¦ 94.38¦ 13.09¦ 0.19¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦21.08.02 ¦20.02.02¦ 93.52¦ 93.63¦ 93.52¦ 13.90¦ 126.56¦ 21158 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦21.02.02¦ 93.56¦ 93.58¦ 93.56¦ 13.88¦ 74.01¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦22.02.02¦ 93.60¦ 93.67¦ 93.67¦ 13.70¦ 5.41¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 1212.721
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)¦
+---------+--------+-------+------+------+------+------+-------+------+
¦18.03.02 ¦18.02.02¦ 10.06 ¦ 99.77¦ 99.77¦ 99.77¦ 13.66¦ 9.10¦ 29003¦
¦<*> +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.02.02¦ 10.09 ¦ 99.78¦ 99.78¦ 99.78¦ 13.63¦ 16.70¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.02.02¦ 10.13 ¦ 99.79¦ 99.79¦ 99.79¦ 13.60¦ 10.92¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦12.04.02 ¦18.02.02¦ 8.68 ¦ 99.57¦ 99.57¦ 99.57¦ 13.82¦ 30.00¦ 29004¦
¦<*> +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.02.02¦ 8.71 ¦ 99.60¦ 99.60¦ 99.60¦ 13.67¦ 7.70¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.02.02¦ 8.75 ¦ 99.61¦ 99.61¦ 99.61¦ 13.65¦ 7.38¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.02.02¦ 8.78 ¦ 99.60¦ 99.60¦ 99.60¦ 13.77¦ 15.00¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.05.02 ¦18.02.02¦ 3.60 ¦100.45¦100.60¦100.60¦ 13.21¦ 1.26¦ 27002¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.02.02¦ 3.70 ¦100.55¦100.70¦100.55¦ 12.88¦ 28.15¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.02.02¦ 0.00 ¦100.50¦100.58¦100.55¦ 13.22¦ 10.09¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.02.02¦ 0.00 ¦100.50¦100.60¦100.50¦ 13.42¦ 5.12¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.02.02¦ 0.10 ¦100.31¦100.50¦100.50¦ 13.25¦ 185.15¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.06.02 ¦18.02.02¦ 3.00 ¦100.64¦100.75¦100.75¦ 13.16¦ 1.23¦ 27003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.02.02¦ 3.10 ¦100.58¦100.70¦100.68¦ 13.06¦ 29.69¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.02.02¦ 3.10 ¦100.00¦100.65¦100.62¦ 13.55¦ 25.98¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.02.02¦ 3.20 ¦100.52¦100.60¦100.56¦ 13.37¦ 6.36¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.02.02¦ 3.20 ¦100.50¦100.60¦100.56¦ 13.36¦ 3.30¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦18.09.02 ¦18.02.02¦ 2.50 ¦100.98¦101.02¦101.00¦ 13.61¦ 12.36¦ 27004¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.02.02¦ 2.50 ¦101.00¦101.24¦101.11¦ 13.40¦ 32.25¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.02.02¦ 2.60 ¦100.82¦101.15¦101.00¦ 13.60¦ 11.35¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.02.02¦ 2.60 ¦100.95¦101.00¦100.96¦ 13.67¦ 4.88¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.02.02¦ 2.60 ¦100.90¦100.98¦100.98¦ 13.80¦ 5.80¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦09.10.02 ¦18.02.02¦ 1.60 ¦ 99.99¦100.10¦100.05¦ 13.59¦ 7.76¦ 27005¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.02.02¦ 1.70 ¦100.09¦100.09¦100.09¦ 13.40¦ 26.20¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.02.02¦ 1.70 ¦100.02¦100.10¦100.03¦ 13.53¦ 7.88¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.02.02¦ 1.70 ¦ 99.99¦100.05¦100.00¦ 13.69¦ 3.13¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.02.02¦ 1.80 ¦ 99.99¦100.00¦ 99.99¦ 13.57¦ 6.95¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.01.03 ¦18.02.02¦ 1.10 ¦ 97.00¦ 99.35¦ 99.21¦ 13.84¦ 6.06¦ 27006¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.02.02¦ 1.10 ¦ 99.25¦ 99.25¦ 99.25¦ 13.84¦ 0.70¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.02.02¦ 1.10 ¦ 99.27¦ 99.55¦ 99.45¦ 13.58¦ 28.51¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.02.02¦ 1.20 ¦ 99.23¦ 99.45¦ 99.25¦ 13.76¦ 0.50¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.02.02¦ 1.20 ¦ 99.25¦ 99.25¦ 99.25¦ 13.85¦ 2.73¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.02.03 ¦18.02.02¦ 0.50 ¦ 99.01¦ 99.50¦ 99.50¦ 13.67¦ 13.26¦ 27007¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.02.02¦ 0.50 ¦ 99.40¦ 99.50¦ 99.50¦ 13.73¦ 27.44¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.02.02¦ 0.60 ¦ 99.35¦ 99.52¦ 99.35¦ 13.66¦ 34.99¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.02.02¦ 0.60 ¦ 99.16¦ 99.25¦ 99.18¦ 13.99¦ 16.56¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.02.02¦ 0.70 ¦ 99.12¦ 99.30¦ 99.20¦ 13.82¦ 5.00¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.05.03 ¦18.02.02¦ 3.60 ¦ 98.00¦ 98.53¦ 98.42¦ 14.17¦ 28.82¦ 27008¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.02.02¦ 3.70 ¦ 98.56¦ 98.72¦ 98.65¦ 13.87¦ 13.78¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.02.02¦ 0.00 ¦ 98.60¦ 98.90¦ 98.60¦ 13.72¦ 30.10¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.02.02¦ 0.00 ¦ 98.50¦ 98.90¦ 98.50¦ 13.98¦ 9.18¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.02.02¦ 0.10 ¦ 98.20¦ 98.40¦ 98.20¦ 14.25¦ 0.32¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.06.03 ¦18.02.02¦ 3.00 ¦ 97.87¦ 98.45¦ 98.45¦ 14.37¦ 2.86¦ 27009¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.02.02¦ 3.10 ¦ 98.25¦ 98.62¦ 98.46¦ 14.18¦ 15.16¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.02.02¦ 3.10 ¦ 98.45¦ 98.77¦ 98.61¦ 13.93¦ 24.66¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.02.02¦ 3.20 ¦ 97.70¦ 98.40¦ 98.40¦ 14.26¦ 6.94¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.02.02¦ 3.20 ¦ 98.20¦ 98.30¦ 98.20¦ 14.36¦ 5.53¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦20.08.03 ¦19.02.02¦ 3.70 ¦ 99.90¦ 99.95¦ 99.95¦ 14.34¦ 2.87¦ 27016¦
+---------+--------+-------+------+------+------+------+-------+------+
¦17.09.03 ¦18.02.02¦ 2.50 ¦ 97.30¦ 97.63¦ 97.63¦ 14.48¦ 13.26¦ 27010¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.02.02¦ 2.50 ¦ 97.15¦ 97.96¦ 97.95¦ 14.13¦ 12.60¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.02.02¦ 2.60 ¦ 97.25¦ 97.80¦ 97.66¦ 14.44¦ 0.76¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.02.02¦ 2.60 ¦ 97.06¦ 97.70¦ 97.54¦ 14.33¦ 0.82¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.02.02¦ 2.60 ¦ 97.20¦ 97.60¦ 97.40¦ 14.61¦ 5.28¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦08.10.03 ¦18.02.02¦ 1.60 ¦ 96.45¦ 96.68¦ 96.50¦ 14.32¦ 39.81¦ 27011¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.02.02¦ 1.70 ¦ 96.84¦ 96.99¦ 96.90¦ 14.06¦ 25.40¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.02.02¦ 1.70 ¦ 96.95¦ 97.14¦ 97.14¦ 13.97¦ 22.74¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.02.02¦ 1.70 ¦ 96.40¦ 96.45¦ 96.44¦ 14.48¦ 0.24¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.02.02¦ 1.80 ¦ 96.21¦ 96.40¦ 96.30¦ 14.58¦ 0.27¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦19.11.03 ¦18.02.02¦ 2.40 ¦ 93.00¦ 93.70¦ 93.65¦ 14.76¦ 11.58¦ 27012¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.02.02¦ 2.50 ¦ 93.74¦ 93.87¦ 93.87¦ 14.57¦ 8.18¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.02.02¦ 2.50 ¦ 93.85¦ 94.20¦ 94.00¦ 14.51¦ 27.58¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.02.02¦ 2.50 ¦ 93.90¦ 94.00¦ 93.90¦ 14.52¦ 0.14¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.02.02¦ 2.60 ¦ 93.74¦ 93.74¦ 93.74¦ 14.66¦ 0.70¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.01.04 ¦18.02.02¦ 1.10 ¦ 95.20¦ 95.39¦ 95.35¦ 14.73¦ 40.54¦ 28001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.02.02¦ 1.10 ¦ 94.50¦ 95.75¦ 95.57¦ 14.54¦ 46.50¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.02.02¦ 1.10 ¦ 95.70¦ 95.89¦ 95.75¦ 14.46¦ 41.67¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.02.02¦ 1.20 ¦ 95.45¦ 95.70¦ 95.65¦ 14.52¦ 2.34¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.02.02¦ 1.20 ¦ 94.51¦ 95.78¦ 95.58¦ 14.53¦ 13.27¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.02.04 ¦21.02.02¦ 0.58 ¦ 98.00¦ 98.01¦ 98.00¦ 14.72¦ 1.03¦ 27015¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.02.02¦ 0.61 ¦ 97.80¦ 98.00¦ 98.00¦ 14.84¦ 0.11¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.04 ¦18.02.02¦ 9.32 ¦ 89.12¦ 89.12¦ 89.12¦ 16.60¦ 0.06¦ 26002¦
+---------+--------+-------+------+------+------+------+-------+------+
¦02.06.04 ¦19.02.02¦ 2.92 ¦ 97.65¦ 97.65¦ 97.65¦ 14.73¦ 2.54¦ 27013¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.02.02¦ 2.95 ¦ 98.00¦ 98.00¦ 98.00¦ 14.52¦ 0.01¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.02.02¦ 3.03 ¦ 98.15¦ 98.15¦ 98.15¦ 14.43¦ 0.05¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.08.04 ¦18.02.02¦ 0.49 ¦ 97.10¦ 97.35¦ 97.35¦ 15.02¦ 18.90¦ 27017¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.02.02¦ 0.53 ¦ 97.49¦ 97.75¦ 97.70¦ 14.75¦ 22.43¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.02.02¦ 0.58 ¦ 97.70¦ 97.80¦ 97.70¦ 14.70¦ 21.11¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.02.02¦ 0.62 ¦ 97.70¦ 97.77¦ 97.70¦ 14.71¦ 4.21¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.02.02¦ 0.66 ¦ 97.60¦ 97.60¦ 97.60¦ 14.78¦ 0.13¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.12.04 ¦18.02.02¦ 2.34 ¦ 96.43¦ 96.73¦ 96.73¦ 14.91¦ 10.34¦ 27014¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.02.02¦ 2.38 ¦ 97.05¦ 97.20¦ 97.05¦ 14.68¦ 10.10¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.02.02¦ 2.42 ¦ 96.91¦ 97.10¦ 96.91¦ 14.70¦ 16.82¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.02.02¦ 2.46 ¦ 97.25¦ 97.25¦ 97.25¦ 14.59¦ 0.03¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.02.02¦ 2.49 ¦ 97.35¦ 97.35¦ 97.35¦ 14.54¦ 0.24¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.05 ¦18.02.02¦ 9.32 ¦ 86.00¦ 86.00¦ 86.00¦ 16.11¦ 0.06¦ 26003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.02.02¦ 9.34 ¦ 86.40¦ 86.45¦ 86.45¦ 15.90¦ 1.25¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.02.02¦ 9.40 ¦ 86.50¦ 86.50¦ 86.50¦ 15.88¦ 2.04¦ ¦
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.)¦ ¦
+--------+------------------------+-------+--------+-------------+
¦ 25014 ¦ 15.03.2002 ¦ 21 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2002 ¦ 278 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2002 ¦ 278 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 25.11.2002 ¦ 276 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2002 ¦ 21 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2002 ¦ 21 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2002 ¦ 21 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2002 ¦ 278 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 25.11.2002 ¦ 276 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 26.11.2002 ¦ 277 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 28.11.2002 ¦ 279 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 29.11.2002 ¦ 280 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27002 ¦ 22.05.2002 ¦ 89 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27003 ¦ 06.03.2002 ¦ 12 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27004 ¦ 20.03.2002 ¦ 26 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27005 ¦ 10.04.2002 ¦ 47 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 24.04.2002 ¦ 61 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 08.05.2002 ¦ 75 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 22.05.2002 ¦ 89 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 06.03.2002 ¦ 12 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 20.03.2002 ¦ 26 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 10.04.2002 ¦ 47 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 22.05.2002 ¦ 89 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 06.03.2002 ¦ 12 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 20.03.2002 ¦ 26 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 08.05.2002 ¦ 75 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 22.05.2002 ¦ 89 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 08.05.2002 ¦ 75 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 24.04.2002 ¦ 61 ¦ 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 ¦ ¦ ¦ ¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21147 ¦21.03.01¦13.03.02¦ 19¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21155 ¦03.10.01¦03.04.02¦ 40¦ 1 ¦ 3 ¦ ¦ 1508.041¦ 3491.959¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21156 ¦28.11.01¦17.07.02¦ 145¦ 2 ¦ 9 ¦ ¦ 8271.045¦ 1728.955¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21157 ¦30.01.02¦07.08.02¦ 166¦ 1 ¦ 8 ¦ ¦ 3575.874¦ 424.126¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21158 ¦20.02.02¦21.08.02¦ 180¦ 1 ¦ 2 ¦ ¦ 4670.875¦ 1329.125¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 21¦ 1 ¦ ¦ ¦ 32.200¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 278¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 643¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 1368¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 386¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 752¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1117¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 1009¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1732¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 2097¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2463¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2828¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 89¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 103¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 208¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 229¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 334¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 348¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 453¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 467¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 572¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 593¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 635¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 831¦ 1 ¦ 27 ¦ ¦ 3332.030¦ 1667.970¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 1027¦ 1 ¦ 21 ¦ ¦ 2712.980¦ 2287.020¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 712¦ 1 ¦ 19 ¦ ¦ 3425.381¦ 1574.619¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 544¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 894¦ 1 ¦ 6 ¦ ¦ 2710.103¦ 4289.897¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 698¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦155052.814¦36523.211¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦18.02.02¦19.02.02¦20.02.02¦21.02.02¦22.02.02¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 13.67 ¦ 13.65 ¦ 13.66 ¦ 13.44 ¦ 13.40 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 13.08 ¦ 12.92 ¦ 12.83 ¦ 12.91 ¦ 12.92 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 14.44 ¦ 14.19 ¦ 14.17 ¦ 14.29 ¦ 14.37 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 13.51 ¦ 13.32 ¦ 13.88 ¦ 13.88 ¦ 13.65 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 16.32 ¦ 15.90 ¦ 0.00 ¦ 15.88 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 14.52 ¦ 14.22 ¦ 14.20 ¦ 14.16 ¦ 13.85 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.07 ¦ 0.06 ¦ 0.61 ¦ 0.35 ¦ 0.03 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.01 ¦ 0.06 ¦ 0.00 ¦ 0.10 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.16 ¦ 0.23 ¦ 0.23 ¦ 0.05 ¦ 0.18 ¦
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---------¬
¦ ¦ 18.02.02¦ 19.02.02¦ 20.02.02¦ 21.02.02¦ 22.02.02¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦152538.26¦152542.42¦154978.03¦155052.81¦155052.81¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+ ¦
¦ ГКО ¦ 18536.90¦ 18536.90¦ 20951.88¦ 21025.84¦ 21025.84¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2093.37¦ 2093.37¦ 2093.37¦ 2093.37¦ 2093.37¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦131907.99¦131912.15¦131932.78¦131933.61¦131933.61¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦152487.71¦152781.54¦154098.37¦154106.90¦154086.43¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 17820.37¦ 17824.12¦ 19957.66¦ 20035.14¦ 20057.64¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2028.55¦ 2034.02¦ 2034.53¦ 2035.71¦ 2036.22¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦132638.79¦132923.40¦132106.17¦132036.06¦131992.57¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 367.92¦ 367.28¦ 368.65¦ 367.58¦ 366.45¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 105.36¦ 104.36¦ 131.55¦ 130.74¦ 129.77¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 598.57¦ 599.02¦ 598.50¦ 597.70¦ 596.97¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 399.66¦ 398.99¦ 400.93¦ 399.97¦ 398.86¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный
по объемам в обращении.
Департамент операций
на открытом рынке
Банка России
|
