ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 1 ноября 2002 г. N 42
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 269.426
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. ¦(% ¦руб. по¦(справ.)¦
¦ ¦ ¦ ¦ ¦ ¦год.) ¦номин.)¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦06.11.02 ¦28.10.02¦99.650¦99.705¦99.650¦ 12.90 ¦ 15.54 ¦ 21159 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦29.10.02¦99.700¦99.700¦99.700¦ 13.73 ¦ 1.00 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦30.10.02¦99.750¦99.770¦99.770¦ 12.81 ¦ 14.66 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦01.11.02¦99.860¦99.869¦99.869¦ 9.87 ¦ 3.52 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦20.11.02 ¦28.10.02¦99.194¦99.200¦99.194¦ 12.80 ¦ 29.76 ¦ 21160 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦29.10.02¦99.210¦99.250¦99.250¦ 12.81 ¦ 35.01 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦30.10.02¦99.270¦99.300¦99.300¦ 12.76 ¦ 57.07 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦31.11.02¦99.320¦99.350¦99.350¦ 11.98 ¦ 15.80 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦01.11.02¦99.440¦99.450¦99.450¦ 10.68 ¦ 4.56 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦05.03.03 ¦28.10.02¦95.500¦95.530¦95.500¦ 13.39 ¦ 35.02 ¦ 21161 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦31.10.02¦95.700¦95.950¦95.950¦ 12.89 ¦ 13.40 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦02.04.03 ¦30.10.02¦94.762¦95.700¦94.762¦ 11.62 ¦ 8.30 ¦ 21162 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦31.10.02¦94.600¦95.330¦95.000¦ 12.56 ¦ 2.57 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦01.11.02¦94.950¦94.950¦94.950¦ 12.77 ¦ 0.53 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦23.04.03 ¦28.10.02¦93.900¦93.951¦93.900¦ 13.36 ¦ 7.00 ¦ 21163 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦29.10.02¦94.000¦94.000¦94.000¦ 13.24 ¦ 5.00 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦30.10.02¦94.030¦94.030¦94.030¦ 13.24 ¦ 20.70 ¦ ¦
L---------+--------+------+------+------+-------+-------+---------
Торговля ОФЗ при суммарном объеме сделок за неделю 2755.414
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. ¦выпуска ¦
¦ ¦ ¦доход ¦ мин. ¦ макс.¦ закр.¦(% ¦ руб. ¦(справ.)¦
¦ ¦ ¦(% от ¦ ¦ ¦ ¦год.) ¦ по ¦ ¦
¦ ¦ ¦ном.) ¦ ¦ ¦ ¦ ¦номин.)¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦22.01.03 ¦28.10.02¦ 0.10 ¦99.212¦99.350¦99.212¦ 14.15¦ 2.56¦ 27006 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦29.10.02¦ 0.20 ¦99.220¦99.279¦99.279¦ 14.00¦ 11.85¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦30.10.02¦ 0.20 ¦99.233¦99.310¦99.233¦ 13.94¦ 15.25¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦31.10.02¦ 0.20 ¦99.270¦99.360¦99.325¦ 13.80¦ 26.16¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦01.11.02¦ 0.20 ¦99.327¦99.350¦99.350¦ 13.93¦ 18.21¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦05.02.03 ¦28.10.02¦ 2.30 ¦99.010¦99.130¦99.011¦ 13.98¦ 11.04¦ 27007 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦29.10.02¦ 2.30 ¦99.090¦99.150¦99.150¦ 14.05¦ 35.03¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦30.10.02¦ 2.30 ¦99.130¦99.200¦99.200¦ 13.97¦ 15.23¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦31.10.02¦ 2.30 ¦99.200¦99.303¦99.303¦ 13.75¦ 27.13¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦01.11.02¦ 2.40 ¦99.150¦99.250¦99.150¦ 13.63¦ 10.91¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦15.03.03 ¦31.10.02¦ 6.30 ¦98.563¦98.574¦98.574¦ 13.77¦ 5.88¦ 26001 ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦21.05.03 ¦28.10.02¦ 1.90 ¦98.032¦98.150¦98.032¦ 14.31¦ 8.25¦ 27008 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦29.10.02¦ 1.90 ¦97.900¦98.190¦98.190¦ 14.21¦ 37.92¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦30.10.02¦ 1.90 ¦98.210¦98.290¦98.210¦ 14.09¦ 46.87¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦31.10.02¦ 2.00 ¦98.150¦98.290¦98.150¦ 13.85¦ 3.30¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦01.11.02¦ 2.00 ¦98.200¦98.300¦98.300¦ 13.97¦ 17.61¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦04.06.03 ¦28.10.02¦ 1.50 ¦98.050¦98.100¦98.050¦ 14.10¦ 5.69¦ 27009 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦29.10.02¦ 1.50 ¦98.000¦98.200¦98.200¦ 14.15¦ 49.76¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦30.10.02¦ 1.50 ¦98.000¦98.205¦98.200¦ 13.95¦ 34.89¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦31.10.02¦ 1.60 ¦98.090¦98.200¦98.110¦ 14.02¦ 3.36¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦01.11.02¦ 1.60 ¦98.100¦98.150¦98.150¦ 14.05¦ 18.88¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦17.09.03 ¦28.10.02¦ 1.10 ¦97.001¦97.150¦97.001¦ 14.19¦ 15.03¦ 27010 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦29.10.02¦ 1.10 ¦97.000¦97.200¦97.200¦ 14.23¦ 13.27¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦30.10.02¦ 1.20 ¦97.200¦97.300¦97.230¦ 13.98¦ 11.23¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦31.10.02¦ 1.20 ¦97.250¦97.310¦97.290¦ 13.99¦ 16.50¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦01.11.02¦ 1.20 ¦97.000¦97.320¦97.320¦ 14.01¦ 16.13¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦08.10.03 ¦28.10.02¦ 0.50 ¦96.501¦96.950¦96.900¦ 14.24¦ 6.60¦ 27011 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦29.10.02¦ 0.50 ¦96.930¦97.000¦97.000¦ 14.27¦ 42.37¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦30.10.02¦ 0.60 ¦97.000¦97.200¦97.200¦ 14.04¦ 21.10¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦31.10.02¦ 0.60 ¦97.120¦97.150¦97.120¦ 14.00¦ 1.75¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦01.11.02¦ 0.60 ¦97.100¦97.150¦97.150¦ 14.04¦ 0.97¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦19.11.03 ¦28.10.02¦ 4.40 ¦96.250¦96.499¦96.499¦ 14.32¦ 19.75¦ 27012 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦29.10.02¦ 4.40 ¦96.499¦96.540¦96.540¦ 14.13¦ 41.16¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦30.10.02¦ 4.40 ¦96.550¦96.600¦96.600¦ 14.08¦ 15.00¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦31.10.02¦ 4.50 ¦96.690¦96.690¦96.690¦ 13.89¦ 0.10¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦01.11.02¦ 4.50 ¦96.600¦96.600¦96.600¦ 14.03¦ 6.94¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦21.01.04 ¦28.10.02¦ 0.10 ¦95.900¦96.010¦95.970¦ 14.40¦ 2.55¦ 28001 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦29.10.02¦ 0.20 ¦96.000¦96.150¦96.150¦ 14.23¦ 10.05¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦30.10.02¦ 0.20 ¦96.050¦96.300¦96.150¦ 14.16¦ 15.95¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦31.10.02¦ 0.20 ¦96.190¦96.200¦96.200¦ 14.16¦ 3.21¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦01.11.02¦ 0.20 ¦96.250¦96.300¦96.300¦ 14.09¦ 65.78¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦04.02.04 ¦28.10.02¦ 3.15 ¦98.250¦98.300¦98.250¦ 14.22¦ 57.25¦ 27015 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦29.10.02¦ 3.18 ¦98.287¦98.287¦98.287¦ 14.23¦ 114.61¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦30.10.02¦ 3.22 ¦98.429¦98.429¦98.429¦ 14.09¦ 0.00¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦31.10.02¦ 3.26 ¦98.350¦98.350¦98.350¦ 14.16¦ 2.00¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦01.11.02¦ 3.30 ¦98.350¦98.365¦98.365¦ 14.15¦ 19.66¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦15.03.04 ¦31.10.02¦ 6.30 ¦94.500¦94.500¦94.500¦ 14.57¦ 1.00¦ 26002 ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦02.06.04 ¦28.10.02¦ 2.07 ¦97.500¦97.500¦97.500¦ 14.65¦ 1.20¦ 27013 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦29.10.02¦ 2.11 ¦97.495¦97.600¦97.600¦ 14.62¦ 24.86¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦30.10.02¦ 2.15 ¦97.760¦97.800¦97.760¦ 14.41¦ 1.19¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦31.10.02¦ 2.19 ¦97.780¦97.780¦97.780¦ 14.42¦ 0.00¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦01.11.02¦ 2.22 ¦97.800¦97.890¦97.800¦ 14.40¦ 0.60¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦04.08.04 ¦28.10.02¦ 3.15 ¦96.899¦96.900¦96.900¦ 14.79¦ 4.00¦ 27017 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦29.10.02¦ 3.18 ¦97.000¦97.100¦97.100¦ 14.71¦ 15.25¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦30.10.02¦ 3.22 ¦97.150¦97.180¦97.160¦ 14.60¦ 43.88¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦31.10.02¦ 3.26 ¦97.150¦97.300¦97.160¦ 14.53¦ 43.49¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦01.11.02¦ 3.30 ¦97.094¦97.094¦97.094¦ 14.65¦ 2.96¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦15.12.04 ¦28.10.02¦ 1.53 ¦96.800¦96.850¦96.800¦ 14.63¦ 1.94¦ 27014 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦29.10.02¦ 1.57 ¦96.800¦96.800¦96.800¦ 14.64¦ 67.75¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦30.10.02¦ 1.61 ¦96.800¦96.950¦96.950¦ 14.59¦ 5.97¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦31.10.02¦ 1.65 ¦96.999¦97.000¦97.000¦ 14.52¦ 23.26¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦01.11.02¦ 1.69 ¦97.000¦97.100¦97.000¦ 14.50¦ 13.63¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦15.03.05 ¦28.10.02¦ 6.22 ¦89.400¦89.800¦89.800¦ 15.56¦ 1.33¦ 26003 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦29.10.02¦ 6.25 ¦89.800¦89.900¦89.800¦ 15.33¦ 3.70¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦30.10.02¦ 6.27 ¦90.000¦90.000¦90.000¦ 15.24¦ 0.00¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦31.10.02¦ 6.30 ¦90.000¦90.200¦90.100¦ 15.18¦ 3.32¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦01.11.02¦ 6.33 ¦90.000¦90.000¦90.000¦ 15.25¦ 0.00¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦20.04.05 ¦28.10.02¦ 0.78 ¦98.000¦98.150¦98.000¦ 14.62¦ 58.40¦ 27021 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦29.10.02¦ 0.82 ¦98.000¦98.100¦98.100¦ 14.65¦ 40.87¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦30.10.02¦ 0.86 ¦98.102¦98.155¦98.150¦ 14.60¦ 100.52¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦31.10.02¦ 0.90 ¦98.185¦98.265¦98.265¦ 14.56¦ 27.05¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦01.11.02¦ 0.95 ¦98.000¦98.100¦98.100¦ 14.65¦ 0.61¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦14.09.05 ¦28.10.02¦ 1.53 ¦96.750¦96.750¦96.750¦ 14.85¦ 0.17¦ 27018 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦29.10.02¦ 1.57 ¦97.000¦97.050¦97.000¦ 14.72¦ 4.77¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦30.10.02¦ 1.61 ¦97.100¦97.230¦97.230¦ 14.66¦ 54.79¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦31.10.02¦ 1.65 ¦97.250¦97.350¦97.310¦ 14.58¦ 23.87¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦01.11.02¦ 1.69 ¦97.320¦97.370¦97.370¦ 14.57¦ 44.77¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦15.11.06 ¦28.10.02¦ 2.80 ¦91.900¦92.207¦91.900¦ 16.11¦ 93.91¦ 45001 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦29.10.02¦ 2.84 ¦91.951¦92.350¦92.350¦ 16.07¦ 253.61¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦30.10.02¦ 2.88 ¦92.356¦92.478¦92.478¦ 16.01¦ 463.62¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦31.10.02¦ 2.92 ¦92.500¦92.730¦92.673¦ 15.87¦ 122.42¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦01.11.02¦ 2.96 ¦92.700¦92.708¦92.706¦ 15.85¦ 159.31¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦10.09.08 ¦28.10.02¦ 1.64 ¦86.634¦86.800¦86.634¦ 16.38¦ 36.03¦ 46001 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦29.10.02¦ 1.69 ¦86.670¦87.003¦87.003¦ 16.37¦ 29.83¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦30.10.02¦ 1.73 ¦87.200¦87.515¦87.515¦ 16.10¦ 14.44¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦31.10.02¦ 1.77 ¦87.651¦87.900¦87.900¦ 15.99¦ 26.05¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦01.11.02¦ 1.81 ¦88.188¦88.221¦88.200¦ 15.85¦ 16.29¦ ¦
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 ¦ 26 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2002 ¦ 26 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 25.11.2002 ¦ 24 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2003 ¦ 134 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2003 ¦ 134 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2003 ¦ 134 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2002 ¦ 26 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 25.11.2002 ¦ 24 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 26.11.2002 ¦ 25 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 28.11.2002 ¦ 27 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 29.11.2002 ¦ 28 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 22.01.2003 ¦ 82 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 06.11.2002 ¦ 5 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 20.11.2002 ¦ 19 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 04.12.2002 ¦ 33 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 18.12.2002 ¦ 47 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 08.01.2003 ¦ 68 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 20.11.2002 ¦ 19 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 04.12.2002 ¦ 33 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 18.12.2002 ¦ 47 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 06.11.2002 ¦ 5 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 20.11.2002 ¦ 19 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 06.11.2002 ¦ 5 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 18.12.2002 ¦ 47 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 22.01.2003 ¦ 82 ¦ 15.00 ¦ 43.15 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 22.01.2003 ¦ 82 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 20.11.2002 ¦ 19 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 18.12.2002 ¦ 47 ¦ 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 ¦ ¦ ¦ ¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21159 ¦13.03.02¦06.11.02¦ 5¦ 1 ¦ 28 ¦ ¦ 5072.010¦ 927.990¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21160 ¦22.05.02¦20.11.02¦ 19¦ 1 ¦ 34 ¦ ¦ 4792.449¦ 207.551¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21161 ¦17.07.02¦05.03.03¦ 124¦ 2 ¦ 10 ¦ ¦ 6812.778¦ 2187.222¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21162 ¦04.09.02¦02.04.03¦ 152¦ 1 ¦ 5 ¦ ¦ 3712.150¦ 287.850¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21163 ¦23.10.02¦23.04.03¦ 173¦ 1 ¦ 4 ¦ ¦ 3498.000¦ 502.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 26¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 391¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 1116¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 134¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 500¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 865¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 757¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1480¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1845¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2211¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2576¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 82¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 96¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 201¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 215¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 320¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 341¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 383¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 579¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 775¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 460¦ 2 ¦ 54 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 292¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 642¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 1048¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 901¦ 1 ¦ 1 ¦ ¦ 6000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 446¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1475¦ 4 ¦ 63 ¦ ¦ 24304.030¦ 1695.970¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 2140¦ 1 ¦ 23 ¦ ¦ 7000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦205836.425¦23752.397¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦28.10.02¦29.10.02¦30.10.02¦31.10.02¦01.11.02¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 12.86 ¦ 12.83 ¦ 12.81 ¦ 13.00 ¦ 13.04 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 12.85 ¦ 12.70 ¦ 12.62 ¦ 12.60 ¦ 12.65 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 16.19 ¦ 16.15 ¦ 16.03 ¦ 15.90 ¦ 15.85 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 14.52 ¦ 14.47 ¦ 14.35 ¦ 14.30 ¦ 14.33 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 13.31 ¦ 13.03 ¦ 12.80 ¦ 12.71 ¦ 11.48 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 15.56 ¦ 15.33 ¦ 15.24 ¦ 14.82 ¦ 15.25 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 16.20 ¦ 16.11 ¦ 16.01 ¦ 15.90 ¦ 15.85 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 14.45 ¦ 14.43 ¦ 14.51 ¦ 14.47 ¦ 14.32 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.37 ¦ 0.17 ¦ 0.43 ¦ 0.13 ¦ 0.04 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.06 ¦ 0.18 ¦ 0.00 ¦ 0.51 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.42 ¦ 0.93 ¦ 1.55 ¦ 0.48 ¦ 0.57 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.13 ¦ 0.34 ¦ 0.26 ¦ 0.14 ¦ 0.16 ¦
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---------¬
¦ ¦ 28.10.02¦ 29.10.02¦ 30.10.02¦ 31.10.02¦ 01.11.02¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦205292.86¦205292.86¦205748.56¦205748.56¦205836.42¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 23881.69¦ 23881.69¦ 23887.39¦ 23887.39¦ 23887.39¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2061.17¦ 2061.17¦ 2061.17¦ 2061.17¦ 2061.17¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 30766.17¦ 30766.17¦ 31216.17¦ 31216.17¦ 31304.03¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦148583.84¦148583.84¦148583.84¦148583.84¦148583.84¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦201560.12¦201738.49¦202506.34¦202752.03¦202912.76¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 23123.60¦ 23129.06¦ 23152.17¦ 23161.09¦ 23169.63¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2021.68¦ 2026.86¦ 2029.29¦ 2031.49¦ 2030.70¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 28754.35¦ 28790.16¦ 29312.36¦ 29417.19¦ 29550.76¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦147660.49¦147792.41¦148012.52¦148142.26¦148161.67¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 474.86¦ 474.04¦ 474.49¦ 473.92¦ 473.31¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 91.61¦ 90.62¦ 89.66¦ 88.64¦ 87.60¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 483.94¦ 484.02¦ 483.63¦ 483.23¦ 482.28¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 1032.37¦ 1031.50¦ 1030.57¦ 1030.31¦ 1029.74¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 426.18¦ 425.32¦ 424.44¦ 423.55¦ 422.53¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный
по объемам в обращении.
Департамент операций
на открытом рынке
Банка России
|
