ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 18 октября 2002 г. N 40
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 127.426
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 ¦14.10.02¦99.200¦99.200¦99.200¦ 12.80 ¦ 19.92 ¦ 21159 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦15.10.02¦99.300¦99.375¦99.300¦ 11.54 ¦ 23.12 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦16.10.02¦99.371¦99.400¦99.371¦ 11.00 ¦ 3.20 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦18.10.02¦99.400¦99.400¦99.400¦ 11.60 ¦ 28.58 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦20.11.02 ¦14.10.02¦98.848¦98.855¦98.850¦ 11.46 ¦ 7.79 ¦ 21160 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦15.10.02¦98.875¦98.886¦98.885¦ 11.44 ¦ 10.10 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦16.10.02¦98.980¦99.040¦99.040¦ 10.45 ¦ 20.64 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦17.10.02¦99.000¦99.000¦99.000¦ 10.84 ¦ 7.09 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦18.10.02¦99.095¦99.095¦99.095¦ 10.10 ¦ 0.42 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦05.03.03 ¦14.10.02¦95.150¦95.150¦95.150¦ 13.10 ¦ 0.11 ¦ 21161 ¦
+---------+--------+------+------+------+-------+-------+--------+
¦02.04.03 ¦14.10.02¦94.165¦94.165¦94.165¦ 13.30 ¦ 2.20 ¦ 21162 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦15.10.02¦94.249¦94.250¦94.249¦ 13.18 ¦ 3.25 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦18.10.02¦95.000¦95.000¦95.000¦ 11.57 ¦ 1.00 ¦ ¦
L---------+--------+------+------+------+-------+-------+---------
Торговля ОФЗ при суммарном объеме сделок за неделю 4234.773
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. по¦(справ.)¦
¦ ¦ ¦(% от ¦ ¦ ¦ ¦год.) ¦номин.)¦ ¦
¦ ¦ ¦ном.) ¦ ¦ ¦ ¦ ¦ ¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦22.10.03 ¦14.10.02¦ 2.30 ¦99.181¦99.225¦99.225¦ 13.43¦ 31.78¦ 27006 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦15.10.02¦ 2.30 ¦99.220¦99.300¦99.280¦ 13.38¦ 58.53¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦16.10.02¦ 2.30 ¦99.250¦99.350¦99.274¦ 13.47¦ 46.13¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦17.10.02¦ 2.30 ¦99.250¦99.350¦99.350¦ 13.37¦ 14.81¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦18.10.02¦ 2.40 ¦99.250¦99.300¦99.273¦ 13.35¦ 16.99¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦05.02.03 ¦14.10.02¦ 1.90 ¦99.071¦99.205¦99.170¦ 13.15¦ 20.31¦ 27007 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦15.10.02¦ 1.90 ¦99.170¦99.200¦99.170¦ 13.37¦ 10.96¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦16.10.02¦ 1.90 ¦99.150¦99.250¦99.201¦ 13.40¦ 40.18¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦17.10.02¦ 2.00 ¦99.150¦99.200¦99.160¦ 13.17¦ 2.06¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦18.10.02¦ 2.00 ¦99.160¦99.180¦99.160¦ 13.44¦ 17.68¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦21.05.03 ¦14.10.02¦ 1.50 ¦98.010¦98.199¦98.199¦ 13.92¦ 6.88¦ 27008 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦15.10.02¦ 1.50 ¦98.187¦98.200¦98.189¦ 13.90¦ 34.05¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦16.10.02¦ 1.50 ¦98.180¦98.200¦98.180¦ 13.97¦ 29.08¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦17.10.02¦ 1.60 ¦98.156¦98.250¦98.250¦ 13.80¦ 17.43¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦18.10.02¦ 1.60 ¦98.160¦98.212¦98.200¦ 13.91¦ 68.34¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦04.06.03 ¦15.10.02¦ 1.10 ¦98.045¦98.100¦98.060¦ 13.96¦ 16.86¦ 27009 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦16.10.02¦ 1.20 ¦98.022¦98.089¦98.070¦ 13.88¦ 14.83¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦17.10.02¦ 1.20 ¦98.045¦98.100¦98.050¦ 13.93¦ 3.14¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦18.10.02¦ 1.20 ¦98.000¦98.080¦98.080¦ 14.03¦ 13.90¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦17.09.03 ¦14.10.02¦ 0.70 ¦96.900¦97.160¦97.160¦ 14.19¦ 1.20¦ 27010 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦15.10.02¦ 0.70 ¦97.100¦97.200¦97.200¦ 14.03¦ 16.22¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦16.10.02¦ 0.80 ¦97.150¦97.194¦97.190¦ 13.96¦ 6.10¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦17.10.02¦ 0.80 ¦97.100¦97.300¦97.101¦ 14.11¦ 2.92¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦18.10.02¦ 0.80 ¦97.100¦97.162¦97.150¦ 14.10¦ 47.38¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦08.10.03 ¦14.10.02¦ 0.10 ¦96.865¦96.960¦96.960¦ 14.12¦ 28.44¦ 27011 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦15.10.02¦ 0.20 ¦96.910¦96.970¦96.970¦ 14.05¦ 20.78¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦16.10.02¦ 0.20 ¦96.950¦96.990¦96.950¦ 14.07¦ 7.30¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦17.10.02¦ 0.20 ¦96.950¦97.000¦97.000¦ 14.08¦ 3.39¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦18.10.02¦ 0.20 ¦96.960¦97.050¦97.000¦ 14.08¦ 35.84¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦19.11.03 ¦14.10.02¦ 4.00 ¦96.200¦96.271¦96.270¦ 14.23¦ 32.84¦ 27012 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦15.10.02¦ 4.00 ¦96.270¦96.450¦96.350¦ 14.18¦ 5.13¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦16.10.02¦ 4.00 ¦96.400¦96.400¦96.400¦ 14.17¦ 9.51¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦17.10.02¦ 4.10 ¦96.300¦96.300¦96.300¦ 14.21¦ 0.00¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦18.10.02¦ 4.10 ¦96.350¦96.350¦96.350¦ 14.19¦ 0.14¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦21.01.04 ¦14.10.02¦ 2.30 ¦95.600¦95.750¦95.750¦ 14.46¦ 25.67¦ 28001 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦15.10.02¦ 2.30 ¦95.713¦95.999¦95.890¦ 14.22¦ 2.65¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦16.10.02¦ 2.30 ¦95.570¦95.570¦95.570¦ 14.65¦ 0.05¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦17.10.02¦ 2.30 ¦95.850¦96.000¦96.000¦ 14.27¦ 6.03¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦18.10.02¦ 2.40 ¦95.800¦95.800¦95.800¦ 14.40¦ 0.03¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦04.02.04 ¦14.10.02¦ 2.61 ¦97.850¦97.975¦97.975¦ 14.57¦ 130.49¦ 27015 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦15.10.02¦ 2.65 ¦98.000¦98.000¦98.000¦ 14.52¦ 152.93¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦16.10.02¦ 2.69 ¦98.200¦98.230¦98.230¦ 14.31¦ 8.28¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦17.10.02¦ 2.72 ¦98.250¦98.300¦98.300¦ 14.25¦ 15.88¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦18.10.02¦ 2.76 ¦98.290¦98.300¦98.300¦ 14.24¦ 0.00¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦15.03.04 ¦14.10.02¦ 5.84 ¦94.502¦94.502¦94.502¦ 14.42¦ 0.00¦ 26002 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦15.10.02¦ 5.86 ¦94.000¦94.000¦94.000¦ 14.86¦ 0.00¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦16.10.02¦ 5.89 ¦94.100¦94.100¦94.100¦ 14.78¦ 0.00¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦02.06.04 ¦14.10.02¦ 1.53 ¦97.360¦97.360¦97.360¦ 14.77¦ 0.29¦ 27013 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦15.10.02¦ 1.57 ¦97.200¦97.550¦97.550¦ 14.83¦ 3.02¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦16.10.02¦ 1.61 ¦97.380¦97.450¦97.401¦ 14.74¦ 10.68¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦17.10.02¦ 1.65 ¦97.380¦97.550¦97.500¦ 14.63¦ 16.84¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦18.10.02¦ 1.69 ¦97.790¦97.790¦97.790¦ 14.43¦ 0.00¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦04.08.04 ¦14.10.02¦ 2.61 ¦96.900¦97.100¦97.100¦ 14.68¦ 1.26¦ 27017 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦17.10.02¦ 2.72 ¦97.125¦97.125¦97.125¦ 14.64¦ 2.00¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦18.10.02¦ 2.76 ¦97.122¦97.122¦97.122¦ 14.64¦ 4.04¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦15.12.04 ¦14.10.02¦ 1.00 ¦96.375¦96.400¦96.375¦ 14.92¦ 2.26¦ 27014 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦15.10.02¦ 1.04 ¦96.300¦96.350¦96.350¦ 14.93¦ 2.58¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦16.10.02¦ 1.07 ¦96.330¦96.440¦96.440¦ 14.90¦ 39.32¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦17.10.02¦ 1.11 ¦96.500¦96.600¦96.575¦ 14.80¦ 24.30¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦18.10.02¦ 1.15 ¦96.590¦96.645¦96.645¦ 14.78¦ 25.35¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦15.03.05 ¦14.10.02¦ 5.84 ¦88.950¦89.000¦89.000¦ 15.72¦ 9.20¦ 26003 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦15.10.02¦ 5.86 ¦89.070¦89.500¦89.500¦ 15.44¦ 17.50¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦16.10.02¦ 5.89 ¦89.201¦89.700¦89.700¦ 15.36¦ 4.04¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦17.10.02¦ 5.92 ¦89.898¦89.900¦89.900¦ 15.22¦ 10.55¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦18.10.02¦ 5.95 ¦89.500¦89.500¦89.500¦ 15.45¦ 0.00¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦20.04.05 ¦14.10.02¦ 0.21 ¦97.640¦97.750¦97.749¦ 14.87¦ 31.10¦ 27021 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦15.10.02¦ 0.25 ¦97.800¦97.820¦97.820¦ 14.82¦ 15.00¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦16.10.02¦ 0.29 ¦97.850¦98.100¦98.090¦ 14.73¦ 26.83¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦17.10.02¦ 0.33 ¦97.970¦97.990¦97.970¦ 14.72¦ 5.50¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦18.10.02¦ 0.37 ¦98.000¦98.049¦98.049¦ 14.70¦ 9.31¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦14.09.05 ¦14.10.02¦ 1.00 ¦95.980¦96.100¦96.100¦ 15.22¦ 6.09¦ 27018 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦15.10.02¦ 1.04 ¦96.100¦96.200¦96.200¦ 15.14¦ 27.75¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦16.10.02¦ 1.07 ¦96.347¦96.399¦96.347¦ 15.03¦ 5.00¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦17.10.02¦ 1.11 ¦96.390¦96.452¦96.450¦ 15.01¦ 8.00¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦18.10.02¦ 1.15 ¦96.420¦96.420¦96.420¦ 15.02¦ 0.03¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦21.11.05 ¦15.10.02¦ 1.77 ¦66.000¦66.000¦66.000¦ 16.97¦ 0.02¦ 25053 ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦15.11.06 ¦14.10.02¦ 2.22 ¦90.977¦91.183¦91.003¦ 16.68¦ 351.00¦ 45001 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦15.10.02¦ 2.26 ¦90.700¦91.032¦91.032¦ 16.67¦ 845.15¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦16.10.02¦ 2.30 ¦91.000¦91.336¦91.288¦ 16.54¦ 417.75¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦17.10.02¦ 2.34 ¦91.350¦91.450¦91.420¦ 16.48¦ 291.38¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦18.10.02¦ 2.38 ¦91.450¦91.510¦91.510¦ 16.44¦ 424.09¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦10.09.08 ¦14.10.02¦ 1.07 ¦85.029¦85.041¦85.041¦ 17.02¦ 129.74¦ 46001 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦15.10.02¦ 1.11 ¦85.050¦85.280¦85.055¦ 17.01¦ 123.09¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦16.10.02¦ 1.15 ¦85.150¦85.306¦85.306¦ 16.91¦ 105.61¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦17.10.02¦ 1.19 ¦85.400¦85.410¦85.410¦ 16.87¦ 20.16¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦18.10.02¦ 1.23 ¦85.501¦85.504¦85.504¦ 16.84¦ 195.84¦ ¦
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 ¦ 40 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2002 ¦ 40 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 25.11.2002 ¦ 38 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2003 ¦ 148 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2003 ¦ 148 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2003 ¦ 148 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2002 ¦ 40 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 25.11.2002 ¦ 38 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 26.11.2002 ¦ 39 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 28.11.2002 ¦ 41 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 29.11.2002 ¦ 42 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 23.10.2002 ¦ 5 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 06.11.2002 ¦ 19 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 20.11.2002 ¦ 33 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 04.12.2002 ¦ 47 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 18.12.2002 ¦ 61 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 08.01.2003 ¦ 82 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 20.11.2002 ¦ 33 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 04.12.2002 ¦ 47 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 18.12.2002 ¦ 61 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 06.11.2002 ¦ 19 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 20.11.2002 ¦ 33 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 06.11.2002 ¦ 19 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 18.12.2002 ¦ 61 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 22.01.2003 ¦ 96 ¦ 15.00 ¦ 43.15 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 23.10.2002 ¦ 5 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 20.11.2002 ¦ 33 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 18.12.2002 ¦ 61 ¦ 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¦ 19¦ 1 ¦ 28 ¦ ¦ 5072.010¦ 927.990¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21160 ¦22.05.02¦20.11.02¦ 33¦ 1 ¦ 34 ¦ ¦ 4792.449¦ 207.551¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21161 ¦17.07.02¦05.03.03¦ 138¦ 2 ¦ 10 ¦ ¦ 6812.778¦ 2187.222¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21162 ¦04.09.02¦02.04.03¦ 166¦ 1 ¦ 5 ¦ ¦ 3712.150¦ 287.850¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 40¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 405¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 1130¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 148¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 514¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 879¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 771¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1494¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1859¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2225¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2590¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 96¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 110¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 215¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 229¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 334¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 355¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 397¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 593¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 789¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 474¦ 2 ¦ 54 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 306¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 656¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 1062¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 915¦ 1 ¦ 1 ¦ ¦ 6000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 460¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1489¦ 4 ¦ 55 ¦ ¦ 22654.080¦ 3345.920¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 2154¦ 1 ¦ 21 ¦ ¦ 6848.318¦ 151.682¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦200536.793¦25052.029¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦14.10.02¦15.10.02¦16.10.02¦17.10.02¦18.10.02¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 12.99 ¦ 12.89 ¦ 12.77 ¦ 12.71 ¦ 12.28 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 12.90 ¦ 12.76 ¦ 12.71 ¦ 12.60 ¦ 12.76 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 16.77 ¦ 16.76 ¦ 16.65 ¦ 16.59 ¦ 16.56 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 14.64 ¦ 14.63 ¦ 14.59 ¦ 14.51 ¦ 14.50 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 12.62 ¦ 12.13 ¦ 10.50 ¦ 10.84 ¦ 11.56 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 15.72 ¦ 15.44 ¦ 15.36 ¦ 15.22 ¦ 15.45 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 16.79 ¦ 16.72 ¦ 16.63 ¦ 16.51 ¦ 16.59 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 14.53 ¦ 14.53 ¦ 14.53 ¦ 14.57 ¦ 14.27 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.15 ¦ 0.18 ¦ 0.12 ¦ 0.04 ¦ 0.15 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.43 ¦ 0.83 ¦ 0.19 ¦ 0.50 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 1.71 ¦ 3.45 ¦ 1.82 ¦ 1.09 ¦ 2.09 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.22 ¦ 0.25 ¦ 0.16 ¦ 0.08 ¦ 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---------¬
¦ ¦ 14.10.02¦ 15.10.02¦ 16.10.02¦ 17.10.02¦ 18.10.02¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦199009.95¦199329.98¦199833.81¦200046.71¦200536.79¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 20389.39¦ 20389.39¦ 20389.39¦ 20389.39¦ 20389.39¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2061.17¦ 2061.17¦ 2061.17¦ 2061.17¦ 2061.17¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 27975.56¦ 28295.59¦ 28799.41¦ 29012.32¦ 29502.40¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦148583.84¦148583.84¦148583.84¦148583.84¦148583.84¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦194573.44¦195003.70¦195665.70¦196061.46¦196644.43¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 19746.77¦ 19756.99¦ 19766.07¦ 19765.69¦ 19799.56¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2009.84¦ 2014.67¦ 2017.14¦ 2020.55¦ 2016.51¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 25620.54¦ 25927.98¦ 26477.16¦ 26723.34¦ 27202.78¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦147196.29¦147304.07¦147405.32¦147551.88¦147625.58¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 483.16¦ 483.14¦ 483.88¦ 483.61¦ 484.11¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 91.45¦ 90.43¦ 89.41¦ 88.41¦ 87.50¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 493.44¦ 493.70¦ 493.27¦ 493.05¦ 491.54¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 1043.36¦ 1042.80¦ 1042.29¦ 1041.23¦ 1041.40¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 438.07¦ 437.15¦ 436.34¦ 435.43¦ 434.51¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный
по объемам в обращении.
Департамент операций
на открытом рынке
Банка России
|
