ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 11 октября 2002 г. N 39
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 1112.355
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 ¦07.10.02¦98.940¦99.005¦99.000¦ 12.25¦ 238.27¦ 21159 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦08.10.02¦99.003¦99.040¦99.030¦ 12.39¦ 162.50¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦09.10.02¦99.100¦99.146¦99.146¦ 11.48¦ 93.00¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦10.10.02¦99.163¦99.165¦99.165¦ 11.40¦ 224.20¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦11.10.02¦99.200¦99.201¦99.200¦ 11.32¦ 82.32¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦20.11.02 ¦07.10.02¦98.533¦98.540¦98.540¦ 12.31¦ 31.10¦ 21160 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦08.10.02¦98.545¦98.580¦98.572¦ 12.38¦ 45.48¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦09.10.02¦98.650¦98.680¦98.677¦ 11.77¦ 12.00¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦10.10.02¦98.720¦98.767¦98.767¦ 11.31¦ 7.50¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦11.10.02¦98.820¦98.870¦98.850¦ 10.63¦ 10.47¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦05.03.03 ¦07.10.02¦94.825¦94.845¦94.825¦ 13.34¦ 5.64¦ 21161 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦09.10.02¦94.950¦95.010¦95.010¦ 13.08¦ 11.93¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦10.10.02¦95.050¦95.060¦95.060¦ 13.02¦ 58.60¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦11.10.02¦95.010¦95.060¦95.010¦ 13.13¦ 2.51¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦02.04.03 ¦07.10.02¦93.870¦93.875¦93.870¦ 13.46¦ 5.55¦ 21162 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦08.10.02¦93.871¦93.871¦93.871¦ 13.54¦ 23.00¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦09.10.02¦94.048¦94.060¦94.060¦ 13.19¦ 29.00¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦10.10.02¦94.060¦94.086¦94.060¦ 13.20¦ 59.00¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦11.10.02¦94.100¦94.110¦94.100¦ 13.23¦ 10.27¦ ¦
L---------+--------+------+------+------+-------+-------+---------
Торговля ОФЗ при суммарном объеме сделок за неделю 6745.345
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.) ¦ ¦ ¦ ¦ ¦ ¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦09.10.02 ¦07.10.02¦ 2.40¦100.013¦100.031¦100.028¦ 13.68¦ 38.45¦ 27005 ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦22.01.03 ¦07.10.02¦ 2.10¦ 99.050¦ 99.144¦ 99.106¦ 13.65¦ 332.97¦ 27006 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦08.10.02¦ 2.10¦ 99.100¦ 99.148¦ 99.148¦ 13.78¦ 373.23¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦09.10.02¦ 2.10¦ 99.200¦ 99.350¦ 99.350¦ 13.46¦ 44.17¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦10.10.02¦ 2.10¦ 99.300¦ 99.370¦ 99.370¦ 13.13¦ 99.68¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦11.10.02¦ 2.20¦ 99.300¦ 99.350¦ 99.300¦ 13.02¦ 46.35¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦05.02.03 ¦07.10.02¦ 1.70¦ 99.011¦ 99.050¦ 99.020¦ 13.56¦ 198.33¦ 27007 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦08.10.02¦ 1.70¦ 98.150¦ 99.050¦ 99.025¦ 13.75¦ 113.03¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦09.10.02¦ 1.70¦ 99.050¦ 99.130¦ 99.130¦ 13.59¦ 108.59¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦10.10.02¦ 1.80¦ 99.120¦ 99.250¦ 99.150¦ 13.02¦ 12.85¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦11.10.02¦ 1.80¦ 99.245¦ 99.250¦ 99.245¦ 12.97¦ 5.06¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.03.03 ¦09.10.02¦ 5.70¦ 98.312¦ 98.312¦ 98.312¦ 13.90¦ 0.40¦ 26001 ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦21.05.03 ¦07.10.02¦ 1.30¦ 98.050¦ 98.200¦ 98.159¦ 13.79¦ 53.59¦ 27008 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦08.10.02¦ 1.30¦ 98.159¦ 98.165¦ 98.160¦ 13.87¦ 65.78¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦09.10.02¦ 1.30¦ 98.100¦ 98.250¦ 98.250¦ 13.76¦ 2.33¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦10.10.02¦ 1.40¦ 98.210¦ 98.250¦ 98.221¦ 13.66¦ 20.14¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦11.10.02¦ 1.40¦ 98.000¦ 99.160¦ 98.250¦ 13.90¦ 11.91¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.06.03 ¦07.10.02¦ 0.90¦ 98.000¦ 98.150¦ 98.115¦ 13.66¦ 9.37¦ 27009 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦08.10.02¦ 0.90¦ 98.100¦ 98.160¦ 98.135¦ 13.77¦ 6.41¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦09.10.02¦ 1.00¦ 98.250¦ 98.250¦ 98.250¦ 13.42¦ 1.50¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦10.10.02¦ 1.00¦ 98.150¦ 98.250¦ 98.245¦ 13.54¦ 6.32¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦11.10.02¦ 1.00¦ 98.100¦ 98.100¦ 98.100¦ 13.82¦ 1.84¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦20.08.03 ¦08.10.02¦ 1.97¦ 99.346¦ 99.346¦ 99.346¦ 13.89¦ 1.00¦ 27016 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦09.10.02¦ 2.01¦ 99.300¦ 99.300¦ 99.300¦ 13.95¦ 0.05¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦10.10.02¦ 2.06¦ 99.447¦ 99.447¦ 99.447¦ 13.74¦ 0.50¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦17.09.03 ¦07.10.02¦ 0.50¦ 97.150¦ 97.300¦ 97.210¦ 13.88¦ 12.21¦ 27010 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦08.10.02¦ 0.50¦ 97.150¦ 97.200¦ 97.200¦ 13.97¦ 14.86¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦09.10.02¦ 0.60¦ 97.200¦ 97.343¦ 97.200¦ 13.77¦ 7.07¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦10.10.02¦ 0.60¦ 97.100¦ 97.230¦ 97.130¦ 14.02¦ 28.96¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦11.10.02¦ 0.60¦ 97.100¦ 97.270¦ 97.270¦ 14.02¦ 27.78¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦08.10.03 ¦07.10.02¦ 2.40¦ 96.670¦ 96.720¦ 96.720¦ 14.36¦ 6.15¦ 27011 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦08.10.02¦ 2.50¦ 96.661¦ 96.700¦ 96.700¦ 14.31¦ 11.06¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦09.10.02¦ 0.00¦ 96.803¦ 96.970¦ 96.970¦ 14.03¦ 60.14¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦10.10.02¦ 0.00¦ 96.950¦ 97.050¦ 97.050¦ 14.01¦ 48.27¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦11.10.02¦ 0.10¦ 96.800¦ 97.000¦ 96.850¦ 14.11¦ 26.78¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦19.11.03 ¦07.10.02¦ 3.80¦ 96.150¦ 96.150¦ 96.150¦ 14.30¦ 5.00¦ 27012 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦08.10.02¦ 3.80¦ 96.499¦ 96.499¦ 96.499¦ 13.96¦ 0.01¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦09.10.02¦ 3.80¦ 96.500¦ 96.500¦ 96.500¦ 14.00¦ 1.10¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦10.10.02¦ 3.90¦ 96.200¦ 96.400¦ 96.399¦ 14.15¦ 10.01¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦11.10.02¦ 3.90¦ 96.200¦ 96.470¦ 96.470¦ 14.22¦ 253.50¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦21.01.04 ¦07.10.02¦ 2.10¦ 92.195¦ 95.500¦ 95.003¦ 14.60¦ 3.15¦ 28001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦08.10.02¦ 2.10¦ 95.300¦ 95.500¦ 95.500¦ 14.67¦ 1.84¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦09.10.02¦ 2.10¦ 95.350¦ 96.910¦ 95.350¦ 14.61¦ 1.23¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦10.10.02¦ 2.10¦ 95.000¦ 95.820¦ 95.820¦ 14.44¦ 2.56¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦11.10.02¦ 2.20¦ 95.750¦ 95.750¦ 95.750¦ 14.39¦ 0.07¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.02.04 ¦07.10.02¦ 2.34¦ 98.150¦ 98.200¦ 98.150¦ 14.39¦ 16.00¦ 27015 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦08.10.02¦ 2.38¦ 98.220¦ 98.220¦ 98.220¦ 14.32¦ 0.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦09.10.02¦ 2.42¦ 98.190¦ 98.200¦ 98.200¦ 14.34¦ 30.30¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦10.10.02¦ 2.46¦ 98.199¦ 98.201¦ 98.199¦ 14.34¦ 11.80¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦11.10.02¦ 2.49¦ 98.150¦ 98.150¦ 98.150¦ 14.38¦ 1.40¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.03.04 ¦07.10.02¦ 5.64¦ 93.550¦ 93.550¦ 93.550¦ 15.08¦ 0.04¦ 26002 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦09.10.02¦ 5.70¦ 94.000¦ 94.000¦ 94.000¦ 14.81¦ 10.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦10.10.02¦ 5.73¦ 93.800¦ 93.800¦ 93.800¦ 14.99¦ 0.54¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦11.10.02¦ 5.75¦ 94.000¦ 94.000¦ 94.000¦ 14.83¦ 3.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦02.06.04 ¦07.10.02¦ 1.27¦ 97.400¦ 97.500¦ 97.400¦ 14.74¦ 46.68¦ 27013 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦08.10.02¦ 1.30¦ 97.320¦ 97.370¦ 97.360¦ 14.78¦ 29.50¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦09.10.02¦ 1.34¦ 97.400¦ 97.475¦ 97.475¦ 14.71¦ 96.32¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦10.10.02¦ 1.38¦ 97.440¦ 97.450¦ 97.450¦ 14.71¦ 25.29¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦11.10.02¦ 1.42¦ 97.350¦ 97.450¦ 97.400¦ 14.77¦ 14.39¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.08.04 ¦07.10.02¦ 2.34¦ 96.999¦ 96.999¦ 96.999¦ 14.73¦ 3.00¦ 27017 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦08.10.02¦ 2.38¦ 96.985¦ 96.990¦ 96.990¦ 14.74¦ 7.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦09.10.02¦ 2.42¦ 97.050¦ 97.050¦ 97.050¦ 14.70¦ 7.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.12.04 ¦07.10.02¦ 0.73¦ 96.500¦ 96.550¦ 96.500¦ 14.84¦ 10.06¦ 27014 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦08.10.02¦ 0.77¦ 96.150¦ 96.160¦ 96.150¦ 15.06¦ 5.94¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦09.10.02¦ 0.81¦ 96.250¦ 96.395¦ 96.395¦ 14.93¦ 25.02¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦10.10.02¦ 0.84¦ 96.450¦ 96.450¦ 96.450¦ 14.87¦ 0.16¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦11.10.02¦ 0.88¦ 96.375¦ 96.375¦ 96.375¦ 14.92¦ 8.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.03.05 ¦07.10.02¦ 5.64¦ 88.300¦ 88.300¦ 88.300¦ 16.07¦ 0.00¦ 26003 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦08.10.02¦ 5.67¦ 88.248¦ 88.250¦ 88.250¦ 16.11¦ 2.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦09.10.02¦ 5.70¦ 88.239¦ 88.600¦ 88.600¦ 15.95¦ 16.09¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦10.10.02¦ 5.73¦ 88.500¦ 88.900¦ 88.900¦ 15.90¦ 0.10¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦11.10.02¦ 5.75¦ 88.800¦ 89.000¦ 89.000¦ 15.72¦ 41.61¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦20.04.05 ¦10.10.02¦ 0.04¦ 97.330¦ 97.580¦ 97.580¦ 15.01¦ 753.55¦ 27021 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦11.10.02¦ 0.08¦ 97.565¦ 97.679¦ 97.679¦ 14.96¦ 54.11¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦14.09.05 ¦07.10.02¦ 0.73¦ 95.857¦ 95.940¦ 95.920¦ 15.26¦ 57.79¦ 27018 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦08.10.02¦ 0.77¦ 95.700¦ 95.901¦ 95.700¦ 15.28¦ 30.87¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦09.10.02¦ 0.81¦ 95.800¦ 96.000¦ 96.000¦ 15.31¦ 2.36¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦10.10.02¦ 0.84¦ 96.000¦ 96.100¦ 96.020¦ 15.21¦ 61.15¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦11.10.02¦ 0.88¦ 96.010¦ 96.199¦ 96.199¦ 15.19¦ 34.11¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.11.06 ¦07.10.02¦ 1.93¦ 90.650¦ 90.750¦ 90.655¦ 16.83¦ 37.55¦ 45001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦08.10.02¦ 1.97¦ 90.650¦ 90.650¦ 90.650¦ 16.84¦ 2.03¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦09.10.02¦ 2.01¦ 90.930¦ 90.932¦ 90.931¦ 16.81¦1094.48¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦10.10.02¦ 2.06¦ 90.620¦ 90.960¦ 90.960¦ 16.71¦ 323.03¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦11.10.02¦ 2.10¦ 90.950¦ 90.972¦ 90.972¦ 16.69¦ 617.23¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦10.09.08 ¦07.10.02¦ 0.78¦ 84.450¦ 84.550¦ 84.548¦ 17.23¦ 319.96¦ 46001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦08.10.02¦ 0.82¦ 84.549¦ 85.565¦ 84.615¦ 17.19¦ 357.77¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦09.10.02¦ 0.86¦ 84.687¦ 85.005¦ 85.005¦ 17.09¦ 354.46¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦10.10.02¦ 0.90¦ 85.015¦ 85.020¦ 85.020¦ 17.03¦ 101.08¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦11.10.02¦ 0.95¦ 85.022¦ 85.023¦ 85.023¦ 17.03¦ 56.99¦ ¦
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 ¦ 47 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2002 ¦ 47 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 25.11.2002 ¦ 45 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2003 ¦ 155 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2003 ¦ 155 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2003 ¦ 155 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2002 ¦ 47 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 25.11.2002 ¦ 45 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 26.11.2002 ¦ 46 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 28.11.2002 ¦ 48 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 29.11.2002 ¦ 49 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 23.10.2002 ¦ 12 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 06.11.2002 ¦ 26 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 20.11.2002 ¦ 40 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 04.12.2002 ¦ 54 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 18.12.2002 ¦ 68 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 08.01.2003 ¦ 89 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 20.11.2002 ¦ 40 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 04.12.2002 ¦ 54 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 18.12.2002 ¦ 68 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 06.11.2002 ¦ 26 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 20.11.2002 ¦ 40 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 06.11.2002 ¦ 26 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 18.12.2002 ¦ 68 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 22.01.2003 ¦ 103 ¦ 15.00 ¦ 43.15 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 23.10.2002 ¦ 12 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 20.11.2002 ¦ 40 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 18.12.2002 ¦ 68 ¦ 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¦ 26¦ 1 ¦ 28 ¦ ¦ 5072.010¦ 927.990¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21160 ¦22.05.02¦20.11.02¦ 40¦ 1 ¦ 34 ¦ ¦ 4792.449¦ 207.551¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21161 ¦17.07.02¦05.03.03¦ 145¦ 2 ¦ 10 ¦ ¦ 6812.778¦ 2187.222¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21162 ¦04.09.02¦02.04.03¦ 173¦ 1 ¦ 5 ¦ ¦ 3712.150¦ 287.850¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 47¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 412¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 1137¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 155¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 521¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 886¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 778¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1501¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1866¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2232¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2597¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 103¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 117¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 222¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 236¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 341¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 362¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 404¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 600¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 496¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 481¦ 2 ¦ 54 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 313¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 663¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 1069¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 922¦ 1 ¦ 1 ¦ ¦ 6000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 467¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1496¦ 4 ¦ 50 ¦ ¦ 21315.118¦ 4684.882¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 2161¦ 1 ¦ 16 ¦ ¦ 6299.987¦ 700.013¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦198649.500¦26939.322¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦07.10.02¦08.10.02¦09.10.02¦10.10.02¦11.10.02¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 13.19 ¦ 13.28 ¦ 12.86 ¦ 12.78 ¦ 12.78 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 13.18 ¦ 13.20 ¦ 13.07 ¦ 13.07 ¦ 12.94 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 16.96 ¦ 16.96 ¦ 16.89 ¦ 16.80 ¦ 16.78 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 14.61 ¦ 14.65 ¦ 14.61 ¦ 14.58 ¦ 14.61 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 12.46 ¦ 12.81 ¦ 12.63 ¦ 12.66 ¦ 12.10 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 15.21 ¦ 16.11 ¦ 15.62 ¦ 15.20 ¦ 15.69 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 17.19 ¦ 17.18 ¦ 16.89 ¦ 16.80 ¦ 16.73 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 14.43 ¦ 14.36 ¦ 14.44 ¦ 14.94 ¦ 14.52 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 1.41 ¦ 1.15 ¦ 0.72 ¦ 1.73 ¦ 0.53 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 0.09 ¦ 1.28 ¦ 0.03 ¦ 2.11 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 1.58 ¦ 1.55 ¦ 5.41 ¦ 1.56 ¦ 2.47 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.53 ¦ 0.44 ¦ 0.26 ¦ 0.72 ¦ 0.33 ¦
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---------¬
¦ ¦ 07.10.02¦ 08.10.02¦ 09.10.02¦ 10.10.02¦ 11.10.02¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦196050.45¦196382.27¦197081.00¦198237.39¦198649.50¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 20381.24¦ 20381.24¦ 20381.24¦ 20389.39¦ 20389.39¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2061.17¦ 2061.17¦ 2061.17¦ 2061.17¦ 2061.17¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 21481.88¦ 21813.71¦ 26795.52¦ 27203.00¦ 27615.11¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦152126.16¦152126.16¦147843.07¦148583.84¦148583.84¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦192133.38¦192446.91¦192364.91¦193665.77¦194082.44¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 19681.67¦ 19683.95¦ 19711.67¦ 19730.00¦ 19736.86¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1996.25¦ 1996.16¦ 2000.99¦ 2001.89¦ 2006.61¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 19490.13¦ 19783.56¦ 24418.57¦ 24855.02¦ 25253.04¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦150965.34¦150983.23¦146233.69¦147078.85¦147085.94¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 438.53¦ 438.83¦ 483.34¦ 484.89¦ 485.01¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 98.39¦ 97.38¦ 96.41¦ 95.44¦ 94.42¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 497.09¦ 496.26¦ 496.17¦ 495.61¦ 495.54¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 1058.83¦ 1062.09¦ 1047.56¦ 1047.11¦ 1045.66¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 402.02¦ 400.92¦ 441.11¦ 441.98¦ 441.02¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный
по объемам в обращении.
Департамент операций
на открытом рынке
Банка России
|
