ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 20 сентября 2002 г. N 36
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 438.593
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 ¦16.09.02¦98.140¦98.152¦98.152¦ 13.50 ¦ 13.38 ¦ 21159 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦17.09.02¦98.200¦98.200¦98.200¦ 13.38 ¦ 10.00 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦18.09.02¦98.220¦98.285¦98.262¦ 13.10 ¦ 32.89 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦20.09.02¦98.450¦98.450¦98.450¦ 12.23 ¦ 0.00 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦20.11.02 ¦16.09.02¦97.631¦97.800¦97.800¦ 12.63 ¦ 8.00 ¦ 21160 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦17.09.02¦97.690¦97.805¦97.790¦ 12.97 ¦ 22.18 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦18.09.02¦97.805¦97.850¦97.820¦ 12.95 ¦ 22.20 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦19.09.02¦97.809¦97.850¦97.830¦ 13.13 ¦116.57 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦20.09.02¦97.842¦97.850¦97.850¦ 13.15 ¦ 51.50 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦05.03.03 ¦18.09.02¦93.310¦94.320¦94.310¦ 13.10 ¦ 12.02 ¦ 21161 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦19.09.02¦94.311¦94.320¦94.311¦ 13.16 ¦ 36.16 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦20.09.02¦94.302¦94.325¦94.302¦ 13.28 ¦ 6.34 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦02.04.03 ¦17.09.02¦93.100¦93.100¦93.100¦ 13.73 ¦ 2.78 ¦ 21162 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦18.09.02¦93.270¦93.350¦93.285¦ 13.38 ¦ 96.38 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦19.09.02¦93.350¦93.350¦93.350¦ 13.33 ¦ 8.19 ¦ ¦
L---------+--------+------+------+------+-------+-------+---------
Торговля ОФЗ при суммарном объеме сделок за неделю 3662.981
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.)¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦18.09.02 ¦17.09.02¦ 3.70 ¦99.950¦99.960¦99.960¦ 19.25¦ 5.00¦ 27004 ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦09.10.02 ¦16.09.02¦ 1.90 ¦99.705¦99.705¦99.705¦ 14.93¦ 4.00¦ 27005 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦17.09.02¦ 1.90 ¦99.705¦99.790¦99.705¦ 14.83¦ 24.45¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦18.09.02¦ 1.90 ¦99.830¦99.880¦99.870¦ 13.29¦ 196.72¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦19.09.02¦ 2.00 ¦99.750¦99.820¦99.809¦ 13.14¦ 64.76¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦20.09.02¦ 2.00 ¦99.830¦99.900¦99.890¦ 12.13¦ 80.16¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦22.01.03 ¦16.09.02¦ 1.50 ¦99.015¦99.110¦99.110¦ 13.23¦ 6.04¦ 27006 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦17.09.02¦ 1.50 ¦99.080¦99.157¦99.080¦ 13.28¦ 8.84¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦18.09.02¦ 1.50 ¦99.000¦99.221¦99.130¦ 13.46¦ 122.88¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦19.09.02¦ 1.60 ¦98.991¦99.120¦99.100¦ 13.22¦ 24.42¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦20.09.02¦ 1.60 ¦99.050¦99.150¦99.051¦ 13.34¦ 5.51¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦05.02.03 ¦16.09.02¦ 1.10 ¦98.920¦98.970¦98.952¦ 13.43¦ 11.90¦ 27007 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦17.09.02¦ 1.10 ¦98.950¦98.980¦98.970¦ 13.47¦ 10.00¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦18.09.02¦ 1.20 ¦99.000¦99.020¦99.000¦ 13.17¦ 95.80¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦19.09.02¦ 1.20 ¦98.900¦99.050¦99.050¦ 13.34¦ 20.42¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦20.09.02¦ 1.20 ¦99.000¦99.150¦99.080¦ 13.00¦ 7.89¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦15.03.03 ¦16.09.02¦ 5.07 ¦98.000¦98.000¦98.000¦ 14.11¦ 1.00¦ 26001 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦18.09.02¦ 5.12 ¦98.200¦98.200¦98.200¦ 13.70¦ 2.00¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦19.09.02¦ 5.15 ¦98.290¦98.350¦98.350¦ 13.44¦ 7.30¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦20.09.02¦ 5.18 ¦98.350¦98.350¦98.350¦ 13.40¦ 1.20¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦21.05.03 ¦16.09.02¦ 0.70 ¦98.100¦98.100¦98.100¦ 13.67¦ 6.90¦ 27008 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦17.09.02¦ 0.70 ¦98.000¦98.060¦98.030¦ 13.82¦ 10.06¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦18.09.02¦ 0.80 ¦98.010¦98.120¦98.120¦ 13.70¦ 62.63¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦19.09.02¦ 0.80 ¦97.747¦98.200¦98.200¦ 13.73¦ 46.74¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦20.09.02¦ 0.80 ¦98.080¦98.265¦98.150¦ 13.48¦ 91.40¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦04.06.03 ¦16.09.02¦ 0.30 ¦97.950¦97.950¦97.950¦ 13.77¦ 2.18¦ 27009 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦17.09.02¦ 0.40 ¦97.800¦97.900¦97.800¦ 13.88¦ 18.92¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦18.09.02¦ 0.40 ¦97.980¦98.200¦98.188¦ 13.46¦ 51.06¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦19.09.02¦ 0.40 ¦97.643¦98.150¦98.150¦ 13.50¦ 0.92¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦20.09.02¦ 0.40 ¦97.900¦98.100¦97.900¦ 13.66¦ 25.72¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦17.09.03 ¦16.09.02¦ 3.60 ¦96.900¦96.900¦96.900¦ 14.12¦ 0.56¦ 27010 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦17.09.02¦ 3.70 ¦96.801¦96.910¦96.900¦ 14.04¦ 9.82¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦18.09.02¦ 0.00 ¦96.920¦97.160¦97.150¦ 13.93¦ 44.96¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦19.09.02¦ 0.00 ¦96.950¦97.200¦97.199¦ 13.94¦ 21.31¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦20.09.02¦ 0.10 ¦97.011¦97.150¦97.030¦ 13.88¦ 12.98¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦08.10.03 ¦16.09.02¦ 1.90 ¦96.000¦96.710¦96.000¦ 14.46¦ 2.00¦ 27011 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦17.09.02¦ 1.90 ¦96.019¦96.060¦96.060¦ 14.89¦ 0.02¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦18.09.02¦ 1.90 ¦96.200¦96.340¦96.290¦ 14.66¦ 46.93¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦19.09.02¦ 2.00 ¦96.000¦96.300¦96.240¦ 14.60¦ 3.94¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦20.09.02¦ 2.00 ¦96.150¦96.270¦96.200¦ 14.69¦ 7.65¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦19.11.03 ¦16.09.02¦ 3.20 ¦95.898¦95.898¦95.898¦ 14.39¦ 0.00¦ 27012 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦17.09.02¦ 3.20 ¦95.699¦95.750¦95.700¦ 14.64¦ 0.81¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦18.09.02¦ 3.30 ¦95.700¦95.920¦95.720¦ 14.54¦ 77.73¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦19.09.02¦ 3.30 ¦95.700¦95.720¦95.720¦ 14.59¦ 37.00¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦20.09.02¦ 3.30 ¦95.640¦95.709¦95.650¦ 14.68¦ 68.58¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦21.01.04 ¦16.09.02¦ 1.50 ¦95.170¦95.175¦95.170¦ 14.75¦ 28.06¦ 28001 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦17.09.02¦ 1.50 ¦95.170¦95.175¦95.170¦ 14.78¦ 9.89¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦18.09.02¦ 1.50 ¦95.200¦95.450¦95.300¦ 14.68¦ 54.20¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦19.09.02¦ 1.60 ¦95.010¦95.350¦95.300¦ 14.64¦ 4.27¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦20.09.02¦ 1.60 ¦95.175¦95.290¦95.175¦ 14.72¦ 24.54¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦04.02.04 ¦16.09.02¦ 1.53 ¦98.200¦98.200¦98.200¦ 14.37¦ 0.00¦ 27015 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦17.09.02¦ 1.57 ¦97.900¦97.900¦97.900¦ 14.64¦ 0.00¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦18.09.02¦ 1.61 ¦97.700¦97.890¦97.700¦ 14.82¦ 2.00¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦19.09.02¦ 1.65 ¦97.700¦97.700¦97.700¦ 14.82¦ 2.27¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦20.09.02¦ 1.69 ¦97.701¦97.890¦97.890¦ 14.80¦ 0.11¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦02.06.04 ¦16.09.02¦ 0.46 ¦97.000¦97.100¦97.000¦ 15.05¦ 28.02¦ 27013 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦17.09.02¦ 0.50 ¦96.480¦96.930¦96.810¦ 15.14¦ 34.35¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦18.09.02¦ 0.54 ¦97.240¦97.250¦97.240¦ 14.87¦ 5.83¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦19.09.02¦ 0.58 ¦97.150¦97.300¦97.150¦ 14.95¦ 0.95¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦20.09.02¦ 0.61 ¦97.100¦97.200¦97.200¦ 14.96¦ 3.00¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦04.08.04 ¦16.09.02¦ 1.53 ¦96.673¦96.673¦96.673¦ 14.98¦ 0.00¦ 27017 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦17.09.02¦ 1.57 ¦96.600¦96.650¦96.600¦ 15.02¦ 40.77¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦18.09.02¦ 1.61 ¦96.700¦96.755¦96.700¦ 14.95¦ 16.69¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦19.09.02¦ 1.65 ¦97.000¦97.000¦97.000¦ 14.75¦ 0.00¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦20.09.02¦ 1.69 ¦96.500¦96.800¦96.700¦ 15.02¦ 21.63¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦15.12.04 ¦16.09.02¦ 3.41 ¦96.000¦96.100¦96.000¦ 15.12¦ 6.00¦ 27014 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦17.09.02¦ 3.45 ¦95.700¦96.000¦95.900¦ 15.24¦ 15.06¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦18.09.02¦ 0.00 ¦96.100¦96.250¦96.250¦ 15.04¦ 20.08¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦19.09.02¦ 0.04 ¦96.300¦96.300¦96.300¦ 14.98¦ 0.27¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦20.09.02¦ 0.08 ¦96.150¦96.200¦96.200¦ 15.05¦ 7.09¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦15.03.05 ¦16.09.02¦ 5.07 ¦88.000¦88.000¦88.000¦ 16.12¦ 0.00¦ 26003 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦17.09.02¦ 5.10 ¦88.000¦88.000¦88.000¦ 16.12¦ 0.54¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦18.09.02¦ 5.12 ¦87.000¦88.000¦88.000¦ 16.21¦ 0.43¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦19.09.02¦ 5.15 ¦87.800¦88.000¦87.800¦ 16.25¦ 4.00¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦20.09.02¦ 5.18 ¦87.970¦88.000¦87.970¦ 16.14¦ 0.09¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦14.09.05 ¦16.09.02¦ 3.66 ¦95.080¦95.100¦95.080¦ 15.68¦ 13.59¦ 27018 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦17.09.02¦ 3.70 ¦94.850¦95.080¦94.850¦ 15.77¦ 7.60¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦19.09.02¦ 0.04 ¦95.050¦95.166¦95.166¦ 15.65¦ 253.65¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦20.09.02¦ 0.08 ¦95.160¦95.169¦95.164¦ 15.64¦ 151.87¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦15.11.06 ¦16.09.02¦ 1.07 ¦90.252¦90.325¦90.325¦ 17.03¦ 28.60¦ 45001 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦17.09.02¦ 1.11 ¦90.170¦90.301¦90.299¦ 17.03¦ 118.99¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦18.09.02¦ 1.15 ¦90.250¦90.385¦90.371¦ 17.00¦ 657.46¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦19.09.02¦ 1.19 ¦90.380¦90.565¦90.500¦ 16.93¦ 295.44¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦20.09.02¦ 1.23 ¦90.500¦90.550¦90.600¦ 16.89¦ 62.07¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦10.09.08 ¦18.09.02¦ 0.00 ¦83.150¦83.300¦83.184¦ 17.79¦ 111.62¦ 46001 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦19.09.02¦ 0.04 ¦83.250¦83.271¦83.271¦ 17.72¦ 116.22¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦20.09.02¦ 0.08 ¦83.273¦83.283¦83.283¦ 17.71¦ 164.65¦ ¦
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 ¦ 68 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2002 ¦ 68 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 25.11.2002 ¦ 66 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2003 ¦ 176 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2003 ¦ 176 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2003 ¦ 176 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2002 ¦ 68 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 25.11.2002 ¦ 66 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 26.11.2002 ¦ 67 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 28.11.2002 ¦ 69 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 29.11.2002 ¦ 70 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27005 ¦ 09.10.2002 ¦ 19 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 23.10.2002 ¦ 33 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 06.11.2002 ¦ 47 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 20.11.2002 ¦ 61 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 04.12.2002 ¦ 75 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 18.12.2002 ¦ 89 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 09.10.2002 ¦ 19 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 20.11.2002 ¦ 61 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 04.12.2002 ¦ 75 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 18.12.2002 ¦ 89 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 06.11.2002 ¦ 47 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 20.11.2002 ¦ 61 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 06.11.2002 ¦ 47 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 18.12.2002 ¦ 89 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 23.10.2002 ¦ 33 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 20.11.2002 ¦ 61 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 18.12.2002 ¦ 89 ¦ 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¦ 47¦ 1 ¦ 28 ¦ ¦ 5072.010¦ 927.990¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21160 ¦22.05.02¦20.11.02¦ 61¦ 1 ¦ 34 ¦ ¦ 4792.449¦ 207.551¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21161 ¦17.07.02¦05.03.03¦ 166¦ 2 ¦ 9 ¦ ¦ 6781.117¦ 2218.883¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21162 ¦04.09.02¦02.04.03¦ 194¦ 1 ¦ 3 ¦ ¦ 3638.819¦ 361.181¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 68¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 433¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 1158¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 176¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 542¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 907¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 799¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1522¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1887¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2253¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2618¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 19¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 124¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 138¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 243¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 257¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 362¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 383¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 425¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 621¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 817¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 502¦ 2 ¦ 54 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 334¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 684¦ 2 ¦ 58 ¦ ¦ 10126.000¦ 1874.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 1090¦ 2 ¦ 38 ¦ ¦ 13240.797¦ 759.203¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 488¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1517¦ 3 ¦ 41 ¦ ¦ 13933.739¦ 5066.261¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 2182¦ 1 ¦ 3 ¦ ¦ 1795.164¦ 5204.836¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ Итого :¦ ¦187567.422¦35010.151¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦16.09.02¦17.09.02¦18.09.02¦19.09.02¦20.09.02¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 13.13 ¦ 13.27 ¦ 13.16 ¦ 13.21 ¦ 13.14 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 13.15 ¦ 13.26 ¦ 13.23 ¦ 13.26 ¦ 13.20 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 17.03 ¦ 17.03 ¦ 17.09 ¦ 17.03 ¦ 17.01 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 14.73 ¦ 14.86 ¦ 14.79 ¦ 14.75 ¦ 14.79 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 13.13 ¦ 13.21 ¦ 13.31 ¦ 13.16 ¦ 13.19 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 14.12 ¦ 16.24 ¦ 14.94 ¦ 15.44 ¦ 14.08 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 17.03 ¦ 17.03 ¦ 17.14 ¦ 17.20 ¦ 17.53 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 15.01 ¦ 14.95 ¦ 14.23 ¦ 15.41 ¦ 15.12 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.11 ¦ 0.18 ¦ 0.80 ¦ 0.80 ¦ 0.29 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.05 ¦ 0.03 ¦ 0.12 ¦ 0.57 ¦ 0.07 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.21 ¦ 0.85 ¦ 4.96 ¦ 2.60 ¦ 1.36 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.07 ¦ 0.13 ¦ 0.54 ¦ 0.32 ¦ 0.34 ¦
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---------¬
¦ ¦ 16.09.02¦ 17.09.02¦ 18.09.02¦ 19.09.02¦ 20.09.02¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦191067.78¦191067.78¦186951.63¦187312.37¦187567.42¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 20278.40¦ 20278.40¦ 20278.40¦ 20284.40¦ 20284.40¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2061.17¦ 2061.17¦ 2061.17¦ 2061.17¦ 2061.17¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 13933.74¦ 13933.74¦ 15448.03¦ 15564.26¦ 15728.90¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦154794.48¦154794.48¦149164.03¦149402.56¦149492.96¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦187973.99¦187874.86¦182176.41¦182653.52¦182911.69¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 19420.68¦ 19426.29¦ 19456.77¦ 19465.08¦ 19474.39¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1980.94¦ 1981.44¦ 1980.65¦ 1980.65¦ 1983.38¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 12731.81¦ 12735.72¦ 14009.97¦ 14135.43¦ 14289.19¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦153840.55¦153731.42¦146729.03¦147072.35¦147164.73¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 391.42¦ 390.29¦ 430.10¦ 430.46¦ 430.35¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 119.03¦ 118.04¦ 117.10¦ 116.13¦ 115.09¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 511.79¦ 510.98¦ 509.99¦ 509.12¦ 508.78¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 988.35¦ 987.33¦ 1019.73¦ 1021.38¦ 1023.72¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 374.85¦ 373.67¦ 414.23¦ 414.21¦ 413.39¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный
по объемам в обращении.
Департамент операций
на открытом рынке
Банка России
|
