ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 13 сентября 2002 г. N 35
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 268.551
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 ¦09.09.02¦98.000¦98.150¦98.150¦ 12.41 ¦ 6.80 ¦ 21159 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦11.09.02¦98.148¦98.160¦98.148¦ 12.25 ¦ 5.90 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦12.09.02¦98.150¦98.160¦98.160¦ 12.45 ¦ 7.11 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦13.09.02¦98.127¦98.170¦98.134¦ 12.83 ¦ 3.90 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦20.11.02 ¦09.09.02¦97.697¦97.697¦97.697¦ 11.95 ¦ 0.00 ¦ 21160 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦10.09.02¦97.600¦97.680¦97.610¦ 12.59 ¦ 36.74 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦11.09.02¦97.648¦97.650¦97.650¦ 12.55 ¦ 8.00 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦12.09.02¦97.690¦97.710¦97.690¦ 12.49 ¦ 40.18 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦13.09.02¦97.620¦97.690¦97.690¦ 13.02 ¦ 29.28 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦05.03.03 ¦09.09.02¦93.987¦93.987¦93.987¦ 13.19 ¦ 1.00 ¦ 21161 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦10.09.02¦94.000¦94.000¦94.000¦ 13.24 ¦ 0.94 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦11.09.02¦94.048¦94.052¦94.048¦ 13.20 ¦ 1.22 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦02.04.03 ¦09.09.02¦93.030¦93.037¦93.037¦ 13.33 ¦100.00 ¦ 21162 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦10.09.02¦93.071¦93.071¦93.071¦ 13.32 ¦ 21.49 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦12.09.02¦92.952¦93.024¦92.952¦ 13.63 ¦ 6.00 ¦ ¦
L---------+--------+------+------+------+-------+-------+---------
Торговля ОФЗ при суммарном объеме сделок за неделю 2017.857
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.) ¦ ¦ ¦ ¦ ¦ ¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦18.09.02 ¦09.09.02¦ 3.30 ¦100.180¦100.180¦100.180¦ 8.99¦ 13.33¦ 27004 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.09.02¦ 3.40 ¦100.100¦100.149¦100.100¦ 10.59¦ 15.12¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.09.02¦ 3.50 ¦100.000¦100.040¦100.040¦ 10.89¦ 300.22¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.09.02¦ 3.50 ¦100.001¦100.071¦100.040¦ 11.93¦ 118.66¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦09.10.02 ¦09.09.02¦ 1.70 ¦ 99.780¦ 99.820¦ 99.820¦ 12.72¦ 45.21¦ 27005 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.09.02¦ 1.70 ¦ 99.830¦ 99.875¦ 99.875¦ 12.59¦ 25.86¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.09.02¦ 1.70 ¦ 99.830¦ 99.890¦ 99.890¦ 12.88¦ 20.50¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.09.02¦ 1.80 ¦ 99.790¦ 99.830¦ 99.830¦ 12.42¦ 33.78¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.09.02¦ 1.80 ¦ 99.808¦ 99.850¦ 99.808¦ 12.70¦ 9.05¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦22.01.03 ¦10.09.02¦ 1.30 ¦ 98.800¦ 98.800¦ 98.800¦ 14.15¦ 0.02¦ 27006 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.09.02¦ 1.30 ¦ 98.900¦ 98.950¦ 98.900¦ 13.91¦ 8.67¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.09.02¦ 1.40 ¦ 99.000¦ 99.000¦ 99.000¦ 13.43¦ 10.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.09.02¦ 1.40 ¦ 99.011¦ 99.012¦ 99.011¦ 13.50¦ 2.58¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦05.02.03 ¦10.09.02¦ 0.90 ¦ 98.890¦ 98.890¦ 98.890¦ 13.59¦ 0.19¦ 27007 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.09.02¦ 1.00 ¦ 98.700¦ 98.880¦ 98.750¦ 13.70¦ 11.20¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.09.02¦ 1.00 ¦ 98.880¦ 98.900¦ 98.900¦ 13.50¦ 18.10¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.09.02¦ 1.00 ¦ 98.890¦ 98.914¦ 98.901¦ 13.56¦ 4.34¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦15.03.03 ¦12.09.02¦ 4.96 ¦ 97.330¦ 98.000¦ 97.800¦ 14.26¦ 23.97¦ 26001 ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦21.05.03 ¦09.09.02¦ 0.50 ¦ 98.109¦ 98.125¦ 98.120¦ 13.57¦ 18.30¦ 27008 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.09.02¦ 0.50 ¦ 98.100¦ 98.101¦ 98.100¦ 13.65¦ 10.08¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.09.02¦ 0.60 ¦ 97.820¦ 98.050¦ 97.850¦ 13.81¦ 24.33¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.09.02¦ 0.60 ¦ 97.900¦ 98.000¦ 98.000¦ 13.90¦ 25.72¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.09.02¦ 0.60 ¦ 98.000¦ 98.000¦ 98.000¦ 13.83¦ 4.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦04.06.03 ¦09.09.02¦ 0.10 ¦ 98.000¦ 98.040¦ 98.018¦ 13.58¦ 3.51¦ 27009 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.09.02¦ 0.20 ¦ 97.801¦ 98.050¦ 97.801¦ 13.55¦ 1.12¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.09.02¦ 0.20 ¦ 97.801¦ 97.820¦ 97.820¦ 13.89¦ 12.34¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.09.02¦ 0.20 ¦ 97.800¦ 97.900¦ 97.832¦ 13.90¦ 12.56¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.09.02¦ 0.20 ¦ 97.836¦ 97.840¦ 97.840¦ 13.95¦ 21.31¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦20.08.03 ¦13.09.02¦ 0.95 ¦ 99.500¦ 99.500¦ 99.500¦ 13.86¦ 0.13¦ 27016 ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦17.09.03 ¦09.09.02¦ 3.30 ¦ 96.951¦ 97.129¦ 96.951¦ 13.96¦ 3.12¦ 27010 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.09.02¦ 3.40 ¦ 96.800¦ 97.080¦ 96.800¦ 14.09¦ 11.76¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.09.02¦ 3.40 ¦ 96.800¦ 96.920¦ 96.800¦ 14.22¦ 52.94¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.09.02¦ 3.50 ¦ 96.811¦ 97.000¦ 96.811¦ 14.07¦ 7.22¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦08.10.03 ¦09.09.02¦ 1.70 ¦ 96.082¦ 96.370¦ 96.360¦ 14.44¦ 5.03¦ 27011 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.09.02¦ 1.70 ¦ 96.100¦ 96.400¦ 96.100¦ 14.56¦ 3.13¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.09.02¦ 1.70 ¦ 96.000¦ 96.203¦ 96.150¦ 14.79¦ 13.94¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.09.02¦ 1.80 ¦ 96.100¦ 96.100¦ 96.100¦ 14.71¦ 2.07¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.09.02¦ 1.80 ¦ 96.120¦ 96.160¦ 96.160¦ 14.72¦ 0.04¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦19.11.03 ¦09.09.02¦ 3.00 ¦ 95.600¦ 95.940¦ 95.800¦ 14.50¦ 15.60¦ 27012 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.09.02¦ 3.00 ¦ 95.500¦ 95.800¦ 95.800¦ 14.58¦ 40.06¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.09.02¦ 3.10 ¦ 95.500¦ 95.680¦ 95.600¦ 14.61¦ 7.80¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.09.02¦ 3.10 ¦ 95.550¦ 95.640¦ 95.640¦ 14.64¦ 2.17¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.09.02¦ 3.10 ¦ 95.600¦ 95.650¦ 95.640¦ 14.66¦ 5.26¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦21.01.04 ¦09.09.02¦ 1.30 ¦ 95.000¦ 95.410¦ 95.104¦ 14.60¦ 35.41¦ 28001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.09.02¦ 1.30 ¦ 95.100¦ 95.345¦ 95.330¦ 14.63¦ 27.29¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.09.02¦ 1.30 ¦ 95.000¦ 95.250¦ 95.001¦ 14.79¦ 4.81¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.09.02¦ 1.40 ¦ 95.100¦ 95.260¦ 95.100¦ 14.63¦ 21.59¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.09.02¦ 1.40 ¦ 95.163¦ 95.180¦ 95.174¦ 14.74¦ 15.55¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦04.02.04 ¦09.09.02¦ 1.27 ¦ 97.950¦ 98.200¦ 98.200¦ 14.53¦ 0.31¦ 27015 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.09.02¦ 1.30 ¦ 97.500¦ 98.100¦ 98.050¦ 14.91¦ 0.17¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.09.02¦ 1.34 ¦ 98.000¦ 98.000¦ 98.000¦ 14.56¦ 12.86¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.09.02¦ 1.38 ¦ 97.800¦ 97.800¦ 97.800¦ 14.74¦ 8.02¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.09.02¦ 1.42 ¦ 98.100¦ 98.100¦ 98.100¦ 14.47¦ 0.15¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦15.03.04 ¦12.09.02¦ 4.96 ¦ 93.000¦ 93.298¦ 93.200¦ 15.28¦ 13.80¦ 26002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.09.02¦ 4.99 ¦ 93.250¦ 93.250¦ 93.250¦ 15.21¦ 0.48¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦02.06.04 ¦09.09.02¦ 0.19 ¦ 97.283¦ 97.350¦ 97.283¦ 14.85¦ 5.02¦ 27013 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.09.02¦ 0.23 ¦ 97.210¦ 97.210¦ 97.210¦ 14.91¦ 1.46¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.09.02¦ 0.27 ¦ 97.200¦ 97.230¦ 97.200¦ 14.92¦ 9.47¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.09.02¦ 0.31 ¦ 97.100¦ 97.350¦ 97.150¦ 14.96¦ 10.99¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.09.02¦ 0.35 ¦ 97.100¦ 97.100¦ 97.100¦ 14.99¦ 1.23¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦04.08.04 ¦09.09.02¦ 1.27 ¦ 96.700¦ 96.709¦ 96.709¦ 14.96¦ 146.76¦ 27017 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.09.02¦ 1.30 ¦ 96.700¦ 96.708¦ 96.700¦ 14.96¦ 42.97¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.09.02¦ 1.34 ¦ 96.650¦ 96.701¦ 96.650¦ 14.99¦ 27.62¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.09.02¦ 1.38 ¦ 96.669¦ 96.697¦ 96.696¦ 14.97¦ 49.80¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.09.02¦ 1.42 ¦ 96.680¦ 96.698¦ 96.697¦ 14.97¦ 39.91¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦15.12.04 ¦09.09.02¦ 3.15 ¦ 96.201¦ 96.201¦ 96.201¦ 15.05¦ 0.06¦ 27014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.09.02¦ 3.18 ¦ 96.200¦ 96.200¦ 96.200¦ 15.05¦ 3.59¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.09.02¦ 3.22 ¦ 96.200¦ 96.200¦ 96.200¦ 15.05¦ 5.53¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.09.02¦ 3.26 ¦ 96.150¦ 96.200¦ 96.150¦ 15.07¦ 4.54¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.09.02¦ 3.30 ¦ 96.150¦ 96.200¦ 96.162¦ 15.07¦ 9.95¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦15.03.05 ¦09.09.02¦ 4.88 ¦ 87.500¦ 87.700¦ 87.700¦ 16.30¦ 0.12¦ 26003 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.09.02¦ 4.90 ¦ 87.600¦ 88.000¦ 87.800¦ 16.19¦ 0.24¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.09.02¦ 4.93 ¦ 87.500¦ 87.990¦ 87.500¦ 16.19¦ 8.38¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.09.02¦ 4.96 ¦ 88.000¦ 88.000¦ 88.000¦ 16.09¦ 0.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.09.02¦ 4.99 ¦ 87.580¦ 88.000¦ 88.000¦ 16.16¦ 0.13¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦14.09.05 ¦09.09.02¦ 3.37 ¦ 95.360¦ 95.400¦ 95.370¦ 15.54¦ 39.79¦ 27018 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.09.02¦ 3.41 ¦ 95.230¦ 95.399¦ 95.305¦ 15.58¦ 39.48¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.09.02¦ 3.45 ¦ 95.200¦ 95.250¦ 95.200¦ 15.62¦ 36.67¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.09.02¦ 3.49 ¦ 95.170¦ 95.200¦ 95.200¦ 15.63¦ 7.33¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.09.02¦ 3.54 ¦ 95.165¦ 95.210¦ 95.172¦ 15.63¦ 58.85¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦15.11.06 ¦09.09.02¦ 0.78 ¦ 90.310¦ 90.400¦ 90.400¦ 16.99¦ 15.95¦ 45001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.09.02¦ 0.82 ¦ 90.220¦ 90.280¦ 90.220¦ 17.05¦ 60.36¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.09.02¦ 0.86 ¦ 90.120¦ 90.250¦ 90.120¦ 17.07¦ 23.84¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.09.02¦ 0.90 ¦ 90.155¦ 90.219¦ 90.185¦ 17.09¦ 92.80¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.09.02¦ 0.95 ¦ 90.155¦ 90.180¦ 90.180¦ 17.09¦ 170.27¦ ¦
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 ¦ 75 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2002 ¦ 75 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 25.11.2002 ¦ 73 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2003 ¦ 183 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2003 ¦ 183 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2003 ¦ 183 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2002 ¦ 75 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 25.11.2002 ¦ 73 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 26.11.2002 ¦ 74 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 28.11.2002 ¦ 76 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 29.11.2002 ¦ 77 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27004 ¦ 18.09.2002 ¦ 5 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27005 ¦ 09.10.2002 ¦ 26 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 23.10.2002 ¦ 40 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 06.11.2002 ¦ 54 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 20.11.2002 ¦ 68 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 04.12.2002 ¦ 82 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 18.09.2002 ¦ 5 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 09.10.2002 ¦ 26 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 20.11.2002 ¦ 68 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 04.12.2002 ¦ 82 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 18.09.2002 ¦ 5 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 06.11.2002 ¦ 54 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 20.11.2002 ¦ 68 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 06.11.2002 ¦ 54 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 18.09.2002 ¦ 5 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 23.10.2002 ¦ 40 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 20.11.2002 ¦ 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¦ 54¦ 1 ¦ 28 ¦ ¦ 5072.010¦ 927.990¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21160 ¦22.05.02¦20.11.02¦ 68¦ 1 ¦ 34 ¦ ¦ 4792.449¦ 207.551¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21161 ¦17.07.02¦05.03.03¦ 173¦ 2 ¦ 9 ¦ ¦ 6781.117¦ 2218.883¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21162 ¦04.09.02¦02.04.03¦ 201¦ 1 ¦ 2 ¦ ¦ 3632.819¦ 367.181¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 75¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 440¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 1165¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 183¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 549¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 914¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 806¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1529¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1894¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2260¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2625¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 5¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 26¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 131¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 145¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 250¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 264¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 369¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 390¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 432¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 628¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 824¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 509¦ 2 ¦ 54 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 341¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 691¦ 2 ¦ 58 ¦ ¦ 10126.000¦ 1874.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 1097¦ 1 ¦ 36 ¦ ¦ 9000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 495¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1524¦ 3 ¦ 41 ¦ ¦ 13933.739¦ 5066.261¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ Итого :¦ ¦191067.780¦29498.543¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦09.09.02¦10.09.02¦11.09.02¦12.09.02¦13.09.02¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 12.97 ¦ 13.12 ¦ 13.05 ¦ 13.09 ¦ 13.21 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 13.25 ¦ 13.21 ¦ 13.19 ¦ 13.14 ¦ 13.18 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 16.99 ¦ 17.05 ¦ 17.07 ¦ 17.09 ¦ 17.09 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 14.61 ¦ 14.74 ¦ 14.79 ¦ 14.77 ¦ 14.76 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 13.31 ¦ 13.04 ¦ 12.58 ¦ 12.79 ¦ 13.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 16.30 ¦ 16.19 ¦ 16.19 ¦ 14.89 ¦ 15.49 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 16.99 ¦ 17.05 ¦ 17.07 ¦ 17.09 ¦ 17.09 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 14.97 ¦ 15.01 ¦ 14.89 ¦ 14.65 ¦ 15.22 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.52 ¦ 0.29 ¦ 0.08 ¦ 0.27 ¦ 0.17 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.01 ¦ 0.01 ¦ 0.39 ¦ 1.93 ¦ 0.03 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.11 ¦ 0.43 ¦ 0.17 ¦ 0.67 ¦ 1.22 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.21 ¦ 0.13 ¦ 0.17 ¦ 0.34 ¦ 0.19 ¦
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---------¬
¦ ¦ 09.09.02¦ 10.09.02¦ 11.09.02¦ 12.09.02¦ 13.09.02¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦191039.07¦191060.56¦191061.78¦191067.78¦191067.78¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 20255.69¦ 20277.17¦ 20278.40¦ 20278.40¦ 20278.40¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2061.17¦ 2061.17¦ 2061.17¦ 2061.17¦ 2061.17¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 13933.74¦ 13933.74¦ 13933.74¦ 13933.74¦ 13933.74¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦154788.48¦154788.48¦154788.48¦154794.48¦154794.48¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦187618.99¦187536.81¦187543.99¦187626.96¦187713.23¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 19387.98¦ 19406.03¦ 19416.82¦ 19416.11¦ 19412.07¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1971.29¦ 1974.03¦ 1974.69¦ 1978.58¦ 1977.97¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 12704.37¦ 12690.57¦ 12690.15¦ 12689.60¦ 12695.87¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦153555.35¦153466.18¦153462.33¦153542.67¦153627.32¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 398.43¦ 397.36¦ 396.36¦ 395.31¦ 394.35¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 125.97¦ 125.07¦ 124.06¦ 123.04¦ 122.05¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 516.19¦ 515.88¦ 515.19¦ 514.71¦ 513.74¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 995.51¦ 994.23¦ 993.14¦ 992.06¦ 991.07¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 381.92¦ 380.91¦ 379.94¦ 378.89¦ 377.90¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный
по объемам в обращении.
Департамент операций
на открытом рынке
Банка России
|
