ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 6 сентября 2002 г. N 34
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 184.134
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 ¦03.09.02¦97.860¦97.864¦97.860¦ 12.47 ¦ 2.50 ¦ 21159 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦04.09.02¦97.890¦97.970¦97.890¦ 12.25 ¦ 0.00 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦05.09.02¦97.980¦97.985¦97.980¦ 12.12 ¦ 2.00 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦20.11.02 ¦02.09.02¦97.370¦97.370¦97.370¦ 12.48 ¦ 7.28 ¦ 21160 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦03.09.02¦97.400¦97.420¦97.420¦ 12.42 ¦ 16.50 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦04.09.02¦97.444¦97.451¦97.451¦ 12.40 ¦ 50.53 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦05.09.02¦97.482¦97.483¦97.483¦ 12.40 ¦ 48.87 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦06.09.02¦97.500¦97.520¦97.500¦ 12.47 ¦ 21.59 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦05.03.03 ¦03.09.02¦93.570¦93.600¦93.570¦ 13.71 ¦ 1.70 ¦ 21161 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦04.09.02¦93.682¦93.741¦93.741¦ 13.45 ¦ 10.18 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦05.09.02¦93.840¦93.840¦93.840¦ 13.24 ¦ 12.52 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦06.09.02¦93.876¦93.876¦93.876¦ 13.23 ¦ 4.00 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦02.04.03 ¦05.09.02¦92.840¦92.947¦92.947¦ 13.40 ¦ 4.47 ¦ 21162 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦06.09.02¦92.900¦92.900¦92.900¦ 13.41 ¦ 2.00 ¦ ¦
L---------+--------+------+------+------+-------+-------+---------
Торговля ОФЗ при суммарном объеме сделок за неделю 2056.74
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 ¦02.09.02¦ 3.00 ¦100.030¦100.149¦100.149¦ 12.95¦ 12.11¦ 27004 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.09.02¦ 3.10 ¦100.100¦100.115¦100.115¦ 12.24¦ 230.47¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.09.02¦ 3.10 ¦100.109¦100.135¦100.135¦ 12.91¦ 39.07¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.09.02¦ 3.20 ¦100.052¦100.140¦100.140¦ 10.86¦ 54.24¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.09.02¦ 3.20 ¦100.130¦100.200¦100.165¦ 10.93¦ 24.07¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦09.10.02 ¦02.09.02¦ 1.50 ¦ 99.500¦ 99.920¦ 99.741¦ 13.08¦ 11.56¦ 27005 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.09.02¦ 1.50 ¦ 99.741¦ 99.950¦ 99.770¦ 13.02¦ 10.81¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.09.02¦ 1.50 ¦ 99.760¦ 99.800¦ 99.800¦ 13.28¦ 17.50¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.09.02¦ 1.60 ¦ 99.720¦ 99.800¦ 99.800¦ 12.38¦ 21.02¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.09.02¦ 1.60 ¦ 99.800¦ 99.850¦ 99.830¦ 12.30¦ 60.08¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦22.01.03 ¦02.09.02¦ 1.10 ¦ 98.450¦ 98.761¦ 98.761¦ 14.60¦ 0.08¦ 27006 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.09.02¦ 1.10 ¦ 99.100¦ 99.100¦ 99.100¦ 13.09¦ 0.50¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.09.02¦ 1.20 ¦ 98.801¦ 98.801¦ 98.801¦ 13.79¦ 0.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.09.02¦ 1.20 ¦ 98.921¦ 99.290¦ 99.000¦ 12.80¦ 4.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦05.02.03 ¦03.09.02¦ 0.70 ¦ 98.671¦ 98.800¦ 98.671¦ 13.76¦ 0.04¦ 27007 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.09.02¦ 0.80 ¦ 98.750¦ 98.900¦ 98.900¦ 13.67¦ 0.02¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.09.02¦ 0.80 ¦ 98.850¦ 99.200¦ 99.000¦ 13.04¦ 7.24¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦21.05.03 ¦04.09.02¦ 0.40 ¦ 97.801¦ 97.850¦ 97.850¦ 13.96¦ 0.56¦ 27008 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.09.02¦ 0.40 ¦ 97.650¦ 98.045¦ 98.045¦ 13.64¦ 2.68¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.09.02¦ 0.40 ¦ 98.100¦ 98.115¦ 98.101¦ 13.58¦ 5.32¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦04.06.03 ¦04.09.02¦ 0.00 ¦ 97.801¦ 97.950¦ 97.801¦ 13.82¦ 0.61¦ 27009 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.09.02¦ 0.00 ¦ 97.000¦ 98.300¦ 97.500¦ 13.58¦ 10.53¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.09.02¦ 0.10 ¦ 98.000¦ 98.000¦ 98.000¦ 13.46¦ 1.32¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦20.08.03 ¦02.09.02¦ 0.49 ¦ 99.000¦ 99.000¦ 99.000¦ 14.56¦ 1.00¦ 27016 ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦17.09.03 ¦02.09.02¦ 3.00 ¦ 96.981¦ 96.981¦ 96.981¦ 14.14¦ 5.00¦ 27010 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.09.02¦ 3.10 ¦ 96.900¦ 96.900¦ 96.900¦ 14.16¦ 10.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.09.02¦ 3.10 ¦ 96.900¦ 97.000¦ 96.901¦ 14.17¦ 17.06¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.09.02¦ 3.20 ¦ 97.000¦ 97.100¦ 97.100¦ 13.90¦ 4.09¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.09.02¦ 3.20 ¦ 97.030¦ 97.200¦ 97.150¦ 13.83¦ 10.26¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦08.10.03 ¦02.09.02¦ 1.50 ¦ 96.000¦ 96.070¦ 96.070¦ 14.69¦ 3.77¦ 27011 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.09.02¦ 1.50 ¦ 96.000¦ 96.100¦ 96.100¦ 14.70¦ 7.09¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.09.02¦ 1.50 ¦ 96.150¦ 96.200¦ 96.200¦ 14.60¦ 4.20¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.09.02¦ 1.60 ¦ 96.100¦ 96.360¦ 96.355¦ 14.37¦ 25.26¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.09.02¦ 1.60 ¦ 96.400¦ 96.400¦ 96.400¦ 14.34¦ 15.75¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦19.11.03 ¦02.09.02¦ 2.80 ¦ 95.600¦ 95.600¦ 95.600¦ 14.58¦ 0.20¦ 27012 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.09.02¦ 2.90 ¦ 95.200¦ 95.265¦ 95.265¦ 14.87¦ 0.18¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.09.02¦ 2.90 ¦ 95.500¦ 95.750¦ 95.750¦ 14.47¦ 21.66¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.09.02¦ 2.90 ¦ 94.690¦ 95.900¦ 95.700¦ 14.32¦ 5.73¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.09.02¦ 2.90 ¦ 95.750¦ 95.900¦ 95.900¦ 14.43¦ 18.53¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦21.01.04 ¦02.09.02¦ 1.10 ¦ 95.000¦ 95.200¦ 95.200¦ 14.65¦ 17.13¦ 28001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.09.02¦ 1.10 ¦ 94.732¦ 96.180¦ 94.801¦ 14.89¦ 8.52¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.09.02¦ 1.20 ¦ 95.200¦ 95.350¦ 95.300¦ 14.52¦ 6.09¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.09.02¦ 1.20 ¦ 95.250¦ 95.300¦ 95.300¦ 14.55¦ 0.80¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.09.02¦ 1.20 ¦ 95.050¦ 95.310¦ 95.050¦ 14.56¦ 0.82¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦04.02.04 ¦02.09.02¦ 1.00 ¦ 97.870¦ 97.870¦ 97.870¦ 14.68¦ 0.50¦ 27015 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.09.02¦ 1.04 ¦ 97.900¦ 98.000¦ 97.900¦ 14.57¦ 22.41¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.09.02¦ 1.07 ¦ 97.800¦ 97.800¦ 97.800¦ 14.74¦ 0.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.09.02¦ 1.11 ¦ 97.900¦ 97.900¦ 97.900¦ 14.65¦ 0.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.09.02¦ 1.15 ¦ 98.000¦ 98.100¦ 98.070¦ 14.51¦ 11.26¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦15.03.04 ¦02.09.02¦ 4.69 ¦ 93.000¦ 93.250¦ 93.250¦ 15.18¦ 0.30¦ 26002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.09.02¦ 4.77 ¦ 93.000¦ 93.000¦ 93.000¦ 15.35¦ 0.05¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.09.02¦ 4.80 ¦ 93.000¦ 93.000¦ 93.000¦ 15.35¦ 0.01¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦02.06.04 ¦02.09.02¦ 3.41 ¦ 97.113¦ 97.113¦ 97.113¦ 14.99¦ 33.00¦ 27013 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.09.02¦ 3.45 ¦ 97.113¦ 97.200¦ 97.200¦ 14.96¦ 11.01¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.09.02¦ 0.00 ¦ 97.200¦ 97.209¦ 97.200¦ 14.92¦ 61.33¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.09.02¦ 0.04 ¦ 97.170¦ 97.500¦ 97.220¦ 14.93¦ 22.75¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.09.02¦ 0.08 ¦ 97.250¦ 97.280¦ 97.278¦ 14.87¦ 30.97¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦04.08.04 ¦02.09.02¦ 1.00 ¦ 96.460¦ 96.560¦ 96.560¦ 15.09¦ 42.21¦ 20717 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.09.02¦ 1.04 ¦ 96.500¦ 96.609¦ 96.609¦ 15.06¦ 10.09¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.09.02¦ 1.07 ¦ 96.600¦ 96.626¦ 96.622¦ 15.02¦ 45.23¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.09.02¦ 1.11 ¦ 96.647¦ 96.670¦ 96.670¦ 14.99¦ 318.43¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.09.02¦ 1.15 ¦ 96.674¦ 96.693¦ 96.693¦ 14.97¦ 295.08¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦15.12.04 ¦02.09.02¦ 2.88 ¦ 96.169¦ 96.169¦ 96.169¦ 15.07¦ 0.50¦ 27014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.09.02¦ 2.95 ¦ 96.200¦ 96.230¦ 96.200¦ 15.03¦ 29.17¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.09.02¦ 2.99 ¦ 96.230¦ 96.300¦ 96.300¦ 15.01¦ 13.83¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.09.02¦ 3.03 ¦ 96.300¦ 96.300¦ 96.300¦ 14.99¦ 12.50¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦15.03.05 ¦02.09.02¦ 4.69 ¦ 87.000¦ 87.700¦ 87.700¦ 16.31¦ 0.37¦ 26003 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.09.02¦ 4.71 ¦ 87.900¦ 87.900¦ 87.900¦ 16.09¦ 0.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.09.02¦ 4.74 ¦ 87.980¦ 87.980¦ 87.980¦ 16.05¦ 0.02¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.09.02¦ 4.77 ¦ 87.600¦ 87.968¦ 87.968¦ 16.15¦ 0.11¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.09.02¦ 4.80 ¦ 87.970¦ 88.000¦ 88.000¦ 16.07¦ 8.23¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦14.09.05 ¦02.09.02¦ 3.08 ¦ 95.180¦ 95.300¦ 95.300¦ 15.60¦ 28.37¦ 27018 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.09.02¦ 3.12 ¦ 95.100¦ 95.300¦ 95.300¦ 15.61¦ 30.25¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.09.02¦ 3.17 ¦ 95.250¦ 95.300¦ 95.250¦ 15.59¦ 13.48¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.09.02¦ 3.21 ¦ 95.300¦ 95.399¦ 95.399¦ 15.55¦ 7.03¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.09.02¦ 3.25 ¦ 95.350¦ 95.440¦ 95.440¦ 15.54¦ 3.21¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦15.11.06 ¦02.09.02¦ 0.49 ¦ 90.250¦ 90.285¦ 90.285¦ 17.06¦ 32.52¦ 45001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.09.02¦ 0.53 ¦ 90.090¦ 90.299¦ 90.280¦ 17.08¦ 123.64¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.09.02¦ 0.58 ¦ 90.287¦ 90.330¦ 90.330¦ 17.04¦ 67.22¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.09.02¦ 0.62 ¦ 90.313¦ 90.440¦ 90.400¦ 17.00¦ 49.75¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.09.02¦ 0.66 ¦ 90.390¦ 90.409¦ 90.400¦ 16.99¦ 34.99¦ ¦
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 ¦ 82 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2002 ¦ 82 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 25.11.2002 ¦ 80 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2003 ¦ 190 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2003 ¦ 190 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2003 ¦ 190 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2002 ¦ 82 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 25.11.2002 ¦ 80 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 26.11.2002 ¦ 81 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 28.11.2002 ¦ 83 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 29.11.2002 ¦ 84 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27004 ¦ 18.09.2002 ¦ 12 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27005 ¦ 09.10.2002 ¦ 33 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 23.10.2002 ¦ 47 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 06.11.2002 ¦ 61 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 20.11.2002 ¦ 75 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 04.12.2002 ¦ 89 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 18.09.2002 ¦ 12 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 09.10.2002 ¦ 33 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 20.11.2002 ¦ 75 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 04.12.2002 ¦ 89 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 18.09.2002 ¦ 12 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 06.11.2002 ¦ 61 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 20.11.2002 ¦ 75 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 06.11.2002 ¦ 61 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 18.09.2002 ¦ 12 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 23.10.2002 ¦ 47 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 20.11.2002 ¦ 75 ¦ 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¦ 61¦ 1 ¦ 28 ¦ ¦ 5072.010¦ 927.990¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21160 ¦22.05.02¦20.11.02¦ 75¦ 1 ¦ 34 ¦ ¦ 4792.449¦ 207.551¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21161 ¦17.07.02¦05.03.03¦ 180¦ 2 ¦ 7 ¦ ¦ 6778.895¦ 2221.105¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21162 ¦04.09.02¦02.04.03¦ 208¦ 1 ¦ ¦ ¦ 3511.331¦ 488.669¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 82¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 447¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 1172¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 190¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 556¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 921¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 813¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1536¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1901¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2267¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2632¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 12¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 33¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 138¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 152¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 257¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 271¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 376¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 397¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 439¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 635¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 831¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 516¦ 2 ¦ 54 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 348¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 698¦ 2 ¦ 56 ¦ ¦ 9985.658¦ 2014.342¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 1104¦ 1 ¦ 36 ¦ ¦ 9000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 502¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1531¦ 3 ¦ 41 ¦ ¦ 13933.739¦ 5066.261¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ Итого :¦ ¦190803.728¦29762.595¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦02.09.02¦03.09.02¦04.09.02¦05.09.02¦06.09.02¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 13.05 ¦ 13.24 ¦ 13.17 ¦ 13.03 ¦ 13.01 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 13.27 ¦ 13.10 ¦ 13.08 ¦ 13.15 ¦ 13.09 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 17.06 ¦ 17.08 ¦ 17.04 ¦ 17.00 ¦ 16.99 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 14.83 ¦ 14.74 ¦ 14.76 ¦ 14.64 ¦ 14.59 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 12.48 ¦ 12.64 ¦ 12.73 ¦ 12.79 ¦ 12.80 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 15.92 ¦ 16.09 ¦ 16.05 ¦ 15.96 ¦ 16.06 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 17.06 ¦ 17.08 ¦ 17.04 ¦ 17.00 ¦ 16.99 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 15.15 ¦ 15.00 ¦ 14.94 ¦ 14.93 ¦ 14.87 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.04 ¦ 0.13 ¦ 0.31 ¦ 0.34 ¦ 0.14 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.03 ¦ 0.00 ¦ 0.00 ¦ 0.01 ¦ 0.39 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.23 ¦ 0.89 ¦ 0.48 ¦ 0.36 ¦ 0.25 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.10 ¦ 0.23 ¦ 0.17 ¦ 0.32 ¦ 0.32 ¦
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---------¬
¦ ¦ 02.09.02¦ 03.09.02¦ 04.09.02¦ 05.09.02¦ 06.09.02¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦186663.15¦186663.15¦190197.53¦190506.65¦190803.73¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 16626.84¦ 16626.84¦ 20138.17¦ 20150.69¦ 20154.69¦
+----------------------+---------+---------+---------+---------+---------+
¦ 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 ¦154041.40¦154041.40¦154064.46¦154361.06¦154654.14¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦183681.03¦183754.51¦186265.65¦186806.75¦187227.71¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 15944.52¦ 15959.64¦ 19232.53¦ 19260.15¦ 19268.17¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1967.25¦ 1972.16¦ 1973.56¦ 1971.74¦ 1974.13¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 12644.17¦ 12644.87¦ 12662.70¦ 12680.54¦ 12687.64¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦153125.09¦153177.85¦152396.87¦152894.31¦153297.76¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 406.02¦ 404.98¦ 402.68¦ 402.00¦ 401.37¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 116.26¦ 115.28¦ 130.51¦ 129.57¦ 128.58¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 521.06¦ 521.16¦ 520.60¦ 519.53¦ 519.16¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 1002.19¦ 1001.12¦ 1000.30¦ 999.48¦ 998.50¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 385.49¦ 384.46¦ 385.84¦ 385.25¦ 384.72¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный
по объемам в обращении.
Департамент операций
на открытом рынке
Банка России
|
