ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 16 августа 2002 г. N 31
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 542.136
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. ¦(% год.)¦руб. по¦(спра- ¦
¦ ¦ ¦ ¦ ¦ ¦ ¦номин.)¦вочно) ¦
+---------+--------+------+------+------+--------+-------+-------+
¦21.08.02 ¦12.08.02¦99.750¦99.765¦99.765¦ 9.80¦ 8.00¦ 21158¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦13.08.02¦99.760¦99.775¦99.760¦ 10.84¦ 27.07¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦14.08.02¦99.795¦99.824¦99.824¦ 9.40¦ 23.17¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦15.08.02¦99.850¦99.900¦99.850¦ 8.41¦ 10.00¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦16.08.02¦99.875¦99.910¦99.910¦ 7.82¦ 9.00¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦06.11.02 ¦12.08.02¦97.250¦97.250¦97.250¦ 12.00¦ 10.00¦ 21159¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦13.08.02¦97.230¦97.230¦97.230¦ 12.23¦ 15.00¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦14.08.02¦97.300¦97.360¦97.360¦ 11.89¦ 5.00¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦16.08.02¦97.420¦97.420¦97.420¦ 11.79¦ 0.02¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦20.11.02 ¦12.08.02¦96.680¦96.730¦96.680¦ 12.53¦ 95.60¦ 21160¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦13.08.02¦96.647¦96.650¦96.650¦ 12.78¦ 117.70¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦14.08.02¦96.690¦96.695¦96.695¦ 12.74¦ 111.40¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦15.08.02¦96.710¦96.780¦96.720¦ 12.77¦ 27.82¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦16.08.02¦96.760¦96.779¦96.760¦ 12.73¦ 2.60¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦05.03.03 ¦13.08.02¦93.152¦93.153¦93.153¦ 13.15¦ 11.99¦ 21161¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦14.08.02¦93.185¦93.186¦93.186¦ 13.15¦ 32.44¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦15.08.02¦93.216¦93.218¦93.218¦ 13.15¦ 35.35¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 1083.619
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. ¦выпус-¦
¦ ¦ ¦доход ¦ мин. ¦ макс. ¦ закр. ¦(% ¦ руб. ¦ка ¦
¦ ¦ ¦(% от ¦ ¦ ¦ ¦год.) ¦ по ¦(спра-¦
¦ ¦ ¦номин.)¦ ¦ ¦ ¦ ¦номин.)¦вочно)¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦18.09.02 ¦12.08.02¦ 2.20 ¦100.300¦100.380¦100.300¦ 12.11¦ 2.59¦ 27004¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.08.02¦ 2.20 ¦100.100¦100.300¦100.100¦ 12.54¦ 1.20¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.08.02¦ 2.30 ¦100.100¦100.270¦100.270¦ 12.10¦ 29.22¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.08.02¦ 2.30 ¦100.255¦100.330¦100.330¦ 12.31¦ 15.14¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.08.02¦ 2.40 ¦100.240¦100.270¦100.259¦ 11.72¦ 50.73¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦09.10.02 ¦12.08.02¦ 0.90 ¦ 99.790¦ 99.830¦ 99.800¦ 11.80¦ 23.47¦ 27005¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.08.02¦ 0.90 ¦ 99.800¦ 99.820¦ 99.801¦ 12.01¦ 6.78¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.08.02¦ 1.00 ¦ 99.800¦ 99.820¦ 99.820¦ 11.38¦ 31.33¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.08.02¦ 1.00 ¦ 99.810¦ 99.820¦ 99.820¦ 11.63¦ 8.44¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.08.02¦ 1.00 ¦ 99.600¦ 99.751¦ 99.745¦ 12.37¦ 69.78¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦22.01.03 ¦12.08.02¦ 0.50 ¦ 99.000¦ 99.000¦ 99.000¦ 12.99¦ 0.30¦ 27006¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.08.02¦ 0.50 ¦ 99.000¦ 99.000¦ 99.000¦ 13.08¦ 14.58¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.08.02¦ 0.60 ¦ 98.830¦ 98.950¦ 98.950¦ 13.04¦ 0.50¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.08.02¦ 0.60 ¦ 99.110¦ 99.160¦ 99.150¦ 12.63¦ 20.89¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.08.02¦ 0.60 ¦ 99.010¦ 99.150¦ 99.100¦ 12.83¦ 21.28¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦05.02.03 ¦12.08.02¦ 0.10 ¦ 99.000¦ 99.099¦ 99.000¦ 12.69¦ 1.77¦ 27007¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.08.02¦ 0.20 ¦ 98.820¦ 98.851¦ 98.851¦ 13.07¦ 2.54¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.08.02¦ 0.20 ¦ 98.850¦ 99.050¦ 99.000¦ 13.00¦ 6.50¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.08.02¦ 0.20 ¦ 99.000¦ 99.050¦ 99.050¦ 12.78¦ 1.32¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.08.02¦ 0.20 ¦ 99.000¦ 99.000¦ 99.000¦ 12.91¦ 0.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦21.05.03 ¦12.08.02¦ 3.30 ¦ 98.150¦ 98.200¦ 98.200¦ 13.40¦ 26.74¦ 27008¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.08.02¦ 3.40 ¦ 98.100¦ 98.100¦ 98.100¦ 13.38¦ 17.77¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.08.02¦ 3.40 ¦ 97.900¦ 98.050¦ 98.050¦ 13.60¦ 2.68¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.08.02¦ 3.50 ¦ 98.000¦ 98.200¦ 98.200¦ 13.33¦ 13.26¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.08.02¦ 3.50 ¦ 97.000¦ 98.000¦ 98.000¦ 14.97¦ 2.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.06.03 ¦13.08.02¦ 2.80 ¦ 97.960¦ 98.100¦ 98.100¦ 13.62¦ 18.33¦ 27009¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.08.02¦ 2.80 ¦ 97.500¦ 97.961¦ 97.500¦ 14.29¦ 8.50¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.08.02¦ 2.90 ¦ 97.780¦ 98.000¦ 98.000¦ 13.83¦ 6.80¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.08.02¦ 2.90 ¦ 97.900¦ 97.900¦ 97.900¦ 13.86¦ 0.01¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.08.03 ¦13.08.02¦ 3.41 ¦ 99.000¦ 99.500¦ 99.000¦ 14.35¦ 1.00¦ 27016¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦17.09.03 ¦12.08.02¦ 2.20 ¦ 97.100¦ 97.100¦ 97.100¦ 14.05¦ 0.20¦ 27010¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.08.02¦ 2.20 ¦ 96.960¦ 97.100¦ 96.961¦ 14.16¦ 17.69¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.08.02¦ 2.30 ¦ 96.505¦ 97.000¦ 97.000¦ 14.18¦ 1.15¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.08.02¦ 2.30 ¦ 97.000¦ 97.300¦ 97.100¦ 14.06¦ 0.32¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.08.02¦ 2.40 ¦ 96.500¦ 96.500¦ 96.500¦ 14.67¦ 1.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.10.03 ¦12.08.02¦ 0.90 ¦ 96.240¦ 96.360¦ 96.250¦ 14.30¦ 16.23¦ 27011¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.08.02¦ 0.90 ¦ 96.000¦ 96.190¦ 96.000¦ 14.50¦ 20.99¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.08.02¦ 1.00 ¦ 95.500¦ 96.200¦ 96.200¦ 15.07¦ 5.01¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.08.02¦ 1.00 ¦ 95.700¦ 96.050¦ 96.050¦ 14.53¦ 11.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.08.02¦ 1.00 ¦ 95.700¦ 95.800¦ 95.800¦ 14.91¦ 0.70¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦19.11.03 ¦12.08.02¦ 2.30 ¦ 95.200¦ 95.360¦ 95.300¦ 14.67¦ 3.06¦ 27012¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.08.02¦ 2.30 ¦ 95.000¦ 95.100¦ 95.000¦ 14.86¦ 6.36¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.08.02¦ 2.30 ¦ 95.050¦ 95.400¦ 95.050¦ 14.89¦ 9.20¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.08.02¦ 2.30 ¦ 94.830¦ 95.100¦ 95.070¦ 15.06¦ 10.21¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.08.02¦ 2.40 ¦ 94.830¦ 94.850¦ 94.850¦ 15.12¦ 6.39¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦21.01.04 ¦12.08.02¦ 0.50 ¦ 94.500¦ 94.550¦ 94.510¦ 15.08¦ 0.95¦ 28001¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.08.02¦ 0.50 ¦ 94.150¦ 94.500¦ 94.300¦ 15.33¦ 7.58¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.08.02¦ 0.60 ¦ 94.279¦ 94.550¦ 94.500¦ 15.16¦ 1.09¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.08.02¦ 0.60 ¦ 94.400¦ 94.500¦ 94.400¦ 15.13¦ 8.28¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.08.02¦ 0.60 ¦ 94.400¦ 94.490¦ 94.490¦ 15.22¦ 9.81¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.02.04 ¦12.08.02¦ 0.19 ¦ 97.000¦ 98.000¦ 98.000¦ 15.39¦ 3.83¦ 27015¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.08.02¦ 0.23 ¦ 97.100¦ 97.720¦ 97.710¦ 15.20¦ 1.65¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.08.02¦ 0.27 ¦ 97.412¦ 97.750¦ 97.750¦ 14.98¦ 9.24¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.08.02¦ 0.31 ¦ 97.500¦ 97.600¦ 97.600¦ 14.94¦ 0.51¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.08.02¦ 0.35 ¦ 97.550¦ 97.600¦ 97.600¦ 14.95¦ 2.82¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.04 ¦13.08.02¦ 4.14 ¦ 95.150¦ 95.150¦ 95.150¦ 13.48¦ 0.00¦ 26002¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.08.02¦ 4.16 ¦ 92.300¦ 92.400¦ 92.400¦ 15.68¦ 0.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.06.04 ¦12.08.02¦ 2.61 ¦ 97.400¦ 97.400¦ 97.400¦ 14.78¦ 0.00¦ 27013¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.08.02¦ 2.65 ¦ 96.000¦ 97.000¦ 97.000¦ 15.16¦ 32.07¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.08.02¦ 2.69 ¦ 96.890¦ 96.961¦ 96.920¦ 15.11¦ 21.25¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.08.02¦ 2.72 ¦ 95.910¦ 97.250¦ 95.910¦ 15.16¦ 21.07¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.08.02¦ 2.76 ¦ 97.050¦ 97.050¦ 97.050¦ 15.04¦ 15.40¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.08.04 ¦12.08.02¦ 0.19 ¦ 96.400¦ 96.570¦ 96.570¦ 15.08¦ 7.57¦ 27017¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.08.02¦ 0.23 ¦ 95.500¦ 96.400¦ 95.500¦ 15.23¦ 24.08¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.08.02¦ 0.27 ¦ 96.390¦ 96.400¦ 96.400¦ 15.19¦ 9.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.08.02¦ 0.31 ¦ 96.340¦ 96.380¦ 96.340¦ 15.20¦ 21.10¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.08.02¦ 0.35 ¦ 96.370¦ 96.430¦ 96.430¦ 15.18¦ 24.78¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.12.04 ¦12.08.02¦ 2.07 ¦ 96.000¦ 96.050¦ 96.050¦ 15.14¦ 17.40¦ 27014¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.08.02¦ 2.11 ¦ 95.101¦ 95.500¦ 95.120¦ 15.55¦ 5.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.08.02¦ 2.15 ¦ 95.400¦ 95.800¦ 95.400¦ 15.50¦ 3.26¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.08.02¦ 2.19 ¦ 95.700¦ 95.840¦ 95.840¦ 15.28¦ 13.58¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.08.02¦ 2.22 ¦ 95.950¦ 95.950¦ 95.950¦ 15.20¦ 3.05¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.05 ¦12.08.02¦ 4.11 ¦ 87.350¦ 87.350¦ 87.350¦ 16.27¦ 0.00¦ 26003¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.08.02¦ 4.14 ¦ 87.050¦ 87.300¦ 87.050¦ 16.40¦ 3.18¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.08.02¦ 4.16 ¦ 87.135¦ 87.200¦ 87.135¦ 16.38¦ 0.34¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.08.02¦ 4.19 ¦ 87.000¦ 87.000¦ 87.000¦ 16.48¦ 0.03¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.08.02¦ 4.22 ¦ 87.061¦ 87.061¦ 87.061¦ 16.46¦ 0.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.09.05 ¦12.08.02¦ 2.22 ¦ 94.850¦ 94.950¦ 94.950¦ 15.78¦ 10.47¦ 27018¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.08.02¦ 2.26 ¦ 93.850¦ 94.879¦ 94.870¦ 16.14¦ 11.11¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.08.02¦ 2.30 ¦ 94.400¦ 94.780¦ 94.520¦ 15.98¦ 18.61¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.08.02¦ 2.34 ¦ 94.800¦ 94.869¦ 94.869¦ 15.83¦ 43.12¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.08.02¦ 2.38 ¦ 94.870¦ 94.899¦ 94.899¦ 15.80¦ 55.85¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.11.06 ¦12.08.02¦ 3.37 ¦ 90.797¦ 90.805¦ 90.803¦ 16.82¦ 19.12¦ 45001¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.08.02¦ 3.41 ¦ 90.671¦ 90.800¦ 90.748¦ 16.86¦ 24.65¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.08.02¦ 3.45 ¦ 90.402¦ 90.800¦ 90.402¦ 16.98¦ 36.51¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.08.02¦ 3.49 ¦ 90.440¦ 90.550¦ 90.450¦ 16.98¦ 27.51¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.08.02¦ 3.54 ¦ 90.410¦ 90.452¦ 90.411¦ 17.00¦ 53.80¦ ¦
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 ¦ 103 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2002 ¦ 103 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 25.11.2002 ¦ 101 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2003 ¦ 211 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2003 ¦ 211 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2003 ¦ 211 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2002 ¦ 103 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 25.11.2002 ¦ 101 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 26.11.2002 ¦ 102 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 28.11.2002 ¦ 104 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 29.11.2002 ¦ 105 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27004 ¦ 18.09.2002 ¦ 33 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27005 ¦ 09.10.2002 ¦ 54 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 23.10.2002 ¦ 68 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 06.11.2002 ¦ 82 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 21.08.2002 ¦ 5 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 04.09.2002 ¦ 19 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 18.09.2002 ¦ 33 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 09.10.2002 ¦ 54 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 20.11.2002 ¦ 96 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 04.09.2002 ¦ 19 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 18.09.2002 ¦ 33 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 06.11.2002 ¦ 82 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 21.08.2002 ¦ 5 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 06.11.2002 ¦ 82 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 18.09.2002 ¦ 33 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 23.10.2002 ¦ 68 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 21.08.2002 ¦ 5 ¦ 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 ¦ ¦ ¦ ¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21158 ¦20.02.02¦21.08.02¦ 5¦ 1 ¦ 3 ¦ ¦ 4678.942¦ 1321.058¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21159 ¦13.03.02¦06.11.02¦ 82¦ 1 ¦ 28 ¦ ¦ 5072.010¦ 927.990¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21160 ¦22.05.02¦20.11.02¦ 96¦ 1 ¦ 34 ¦ ¦ 4792.449¦ 207.551¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21161 ¦17.07.02¦05.03.03¦ 201¦ 1 ¦ 3 ¦ ¦ 3808.281¦ 191.719¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 103¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 468¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 1193¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 211¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 577¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 942¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 834¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1557¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1922¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2288¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2653¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 33¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 54¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 159¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 173¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 278¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 292¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 397¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 418¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 460¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 656¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 852¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 537¦ 2 ¦ 54 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 369¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 719¦ 2 ¦ 50 ¦ ¦ 9285.485¦ 2714.515¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 1125¦ 1 ¦ 36 ¦ ¦ 9000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 523¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1552¦ 2 ¦ 41 ¦ ¦ 13120.000¦ 1880.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦187486.813¦26079.510¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦12.08.02¦13.08.02¦14.08.02¦15.08.02¦16.08.02¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 12.59 ¦ 12.76 ¦ 12.64 ¦ 12.66 ¦ 12.84 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 13.23 ¦ 13.04 ¦ 13.26 ¦ 13.33 ¦ 13.33 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 16.77 ¦ 16.86 ¦ 16.98 ¦ 16.98 ¦ 17.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 14.71 ¦ 14.96 ¦ 14.96 ¦ 14.84 ¦ 14.97 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 12.47 ¦ 12.76 ¦ 12.84 ¦ 13.01 ¦ 11.96 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 16.27 ¦ 16.40 ¦ 16.37 ¦ 16.48 ¦ 16.46 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 16.77 ¦ 16.86 ¦ 16.98 ¦ 16.98 ¦ 17.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 14.79 ¦ 14.90 ¦ 15.13 ¦ 15.23 ¦ 15.28 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.62 ¦ 0.94 ¦ 0.93 ¦ 0.39 ¦ 0.06 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 0.15 ¦ 0.02 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.15 ¦ 0.19 ¦ 0.28 ¦ 0.21 ¦ 0.41 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.07 ¦ 0.12 ¦ 0.10 ¦ 0.13 ¦ 0.17 ¦
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---------¬
¦ ¦ 12.08.02¦ 13.08.02¦ 14.08.02¦ 15.08.02¦ 16.08.02¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦187412.05¦187422.53¦187451.47¦187486.81¦187486.81¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 18276.92¦ 18287.40¦ 18316.34¦ 18351.68¦ 18351.68¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2061.17¦ 2061.17¦ 2061.17¦ 2061.17¦ 2061.17¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 13120.00¦ 13120.00¦ 13120.00¦ 13120.00¦ 13120.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦153953.96¦153953.96¦153953.96¦153953.96¦153953.96¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦184485.62¦184217.15¦184274.25¦184544.53¦184436.96¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 17689.65¦ 17718.92¦ 17757.14¦ 17794.50¦ 17802.27¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1952.67¦ 1958.37¦ 1951.94¦ 1950.40¦ 1951.58¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 12355.10¦ 12350.91¦ 12319.81¦ 12327.68¦ 12326.50¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦152488.19¦152188.95¦152245.37¦152471.95¦152356.61¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 414.74¦ 413.21¦ 412.19¦ 411.28¦ 410.45¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 92.60¦ 91.80¦ 90.96¦ 90.17¦ 89.16¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 535.84¦ 534.79¦ 534.05¦ 532.95¦ 532.35¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 984.30¦ 982.88¦ 981.24¦ 980.28¦ 979.17¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 404.41¦ 402.83¦ 402.04¦ 401.20¦ 400.41¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный
по объемам в обращении.
Департамент операций
на открытом рынке
Банка России
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