ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 9 августа 2002 г. N 30
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 160.497
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 ¦05.08.02¦99.400¦99.420¦99.400¦ 13.47 ¦ 5.50 ¦ 21158 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦06.08.02¦99.450¦99.460¦99.456¦ 13.33 ¦ 2.01 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦07.08.02¦99.550¦99.560¦99.560¦ 11.65 ¦ 2.08 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦09.08.02¦99.650¦99.650¦99.650¦ 10.68 ¦ 3.00 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦06.11.02 ¦05.08.02¦96.790¦96.794¦96.790¦ 13.00 ¦ 4.00 ¦ 21159 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦06.08.02¦96.820¦96.830¦96.820¦ 13.02 ¦ 8.50 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦07.08.02¦96.900¦97.000¦97.000¦ 12.57 ¦ 8.00 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦08.08.02¦97.100¦97.110¦97.110¦ 12.10 ¦ 7.00 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦09.08.02¦97.190¦97.200¦97.200¦ 11.82 ¦ 23.53 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦20.11.02 ¦05.08.02¦96.320¦96.320¦96.320¦ 13.03 ¦ 10.87 ¦ 21160 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦06.08.02¦96.370¦96.400¦96.370¦ 12.93 ¦ 16.34 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦07.08.02¦96.390¦96.600¦96.600¦ 12.61 ¦ 15.18 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦08.08.02¦96.680¦96.910¦96.705¦ 11.98 ¦ 31.59 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦09.08.02¦96.680¦96.800¦96.690¦ 11.98 ¦ 22.90 ¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 1226.355
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 ¦05.08.02¦ 1.90 ¦100.240¦100.250¦100.250¦ 13.33¦ 12.95¦27004 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.08.02¦ 2.00 ¦100.180¦100.280¦100.249¦ 12.68¦ 35.16¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.08.02¦ 2.00 ¦100.270¦100.355¦100.345¦ 12.37¦ 39.15¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.08.02¦ 2.00 ¦100.350¦100.460¦100.460¦ 11.61¦ 20.93¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.08.02¦ 2.10 ¦100.350¦100.400¦100.360¦ 11.40¦ 36.20¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦09.10.02 ¦05.08.02¦ 0.70 ¦ 99.450¦ 99.600¦ 99.598¦ 13.00¦ 5.03¦27005 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.08.02¦ 0.70 ¦ 99.550¦ 99.600¦ 99.600¦ 13.20¦ 2.51¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.08.02¦ 0.80 ¦ 99.610¦ 99.660¦ 99.660¦ 12.50¦ 13.88¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.08.02¦ 0.80 ¦ 99.720¦ 99.850¦ 99.850¦ 11.65¦ 1.02¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.08.02¦ 0.80 ¦ 99.830¦ 99.850¦ 99.835¦ 11.60¦ 12.56¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦22.01.03 ¦05.08.02¦ 0.30 ¦ 98.650¦ 98.960¦ 98.650¦ 13.63¦ 2.50¦27006 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.08.02¦ 0.40 ¦ 98.700¦ 98.900¦ 98.700¦ 13.00¦ 4.73¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.08.02¦ 0.40 ¦ 98.900¦ 99.030¦ 99.030¦ 12.80¦ 8.97¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.08.02¦ 0.40 ¦ 99.100¦ 99.140¦ 99.140¦ 12.58¦ 39.15¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.08.02¦ 0.40 ¦ 99.090¦ 99.150¦ 99.100¦ 12.72¦ 2.82¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦05.02.03 ¦05.08.02¦ 3.60 ¦ 98.500¦ 98.701¦ 98.700¦ 13.47¦ 2.53¦27007 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.08.02¦ 3.70 ¦ 98.610¦ 98.610¦ 98.610¦ 13.51¦ 0.16¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.08.02¦ 0.00 ¦ 98.601¦ 99.000¦ 99.000¦ 12.98¦ 4.78¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.08.02¦ 0.00 ¦ 98.970¦ 99.013¦ 99.013¦ 12.75¦ 12.42¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.08.02¦ 0.10 ¦ 98.950¦ 99.107¦ 99.107¦ 12.64¦ 3.23¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦21.05.03 ¦05.08.02¦ 3.00 ¦ 97.600¦ 97.700¦ 97.700¦ 14.32¦ 2.53¦27008 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.08.02¦ 3.10 ¦ 97.600¦ 97.700¦ 97.600¦ 14.11¦ 4.54¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.08.02¦ 3.10 ¦ 97.600¦ 98.100¦ 98.100¦ 13.70¦ 17.21¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.08.02¦ 3.20 ¦ 98.000¦ 98.150¦ 98.150¦ 13.45¦ 18.73¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.08.02¦ 3.20 ¦ 98.150¦ 98.200¦ 98.200¦ 13.33¦ 2.14¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.06.03 ¦05.08.02¦ 2.50 ¦ 98.300¦ 98.400¦ 98.400¦ 13.19¦ 5.12¦27009 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.08.02¦ 2.50 ¦ 97.950¦ 97.950¦ 97.950¦ 13.84¦ 0.14¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.08.02¦ 2.60 ¦ 97.950¦ 98.100¦ 98.100¦ 13.67¦ 14.05¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.08.02¦ 2.60 ¦ 98.060¦ 98.110¦ 98.110¦ 13.60¦ 6.77¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.08.02¦ 2.60 ¦ 98.120¦ 98.130¦ 98.130¦ 13.60¦ 0.35¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦17.09.03 ¦05.08.02¦ 1.90 ¦ 97.000¦ 97.250¦ 97.000¦ 14.08¦ 4.68¦27010 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.08.02¦ 2.00 ¦ 96.300¦ 97.200¦ 97.140¦ 14.08¦ 13.83¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.08.02¦ 2.00 ¦ 97.050¦ 97.195¦ 97.195¦ 13.98¦ 3.24¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.08.02¦ 2.00 ¦ 97.190¦ 97.250¦ 97.200¦ 14.00¦ 4.82¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.08.02¦ 2.10 ¦ 97.200¦ 97.430¦ 97.430¦ 13.78¦ 2.52¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.10.03 ¦05.08.02¦ 0.70 ¦ 95.600¦ 96.050¦ 95.600¦ 14.69¦ 3.04¦27011 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.08.02¦ 0.70 ¦ 96.000¦ 96.100¦ 96.100¦ 14.50¦ 6.20¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.08.02¦ 0.80 ¦ 96.030¦ 96.190¦ 96.190¦ 14.31¦ 9.21¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.08.02¦ 0.80 ¦ 96.150¦ 96.250¦ 96.250¦ 14.29¦ 8.75¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.08.02¦ 0.80 ¦ 96.250¦ 96.250¦ 96.250¦ 14.29¦ 0.12¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦19.11.03 ¦05.08.02¦ 2.10 ¦ 95.000¦ 95.150¦ 95.150¦ 14.85¦ 5.11¦27012 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.08.02¦ 2.10 ¦ 95.050¦ 95.119¦ 95.119¦ 14.79¦ 41.62¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.08.02¦ 2.10 ¦ 95.000¦ 95.480¦ 95.480¦ 14.67¦ 17.03¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.08.02¦ 2.10 ¦ 95.030¦ 95.500¦ 95.350¦ 14.60¦ 36.18¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.08.02¦ 2.20 ¦ 95.160¦ 95.350¦ 95.350¦ 14.67¦ 8.04¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦21.01.04 ¦05.08.02¦ 0.30 ¦ 94.400¦ 94.550¦ 94.550¦ 15.10¦ 11.43¦28001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.08.02¦ 0.40 ¦ 94.550¦ 94.650¦ 94.650¦ 14.91¦ 1.80¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.08.02¦ 0.40 ¦ 94.510¦ 94.700¦ 94.522¦ 14.95¦ 5.80¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.08.02¦ 0.40 ¦ 94.435¦ 94.620¦ 94.435¦ 15.08¦ 2.98¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.08.02¦ 0.40 ¦ 94.410¦ 94.600¦ 94.600¦ 15.14¦ 0.73¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.02.04 ¦05.08.02¦ 3.41 ¦ 97.800¦ 98.650¦ 98.000¦ 14.61¦ 6.00¦27015 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.08.02¦ 3.45 ¦ 97.890¦ 97.900¦ 97.890¦ 14.69¦ 16.26¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.08.02¦ 0.00 ¦ 97.850¦ 97.870¦ 97.850¦ 14.72¦ 4.80¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.08.02¦ 0.04 ¦ 97.800¦ 97.810¦ 97.810¦ 14.77¦ 18.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.08.02¦ 0.08 ¦ 97.750¦ 97.810¦ 97.750¦ 14.81¦ 1.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.04 ¦09.08.02¦ 4.03 ¦ 92.269¦ 92.269¦ 92.269¦ 15.70¦ 0.56¦26002 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.06.04 ¦05.08.02¦ 2.34 ¦ 97.205¦ 97.449¦ 97.350¦ 14.84¦ 24.51¦27013 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.08.02¦ 2.38 ¦ 97.311¦ 97.369¦ 97.365¦ 14.82¦ 19.91¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.08.02¦ 2.42 ¦ 97.200¦ 97.300¦ 97.300¦ 14.89¦ 24.05¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.08.02¦ 2.46 ¦ 97.320¦ 97.380¦ 97.380¦ 14.81¦ 28.84¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.08.02¦ 2.49 ¦ 97.340¦ 97.450¦ 97.450¦ 14.78¦ 19.29¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.08.04 ¦06.08.02¦ 3.70 ¦ 96.500¦ 96.500¦ 96.500¦ 15.12¦ 1.00¦27017 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.08.02¦ 0.00 ¦ 96.300¦ 96.340¦ 96.300¦ 15.38¦ 6.65¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.08.02¦ 0.04 ¦ 96.350¦ 96.480¦ 96.468¦ 15.15¦ 62.67¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.08.02¦ 0.08 ¦ 96.480¦ 96.603¦ 96.603¦ 15.12¦ 48.60¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.12.04 ¦05.08.02¦ 1.80 ¦ 95.850¦ 95.850¦ 95.850¦ 15.26¦ 0.31¦27014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.08.02¦ 1.84 ¦ 95.850¦ 96.200¦ 96.200¦ 15.23¦ 20.07¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.08.02¦ 1.88 ¦ 95.950¦ 96.051¦ 95.950¦ 15.15¦ 6.23¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.08.02¦ 1.92 ¦ 96.000¦ 96.110¦ 96.100¦ 15.12¦ 15.21¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.08.02¦ 1.96 ¦ 96.050¦ 96.100¦ 96.100¦ 15.13¦ 10.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.05 ¦05.08.02¦ 3.92 ¦ 87.000¦ 87.000¦ 87.000¦ 16.42¦ 1.41¦26003 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.08.02¦ 3.95 ¦ 87.000¦ 87.000¦ 87.000¦ 16.43¦ 0.14¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.08.02¦ 3.97 ¦ 87.330¦ 87.330¦ 87.330¦ 16.25¦ 0.04¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.08.02¦ 4.00 ¦ 87.000¦ 87.400¦ 87.400¦ 16.28¦ 3.23¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.08.02¦ 4.03 ¦ 87.100¦ 87.450¦ 87.100¦ 16.38¦ 0.32¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.09.05 ¦05.08.02¦ 1.93 ¦ 94.751¦ 94.900¦ 94.751¦ 15.82¦ 5.76¦27018 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.08.02¦ 1.97 ¦ 94.860¦ 95.000¦ 95.000¦ 15.80¦ 18.41¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.08.02¦ 2.01 ¦ 94.900¦ 94.900¦ 94.900¦ 15.80¦ 0.06¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.08.02¦ 2.06 ¦ 94.900¦ 94.900¦ 94.900¦ 15.80¦ 4.50¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.08.02¦ 2.10 ¦ 94.900¦ 94.950¦ 94.900¦ 15.80¦ 34.91¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.11.06 ¦05.08.02¦ 3.08 ¦ 90.650¦ 90.740¦ 90.700¦ 16.87¦ 25.90¦45001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.08.02¦ 3.12 ¦ 90.635¦ 90.699¦ 90.699¦ 16.89¦ 46.97¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.08.02¦ 3.17 ¦ 90.650¦ 90.900¦ 90.700¦ 16.85¦ 32.54¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.08.02¦ 3.21 ¦ 90.740¦ 90.777¦ 90.750¦ 16.84¦ 6.77¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.08.02¦ 3.25 ¦ 90.770¦ 90.803¦ 90.800¦ 16.82¦ 192.07¦ ¦
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 ¦ 110 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2002 ¦ 110 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 25.11.2002 ¦ 108 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2003 ¦ 218 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2003 ¦ 218 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2003 ¦ 218 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2002 ¦ 110 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 25.11.2002 ¦ 108 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 26.11.2002 ¦ 109 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 28.11.2002 ¦ 111 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 29.11.2002 ¦ 112 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27004 ¦ 18.09.2002 ¦ 40 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27005 ¦ 09.10.2002 ¦ 61 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 23.10.2002 ¦ 75 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 06.11.2002 ¦ 89 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 21.08.2002 ¦ 12 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 04.09.2002 ¦ 26 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 18.09.2002 ¦ 40 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 09.10.2002 ¦ 61 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 20.11.2002 ¦ 103 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 04.09.2002 ¦ 26 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 18.09.2002 ¦ 40 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 06.11.2002 ¦ 89 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 21.08.2002 ¦ 12 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 06.11.2002 ¦ 89 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 18.09.2002 ¦ 40 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 23.10.2002 ¦ 75 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 21.08.2002 ¦ 12 ¦ 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¦ 12¦ 1 ¦ 3 ¦ ¦ 4678.942¦ 1321.058¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21159 ¦13.03.02¦06.11.02¦ 89¦ 1 ¦ 28 ¦ ¦ 5072.010¦ 927.990¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21160 ¦22.05.02¦20.11.02¦ 103¦ 1 ¦ 34 ¦ ¦ 4792.449¦ 207.551¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21161 ¦17.07.02¦05.03.03¦ 208¦ 1 ¦ ¦ ¦ 3733.519¦ 266.481¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 110¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 475¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 1200¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 218¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 584¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 949¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 841¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1564¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1929¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2295¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2660¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 40¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 61¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 166¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 180¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 285¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 299¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 404¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 425¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 467¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 663¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 859¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 544¦ 2 ¦ 54 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 376¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 726¦ 2 ¦ 50 ¦ ¦ 9285.485¦ 2714.515¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 1132¦ 1 ¦ 36 ¦ ¦ 9000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 530¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1559¦ 2 ¦ 40 ¦ ¦ 13117.500¦ 1882.500¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ Итого :¦ ¦187409.551¦26156.772¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦05.08.02¦06.08.02¦07.08.02¦08.08.02¦09.08.02¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 13.43 ¦ 13.39 ¦ 12.92 ¦ 12.51 ¦ 12.37 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 13.23 ¦ 13.24 ¦ 13.12 ¦ 13.14 ¦ 13.24 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 16.87 ¦ 16.89 ¦ 16.85 ¦ 16.84 ¦ 16.82 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 14.76 ¦ 14.75 ¦ 14.71 ¦ 14.65 ¦ 14.63 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 13.05 ¦ 12.97 ¦ 12.59 ¦ 12.00 ¦ 11.89 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 16.42 ¦ 16.43 ¦ 16.25 ¦ 16.28 ¦ 16.02 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 16.87 ¦ 16.89 ¦ 16.85 ¦ 16.84 ¦ 16.82 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 14.83 ¦ 14.97 ¦ 14.48 ¦ 14.69 ¦ 15.18 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.09 ¦ 0.12 ¦ 0.14 ¦ 0.21 ¦ 0.27 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.07 ¦ 0.01 ¦ 0.00 ¦ 0.15 ¦ 0.04 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.20 ¦ 0.36 ¦ 0.25 ¦ 0.05 ¦ 1.46 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.06 ¦ 0.12 ¦ 0.11 ¦ 0.18 ¦ 0.12 ¦
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---------¬
¦ ¦ 05.08.02¦ 06.08.02¦ 07.08.02¦ 08.08.02¦ 09.08.02¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦188585.44¦188585.44¦187295.44¦187295.44¦187409.55¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 21852.79¦ 21852.79¦ 18276.92¦ 18276.92¦ 18276.92¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2061.17¦ 2061.17¦ 2061.17¦ 2061.17¦ 2061.17¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 13003.00¦ 13003.00¦ 13003.43¦ 13003.43¦ 13117.50¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦151668.48¦151668.48¦153953.93¦153953.93¦153953.96¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦186078.07¦186170.40¦184008.59¦184186.94¦184389.65¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 21201.75¦ 21208.07¦ 17656.78¦ 17673.56¦ 17684.36¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1945.83¦ 1946.31¦ 1950.55¦ 1950.60¦ 1948.66¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 12193.95¦ 12194.21¦ 12211.13¦ 12218.54¦ 12336.62¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦150736.54¦150821.81¦152190.14¦152344.23¦152420.00¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 408.42¦ 407.41¦ 419.30¦ 418.29¦ 417.64¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 83.24¦ 82.23¦ 97.65¦ 96.65¦ 95.63¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 540.15¦ 539.44¦ 539.42¦ 538.63¦ 537.53¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 990.79¦ 989.70¦ 988.90¦ 987.94¦ 987.04¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 405.34¦ 404.35¦ 409.38¦ 408.38¦ 407.38¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный
по объемам в обращении.
Департамент операций
на открытом рынке
Банка России
|
