ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 26 июля 2002 г. N 28
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 91.853 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) ¦
+---------+--------+------+------+------+--------+-------+-------+
¦07.08.02 ¦23.07.02¦99.370¦99.370¦99.370¦ 15.43 ¦ 0.01¦ 21157 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦24.07.02¦99.415¦99.435¦99.415¦ 15.05 ¦ 0.92¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦25.07.02¦99.510¦99.600¦99.600¦ 11.64 ¦ 4.07¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦26.07.02¦99.700¦99.700¦99.700¦ 9.15 ¦ 36.80¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦21.08.02 ¦22.07.02¦98.920¦98.920¦98.920¦ 13.28 ¦ 1.47¦ 21158 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦23.07.02¦98.900¦98.978¦98.978¦ 13.02 ¦ 11.68¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦24.07.02¦98.951¦98.956¦98.955¦ 13.79 ¦ 4.22¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦25.07.02¦99.040¦99.040¦99.040¦ 13.10 ¦ 6.00¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦20.11.02 ¦23.07.02¦95.721¦95.870¦95.870¦ 13.10 ¦ 4.29¦ 21160 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦24.07.02¦95.800¦95.800¦95.800¦ 13.45 ¦ 0.90¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦26.07.02¦95.830¦95.850¦95.840¦ 13.53 ¦ 18.42¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦05.03.03 ¦22.07.02¦92.400¦92.400¦92.400¦ 13.28 ¦ 0.02¦ 21161 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦23.07.02¦92.549¦92.549¦92.549¦ 13.06 ¦ 0.28¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦26.07.02¦92.645¦92.650¦92.650¦ 13.05 ¦ 2.78¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 1880.154
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 ¦22.07.02¦ 1.30 ¦100.263¦100.280¦100.270¦ 13.95¦ 8.00¦ 27004¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.07.02¦ 1.40 ¦100.190¦100.230¦100.199¦ 13.98¦ 44.85¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦24.07.02¦ 1.40 ¦100.100¦100.200¦100.162¦ 14.64¦ 62.22¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.07.02¦ 1.50 ¦100.140¦100.200¦100.200¦ 13.97¦ 3.76¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.07.02¦ 1.50 ¦100.140¦100.180¦100.155¦ 14.39¦ 63.33¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦09.10.02 ¦22.07.02¦ 0.30 ¦ 99.372¦ 99.400¦ 99.375¦ 13.77¦ 5.06¦ 27005¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.07.02¦ 0.40 ¦ 99.300¦ 99.400¦ 99.360¦ 13.64¦ 31.56¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦24.07.02¦ 0.40 ¦ 99.340¦ 99.410¦ 99.410¦ 13.65¦ 27.50¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.07.02¦ 0.40 ¦ 99.420¦ 99.420¦ 99.420¦ 13.57¦ 0.30¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.07.02¦ 0.40 ¦ 99.405¦ 99.430¦ 99.405¦ 13.72¦ 16.81¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦22.01.03 ¦22.07.02¦ 3.60 ¦ 98.701¦ 98.800¦ 98.701¦ 13.29¦ 7.81¦ 27006¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.07.02¦ 3.70 ¦ 98.700¦ 98.840¦ 98.831¦ 13.03¦ 6.92¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦24.07.02¦ 0.00 ¦ 98.693¦ 98.770¦ 98.770¦ 13.30¦ 13.71¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.07.02¦ 0.00 ¦ 98.730¦ 98.800¦ 98.800¦ 13.27¦ 20.54¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.07.02¦ 0.10 ¦ 98.682¦ 98.770¦ 98.726¦ 13.23¦ 13.37¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦05.02.03 ¦05.07.02¦ 3.00 ¦ 98.500¦ 98.910¦ 98.807¦ 13.34¦ 20.15¦ 27007¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.07.02¦ 3.10 ¦ 98.800¦ 99.045¦ 99.045¦ 12.82¦ 11.61¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦24.07.02¦ 3.10 ¦ 98.777¦ 98.830¦ 98.777¦ 13.37¦ 4.50¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.07.02¦ 3.20 ¦ 98.736¦ 98.900¦ 98.900¦ 13.19¦ 4.29¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.07.02¦ 3.20 ¦ 98.800¦ 98.850¦ 98.850¦ 13.34¦ 1.55¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.03 ¦24.07.02¦ 3.59 ¦ 97.293¦ 97.293¦ 97.293¦ 14.45¦ 0.54¦ 26001¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦21.05.03 ¦22.07.02¦ 2.50 ¦ 97.750¦ 97.920¦ 97.920¦ 13.93¦ 5.65¦ 27008¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.07.02¦ 2.50 ¦ 97.700¦ 98.200¦ 98.100¦ 13.58¦ 6.29¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦24.07.02¦ 2.60 ¦ 97.950¦ 98.050¦ 98.050¦ 13.64¦ 1.64¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.07.02¦ 2.60 ¦ 98.030¦ 98.100¦ 98.100¦ 13.59¦ 3.60¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.07.02¦ 2.60 ¦ 97.708¦ 97.950¦ 97.800¦ 13.87¦ 1.52¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.06.03 ¦22.07.02¦ 1.90 ¦ 98.000¦ 98.000¦ 98.000¦ 13.87¦ 5.11¦ 27009¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.07.02¦ 2.00 ¦ 98.050¦ 98.050¦ 98.050¦ 13.71¦ 4.50¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦24.07.02¦ 2.00 ¦ 97.900¦ 97.948¦ 97.900¦ 13.97¦ 15.01¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.07.02¦ 2.00 ¦ 98.000¦ 98.050¦ 98.050¦ 13.81¦ 11.76¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.07.02¦ 2.10 ¦ 97.930¦ 98.000¦ 97.930¦ 13.82¦ 3.25¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦17.09.03 ¦22.07.02¦ 1.30 ¦ 97.000¦ 97.130¦ 97.100¦ 14.22¦ 2.83¦ 27010¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.07.02¦ 1.40 ¦ 97.000¦ 97.310¦ 97.310¦ 13.97¦ 7.82¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦24.07.02¦ 1.40 ¦ 96.705¦ 97.100¦ 96.705¦ 14.25¦ 1.62¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.07.02¦ 1.50 ¦ 97.000¦ 97.020¦ 97.000¦ 14.21¦ 26.46¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.07.02¦ 1.50 ¦ 97.000¦ 97.100¦ 97.100¦ 14.23¦ 10.07¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.10.03 ¦22.07.02¦ 0.30 ¦ 95.500¦ 95.980¦ 95.980¦ 14.59¦ 10.30¦ 27011¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.07.02¦ 0.40 ¦ 95.680¦ 95.820¦ 95.820¦ 14.52¦ 6.01¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦24.07.02¦ 0.40 ¦ 95.850¦ 95.900¦ 95.870¦ 14.50¦ 19.36¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.07.02¦ 0.40 ¦ 95.850¦ 95.990¦ 95.981¦ 14.45¦ 9.13¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.07.02¦ 0.40 ¦ 95.800¦ 95.950¦ 95.950¦ 14.65¦ 9.20¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦19.11.03 ¦22.07.02¦ 1.70 ¦ 95.400¦ 95.400¦ 95.400¦ 14.37¦ 0.00¦ 27012¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.07.02¦ 1.70 ¦ 95.350¦ 95.450¦ 95.400¦ 14.38¦ 2.12¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦24.07.02¦ 1.70 ¦ 95.450¦ 95.450¦ 95.450¦ 14.39¦ 0.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.07.02¦ 1.80 ¦ 95.270¦ 95.450¦ 95.400¦ 14.37¦ 0.51¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.07.02¦ 1.80 ¦ 94.750¦ 95.430¦ 95.400¦ 14.52¦ 0.24¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦21.01.04 ¦22.07.02¦ 3.60 ¦ 94.634¦ 94.800¦ 94.634¦ 14.77¦ 2.23¦ 28001¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.07.02¦ 3.70 ¦ 94.571¦ 94.850¦ 94.571¦ 14.71¦ 4.98¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦24.07.02¦ 0.00 ¦ 94.700¦ 94.870¦ 94.700¦ 14.72¦ 2.77¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.07.02¦ 0.00 ¦ 94.706¦ 94.800¦ 94.750¦ 14.75¦ 12.66¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.07.02¦ 0.10 ¦ 94.700¦ 94.750¦ 94.750¦ 14.72¦ 6.47¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.02.04 ¦22.07.02¦ 2.88 ¦ 98.120¦ 98.120¦ 98.120¦ 14.51¦ 0.00¦ 27015¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.07.02¦ 2.92 ¦ 98.479¦ 98.479¦ 98.479¦ 14.22¦ 0.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦24.07.02¦ 2.95 ¦ 97.900¦ 98.200¦ 98.000¦ 14.64¦ 3.84¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.07.02¦ 2.99 ¦ 97.950¦ 98.000¦ 98.000¦ 14.65¦ 1.09¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.07.02¦ 3.03 ¦ 97.890¦ 98.050¦ 97.890¦ 14.70¦ 7.65¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.04 ¦24.07.02¦ 3.59 ¦ 91.480¦ 91.480¦ 91.480¦ 16.18¦ 0.06¦ 26002¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.06.04 ¦22.07.02¦ 1.80 ¦ 96.711¦ 96.739¦ 96.736¦ 15.26¦ 222.84¦ 27013¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.07.02¦ 1.84 ¦ 96.740¦ 96.744¦ 96.744¦ 15.26¦ 153.13¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦24.07.02¦ 1.88 ¦ 96.750¦ 96.795¦ 96.795¦ 15.23¦ 451.02¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.07.02¦ 1.92 ¦ 96.800¦ 96.822¦ 96.822¦ 15.21¦ 60.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.07.02¦ 1.96 ¦ 96.820¦ 96.900¦ 96.900¦ 15.19¦ 5.44¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.08.04 ¦22.07.02¦ 3.08 ¦ 96.249¦ 96.480¦ 96.480¦ 15.26¦ 8.10¦ 27017¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦24.07.02¦ 3.17 ¦ 96.300¦ 96.400¦ 96.400¦ 15.24¦ 10.92¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.07.02¦ 3.25 ¦ 96.130¦ 96.130¦ 96.130¦ 15.38¦ 1.10¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.12.04 ¦22.07.02¦ 1.27 ¦ 95.500¦ 95.780¦ 95.500¦ 15.46¦ 0.26¦ 27014¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.07.02¦ 1.30 ¦ 95.970¦ 95.970¦ 95.970¦ 15.19¦ 0.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦24.07.02¦ 1.34 ¦ 95.700¦ 95.795¦ 95.700¦ 15.34¦ 7.81¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.07.02¦ 1.38 ¦ 95.729¦ 95.750¦ 95.729¦ 15.33¦ 3.15¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.07.02¦ 1.42 ¦ 95.500¦ 95.600¦ 95.550¦ 15.43¦ 4.87¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.05 ¦22.07.02¦ 3.53 ¦ 88.500¦ 88.500¦ 88.500¦ 15.54¦ 0.00¦ 26003¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.07.02¦ 3.56 ¦ 88.000¦ 88.000¦ 88.000¦ 15.81¦ 0.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦24.07.02¦ 3.59 ¦ 87.500¦ 88.000¦ 88.000¦ 15.91¦ 0.23¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.07.02¦ 3.62 ¦ 88.080¦ 88.080¦ 88.080¦ 15.78¦ 0.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.07.02¦ 3.64 ¦ 88.000¦ 88.000¦ 88.000¦ 15.83¦ 0.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.09.05 ¦22.07.02¦ 1.36 ¦ 94.770¦ 94.775¦ 94.770¦ 15.88¦ 3.13¦ 27018¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.07.02¦ 1.40 ¦ 94.800¦ 94.850¦ 94.800¦ 15.87¦ 20.04¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦24.07.02¦ 1.44 ¦ 94.610¦ 94.800¦ 94.610¦ 15.95¦ 1.73¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.07.02¦ 1.48 ¦ 94.500¦ 95.000¦ 94.650¦ 15.95¦ 41.85¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.07.02¦ 1.52 ¦ 94.700¦ 94.820¦ 94.700¦ 15.91¦ 26.07¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.11.06 ¦22.07.02¦ 2.51 ¦ 90.540¦ 90.550¦ 90.549¦ 16.95¦ 17.05¦ 45001¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.07.02¦ 2.55 ¦ 90.495¦ 90.550¦ 90.500¦ 16.97¦ 13.45¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦24.07.02¦ 2.59 ¦ 90.450¦ 90.550¦ 90.534¦ 16.96¦ 205.74¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.07.02¦ 2.63 ¦ 90.540¦ 90.580¦ 90.550¦ 16.95¦ 25.38¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.07.02¦ 2.67 ¦ 90.460¦ 90.550¦ 90.530¦ 16.96¦ 22.75¦ ¦
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 ¦ 124 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2002 ¦ 124 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 25.11.2002 ¦ 122 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2003 ¦ 232 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2003 ¦ 232 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2003 ¦ 232 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2002 ¦ 124 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 25.11.2002 ¦ 122 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 26.11.2002 ¦ 123 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 28.11.2002 ¦ 125 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 29.11.2002 ¦ 126 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27004 ¦ 18.09.2002 ¦ 54 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27005 ¦ 09.10.2002 ¦ 75 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 23.10.2002 ¦ 89 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 07.08.2002 ¦ 12 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 21.08.2002 ¦ 26 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 04.09.2002 ¦ 40 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 18.09.2002 ¦ 54 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 09.10.2002 ¦ 75 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 20.11.2002 ¦ 117 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 04.09.2002 ¦ 40 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 18.09.2002 ¦ 54 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 07.08.2002 ¦ 12 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 21.08.2002 ¦ 26 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 07.08.2002 ¦ 12 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 18.09.2002 ¦ 54 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 23.10.2002 ¦ 89 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 21.08.2002 ¦ 26 ¦ 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-¦ (вк. ¦меще- ¦выкупов ¦млн. руб. ¦млн. руб.¦
¦ ¦ ¦ ¦шения¦ осн.) ¦ний ¦ ¦ ¦ ¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21157 ¦30.01.02¦07.08.02¦ 12¦ 1 ¦ 8 ¦ ¦ 3575.874¦ 424.126¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21158 ¦20.02.02¦21.08.02¦ 26¦ 1 ¦ 3 ¦ ¦ 4678.942¦ 1321.058¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21159 ¦13.03.02¦06.11.02¦ 103¦ 1 ¦ 28 ¦ ¦ 5072.010¦ 927.990¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21160 ¦22.05.02¦20.11.02¦ 117¦ 1 ¦ 34 ¦ ¦ 4792.449¦ 207.551¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21161 ¦17.07.02¦05.03.03¦ 222¦ 1 ¦ ¦ ¦ 3733.519¦ 266.481¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 124¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 489¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 1214¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 232¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 598¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 963¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 855¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1578¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1943¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2309¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2674¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 54¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 75¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 180¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 194¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 299¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 313¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 418¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 439¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 481¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 677¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 873¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 558¦ 2 ¦ 54 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 390¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 740¦ 1 ¦ 49 ¦ ¦ 7000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 1146¦ 1 ¦ 36 ¦ ¦ 9000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 544¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1573¦ 2 ¦ 36 ¦ ¦ 12741.508¦ 2258.492¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦188323.948¦24242.375¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦22.07.02¦23.07.02¦24.07.02¦25.07.02¦26.07.02¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 12.38 ¦ 12.29 ¦ 12.62 ¦ 12.41 ¦ 12.20 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 12.61 ¦ 12.75 ¦ 12.97 ¦ 12.89 ¦ 12.93 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 16.95 ¦ 16.97 ¦ 16.96 ¦ 16.95 ¦ 16.96 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 14.83 ¦ 14.67 ¦ 14.83 ¦ 14.80 ¦ 14.85 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 13.28 ¦ 13.07 ¦ 13.71 ¦ 12.74 ¦ 12.82 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 15.54 ¦ 15.81 ¦ 15.41 ¦ 15.78 ¦ 15.83 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 16.95 ¦ 16.97 ¦ 16.96 ¦ 16.95 ¦ 16.96 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 15.15 ¦ 15.14 ¦ 15.16 ¦ 15.22 ¦ 15.19 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.01 ¦ 0.08 ¦ 0.03 ¦ 0.05 ¦ 0.27 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 0.00 ¦ 0.04 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.13 ¦ 0.11 ¦ 1.61 ¦ 0.20 ¦ 0.18 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.20 ¦ 0.20 ¦ 0.41 ¦ 0.13 ¦ 0.11 ¦
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---------¬
¦ ¦ 22.07.02¦ 23.07.02¦ 24.07.02¦ 25.07.02¦ 26.07.02¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦187713.23¦187863.23¦188263.23¦188323.95¦188323.95¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+ ¦
¦ ГКО ¦ 21852.79¦ 21852.79¦ 21852.79¦ 21852.79¦ 21852.79¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2061.17¦ 2061.17¦ 2061.17¦ 2061.17¦ 2061.17¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 12740.79¦ 12740.79¦ 12740.79¦ 12741.51¦ 12741.51¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦151058.48¦151208.48¦151608.48¦151668.48¦151668.48¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦184928.14¦185333.84¦184898.31¦185081.00¦185059.11¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 21147.70¦ 21161.49¦ 21159.06¦ 21168.89¦ 21178.56¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1957.20¦ 1952.04¦ 1946.75¦ 1950.03¦ 1949.62¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 11855.94¦ 11855.31¦ 11864.10¦ 11873.05¦ 11873.05¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦149967.30¦150365.01¦149928.41¦150089.04¦150057.88¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 419.00¦ 418.20¦ 419.14¦ 418.20¦ 417.17¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 97.32¦ 96.34¦ 95.33¦ 94.30¦ 93.30¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 553.42¦ 551.63¦ 550.51¦ 550.33¦ 549.44¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 1004.41¦ 1003.31¦ 1002.38¦ 1001.43¦ 1000.34¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 416.33¦ 415.63¦ 416.98¦ 416.02¦ 415.02¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный
по объемам в обращении.
Департамент операций
на открытом рынке
Банка России
|
