ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 19 июля 2002 г. N 27
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 112.983
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 ¦15.07.02¦99.080¦99.250¦99.080¦ 14.74 ¦ 5.01¦ 21157 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦17.07.02¦99.200¦99.350¦99.250¦ 13.43 ¦ 6.39¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦18.07.02¦99.310¦99.315¦99.315¦ 12.64 ¦ 7.96¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦19.07.02¦99.315¦99.330¦99.330¦ 13.04 ¦ 4.37¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦21.08.02 ¦15.07.02¦98.601¦98.601¦98.601¦ 14.00 ¦ 2.50¦ 21158 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦16.07.02¦98.781¦98.907¦98.907¦ 12.21 ¦ 2.60¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦17.07.02¦98.675¦98.785¦98.675¦ 13.34 ¦ 1.09¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦18.07.02¦98.810¦98.835¦98.820¦ 12.77 ¦ 10.90¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦19.07.02¦98.840¦98.855¦98.855¦ 12.89 ¦ 12.98¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦06.11.02 ¦15.07.02¦96.200¦96.200¦96.200¦ 12.65 ¦ 0.01¦ 21159 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦16.07.02¦96.250¦96.250¦96.250¦ 12.58 ¦ 1.00¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦17.07.02¦95.885¦96.165¦95.885¦ 13.45 ¦ 2.68¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦18.07.02¦96.200¦96.200¦96.200¦ 12.99 ¦ 7.98¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦19.07.02¦97.146¦97.146¦97.146¦ 9.75 ¦ 0.03¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦20.11.02 ¦15.07.02¦95.620¦95.740¦95.620¦ 13.02 ¦ 10.00¦ 21160 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦16.07.02¦95.355¦95.695¦95.355¦ 13.61 ¦ 13.55¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦17.07.02¦95.550¦95.635¦95.635¦ 13.41 ¦ 6.05¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦18.07.02¦95.700¦95.710¦95.700¦ 13.12 ¦ 13.65¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦19.07.02¦95.730¦95.926¦95.730¦ 12.95 ¦ 4.23¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦05.03.03 ¦19.07.02¦92.250¦92.309¦92.250¦ 13.33 ¦ 0.00¦ 21161 ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 3262.831
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 ¦15.07.02¦ 1.10 ¦100.200¦100.300¦100.200¦ 13.91¦ 11.43¦ 27004¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.07.02¦ 1.10 ¦100.200¦100.250¦100.250¦ 14.24¦ 12.22¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.07.02¦ 1.10 ¦100.200¦100.361¦100.361¦ 14.22¦ 2.11¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.07.02¦ 1.20 ¦100.300¦100.370¦100.330¦ 13.22¦ 35.05¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.07.02¦ 1.20 ¦100.255¦100.400¦100.300¦ 13.35¦ 36.21¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦09.10.02 ¦15.07.02¦ 0.10 ¦ 99.350¦ 99.500¦ 99.351¦ 13.37¦ 24.15¦ 27005¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.07.02¦ 0.20 ¦ 99.250¦ 99.400¦ 99.350¦ 13.82¦ 46.53¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.07.02¦ 0.20 ¦ 99.250¦ 99.350¦ 99.310¦ 13.70¦ 43.77¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.07.02¦ 0.20 ¦ 99.300¦ 99.380¦ 99.355¦ 13.65¦ 21.12¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.07.02¦ 0.20 ¦ 99.390¦ 99.440¦ 99.435¦ 13.59¦ 36.92¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦22.01.03 ¦15.07.02¦ 3.30 ¦ 98.901¦ 99.080¦ 99.080¦ 12.81¦ 8.58¦ 27006¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.07.02¦ 3.40 ¦ 98.750¦ 99.050¦ 98.900¦ 13.21¦ 19.90¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.07.02¦ 3.40 ¦ 98.800¦ 98.860¦ 98.860¦ 13.25¦ 0.68¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.07.02¦ 3.50 ¦ 98.850¦ 98.900¦ 98.855¦ 12.98¦ 36.17¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.07.02¦ 3.50 ¦ 98.885¦ 98.900¦ 98.895¦ 12.99¦ 27.37¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦05.02.03 ¦15.07.02¦ 2.80 ¦ 98.700¦ 99.000¦ 99.000¦ 13.11¦ 3.81¦ 27007¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.07.02¦ 2.80 ¦ 98.900¦ 99.100¦ 99.100¦ 13.04¦ 7.18¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.07.02¦ 2.80 ¦ 98.903¦ 99.000¦ 98.903¦ 13.25¦ 10.34¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.07.02¦ 2.90 ¦ 98.950¦ 99.000¦ 98.952¦ 13.03¦ 70.58¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.07.02¦ 2.90 ¦ 98.800¦ 99.000¦ 98.980¦ 13.04¦ 59.80¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.03 ¦19.07.02¦ 3.45 ¦ 97.100¦ 97.500¦ 97.500¦ 14.07¦ 0.72¦ 26001¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦21.05.03 ¦15.07.02¦ 2.20 ¦ 97.795¦ 97.800¦ 97.800¦ 14.08¦ 33.18¦ 27008¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.07.02¦ 2.20 ¦ 97.400¦ 97.900¦ 97.900¦ 14.25¦ 7.50¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.07.02¦ 2.30 ¦ 97.620¦ 98.100¦ 98.100¦ 13.81¦ 24.60¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.07.02¦ 2.30 ¦ 98.000¦ 98.100¦ 98.100¦ 13.66¦ 1.98¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.07.02¦ 2.40 ¦ 97.800¦ 98.100¦ 98.050¦ 13.61¦ 9.71¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.06.03 ¦15.07.02¦ 1.60 ¦ 97.850¦ 97.905¦ 97.850¦ 14.07¦ 17.82¦ 27009¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.07.02¦ 1.70 ¦ 97.850¦ 97.950¦ 97.950¦ 13.93¦ 1.07¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.07.02¦ 1.70 ¦ 97.680¦ 97.950¦ 97.950¦ 14.01¦ 18.47¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.07.02¦ 1.70 ¦ 97.950¦ 98.120¦ 98.120¦ 13.97¦ 5.29¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.07.02¦ 1.80 ¦ 98.000¦ 98.000¦ 98.000¦ 13.86¦ 7.03¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦17.09.03 ¦15.07.02¦ 1.10 ¦ 97.040¦ 97.200¦ 97.040¦ 14.18¦ 26.30¦ 27010¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.07.02¦ 1.10 ¦ 97.100¦ 97.200¦ 97.200¦ 14.17¦ 7.57¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.07.02¦ 1.10 ¦ 97.000¦ 97.320¦ 97.180¦ 14.19¦ 5.24¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.07.02¦ 1.20 ¦ 97.200¦ 97.200¦ 97.200¦ 14.06¦ 0.01¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.07.02¦ 1.20 ¦ 97.000¦ 97.200¦ 97.200¦ 14.10¦ 1.07¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.10.03 ¦15.07.02¦ 0.10 ¦ 96.091¦ 96.200¦ 96.100¦ 14.18¦ 17.02¦ 27011¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.07.02¦ 0.20 ¦ 95.938¦ 96.200¦ 96.200¦ 14.18¦ 6.70¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.07.02¦ 0.20 ¦ 96.100¦ 96.250¦ 96.250¦ 14.10¦ 5.21¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.07.02¦ 0.20 ¦ 96.230¦ 96.250¦ 96.230¦ 14.11¦ 30.28¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.07.02¦ 0.20 ¦ 95.120¦ 96.100¦ 95.120¦ 14.34¦ 0.23¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦19.11.03 ¦15.07.02¦ 1.50 ¦ 95.390¦ 95.390¦ 95.390¦ 14.33¦ 0.00¦ 27012¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.07.02¦ 1.50 ¦ 95.000¦ 95.000¦ 95.000¦ 14.73¦ 0.08¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.07.02¦ 1.50 ¦ 95.100¦ 95.230¦ 95.230¦ 14.59¦ 16.15¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.07.02¦ 1.60 ¦ 95.220¦ 95.231¦ 95.230¦ 14.49¦ 105.25¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.07.02¦ 1.60 ¦ 95.290¦ 95.495¦ 95.290¦ 14.31¦ 209.10¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦21.01.04 ¦15.07.02¦ 3.30 ¦ 94.603¦ 94.800¦ 94.690¦ 14.85¦ 28.33¦ 28001¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.07.02¦ 3.40 ¦ 94.482¦ 94.700¦ 94.650¦ 14.87¦ 5.23¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.07.02¦ 3.40 ¦ 94.700¦ 94.850¦ 94.780¦ 14.76¦ 22.46¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.07.02¦ 3.50 ¦ 94.700¦ 94.820¦ 94.790¦ 14.67¦ 3.30¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.07.02¦ 3.50 ¦ 94.739¦ 94.850¦ 94.739¦ 14.70¦ 6.68¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.02.04 ¦15.07.02¦ 2.61 ¦ 97.800¦ 97.800¦ 97.800¦ 14.78¦ 0.00¦ 27015¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.07.02¦ 2.65 ¦ 97.750¦ 97.750¦ 97.750¦ 14.82¦ 0.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.07.02¦ 2.69 ¦ 97.900¦ 97.900¦ 97.900¦ 14.70¦ 0.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.07.02¦ 2.72 ¦ 97.850¦ 97.950¦ 97.850¦ 14.69¦ 22.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.07.02¦ 2.76 ¦ 98.000¦ 98.140¦ 98.140¦ 14.50¦ 176.98¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.04 ¦19.07.02¦ 3.45 ¦ 92.850¦ 92.850¦ 92.850¦ 15.08¦ 3.84¦ 26002¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.06.04 ¦15.07.02¦ 1.53 ¦ 97.000¦ 97.000¦ 97.000¦ 15.08¦ 0.00¦ 27013¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.07.02¦ 1.57 ¦ 96.200¦ 96.500¦ 96.450¦ 15.51¦ 5.56¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.07.02¦ 1.61 ¦ 96.500¦ 96.688¦ 96.560¦ 15.40¦ 16.91¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.07.02¦ 1.65 ¦ 96.570¦ 96.680¦ 96.680¦ 15.32¦ 550.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.07.02¦ 1.69 ¦ 96.690¦ 96.720¦ 96.720¦ 15.28¦ 432.95¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.08.04 ¦15.07.02¦ 2.80 ¦ 96.591¦ 96.591¦ 96.591¦ 15.10¦ 0.79¦ 27017¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.07.02¦ 2.84 ¦ 96.000¦ 96.050¦ 96.050¦ 15.47¦ 6.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.07.02¦ 2.88 ¦ 96.000¦ 96.000¦ 96.000¦ 15.48¦ 1.31¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.07.02¦ 2.92 ¦ 95.535¦ 96.530¦ 95.535¦ 15.21¦ 16.05¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.07.02¦ 2.96 ¦ 96.419¦ 96.419¦ 96.419¦ 15.21¦ 0.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.12.04 ¦15.07.02¦ 1.00 ¦ 95.600¦ 95.600¦ 95.600¦ 15.41¦ 5.00¦ 27014¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.07.02¦ 1.04 ¦ 95.300¦ 95.500¦ 95.300¦ 15.55¦ 6.69¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.07.02¦ 1.07 ¦ 95.450¦ 95.800¦ 95.700¦ 15.38¦ 7.19¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.07.02¦ 1.11 ¦ 95.700¦ 95.720¦ 95.700¦ 15.35¦ 12.28¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.07.02¦ 1.15 ¦ 95.750¦ 95.900¦ 95.900¦ 15.24¦ 12.13¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.05 ¦15.07.02¦ 3.34 ¦ 88.345¦ 88.345¦ 88.345¦ 15.59¦ 0.00¦ 26003¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.07.02¦ 3.37 ¦ 88.400¦ 88.400¦ 88.400¦ 15.56¦ 0.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.07.02¦ 3.40 ¦ 97.500¦ 88.000¦ 88.000¦ 15.90¦ 0.47¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.07.02¦ 3.43 ¦ 88.000¦ 88.000¦ 88.000¦ 15.79¦ 0.05¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.07.02¦ 3.45 ¦ 87.000¦ 87.990¦ 87.990¦ 16.02¦ 0.25¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.09.05 ¦15.07.02¦ 1.07 ¦ 94.600¦ 94.801¦ 94.600¦ 15.93¦ 8.49¦ 27018¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.07.02¦ 1.11 ¦ 94.500¦ 94.650¦ 94.650¦ 15.99¦ 23.65¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.07.02¦ 1.15 ¦ 94.671¦ 94.849¦ 94.849¦ 15.85¦ 0.21¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.07.02¦ 1.19 ¦ 94.700¦ 94.900¦ 94.900¦ 15.86¦ 0.70¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.07.02¦ 1.23 ¦ 94.700¦ 95.000¦ 94.794¦ 15.83¦ 6.48¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.11.06 ¦15.07.02¦ 2.22 ¦ 90.150¦ 90.369¦ 90.210¦ 17.10¦ 24.31¦ 45001¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.07.02¦ 2.26 ¦ 90.200¦ 90.250¦ 90.200¦ 17.11¦ 33.44¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.07.02¦ 2.30 ¦ 90.300¦ 90.460¦ 90.460¦ 17.00¦ 119.15¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.07.02¦ 2.34 ¦ 90.470¦ 90.573¦ 90.525¦ 16.97¦ 366.30¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.07.02¦ 2.38 ¦ 90.520¦ 90.545¦ 90.545¦ 16.95¦ 266.15¦ ¦
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 ¦ 131 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2002 ¦ 131 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 25.11.2002 ¦ 129 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2003 ¦ 239 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2003 ¦ 239 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2003 ¦ 239 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2002 ¦ 131 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 25.11.2002 ¦ 129 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 26.11.2002 ¦ 130 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 28.11.2002 ¦ 132 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 29.11.2002 ¦ 133 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27004 ¦ 18.09.2002 ¦ 61 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27005 ¦ 09.10.2002 ¦ 82 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 24.07.2002 ¦ 5 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 07.08.2002 ¦ 19 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 21.08.2002 ¦ 33 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 04.09.2002 ¦ 47 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 18.09.2002 ¦ 61 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 09.10.2002 ¦ 82 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 20.11.2002 ¦ 124 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 04.09.2002 ¦ 47 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 18.09.2002 ¦ 61 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 07.08.2002 ¦ 19 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 21.08.2002 ¦ 33 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 07.08.2002 ¦ 19 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 18.09.2002 ¦ 61 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 24.07.2002 ¦ 5 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 21.08.2002 ¦ 33 ¦ 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 ¦ ¦ ¦ ¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21157 ¦30.01.02¦07.08.02¦ 19¦ 1 ¦ 8 ¦ ¦ 3575.874¦ 424.126¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21158 ¦20.02.02¦21.08.02¦ 33¦ 1 ¦ 3 ¦ ¦ 4678.942¦ 1321.058¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21159 ¦13.03.02¦06.11.02¦ 110¦ 1 ¦ 28 ¦ ¦ 5072.010¦ 927.990¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21160 ¦22.05.02¦20.11.02¦ 124¦ 1 ¦ 34 ¦ ¦ 4792.449¦ 207.551¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21161 ¦17.07.02¦05.03.03¦ 229¦ 1 ¦ ¦ ¦ 3733.519¦ 266.481¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 131¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 496¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 1221¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 239¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 605¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 970¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 862¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1585¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1950¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2316¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2681¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 61¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 82¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 187¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 201¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 306¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 320¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 425¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 446¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 488¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 684¦ 3 ¦ 61 ¦ ¦ 14240.000¦ 760.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 880¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 565¦ 2 ¦ 54 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 397¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 747¦ 1 ¦ 49 ¦ ¦ 7000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 1153¦ 1 ¦ 36 ¦ ¦ 9000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 551¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1580¦ 2 ¦ 34 ¦ ¦ 12740.000¦ 2260.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦187562.440¦25003.883¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦15.07.02¦16.07.02¦17.07.02¦18.07.02¦19.07.02¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 13.04 ¦ 13.01 ¦ 13.46 ¦ 13.12 ¦ 12.27 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 12.64 ¦ 12.64 ¦ 12.85 ¦ 12.76 ¦ 12.91 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 17.10 ¦ 17.11 ¦ 17.00 ¦ 16.97 ¦ 16.95 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 14.76 ¦ 14.91 ¦ 14.83 ¦ 14.75 ¦ 14.72 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 13.21 ¦ 13.48 ¦ 13.42 ¦ 13.02 ¦ 12.92 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 15.59 ¦ 15.56 ¦ 15.90 ¦ 15.79 ¦ 15.09 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 17.10 ¦ 17.11 ¦ 17.00 ¦ 16.97 ¦ 16.95 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 14.55 ¦ 15.16 ¦ 14.58 ¦ 15.07 ¦ 14.85 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.07 ¦ 0.06 ¦ 0.07 ¦ 0.19 ¦ 0.10 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 0.00 ¦ 0.02 ¦ 0.00 ¦ 0.24 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.20 ¦ 0.27 ¦ 0.96 ¦ 2.93 ¦ 2.09 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.13 ¦ 0.11 ¦ 0.12 ¦ 0.60 ¦ 0.68 ¦
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---------¬
¦ ¦ 15.07.02¦ 16.07.02¦ 17.07.02¦ 18.07.02¦ 19.07.02¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦187400.72¦187400.72¦186235.16¦186914.46¦187562.44¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+ ¦
¦ ГКО ¦ 26390.32¦ 26390.32¦ 21852.79¦ 21852.79¦ 21852.79¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2061.17¦ 2061.17¦ 2061.17¦ 2061.17¦ 2061.17¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 12280.75¦ 12280.75¦ 12361.62¦ 12490.92¦ 12740.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦146668.48¦146668.48¦149959.57¦150509.57¦150908.48¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦184510.67¦184360.11¦183054.56¦183936.03¦184738.63¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 25879.62¦ 25884.41¦ 21058.89¦ 21080.04¦ 21139.85¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1948.10¦ 1949.22¦ 1942.57¦ 1945.68¦ 1945.19¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 11353.55¦ 11355.15¦ 11465.40¦ 11599.07¦ 11838.65¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦145329.41¦145171.34¦148587.71¦149311.23¦149814.94¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 404.74¦ 403.51¦ 421.70¦ 421.68¦ 421.83¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 54.54¦ 53.52¦ 102.25¦ 101.24¦ 100.30¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 558.19¦ 557.59¦ 555.50¦ 555.29¦ 553.57¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 1010.67¦ 1009.61¦ 1009.17¦ 1008.33¦ 1007.39¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 417.71¦ 416.43¦ 419.90¦ 419.61¦ 419.22¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный
по объемам в обращении.
Департамент операций
на открытом рынке
Банка России
|
