ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 5 июля 2002 г. N 25
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 423.666
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) |
+---------+--------+------+------+------+--------+-------+-------+
|17.07.02 |02.07.02|99.481|99.500|99.500| 12.25| 2.09| 21156 |
| +--------+------+------+------+--------+-------+ |
| |03.07.02|99.525|99.525|99.525| 12.44| 7.00| |
+---------+--------+------+------+------+--------+-------+-------+
|07.08.02 |02.07.02|98.850|98.850|98.850| 11.80| 7.00| 21157 |
| +--------+------+------+------+--------+-------+ |
| |03.07.02|98.850|98.850|98.850| 12.13| 4.00| |
| +--------+------+------+------+--------+-------+ |
| |04.07.02|98.900|98.901|98.901| 11.94| 6.00| |
+---------+--------+------+------+------+--------+-------+-------+
|21.08.02 |01.07.02|98.081|98.081|98.081| 14.00| 58.01| 21158 |
| +--------+------+------+------+--------+-------+ |
| |02.07.02|98.290|98.370|98.290| 12.59| 0.11| |
| +--------+------+------+------+--------+-------+ |
| |03.07.02|98.400|98.400|98.400| 12.11| 4.91| |
| +--------+------+------+------+--------+-------+ |
| |04.07.02|98.450|98.450|98.450| 11.97| 0.07| |
+---------+--------+------+------+------+--------+-------+-------+
|06.11.02 |01.07.02|95.730|95.731|95.731| 12.72| 18.86| 21159 |
| +--------+------+------+------+--------+-------+ |
| |02.07.02|95.762|95.765|95.765| 12.71| 44.00| |
| +--------+------+------+------+--------+-------+ |
| |03.07.02|95.770|95.780|95.780| 12.78| 4.00| |
| +--------+------+------+------+--------+-------+ |
| |04.07.02|95.830|95.830|95.830| 12.71| 5.00| |
| +--------+------+------+------+--------+-------+ |
| |05.07.02|95.860|95.863|95.860| 12.71| 7.10| |
+---------+--------+------+------+------+--------+-------+-------+
|20.11.02 |01.07.02|95.270|95.271|95.271| 12.76| 25.59| 21160 |
| +--------+------+------+------+--------+-------+ |
| |02.07.02|95.309|95.313|95.313| 12.74| 164.47| |
| +--------+------+------+------+--------+-------+ |
| |03.07.02|95.300|95.343|95.343| 12.74| 43.72| |
| +--------+------+------+------+--------+-------+ |
| |04.07.02|95.340|95.380|95.378| 12.73| 8.08| |
| +--------+------+------+------+--------+-------+ |
| |05.07.02|95.400|95.411|95.400| 12.72| 13.67| |
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 4076.652
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 |01.07.02| 0.50 |100.425|100.430|100.430| 13.34| 6.15| 27004|
| +--------+-------+-------+-------+-------+------+-------+ |
| |02.07.02| 0.50 |100.400|100.560|100.540| 13.03| 39.50| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |03.07.02| 0.60 |100.450|100.520|100.465| 13.01| 11.34| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |04.07.02| 0.60 |100.457|100.620|100.620| 12.67| 43.57| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |05.07.02| 0.70 |100.560|100.600|100.599| 12.10| 51.43| |
+---------+--------+-------+-------+-------+-------+------+-------+------+
|09.10.02 |01.07.02| 3.30 | 99.400| 99.500| 99.500| 13.06| 10.08| 27005|
| +--------+-------+-------+-------+-------+------+-------+ |
| |02.07.02| 3.40 | 99.498| 99.500| 99.498| 12.78| 3.83| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |03.07.02| 3.40 | 99.482| 99.510| 99.490| 12.96| 26.33| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |04.07.02| 3.50 | 99.400| 99.550| 99.550| 12.56| 13.72| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |05.07.02| 3.50 | 99.520| 99.650| 99.650| 12.43| 58.00| |
+---------+--------+-------+-------+-------+-------+------+-------+------+
|22.01.03 |01.07.02| 2.80 | 98.800| 99.000| 99.000| 12.99| 5.98| 27006|
| +--------+-------+-------+-------+-------+------+-------+ |
| |02.07.02| 2.80 | 99.000| 99.050| 99.050| 13.00| 4.80| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |03.07.02| 2.80 | 99.100| 99.100| 99.100| 12.89| 0.39| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |04.07.02| 2.90 | 98.811| 99.080| 99.080| 12.85| 1.31| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |05.07.02| 2.90 | 99.100| 99.200| 99.200| 12.67| 7.24| |
+---------+--------+-------+-------+-------+-------+------+-------+------+
|05.02.03 |01.07.02| 2.20 | 98.870| 99.000| 99.000| 13.21| 6.33| 27007|
| +--------+-------+-------+-------+-------+------+-------+ |
| |02.07.02| 2.20 | 99.000| 99.050| 99.050| 13.23| 2.59| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |03.07.02| 2.30 | 98.990| 99.010| 98.990| 13.12| 7.03| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |04.07.02| 2.30 | 98.700| 99.090| 99.090| 13.08| 2.57| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |05.07.02| 2.40 | 99.050| 99.150| 99.150| 12.79| 24.73| |
+---------+--------+-------+-------+-------+-------+------+-------+------+
|15.03.03 |04.07.02| 3.04 | 97.070| 97.070| 97.070| 14.50| 0.20| 26001|
+---------+--------+-------+-------+-------+-------+------+-------+------+
|21.05.03 |01.07.02| 1.60 | 97.900| 98.050| 98.050| 13.89| 0.69| 27008|
| +--------+-------+-------+-------+-------+------+-------+ |
| |02.07.02| 1.70 | 98.030| 98.070| 98.059| 13.77| 7.16| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |03.07.02| 1.70 | 98.000| 98.050| 98.000| 13.83| 0.36| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |04.07.02| 1.70 | 97.800| 98.000| 98.000| 14.11| 0.07| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |05.07.02| 1.80 | 97.900| 98.300| 98.300| 13.67| 2.49| |
+---------+--------+-------+-------+-------+-------+------+-------+------+
|04.06.03 |01.07.02| 1.10 | 97.800| 97.800| 97.800| 14.20| 0.02| 27009|
| +--------+-------+-------+-------+-------+------+-------+ |
| |02.07.02| 1.10 | 97.950| 98.000| 97.950| 14.04| 0.00| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |03.07.02| 1.10 | 98.000| 98.070| 98.070| 13.98| 12.68| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |04.07.02| 1.20 | 97.750| 98.250| 98.200| 13.69| 14.57| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |05.07.02| 1.20 | 98.200| 98.300| 98.300| 13.65| 8.57| |
+---------+--------+-------+-------+-------+-------+------+-------+------+
|17.09.03 |01.07.02| 0.50 | 97.000| 97.300| 97.300| 14.21| 0.11| 27010|
| +--------+-------+-------+-------+-------+------+-------+ |
| |02.07.02| 0.50 | 97.100| 97.350| 97.300| 14.18| 21.23| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |03.07.02| 0.60 | 97.120| 97.200| 97.200| 14.16| 43.86| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |04.07.02| 0.60 | 97.000| 97.450| 97.400| 13.97| 38.75| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |05.07.02| 0.70 | 97.390| 97.500| 97.500| 13.84| 3.16| |
+---------+--------+-------+-------+-------+-------+------+-------+------+
|08.10.03 |01.07.02| 3.30 | 95.550| 95.750| 95.750| 14.61| 3.24| 27011|
| +--------+-------+-------+-------+-------+------+-------+ |
| |02.07.02| 3.40 | 95.750| 96.200| 96.200| 14.20| 45.94| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |03.07.02| 3.40 | 95.120| 96.200| 96.200| 14.17| 38.51| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |04.07.02| 3.50 | 96.000| 96.200| 96.200| 14.06| 20.15| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |05.07.02| 3.50 | 96.200| 96.300| 96.300| 14.03| 12.68| |
+---------+--------+-------+-------+-------+-------+------+-------+------+
|19.11.03 |01.07.02| 1.10 | 95.200| 95.200| 95.200| 14.42| 0.00| 27012|
| +--------+-------+-------+-------+-------+------+-------+ |
| |02 07.02| 1.10 | 95.000| 95.350| 95.200| 14.45| 15.62| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |03.07.02| 1.20 | 95.000| 95.000| 95.000| 14.57| 4.19| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |04.07.02| 1.20 | 95.250| 95.250| 95.250| 14.38| 0.50| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |05.07.02| 1.20 | 95.350| 95.400| 95.400| 14.29| 2.00| |
+---------+--------+-------+-------+-------+-------+------+-------+------+
|21.01.04 |01.07.02| 2.80 | 94.550| 94.602| 94.601| 14.92| 0.32| 28001|
| +--------+-------+-------+-------+-------+------+-------+ |
| |02.07.02| 2.80 | 94.600| 94.690| 94.680| 14.88| 10.00| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |03.07.02| 2.80 | 94.500| 94.800| 94.500| 15.02| 2.63| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |04.07.02| 2.90 | 94.500| 94.650| 94.650| 14.94| 9.85| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |05.07.02| 2.90 | 94.700| 94.755| 94.755| 14.83| 8.70| |
+---------+--------+-------+-------+-------+-------+------+-------+------+
|04.02.04 |01.07.02| 2.07 | 97.400| 97.400| 97.400| 15.11| 0.70| 27015|
| +--------+-------+-------+-------+-------+------+-------+ |
| |02.07.02| 2.11 | 97.400| 97.450| 97.450| 15.10| 35.36| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |03.07.02| 2.15 | 97.400| 97.450| 97.450| 15.10| 34.03| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |04.07.02| 2.19 | 97.700| 97.777| 97.700| 14.86| 3.70| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |05.07.02| 2.22 | 97.450| 97.720| 97.700| 14.86| 19.70| |
+---------+--------+-------+-------+-------+-------+------+-------+------+
|02.06.04 |01.07.02| 1.00 | 96.200| 96.200| 96.200| 15.63| 0.21| 27013|
| +--------+-------+-------+-------+-------+------+-------+ |
| |02.07.02| 1.04 | 96.300| 96.500| 96.500| 15.56| 1.64| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |03.07.02| 1.07 | 96.250| 96.500| 96.250| 15.50| 3.43| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |04.07.02| 1.11 | 96.500| 96.500| 96.500| 15.43| 4.00| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |05.07.02| 1.15 | 96.600| 97.050| 97.050| 15.08| 11.51| |
+---------+--------+-------+-------+-------+-------+------+-------+------+
|04.08.04 |01.07.02| 2.22 | 95.490| 95.495| 95.495| 15.83| 140.00| 27017|
| +--------+-------+-------+-------+-------+------+-------+ |
| |02.07.02| 2.26 | 95.510| 95.522| 95.520| 15.82| 81.70| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |03.07.02| 2.30 | 95.800| 95.805| 95.805| 15.63| 4.00| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |04.07.02| 2.34 | 96.000| 96.000| 96.000| 15.50| 5.00| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |05.07.02| 2.38 | 96.236| 96.450| 96.450| 15.25| 3.00| |
+---------+--------+-------+-------+-------+-------+------+-------+------+
|15.12.04 |01.07.02| 0.46 | 94.620| 94.622| 94.622| 15.97| 40.00| 27014|
| +--------+-------+-------+-------+-------+------+-------+ |
| |02.07.02| 0.50 | 94.630| 95.632| 94.649| 15.95| 305.00| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |03.07.02| 0.54 | 94.665| 94.703| 94.703| 15.93| 677.92| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |04.07.02| 0.58 | 94.710| 94.760| 94.760| 15.90| 203.20| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |05.07.02| 0.61 | 95.150| 95.150| 95.150| 15.66| 0.00| |
+---------+--------+-------+-------+-------+-------+------+-------+------+
|15.03.05 |01.07.02| 2.96 | 86.600| 86.600| 86.600| 16.45| 0.00| 26003|
| +--------+-------+-------+-------+-------+------+-------+ |
| |02.07.02| 2.99 | 86.590| 86.600| 86.600| 16.46| 4.25| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |04.07.02| 3.04 | 86.600| 86.600| 86.600| 16.46| 0.10| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |05.07.02| 3.07 | 87.400| 87.400| 87.400| 16.04| 1.00| |
+---------+--------+-------+-------+-------+-------+------+-------+------+
|14.09.05 |01.07.02| 0.49 | 93.750| 93.900| 93.900| 16.33| 0.32| 27018|
| +--------+-------+-------+-------+-------+------+-------+ |
| |02.07.02| 0.53 | 93.900| 94.000| 94.000| 16.28| 11.13| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |03.07.02| 0.58 | 93.950| 94.000| 94.000| 16.26| 35.25| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |04.07.02| 0.62 | 94.100| 94.250| 94.150| 16.20| 3.00| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |05.07.02| 0.66 | 94.200| 94.270| 94.270| 16.14| 5.30| |
+---------+--------+-------+-------+-------+-------+------+-------+------+
|15.11.06 |01.07.02| 1.64 | 90.111| 90.500| 90.111| 17.15| 63.79| 45001|
| +--------+-------+-------+-------+-------+------+-------+ |
| |02.07.02| 1.69 | 90.121| 90.131| 90.131| 17.15| 161.87| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |03.07.02| 1.73 | 90.142| 90.143| 90.143| 17.14| 72.90| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |04.07.02| 1.77 | 90.155| 90.168| 90.168| 17.13| 577.69| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |05.07.02| 1.81 | 90.186| 90.197| 90.197| 17.12| 910.81| |
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 | 145 | 5.00 | 50.00 |
+--------+------------------------+-------+--------+-------------+
| 25029 | 27.11.2002 | 145 | 5.00 | 50.00 |
+--------+------------------------+-------+--------+-------------+
| 25053 | 25.11.2002 | 143 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 26001 | 15.03.2003 | 253 | 10.00 | 100.00 |
+--------+------------------------+-------+--------+-------------+
| 26002 | 15.03.2003 | 253 | 10.00 | 100.00 |
+--------+------------------------+-------+--------+-------------+
| 26003 | 15.03.2003 | 253 | 10.00 | 100.00 |
+--------+------------------------+-------+--------+-------------+
| 26032 | 27.11.2002 | 145 | 5.00 | 50.00 |
+--------+------------------------+-------+--------+-------------+
| 26175 | 25.11.2002 | 143 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 26176 | 26.11.2002 | 144 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 26177 | 28.11.2002 | 146 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 26178 | 29.11.2002 | 147 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 27004 | 18.09.2002 | 75 | 15.00 | 0.37 |
+--------+------------------------+-------+--------+-------------+
| 27005 | 10.07.2002 | 5 | 15.00 | 0.37 |
+--------+------------------------+-------+--------+-------------+
| 27006 | 24.07.2002 | 19 | 15.00 | 0.37 |
+--------+------------------------+-------+--------+-------------+
| 27007 | 07.08.2002 | 33 | 15.00 | 0.37 |
+--------+------------------------+-------+--------+-------------+
| 27008 | 21.08.2002 | 47 | 15.00 | 0.37 |
+--------+------------------------+-------+--------+-------------+
| 27009 | 04.09.2002 | 61 | 15.00 | 0.37 |
+--------+------------------------+-------+--------+-------------+
| 27010 | 18.09.2002 | 75 | 15.00 | 0.37 |
+--------+------------------------+-------+--------+-------------+
| 27011 | 10.07.2002 | 5 | 15.00 | 0.37 |
+--------+------------------------+-------+--------+-------------+
| 27012 | 20.11.2002 | 138 | 10.00 | 0.50 |
+--------+------------------------+-------+--------+-------------+
| 27013 | 04.09.2002 | 61 | 14.00 | 34.90 |
+--------+------------------------+-------+--------+-------------+
| 27014 | 18.09.2002 | 75 | 14.00 | 34.90 |
+--------+------------------------+-------+--------+-------------+
| 27015 | 07.08.2002 | 33 | 14.00 | 34.90 |
+--------+------------------------+-------+--------+-------------+
| 27016 | 21.08.2002 | 47 | 15.00 | 37.40 |
+--------+------------------------+-------+--------+-------------+
| 27017 | 07.08.2002 | 33 | 15.00 | 37.40 |
+--------+------------------------+-------+--------+-------------+
| 27018 | 18.09.2002 | 75 | 15.00 | 37.40 |
+--------+------------------------+-------+--------+-------------+
| 28001 | 24.07.2002 | 19 | 15.00 | 0.37 |
+--------+------------------------+-------+--------+-------------+
| 45001 | 21.08.2002 | 47 | 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 | | | |
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21156 |28.11.01|17.07.02| 12| 2 | 9 | | 8271.045| 1728.955|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21157 |30.01.02|07.08.02| 33| 1 | 8 | | 3575.874| 424.126|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21158 |20.02.02|21.08.02| 47| 1 | 3 | | 4678.942| 1321.058|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21159 |13.03.02|06.11.02| 124| 1 | 24 | | 4900.000| 1100.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21160 |22.05.02|20.11.02| 138| 1 | 30 | | 4655.139| 344.861|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 25028 |27.11.98|27.11.02| 145| | | | 163.722| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 25029 |27.11.98|27.11.03| 510| | | | 163.722| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 25053 |26.12.00|21.11.05| 1235| | | | 5.036| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26001 |15.03.97|15.03.03| 253| 1 | | | 148.091| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26002 |15.03.97|15.03.04| 619| 1 | | | 265.174| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26003 |15.03.97|15.03.05| 984| 1 | | | 1131.559| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26032 |27.11.98|27.11.04| 876| | | | 163.722| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26175 |26.12.00|20.11.06| 1599| | | | 5.036| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26176 |26.12.00|20.11.07| 1964| | | | 5.036| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26177 |26.12.00|20.11.08| 2330| | | | 5.035| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26178 |26.12.00|20.11.09| 2695| | | | 5.035| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27004 |19.08.98|18.09.02| 75| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27005 |19.08.98|09.10.02| 96| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27006 |19.08.98|22.01.03| 201| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27007 |19.08.98|05.02.03| 215| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27008 |19.08.98|21.05.03| 320| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27009 |19.08.98|04.06.03| 334| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27010 |19.08.98|17.09.03| 439| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27011 |19.08.98|08.10.03| 460| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27012 |14.11.99|19.11.03| 502| | | | 9115.111| 8491.289|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27013 |06.06.01|02.06.04| 698| 2 | 59 | | 10000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27014 |11.07.01|15.12.04| 894| 2 | 78 | | 10000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27015 |08.08.01|04.02.04| 579| 2 | 54 | | 10000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27016 |21.11.01|20.08.03| 411| 1 | 1 | | 5672.494| 6327.506|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27017 |06.02.02|04.08.04| 761| 1 | 49 | | 7000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27018 |20.03.02|14.09.05| 1167| 1 | 36 | | 9000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 28001 |19.08.98|21.01.04| 565| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 45001 |22.05.02|15.11.06| 1594| 2 | 26 | | 11520.000| 3480.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
|Итого: | |186330.646|27235.677|
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T---------
| |01.07.02|02.07.02|03.07.02|04.07.02|05.07.02|
+--------------------------+--------+--------+--------+--------+--------+
|1. Индикаторы (% годовых):| | | | | |
+--------------------------+--------+--------+--------+--------+--------+
|а) рыночного портфеля <*> | | | | | |
+--------------------------+--------+--------+--------+--------+--------+
| ГКО | 12.94 | 12.60 | 12.60 | 12.54 | 12.48 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ПД | 13.17 | 13.17 | 13.17 | 13.20 | 12.90 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-АД | 17.15 | 17.15 | 17.14 | 17.13 | 17.12 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ФД | 15.04 | 14.98 | 14.97 | 14.87 | 14.71 |
+--------------------------+--------+--------+--------+--------+--------+
|б) оборота рынка <**> | | | | | |
+--------------------------+--------+--------+--------+--------+--------+
| ГКО | 13.16 | 12.72 | 12.70 | 12.63 | 12.72 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ПД | 16.45 | 16.46 | 0.00 | 15.75 | 16.04 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-АД | 17.15 | 17.15 | 17.14 | 17.13 | 17.12 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ФД | 15.77 | 15.67 | 15.78 | 15.51 | 14.19 |
+--------------------------+--------+--------+--------+--------+--------+
|2. Коэффициенты | | | | | |
| оборачиваемости | | | | | |
+--------------------------+--------+--------+--------+--------+--------+
| ГКО | 0.39 | 0.82 | 0.24 | 0.07 | 0.08 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ПД | 0.00 | 0.20 | 0.00 | 0.01 | 0.05 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-АД | 0.64 | 1.60 | 0.72 | 5.39 | 7.91 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ФД | 0.15 | 0.39 | 0.60 | 0.24 | 0.15 |
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----------
| | 01.07.02| 02.07.02| 03.07.02| 04.07.02| 05.07.02|
+----------------------+---------+---------+---------+---------+---------+
|Номинальная стоимость,|183287.96|183947.01|184740.21|185512.73|186330.65|
|млн. руб. | | | | | |
+----------------------+---------+---------+---------+---------+---------+ |
| ГКО | 25802.89| 26007.37| 26050.86| 26063.08| 26081.00|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ПД | 2061.17| 2061.17| 2061.17| 2061.17| 2061.17|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-АД | 10015.42| 10090.00| 10162.90| 10720.00| 11520.00|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ФД |145408.48|145788.48|146465.28|146668.48|146668.48|
+----------------------+---------+---------+---------+---------+---------+
|Рыночная стоимость, |179958.75|180781.53|181621.19|182552.55|183614.80|
|млн. руб. | | | | | |
+----------------------+---------+---------+---------+---------+---------+
| ГКО | 25191.50| 25423.11| 25473.09| 25493.20| 25513.42|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ПД | 1921.67| 1922.08| 1922.58| 1922.95| 1932.49|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-АД | 9191.55| 9263.83| 9336.55| 9854.90| 10598.17|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ФД |143654.02|144172.50|144888.96|145281.50|145570.72|
+----------------------+---------+---------+---------+---------+---------+
|Дюрация <*>, дней | 392.02| 391.60| 392.09| 392.53| 393.10|
+----------------------+---------+---------+---------+---------+---------+
| ГКО | 67.06| 66.57| 65.69| 64.73| 63.78|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ПД | 564.33| 563.60| 562.90| 562.22| 563.29|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-АД | 719.87| 718.62| 717.69| 716.62| 715.69|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ФД | 425.72| 425.61| 426.23| 425.82| 425.07|
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный
по объемам в обращении.
Департамент операций
на открытом рынке
Банка России
|
