ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 21 июня 2002 г. N 23
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 369.336
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 |17.06.02|98.950|98.950|98.950| 12.91| 0.54| 21156 |
| +--------+------+------+------+--------+-------+ |
| |20.06.02|99.250|99.259|99.259| 10.15| 1.00| |
| +--------+------+------+------+--------+-------+ |
| |21.06.02|99.250|99.250|99.250| 10.61| 0.10| |
+---------+--------+------+------+------+--------+-------+-------+
|07.08.02 |18.06.02|98.210|98.210|98.210| 13.31| 2.13| 21157 |
| +--------+------+------+------+--------+-------+ |
| |19.06.02|98.276|98.461|98.380| 12.37| 7.47| |
| +--------+------+------+------+--------+-------+ |
| |20.06.02|98.400|98.461|98.400| 12.02| 0.69| |
+---------+--------+------+------+------+--------+-------+-------+
|21.08.02 |17.06.02|97.997|97.997|97.997| 11.48| 0.50| 21158 |
| +--------+------+------+------+--------+-------+ |
| |19.06.02|97.950|98.104|98.000| 11.90| 7.46| |
+---------+--------+------+------+------+--------+-------+-------+
|06.11.02 |17.06.02|95.113|95.113|95.113| 13.21| 2.34| 21159 |
| +--------+------+------+------+--------+-------+ |
| |19.06.02|95.290|95.293|95.293| 12.88| 30.14| |
| +--------+------+------+------+--------+-------+ |
| |20.06.02|95.300|95.333|95.300| 12.87| 34.58| |
| +--------+------+------+------+--------+-------+ |
| |21.06.02|95.370|95.371|95.371| 12.84| 20.00| |
+---------+--------+------+------+------+--------+-------+-------+
|20.11.02 |17.06.02|94.750|94.750|94.750| 12.96| 0.11| 21160 |
| +--------+------+------+------+--------+-------+ |
| |18.06.02|94.200|94.795|94.200| 13.02| 30.70| |
| +--------+------+------+------+--------+-------+ |
| |19.06.02|94.810|94.817|94.817| 12.96| 168.17| |
| +--------+------+------+------+--------+-------+ |
| |20.06.02|94.850|94.853|94.853| 12.95| 50.00| |
| +--------+------+------+------+--------+-------+ |
| |21.06.02|94.860|94.890|94.886| 12.95| 13.41| |
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 6505.275
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 |17.06.02| 3.60 |100.000|100.800|100.500| 13.49| 11.18| 27004|
| +--------+-------+-------+-------+-------+------+-------+ |
| |18.06.02| 3.70 |100.110|100.550|100.550| 13.11| 128.34| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |19.06.02| 0.00 |100.468|100.550|100.515| 13.34| 6.91| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |20.06.02| 0.00 |100.491|100.599|100.540| 13.39| 11.84| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |21.06.02| 0.10 |100.540|100.570|100.555| 13.03| 16.15| |
+---------+--------+-------+-------+-------+-------+------+-------+------+
|09.10.02 |17.06.02| 2.80 | 99.415| 99.470| 99.430| 13.33| 14.76| 27005|
| +--------+-------+-------+-------+-------+------+-------+ |
| |18.06.02| 2.80 | 99.432| 99.555| 99.555| 13.08| 71.85| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |19.06.02| 2.80 | 99.510| 99.555| 99.550| 13.18| 20.04| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |20.06.02| 2.90 | 99.450| 99.551| 99.540| 12.96| 13.96| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |21.06.02| 2.90 | 99.545| 99.660| 99.545| 13.08| 33.25| |
+---------+--------+-------+-------+-------+-------+------+-------+------+
|22.01.03 |17.06.02| 2.20 | 99.000| 99.040| 99.000| 13.19| 11.34| 27006|
| +--------+-------+-------+-------+-------+------+-------+ |
| |18.06.02| 2.20 | 98.900| 99.120| 99.120| 13.10| 19.27| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |19.06.02| 2.30 | 99.000| 99.070| 99.030| 13.06| 9.86| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |20.06.02| 2.30 | 99.000| 99.220| 99.040| 13.12| 17.55| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |21.06.02| 2.40 | 99.000| 99.051| 99.000| 13.04| 10.81| |
+---------+--------+-------+-------+-------+-------+------+-------+------+
|05.02.03 |17.06.02| 1.60 | 98.400| 98.720| 98.700| 14.03| 0.93| 27007|
| +--------+-------+-------+-------+-------+------+-------+ |
| |18.06.02| 1.70 | 98.797| 98.805| 98.805| 13.67| 5.45| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |19.06.02| 1.70 | 98.800| 98.850| 98.822| 13.69| 28.39| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |20.06.02| 1.70 | 98.830| 98.900| 98.860| 13.72| 14.36| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |21.06.02| 1.80 | 98.810| 99.000| 98.930| 13.50| 13.71| |
+---------+--------+-------+-------+-------+-------+------+-------+------+
|15.03.03 |20.06.02| 2.66 | 97.200| 97.200| 97.200| 14.08| 0.11| 26001|
| +--------+-------+-------+-------+-------+------+-------+ |
| |21.06.02| 2.69 | 97.205| 97.205| 97.205| 14.09| 0.50| |
+---------+--------+-------+-------+-------+-------+------+-------+------+
|21.05.03 |17.06.02| 1.10 | 97.780| 98.100| 97.780| 14.15| 8.59| 27008|
| +--------+-------+-------+-------+-------+------+-------+ |
| |18.06.02| 1.10 | 97.850| 97.937| 97.937| 14.13| 15.72| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |19.06.02| 1.10 | 97.860| 97.910| 97.860| 14.18| 9.31| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |20.06.02| 1.20 | 97.750| 98.000| 98.000| 14.12| 1.96| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |21.06.02| 1.20 | 97.700| 98.100| 98.100| 14.08| 4.35| |
+---------+--------+-------+-------+-------+-------+------+-------+------+
|04.06.03 |17.06.02| 0.50 | 97.700| 98.050| 97.700| 14.03| 0.32| 27009|
| +--------+-------+-------+-------+-------+------+-------+ |
| |18.06.02| 0.50 | 97.910| 97.910| 97.910| 14.23| 0.17| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |19.06.02| 0.60 | 97.880| 97.930| 97.880| 14.16| 1.20| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |20.06.02| 0.60 | 97.900| 97.950| 97.949| 14.15| 0.19| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |21.06.02| 0.70 | 97.950| 98.960| 98.960| 13.91| 4.14| |
+---------+--------+-------+-------+-------+-------+------+-------+------+
|20.08.03 |18.06.02| 1.11 | 99.600| 99.600| 99.600| 14.20| 2.10| 27016|
| +--------+-------+-------+-------+-------+------+-------+ |
| |19.06.02| 1.15 | 99.700| 99.780| 99.780| 14.02| 1.51| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |21.06.02| 1.23 | 99.843| 99.843| 99.843| 13.94| 0.50| |
+---------+--------+-------+-------+-------+-------+------+-------+------+
|17.09.03 |17.06.02| 3.60 | 96.850| 97.100| 96.900| 14.44| 11.18| 27010|
| +--------+-------+-------+-------+-------+------+-------+ |
| |18.06.02| 3.70 | 96.870| 96.885| 96.885| 14.52| 0.17| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |19.06.02| 0.00 | 96.990| 97.199| 97.150| 14.29| 14.06| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |20.06.02| 0.00 | 97.150| 97.200| 97.200| 14.29| 12.62| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |21.06.02| 0.10 | 97.100| 97.200| 97.100| 14.24| 16.35| |
+---------+--------+-------+-------+-------+-------+------+-------+------+
|08.10.03 |17.06.02| 2.80 | 95.800| 96.017| 95.950| 14.36| 4.29| 27011|
| +--------+-------+-------+-------+-------+------+-------+ |
| |18.06.02| 2.80 | 95.900| 96.059| 96.059| 14.38| 0.99| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |19.06.02| 2.80 | 96.050| 96.220| 96.110| 14.31| 20.68| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |20.06.02| 2.90 | 96.100| 96.200| 96.150| 14.20| 10.60| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |21.06.02| 2.90 | 95.879| 96.150| 95.880| 14.30| 2.16| |
+---------+--------+-------+-------+-------+-------+------+-------+------+
|19.11.03 |17.06.02| 0.70 | 93.701| 94.550| 94.500| 14.98| 3.18| 27012|
| +--------+-------+-------+-------+-------+------+-------+ |
| |18.06.02| 0.70 | 94.549| 94.550| 94.550| 14.94| 8.01| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |19.06.02| 0.80 | 94.550| 94.700| 94.620| 14.83| 14.70| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |20.06.02| 0.80 | 94.740| 94.750| 94.740| 14.74| 9.10| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |21.06.02| 0.80 | 94.805| 95.876| 94.805| 14.30| 6.13| |
+---------+--------+-------+-------+-------+-------+------+-------+------+
|21.01.04 |17.06.02| 2.20 | 94.190| 94.321| 94.311| 15.25| 8.01| 28001|
| +--------+-------+-------+-------+-------+------+-------+ |
| |18.06.02| 2.20 | 94.000| 94.200| 94.005| 15.33| 2.25| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |19.06.02| 2.30 | 94.250| 94.600| 94.600| 15.10| 7.35| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |20.06.02| 2.30 | 94.350| 94.500| 94.400| 15.13| 2.17| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |21.06.02| 2.40 | 94.400| 94.655| 94.655| 15.05| 7.93| |
+---------+--------+-------+-------+-------+-------+------+-------+------+
|04.02.04 |17.06.02| 1.53 | 96.550| 96.850| 96.750| 15.60| 17.69| 27015|
| +--------+-------+-------+-------+-------+------+-------+ |
| |18.06.02| 1.57 | 96.850| 96.870| 96.870| 15.54| 5.00| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |19.06.02| 1.61 | 97.093| 97.093| 97.093| 15.35| 0.50| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |20.06.02| 1.65 | 97.250| 97.350| 97.250| 15.23| 10.96| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |21.06.02| 1.69 | 97.290| 97.495| 97.495| 15.15| 22.50| |
+---------+--------+-------+-------+-------+-------+------+-------+------+
|02.06.04 |17.06.02| 0.46 | 95.850| 95.867| 95.867| 15.86| 173.75| 27013|
| +--------+-------+-------+-------+-------+------+-------+ |
| |18.06.02| 0.50 | 95.870| 96.886| 95.913| 15.84| 260.60| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |19.06.02| 0.54 | 95.920| 95.934| 95.934| 15.82| 195.67| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |20.06.02| 0.58 | 95.880| 95.946| 95.945| 15.81| 116.48| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |21.06.02| 0.61 | 95.500| 96.001| 95.970| 15.81| 27.47| |
+---------+--------+-------+-------+-------+-------+------+-------+------+
|04.08.04 |17.06.02| 1.64 | 95.420| 95.425| 95.425| 15.89| 113.30| 27017|
| +--------+-------+-------+-------+-------+------+-------+ |
| |18.06.02| 1.69 | 95.430| 95.463| 95.463| 15.88| 130.10| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |19.06.02| 1.73 | 95.500| 96.451| 95.514| 15.83| 122.00| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |20.06.02| 1.77 | 95.530| 95.536| 95.536| 15.82| 131.51| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |21.06.02| 1.81 | 95.544| 95.545| 95.544| 15.81| 5.10| |
+---------+--------+-------+-------+-------+-------+------+-------+------+
|15.12.04 |17.06.02| 3.41 | 94.300| 94.300| 94.300| 16.15| 1.50| 27014|
| +--------+-------+-------+-------+-------+------+-------+ |
| |18.06.02| 3.45 | 94.500| 94.500| 94.500| 16.03| 7.00| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |19.06.02| 0.00 | 94.530| 94.544| 94.530| 16.01| 201.50| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |20.06.02| 0.04 | 94.250| 94.564| 94.564| 16.00| 148.04| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |21.06.02| 0.08 | 94.550| 94.572| 94.569| 16.00| 70.92| |
+---------+--------+-------+-------+-------+-------+------+-------+------+
|15.03.05 |17.06.02| 2.58 | 86.400| 86.400| 86.400| 16.48| 0.00| 26003|
| +--------+-------+-------+-------+-------+------+-------+ |
| |18.06.02| 2.60 | 86.400| 86.400| 86.400| 16.49| 0.00| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |19.06.02| 2.63 | 86.400| 86.590| 86.450| 16.40| 26.81| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |20.06.02| 2.66 | 86.500| 86.500| 86.500| 16.44| 0.00| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |21.06.02| 2.69 | 86.000| 86.450| 86.450| 16.50| 0.11| |
+---------+--------+-------+-------+-------+-------+------+-------+------+
|14.09.05 |17.06.02| 3.66 | 93.500| 93.570| 93.520| 16.51| 43.43| 27018|
| +--------+-------+-------+-------+-------+------+-------+ |
| |18.06.02| 3.70 | 93.550| 93.650| 93.600| 16.47| 32.85| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |19.06.02| 0.00 | 93.600| 93.725| 93.600| 16.42| 118.26| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |20.06.02| 0.04 | 93.670| 93.750| 93.690| 16.42| 189.72| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |21.06.02| 0.08 | 92.595| 93.700| 93.500| 16.54| 69.11| |
+---------+--------+-------+-------+-------+-------+------+-------+------+
|21.11.05 |19.06.02| 1.12 | 63.244| 63.244| 63.244| 17.00| 0.03| 25053|
+---------+--------+-------+-------+-------+-------+------+-------+------+
|15.11.06 |17.06.02| 1.07 | 89.999| 90.000| 90.000| 17.22| 9.00| 45001|
| +--------+-------+-------+-------+-------+------+-------+ |
| |18.06.02| 1.11 | 90.048| 90.050| 90.050| 17.20| 32.21| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |19.06.02| 1.15 | 90.084| 90.090| 90.085| 17.18| 643.92| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |20.06.02| 1.19 | 90.080| 90.093| 90.093| 17.18|2237.07| |
| +--------+-------+-------+-------+-------+------+-------+ |
| |21.06.02| 1.23 | 90.050| 90.093| 90.050| 17.18| 668.62| |
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 | 159 | 5.00 | 50.00 |
+--------+------------------------+-------+--------+-------------+
| 25029 | 27.11.2002 | 159 | 5.00 | 50.00 |
+--------+------------------------+-------+--------+-------------+
| 25053 | 25.11.2002 | 157 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 26001 | 15.03.2003 | 267 | 10.00 | 100.00 |
+--------+------------------------+-------+--------+-------------+
| 26002 | 15.03.2003 | 267 | 10.00 | 100.00 |
+--------+------------------------+-------+--------+-------------+
| 26003 | 15.03.2003 | 267 | 10.00 | 100.00 |
+--------+------------------------+-------+--------+-------------+
| 26032 | 27.11.2002 | 159 | 5.00 | 50.00 |
+--------+------------------------+-------+--------+-------------+
| 26175 | 25.11.2002 | 157 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 26176 | 26.11.2002 | 158 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 26177 | 28.11.2002 | 160 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 26178 | 29.11.2002 | 161 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 27004 | 18.09.2002 | 89 | 15.00 | 0.37 |
+--------+------------------------+-------+--------+-------------+
| 27005 | 10.07.2002 | 19 | 15.00 | 0.37 |
+--------+------------------------+-------+--------+-------------+
| 27006 | 24.07.2002 | 33 | 15.00 | 0.37 |
+--------+------------------------+-------+--------+-------------+
| 27007 | 07.08.2002 | 47 | 15.00 | 0.37 |
+--------+------------------------+-------+--------+-------------+
| 27008 | 21.08.2002 | 61 | 15.00 | 0.37 |
+--------+------------------------+-------+--------+-------------+
| 27009 | 04.09.2002 | 75 | 15.00 | 0.37 |
+--------+------------------------+-------+--------+-------------+
| 27010 | 18.09.2002 | 89 | 15.00 | 0.37 |
+--------+------------------------+-------+--------+-------------+
| 27011 | 10.07.2002 | 19 | 15.00 | 0.37 |
+--------+------------------------+-------+--------+-------------+
| 27012 | 20.11.2002 | 152 | 10.00 | 0.50 |
+--------+------------------------+-------+--------+-------------+
| 27013 | 04.09.2002 | 75 | 14.00 | 34.90 |
+--------+------------------------+-------+--------+-------------+
| 27014 | 18.09.2002 | 89 | 14.00 | 34.90 |
+--------+------------------------+-------+--------+-------------+
| 27015 | 07.08.2002 | 47 | 14.00 | 34.90 |
+--------+------------------------+-------+--------+-------------+
| 27016 | 21.08.2002 | 61 | 15.00 | 37.40 |
+--------+------------------------+-------+--------+-------------+
| 27017 | 07.08.2002 | 47 | 15.00 | 37.40 |
+--------+------------------------+-------+--------+-------------+
| 27018 | 18.09.2002 | 89 | 15.00 | 37.40 |
+--------+------------------------+-------+--------+-------------+
| 28001 | 24.07.2002 | 33 | 15.00 | 0.37 |
+--------+------------------------+-------+--------+-------------+
| 45001 | 21.08.2002 | 61 | 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| 26| 2 | 9 | | 8271.045| 1728.955|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21157 |30.01.02|07.08.02| 47| 1 | 8 | | 3575.874| 424.126|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21158 |20.02.02|21.08.02| 61| 1 | 3 | | 4678.942| 1321.058|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21159 |13.03.02|06.11.02| 138| 1 | 19 | | 4811.095| 1188.905|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21160 |22.05.02|20.11.02| 152| 1 | 21 | | 4345.820| 654.180|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 25028 |27.11.98|27.11.02| 159| | | | 163.722| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 25029 |27.11.98|27.11.03| 524| | | | 163.722| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 25053 |26.12.00|21.11.05| 1249| | | | 5.036| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26001 |15.03.97|15.03.03| 267| 1 | | | 148.091| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26002 |15.03.97|15.03.04| 633| 1 | | | 265.174| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26003 |15.03.97|15.03.05| 998| 1 | | | 1131.559| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26032 |27.11.98|27.11.04| 890| | | | 163.722| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26175 |26.12.00|20.11.06| 1613| | | | 5.036| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26176 |26.12.00|20.11.07| 1978| | | | 5.036| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26177 |26.12.00|20.11.08| 2344| | | | 5.035| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26178 |26.12.00|20.11.09| 2709| | | | 5.035| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27004 |19.08.98|18.09.02| 89| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27005 |19.08.98|09.10.02| 110| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27006 |19.08.98|22.01.03| 215| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27007 |19.08.98|05.02.03| 229| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27008 |19.08.98|21.05.03| 334| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27009 |19.08.98|04.06.03| 348| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27010 |19.08.98|17.09.03| 453| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27011 |19.08.98|08.10.03| 474| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27012 |14.11.99|19.11.03| 516| | | | 9115.111| 8491.289|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27013 |06.06.01|02.06.04| 712| 2 | 59 | | 10000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27014 |11.07.01|15.12.04| 908| 2 | 70 | | 8357.460| 1642.540|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27015 |08.08.01|04.02.04| 593| 2 | 54 | | 10000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27016 |21.11.01|20.08.03| 425| 1 | 1 | | 5672.494| 6327.506|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27017 |06.02.02|04.08.04| 775| 1 | 42 | | 6297.666| 702.334|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27018 |20.03.02|14.09.05| 1181| 1 | 36 | | 9000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 28001 |19.08.98|21.01.04| 579| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 45001 |22.05.02|15.11.06| 1608| 2 | 19 | | 9913.791| 5086.209|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
|Итого: | |181981.339|31584.984|
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T---------
| |17.06.02|18.06.02|19.06.02|20.06.02|21.06.02|
+--------------------------+--------+--------+--------+--------+--------+
|1. Индикаторы (% годовых):| | | | | |
+--------------------------+--------+--------+--------+--------+--------+
|а) рыночного портфеля <*> | | | | | |
+--------------------------+--------+--------+--------+--------+--------+
| ГКО | 12.72 | 12.85 | 12.66 | 12.34 | 12.42 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ПД | 13.20 | 13.19 | 13.13 | 13.14 | 13.17 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-АД | 17.22 | 17.20 | 17.18 | 17.18 | 17.21 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ФД | 15.23 | 15.20 | 15.12 | 15.09 | 15.04 |
+--------------------------+--------+--------+--------+--------+--------+
|б) оборота рынка <**> | | | | | |
+--------------------------+--------+--------+--------+--------+--------+
| ГКО | 13.04 | 13.03 | 12.93 | 12.91 | 12.88 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ПД | 16.48 | 16.49 | 16.40 | 14.28 | 15.11 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-АД | 17.22 | 17.20 | 17.18 | 17.18 | 17.21 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ФД | 15.86 | 15.67 | 15.89 | 15.99 | 15.83 |
+--------------------------+--------+--------+--------+--------+--------+
|2. Коэффициенты | | | | | |
| оборачиваемости | | | | | |
+--------------------------+--------+--------+--------+--------+--------+
| ГКО | 0.01 | 0.13 | 0.82 | 0.33 | 0.13 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ПД | 0.00 | 0.00 | 1.25 | 0.01 | 0.03 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-АД | 0.12 | 0.43 | 7.98 | 23.45 | 6.74 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ФД | 0.29 | 0.48 | 0.52 | 0.47 | 0.21 |
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----------
| | 17.06.02| 18.06.02| 19.06.02| 20.06.02| 21.06.02|
+----------------------+---------+---------+---------+---------+---------+
|Номинальная стоимость,|178154.03|178538.10|179707.01|181554.83|181981.34|
|млн. руб. | | | | | |
+----------------------+---------+---------+---------+---------+---------+ |
| ГКО | 25344.01| 25373.01| 25571.32| 25651.37| 25682.78|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ПД | 2061.17| 2061.17| 2061.17| 2061.17| 2061.17|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-АД | 7506.30| 7506.30| 8071.30| 9541.30| 9913.79|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ФД |143242.55|143597.62|144003.22|144300.99|144323.60|
+----------------------+---------+---------+---------+---------+---------+
|Рыночная стоимость, |175221.77|175694.35|175656.40|177487.44|178020.23|
|млн. руб. | | | | | |
+----------------------+---------+---------+---------+---------+---------+
| ГКО | 24656.48| 24681.55| 24885.59| 24992.90| 25025.88|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ПД | 1911.98| 1912.48| 1915.07| 1915.13| 1914.51|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-АД | 6835.91| 6842.74| 7363.85| 8709.49| 9053.57|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ФД |141817.40|142257.58|141491.89|141869.93|142026.26|
+----------------------+---------+---------+---------+---------+---------+
|Дюрация <*>, дней | 395.19| 394.74| 398.30| 400.20| 399.76|
+----------------------+---------+---------+---------+---------+---------+
| ГКО | 79.73| 78.82| 78.40| 77.57| 76.66|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ПД | 573.89| 573.18| 572.90| 571.96| 571.03|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-АД | 734.32| 733.44| 732.52| 731.38| 730.19|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ФД | 431.28| 430.86| 434.80| 434.39| 433.32|
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный
по объемам в обращении.
Департамент операций
на открытом рынке
Банка России
|
