ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 14 июня 2002 г. N 22
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю
647.984 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. ¦(спра- ¦
¦ ¦ ¦ ¦ ¦ ¦ ¦ по ¦вочно) ¦
¦ ¦ ¦ ¦ ¦ ¦ ¦номин.)¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦17.07.02 ¦11.06.02¦98.800¦98.800¦98.800¦ 12.31 ¦ 10.00¦ 21156 ¦
+---------+--------+------+------+------+--------+-------+-------+
¦07.08.02 ¦11.06.02¦98.251¦98.251¦98.251¦ 11.40 ¦ 0.84¦ 21157 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦13.06.02¦98.100¦98.110¦98.110¦ 12.84 ¦ 1.51¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦14.06.02¦98.200¦98.300¦98.200¦ 11.77 ¦ 10.23¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦21.08.02 ¦11.06.02¦97.649¦97.811¦97.650¦ 12.29 ¦ 22.93¦ 21158 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦13.06.02¦97.816¦97.827¦97.820¦ 11.80 ¦ 5.55¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦14.06.02¦97.950¦97.950¦97.950¦ 11.23 ¦ 3.00¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦06.11.02 ¦11.06.02¦95.000¦95.000¦95.000¦ 12.98 ¦ 0.00¦ 21159 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦13.06.02¦95.060¦95.140¦95.140¦ 12.88 ¦ 4.98¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦14.06.02¦95.110¦95.197¦95.197¦ 12.93 ¦ 77.04¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦20.11.02 ¦10.06.02¦94.528¦94.533¦94.533¦ 12.96 ¦ 19.76¦ 21160 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦11.06.02¦94.550¦94.572¦94.550¦ 12.95 ¦ 47.70¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦13.06.02¦94.609¦94.631¦94.609¦ 12.96 ¦ 23.00¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦14.06.02¦94.640¦94.657¦94.657¦ 12.98 ¦ 421.46¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 2411.922
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 ¦10.06.02¦ 3.30 ¦100.630¦101.400¦100.670¦ 13.01¦ 23.09¦ 27004¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.06.02¦ 3.40 ¦100.000¦100.790¦100.440¦ 13.40¦ 41.18¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.06.02¦ 3.50 ¦100.050¦101.000¦100.498¦ 13.32¦ 62.99¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.06.02¦ 3.50 ¦100.456¦101.000¦100.600¦ 13.26¦ 10.12¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦09.10.02 ¦10.06.02¦ 2.50 ¦ 99.582¦ 99.650¦ 99.600¦ 12.97¦ 63.19¦ 27005¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.06.02¦ 2.50 ¦ 99.450¦ 99.680¦ 99.450¦ 13.25¦ 22.85¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.06.02¦ 2.60 ¦ 99.000¦ 99.599¦ 99.490¦ 13.38¦ 1.48¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.06.02¦ 2.60 ¦ 99.489¦ 99.560¦ 99.550¦ 13.28¦ 111.56¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦22.01.03 ¦10.06.02¦ 1.90 ¦ 98.990¦ 99.048¦ 99.048¦ 13.29¦ 13.05¦ 27006¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.06.02¦ 2.00 ¦ 98.600¦ 99.000¦ 98.800¦ 13.23¦ 14.71¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.06.02¦ 2.00 ¦ 98.850¦ 98.900¦ 98.900¦ 13.51¦ 0.15¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.06.02¦ 2.10 ¦ 98.900¦ 99.049¦ 99.049¦ 13.17¦ 11.33¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦05.02.03 ¦10.06.02¦ 1.30 ¦ 98.950¦ 99.100¦ 99.100¦ 13.41¦ 13.18¦ 27007¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.06.02¦ 1.40 ¦ 98.800¦ 99.050¦ 98.800¦ 13.33¦ 9.77¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.06.02¦ 1.50 ¦ 98.500¦ 99.000¦ 98.500¦ 13.35¦ 5.01¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.06.02¦ 1.50 ¦ 98.850¦ 99.050¦ 99.050¦ 13.49¦ 5.02¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦21.05.03 ¦10.06.02¦ 0.80 ¦ 97.950¦ 98.200¦ 98.150¦ 13.83¦ 5.61¦ 27008¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.06.02¦ 0.80 ¦ 97.870¦ 98.100¦ 98.004¦ 14.02¦ 10.66¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.06.02¦ 0.90 ¦ 97.900¦ 98.000¦ 97.950¦ 14.07¦ 12.11¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.06.02¦ 0.90 ¦ 97.900¦ 97.958¦ 97.900¦ 14.13¦ 2.21¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.06.03 ¦10.06.02¦ 0.20 ¦ 98.011¦ 98.200¦ 98.200¦ 13.95¦ 24.90¦ 27009¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.06.02¦ 0.20 ¦ 97.910¦ 98.150¦ 98.000¦ 14.21¦ 14.78¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.06.02¦ 0.30 ¦ 97.000¦ 98.200¦ 98.050¦ 14.08¦ 10.48¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.06.02¦ 0.40 ¦ 97.500¦ 98.090¦ 97.500¦ 13.95¦ 11.70¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.08.03 ¦10.06.02¦ 0.78 ¦ 99.650¦ 99.650¦ 99.650¦ 14.19¦ 0.01¦ 27016¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦17.09.03 ¦10.06.02¦ 3.30 ¦ 97.000¦ 97.100¦ 97.100¦ 14.50¦ 0.62¦ 27010¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.06.02¦ 3.40 ¦ 97.000¦ 97.101¦ 97.030¦ 14.39¦ 9.38¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.06.02¦ 3.50 ¦ 96.800¦ 97.100¦ 96.800¦ 14.49¦ 22.63¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.06.02¦ 3.50 ¦ 96.900¦ 96.940¦ 96.930¦ 14.52¦ 5.23¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.10.03 ¦10.06.02¦ 2.50 ¦ 95.701¦ 96.000¦ 95.900¦ 14.42¦ 8.10¦ 27011¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.06.02¦ 2.50 ¦ 95.200¦ 96.092¦ 95.200¦ 14.41¦ 14.37¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.06.02¦ 2.60 ¦ 95.450¦ 96.000¦ 95.450¦ 14.53¦ 21.89¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.06.02¦ 2.60 ¦ 95.800¦ 96.106¦ 96.000¦ 14.44¦ 10.55¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦19.11.03 ¦10.06.02¦ 0.50 ¦ 94.480¦ 94.675¦ 94.675¦ 14.90¦ 9.53¦ 27012¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.06.02¦ 0.50 ¦ 94.100¦ 94.500¦ 94.495¦ 15.06¦ 6.34¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.06.02¦ 0.60 ¦ 94.000¦ 94.450¦ 94.450¦ 15.30¦ 4.65¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.06.02¦ 0.60 ¦ 94.400¦ 94.590¦ 94.590¦ 15.03¦ 8.49¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦21.01.04 ¦10.06.02¦ 1.90 ¦ 93.709¦ 94.770¦ 93.770¦ 14.89¦ 29.43¦ 28001¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.06.02¦ 2.00 ¦ 94.005¦ 94.760¦ 94.017¦ 15.07¦ 2.06¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.06.02¦ 2.00 ¦ 94.000¦ 94.360¦ 94.122¦ 15.33¦ 22.96¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.06.02¦ 2.10 ¦ 94.000¦ 94.210¦ 94.000¦ 15.38¦ 0.33¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.02.04 ¦10.06.02¦ 1.27 ¦ 96.500¦ 97.000¦ 96.850¦ 15.56¦ 45.00¦ 27015¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.06.02¦ 1.30 ¦ 96.500¦ 96.990¦ 96.601¦ 15.65¦ 1.59¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.06.02¦ 1.38 ¦ 96.600¦ 96.900¦ 96.700¦ 15.56¦ 26.15¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.06.02¦ 1.42 ¦ 96.700¦ 96.850¦ 96.820¦ 15.58¦ 473.50¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.06.04 ¦10.06.02¦ 0.19 ¦ 95.760¦ 95.765¦ 95.764¦ 15.93¦ 42.88¦ 27013¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.06.02¦ 0.23 ¦ 95.760¦ 95.785¦ 95.760¦ 15.92¦ 39.18¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.06.02¦ 0.31 ¦ 95.789¦ 95.792¦ 95.791¦ 15.91¦ 72.87¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.06.02¦ 0.35 ¦ 95.780¦ 96.800¦ 95.802¦ 15.87¦ 297.94¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.08.04 ¦10.06.02¦ 1.36 ¦ 95.390¦ 95.395¦ 95.395¦ 15.92¦ 62.63¦ 27017¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.06.02¦ 1.40 ¦ 95.410¦ 95.416¦ 95.414¦ 15.91¦ 25.23¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.06.02¦ 1.48 ¦ 95.400¦ 95.421¦ 95.419¦ 15.90¦ 29.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.06.02¦ 1.52 ¦ 95.400¦ 95.415¦ 95.415¦ 15.91¦ 10.12¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.12.04 ¦10.06.02¦ 3.15 ¦ 94.389¦ 94.397¦ 94.397¦ 16.09¦ 83.25¦ 27014¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.06.02¦ 3.18 ¦ 94.410¦ 94.416¦ 94.415¦ 16.08¦ 18.37¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.06.02¦ 3.26 ¦ 94.415¦ 94.430¦ 94.416¦ 16.08¦ 27.15¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.06.02¦ 3.30 ¦ 94.420¦ 94.424¦ 94.424¦ 16.07¦ 62.91¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.05 ¦10.06.02¦ 2.38 ¦ 86.830¦ 86.830¦ 86.830¦ 16.22¦ 5.00¦ 26003¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.06.02¦ 2.41 ¦ 86.500¦ 86.500¦ 86.500¦ 16.40¦ 0.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.06.02¦ 2.47 ¦ 86.690¦ 86.700¦ 86.700¦ 16.31¦ 1.51¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.06.02¦ 2.49 ¦ 86.600¦ 86.600¦ 86.600¦ 16.36¦ 0.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.09.05 ¦10.06.02¦ 3.37 ¦ 93.630¦ 93.665¦ 93.630¦ 16.45¦ 35.54¦ 27018¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.06.02¦ 3.41 ¦ 93.550¦ 93.620¦ 93.550¦ 16.48¦ 10.77¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.06.02¦ 3.49 ¦ 93.500¦ 93.800¦ 93.500¦ 16.47¦ 63.46¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.06.02¦ 3.54 ¦ 93.500¦ 93.550¦ 93.500¦ 16.51¦ 23.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.11.06 ¦10.06.02¦ 0.78 ¦ 90.100¦ 90.111¦ 90.100¦ 17.18¦ 42.88¦ 45001¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.06.02¦ 0.82 ¦ 90.100¦ 90.122¦ 90.121¦ 17.17¦ 193.64¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.06.02¦ 0.90 ¦ 90.100¦ 90.130¦ 90.100¦ 17.16¦ 18.82¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.06.02¦ 0.95 ¦ 89.900¦ 90.130¦ 90.100¦ 17.22¦ 21.89¦ ¦
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 ¦ 166 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2002 ¦ 166 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 25.11.2002 ¦ 164 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2003 ¦ 274 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2003 ¦ 274 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2003 ¦ 274 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2002 ¦ 166 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 25.11.2002 ¦ 164 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 26.11.2002 ¦ 165 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 28.11.2002 ¦ 167 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 29.11.2002 ¦ 168 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27004 ¦ 19.06.2002 ¦ 5 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27005 ¦ 10.07.2002 ¦ 26 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 24.07.2002 ¦ 40 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 07.08.2002 ¦ 54 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 21.08.2002 ¦ 68 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 04.09.2002 ¦ 82 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 19.06.2002 ¦ 5 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 10.07.2002 ¦ 26 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 20.11.2002 ¦ 159 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 04.09.2002 ¦ 82 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 19.06.2002 ¦ 5 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 07.08.2002 ¦ 54 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 21.08.2002 ¦ 68 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 07.08.2002 ¦ 54 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 19.06.2002 ¦ 5 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 24.07.2002 ¦ 40 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 21.08.2002 ¦ 68 ¦ 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¦ 33¦ 2 ¦ 9 ¦ ¦ 8271.045¦ 1728.955¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21157 ¦30.01.02¦07.08.02¦ 54¦ 1 ¦ 8 ¦ ¦ 3575.874¦ 424.126¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21158 ¦20.02.02¦21.08.02¦ 68¦ 1 ¦ 3 ¦ ¦ 4678.942¦ 1321.058¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21159 ¦13.03.02¦06.11.02¦ 145¦ 1 ¦ 16 ¦ ¦ 4730.908¦ 1269.092¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21160 ¦22.05.02¦20.11.02¦ 159¦ 1 ¦ 16 ¦ ¦ 4087.134¦ 912.866¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 166¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 531¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 1256¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 274¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 640¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1005¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 897¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1620¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1985¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2351¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2716¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 96¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 117¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 222¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 236¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 341¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 355¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 460¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 481¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 523¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 719¦ 2 ¦ 55 ¦ ¦ 9442.263¦ 557.737¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 915¦ 2 ¦ 67 ¦ ¦ 8054.349¦ 1945.651¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 600¦ 2 ¦ 54 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 432¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 782¦ 1 ¦ 37 ¦ ¦ 5837.464¦ 1162.536¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 1188¦ 1 ¦ 36 ¦ ¦ 9000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 586¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1615¦ 2 ¦ 16 ¦ ¦ 7506.301¦ 7493.699¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦177913.926¦35652.397¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------¬
¦ ¦10.06.02¦11.06.02¦13.06.02¦14.06.02¦
+--------------------------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+
¦ ГКО ¦ 12.50 ¦ 12.62 ¦ 12.79 ¦ 12.53 ¦
+--------------------------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 13.00 ¦ 13.12 ¦ 13.06 ¦ 13.10 ¦
+--------------------------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 17.18 ¦ 17.17 ¦ 17.16 ¦ 17.22 ¦
+--------------------------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 15.13 ¦ 15.18 ¦ 15.24 ¦ 15.21 ¦
+--------------------------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+
¦ ГКО ¦ 12.96 ¦ 12.81 ¦ 12.85 ¦ 12.96 ¦
+--------------------------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 16.22 ¦ 16.40 ¦ 16.31 ¦ 16.36 ¦
+--------------------------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 17.18 ¦ 17.17 ¦ 17.16 ¦ 17.22 ¦
+--------------------------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 15.66 ¦ 15.38 ¦ 15.77 ¦ 15.67 ¦
+--------------------------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+
¦ ГКО ¦ 0.08 ¦ 0.32 ¦ 0.14 ¦ 1.97 ¦
+--------------------------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.23 ¦ 0.00 ¦ 0.07 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.58 ¦ 2.58 ¦ 0.25 ¦ 0.29 ¦
+--------------------------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.32 ¦ 0.17 ¦ 0.27 ¦ 0.72 ¦
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---------¬
¦ ¦ 10.06.02¦ 11.06.02¦ 13.06.02¦ 14.06.02¦
+------------------------+---------+---------+---------+---------+
¦Номинальная стоимость, ¦177397.74¦177605.00¦177691.91¦177913.93¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦
+------------------------+---------+---------+---------+---------+ ¦
¦ ГКО ¦ 25275.95¦ 25300.95¦ 25314.79¦ 25343.90¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2061.17¦ 2061.17¦ 2061.17¦ 2061.17¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 7375.19¦ 7496.30¦ 7506.30¦ 7506.30¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦142685.43¦142746.58¦142809.64¦143002.55¦
+------------------------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦174177.71¦174369.09¦174502.87¦174820.19¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦
+------------------------+---------+---------+---------+---------+
¦ ГКО ¦ 24522.60¦ 24573.56¦ 24595.64¦ 24637.69¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1913.41¦ 1910.17¦ 1913.30¦ 1912.77¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 6703.09¦ 6817.36¦ 6833.29¦ 6827.66¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦141038.61¦141068.00¦141160.65¦141442.08¦
+------------------------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 401.26¦ 400.44¦ 398.57¦ 397.78¦
+------------------------+---------+---------+---------+---------+
¦ ГКО ¦ 86.51¦ 85.60¦ 83.67¦ 82.75¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 579.86¦ 578.39¦ 577.40¦ 576.48¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 742.22¦ 740.16¦ 738.54¦ 737.34¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 437.36¦ 436.46¦ 434.56¦ 433.84¦
L------------------------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный
по объемам в обращении.
Департамент операций
на открытом рынке
Банка России
|
