ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 7 июня 2002 г. N 21
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю
1043.649 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 ¦03.06.02¦98.430¦98.450¦98.450¦ 13.15 ¦ 5.71¦ 21156 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦05.06.02¦98.750¦98.800¦98.795¦ 10.65 ¦ 11.53¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦07.08.02 ¦03.06.02¦98.000¦98.000¦98.000¦ 11.46 ¦ 0.04¦ 21157 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦05.06.02¦97.999¦98.100¦98.099¦ 11.72 ¦ 3.01¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦06.06.02¦98.117¦98.150¦98.117¦ 11.27 ¦ 4.38¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦07.06.02¦98.147¦98.147¦98.147¦ 11.30 ¦ 0.50¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦21.08.02 ¦05.06.02¦97.471¦97.471¦97.471¦ 12.30 ¦ 0.07¦ 21158 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦06.06.02¦97.661¦97.661¦97.661¦ 11.50 ¦ 0.53¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦07.06.02¦97.301¦97.594¦97.301¦ 12.78 ¦ 31.70¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦06.11.02 ¦05.06.02¦94.770¦94.770¦94.770¦ 13.08 ¦ 1.00¦ 21159 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦07.06.02¦94.770¦94.770¦94.770¦ 13.25 ¦ 2.52¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦20.11.02 ¦03.06.02¦93.967¦93.967¦93.967¦ 13.78 ¦ 5.00¦ 21160 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦04.06.02¦94.014¦94.050¦94.050¦ 13.67 ¦ 41.87¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦05.06.02¦94.250¦94.357¦94.357¦ 13.09 ¦ 801.78¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦06.06.02¦94.360¦94.389¦94.389¦ 13.02 ¦ 90.92¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦07.06.02¦94.400¦94.425¦94.418¦ 12.99 ¦ 43.10¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю
4432.689 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 ¦03.06.02¦ 3.00 ¦100.450¦100.770¦100.539¦ 13.83¦ 14.05¦ 27004¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.06.02¦ 3.10 ¦100.500¦100.510¦100.507¦ 13.61¦ 24.37¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.06.02¦ 3.10 ¦100.570¦100.650¦100.600¦ 13.38¦ 39.68¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.06.02¦ 3.20 ¦100.600¦100.650¦100.600¦ 13.13¦ 14.81¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.06.02¦ 3.20 ¦100.545¦100.670¦100.545¦ 13.08¦ 28.11¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦09.10.02 ¦03.06.02¦ 2.20 ¦ 99.500¦ 99.500¦ 99.500¦ 13.50¦ 2.13¦ 27005¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.06.02¦ 2.20 ¦ 99.450¦ 99.500¦ 99.500¦ 13.62¦ 1.50¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.06.02¦ 2.30 ¦ 99.550¦ 99.610¦ 99.610¦ 13.06¦ 18.69¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.06.02¦ 2.30 ¦ 99.655¦ 99.680¦ 99.662¦ 12.98¦ 48.57¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.06.02¦ 2.40 ¦ 99.590¦ 99.601¦ 99.591¦ 12.98¦ 38.12¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦22.01.03 ¦03.06.02¦ 1.60 ¦ 98.600¦ 98.800¦ 98.800¦ 14.06¦ 5.24¦ 27006¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.06.02¦ 1.70 ¦ 98.600¦ 98.750¦ 98.700¦ 13.84¦ 23.65¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.06.02¦ 1.70 ¦ 98.800¦ 98.950¦ 98.950¦ 13.50¦ 40.36¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.06.02¦ 1.70 ¦ 98.960¦ 99.000¦ 99.000¦ 13.44¦ 96.34¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.06.02¦ 1.80 ¦ 98.990¦ 99.050¦ 99.050¦ 13.24¦ 6.78¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦05.02.03 ¦03.06.02¦ 1.10 ¦ 98.700¦ 98.820¦ 98.735¦ 13.87¦ 3.12¦ 27007¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.06.02¦ 1.10 ¦ 98.600¦ 98.760¦ 98.760¦ 13.95¦ 8.94¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.06.02¦ 1.10 ¦ 98.500¦ 99.050¦ 99.050¦ 13.67¦ 41.21¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.06.02¦ 1.20 ¦ 98.950¦ 99.005¦ 99.005¦ 13.46¦ 64.22¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.06.02¦ 1.20 ¦ 98.910¦ 99.195¦ 99.000¦ 13.46¦ 8.02¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.03 ¦06.06.02¦ 2.27 ¦ 96.900¦ 97.000¦ 97.000¦ 14.32¦ 5.98¦ 26001¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦21.05.03 ¦03.06.02¦ 0.50 ¦ 97.950¦ 98.000¦ 98.000¦ 14.10¦ 28.58¦ 27008¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.06.02¦ 0.50 ¦ 97.310¦ 97.400¦ 97.400¦ 14.94¦ 0.24¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.06.02¦ 0.60 ¦ 97.800¦ 98.150¦ 98.051¦ 13.94¦ 47.48¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.06.02¦ 0.60 ¦ 97.952¦ 98.200¦ 97.952¦ 14.00¦ 30.72¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.06.02¦ 0.70 ¦ 97.810¦ 98.050¦ 97.950¦ 14.10¦ 77.44¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.06.03 ¦03.06.02¦ 3.60 ¦ 97.700¦ 97.739¦ 97.739¦ 14.52¦ 11.52¦ 27009¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.06.02¦ 3.70 ¦ 97.000¦ 97.700¦ 97.700¦ 14.50¦ 1.52¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.06.02¦ 0.00 ¦ 97.680¦ 98.050¦ 97.990¦ 14.37¦ 21.08¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.06.02¦ 0.00 ¦ 97.900¦ 98.000¦ 97.900¦ 14.27¦ 67.03¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.06.02¦ 0.10 ¦ 97.950¦ 98.050¦ 98.010¦ 14.12¦ 8.53¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦17.09.03 ¦03.06.02¦ 3.00 ¦ 96.750¦ 96.800¦ 96.800¦ 14.75¦ 5.42¦ 27010¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.06.02¦ 3.10 ¦ 96.300¦ 96.300¦ 96.300¦ 15.17¦ 0.02¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.06.02¦ 3.10 ¦ 96.400¦ 96.750¦ 96.750¦ 15.01¦ 2.59¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.06.02¦ 3.20 ¦ 96.740¦ 96.800¦ 96.751¦ 14.67¦ 66.48¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.06.02¦ 3.20 ¦ 96.635¦ 97.010¦ 96.990¦ 14.49¦ 15.02¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.10.03 ¦03.06.02¦ 2.20 ¦ 95.530¦ 95.530¦ 95.530¦ 14.87¦ 2.00¦ 27011¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.06.02¦ 2.20 ¦ 95.300¦ 95.500¦ 95.400¦ 15.03¦ 9.42¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.06.02¦ 2.30 ¦ 95.500¦ 95.682¦ 95.500¦ 14.79¦ 13.14¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.06.02¦ 2.30 ¦ 95.600¦ 95.700¦ 95.651¦ 14.77¦ 112.20¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.06.02¦ 2.40 ¦ 95.600¦ 95.750¦ 95.730¦ 14.63¦ 9.15¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦19.11.03 ¦03.06.02¦ 0.30 ¦ 94.200¦ 94.235¦ 94.200¦ 15.12¦ 17.81¦ 27012¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.06.02¦ 0.40 ¦ 93.990¦ 94.000¦ 94.000¦ 15.24¦ 28.21¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.06.02¦ 0.40 ¦ 94.001¦ 94.450¦ 94.450¦ 15.26¦ 0.54¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.06.02¦ 0.40 ¦ 94.400¦ 94.500¦ 94.500¦ 14.87¦ 2.08¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.06.02¦ 0.40 ¦ 94.050¦ 94.900¦ 94.500¦ 14.88¦ 4.53¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦21.01.04 ¦03.06.02¦ 1.60 ¦ 94.000¦ 94.500¦ 94.010¦ 15.15¦ 5.08¦ 28001¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.06.02¦ 1.70 ¦ 93.500¦ 94.450¦ 93.955¦ 15.60¦ 0.03¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.06.02¦ 1.70 ¦ 93.830¦ 94.550¦ 94.550¦ 15.38¦ 0.39¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.06.02¦ 1.70 ¦ 94.200¦ 94.600¦ 94.570¦ 15.25¦ 90.99¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.06.02¦ 1.80 ¦ 94.340¦ 94.760¦ 94.740¦ 14.88¦ 31.12¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.02.04 ¦03.06.02¦ 1.00 ¦ 95.674¦ 96.580¦ 96.580¦ 15.82¦ 49.00¦ 27015¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.06.02¦ 1.04 ¦ 96.500¦ 97.131¦ 96.949¦ 15.79¦ 82.88¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.06.02¦ 1.07 ¦ 96.535¦ 97.200¦ 97.150¦ 15.65¦ 16.13¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.06.02¦ 1.11 ¦ 96.990¦ 97.150¦ 97.130¦ 15.40¦ 75.72¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.06.02¦ 1.15 ¦ 96.292¦ 96.800¦ 96.800¦ 15.71¦ 13.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.04 ¦03.06.02¦ 2.19 ¦ 91.400¦ 91.400¦ 91.400¦ 15.82¦ 5.03¦ 26002¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.06.02¦ 2.25 ¦ 91.400¦ 91.400¦ 91.400¦ 15.83¦ 0.05¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.06.02¦ 2.27 ¦ 91.600¦ 91.600¦ 91.600¦ 15.69¦ 1.47¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.06.04 ¦03.06.02¦ 3.41 ¦ 95.650¦ 95.650¦ 95.650¦ 16.00¦ 0.00¦ 27013¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.06.02¦ 3.45 ¦ 95.500¦ 95.800¦ 95.800¦ 15.90¦ 4.51¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.06.02¦ 0.04 ¦ 95.650¦ 95.682¦ 95.682¦ 15.99¦ 69.16¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.06.02¦ 0.08 ¦ 95.690¦ 95.800¦ 95.749¦ 15.95¦ 124.15¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.08.04 ¦03.06.02¦ 1.07 ¦ 95.010¦ 95.017¦ 95.017¦ 16.17¦ 55.00¦ 27017¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.06.02¦ 1.11 ¦ 95.025¦ 95.035¦ 95.035¦ 16.16¦ 23.59¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.06.02¦ 1.15 ¦ 95.105¦ 95.283¦ 95.283¦ 16.02¦ 666.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.06.02¦ 1.19 ¦ 95.245¦ 95.310¦ 95.310¦ 15.99¦ 112.01¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.06.02¦ 1.23 ¦ 95.315¦ 95.380¦ 95.380¦ 15.94¦ 163.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.12.04 ¦03.06.02¦ 2.88 ¦ 94.000¦ 94.047¦ 94.047¦ 16.28¦ 52.47¦ 27014¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.06.02¦ 2.92 ¦ 94.040¦ 94.064¦ 94.064¦ 16.27¦ 38.54¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.06.02¦ 2.95 ¦ 94.200¦ 94.312¦ 94.312¦ 16.15¦ 631.19¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.06.02¦ 2.99 ¦ 94.315¦ 94.345¦ 94.345¦ 16.12¦ 167.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.06.02¦ 3.03 ¦ 94.350¦ 94.390¦ 94.379¦ 16.10¦ 69.75¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.05 ¦03.06.02¦ 2.19 ¦ 85.800¦ 86.130¦ 85.800¦ 16.56¦ 3.62¦ 26003¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.06.02¦ 2.22 ¦ 85.560¦ 85.560¦ 85.560¦ 16.86¦ 0.10¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.06.02¦ 2.25 ¦ 85.560¦ 86.490¦ 85.750¦ 16.47¦ 12.08¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.06.02¦ 2.27 ¦ 86.390¦ 86.535¦ 86.535¦ 16.39¦ 4.50¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.06.02¦ 2.30 ¦ 86.250¦ 86.790¦ 86.250¦ 16.46¦ 11.12¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.09.05 ¦03.06.02¦ 3.08 ¦ 93.400¦ 93.460¦ 93.400¦ 16.56¦ 3.20¦ 27018¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.06.02¦ 3.12 ¦ 93.465¦ 93.570¦ 93.520¦ 16.51¦ 28.77¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.06.02¦ 3.17 ¦ 93.497¦ 93.650¦ 93.650¦ 16.50¦ 76.54¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.06.02¦ 3.21 ¦ 93.650¦ 93.800¦ 93.770¦ 16.42¦ 46.01¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.06.02¦ 3.25 ¦ 93.630¦ 93.670¦ 93.670¦ 16.44¦ 13.15¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.11.06 ¦03.06.02¦ 0.49 ¦ 90.034¦ 90.035¦ 90.034¦ 17.21¦ 29.99¦ 45001¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.06.02¦ 0.53 ¦ 90.045¦ 90.058¦ 90.045¦ 17.20¦ 130.95¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.06.02¦ 0.58 ¦ 90.066¦ 90.070¦ 90.070¦ 17.32¦ 125.03¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.06.02¦ 0.62 ¦ 90.075¦ 90.087¦ 90.087¦ 17.19¦ 118.34¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.06.02¦ 0.66 ¦ 90.095¦ 90.100¦ 90.100¦ 17.18¦ 165.40¦ ¦
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 ¦ 173 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2002 ¦ 173 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 25.11.2002 ¦ 171 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2003 ¦ 281 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2003 ¦ 281 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2003 ¦ 281 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2002 ¦ 173 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 25.11.2002 ¦ 171 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 26.11.2002 ¦ 172 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 28.11.2002 ¦ 174 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 29.11.2002 ¦ 175 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27004 ¦ 19.06.2002 ¦ 12 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27005 ¦ 10.07.2002 ¦ 33 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 24.07.2002 ¦ 47 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 07.08.2002 ¦ 61 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 21.08.2002 ¦ 75 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 04.09.2002 ¦ 89 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 19.06.2002 ¦ 12 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 10.07.2002 ¦ 33 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 20.11.2002 ¦ 166 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 04.09.2002 ¦ 89 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 19.06.2002 ¦ 12 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 07.08.2002 ¦ 61 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 21.08.2002 ¦ 75 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 07.08.2002 ¦ 61 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 19.06.2002 ¦ 12 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 24.07.2002 ¦ 47 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 21.08.2002 ¦ 75 ¦ 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¦ 40¦ 2 ¦ 9 ¦ ¦ 8271.045¦ 1728.955¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21157 ¦30.01.02¦07.08.02¦ 61¦ 1 ¦ 8 ¦ ¦ 3575.874¦ 424.126¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21158 ¦20.02.02¦21.08.02¦ 75¦ 1 ¦ 3 ¦ ¦ 4678.942¦ 1321.058¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21159 ¦13.03.02¦06.11.02¦ 152¦ 1 ¦ 16 ¦ ¦ 4730.908¦ 1269.092¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21160 ¦22.05.02¦20.11.02¦ 166¦ 1 ¦ 12 ¦ ¦ 3999.424¦ 1000.576¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 173¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 538¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 1263¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 281¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 647¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1012¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 904¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1627¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1992¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2358¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2723¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 103¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 124¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 229¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 243¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 348¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 362¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 467¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 488¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 530¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 726¦ 2 ¦ 51 ¦ ¦ 9198.614¦ 801.386¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 922¦ 2 ¦ 63 ¦ ¦ 7924.919¦ 2075.081¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 607¦ 2 ¦ 54 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 439¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 789¦ 1 ¦ 34 ¦ ¦ 5763.485¦ 1236.515¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 1195¦ 1 ¦ 36 ¦ ¦ 9000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 593¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1622¦ 2 ¦ 13 ¦ ¦ 7364.528¦ 7635.472¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ Итого: ¦ ¦177237.385¦36328.938¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T---------T---------T--------T--------¬
¦ ¦ 03.06.02¦ 04.06.02¦05.06.02¦06.06.02¦
+--------------------------+---------+---------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦
+--------------------------+---------+---------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦
+--------------------------+---------+---------+--------+--------+
¦ ГКО ¦ 12.96 ¦ 12.88 ¦ 12.45 ¦ 12.21 ¦
+--------------------------+---------+---------+--------+--------+
¦ ОФЗ-ПД ¦ 13.20 ¦ 13.39 ¦ 13.14 ¦ 13.09 ¦
+--------------------------+---------+---------+--------+--------+
¦ ОФЗ-АД ¦ 17.21 ¦ 17.20 ¦ 17.32 ¦ 17.19 ¦
+--------------------------+---------+---------+--------+--------+
¦ ОФЗ-ФД ¦ 15.35 ¦ 15.47 ¦ 15.34 ¦ 15.21 ¦
+--------------------------+---------+---------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦
+--------------------------+---------+---------+--------+--------+
¦ ГКО ¦ 13.63 ¦ 13.67 ¦ 13.08 ¦ 12.98 ¦
+--------------------------+---------+---------+--------+--------+
¦ ОФЗ-ПД ¦ 16.20 ¦ 16.86 ¦ 16.47 ¦ 15.77 ¦
+--------------------------+---------+---------+--------+--------+
¦ ОФЗ-АД ¦ 17.21 ¦ 17.20 ¦ 17.32 ¦ 17.19 ¦
+--------------------------+---------+---------+--------+--------+
¦ ОФЗ-ФД ¦ 15.80 ¦ 15.87 ¦ 16.01 ¦ 15.47 ¦
+--------------------------+---------+---------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦
+--------------------------+---------+---------+--------+--------+
¦ ГКО ¦ 0.04 ¦ 0.17 ¦ 3.16 ¦ 0.37 ¦
+--------------------------+---------+---------+--------+--------+
¦ ОФЗ-ПД ¦ 0.42 ¦ 0.00 ¦ 0.56 ¦ 0.59 ¦
+--------------------------+---------+---------+--------+--------+
¦ ОФЗ-АД ¦ 0.71 ¦ 3.05 ¦ 1.76 ¦ 1.64 ¦
+--------------------------+---------+---------+--------+--------+
¦ ОФЗ-ФД ¦ 0.17 ¦ 0.19 ¦ 1.12 ¦ 0.74 ¦
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---------¬
¦ ¦ 03.06.02¦ 04.06.02¦ 05.06.02¦ 06.06.02¦
+------------------------+---------+---------+---------+---------+
¦Номинальная стоимость, ¦176635.54¦176872.33¦176228.73¦176722.13¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦
+------------------------+---------+---------+---------+---------+ ¦
¦ ГКО ¦ 24327.30¦ 24365.97¦ 25140.97¦ 25230.97¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2061.17¦ 2061.17¦ 2061.17¦ 2061.17¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 4239.20¦ 4299.74¦ 7119.73¦ 7219.13¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦146007.88¦146145.46¦141906.86¦142210.86¦
+------------------------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦173980.90¦174114.69¦172406.89¦173149.45¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦
+------------------------+---------+---------+---------+---------+
¦ ГКО ¦ 23552.50¦ 23591.30¦ 24383.44¦ 24483.36¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1900.17¦ 1894.48¦ 1903.44¦ 1907.38¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 3837.62¦ 3895.05¦ 6434.67¦ 6547.53¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦144690.61¦144733.87¦139685.35¦140211.18¦
+------------------------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 370.20¦ 369.42¦ 404.38¦ 404.12¦
+------------------------+---------+---------+---------+---------+
¦ ГКО ¦ 90.58¦ 89.71¦ 91.09¦ 90.35¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 583.34¦ 581.37¦ 582.38¦ 581.89¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 751.95¦ 750.57¦ 749.18¦ 746.41¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 402.80¦ 401.98¦ 440.76¦ 440.50¦
L------------------------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный
по объемам в обращении.
Департамент операций
на открытом рынке
Банка России
|
