ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 19 апреля 2002 г. N 15
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 88.278 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 ¦15.04.02¦96.420¦96.450¦96.420¦ 14.53¦ 13.20¦ 21156¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦16.04.02¦96.400¦96.462¦96.462¦ 14.73¦ 29.08¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦17.04.02¦96.440¦96.465¦96.440¦ 14.75¦ 10.50¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦19.04.02¦96.676¦96.676¦96.676¦ 14.10¦ 5.06¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦07.08.02 ¦16.04.02¦95.600¦95.610¦95.610¦ 14.83¦ 3.44¦ 21157¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦17.04.02¦95.685¦95.825¦95.825¦ 14.37¦ 3.02¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦21.08.02 ¦17.04.02¦95.350¦95.350¦95.350¦ 14.13¦ 0.08¦ 21158¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦18.04.02¦95.300¦95.300¦95.300¦ 14.40¦ 10.40¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦06.11.02 ¦15.04.02¦92.400¦92.400¦92.400¦ 14.64¦ 6.14¦ 21159¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦16.04.02¦92.380¦92.380¦92.380¦ 14.76¦ 0.30¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦17.04.02¦92.451¦92.606¦92.550¦ 14.37¦ 3.56¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦19.04.02¦92.600¦92.600¦92.600¦ 14.51¦ 3.50¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 5023.559
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)¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦22.05.02 ¦15.04.02¦ 2.20 ¦100.061¦100.030¦100.033¦ 15.10¦ 9.69¦ 27002¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.04.02¦ 2.20 ¦100.060¦100.032¦100.060¦ 15.38¦ 9.13¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.04.02¦ 2.30 ¦100.065¦100.000¦100.000¦ 14.85¦ 8.27¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.04.02¦ 2.30 ¦100.035¦100.000¦100.010¦ 15.44¦ 10.42¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.04.02¦ 2.40 ¦100.020¦100.000¦100.000¦ 14.92¦ 20.03¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦05.06.02 ¦15.04.02¦ 1.60 ¦100.100¦100.023¦100.023¦ 15.51¦ 1.66¦ 27003¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.04.02¦ 1.70 ¦100.050¦100.030¦100.030¦ 14.87¦ 3.70¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.04.02¦ 1.70 ¦100.065¦100.015¦100.060¦ 15.31¦ 120.21¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.04.02¦ 1.70 ¦100.100¦100.070¦100.080¦ 15.20¦ 6.72¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.04.02¦ 1.80 ¦100.100¦100.000¦100.100¦ 14.76¦ 12.87¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦18.09.02 ¦15.04.02¦ 1.10 ¦100.451¦100.280¦100.420¦ 14.44¦ 38.15¦ 27004¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.04.02¦ 1.10 ¦100.419¦100.300¦100.339¦ 14.65¦ 15.73¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.04.02¦ 1.10 ¦100.500¦100.362¦100.500¦ 14.67¦ 15.99¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.04.02¦ 1.20 ¦100.453¦100.400¦100.451¦ 14.34¦ 8.23¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.04.02¦ 1.20 ¦100.400¦100.001¦100.350¦ 15.27¦ 3.16¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦09.10.02 ¦15.04.02¦ 0.20 ¦ 99.700¦ 99.250¦ 99.380¦ 14.75¦ 3.34¦ 27005¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.04.02¦ 0.20 ¦ 99.450¦ 99.350¦ 99.450¦ 14.50¦ 14.76¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.04.02¦ 0.30 ¦ 99.450¦ 99.400¦ 99.401¦ 14.25¦ 2.19¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.04.02¦ 0.30 ¦ 99.402¦ 99.400¦ 99.402¦ 14.45¦ 2.01¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.04.02¦ 0.40 ¦ 99.100¦ 99.010¦ 99.100¦ 15.10¦ 0.08¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦22.01.03 ¦15.04.02¦ 3.30 ¦ 98.450¦ 98.430¦ 98.430¦ 14.76¦ 0.21¦ 27006¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.04.02¦ 3.40 ¦ 98.100¦ 98.000¦ 98.100¦ 15.20¦ 1.21¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.04.02¦ 3.40 ¦ 98.050¦ 98.050¦ 98.050¦ 15.33¦ 2.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.04.02¦ 3.50 ¦ 98.100¦ 98.010¦ 98.020¦ 15.25¦ 2.41¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.04.02¦ 3.50 ¦ 98.100¦ 98.100¦ 98.100¦ 15.22¦ 0.09¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦05.02.03 ¦15.04.02¦ 2.80 ¦ 98.500¦ 97.607¦ 97.607¦ 15.60¦ 0.60¦ 27007¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.04.02¦ 2.80 ¦ 97.900¦ 97.580¦ 97.700¦ 15.59¦ 1.08¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.04.02¦ 2.80 ¦ 98.020¦ 97.752¦ 97.850¦ 15.54¦ 4.58¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.04.02¦ 2.90 ¦ 97.900¦ 97.900¦ 97.900¦ 15.54¦ 1.01¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.04.02¦ 2.90 ¦ 97.970¦ 97.800¦ 97.970¦ 15.60¦ 4.27¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦21.05.03 ¦16.04.02¦ 2.20 ¦ 96.650¦ 96.401¦ 96.650¦ 15.92¦ 0.29¦ 27008¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.04.02¦ 2.30 ¦ 96.700¦ 96.600¦ 96.700¦ 15.82¦ 9.15¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.04.02¦ 2.30 ¦ 96.720¦ 96.650¦ 96.720¦ 15.83¦ 2.61¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.04.02¦ 2.40 ¦ 96.500¦ 96.400¦ 96.400¦ 15.99¦ 0.63¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.06.03 ¦15.04.02¦ 1.60 ¦ 96.900¦ 96.900¦ 96.900¦ 15.63¦ 5.00¦ 27009¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.04.02¦ 1.70 ¦ 96.800¦ 96.600¦ 96.700¦ 15.79¦ 2.41¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.04.02¦ 1.70 ¦ 96.698¦ 96.600¦ 96.698¦ 15.84¦ 0.46¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.04.02¦ 1.70 ¦ 96.750¦ 96.700¦ 96.700¦ 15.85¦ 7.09¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.04.02¦ 1.80 ¦ 96.530¦ 96.530¦ 96.530¦ 15.99¦ 2.58¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦17.09.03 ¦15.04.02¦ 1.10 ¦ 95.499¦ 95.048¦ 95.358¦ 16.19¦ 3.26¦ 27010¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.04.02¦ 1.10 ¦ 95.500¦ 95.301¦ 95.301¦ 16.10¦ 2.42¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.04.02¦ 1.10 ¦ 95.500¦ 95.410¦ 95.500¦ 16.09¦ 2.14¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.04.02¦ 1.20 ¦ 95.650¦ 95.470¦ 95.580¦ 15.97¦ 1.73¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.04.02¦ 1.20 ¦ 95.225¦ 95.225¦ 95.225¦ 16.29¦ 0.62¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.10.03 ¦15.04.02¦ 0.20 ¦ 94.500¦ 94.000¦ 94.150¦ 16.32¦ 25.62¦ 27011¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.04.02¦ 0.20 ¦ 94.400¦ 94.150¦ 94.300¦ 16.16¦ 17.65¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.04.02¦ 0.30 ¦ 94.600¦ 94.300¦ 94.300¦ 16.04¦ 9.80¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.04.02¦ 0.30 ¦ 95.000¦ 94.300¦ 94.300¦ 16.02¦ 3.01¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.04.02¦ 0.40 ¦ 94.200¦ 94.000¦ 94.200¦ 16.18¦ 0.61¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦19.11.03 ¦15.04.02¦ 4.00 ¦ 92.390¦ 91.502¦ 92.044¦ 16.43¦ 5.63¦ 27012¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.04.02¦ 4.00 ¦ 92.320¦ 92.000¦ 92.320¦ 16.51¦ 58.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.04.02¦ 4.00 ¦ 92.300¦ 92.300¦ 92.300¦ 16.30¦ 0.29¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.04.02¦ 4.10 ¦ 92.400¦ 92.000¦ 92.000¦ 16.43¦ 6.08¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦21.01.04 ¦15.04.02¦ 3.30 ¦ 93.000¦ 92.700¦ 93.000¦ 16.51¦ 6.08¦ 28001¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.04.02¦ 3.40 ¦ 93.000¦ 92.748¦ 92.810¦ 16.48¦ 54.31¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.04.02¦ 3.40 ¦ 92.850¦ 92.800¦ 92.800¦ 16.52¦ 2.17¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.04.02¦ 3.50 ¦ 92.850¦ 92.550¦ 92.600¦ 16.48¦ 3.42¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.04.02¦ 3.50 ¦ 92.820¦ 92.490¦ 92.800¦ 16.68¦ 2.09¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.02.04 ¦15.04.02¦ 2.61 ¦ 95.175¦ 95.150¦ 95.175¦ 16.76¦ 54.62¦ 27015¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.04.02¦ 2.69 ¦ 95.200¦ 95.185¦ 95.200¦ 16.74¦ 26.98¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.04.02¦ 2.72 ¦ 96.207¦ 95.207¦ 95.207¦ 16.73¦ 334.66¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.04.02¦ 2.76 ¦ 95.207¦ 95.207¦ 95.207¦ 16.74¦ 6.20¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.04 ¦15.04.02¦ 0.85 ¦ 90.070¦ 90.070¦ 90.070¦ 16.41¦ 1.82¦ 26002¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.06.04 ¦15.04.02¦ 1.53 ¦ 94.275¦ 94.269¦ 94.275¦ 16.85¦ 36.12¦ 27013¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.04.02¦ 1.57 ¦ 94.270¦ 94.270¦ 94.270¦ 16.85¦ 1.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.04.02¦ 1.61 ¦ 94.281¦ 94.280¦ 94.281¦ 16.85¦ 38.37¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.08.04 ¦18.04.02¦ 2.92 ¦ 93.890¦ 93.890¦ 93.890¦ 16.90¦ 0.31¦ 27017¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.04.02¦ 2.96 ¦ 93.880¦ 93.880¦ 93.880¦ 16.91¦ 1.03¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.12.04 ¦15.04.02¦ 1.00 ¦ 92.694¦ 92.690¦ 92.694¦ 16.98¦ 37.53¦ 27014¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.04.02¦ 1.04 ¦ 92.696¦ 92.000¦ 92.696¦ 16.99¦ 68.62¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.04.02¦ 1.07 ¦ 92.699¦ 92.696¦ 92.698¦ 16.98¦ 54.20¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.04.02¦ 1.11 ¦ 92.709¦ 92.700¦ 92.700¦ 16.98¦ 35.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.04.02¦ 1.15 ¦ 92.709¦ 92.708¦ 92.708¦ 16.98¦ 27.22¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.05 ¦15.04.02¦ 0.85 ¦ 83.910¦ 83.910¦ 83.910¦ 17.47¦ 1.00¦ 26003¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.04.02¦ 0.90 ¦ 84.360¦ 84.360¦ 84.360¦ 17.24¦ 0.12¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.04.02¦ 0.93 ¦ 84.000¦ 84.000¦ 84.000¦ 17.44¦ 1.32¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.04.02¦ 0.96 ¦ 84.270¦ 84.270¦ 84.270¦ 17.30¦ 1.50¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.09.05 ¦15.04.02¦ 1.07 ¦ 91.412¦ 91.412¦ 91.412¦ 17.50¦ 551.63¦ 27018¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.04.02¦ 1.11 ¦ 91.414¦ 91.413¦ 91.414¦ 17.50¦1173.23¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.04.02¦ 1.15 ¦ 91.414¦ 91.414¦ 91.414¦ 17.50¦1975.52¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.04.02¦ 1.19 ¦ 91.420¦ 91.420¦ 91.420¦ 17.49¦ 34.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.04.02¦ 1.23 ¦ 91.510¦ 91.500¦ 91.500¦ 17.45¦ 2.64¦ ¦
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 ¦ 222 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2002 ¦ 222 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 25.11.2002 ¦ 220 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2003 ¦ 330 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2003 ¦ 330 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2003 ¦ 330 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2002 ¦ 222 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 25.11.2002 ¦ 220 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 26.11.2002 ¦ 221 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 28.11.2002 ¦ 223 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 29.11.2002 ¦ 224 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27002 ¦ 22.05.2002 ¦ 33 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27003 ¦ 05.06.2002 ¦ 47 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27004 ¦ 19.06.2002 ¦ 61 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27005 ¦ 10.07.2002 ¦ 82 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 24.04.2002 ¦ 5 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 08.05.2002 ¦ 19 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 22.05.2002 ¦ 33 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 05.06.2002 ¦ 47 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 19.06.2002 ¦ 61 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 10.07.2002 ¦ 82 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 22.05.2002 ¦ 33 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 05.06.2002 ¦ 47 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 19.06.2002 ¦ 61 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 08.05.2002 ¦ 19 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 22.05.2002 ¦ 33 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 08.05.2002 ¦ 19 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 19.06.2002 ¦ 61 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 24.04.2002 ¦ 5 ¦ 15.00 ¦ 0.37 ¦
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¦ 89¦ 2 ¦ 9 ¦ ¦ 8271.045¦ 1728.955¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21157 ¦30.01.02¦07.08.02¦ 110¦ 1 ¦ 8 ¦ ¦ 3575.874¦ 424.126¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21158 ¦20.02.02¦21.08.02¦ 124¦ 1 ¦ 3 ¦ ¦ 4678.942¦ 1321.058¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21159 ¦13.03.02¦06.11.02¦ 201¦ 1 ¦ 9 ¦ ¦ 4353.000¦ 1647.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 222¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 587¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 1312¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 330¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 696¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1061¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 953¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1676¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 2041¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2407¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2772¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 33¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 47¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 152¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 173¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 278¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 292¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 397¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 411¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 516¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 537¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 579¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 775¦ 1 ¦ 29 ¦ ¦ 3394.198¦ 1605.802¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 971¦ 2 ¦ 33 ¦ ¦ 5055.000¦ 4945.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 656¦ 2 ¦ 28 ¦ ¦ 6506.662¦ 3493.338¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 488¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 838¦ 1 ¦ 6 ¦ ¦ 2710.103¦ 4289.897¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 1244¦ 1 ¦ 15 ¦ ¦ 7205.000¦ 1795.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 642¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦167564.109¦40979.716¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦15.04.02¦16.04.02¦17.04.02¦18.04.02¦19.04.02¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 14.57 ¦ 14.78 ¦ 14.43 ¦ 14.59 ¦ 14.56 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 13.70 ¦ 13.70 ¦ 13.57 ¦ 13.69 ¦ 13.61 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 16.22 ¦ 16.27 ¦ 16.29 ¦ 16.28 ¦ 16.40 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 14.58 ¦ 14.74 ¦ 14.55 ¦ 14.40 ¦ 14.35 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 16.87 ¦ 0.00 ¦ 17.24 ¦ 17.44 ¦ 17.30 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 17.35 ¦ 17.41 ¦ 17.46 ¦ 16.81 ¦ 16.73 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.09 ¦ 0.16 ¦ 0.08 ¦ 0.05 ¦ 0.04 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.14 ¦ 0.00 ¦ 0.01 ¦ 0.06 ¦ 0.07 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.53 ¦ 0.95 ¦ 1.49 ¦ 0.31 ¦ 0.06 ¦
L--------------------------+--------+--------+--------+--------+---------
--------------------------------
<*> Рассчитывается как средняя простая доходность по ГКО и
эффективная доходность по ОФЗ, взвешенная по срокам до погашения и
объемам в обращении.
<**> Рассчитывается как средняя простая доходность по ГКО и
эффективная доходность по ОФЗ, взвешенная по срокам до погашения и
оборотам вторичного рынка.
Часть 5
НЕКОТОРЫЕ МАКРОХАРАКТЕРИСТИКИ РЫНКА ГКО - ОФЗ - ОБР
-----------------------T---------T---------T---------T---------T---------¬
¦ ¦ 15.04.02¦ 16.04.02¦ 17.04.02¦ 18.04.02¦ 19.04.02¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦163947.65¦165117.73¦167170.45¦167564.11¦167564.11¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+ ¦
¦ ГКО ¦ 20878.86¦ 20878.86¦ 20878.86¦ 20878.86¦ 20878.86¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2061.17¦ 2061.17¦ 2061.17¦ 2061.17¦ 2061.17¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦141007.62¦142177.70¦144230.42¦144624.08¦144624.08¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦160596.23¦161711.15¦163748.55¦164193.05¦164125.70¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 19863.30¦ 19861.12¦ 19894.61¦ 19892.27¦ 19910.93¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1846.65¦ 1847.15¦ 1852.73¦ 1849.16¦ 1852.70¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦138886.29¦140002.87¦142001.21¦142451.63¦142362.08¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 351.35¦ 354.63¦ 360.94¦ 360.58¦ 359.56¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 127.13¦ 126.13¦ 125.16¦ 124.16¦ 123.12¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 612.74¦ 612.05¦ 612.45¦ 610.86¦ 610.83¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 379.94¦ 383.65¦ 390.69¦ 390.34¦ 389.36¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный
по объемам в обращении.
Департамент операций
на открытом рынке
Банка России
|
