ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 12 апреля 2002 г. N 14
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 199.335
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 ¦08.04.02¦96.200¦96.561¦96.200¦ 13.46¦ 15.34¦ 21156¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦09.04.02¦96.200¦96.320¦96.270¦ 14.30¦ 23.30¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦10.04.02¦96.370¦96.440¦96.440¦ 14.03¦ 14.96¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦11.04.02¦96.350¦96.401¦96.401¦ 14.16¦ 20.50¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦12.04.02¦96.300¦96.444¦96.300¦ 14.19¦ 13.07¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦07.08.02 ¦09.04.02¦95.400¦95.401¦95.400¦ 14.66¦ 0.67¦ 21157¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦11.04.02¦95.401¦95.555¦95.555¦ 14.62¦ 3.31¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦12.04.02¦95.600¦95.630¦95.630¦ 14.29¦ 6.56¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦21.08.02 ¦08.04.02¦94.910¦95.200¦95.200¦ 14.25¦ 0.70¦ 21158¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦09.04.02¦95.050¦95.050¦95.050¦ 14.19¦ 0.51¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦11.04.02¦95.070¦95.100¦95.100¦ 14.29¦ 2.00¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦12.04.02¦95.001¦95.200¦95.100¦ 14.60¦ 4.96¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦06.11.02 ¦08.04.02¦91.977¦92.000¦91.980¦ 15.00¦ 3.05¦ 21159¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦09.04.02¦92.170¦92.170¦92.170¦ 14.70¦ 0.05¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦10.04.02¦92.179¦92.180¦92.180¦ 14.74¦ 19.47¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦11.04.02¦92.270¦92.272¦92.272¦ 14.63¦ 51.64¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦12.04.02¦92.285¦92.286¦92.286¦ 14.67¦ 19.25¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 1965.372
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 ¦08.04.02¦ 1.90 ¦100.040¦ 99.950¦100.040¦ 15.57¦ 22.41¦ 27002¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.04.02¦ 2.00 ¦100.083¦100.001¦100.055¦ 14.51¦ 33.53¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.04.02¦ 2.00 ¦100.045¦ 99.990¦100.030¦ 15.21¦ 12.04¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.04.02¦ 2.00 ¦100.100¦100.005¦100.100¦ 14.86¦ 3.09¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.04.02¦ 2.10 ¦100.122¦100.002¦100.065¦ 14.61¦ 32.37¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦05.06.02 ¦08.04.02¦ 1.30 ¦100.150¦ 99.999¦100.150¦ 15.80¦ 5.86¦ 27003¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.04.02¦ 1.40 ¦100.150¦100.072¦100.072¦ 14.78¦ 6.91¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.04.02¦ 1.40 ¦100.050¦ 99.980¦100.050¦ 15.75¦ 26.03¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.04.02¦ 1.50 ¦100.100¦100.000¦100.100¦ 14.86¦ 2.61¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.04.02¦ 1.50 ¦100.050¦100.050¦100.050¦ 15.21¦ 11.04¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦18.09.02 ¦08.04.02¦ 0.80 ¦100.595¦100.111¦100.300¦ 14.80¦ 1.28¦ 27004¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.04.02¦ 0.80 ¦100.450¦100.350¦100.371¦ 14.68¦ 15.37¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.04.02¦ 0.90 ¦100.390¦100.250¦100.370¦ 14.64¦ 21.89¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.04.02¦ 0.90 ¦100.390¦100.100¦100.390¦ 14.61¦ 10.42¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.04.02¦ 0.90 ¦100.450¦100.301¦100.450¦ 14.68¦ 18.51¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦09.10.02 ¦08.04.02¦ 3.60 ¦ 99.220¦ 99.201¦ 99.220¦ 14.96¦ 18.50¦ 27005¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.04.02¦ 3.70 ¦ 99.400¦ 99.226¦ 99.400¦ 14.42¦ 7.69¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.04.02¦ 0.00 ¦ 99.500¦ 99.350¦ 99.440¦ 14.36¦ 24.89¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.04.02¦ 0.00 ¦ 99.800¦ 98.600¦ 99.600¦ 13.69¦ 25.99¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦22.01.03 ¦08.04.02¦ 3.00 ¦ 98.011¦ 98.000¦ 98.010¦ 15.46¦ 8.04¦ 27006¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.04.02¦ 3.10 ¦ 98.500¦ 98.110¦ 98.250¦ 15.13¦ 8.80¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.04.02¦ 3.10 ¦ 98.300¦ 98.031¦ 98.031¦ 15.09¦ 4.57¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.04.02¦ 3.20 ¦ 98.100¦ 98.080¦ 98.081¦ 15.22¦ 8.07¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.04.02¦ 3.20 ¦ 98.399¦ 98.000¦ 98.007¦ 14.82¦ 0.67¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦05.02.03 ¦08.04.02¦ 2.50 ¦ 97.700¦ 97.560¦ 97.650¦ 15.90¦ 3.54¦ 27007¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.04.02¦ 2.50 ¦ 98.170¦ 97.602¦ 97.620¦ 15.76¦ 4.07¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.04.02¦ 2.60 ¦ 98.700¦ 97.612¦ 97.750¦ 15.81¦ 9.30¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.04.02¦ 2.60 ¦ 98.300¦ 97.610¦ 98.000¦ 15.55¦ 5.87¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.04.02¦ 2.60 ¦ 98.650¦ 97.652¦ 97.652¦ 14.58¦ 0.68¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.03 ¦08.04.02¦ 0.66 ¦ 95.500¦ 95.500¦ 95.500¦ 15.48¦ 0.01¦ 26001¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.04.02¦ 0.69 ¦ 95.500¦ 95.500¦ 95.500¦ 15.50¦ 3.40¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦21.05.03 ¦08.04.02¦ 1.90 ¦ 96.900¦ 96.550¦ 96.650¦ 15.88¦ 13.82¦ 27008¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.04.02¦ 2.00 ¦ 96.550¦ 96.250¦ 96.450¦ 16.03¦ 10.97¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.04.02¦ 2.00 ¦ 96.517¦ 96.000¦ 96.517¦ 16.24¦ 6.46¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.04.02¦ 2.00 ¦ 96.701¦ 96.600¦ 96.600¦ 15.87¦ 6.11¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.04.02¦ 2.10 ¦ 96.890¦ 96.600¦ 96.630¦ 15.76¦ 6.19¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.06.03 ¦08.04.02¦ 1.30 ¦ 96.500¦ 96.360¦ 96.400¦ 16.10¦ 3.05¦ 27009¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.04.02¦ 1.40 ¦ 96.500¦ 96.400¦ 96.414¦ 16.11¦ 4.04¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.04.02¦ 1.40 ¦ 96.600¦ 96.200¦ 96.598¦ 15.97¦ 24.84¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.04.02¦ 1.50 ¦ 96.690¦ 96.600¦ 96.600¦ 15.85¦ 3.64¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.04.02¦ 1.50 ¦ 96.785¦ 96.500¦ 96.500¦ 15.77¦ 0.02¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦17.09.03 ¦08.04.02¦ 0.80 ¦ 95.200¦ 95.030¦ 95.130¦ 16.34¦ 20.37¦ 27010¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.04.02¦ 0.80 ¦ 95.398¦ 95.000¦ 95.398¦ 16.38¦ 5.92¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.04.02¦ 0.90 ¦ 95.400¦ 95.000¦ 95.400¦ 16.22¦ 16.92¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.04.02¦ 0.90 ¦ 95.650¦ 95.300¦ 95.500¦ 16.04¦ 2.09¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.04.02¦ 0.90 ¦ 95.600¦ 95.433¦ 95.530¦ 16.04¦ 3.12¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.10.03 ¦08.04.02¦ 3.60 ¦ 94.140¦ 93.900¦ 94.020¦ 16.38¦ 4.14¦ 27011¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.04.02¦ 3.70 ¦ 94.200¦ 94.000¦ 94.030¦ 16.33¦ 17.76¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.04.02¦ 0.00 ¦ 94.390¦ 94.030¦ 94.250¦ 16.19¦ 21.65¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.04.02¦ 0.00 ¦ 94.750¦ 94.200¦ 94.290¦ 16.21¦ 7.90¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.04.02¦ 0.10 ¦ 94.401¦ 94.290¦ 94.400¦ 16.05¦ 30.63¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦19.11.03 ¦08.04.02¦ 3.80 ¦ 92.000¦ 91.500¦ 91.790¦ 16.77¦ 20.84¦ 27012¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.04.02¦ 3.80 ¦ 91.759¦ 91.600¦ 91.759¦ 16.71¦ 25.59¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.04.02¦ 3.80 ¦ 91.897¦ 91.850¦ 91.897¦ 16.60¦ 6.54¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.04.02¦ 3.90 ¦ 92.068¦ 91.510¦ 92.068¦ 16.50¦ 0.40¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.04.02¦ 3.90 ¦ 92.068¦ 91.700¦ 92.068¦ 16.50¦ 14.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦21.01.04 ¦08.04.02¦ 3.00 ¦ 92.650¦ 92.400¦ 92.500¦ 16.73¦ 11.23¦ 28001¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.04.02¦ 3.10 ¦ 92.500¦ 92.300¦ 92.400¦ 16.84¦ 27.89¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.04.02¦ 3.10 ¦ 92.800¦ 92.160¦ 92.700¦ 16.68¦ 52.30¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.04.02¦ 3.20 ¦ 92.700¦ 92.370¦ 92.610¦ 16.61¦ 18.84¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.04.62¦ 3.20 ¦ 92.831¦ 92.700¦ 92.831¦ 16.54¦ 14.74¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.02.04 ¦08.04.02¦ 2.34 ¦ 94.900¦ 94.820¦ 94.837¦ 16.99¦ 28.34¦ 27015¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.04.02¦ 2.38 ¦ 94.865¦ 94.865¦ 94.865¦ 16.97¦ 0.70¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.04.02¦ 2.42 ¦ 95.299¦ 94.950¦ 95.122¦ 16.78¦ 21.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.04.02¦ 2.46 ¦ 95.151¦ 95.140¦ 96.151¦ 16.76¦ 59.63¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.04.02¦ 2.49 ¦ 95.161¦ 95.160¦ 95.161¦ 16.76¦ 25.11¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.04 ¦12.04.02¦ 0.77 ¦ 90.200¦ 90.000¦ 90.200¦ 16.39¦ 2.70¦ 26002¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.06.04 ¦08.04.02¦ 1.27 ¦ 94.400¦ 94.400¦ 94.400¦ 16.75¦ 0.62¦ 27013¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.04.02¦ 1.34 ¦ 94.500¦ 94.032¦ 94.390¦ 16.82¦ 1.19¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.04.02¦ 1.38 ¦ 94.300¦ 94.250¦ 94.300¦ 16.82¦ 2.15¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.04.02¦ 1.42 ¦ 94.300¦ 94.184¦ 94.184¦ 16.90¦ 5.01¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.08.04 ¦08.04.02¦ 2.51 ¦ 95.300¦ 94.000¦ 94.000¦ 16.50¦ 0.25¦ 27017¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.04.02¦ 2.59 ¦ 94.970¦ 94.970¦ 94.970¦ 16.24¦ 0.06¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.04.02¦ 2.67 ¦ 93.889¦ 93.889¦ 93.889¦ 16.90¦ 0.01¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.12.04 ¦08.04.02¦ 0.73 ¦ 92.520¦ 92.380¦ 92.380¦ 17.09¦ 11.10¦ 27014¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.04.02¦ 0.77 ¦ 92.495¦ 92.450¦ 92.450¦ 17.09¦ 15.30¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.04.02¦ 0.81 ¦ 92.680¦ 92.500¦ 92.667¦ 17.00¦ 46.01¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.04.02¦ 0.84 ¦ 92.683¦ 92.650¦ 92.682¦ 16.99¦ 67.31¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.04.02¦ 0.88 ¦ 92.750¦ 92.680¦ 92.682¦ 16.99¦ 54.27¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.05 ¦08.04.02¦ 0.66 ¦ 83.750¦ 83.750¦ 83.750¦ 17.52¦ 1.80¦ 26003¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.04.02¦ 0.69 ¦ 83.731¦ 83.650¦ 83.650¦ 17.56¦ 0.04¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.04.02¦ 0.71 ¦ 84.000¦ 83.800¦ 84.000¦ 17.40¦ 2.35¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.04.02¦ 0.74 ¦ 84.150¦ 83.760¦ 83.775¦ 17.52¦ 10.40¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.09.05 ¦08.04.02¦ 0.78 ¦ 91.483¦ 91.350¦ 91.351¦ 17.53¦ 9.43¦ 27018¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.04.02¦ 0.82 ¦ 91.356¦ 91.355¦ 91.356¦ 17.53¦ 32.23¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.04.02¦ 0.86 ¦ 91.367¦ 91.365¦ 91.367¦ 17.52¦ 21.22¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.04.02¦ 0.90 ¦ 91.370¦ 91.368¦ 91.370¦ 17.52¦ 146.87¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.04.02¦ 0.95 ¦ 91.415¦ 91.400¦ 91.410¦ 17.50¦ 640.66¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦21.11.05 ¦08.04.02¦ 0.73 ¦ 59.859¦ 59.859¦ 59.859¦ 18.00¦ 0.02¦ 25053¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.04.02¦ 0.75 ¦ 60.847¦ 60.847¦ 60.847¦ 17.50¦ 0.15¦ ¦
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 ¦ 229 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2002 ¦ 229 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 25.11.2002 ¦ 227 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2003 ¦ 337 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2003 ¦ 337 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2003 ¦ 337 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2002 ¦ 229 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 25.11.2002 ¦ 227 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 26.11.2002 ¦ 228 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 28.11.2002 ¦ 230 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 29.11.2002 ¦ 231 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27002 ¦ 22.05.2002 ¦ 40 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27003 ¦ 05.06.2002 ¦ 54 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27004 ¦ 19.06.2002 ¦ 68 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27005 ¦ 10.07.2002 ¦ 89 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 24.04.2002 ¦ 12 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 08.05.2002 ¦ 26 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 22.05.2002 ¦ 40 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 05.06.2002 ¦ 54 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 19.06.2002 ¦ 68 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 10.07.2002 ¦ 89 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 22.05.2002 ¦ 40 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 05.06.2002 ¦ 54 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 19.06.2002 ¦ 68 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 08.05.2002 ¦ 26 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 22.05.2002 ¦ 40 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 08.05.2002 ¦ 26 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 19.06.2002 ¦ 68 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 24.04.2002 ¦ 12 ¦ 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¦ 96¦ 2 ¦ 9 ¦ ¦ 8271.045¦ 1728.955¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21157 ¦30.01.02¦07.08.02¦ 117¦ 1 ¦ 8 ¦ ¦ 3575.874¦ 424.126¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21158 ¦20.02.02¦21.08.02¦ 131¦ 1 ¦ 3 ¦ ¦ 4678.942¦ 1321.058¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21159 ¦13.03.02¦06.11.02¦ 208¦ 1 ¦ 8 ¦ ¦ 4347.245¦ 1652.755¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 229¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 594¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 1319¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 337¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 703¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1068¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 960¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1683¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 2048¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2414¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2779¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 40¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 54¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 159¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 180¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 285¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 299¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 404¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 418¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 523¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.16.03¦ 544¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 586¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 782¦ 1 ¦ 27 ¦ ¦ 3332.030¦ 1667.970¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 978¦ 2 ¦ 29 ¦ ¦ 4889.467¦ 5110.533¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 663¦ 2 ¦ 26 ¦ ¦ 6127.400¦ 3872.600¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 495¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 845¦ 1 ¦ 6 ¦ ¦ 2710.103¦ 4289.897¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 1251¦ 1 ¦ 11 ¦ ¦ 3520.772¦ 5479.228¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 649¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦163267.163¦45276.662¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦08.04.02¦09.04.02¦10.04.02¦11.04.02¦12.04.02¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 14.17 ¦ 14.46 ¦ 14.33 ¦ 14.41 ¦ 14.45 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 13.71 ¦ 13.73 ¦ 13.63 ¦ 13.69 ¦ 13.63 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 16.38 ¦ 16.33 ¦ 16.27 ¦ 16.16 ¦ 16.11 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 13.92 ¦ 14.31 ¦ 14.55 ¦ 14.55 ¦ 14.52 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 17.52 ¦ 15.56 ¦ 17.40 ¦ 17.52 ¦ 16.46 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 16.67 ¦ 16.81 ¦ 16.64 ¦ 17.12 ¦ 17.38 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.09 ¦ 0.12 ¦ 0.16 ¦ 0.37 ¦ 0.21 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.08 ¦ 0.18 ¦ 0.11 ¦ 0.48 ¦ 0.14 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.13 ¦ 0.15 ¦ 0.22 ¦ 0.26 ¦ 0.58 ¦
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---------¬
¦ ¦ 08.04.02¦ 09.04.02¦ 10.04.02¦ 11.04.02¦ 12.04.02¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦162123.59¦162166.57¦162258.84¦162560.57¦163267.16¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+ ¦
¦ ГКО ¦ 20782.76¦ 20782.81¦ 20802.27¦ 20853.86¦ 20873.11¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2061.17¦ 2061.17¦ 2061.17¦ 2061.17¦ 2061.17¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦139279.66¦139322.59¦139395.41¦139645.54¦140332.89¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦158951.25¦159104.21¦158626.06¦159100.56¦159915.85¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 19749.43¦ 19744.59¦ 19771.55¦ 19828.01¦ 19850.71¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1839.98¦ 1839.73¦ 1843.58¦ 1841.70¦ 1843.60¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦137361.84¦137519.89¦137010.93¦137430.85¦138221.54¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 350.82¦ 349.90¦ 350.85¦ 350.57¦ 351.96¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 133.71¦ 132.77¦ 131.83¦ 131.03¦ 130.09¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 617.20¦ 616.33¦ 616.38¦ 615.16¦ 614.59¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 378.47¦ 377.52¦ 378.88¦ 378.70¦ 380.32¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный
по объемам в обращении.
Департамент операций
на открытом рынке
Банка России
|
