ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 29 марта 2002 г. N 12
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 86.206 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) ¦
+---------+--------+------+------+------+--------+-------+-------+
¦03.04.02 ¦25.03.02¦99.650¦99.700¦99.650¦ 12.73¦ 8.05¦ 21155¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦26.03.02¦99.650¦99.732¦99.732¦ 12.90¦ 6.00¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦28.03.02¦99.799¦99.799¦99.799¦ 12.25¦ 10.00¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦17.07.02 ¦29.03.02¦96.100¦96.100¦96.100¦ 13.47¦ 0.00¦ 21156¦
+---------+--------+------+------+------+--------+-------+-------+
¦07.08.02 ¦25.03.02¦95.099¦95.099¦95.099¦ 13.93¦ 15.03¦ 21157¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦26.03.02¦94.200¦94.500¦94.200¦ 16.58¦ 0.85¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦27.03.02¦95.000¦95.000¦95.000¦ 14.44¦ 0.05¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦28.03.02¦95.200¦95.200¦95.200¦ 13.94¦ 0.01¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦29.03.02¦95.200¦95.200¦95.200¦ 14.05¦ 0.15¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦21.08.02 ¦25.03.02¦94.200¦94.210¦94.200¦ 15.08¦ 2.22¦ 21158¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦26.03.02¦94.200¦94.300¦94.300¦ 15.18¦ 0.32¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦27.03.02¦94.200¦94.300¦94.300¦ 15.29¦ 2.94¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦28.03.02¦94.150¦94.300¦94.250¦ 15.52¦ 0.46¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦29.03.02¦94.300¦94.510¦94.450¦ 14.81¦ 11.77¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦06.11.02 ¦26.03.02¦91.250¦91.250¦91.250¦ 15.56¦ 5.46¦ 21159¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦27.03.02¦91.300¦91.300¦91.300¦ 15.53¦ 5.46¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦28.03.02¦91.350¦91.750¦91.350¦ 15.50¦ 8.77¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦29.03.02¦91.550¦92.000¦91.550¦ 15.15¦ 8.70¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 1304.249
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)¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦12.04.02 ¦26.03.02¦ 9.86 ¦ 99.825¦ 99.825¦ 99.825¦ 14.37¦ 4.50¦ 29004¦
¦<*> +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.03.02¦ 9.93 ¦ 99.825¦ 99.825¦ 99.825¦ 14.81¦ 3.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.03.02¦ 9.96 ¦ 99.870¦ 99.870¦ 99.870¦ 14.01¦ 0.73¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦22.05.02 ¦25.03.02¦ 1.30 ¦ 99.982¦ 99.930¦ 99.980¦ 16.03¦ 33.18¦ 27002¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.03.02¦ 1.40 ¦ 99.950¦ 99.920¦ 99.931¦ 15.97¦ 36.05¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.03.02¦ 1.40 ¦ 99.980¦ 99.937¦ 99.950¦ 16.02¦ 90.48¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.03.02¦ 1.50 ¦100.000¦ 99.960¦ 99.985¦ 15.47¦ 35.86¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.03.02¦ 1.50 ¦100.450¦ 99.971¦100.000¦ 15.03¦ 9.08¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦05.06.02 ¦25.03.02¦ 0.80 ¦100.000¦ 99.900¦ 99.910¦ 15.88¦ 14.05¦ 27003¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.03.02¦ 0.80 ¦ 99.950¦ 99.910¦ 99.945¦ 16.05¦ 29.96¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.03.02¦ 0.90 ¦ 99.960¦ 99.930¦ 99.960¦ 15.72¦ 64.13¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.03.02¦ 0.90 ¦100.000¦ 99.943¦100.000¦ 15.61¦ 25.16¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.03.02¦ 0.90 ¦100.500¦100.151¦100.250¦ 14.31¦ 7.92¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦18.09.02 ¦25.03.02¦ 0.20 ¦100.100¦ 99.931¦ 99.931¦ 15.60¦ 4.15¦ 27004¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.03.02¦ 0.20 ¦100.000¦ 99.980¦100.000¦ 15.81¦ 15.71¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.03.02¦ 0.30 ¦100.030¦ 99.990¦100.030¦ 15.64¦ 48.15¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.03.02¦ 0.30 ¦100.240¦100.000¦100.060¦ 15.62¦ 3.59¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.03.02¦ 0.40 ¦100.400¦100.050¦100.225¦ 15.00¦ 32.92¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦09.10.02 ¦25.03.02¦ 3.00 ¦ 98.800¦ 98.550¦ 98.720¦ 16.02¦ 12.83¦ 27005¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.03.02¦ 3.10 ¦ 98.780¦ 98.000¦ 98.610¦ 16.27¦ 23.14¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.03.02¦ 3.10 ¦ 99.098¦ 98.700¦ 99.098¦ 15.91¦ 9.72¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.03.02¦ 3.20 ¦ 98.900¦ 98.780¦ 98.821¦ 15.80¦ 13.49¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.03.02¦ 3.20 ¦ 99.550¦ 98.810¦ 98.900¦ 14.23¦ 2.01¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦22.01.03 ¦25.03.02¦ 2.50 ¦ 97.160¦ 96.720¦ 97.160¦ 16.66¦ 3.07¦ 27006¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.03.02¦ 2.50 ¦ 97.200¦ 96.800¦ 97.000¦ 16.85¦ 7.93¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.03.02¦ 2.60 ¦ 97.200¦ 97.103¦ 97.160¦ 16.61¦ 32.38¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.03.02¦ 2.60 ¦ 97.300¦ 97.100¦ 97.176¦ 16.61¦ 28.29¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.03.02¦ 2.60 ¦ 98.200¦ 97.260¦ 98.100¦ 15.32¦ 4.02¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦05.02.03 ¦25.03.02¦ 1.90 ¦ 97.500¦ 97.150¦ 97.250¦ 16.50¦ 6.50¦ 27007¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.03.02¦ 2.00 ¦ 96.900¦ 96.875¦ 96.900¦ 16.96¦ 23.09¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.03.02¦ 2.00 ¦ 97.200¦ 97.000¦ 97.200¦ 16.66¦ 18.16¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.03.02¦ 2.00 ¦ 97.299¦ 97.080¦ 97.299¦ 16.64¦ 21.42¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.03.02¦ 2.10 ¦ 98.000¦ 97.450¦ 98.000¦ 15.70¦ 7.74¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦21.05.03 ¦25.03.02¦ 1.30 ¦ 96.220¦ 95.910¦ 96.030¦ 16.58¦ 15.50¦ 27008¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.03.02¦ 1.40 ¦ 95.710¦ 95.500¦ 95.600¦ 17.06¦ 14.59¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.03.02¦ 1.40 ¦ 95.900¦ 95.700¦ 95.899¦ 16.81¦ 21.35¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.03.02¦ 1.50 ¦ 95.880¦ 95.650¦ 95.762¦ 16.80¦ 16.06¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.03.02¦ 1.50 ¦ 96.700¦ 96.000¦ 96.500¦ 15.98¦ 10.32¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.06.03 ¦25.03.02¦ 0.80 ¦ 95.720¦ 95.500¦ 95.720¦ 16.89¦ 3.75¦ 27009¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.03.02¦ 0.80 ¦ 95.600¦ 95.600¦ 95.600¦ 17.05¦ 6.73¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.03.02¦ 0.90 ¦ 95.700¦ 95.620¦ 95.700¦ 16.89¦ 31.79¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.03.02¦ 0.90 ¦ 95.800¦ 95.680¦ 95.760¦ 16.87¦ 17.99¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.03.02¦ 0.90 ¦ 96.700¦ 96.200¦ 96.680¦ 15.91¦ 4.16¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.08.03 ¦29.03.02¦ 1.52 ¦ 98.500¦ 98.500¦ 98.500¦ 15.49¦ 0.40¦ 27016¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦17.09.03 ¦25.03.02¦ 0.20 ¦ 95.700¦ 95.000¦ 95.000¦ 16.39¦ 1.02¦ 27010¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.03.02¦ 0.20 ¦ 94.600¦ 94.000¦ 94.600¦ 16.99¦ 1.18¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.03.02¦ 0.30 ¦ 94.650¦ 94.408¦ 94.500¦ 16.91¦ 6.05¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.03.02¦ 0.30 ¦ 95.000¦ 94.510¦ 94.701¦ 16.83¦ 12.67¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.03.02¦ 0.40 ¦ 95.850¦ 94.670¦ 95.850¦ 16.14¦ 13.52¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.10.03 ¦25.03.02¦ 3.00 ¦ 93.650¦ 93.500¦ 93.500¦ 16.82¦ 9.43¦ 27011¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.03.02¦ 3.10 ¦ 93.310¦ 84.120¦ 93.280¦ 17.06¦ 0.34¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.03.02¦ 3.10 ¦ 93.500¦ 93.250¦ 93.500¦ 16.95¦ 12.10¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.03.02¦ 3.20 ¦ 93.750¦ 93.360¦ 93.750¦ 16.68¦ 11.26¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.03.02¦ 3.20 ¦ 94.500¦ 93.800¦ 94.450¦ 16.08¦ 7.78¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦19.11.03 ¦25.03.02¦ 3.40 ¦ 91.200¦ 91.200¦ 91.200¦ 16.94¦ 0.16¦ 27012¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.03.02¦ 3.40 ¦ 91.400¦ 90.500¦ 91.050¦ 17.10¦ 0.52¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.03.02¦ 3.50 ¦ 91.300¦ 90.925¦ 91.100¦ 17.11¦ 13.80¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.03.02¦ 3.50 ¦ 91.400¦ 90.520¦ 91.400¦ 17.08¦ 7.38¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.03.02¦ 3.50 ¦ 91.999¦ 91.252¦ 91.401¦ 16.54¦ 25.65¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦21.01.04 ¦25.03.02¦ 2.50 ¦ 92.400¦ 92.100¦ 92.100¦ 16.91¦ 10.29¦ 28001¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.03.02¦ 2.50 ¦ 92.101¦ 91.800¦ 91.900¦ 17.13¦ 1.47¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.03.02¦ 2.60 ¦ 92.200¦ 91.840¦ 91.900¦ 17.13¦ 7.75¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.03.02¦ 2.60 ¦ 92.150¦ 91.905¦ 92.102¦ 17.14¦ 17.08¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.03.02¦ 2.60 ¦ 92.900¦ 92.350¦ 92.510¦ 16.63¦ 16.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.02.04 ¦26.03.02¦ 1.84 ¦ 94.400¦ 94.240¦ 94.240¦ 17.35¦ 1.70¦ 27015¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.03.02¦ 1.88 ¦ 94.640¦ 94.250¦ 94.250¦ 17.31¦ 5.70¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.03.02¦ 1.92 ¦ 94.300¦ 94.250¦ 94.300¦ 17.39¦ 6.50¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.03.02¦ 1.96 ¦ 96.800¦ 94.400¦ 94.400¦ 17.25¦ 2.53¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.04 ¦25.03.02¦ 0.27 ¦ 89.560¦ 89.520¦ 89.520¦ 16.62¦ 1.47¦ 26002¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.06.04 ¦26.03.02¦ 0.77 ¦ 93.990¦ 93.990¦ 93.990¦ 17.00¦ 2.02¦ 27013¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.03.02¦ 0.81 ¦ 96.000¦ 96.000¦ 96.000¦ 15.72¦ 0.04¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.08.04 ¦25.03.02¦ 1.93 ¦ 94.500¦ 94.500¦ 94.500¦ 16.53¦ 0.21¦ 27017¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.03.02¦ 2.06 ¦ 94.500¦ 94.000¦ 94.000¦ 16.83¦ 4.02¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.03.02¦ 2.10 ¦ 94.770¦ 94.500¦ 94.500¦ 16.45¦ 4.26¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.12.04 ¦25.03.02¦ 0.19 ¦ 93.900¦ 93.800¦ 93.800¦ 16.34¦ 0.92¦ 27014¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.03.02¦ 0.35 ¦ 95.627¦ 94.000¦ 94.000¦ 15.83¦ 0.07¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.06 ¦25.03.02¦ 0.27 ¦ 83.600¦ 83.100¦ 83.600¦ 17.55¦ 1.29¦ 26003¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.03.02¦ 0.30 ¦ 83.055¦ 83.020¦ 83.055¦ 17.83¦ 0.30¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.03.02¦ 0.33 ¦ 83.111¦ 83.000¦ 83.000¦ 17.80¦ 2.27¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.03.02¦ 0.36 ¦ 83.000¦ 82.900¦ 83.000¦ 17.86¦ 4.88¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.03.02¦ 0.38 ¦ 83.300¦ 83.200¦ 83.300¦ 17.70¦ 1.77¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.09.05 ¦25.03.02¦ 0.21 ¦ 91.200¦ 90.870¦ 90.900¦ 17.73¦ 47.99¦ 27018¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.03.02¦ 0.25 ¦ 90.800¦ 90.720¦ 90.740¦ 17.81¦ 26.68¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.03.02¦ 0.29 ¦ 90.950¦ 90.740¦ 90.790¦ 17.78¦ 139.16¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.03.02¦ 0.33 ¦ 90.800¦ 90.780¦ 90.800¦ 17.79¦ 21.88¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.03.02¦ 0.37 ¦ 91.000¦ 90.900¦ 90.996¦ 17.73¦ 38.10¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦21.11.05 ¦25.03.02¦ 0.65 ¦ 56.950¦ 56.950¦ 56.950¦ 19.50¦ 0.05¦ 25053¦
L---------+--------+-------+-------+-------+-------+------+-------+-------
--------------------------------
<*> Дата обратного выкупа Банком России.
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 ¦ 243¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2002 ¦ 243¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 25.11.2002 ¦ 241¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2003 ¦ 351¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2003 ¦ 351¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2003 ¦ 351¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2002 ¦ 243¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 25.11.2002 ¦ 241¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 26.11.2002 ¦ 242¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 28.11.2002 ¦ 244¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 29.11.2002 ¦ 245¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27002 ¦ 22.05.2002 ¦ 54¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27003 ¦ 05.06.2002 ¦ 68¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27004 ¦ 19.06.2002 ¦ 82¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27005 ¦ 10.04.2002 ¦ 12¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 24.04.2002 ¦ 26¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 08.05.2002 ¦ 40¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 22.05.2002 ¦ 54¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 05.06.2002 ¦ 68¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 19.06.2002 ¦ 82¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 10.04.2002 ¦ 12¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 22.05.2002 ¦ 54¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 05.06.2002 ¦ 68¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 19.06.2002 ¦ 82¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 08.05.2002 ¦ 40¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 22.05.2002 ¦ 54¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 08.05.2002 ¦ 40¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 19.06.2002 ¦ 82¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 24.04.2002 ¦ 26¦ 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 ¦ ¦ ¦ ¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21155 ¦03.10.01¦03.04.02¦ 5¦ 1 ¦ 3 ¦ ¦ 1508.041¦ 3491.959¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21156 ¦28.11.01¦17.07.02¦ 110¦ 2 ¦ 9 ¦ ¦ 8271.045¦ 1728.955¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21157 ¦30.01.02¦07.08.02¦ 131¦ 1 ¦ 8 ¦ ¦ 3575.874¦ 424.126¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21158 ¦20.02.02¦21.08.02¦ 145¦ 1 ¦ 3 ¦ ¦ 4678.942¦ 1321.058¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21159 ¦13.03.02¦06.11.02¦ 222¦ 1 ¦ ¦ ¦ 4154.354¦ 1845.646¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 243¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 608¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 1333¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 351¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 717¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1082¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 974¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1697¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 2062¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2428¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2793¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 54¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 68¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 173¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 194¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 299¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 313¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 418¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 432¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 537¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 558¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 600¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 796¦ 1 ¦ 27 ¦ ¦ 3332.030¦ 1667.970¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 992¦ 1 ¦ 21 ¦ ¦ 2712.980¦ 2287.020¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 677¦ 1 ¦ 19 ¦ ¦ 3425.381¦ 1574.619¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 509¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 859¦ 1 ¦ 6 ¦ ¦ 2710.103¦ 4289.897¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 1265¦ 1 ¦ 3 ¦ ¦ 2477.938¦ 6522.062¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 663¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦158660.973¦44882.852¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦25.03.02¦26.03.02¦27.03.02¦28.03.02¦29.03.02¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 15.71 ¦ 16.77 ¦ 15.89 ¦ 15.71 ¦ 14.37 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 13.76 ¦ 13.96 ¦ 13.89 ¦ 13.94 ¦ 13.80 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 16.66 ¦ 16.96 ¦ 16.74 ¦ 16.74 ¦ 16.06 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 14.05 ¦ 15.53 ¦ 15.46 ¦ 15.39 ¦ 14.98 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 17.17 ¦ 17.83 ¦ 17.80 ¦ 17.86 ¦ 17.70 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 17.32 ¦ 17.22 ¦ 17.38 ¦ 17.02 ¦ 16.83 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.12 ¦ 0.06 ¦ 0.04 ¦ 0.09 ¦ 0.09 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.13 ¦ 0.01 ¦ 0.10 ¦ 0.22 ¦ 0.08 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.12 ¦ 0.14 ¦ 0.37 ¦ 0.18 ¦ 0.14 ¦
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---------¬
¦ ¦ 25.03.02¦ 26.03.02¦ 27.03.02¦ 28.03.02¦ 29.03.02¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦158660.97¦158660.97¦158660.97¦158660.97¦158660.97¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+ ¦
¦ ГКО ¦ 22188.26¦ 22188.26¦ 22188.26¦ 22188.26¦ 22188.26¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2061.17¦ 2061.17¦ 2061.17¦ 2061.17¦ 2061.17¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦134411.55¦134411.55¦134411.55¦134411.55¦134411.55¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦154363.60¦154065.30¦154335.12¦154441.06¦155370.04¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 20953.66¦ 20930.39¦ 20958.90¦ 20967.28¦ 21080.46¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1831.29¦ 1825.89¦ 1827.01¦ 1826.41¦ 1830.32¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦131578.65¦131309.02¦131549.22¦131647.37¦132459.26¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 350.99¦ 349.67¦ 348.87¦ 347.83¦ 347.18¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 137.47¦ 136.49¦ 135.50¦ 134.50¦ 133.44¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 626.33¦ 624.30¦ 623.76¦ 622.81¦ 622.89¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 381.16¦ 379.83¦ 379.05¦ 377.99¦ 377.38¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный
по объемам в обращении.
Департамент операций
на открытом рынке
Банка России
|
