ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 22 марта 2002 г. N 11
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 209.903
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 ¦19.03.02¦99.508¦99.509¦99.509¦ 12.03¦ 23.30¦ 21155¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦21.03.02¦99.540¦99.567¦99.540¦ 12.32¦ 14.16¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦17.07.02 ¦18.03.02¦95.000¦95.150¦95.150¦ 15.65¦ 5.00¦ 21156¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦21.03.02¦95.000¦95.150¦95.051¦ 16.05¦ 6.50¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦22.03.02¦95.000¦95.000¦95.000¦ 16.42¦ 0.02¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦07.08.02 ¦18.03.02¦94.150¦94.300¦94.300¦ 15.77¦ 5.25¦ 21157¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦19.03.02¦94.350¦94.450¦94.350¦ 15.34¦ 15.71¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦20.03.02¦95.000¦95.000¦95.000¦ 13.72¦ 0.78¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦21.03.02¦94.500¦95.000¦94.500¦ 15.28¦ 5.14¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦22.03.02¦95.200¦95.200¦95.200¦ 13.34¦ 0.00¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦21.08.02 ¦18.03.02¦93.700¦94.100¦93.970¦ 15.38¦ 20.89¦ 21158¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦19.03.02¦93.900¦94.000¦93.990¦ 15.11¦ 10.00¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦20.03.02¦93.970¦94.100¦94.000¦ 15.02¦ 9.57¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦21.03.02¦93.913¦94.190¦94.050¦ 15.04¦ 4.02¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦22.03.02¦94.180¦94.200¦94.200¦ 14.80¦ 12.30¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦06.11.02 ¦19.03.02¦91.180¦91.180¦91.180¦ 15.22¦ 0.08¦ 21159¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦20.03.02¦90.850¦91.199¦91.199¦ 15.80¦ 47.49¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦21.03.02¦90.950¦91.280¦91.000¦ 15.63¦ 8.09¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦22.03.02¦91.100¦91.100¦91.100¦ 15.57¦ 21.60¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 1989.102
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 ¦18.03.02¦ 9.60 ¦ 99.791¦99.791¦ 99.791¦ 13.76¦ 9.13¦ 29004¦
¦<*> +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦21.03.02¦ 9.70 ¦ 99.826¦99.826¦ 99.826¦ 13.59¦ 4.50¦ ¦
+---------+--------+-------+-------+------+-------+------+-------+------+
¦22.05.02 ¦18.03.02¦ 1.10 ¦ 99.990¦99.950¦ 99.980¦ 15.54¦ 45.20¦ 27002¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦19.03.02¦ 1.10 ¦ 99.945¦99.850¦ 99.945¦ 16.09¦ 48.06¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦20.03.02¦ 1.10 ¦100.042¦99.950¦100.030¦ 15.80¦ 85.48¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦21.03.02¦ 1.20 ¦100.050¦99.990¦ 99.990¦ 15.42¦ 33.67¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦22.03.02¦ 1.20 ¦100.000¦99.980¦ 99.995¦ 15.78¦ 36.73¦ ¦
+---------+--------+-------+-------+------+-------+------+-------+------+
¦05.06.02 ¦18.03.02¦ 0.50 ¦ 99.999¦99.800¦ 99.999¦ 15.71¦ 47.33¦ 27003¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦19.03.02¦ 0.50 ¦ 99.999¦99.910¦ 99.970¦ 16.15¦ 36.48¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦20.03.02¦ 0.60 ¦100.040¦99.950¦100.040¦ 15.47¦ 94.53¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦21.03.02¦ 0.60 ¦100.100¦99.990¦ 99.991¦ 15.68¦ 40.37¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦22.03.02¦ 0.70 ¦100.003¦99.950¦100.003¦ 15.51¦ 31.04¦ ¦
+---------+--------+-------+-------+------+-------+------+-------+------+
¦18.09.02 ¦18.03.02¦ 3.60 ¦100.060¦99.900¦100.060¦ 15.79¦ 26.55¦ 27004¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦19.03.02¦ 3.70 ¦100.000¦99.940¦ 99.999¦ 15.64¦ 24.77¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦20.03.02¦ 0.00 ¦100.070¦99.977¦100.000¦ 15.70¦ 56.88¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦21.03.02¦ 0.00 ¦100.150¦99.961¦100.000¦ 15.77¦ 47.51¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦22.03.02¦ 0.10 ¦100.070¦99.960¦ 99.990¦ 15.68¦ 54.87¦ ¦
+---------+--------+-------+-------+------+-------+------+-------+------+
¦09.10.02 ¦18.03.02¦ 2.80 ¦ 99.100¦98.999¦ 99.100¦ 15.29¦ 3.00¦ 27005¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦19.03.02¦ 2.80 ¦ 99.000¦98.620¦ 99.000¦ 15.72¦ 15.34¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦20.03.02¦ 2.80 ¦ 99.190¦98.810¦ 99.190¦ 15.87¦ 20.51¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦21.03.02¦ 2.90 ¦ 99.500¦98.851¦ 98.871¦ 15.51¦ 2.24¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦22.03.02¦ 2.90 ¦ 99.000¦98.750¦ 98.750¦ 15.79¦ 6.14¦ ¦
+---------+--------+-------+-------+------+-------+------+-------+------+
¦22.01.03 ¦18.03.02¦ 2.20 ¦ 97.900¦97.900¦ 97.900¦ 15.57¦ 1.50¦ 27006¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦19.03.02¦ 2.20 ¦ 97.800¦97.400¦ 97.790¦ 15.83¦ 10.14¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦20.03.02¦ 2.30 ¦ 97.850¦97.300¦ 97.850¦ 16.39¦ 6.89¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦21.03.02¦ 2.30 ¦ 97.950¦97.550¦ 97.560¦ 16.09¦ 6.61¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦22.03.02¦ 2.40 ¦ 97.400¦97.400¦ 97.400¦ 16.25¦ 1.10¦ ¦
+---------+--------+-------+-------+------+-------+------+-------+------+
¦05.02.03 ¦18.03.02¦ 1.60 ¦ 98.757¦97.710¦ 97.770¦ 15.73¦ 30.41¦ 27007¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦19.03.02¦ 1.70 ¦ 97.830¦97.580¦ 97.580¦ 15.96¦ 46.33¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦20.03.02¦ 1.70 ¦ 97.600¦97.310¦ 97.370¦ 16.09¦ 61.38¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦21.03.02¦ 1.70 ¦ 97.750¦97.630¦ 97.750¦ 16.03¦ 6.50¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦22.03.02¦ 1.80 ¦ 97.650¦97.450¦ 97.450¦ 16.17¦ 0.27¦ ¦
+---------+--------+-------+-------+------+-------+------+-------+------+
¦21.05.03 ¦18.03.02¦ 1.10 ¦ 97.170¦97.170¦ 97.170¦ 15.29¦ 1.80¦ 27008¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦19.03.02¦ 1.10 ¦ 96.750¦96.500¦ 96.510¦ 15.96¦ 5.46¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦20.03.02¦ 1.10 ¦ 96.500¦96.000¦ 96.001¦ 16.37¦ 10.19¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦21.03.02¦ 1.20 ¦ 96.310¦96.000¦ 96.000¦ 16.26¦ 6.70¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦22.03.02¦ 1.20 ¦ 96.450¦96.050¦ 96.100¦ 16.43¦ 13.34¦ ¦
+---------+--------+-------+-------+------+-------+------+-------+------+
¦04.06.03 ¦18.03.02¦ 0.50 ¦ 96.940¦96.600¦ 96.750¦ 15.74¦ 4.57¦ 27009¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦19.03.02¦ 0.50 ¦ 96.550¦96.400¦ 96.550¦ 16.05¦ 12.04¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦20.03.02¦ 0.60 ¦ 96.550¦96.250¦ 96.300¦ 16.20¦ 13.30¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦21.03.02¦ 0.60 ¦ 96.400¦96.000¦ 96.400¦ 16.28¦ 8.04¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦22.03.02¦ 0.70 ¦ 96.310¦96.150¦ 96.200¦ 16.29¦ 4.89¦ ¦
+---------+--------+-------+-------+------+-------+------+-------+------+
¦17.09.03 ¦18.03.02¦ 3.60 ¦ 95.300¦95.200¦ 95.251¦ 16.29¦ 51.96¦ 27010¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦19.03.02¦ 3.70 ¦ 95.260¦95.100¦ 95.130¦ 16.34¦ 10.28¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦20.03.02¦ 0.00 ¦ 95.250¦95.010¦ 95.200¦ 16.38¦ 18.70¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦21.03.02¦ 0.00 ¦ 95.350¦95.000¦ 95.270¦ 16.30¦ 15.08¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦22.03.02¦ 0.10 ¦ 96.260¦95.120¦ 95.120¦ 16.07¦ 17.88¦ ¦
+---------+--------+-------+-------+------+-------+------+-------+------+
¦08.10.03 ¦18.03.02¦ 2.80 ¦ 94.140¦93.660¦ 94.030¦ 16.28¦ 36.23¦ 27011¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦19.03.02¦ 2.80 ¦ 94.020¦93.800¦ 93.900¦ 16.42¦ 26.12¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦20.03.02¦ 2.80 ¦ 94.020¦93.600¦ 93.650¦ 16.63¦ 66.48¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦21.03.02¦ 2.90 ¦ 93.900¦93.770¦ 93.900¦ 16.52¦ 0.36¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦22.03.02¦ 2.90 ¦ 93.950¦93.750¦ 93.750¦ 16.55¦ 60.02¦ ¦
+---------+--------+-------+-------+------+-------+------+-------+------+
¦19.11.03 ¦18.03.02¦ 3.20 ¦ 91.900¦91.400¦ 91.500¦ 16.61¦ 53.12¦ 27012¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦19.03.02¦ 3.20 ¦ 91.900¦91.450¦ 91.770¦ 16.63¦ 1.92¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦20.03.02¦ 3.30 ¦ 91.520¦91.300¦ 91.520¦ 16.75¦ 31.32¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦21.03.02¦ 3.30 ¦ 92.000¦91.590¦ 91.590¦ 16.57¦ 0.34¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦22.03.02¦ 3.30 ¦ 91.600¦91.400¦ 91.400¦ 16.63¦ 0.75¦ ¦
+---------+--------+-------+-------+------+-------+------+-------+------+
¦21.01.04 ¦18.03.02¦ 2.20 ¦ 93.000¦92.800¦ 92.900¦ 16.45¦ 18.24¦ 28001¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦19.03.02¦ 2.20 ¦ 92.890¦92.700¦ 92.701¦ 16.59¦ 3.43¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦20.03.02¦ 2.30 ¦ 92.780¦92.370¦ 92.570¦ 16.66¦ 30.28¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦21.03.02¦ 2.30 ¦ 92.748¦92.600¦ 92.680¦ 16.63¦ 14.19¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦22.03.02¦ 2.40 ¦ 92.690¦92.000¦ 92.300¦ 16.70¦ 15.86¦ ¦
+---------+--------+-------+-------+------+-------+------+-------+------+
¦04.02.04 ¦18.03.02¦ 1.53 ¦ 96.090¦95.490¦ 96.090¦ 16.31¦ 5.55¦ 27015¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦21.03.02¦ 1.65 ¦ 96.500¦96.500¦ 96.500¦ 15.75¦ 0.01¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦22.03.02¦ 1.69 ¦ 96.000¦96.000¦ 96.000¦ 16.11¦ 0.27¦ ¦
+---------+--------+-------+-------+------+-------+------+-------+------+
¦02.06.04 ¦18.03.02¦ 0.46 ¦ 95.170¦94.700¦ 94.700¦ 16.51¦ 7.07¦ 27013¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦19.03.02¦ 0.50 ¦ 94.700¦94.360¦ 94.360¦ 16.75¦ 0.65¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦20.03.02¦ 0.54 ¦ 94.300¦94.300¦ 94.300¦ 16.79¦ 8.32¦ ¦
+---------+--------+-------+-------+------+-------+------+-------+------+
¦04.08.04 ¦18.03.02¦ 1.64 ¦ 95.800¦95.799¦ 95.799¦ 15.77¦ 0.63¦ 27017¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦19.03.02¦ 1.69 ¦ 96.620¦96.620¦ 96.620¦ 15.29¦ 0.00¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦20.03.02¦ 1.73 ¦ 95.999¦94.470¦ 94.470¦ 16.53¦ 10.32¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦21.03.02¦ 1.77 ¦ 95.000¦95.000¦ 95.000¦ 16.24¦ 1.25¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦22.03.02¦ 1.81 ¦ 95.000¦94.500¦ 94.550¦ 16.45¦ 8.65¦ ¦
+---------+--------+-------+-------+------+-------+------+-------+------+
¦15.12.04 ¦18.03.02¦ 3.41 ¦ 94.600¦94.600¦ 94.600¦ 15.94¦ 0.08¦ 27014¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦19.03.02¦ 3.45 ¦ 95.500¦95.500¦ 95.500¦ 15.47¦ 0.00¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦20.03.02¦ 0.00 ¦ 95.500¦94.000¦ 94.000¦ 16.08¦ 1.29¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦21.03.02¦ 0.04 ¦ 94.400¦93.900¦ 93.900¦ 16.29¦ 4.01¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦22.03.02¦ 0.08 ¦ 93.950¦93.900¦ 93.900¦ 16.30¦ 1.55¦ ¦
+---------+--------+-------+-------+------+-------+------+-------+------+
¦15.03.05 ¦18.03.02¦ 0.08 ¦ 84.000¦83.490¦ 83.500¦ 17.53¦ 7.09¦ 26003¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦19.03.02¦ 0.11 ¦ 83.900¦83.500¦ 83.900¦ 17.46¦ 3.29¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦20.03.02¦ 0.14 ¦ 84.000¦83.501¦ 84.000¦ 17.38¦ 0.08¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦21.03.02¦ 0.16 ¦ 83.830¦83.800¦ 83.800¦ 17.40¦ 0.46¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦22.03.02¦ 0.19 ¦ 83.500¦83.500¦ 83.500¦ 17.56¦ 0.03¦ ¦
+---------+--------+-------+-------+------+-------+------+-------+------+
¦14.09.05 ¦20.03.02¦ 0.00 ¦ 90.650¦90.560¦ 90.650¦ 17.90¦ 15.00¦ 27018¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦21.03.02¦ 0.04 ¦ 90.780¦90.700¦ 90.750¦ 17.81¦ 69.77¦ ¦
¦ +--------+-------+-------+------+-------+------+-------+ ¦
¦ ¦22.03.02¦ 0.08 ¦ 90.900¦90.800¦ 90.870¦ 17.78¦ 349.41¦ ¦
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 ¦ 250 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2002 ¦ 250 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 25.11.2002 ¦ 248 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2003 ¦ 358 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2003 ¦ 358 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2003 ¦ 358 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2002 ¦ 250 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 25.11.2002 ¦ 248 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 26.11.2002 ¦ 249 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 28.11.2002 ¦ 251 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 29.11.2002 ¦ 252 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27002 ¦ 22.05.2002 ¦ 61 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27003 ¦ 05.06.2002 ¦ 75 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27004 ¦ 19.06.2002 ¦ 89 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27005 ¦ 10.04.2002 ¦ 19 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 24.04.2002 ¦ 33 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 08.05.2002 ¦ 47 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 22.05.2002 ¦ 61 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 05.06.2002 ¦ 75 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 19.06.2002 ¦ 89 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 10.04.2002 ¦ 19 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 22.05.2002 ¦ 61 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 05.06.2002 ¦ 75 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 19.06.2002 ¦ 89 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 08.05.2002 ¦ 47 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 22.05.2002 ¦ 61 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 08.05.2002 ¦ 47 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 19.06.2002 ¦ 89 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 24.04.2002 ¦ 33 ¦ 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¦ 12¦ 1 ¦ 3 ¦ ¦ 1508.041¦ 3491.959¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21156 ¦28.11.01¦17.07.02¦ 117¦ 2 ¦ 9 ¦ ¦ 8271.045¦ 1728.955¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21157 ¦30.01.02¦07.08.02¦ 138¦ 1 ¦ 8 ¦ ¦ 3575.874¦ 424.126¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21158 ¦20.02.02¦21.08.02¦ 152¦ 1 ¦ 3 ¦ ¦ 4678.942¦ 1321.058¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21159 ¦13.03.02¦06.11.02¦ 229¦ 1 ¦ ¦ ¦ 4154.354¦ 1845.646¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 250¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 615¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 1340¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 358¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 724¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1089¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 981¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1704¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 2069¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2435¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2800¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 61¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 75¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 180¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 201¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 306¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 320¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 425¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 439¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 544¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 565¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 607¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 803¦ 1 ¦ 27 ¦ ¦ 3332.030¦ 1667.970¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 999¦ 1 ¦ 21 ¦ ¦ 2712.980¦ 2287.020¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 684¦ 1 ¦ 19 ¦ ¦ 3425.381¦ 1574.619¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 516¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 866¦ 1 ¦ 6 ¦ ¦ 2710.103¦ 4289.897¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 1272¦ 1 ¦ 2 ¦ ¦ 2452.000¦ 6548.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 670¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦158635.035¦44908.790¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦18.03.02¦19.03.02¦20.03.02¦21.03.02¦22.03.02¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 15.56 ¦ 15.28 ¦ 14.76 ¦ 15.55 ¦ 15.29 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 13.93 ¦ 13.92 ¦ 13.89 ¦ 13.89 ¦ 14.03 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 16.05 ¦ 16.18 ¦ 16.46 ¦ 16.33 ¦ 16.40 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 15.48 ¦ 14.96 ¦ 15.68 ¦ 15.40 ¦ 15.36 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 17.53 ¦ 17.46 ¦ 17.38 ¦ 17.40 ¦ 17.56 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 16.27 ¦ 16.12 ¦ 16.52 ¦ 17.20 ¦ 17.52 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.14 ¦ 0.23 ¦ 0.25 ¦ 0.17 ¦ 0.15 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.32 ¦ 0.15 ¦ 0.00 ¦ 0.02 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.25 ¦ 0.18 ¦ 0.40 ¦ 0.19 ¦ 0.43 ¦
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---------¬
¦ ¦ 18.03.02¦ 19.03.02¦ 20.03.02¦ 21.03.02¦ 22.03.02¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦156183.03¦156183.03¦158244.36¦158291.03¦158635.03¦
¦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 ¦131933.61¦131933.61¦133994.94¦134041.61¦134385.61¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦153068.79¦152995.24¦153901.33¦154110.08¦154434.89¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 20896.18¦ 20924.41¦ 20937.70¦ 20927.07¦ 20955.03¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1825.68¦ 1827.85¦ 1830.25¦ 1830.41¦ 1827.49¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦130346.93¦130242.98¦131133.38¦131352.60¦131652.37¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 346.85¦ 345.91¦ 354.42¦ 353.77¦ 354.02¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 144.46¦ 143.49¦ 142.44¦ 141.46¦ 140.48¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 630.97¦ 630.64¦ 630.38¦ 629.60¦ 628.13¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 375.31¦ 374.43¦ 384.42¦ 383.75¦ 384.20¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный
по объемам в обращении.
Департамент операций
на открытом рынке
Банка России
|
