ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 7 марта 2002 г. N 9
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 99.883 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 ¦04.03.02¦ 99.00¦ 99.00¦ 99.00¦ 12.29¦ 4.90¦ 21155 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦05.03.02¦ 99.00¦ 99.02¦ 99.02¦ 12.46¦ 15.90¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦06.03.02¦ 99.04¦ 99.06¦ 99.05¦ 12.50¦ 21.65¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦07.03.02¦ 99.09¦ 99.11¦ 99.09¦ 12.41¦ 35.00¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦21.08.02 ¦04.03.02¦ 93.80¦ 93.80¦ 93.80¦ 14.19¦ 0.11¦ 21158 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦05.03.02¦ 93.94¦ 93.99¦ 93.94¦ 13.91¦ 0.24¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦06.03.02¦ 93.90¦ 93.99¦ 93.96¦ 13.97¦ 18.89¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦07.03.02¦ 94.05¦ 94.05¦ 94.05¦ 13.83¦ 3.19¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 692.033
млн. руб. по номиналу имела следующие параметры:
----------T--------T-------T--------------------T------T-------T------¬
¦ Дата ¦ Дата ¦Накоп- ¦ Цены облигаций ¦Доход-¦Оборот ¦Номер ¦
¦погашения¦ торгов ¦ленный +------T------T------+ность ¦ (млн. ¦выпус-¦
¦ ¦ ¦доход ¦ мин. ¦макс. ¦закр. ¦(% ¦ руб. ¦ка ¦
¦ ¦ ¦(% от ¦ ¦ ¦ ¦год.) ¦ по ¦(спра-¦
¦ ¦ ¦номин.)¦ ¦ ¦ ¦ ¦номин.)¦вочно)¦
+---------+--------+-------+------+------+------+------+-------+------+
¦18.03.02 ¦06.03.02¦ 10.59 ¦ 99.94¦ 99.94¦ 99.94¦ 12.52¦ 0.45¦ 29003¦
¦<*> ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦12.04.02 ¦06.03.02¦ 9.21 ¦ 99.68¦ 99.69¦ 99.69¦ 13.93¦ 3.97¦ 29004¦
¦<*> ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.05.02 ¦04.03.02¦ 0.50 ¦100.40¦100.45¦100.43¦ 13.38¦ 36.45¦ 27002¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.03.02¦ 0.50 ¦100.30¦100.39¦100.35¦ 14.04¦ 98.91¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.03.02¦ 0.60 ¦100.26¦100.30¦100.27¦ 13.96¦ 29.21¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.03.02¦ 0.60 ¦100.25¦100.34¦100.25¦ 14.32¦ 27.33¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.06.02 ¦04.03.02¦ 3.60 ¦100.35¦100.52¦100.42¦ 13.88¦ 1.78¦ 27003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.03.02¦ 3.70 ¦100.20¦100.52¦100.34¦ 14.00¦ 10.69¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.03.02¦ 0.00 ¦100.31¦100.40¦100.33¦ 13.99¦ 11.05¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.03.02¦ 0.00 ¦100.37¦100.54¦100.40¦ 13.97¦ 1.12¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦18.09.02 ¦04.03.02¦ 3.00 ¦100.48¦100.72¦100.72¦ 14.27¦ 8.94¦ 27004¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.03.02¦ 3.10 ¦100.00¦100.72¦100.69¦ 14.15¦ 4.81¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.03.02¦ 3.10 ¦100.36¦100.69¦100.65¦ 14.32¦ 33.56¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.03.02¦ 3.20 ¦100.60¦100.85¦100.70¦ 14.01¦ 16.81¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦09.10.02 ¦04.03.02¦ 2.20 ¦ 94.85¦ 99.84¦ 94.85¦ 16.92¦ 2.72¦ 27005¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.03.02¦ 2.20 ¦ 98.30¦ 99.90¦ 99.59¦ 14.46¦ 3.81¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.03.02¦ 2.30 ¦ 99.60¦ 99.65¦ 99.65¦ 14.12¦ 27.33¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.03.02¦ 2.30 ¦ 99.66¦ 99.79¦ 99.66¦ 14.05¦ 5.57¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.01.03 ¦04.03.02¦ 1.60 ¦ 98.96¦ 99.06¦ 99.05¦ 14.10¦ 15.60¦ 27006¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.03.02¦ 1.70 ¦ 98.50¦ 99.05¦ 99.05¦ 14.04¦ 3.46¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.03.02¦ 1.70 ¦ 98.80¦ 99.00¦ 98.80¦ 14.36¦ 15.24¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.03.02¦ 1.70 ¦ 98.80¦ 98.98¦ 98.95¦ 14.25¦ 18.02¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.02.03 ¦04.03.02¦ 1.10 ¦ 99.07¦ 99.07¦ 99.07¦ 14.02¦ 0.25¦ 27007¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.03.02¦ 1.10 ¦ 98.01¦ 98.53¦ 98.53¦ 14.83¦ 0.12¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.03.02¦ 1.10 ¦ 98.80¦ 98.80¦ 98.80¦ 14.47¦ 9.91¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.03.02¦ 1.20 ¦ 98.45¦ 98.80¦ 98.45¦ 14.85¦ 5.00¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.03 ¦04.03.02¦ 9.70 ¦ 95.80¦ 95.80¦ 95.80¦ 14.66¦ 0.68¦ 26001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.03.02¦ 9.75 ¦ 95.90¦ 95.90¦ 95.90¦ 14.57¦ 2.80¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.05.03 ¦04.03.02¦ 0.50 ¦ 97.76¦ 97.90¦ 97.85¦ 14.65¦ 0.51¦ 27008¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.03.02¦ 0.50 ¦ 97.80¦ 97.97¦ 97.90¦ 14.62¦ 31.93¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.03.02¦ 0.60 ¦ 97.85¦ 98.00¦ 97.85¦ 14.57¦ 6.06¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.03.02¦ 0.60 ¦ 97.70¦ 98.00¦ 97.70¦ 14.64¦ 1.74¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.06.03 ¦04.03.02¦ 3.60 ¦ 97.96¦ 97.96¦ 97.96¦ 14.62¦ 0.19¦ 27009¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.03.02¦ 3.70 ¦ 95.25¦ 97.80¦ 97.60¦ 14.86¦ 0.12¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.03.02¦ 0.00 ¦ 97.70¦ 98.19¦ 97.90¦ 14.70¦ 5.97¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.03.02¦ 0.00 ¦ 97.52¦ 98.00¦ 97.52¦ 14.61¦ 4.89¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦20.08.03 ¦05.03.02¦ 0.53 ¦ 99.96¦ 99.99¦ 99.96¦ 14.24¦ 0.09¦ 27016¦
+---------+--------+-------+------+------+------+------+-------+------+
¦17.09.03 ¦04.03.02¦ 3.00 ¦ 96.76¦ 96.89¦ 96.89¦ 14.99¦ 0.08¦ 27010¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.03.02¦ 3.10 ¦ 94.75¦ 97.08¦ 97.08¦ 14.75¦ 4.21¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.03.02¦ 3.10 ¦ 96.75¦ 97.00¦ 96.75¦ 15.01¦ 5.25¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.03.02¦ 3.20 ¦ 96.62¦ 97.00¦ 96.77¦ 14.79¦ 0.83¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦08.10.03 ¦04.03.02¦ 2.20 ¦ 95.81¦ 96.00¦ 95.90¦ 14.80¦ 4.95¦ 27011¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.03.02¦ 2.20 ¦ 93.80¦ 95.52¦ 95.52¦ 15.58¦ 0.17¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.03.02¦ 2.30 ¦ 95.30¦ 95.69¦ 95.50¦ 15.02¦ 34.99¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.03.02¦ 2.30 ¦ 95.65¦ 95.74¦ 95.74¦ 15.00¦ 30.16¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦19.11.03 ¦04.03.02¦ 2.80 ¦ 92.00¦ 93.50¦ 92.76¦ 15.66¦ 21.13¦ 27012¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.03.02¦ 2.90 ¦ 93.00¦ 93.40¦ 93.00¦ 15.29¦ 2.03¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.03.02¦ 2.90 ¦ 92.90¦ 93.25¦ 92.90¦ 15.22¦ 41.62¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.03.02¦ 2.90 ¦ 93.30¦ 93.43¦ 93.35¦ 15.11¦ 15.53¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.01.04 ¦04.03.02¦ 1.60 ¦ 94.85¦ 95.25¦ 95.22¦ 14.83¦ 5.40¦ 28001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.03.02¦ 1.70 ¦ 94.61¦ 94.99¦ 94.90¦ 15.01¦ 4.30¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.03.02¦ 1.70 ¦ 94.33¦ 95.00¦ 94.35¦ 15.05¦ 8.91¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.03.02¦ 1.70 ¦ 94.80¦ 94.95¦ 94.93¦ 15.06¦ 21.52¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.02.04 ¦06.03.02¦ 1.07 ¦ 97.00¦ 97.00¦ 97.00¦ 15.39¦ 0.20¦ 27015¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.03.02¦ 1.11 ¦ 97.79¦ 97.79¦ 97.79¦ 14.85¦ 0.08¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.04 ¦04.03.02¦ 9.70 ¦ 88.65¦ 88.65¦ 88.65¦ 17.05¦ 1.88¦ 26002¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.03.02¦ 9.75 ¦ 88.90¦ 88.90¦ 88.90¦ 16.90¦ 5.03¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦02.06.04 ¦04.03.02¦ 3.41 ¦ 98.15¦ 98.15¦ 98.15¦ 14.43¦ 0.00¦ 27013¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.03.02¦ 0.00 ¦ 97.45¦ 98.10¦ 98.10¦ 14.59¦ 5.72¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.03.02¦ 0.04 ¦ 97.70¦ 98.00¦ 97.70¦ 14.69¦ 5.21¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.08.04 ¦05.03.02¦ 1.11 ¦ 97.20¦ 97.40¦ 97.20¦ 14.90¦ 7.54¦ 27017¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.03.02¦ 1.15 ¦ 96.50¦ 97.35¦ 97.23¦ 15.28¦ 3.88¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.03.02¦ 1.19 ¦ 97.29¦ 97.29¦ 97.29¦ 14.93¦ 0.07¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.12.04 ¦05.03.02¦ 2.92 ¦ 96.20¦ 96.45¦ 96.25¦ 15.05¦ 2.14¦ 27014¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.03.02¦ 2.95 ¦ 96.30¦ 97.30¦ 96.30¦ 14.82¦ 3.13¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.03.02¦ 2.99 ¦ 96.60¦ 96.60¦ 96.60¦ 14.91¦ 5.02¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.05 ¦04.03.02¦ 9.70 ¦ 85.00¦ 85.00¦ 85.00¦ 16.69¦ 1.63¦ 26003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.03.02¦ 9.78 ¦ 85.95¦ 86.05¦ 85.95¦ 16.22¦ 2.24¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.11.05 ¦05.03.02¦ 0.54 ¦ 55.66¦ 55.66¦ 55.66¦ 20.00¦ 0.09¦ 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.)¦ ¦
+--------+------------------------+-------+--------+-------------+
¦ 25014 ¦ 15.03.2002 ¦ 8 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2002 ¦ 265 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2002 ¦ 265 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 25.11.2002 ¦ 263 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2002 ¦ 8 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2002 ¦ 8 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2002 ¦ 8 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2002 ¦ 265 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 25.11.2002 ¦ 263 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 26.11.2002 ¦ 264 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 28.11.2002 ¦ 266 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 29.11.2002 ¦ 267 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27002 ¦ 22.05.2002 ¦ 76 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27003 ¦ 05.06.2002 ¦ 90 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27004 ¦ 20.03.2002 ¦ 13 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27005 ¦ 10.04.2002 ¦ 34 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 24.04.2002 ¦ 48 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 08.05.2002 ¦ 62 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 22.05.2002 ¦ 76 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 05.06.2002 ¦ 90 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 20.03.2002 ¦ 13 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 10.04.2002 ¦ 34 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 22.05.2002 ¦ 76 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 05.06.2002 ¦ 90 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 20.03.2002 ¦ 13 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 08.05.2002 ¦ 62 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 22.05.2002 ¦ 76 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 08.05.2002 ¦ 62 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 24.04.2002 ¦ 48 ¦ 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 ¦ ¦ ¦ ¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21147 ¦21.03.01¦13.03.02¦ 6¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21155 ¦03.10.01¦03.04.02¦ 27¦ 1 ¦ 3 ¦ ¦ 1508.041¦ 3491.959¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21156 ¦28.11.01¦17.07.02¦ 132¦ 2 ¦ 9 ¦ ¦ 8271.045¦ 1728.955¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21157 ¦30.01.02¦07.08.02¦ 153¦ 1 ¦ 8 ¦ ¦ 3575.874¦ 424.126¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21158 ¦20.02.02¦21.08.02¦ 167¦ 1 ¦ 3 ¦ ¦ 4678.942¦ 1321.058¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 8¦ 1 ¦ ¦ ¦ 32.200¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 265¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 630¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 1355¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 373¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 739¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1104¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 996¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1719¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 2084¦ ¦ ¦ ¦ 5.036¦ 0,000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2450¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2815¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 76¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 90¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 195¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 216¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 321¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 335¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 440¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 454¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 559¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 580¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 622¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 818¦ 1 ¦ 27 ¦ ¦ 3332.030¦ 1667.970¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 1014¦ 1 ¦ 21 ¦ ¦ 2712.980¦ 2287.020¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 699¦ 1 ¦ 19 ¦ ¦ 3425.381¦ 1574.619¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 531¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 881¦ 1 ¦ 6 ¦ ¦ 2710.103¦ 4289.897¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 685¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦155060.881¦36515.144¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
-----------------------------T--------T--------T--------T--------¬
¦ ¦04.03.02¦05.03.02¦06.03.02¦07.03.02¦
+----------------------------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых): ¦ ¦ ¦ ¦ ¦
+----------------------------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦
+----------------------------+--------+--------+--------+--------+
¦ ГКО ¦ 13.47 ¦ 13.38 ¦ 13.40 ¦ 13.29 ¦
+----------------------------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 13.48 ¦ 13.44 ¦ 13.38 ¦ 13.15 ¦
+----------------------------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 14.83 ¦ 14.80 ¦ 14.79 ¦ 14.72 ¦
+----------------------------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦
+----------------------------+--------+--------+--------+--------+
¦ ГКО ¦ 12.49 ¦ 12.57 ¦ 13.72 ¦ 12.91 ¦
+----------------------------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 16.67 ¦ 20.00 ¦ 16.36 ¦ 16.22 ¦
+----------------------------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 14.91 ¦ 14.58 ¦ 14.83 ¦ 14.83 ¦
+----------------------------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦
+----------------------------+--------+--------+--------+--------+
¦ ГКО ¦ 0.02 ¦ 0.08 ¦ 0.19 ¦ 0.19 ¦
+----------------------------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.20 ¦ 0.00 ¦ 0.39 ¦ 0.11 ¦
+----------------------------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.07 ¦ 0.13 ¦ 0.18 ¦ 0.12 ¦
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---------¬
¦ ¦ 04.03.02¦ 05.03.02¦ 06.03.02¦ 07.03.02¦
+----------------------+---------+---------+---------+---------+
¦Номинальная стоимость,¦155052.81¦155052.81¦155060.88¦155060.88¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+
¦ ГКО ¦ 21025.84¦ 21025.84¦ 21033.90¦ 21033.90¦
+----------------------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2093.37¦ 2093.37¦ 2093.37¦ 2093.37¦
+----------------------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦131933.61¦131933.61¦131933.61¦131933.61¦
+----------------------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦154047.27¦154098.41¦153360.44¦153490.59¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+
¦ ГКО ¦ 20096.64¦ 20103.95¦ 20112.44¦ 20117.26¦
+----------------------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2024.01¦ 2024.97¦ 2026.28¦ 2037.88¦
+----------------------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦131926.62¦131969.49¦131221.71¦131335.46¦
+----------------------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 356.15¦ 355.03¦ 355.89¦ 355.07¦
+----------------------+---------+---------+---------+---------+
¦ ГКО ¦ 119.79¦ 118.81¦ 117.83¦ 116.83¦
+----------------------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 585.34¦ 584.90¦ 584.30¦ 585.91¦
+----------------------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 388.64¦ 387.49¦ 388.85¦ 387.98¦
L----------------------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный
по объемам в обращении.
Департамент операций
на открытом рынке
Банка России
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