ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 15 февраля 2002 г. N 6
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 32.141 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 ¦14.02.02¦ 98.22¦ 98.31¦ 98.31¦ 13.54¦ 4.57¦ 21155 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦15.02.02¦ 98.20¦ 98.35¦ 98.20¦ 13.59¦ 4.03¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦17.07.02 ¦11.02.02¦ 94.75¦ 94.75¦ 94.75¦ 12.96¦ 0.16¦ 21156 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦12.02.02¦ 94.75¦ 94.78¦ 94.75¦ 13.00¦ 5.00¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦13.02.02¦ 94.75¦ 94.77¦ 94.75¦ 13.11¦ 11.05¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦14.02.02¦ 94.75¦ 94.75¦ 94.75¦ 13.22¦ 4.50¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦15.02.02¦ 94.69¦ 94.78¦ 94.69¦ 13.39¦ 1.45¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦07.08.02 ¦11.02.02¦ 94.00¦ 94.50¦ 94.50¦ 12.56¦ 0.32¦ 21157 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦12.02.02¦ 94.28¦ 94.29¦ 94.28¦ 12.58¦ 0.47¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦14.02.02¦ 94.10¦ 94.28¦ 94.10¦ 12.89¦ 0.59¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 1636.558
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 ¦11.02.02¦ 3.30 ¦100.67¦100.71¦100.68¦ 12.98¦ 26.79¦ 27002¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦12.02.02¦ 3.40 ¦100.67¦100.70¦100.70¦ 12.66¦ 5.59¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.02.02¦ 3.40 ¦100.67¦100.72¦100.67¦ 12.89¦ 7.12¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.02.02¦ 3.50 ¦100.56¦100.63¦100.59¦ 12.91¦ 14.45¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.02.02¦ 3.50 ¦100.55¦100.66¦100.55¦ 13.19¦ 2.92¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.06.02 ¦11.02.02¦ 2.80 ¦100.65¦100.67¦100.67¦ 13.10¦ 9.57¦ 27003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦12.02.02¦ 2.80 ¦100.70¦100.73¦100.71¦ 13.05¦ 10.40¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.02.02¦ 2.80 ¦100.70¦100.72¦100.72¦ 13.17¦ 8.12¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.02.02¦ 2.90 ¦100.60¦100.71¦100.60¦ 13.01¦ 18.57¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.02.02¦ 2.90 ¦100.55¦100.72¦100.63¦ 13.36¦ 17.77¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦18.09.02 ¦11.02.02¦ 2.20 ¦101.10¦101.20¦101.10¦ 13.36¦ 42.35¦ 27004¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦12.02.02¦ 2.20 ¦101.17¦101.20¦101.19¦ 13.42¦ 54.61¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.02.02¦ 2.30 ¦101.17¦101.20¦101.20¦ 13.26¦ 10.32¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.02.02¦ 2.30 ¦101.15¦101.20¦101.20¦ 13.33¦ 79.40¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.02.02¦ 2.40 ¦100.97¦101.01¦101.01¦ 13.63¦ 1.28¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦09.10.02 ¦11.02.02¦ 1.30 ¦100.20¦100.27¦100.24¦ 13.38¦ 19.96¦ 27005¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦12.02.02¦ 1.40 ¦100.05¦100.20¦100.10¦ 13.37¦ 17.30¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.02.02¦ 1.40 ¦100.19¦100.20¦100.20¦ 13.36¦ 9.15¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.02.02¦ 1.50 ¦100.10¦100.15¦100.10¦ 13.39¦ 21.69¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.02.02¦ 1.50 ¦100.00¦100.05¦100.02¦ 13.61¦ 34.02¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.01.03 ¦11.02.02¦ 0.80 ¦ 99.55¦ 99.60¦ 99.60¦ 13.43¦ 23.74¦ 27006¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦12.02.02¦ 0.80 ¦ 99.50¦ 99.70¦ 99.64¦ 13.43¦ 11.52¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.02.02¦ 0.90 ¦ 99.25¦ 99.59¦ 99.59¦ 13.53¦ 2.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.02.02¦ 0.90 ¦ 99.17¦ 99.38¦ 99.29¦ 13.84¦ 24.22¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.02.02¦ 0.90 ¦ 99.17¦ 99.30¦ 99.29¦ 13.92¦ 42.06¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.02.03 ¦11.02.02¦ 0.20 ¦ 99.40¦ 99.50¦ 99.50¦ 13.74¦ 24.75¦ 27007¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦12.02.02¦ 0.20 ¦ 99.40¦ 99.48¦ 99.40¦ 13.79¦ 7.80¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.02.02¦ 0.30 ¦ 99.37¦ 99.50¦ 99.50¦ 13.65¦ 2.13¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.02.02¦ 0.30 ¦ 99.02¦ 99.40¦ 99.12¦ 14.17¦ 75.11¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.02.02¦ 0.40 ¦ 99.00¦ 99.25¦ 99.25¦ 14.06¦ 24.38¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.05.03 ¦11.02.02¦ 3.30 ¦ 98.60¦ 98.70¦ 98.70¦ 13.98¦ 17.49¦ 27008¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦12.02.02¦ 3.40 ¦ 98.65¦ 98.71¦ 98.66¦ 13.89¦ 4.37¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.02.02¦ 3.40 ¦ 98.60¦ 98.75¦ 98.70¦ 13.90¦ 5.51¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.02.02¦ 3.50 ¦ 98.25¦ 98.55¦ 98.31¦ 14.23¦ 58.54¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.02.02¦ 3.50 ¦ 98.20¦ 98.30¦ 98.26¦ 14.31¦ 19.50¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.06.03 ¦11.02.02¦ 2.80 ¦ 98.52¦ 98.52¦ 98.52¦ 14.10¦ 0.03¦ 27009¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦12.02.02¦ 2.80 ¦ 98.45¦ 98.90¦ 98.65¦ 13.97¦ 3.79¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.02.02¦ 2.80 ¦ 98.55¦ 98.70¦ 98.70¦ 14.00¦ 3.40¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.02.02¦ 2.90 ¦ 98.01¦ 98.59¦ 98.47¦ 14.13¦ 22.16¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.02.02¦ 2.90 ¦ 98.31¦ 98.50¦ 98.31¦ 14.28¦ 1.54¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦17.09.03 ¦11.02.02¦ 2.20 ¦ 98.07¦ 98.07¦ 98.07¦ 13.98¦ 8.64¦ 27010¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦12.02.02¦ 2.20 ¦ 97.80¦ 99.70¦ 98.13¦ 13.87¦ 4.35¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.02.02¦ 2.30 ¦ 98.05¦ 98.18¦ 98.18¦ 13.89¦ 4.05¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.02.02¦ 2.30 ¦ 97.00¦ 97.79¦ 97.65¦ 14.28¦ 19.65¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.02.02¦ 2.40 ¦ 96.00¦ 97.60¦ 97.30¦ 14.50¦ 29.05¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦08.10.03 ¦11.02.02¦ 1.30 ¦ 97.10¦ 97.19¦ 97.19¦ 13.98¦ 15.65¦ 27011¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦12.02.02¦ 1.40 ¦ 97.00¦ 97.12¦ 97.07¦ 13.98¦ 6.12¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.02.02¦ 1.40 ¦ 96.94¦ 96.96¦ 96.95¦ 14.09¦ 4.16¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.02.02¦ 1.50 ¦ 96.05¦ 97.00¦ 96.70¦ 14.23¦ 42.49¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.02.02¦ 1.50 ¦ 96.31¦ 96.59¦ 96.48¦ 14.45¦ 74.16¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦19.11.03 ¦11.02.02¦ 2.30 ¦ 93.55¦ 93.95¦ 93.65¦ 14.63¦ 11.14¦ 27012¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦12.02.02¦ 2.30 ¦ 93.50¦ 93.70¦ 93.65¦ 14.66¦ 34.21¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.02.02¦ 2.30 ¦ 93.54¦ 93.99¦ 93.72¦ 14.71¦ 11.71¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.02.02¦ 2.30 ¦ 93.59¦ 93.79¦ 93.70¦ 14.70¦ 54.22¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.02.02¦ 2.40 ¦ 93.60¦ 93.60¦ 93.60¦ 14.72¦ 0.32¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.01.04 ¦11.02.02¦ 0.80 ¦ 95.45¦ 95.60¦ 95.45¦ 14.66¦ 29.52¦ 28001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦12.02.02¦ 0.80 ¦ 95.45¦ 95.59¦ 95.52¦ 14.65¦ 19.97¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.02.02¦ 0.90 ¦ 95.42¦ 95.50¦ 95.44¦ 14.67¦ 16.22¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.02.02¦ 0.90 ¦ 95.20¦ 95.45¦ 95.33¦ 14.76¦ 27.13¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.02.02¦ 0.90 ¦ 95.10¦ 95.21¦ 95.20¦ 14.91¦ 17.72¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.02.04 ¦11.02.02¦ 0.19 ¦ 98.10¦ 98.10¦ 98.10¦ 14.66¦ 0.19¦ 27015¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.02.02¦ 0.35 ¦ 96.80¦ 96.82¦ 96.80¦ 15.52¦ 0.40¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.04 ¦11.02.02¦ 9.12 ¦ 89.00¦ 89.00¦ 89.00¦ 16.61¦ 0.11¦ 26002¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦12.02.02¦ 9.15 ¦ 89.10¦ 89.12¦ 89.12¦ 16.55¦ 2.90¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.02.02¦ 9.23 ¦ 89.12¦ 89.15¦ 89.12¦ 16.57¦ 0.30¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦02.06.04 ¦11.02.02¦ 2.61 ¦ 97.20¦ 97.25¦ 97.25¦ 14.98¦ 0.34¦ 27013¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.02.02¦ 2.72 ¦ 97.20¦ 97.29¦ 97.29¦ 14.95¦ 9.99¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.02.02¦ 2.76 ¦ 97.35¦ 97.37¦ 97.37¦ 14.89¦ 5.49¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.08.04 ¦11.02.02¦ 0.21 ¦ 96.70¦ 96.98¦ 96.98¦ 15.30¦ 9.94¦ 27017¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦12.02.02¦ 0.25 ¦ 96.90¦ 96.97¦ 96.90¦ 15.18¦ 8.45¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.02.02¦ 0.29 ¦ 96.90¦ 97.08¦ 97.05¦ 15.14¦ 2.95¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.02.02¦ 0.33 ¦ 97.05¦ 97.19¦ 97.14¦ 15.06¦ 45.85¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.02.02¦ 0.37 ¦ 97.00¦ 97.13¦ 97.02¦ 15.13¦ 31.40¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.12.04 ¦12.02.02¦ 2.11 ¦ 96.35¦ 96.55¦ 96.40¦ 15.00¦ 7.16¦ 27014¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.02.02¦ 2.15 ¦ 96.32¦ 96.34¦ 96.34¦ 15.05¦ 18.79¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.02.02¦ 2.19 ¦ 96.74¦ 96.74¦ 96.74¦ 14.85¦ 0.21¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.02.02¦ 2.22 ¦ 96.32¦ 96.33¦ 96.32¦ 15.06¦ 1.81¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.05 ¦11.02.02¦ 9.12 ¦ 86.10¦ 86.50¦ 86.10¦ 16.02¦ 25.14¦ 26003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦12.02.02¦ 9.15 ¦ 85.85¦ 85.85¦ 85.85¦ 16.15¦ 2.06¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.02.02¦ 9.18 ¦ 85.85¦ 85.85¦ 85.85¦ 16.15¦ 0.88¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.02.02¦ 9.21 ¦ 86.29¦ 86.30¦ 86.29¦ 15.94¦ 6.27¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦30.03.16 ¦11.02.02¦ 9.83 ¦ 99.72¦ 99.73¦ 99.72¦ 13.62¦ 20.00¦ 29003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦12.02.02¦ 9.86 ¦ 99.72¦ 99.72¦ 99.72¦ 13.70¦ 62.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.02.02¦ 9.90 ¦ 99.73¦ 99.73¦ 99.73¦ 13.67¦ 13.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.02.02¦ 9.93 ¦ 99.74¦ 99.74¦ 99.74¦ 13.65¦ 11.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.02.02¦ 9.96 ¦ 99.75¦ 99.75¦ 99.75¦ 13.62¦ 2.47¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦10.05.17 ¦11.02.02¦ 8.45 ¦ 99.54¦ 99.55¦ 99.54¦ 13.71¦ 20.00¦ 29004¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦12.02.02¦ 8.48 ¦ 99.54¦ 99.54¦ 99.54¦ 13.74¦ 73.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.02.02¦ 8.52 ¦ 99.55¦ 99.55¦ 99.55¦ 13.73¦ 20.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.02.02¦ 8.55 ¦ 99.56¦ 99.56¦ 99.56¦ 13.71¦ 16.58¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.02.02¦ 8.58 ¦ 99.57¦ 99.57¦ 99.57¦ 13.69¦ 2.00¦ ¦
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.)¦ ¦
+--------+------------------------+-------+--------+-------------+
¦ 25014 ¦ 15.03.2002 ¦ 28¦ 10.00¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2002 ¦ 285¦ 5.00¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2002 ¦ 285¦ 5.00¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 25.11.2002 ¦ 283¦ 2.00¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2002 ¦ 28¦ 10.00¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2002 ¦ 28¦ 10.00¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2002 ¦ 28¦ 10.00¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2002 ¦ 285¦ 5.00¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 25.11.2002 ¦ 283¦ 2.00¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 26.11.2002 ¦ 284¦ 2.00¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 28.11.2002 ¦ 286¦ 2.00¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 29.11.2002 ¦ 287¦ 2.00¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27002 ¦ 20.02.2002 ¦ 5¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27003 ¦ 06.03.2002 ¦ 19¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27004 ¦ 20.03.2002 ¦ 33¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27005 ¦ 10.04.2002 ¦ 54¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 24.04.2002 ¦ 68¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 08.05.2002 ¦ 82¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 20.02.2002 ¦ 5¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 06.03.2002 ¦ 19¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 20.03.2002 ¦ 33¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 10.04.2002 ¦ 54¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 22.05.2002 ¦ 96¦ 10.00¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 06.03.2002 ¦ 19¦ 14.00¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 20.03.2002 ¦ 33¦ 14.00¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 08.05.2002 ¦ 82¦ 14.00¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 20.02.2002 ¦ 5¦ 15.00¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 08.05.2002 ¦ 82¦ 15.00¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 24.04.2002 ¦ 68¦ 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¦ 26¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21154 ¦19.09.01¦20.02.02¦ 5¦ 1 ¦ 4 ¦ ¦ 2181.942¦ 1818.058¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21155 ¦03.10.01¦03.04.02¦ 47¦ 1 ¦ 3 ¦ ¦ 1508.041¦ 3491.959¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21156 ¦28.11.01¦17.07.02¦ 152¦ 2 ¦ 9 ¦ ¦ 8271.045¦ 1728.955¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21157 ¦30.01.02¦07.08.02¦ 173¦ 1 ¦ 8 ¦ ¦ 3575.874¦ 424.126¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 28¦ 1 ¦ ¦ ¦ 32.200¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 285¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 650¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 1375¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 393¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 759¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1124¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 1016¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1739¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 2104¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2470¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2835¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 96¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 110¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 215¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 236¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 341¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 355¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 460¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 474¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 579¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 600¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 642¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 838¦ 1 ¦ 27 ¦ ¦ 3332.030¦ 1667.970¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 1034¦ 1 ¦ 20 ¦ ¦ 2701.762¦ 2298.238¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 719¦ 1 ¦ 19 ¦ ¦ 3425.381¦ 1574.619¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 551¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 901¦ 1 ¦ 3 ¦ ¦ 2695.696¦ 4304.304¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 705¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦152538.256¦37037.769¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦11.02.02¦12.02.02¦13.02.02¦14.02.02¦15.02.02¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 13.11 ¦ 13.13 ¦ 13.21 ¦ 13.33 ¦ 13.48 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 13.01 ¦ 13.08 ¦ 13.10 ¦ 12.98 ¦ 13.08 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 14.22 ¦ 14.19 ¦ 14.21 ¦ 14.36 ¦ 14.52 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 12.68 ¦ 12.96 ¦ 13.11 ¦ 13.26 ¦ 13.48 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 16.02 ¦ 16.35 ¦ 16.17 ¦ 15.94 ¦ 16.57 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 14.09 ¦ 14.28 ¦ 14.53 ¦ 14.38 ¦ 14.49 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.03 ¦ 0.06 ¦ 0.05 ¦ 0.03 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 1.19 ¦ 0.24 ¦ 0.04 ¦ 0.30 ¦ 0.01 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.18 ¦ 0.15 ¦ 0.08 ¦ 0.39 ¦ 0.23 ¦
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---------¬
¦ ¦ 11.02.02¦ 12.02.02¦ 13.02.02¦ 14.02.02¦ 15.02.02¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦152537.79¦152538.26¦152538.26¦152538.26¦152538.26¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 18536.44¦ 18536.90¦ 18536.90¦ 18536.90¦ 18536.90¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2093.37¦ 2093.37¦ 2093.37¦ 2093.37¦ 2093.37¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦131907.99¦131907.99¦131907.99¦131907.99¦131907.99¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦152401.33¦152486.22¦152507.55¦152391.90¦152245.36¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 17818.63¦ 17821.43¦ 17820.61¦ 17821.05¦ 17819.02¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2025.97¦ 2023.83¦ 2024.32¦ 2029.91¦ 2030.45¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦132556.74¦132640.96¦132662.62¦132540.94¦132395.90¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 375.01¦ 374.03¦ 373.01¦ 371.97¦ 370.78¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 112.40¦ 111.41¦ 110.41¦ 109.38¦ 108.38¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 604.04¦ 602.64¦ 601.87¦ 602.31¦ 601.32¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 406.80¦ 405.82¦ 404.79¦ 403.75¦ 402.56¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный
по объемам в обращении.
Департамент операций
на открытом рынке
Банка России
|
