ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 8 февраля 2002 г. N 5
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 315.095
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) ¦
+---------+--------+------+------+------+--------+-------+-------+
¦20.02.02 ¦05.02.02¦ 99.55¦ 99.55¦ 99.55¦ 11.00¦ 2.50¦ 21154¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦06.02.02¦ 99.59¦ 99.62¦ 99.59¦ 10.47¦ 0.30¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦07.02.02¦ 99.59¦ 99.59¦ 99.59¦ 11.56¦ 2.50¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦08.02.02¦ 99.51¦ 99.51¦ 99.51¦ 14.98¦ 30.00¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦13.03.02 ¦04.02.02¦ 98.74¦ 98.74¦ 98.74¦ 12.59¦ 0.09¦ 21147¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦07.02.02¦ 98.75¦ 98.75¦ 98.75¦ 13.59¦ 0.09¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦03.04.02 ¦05.02.02¦ 98.40¦ 98.40¦ 98.40¦ 10.41¦ 0.45¦ 21155¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦06.02.02¦ 98.40¦ 98.45¦ 98.45¦ 10.46¦ 8.56¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦07.02.02¦ 98.45¦ 98.45¦ 98.45¦ 10.45¦ 0.05¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦08.02.02¦ 98.00¦ 98.00¦ 98.00¦ 13.79¦ 0.25¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦17.07.02 ¦06.02.02¦ 94.62¦ 95.00¦ 94.70¦ 12.56¦ 31.09¦ 21156¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦07.02.02¦ 94.71¦ 94.85¦ 94.71¦ 12.67¦ 10.05¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦08.02.02¦ 94.75¦ 94.80¦ 94.75¦ 12.59¦ 43.28¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦07.08.02 ¦04.02.02¦ 93.70¦ 93.75¦ 93.72¦ 13.31¦ 9.12¦ 21157¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦05.02.02¦ 93.80¦ 93.85¦ 93.85¦ 13.14¦ 1.50¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦06.02.02¦ 93.90¦ 93.95¦ 93.95¦ 12.98¦ 114.70¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦07.02.02¦ 93.95¦ 94.00¦ 93.95¦ 12.96¦ 33.31¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦08.02.02¦ 93.96¦ 93.99¦ 93.97¦ 12.99¦ 27.27¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 2225.728
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)¦
+---------+--------+-------+------+------+------+------+-------+------+
¦06.02.02 ¦04.02.02¦ 3.60 ¦ 99.98¦100.00¦100.00¦ 19.25¦ 10.21¦ 27001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.02.02¦ 3.70 ¦ 99.90¦ 99.90¦ 99.90¦ 42.21¦ 0.00¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.05.02 ¦04.02.02¦ 3.00 ¦100.00¦100.65¦100.65¦ 14.98¦ 0.31¦ 27002¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.02.02¦ 3.10 ¦100.65¦100.79¦100.79¦ 12.52¦ 3.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.02.02¦ 3.10 ¦100.79¦100.90¦100.80¦ 12.53¦ 24.30¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.02.02¦ 3.20 ¦100.71¦100.85¦100.71¦ 12.51¦ 51.96¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.02.02¦ 3.20 ¦100.72¦100.76¦100.76¦ 12.68¦ 13.97¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.06.02 ¦04.02.02¦ 2.50 ¦100.69¦100.75¦100.70¦ 13.05¦ 1.77¦ 27003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.02.02¦ 2.50 ¦100.72¦100.75¦100.73¦ 13.14¦ 27.87¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.02.02¦ 2.60 ¦100.74¦100.85¦100.85¦ 12.57¦ 41.43¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.02.02¦ 2.60 ¦100.70¦100.75¦100.71¦ 13.07¦ 37.46¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.02.02¦ 2.60 ¦100.65¦100.78¦100.77¦ 13.08¦ 34.24¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦18.09.02 ¦04.02.02¦ 1.90 ¦101.11¦101.12¦101.12¦ 13.56¦ 0.63¦ 27004¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.02.02¦ 2.00 ¦101.05¦101.15¦101.15¦ 13.41¦ 3.60¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.02.02¦ 2.00 ¦101.14¦101.43¦101.42¦ 13.21¦ 18.01¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.02.02¦ 2.00 ¦100.50¦101.28¦101.20¦ 13.45¦ 120.20¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.02.02¦ 2.10 ¦100.80¦101.28¦101.23¦ 13.27¦ 31.26¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦09.10.02 ¦04.02.02¦ 1.10 ¦100.10¦100.21¦100.20¦ 13.39¦ 5.46¦ 27005¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.02.02¦ 1.10 ¦100.23¦100.24¦100.23¦ 13.34¦ 1.54¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.02.02¦ 1.10 ¦100.23¦100.59¦100.51¦ 13.02¦ 31.09¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.02.02¦ 1.20 ¦100.20¦100.30¦100.20¦ 13.29¦ 36.58¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.02.02¦ 1.20 ¦100.00¦100.25¦100.24¦ 13.33¦ 14.61¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.01.03 ¦04.02.02¦ 0.50 ¦ 99.35¦ 99.55¦ 99.55¦ 13.70¦ 5.62¦ 27006¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.02.02¦ 0.50 ¦ 98.85¦ 99.90¦ 99.50¦ 13.68¦ 10.26¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.02.02¦ 0.60 ¦ 99.75¦100.02¦100.02¦ 12.95¦ 33.09¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.02.02¦ 0.60 ¦ 99.40¦100.00¦ 99.49¦ 13.53¦ 31.18¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.02.02¦ 0.70 ¦ 99.57¦ 99.65¦ 99.65¦ 13.37¦ 12.83¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.02.03 ¦04.02.02¦ 3.60 ¦ 99.00¦ 99.24¦ 99.24¦ 14.08¦ 7.26¦ 27007¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.02.02¦ 3.70 ¦ 99.22¦ 99.35¦ 99.35¦ 13.95¦ 5.99¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.02.02¦ 0.00 ¦ 99.35¦100.02¦100.02¦ 13.16¦ 53.39¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.02.02¦ 0.00 ¦ 99.30¦ 99.95¦ 99.35¦ 13.87¦ 41.90¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.02.02¦ 0.10 ¦ 99.35¦ 99.45¦ 99.45¦ 13.79¦ 13.59¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.03 ¦07.02.02¦ 9.01 ¦ 95.00¦ 95.10¦ 95.10¦ 15.10¦ 3.26¦ 26001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.02.02¦ 9.04 ¦ 95.10¦ 95.20¦ 95.20¦ 15.09¦ 3.33¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.05.03 ¦04.02.02¦ 3.00 ¦ 98.05¦ 98.15¦ 98.15¦ 14.58¦ 0.39¦ 27008¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.02.02¦ 3.10 ¦ 98.50¦ 98.70¦ 98.70¦ 14.08¦ 36.07¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.02.02¦ 3.10 ¦ 98.60¦ 99.69¦ 99.50¦ 13.10¦ 48.59¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.02.02¦ 3.20 ¦ 98.00¦ 99.15¦ 98.76¦ 14.31¦ 1.50¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.02.02¦ 3.20 ¦ 97.90¦ 98.78¦ 98.75¦ 13.89¦ 5.41¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.06.03 ¦04.02.02¦ 2.50 ¦ 98.00¦ 98.40¦ 98.05¦ 14.60¦ 1.11¦ 27009¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.02.02¦ 2.50 ¦ 98.40¦ 98.70¦ 98.70¦ 14.09¦ 1.84¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.02.02¦ 2.60 ¦ 98.65¦ 99.70¦ 99.60¦ 13.11¦ 100.16¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.02.02¦ 2.60 ¦ 98.70¦ 99.50¦ 99.10¦ 13.41¦ 15.33¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.02.02¦ 2.60 ¦ 98.70¦ 98.80¦ 98.80¦ 13.93¦ 3.65¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦20.08.03 ¦04.02.02¦ 3.08 ¦ 99.00¦ 99.69¦ 99.69¦ 14.62¦ 2.41¦ 27016¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.02.02¦ 3.17 ¦ 99.40¦ 99.90¦ 99.90¦ 14.41¦ 2.58¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.02.02¦ 3.21 ¦ 99.90¦ 99.90¦ 99.90¦ 14.40¦ 0.97¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦17.09.03 ¦04.02.02¦ 1.90 ¦ 97.29¦ 97.70¦ 97.56¦ 14.49¦ 6.38¦ 27010¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.02.02¦ 2.00 ¦ 97.59¦ 97.75¦ 97.75¦ 14.28¦ 12.33¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.02.02¦ 2.00 ¦ 97.90¦ 98.75¦ 98.68¦ 13.59¦ 150.55¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.02.02¦ 2.00 ¦ 96.58¦ 98.66¦ 98.20¦ 13.62¦ 24.89¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.02.02¦ 2.10 ¦ 98.00¦ 98.35¦ 98.18¦ 13.91¦ 1.84¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦08.10.03 ¦04.02.02¦ 1.10 ¦ 96.25¦ 96.50¦ 96.50¦ 14.50¦ 3.76¦ 27011¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.02.02¦ 1.10 ¦ 96.21¦ 96.89¦ 96.89¦ 14.18¦ 1.56¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.02.02¦ 1.10 ¦ 96.80¦ 97.69¦ 97.67¦ 13.64¦ 96.75¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.02.02¦ 1.20 ¦ 97.03¦ 97.60¦ 97.10¦ 13.79¦ 16.95¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.02.02¦ 1.20 ¦ 97.13¦ 97.26¦ 97.26¦ 13.96¦ 5.42¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦19.11.03 ¦04.02.02¦ 2.10 ¦ 93.00¦ 93.20¦ 93.20¦ 14.95¦ 6.27¦ 27012¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.02.02¦ 2.10 ¦ 93.40¦ 93.43¦ 93.43¦ 14.81¦ 18.59¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.02.02¦ 2.10 ¦ 93.65¦ 94.25¦ 94.20¦ 14.45¦ 72.88¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.02.02¦ 2.10 ¦ 93.55¦ 94.80¦ 93.78¦ 14.72¦ 12.26¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.02.02¦ 2.20 ¦ 93.27¦ 94.23¦ 94.00¦ 14.56¦ 15.51¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.01.04 ¦04.02.02¦ 0.50 ¦ 95.35¦ 95.47¦ 95.47¦ 14.72¦ 15.99¦ 28001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.02.02¦ 0.50 ¦ 95.40¦ 95.60¦ 95.60¦ 14.68¦ 30.40¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.02.02¦ 0.60 ¦ 95.72¦ 96.00¦ 95.95¦ 14.37¦ 53.80¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.02.02¦ 0.60 ¦ 94.80¦ 95.95¦ 95.60¦ 14.53¦ 28.91¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.02.02¦ 0.70 ¦ 95.25¦ 95.70¦ 95.44¦ 14.65¦ 19.98¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.02.04 ¦05.02.02¦ 3.41 ¦ 97.60¦ 97.60¦ 97.60¦ 15.00¦ 13.31¦ 27015¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.02.02¦ 0.00 ¦ 97.70¦ 97.80¦ 97.80¦ 14.91¦ 28.91¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.02.02¦ 0.04 ¦ 98.00¦ 98.00¦ 98.00¦ 14.73¦ 0.39¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.02.02¦ 0.08 ¦ 98.01¦ 98.01¦ 98.01¦ 14.72¦ 0.44¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.04 ¦05.02.02¦ 8.96 ¦ 89.00¦ 89.00¦ 89.00¦ 16.56¦ 0.07¦ 26002¦
+---------+--------+-------+------+------+------+------+-------+------+
¦02.06.04 ¦06.02.02¦ 2.42 ¦ 97.15¦ 97.20¦ 97.17¦ 15.02¦ 6.21¦ 27013¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.02.02¦ 2.46 ¦ 97.15¦ 97.15¦ 97.15¦ 15.02¦ 1.53¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.02.02¦ 2.49 ¦ 97.15¦ 97.29¦ 97.15¦ 14.98¦ 0.93¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.08.04 ¦06.02.02¦ 0.00 ¦ 96.65¦ 96.74¦ 96.74¦ 15.36¦ 307.06¦ 27017¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.02.02¦ 0.04 ¦ 96.69¦ 96.85¦ 96.70¦ 15.31¦ 55.91¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.02.02¦ 0.08 ¦ 96.70¦ 96.76¦ 96.72¦ 15.30¦ 49.10¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.12.04 ¦05.02.02¦ 1.84 ¦ 96.74¦ 96.74¦ 96.74¦ 14.85¦ 3.00¦ 27014¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.02.02¦ 1.88 ¦ 96.60¦ 96.75¦ 96.69¦ 14.90¦ 7.37¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.02.02¦ 1.92 ¦ 96.60¦ 96.69¦ 96.60¦ 14.91¦ 3.13¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.02.02¦ 1.96 ¦ 96.50¦ 96.57¦ 96.54¦ 14.94¦ 18.01¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.05 ¦04.02.02¦ 8.93 ¦ 85.00¦ 85.90¦ 85.90¦ 16.30¦ 2.01¦ 26003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.02.02¦ 8.99 ¦ 85.50¦ 86.30¦ 86.30¦ 15.97¦ 1.74¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.02.02¦ 9.01 ¦ 86.00¦ 86.99¦ 86.00¦ 15.85¦ 0.39¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦30.03.16 ¦07.02.02¦ 9.70 ¦ 99.72¦ 99.73¦ 99.72¦ 13.36¦ 50.00¦ 29003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.02.02¦ 9.73 ¦ 99.73¦ 99.73¦ 99.73¦ 13.33¦ 20.00¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦10.05.17 ¦07.02.02¦ 8.32 ¦ 99.54¦ 99.54¦ 99.54¦ 13.56¦ 80.00¦ 29004¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.02.02¦ 8.35 ¦ 99.55¦ 99.55¦ 99.55¦ 13.54¦ 30.00¦ ¦
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 ¦ 35 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2002 ¦ 292 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2002 ¦ 292 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 25.11.2002 ¦ 290 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2002 ¦ 35 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2002 ¦ 35 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2002 ¦ 35 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2002 ¦ 292 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 25.11.2002 ¦ 290 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 26.11.2002 ¦ 291 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 28.11.2002 ¦ 293 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 29.11.2002 ¦ 294 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27002 ¦ 20.02.2002 ¦ 12 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27003 ¦ 06.03.2002 ¦ 26 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27004 ¦ 20.03.2002 ¦ 40 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27005 ¦ 10.04.2002 ¦ 61 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 24.04.2002 ¦ 75 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 08.05.2002 ¦ 89 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 20.02.2002 ¦ 12 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 06.03.2002 ¦ 26 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 20.03.2002 ¦ 40 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 10.04.2002 ¦ 61 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 22.05.2002 ¦ 103 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 06.03.2002 ¦ 26 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 20.03.2002 ¦ 40 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 08.05.2002 ¦ 89 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 20.02.2002 ¦ 12 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 08.05.2002 ¦ 89 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 24.04.2002 ¦ 75 ¦ 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¦ 33¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21154 ¦19.09.01¦20.02.02¦ 12¦ 1 ¦ 4 ¦ ¦ 2181.942¦ 1818.058¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21155 ¦03.10.01¦03.04.02¦ 54¦ 1 ¦ 3 ¦ ¦ 1508.041¦ 3491.959¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21156 ¦28.11.01¦17.07.02¦ 159¦ 2 ¦ 9 ¦ ¦ 8271.045¦ 1728.955¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21157 ¦30.01.02¦07.08.02¦ 180¦ 1 ¦ 7 ¦ ¦ 3575.409¦ 424.591¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 35¦ 1 ¦ ¦ ¦ 32.200¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 292¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 657¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 1382¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 400¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 766¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1131¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 1023¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1746¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 2111¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2477¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2842¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 103¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 117¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 222¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 243¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 348¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 362¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 467¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 481¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 586¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 607¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 649¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 845¦ 1 ¦ 27 ¦ ¦ 3332.030¦ 1667.970¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 1041¦ 1 ¦ 20 ¦ ¦ 2701.762¦ 2298.238¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 726¦ 1 ¦ 19 ¦ ¦ 3425.381¦ 1574.619¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 558¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 908¦ 1 ¦ 3 ¦ ¦ 2695.696¦ 4304.304¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 712¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦152537.791¦37038.234¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦04.02.02¦05.02.02¦06.02.02¦07.02.02¦08.02.02¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 13.73 ¦ 13.73 ¦ 12.93 ¦ 12.69 ¦ 13.03 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 13.06 ¦ 13.09 ¦ 12.92 ¦ 12.86 ¦ 12.88 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 14.48 ¦ 14.25 ¦ 13.84 ¦ 14.11 ¦ 14.17 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 13.31 ¦ 12.68 ¦ 12.85 ¦ 12.89 ¦ 12.83 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 16.30 ¦ 16.56 ¦ 15.97 ¦ 15.28 ¦ 15.09 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 14.49 ¦ 14.41 ¦ 14.39 ¦ 14.17 ¦ 14.59 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.05 ¦ 0.02 ¦ 0.82 ¦ 0.24 ¦ 0.54 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.09 ¦ 0.00 ¦ 0.08 ¦ 0.19 ¦ 0.17 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.05 ¦ 0.12 ¦ 0.80 ¦ 0.37 ¦ 0.18 ¦
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---------¬
¦ ¦ 04.02.02¦ 05.02.02¦ 06.02.02¦ 07.02.02¦ 08.02.02¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦159201.25¦159201.25¦152459.00¦152493.00¦152537.79¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+ ¦
¦ ГКО ¦ 18365.72¦ 18365.72¦ 18493.09¦ 18510.09¦ 18536.44¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2093.37¦ 2093.37¦ 2093.37¦ 2093.37¦ 2093.37¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦138742.17¦138742.17¦131872.55¦131889.55¦131907.99¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦159134.38¦159474.08¦152545.46¦152268.02¦152314.47¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 17591.92¦ 17604.58¦ 17773.76¦ 17790.85¦ 17812.75¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2016.13¦ 2015.32¦ 2023.63¦ 2027.22¦ 2027.75¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦139526.33¦139854.18¦132748.08¦132449.94¦132473.97¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 350.50¦ 349.67¦ 380.11¦ 379.04¦ 378.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 118.67¦ 117.65¦ 117.18¦ 116.24¦ 115.38¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 607.70¦ 606.97¦ 607.89¦ 607.83¦ 607.06¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 376.02¦ 375.17¦ 411.84¦ 410.84¦ 409.81¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный
по объемам в обращении.
Департамент операций
на открытом рынке
Банка России
|
