БЮЛЛЕТЕНЬ ЦБ РФ от 15.12.2002 n 46 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 15 декабря 2002 г. N 46
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 463.167 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. ¦(% ¦руб. по¦(справ.)¦
¦ ¦ ¦ ¦ ¦ ¦год.) ¦номин.)¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦05.03.03 ¦09.12.02¦97.100¦97.110¦97.100¦ 12.66 ¦ 22.00 ¦ 21161 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦10.12.02¦97.110¦97.110¦97.110¦ 12.78 ¦ 0.43 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦11.12.02¦97.200¦97.200¦97.200¦ 12.52 ¦ 5.00 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦15.12.02¦97.250¦97.339¦97.339¦ 12.62 ¦ 0.52 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦02.04.03 ¦10.12.02¦96.220¦96.220¦96.220¦ 12.69 ¦ 15.50 ¦ 21162 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦11.12.02¦96.321¦96.350¦96.350¦ 12.39 ¦ 6.40 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦15.12.02¦96.520¦96.520¦96.520¦ 12.19 ¦ 0.50 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦23.04.03 ¦10.12.02¦95.500¦95.500¦95.500¦ 12.84 ¦ 30.00 ¦ 21163 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦11.12.02¦95.530¦95.600¦95.600¦ 12.77 ¦ 29.30 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦07.05.03 ¦09.12.02¦95.100¦95.150¦95.100¦ 12.55 ¦ 0.20 ¦ 21164 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦15.12.02¦95.172¦95.172¦95.172¦ 12.95 ¦ 3.28 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦23.07.03 ¦09.12.02¦92.600¦92.623¦92.613¦ 12.89 ¦ 77.62 ¦ 21165 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦10.12.02¦92.634¦92.640¦92.634¦ 12.90 ¦113.15 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦11.12.02¦92.679¦92.757¦92.757¦ 12.78 ¦159.26 ¦ ¦
L---------+--------+------+------+------+-------+-------+---------
Торговля ОФЗ при суммарном объеме сделок за неделю 3079.421 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. ¦выпуска ¦
¦ ¦ ¦доход ¦ мин. ¦ макс.¦ закр.¦(% ¦руб. по¦(справ.)¦
¦ ¦ ¦(% от ¦ ¦ ¦ ¦год.) ¦номин.)¦ ¦
¦ ¦ ¦ном.) ¦ ¦ ¦ ¦ ¦ ¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦22.01.03 ¦09.12.02¦ 1.30 ¦99.690¦99.740¦99.700¦ 12.81¦ 40.87¦ 27006 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦10.12.02¦ 1.30 ¦99.740¦99.772¦99.770¦ 12.67¦ 116.41¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦11.12.02¦ 1.30 ¦99.780¦99.850¦99.830¦ 12.43¦ 109.81¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦15.12.02¦ 1.50 ¦99.770¦99.830¦99.770¦ 12.00¦ 74.55¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦05.02.03 ¦09.12.02¦ 0.90 ¦99.659¦99.680¦99.660¦ 12.74¦ 20.19¦ 27007 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦10.12.02¦ 0.90 ¦99.700¦99.715¦99.709¦ 12.66¦ 33.63¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦11.12.02¦ 1.00 ¦99.680¦99.710¦99.680¦ 12.34¦ 23.68¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦15.12.02¦ 1.10 ¦99.680¦99.690¦99.680¦ 12.54¦ 32.19¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦15.03.03 ¦15.12.02¦ 7.53 ¦99.000¦99.000¦99.000¦ 13.87¦ 0.12¦ 26001 ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦21.05.03 ¦09.12.02¦ 0.50 ¦98.980¦99.010¦99.000¦ 12.99¦ 70.64¦ 27008 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦10.12.02¦ 0.50 ¦99.050¦99.080¦99.060¦ 12.92¦ 175.54¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦11.12.02¦ 0.60 ¦98.990¦99.090¦99.000¦ 12.69¦ 13.13¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦15.12.02¦ 0.70 ¦98.893¦98.904¦98.903¦ 13.26¦ 7.60¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦04.06.03 ¦09.12.02¦ 0.10 ¦98.869¦99.050¦98.990¦ 12.91¦ 50.89¦ 27009 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦10.12.02¦ 0.20 ¦98.851¦98.970¦98.851¦ 12.83¦ 8.34¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦11.12.02¦ 0.20 ¦98.900¦98.980¦98.979¦ 12.82¦ 131.16¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦15.12.02¦ 0.30 ¦98.950¦98.990¦98.950¦ 12.94¦ 10.00¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦20.08.03 ¦09.12.02¦ 0.63 ¦99.650¦99.650¦99.650¦ 13.12¦ 3.95¦ 27016 ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦17.09.03 ¦09.12.02¦ 2.30 ¦98.090¦98.150¦98.150¦ 13.11¦ 7.14¦ 27010 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦10.12.02¦ 2.30 ¦98.180¦98.200¦98.180¦ 13.09¦ 8.15¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦11.12.02¦ 2.30 ¦98.195¦98.310¦98.200¦ 13.02¦ 82.26¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦15.12.02¦ 2.40 ¦97.600¦98.260¦98.250¦ 13.25¦ 62.65¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦08.10.03 ¦09.12.02¦ 1.70 ¦98.000¦98.050¦98.000¦ 13.13¦ 16.99¦ 27011 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦10.12.02¦ 1.70 ¦97.900¦98.069¦98.069¦ 13.14¦ 47.02¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦11.12.02¦ 1.70 ¦98.020¦98.150¦98.150¦ 13.07¦ 83.70¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦15.12.02¦ 1.80 ¦97.802¦98.000¦97.850¦ 13.34¦ 0.53¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦19.11.03 ¦09.12.02¦ 0.50 ¦97.700¦97.720¦97.700¦ 13.09¦ 6.56¦ 27012 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦10.12.02¦ 0.50 ¦97.769¦97.800¦97.770¦ 13.04¦ 7.20¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦11.12.02¦ 0.60 ¦97.799¦97.800¦97.800¦ 12.93¦ 70.74¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦15.12.02¦ 0.70 ¦97.750¦97.800¦97.750¦ 13.03¦ 5.38¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦21.01.04 ¦09.12.02¦ 1.30 ¦97.000¦97.280¦97.180¦ 13.38¦ 2.30¦ 28001 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦10.12.02¦ 1.30 ¦97.200¦97.250¦97.245¦ 13.35¦ 50.42¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦11.12.02¦ 1.30 ¦97.000¦97.500¦97.320¦ 13.15¦ 101.62¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦15.12.02¦ 1.50 ¦97.150¦97.200¦97.195¦ 13.37¦ 18.30¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦04.02.04 ¦09.12.02¦ 1.09 ¦99.150¦99.280¦99.180¦ 13.42¦ 14.49¦ 27015 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦10.12.02¦ 1.12 ¦99.130¦99.180¦99.180¦ 13.39¦ 152.14¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦11.12.02¦ 1.15 ¦99.170¦99.250¦99.249¦ 13.33¦ 403.88¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦15.12.02¦ 1.28 ¦99.220¦99.240¦99.230¦ 13.35¦ 34.50¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦15.03.04 ¦10.12.02¦ 7.40 ¦95.900¦95.900¦95.900¦ 13.63¦ 2.00¦ 26002 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦11.12.02¦ 7.43 ¦96.000¦96.000¦96.000¦ 13.55¦ 19.60¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦02.06.04 ¦09.12.02¦ 0.16 ¦99.050¦99.070¦99.050¦ 13.33¦ 1.98¦ 27013 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦10.12.02¦ 0.20 ¦99.000¦99.000¦99.000¦ 13.37¦ 15.10¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦11.12.02¦ 0.23 ¦98.983¦99.060¦99.035¦ 13.34¦ 10.55¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦15.12.02¦ 0.36 ¦99.000¦99.000¦99.000¦ 13.38¦ 22.00¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦04.08.04 ¦09.12.02¦ 1.09 ¦98.700¦98.700¦98.700¦ 13.51¦ 2.00¦ 27017 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦10.12.02¦ 1.12 ¦98.700¦98.750¦98.750¦ 13.50¦ 9.04¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦11.12.02¦ 1.15 ¦98.755¦98.760¦98.760¦ 13.47¦ 29.00¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦15.12.02¦ 1.28 ¦98.750¦98.750¦98.750¦ 13.48¦ 10.00¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦15.12.04 ¦09.12.02¦ 3.15 ¦98.780¦98.880¦98.880¦ 13.33¦ 0.70¦ 27014 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦10.12.02¦ 3.18 ¦98.700¦98.700¦98.700¦ 13.39¦ 0.53¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦15.12.02¦ 3.38 ¦98.600¦98.600¦98.600¦ 13.44¦ 1.45¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦15.03.05 ¦09.12.02¦ 7.37 ¦92.500¦92.950¦92.950¦ 13.91¦ 0.23¦ 26003 ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦20.04.05 ¦09.12.02¦ 2.51 ¦99.950¦99.999¦99.999¦ 13.49¦ 10.00¦ 27021 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦11.12.02¦ 2.59 ¦99.988¦99.992¦99.992¦ 13.48¦ 0.00¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦15.12.02¦ 2.75 ¦99.900¦99.900¦99.900¦ 13.52¦ 0.22¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦14.09.05 ¦09.12.02¦ 3.15 ¦99.200¦99.410¦99.310¦ 13.57¦ 3.43¦ 27018 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦10.12.02¦ 3.18 ¦99.313¦99.385¦99.385¦ 13.55¦ 1.85¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦11.12.02¦ 3.22 ¦99.350¦99.420¦99.420¦ 13.52¦ 1.84¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦15.11.06 ¦09.12.02¦ 0.73 ¦96.750¦97.155¦96.850¦ 13.92¦ 168.97¦ 45001 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦10.12.02¦ 0.77 ¦96.800¦96.949¦96.849¦ 13.91¦ 551.05¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦11.12.02¦ 0.81 ¦96.800¦96.849¦96.800¦ 13.92¦ 14.57¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦15.12.02¦ 0.96 ¦96.701¦96.811¦96.811¦ 13.92¦ 50.30¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦10.09.08 ¦09.12.02¦ 3.37 ¦93.700¦93.980¦93.749¦ 13.84¦ 6.19¦ 46001 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦10.12.02¦ 3.41 ¦93.700¦93.900¦93.850¦ 13.85¦ 45.93¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦11.12.02¦ 3.45 ¦93.810¦93.894¦93.820¦ 13.87¦ 2.26¦ ¦
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.)¦ ¦
+--------+------------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2003 ¦ 347 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 24.11.2003 ¦ 344 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2003 ¦ 90 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2003 ¦ 90 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2003 ¦ 90 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2003 ¦ 347 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 24.11.2003 ¦ 344 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 25.11.2003 ¦ 345 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 27.11.2003 ¦ 347 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 28.11.2003 ¦ 348 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 22.01.2003 ¦ 38 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 05.02.2003 ¦ 52 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 19.02.2003 ¦ 66 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 05.03.2003 ¦ 80 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 18.12.2003 ¦ 3 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 08.01.2003 ¦ 24 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 21.05.2003 ¦ 157 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 05.03.2003 ¦ 80 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 18.12.2002 ¦ 3 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 05.02.2003 ¦ 52 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 19.02.2003 ¦ 66 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 05.02.2003 ¦ 52 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 18.12.2002 ¦ 3 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 22.01.2003 ¦ 38 ¦ 15.00 ¦ 43.15 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 22.01.2003 ¦ 38 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 19.02.2003 ¦ 66 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 18.12.2002 ¦ 3 ¦ 15.00 ¦ 37.40 ¦
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 ¦ ¦ ¦ ¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21161 ¦17.07.02¦05.03.03¦ 80¦ 2 ¦ 10 ¦ ¦ 6812.778¦ 2187.222¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21162 ¦04.09.02¦02.04.03¦ 108¦ 1 ¦ 5 ¦ ¦ 3712.150¦ 287.850¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21163 ¦23.10.02¦23.04.03¦ 129¦ 1 ¦ 8 ¦ ¦ 3663.739¦ 336.261¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21164 ¦20.11.02¦07.05.03¦ 143¦ 1 ¦ 1 ¦ ¦ 1787.724¦ 3212.276¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21165 ¦04.12.02¦23.07.03¦ 220¦ 1 ¦ ¦ ¦ 2805.287¦ 2194.731¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 347¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 1072¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 90¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 456¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 821¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 713¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1436¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1801¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2167¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2532¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 38¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 52¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 157¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 171¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 276¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 297¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 339¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 535¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 731¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 416¦ 3 ¦ 58 ¦ ¦ 15455.936¦ 544.064¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 248¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 598¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 1004¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 857¦ 1 ¦ 1 ¦ ¦ 6000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 402¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1431¦ 5 ¦ 72 ¦ ¦ 28950.000¦ 3050.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 2096¦ 1 ¦ 23 ¦ ¦ 7000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦210668.900¦29756.200¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T---------T---------T--------T--------¬
¦ ¦ 09.12.02¦ 10.12.02¦11.12.02¦15.12.02¦
+--------------------------+---------+---------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦
+--------------------------+---------+---------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦
+--------------------------+---------+---------+--------+--------+
¦ ГКО ¦ 12.73 ¦ 12.78 ¦ 12.60 ¦ 12.71 ¦
+--------------------------+---------+---------+--------+--------+
¦ ОФЗ-ПД ¦ 11.83 ¦ 11.84 ¦ 11.81 ¦ 11.85 ¦
+--------------------------+---------+---------+--------+--------+
¦ ОФЗ-АД ¦ 13.90 ¦ 13.89 ¦ 13.91 ¦ 13.91 ¦
+--------------------------+---------+---------+--------+--------+
¦ ОФЗ-ФД ¦ 13.37 ¦ 13.36 ¦ 13.30 ¦ 13.39 ¦
+--------------------------+---------+---------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦
+--------------------------+---------+---------+--------+--------+
¦ ГКО ¦ 12.87 ¦ 12.88 ¦ 12.77 ¦ 12.85 ¦
+--------------------------+---------+---------+--------+--------+
¦ ОФЗ-ПД ¦ 13.91 ¦ 13.63 ¦ 13.55 ¦ 13.87 ¦
+--------------------------+---------+---------+--------+--------+
¦ ОФЗ-АД ¦ 13.92 ¦ 13.90 ¦ 13.91 ¦ 13.92 ¦
+--------------------------+---------+---------+--------+--------+
¦ ОФЗ-ФД ¦ 13.18 ¦ 13.23 ¦ 13.20 ¦ 13.25 ¦
+--------------------------+---------+---------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦
+--------------------------+---------+---------+--------+--------+
¦ ГКО ¦ 0.52 ¦ 0.83 ¦ 1.04 ¦ 0.02 ¦
+--------------------------+---------+---------+--------+--------+
¦ ОФЗ-ПД ¦ 0.01 ¦ 0.11 ¦ 1.07 ¦ 0.01 ¦
+--------------------------+---------+---------+--------+--------+
¦ ОФЗ-АД ¦ 0.49 ¦ 1.66 ¦ 0.05 ¦ 0.14 ¦
+--------------------------+---------+---------+--------+--------+
¦ ОФЗ-ФД ¦ 0.16 ¦ 0.40 ¦ 0.69 ¦ 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---------¬
¦ ¦ 09.12.02 ¦ 10.12.02 ¦ 11.12.02¦ 15.12.02¦
+----------------------+----------+----------+---------+---------+
¦Номинальная стоимость,¦ 210648.12¦ 210648.12¦210648.12¦210668.90¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦
+----------------------+----------+----------+---------+---------+
¦ ГКО ¦ 18781.68¦ 18781.68¦ 18781.68¦ 18781.68¦
+----------------------+----------+----------+---------+---------+
¦ ОФЗ-ПД ¦ 1897.45¦ 1897.45¦ 1897.45¦ 1897.45¦
+----------------------+----------+----------+---------+---------+
¦ ОФЗ-АД ¦ 35929.22¦ 35929.22¦ 35929.22¦ 35950.00¦
+----------------------+----------+----------+---------+---------+
¦ ОФЗ-ФД ¦ 154039.78¦ 154039.78¦154039.78¦154039.78¦
+----------------------+----------+----------+---------+---------+
¦Рыночная стоимость, ¦ 209263.98¦ 209354.06¦209497.16¦209695.54¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦
+----------------------+----------+----------+---------+---------+
¦ ГКО ¦ 17977.72¦ 17985.81¦ 18000.89¦ 18015.92¦
+----------------------+----------+----------+---------+---------+
¦ ОФЗ-ПД ¦ 1895.41¦ 1895.98¦ 1896.72¦ 1898.49¦
+----------------------+----------+----------+---------+---------+
¦ ОФЗ-АД ¦ 35030.85¦ 35049.22¦ 35047.92¦ 35123.76¦
+----------------------+----------+----------+---------+---------+
¦ ОФЗ-ФД ¦ 154360.00¦ 154423.05¦154551.62¦154657.36¦
+----------------------+----------+----------+---------+---------+
¦Дюрация <*>, дней ¦ 477.66¦ 476.66¦ 475.57¦ 471.71¦
+----------------------+----------+----------+---------+---------+
¦ ГКО ¦ 127.28¦ 126.28¦ 125.28¦ 121.25¦
+----------------------+----------+----------+---------+---------+
¦ ОФЗ-ПД ¦ 505.18¦ 504.34¦ 503.54¦ 500.27¦
+----------------------+----------+----------+---------+---------+
¦ ОФЗ-АД ¦ 1024.46¦ 1023.44¦ 1022.36¦ 1018.29¦
+----------------------+----------+----------+---------+---------+
¦ ОФЗ-ФД ¦ 394.04¦ 393.02¦ 392.04¦ 388.06¦
L----------------------+----------+----------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

ПРИКАЗ ЦБ РФ от 15.12.2002 n ОД-805 О ПРЕКРАЩЕНИИ ДЕЯТЕЛЬНОСТИ ВРЕМЕННОЙ АДМИНИСТРАЦИИ ПО УПРАВЛЕНИЮ МОЛОДЕЖНЫМ КОММЕРЧЕСКИМ БАНКОМ ДАИР (ОБЩЕСТВО С ОГРАНИЧЕННОЙ ОТВЕТСТВЕННОСТЬЮ), ООО МКБ ДАИР (РЕГИСТРАЦИОННЫЙ НОМЕР 1520), Г. УФА  »
Постановления и Указы »
Читайте также