БЮЛЛЕТЕНЬ ЦБ РФ от 29.11.2002 n 45 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 29 ноября 2002 г. N 45
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 153.526 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 ¦26.11.02¦96.700¦96.700¦96.700¦ 12.58 ¦ 0.01 ¦ 21161 ¦
+---------+--------+------+------+------+-------+-------+--------+
¦02.04.03 ¦25.11.02¦95.800¦95.830¦95.830¦ 12.46 ¦ 2.00 ¦ 21162 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦26.11.02¦95.860¦95.860¦95.860¦ 12.41 ¦ 3.50 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦27.11.02¦95.870¦95.920¦95.920¦ 12.36 ¦ 5.00 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦29.11.02¦96.000¦96.000¦96.000¦ 12.26 ¦ 10.40 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦23.04.03 ¦25.11.02¦95.220¦95.300¦95.300¦ 12.19 ¦ 15.21 ¦ 21163 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦27.11.02¦95.298¦95.298¦95.298¦ 12.25 ¦ 4.35 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦28.11.02¦95.320¦95.320¦95.320¦ 12.27 ¦ 1.24 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦29.11.02¦95.350¦95.350¦95.350¦ 12.28 ¦ 1.06 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦07.05.03 ¦25.11.02¦94.600¦94.750¦94.750¦ 12.55 ¦105.85 ¦ 21164 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦26.11.02¦94.800¦95.600¦94.800¦ 10.37 ¦ 0.73 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦27.11.02¦94.805¦95.600¦94.805¦ 11.16 ¦ 4.18 ¦ ¦
L---------+--------+------+------+------+-------+-------+---------
Торговля ОФЗ при суммарном объеме сделок за неделю 2259.187 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 ¦25.11.02¦ 0.90 ¦ 99.650¦ 99.720¦ 99.700¦ 12.64¦ 81.27¦ 27006 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦26.11.02¦ 0.90 ¦ 99.700¦ 99.750¦ 99.750¦ 12.48¦ 43.91¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.11.02¦ 1.00 ¦ 99.650¦ 99.710¦ 99.710¦ 12.31¦ 57.21¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.11.02¦ 1.00 ¦ 99.682¦ 99.700¦ 99.700¦ 12.48¦ 29.23¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦29.11.02¦ 1.00 ¦ 99.720¦ 99.750¦ 99.750¦ 12.46¦ 17.08¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦05.02.03 ¦25.11.02¦ 0.50 ¦ 99.600¦ 99.650¦ 99.600¦ 12.59¦ 35.22¦ 27007 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦26.11.02¦ 0.50 ¦ 99.630¦ 99.700¦ 99.670¦ 12.42¦ 28.16¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.11.02¦ 0.60 ¦ 99.625¦ 99.680¦ 99.680¦ 12.14¦ 16.02¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.11.02¦ 0.60 ¦ 99.645¦ 99.670¦ 99.650¦ 12.37¦ 29.41¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦29.11.02¦ 0.60 ¦ 99.700¦ 99.700¦ 99.700¦ 12.35¦ 4.96¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.03.03 ¦29.11.02¦ 7.10 ¦ 99.000¦ 99.010¦ 99.000¦ 13.23¦ 1.57¦ 26001 ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦21.05.03 ¦25.11.02¦ 0.10 ¦ 98.871¦ 98.950¦ 98.890¦ 13.06¦ 7.72¦ 27008 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦26.11.02¦ 0.20 ¦ 98.942¦ 98.990¦ 98.990¦ 12.72¦ 5.39¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.11.02¦ 0.20 ¦ 98.900¦ 99.000¦ 99.000¦ 12.89¦ 30.71¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.11.02¦ 0.20 ¦ 98.900¦ 98.950¦ 98.950¦ 12.97¦ 40.12¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦29.11.02¦ 0.20 ¦ 98.950¦ 98.950¦ 98.950¦ 13.03¦ 0.10¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.06.03 ¦25.11.02¦ 2.30 ¦ 98.750¦ 98.780¦ 98.750¦ 12.98¦ 0.76¦ 27009 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦26.11.02¦ 2.30 ¦ 98.750¦ 98.810¦ 98.800¦ 12.98¦ 7.86¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.11.02¦ 2.30 ¦ 98.800¦ 98.800¦ 98.800¦ 13.06¦ 5.38¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.11.02¦ 2.30 ¦ 98.500¦ 98.830¦ 98.825¦ 13.27¦ 6.53¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦29.11.02¦ 2.40 ¦ 98.750¦ 98.850¦ 98.850¦ 12.88¦ 0.50¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦17.09.03 ¦25.11.02¦ 1.90 ¦ 98.115¦ 98.140¦ 98.140¦ 13.04¦ 7.49¦ 27010 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦26.11.02¦ 1.90 ¦ 98.000¦ 98.150¦ 98.120¦ 13.11¦ 24.20¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.11.02¦ 1.90 ¦ 98.100¦ 98.140¦ 98.140¦ 13.15¦ 18.33¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.11.02¦ 2.00 ¦ 98.100¦ 98.105¦ 98.100¦ 13.07¦ 21.07¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦29.11.02¦ 2.00 ¦ 98.050¦ 98.050¦ 98.050¦ 13.20¦ 0.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦08.10.03 ¦25.11.02¦ 1.30 ¦ 98.000¦ 98.055¦ 98.050¦ 13.00¦ 8.20¦ 27011 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦26.11.02¦ 1.30 ¦ 97.400¦ 98.080¦ 97.860¦ 13.25¦ 1.31¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.11.02¦ 1.30 ¦ 97.950¦ 97.950¦ 97.950¦ 13.23¦ 0.03¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.11.02¦ 1.40 ¦ 97.930¦ 98.010¦ 98.010¦ 13.14¦ 5.13¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦29.11.02¦ 1.40 ¦ 97.910¦ 97.982¦ 97.980¦ 13.14¦ 4.50¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦19.11.03 ¦25.11.02¦ 0.10 ¦ 97.878¦ 97.900¦ 97.878¦ 12.79¦ 0.01¦ 27012 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦26.11.02¦ 0.20 ¦ 97.700¦ 97.898¦ 97.700¦ 12.94¦ 2.61¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.11.02¦ 0.20 ¦ 97.350¦ 97.498¦ 97.498¦ 13.37¦ 0.57¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.11.02¦ 0.20 ¦ 97.500¦ 97.500¦ 97.500¦ 13.26¦ 0.05¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦29.11.02¦ 0.20 ¦ 97.450¦ 97.450¦ 94.450¦ 13.37¦ 0.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦21.01.04 ¦25.11.02¦ 0.90 ¦ 97.000¦ 97.200¦ 97.200¦ 13.33¦ 4.17¦ 28001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦26.11.02¦ 0.90 ¦ 97.000¦ 97.330¦ 97.330¦ 13.22¦ 8.19¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.11.02¦ 1.00 ¦ 97.100¦ 97.330¦ 97.330¦ 13.35¦ 2.35¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.11.02¦ 1.00 ¦ 97.140¦ 98.000¦ 97.200¦ 13.27¦ 26.09¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦29.11.02¦ 1.00 ¦ 97.200¦ 97.200¦ 97.200¦ 13.32¦ 0.10¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.02.04 ¦25.11.02¦ 0.63 ¦ 99.170¦ 99.200¦ 99.170¦ 13.36¦ 6.90¦ 27015 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦26.11.02¦ 0.66 ¦ 99.185¦ 99.195¦ 99.195¦ 13.36¦ 6.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.11.02¦ 0.69 ¦ 99.150¦ 99.155¦ 99.155¦ 13.40¦ 26.90¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.11.02¦ 0.72 ¦ 99.200¦ 99.200¦ 99.200¦ 13.35¦ 10.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦29.11.02¦ 0.76 ¦ 99.200¦ 99.200¦ 99.200¦ 13.35¦ 9.97¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.03.04 ¦25.11.02¦ 6.99 ¦ 95.300¦ 95.300¦ 95.300¦ 14.07¦ 0.10¦ 26002 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦29.11.02¦ 7.10 ¦ 95.400¦ 95.400¦ 95.400¦ 14.01¦ 1.75¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦02.06.04 ¦25.11.02¦ 3.15 ¦ 98.980¦ 98.100¦ 98.980¦ 13.41¦ 2.60¦ 27013 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦26.11.02¦ 3.18 ¦ 99.050¦ 99.190¦ 99.190¦ 13.25¦ 14.90¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.11.02¦ 3.22 ¦ 99.040¦ 99.105¦ 99.100¦ 13.32¦ 26.60¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦29.11.02¦ 3.30 ¦ 99.100¦ 99.100¦ 99.100¦ 13.30¦ 2.50¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.08.04 ¦25.11.02¦ 0.63 ¦ 98.810¦ 98.860¦ 98.860¦ 13.38¦ 12.58¦ 27017 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦26.11.02¦ 0.66 ¦ 98.800¦ 98.860¦ 98.800¦ 13.42¦ 7.24¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.11.02¦ 0.69 ¦ 98.800¦ 98.870¦ 98.870¦ 13.39¦ 6.50¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦29.11.02¦ 0.76 ¦ 98.700¦ 98.900¦ 98.700¦ 13.38¦ 0.35¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.12.04 ¦25.11.02¦ 2.61 ¦ 98.800¦ 98.840¦ 98.800¦ 13.35¦ 9.74¦ 27014 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.11.02¦ 2.69 ¦ 98.809¦ 98.820¦ 98.809¦ 13.35¦ 7.22¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.11.02¦ 2.72 ¦ 98.850¦ 98.850¦ 98.850¦ 13.32¦ 4.49¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦29.11.02¦ 2.76 ¦ 98.850¦ 98.850¦ 98.850¦ 13.32¦ 0.73¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.03.05 ¦25.11.02¦ 6.99 ¦ 91.095¦ 91.095¦ 91.095¦ 14.75¦ 0.22¦ 26003 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.11.02¦ 7.04 ¦ 92.000¦ 92.000¦ 92.000¦ 14.24¦ 0.47¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.11.02¦ 7.07 ¦ 92.269¦ 92.270¦ 92.270¦ 14.10¦ 2.22¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦29.11.02¦ 7.10 ¦ 92.250¦ 92.270¦ 92.250¦ 14.10¦ 0.61¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦20.04.05 ¦25.11.02¦ 1.93 ¦ 99.800¦100.000¦ 99.800¦ 13.53¦ 1.58¦ 27021 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.11.02¦ 2.01 ¦100.000¦100.000¦100.000¦ 13.52¦ 6.13¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.11.02¦ 2.06 ¦100.010¦100.010¦100.010¦ 13.51¦ 7.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦14.09.05 ¦25.11.02¦ 2.61 ¦ 99.100¦ 99.300¦ 99.220¦ 13.64¦ 37.11¦ 27018 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦26.11.02¦ 2.65 ¦ 99.050¦ 99.430¦ 99.430¦ 13.54¦ 17.99¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.11.02¦ 2.69 ¦ 99.330¦ 99.400¦ 99.400¦ 13.55¦ 7.43¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.11.02¦ 2.72 ¦ 99.400¦ 99.500¦ 99.430¦ 13.53¦ 6.68¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.11.06 ¦25.11.02¦ 0.19 ¦ 96.540¦ 96.660¦ 96.625¦ 14.03¦ 712.84¦ 45001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦26.11.02¦ 0.23 ¦ 96.600¦ 96.690¦ 96.690¦ 14.02¦ 269.82¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.11.02¦ 0.27 ¦ 96.650¦ 96.690¦ 96.690¦ 14.01¦ 75.29¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.11.02¦ 0.31 ¦ 96.000¦ 96.691¦ 96.690¦ 14.00¦ 195.86¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦29.11.02¦ 0.35 ¦ 96.700¦ 96.720¦ 96.700¦ 13.99¦ 2.90¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦10.09.08 ¦25.11.02¦ 2.80 ¦ 93.220¦ 93.600¦ 93.490¦ 14.04¦ 49.93¦ 46001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦26.11.02¦ 2.84 ¦ 93.400¦ 93.550¦ 93.450¦ 14.01¦ 88.51¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.11.02¦ 2.88 ¦ 93.500¦ 93.600¦ 93.600¦ 13.99¦ 6.40¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.11.02¦ 2.92 ¦ 93.400¦ 93.550¦ 93.500¦ 14.00¦ 25.70¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦29.11.02¦ 2.96 ¦ 93.450¦ 93.580¦ 93.500¦ 13.99¦ 4.14¦ ¦
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 ¦ 363 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 24.11.2003 ¦ 360 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2003 ¦ 106 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2003 ¦ 106 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2003 ¦ 106 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2003 ¦ 363 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 24.11.2003 ¦ 360 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 25.11.2003 ¦ 361 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 27.11.2003 ¦ 363 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 28.11.2003 ¦ 364 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 22.01.2003 ¦ 54 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 05.02.2003 ¦ 68 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 19.02.2003 ¦ 82 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 04.12.2002 ¦ 5 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 18.12.2002 ¦ 19 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 08.01.2003 ¦ 40 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 21.05.2003 ¦ 173 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 04.12.2002 ¦ 5 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 18.12.2002 ¦ 19 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 05.02.2003 ¦ 68 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 19.02.2003 ¦ 82 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 05.02.2003 ¦ 68 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 18.02.2002 ¦ 19 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 22.01.2003 ¦ 54 ¦ 15.00 ¦ 43.15 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 22.01.2003 ¦ 54 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 19.02.2003 ¦ 82 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 18.12.2002 ¦ 19 ¦ 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¦ 96¦ 2 ¦ 10 ¦ ¦ 6812.778¦ 2187.222¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21162 ¦04.09.02¦02.04.03¦ 124¦ 1 ¦ 5 ¦ ¦ 3712.150¦ 287.850¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21163 ¦23.10.02¦23.04.03¦ 145¦ 1 ¦ 8 ¦ ¦ 3663.739¦ 336.261¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21164 ¦20.11.02¦07.05.03¦ 159¦ 1 ¦ 1 ¦ ¦ 1787.724¦ 3212.276¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 363¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 1088¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 106¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 472¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 837¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 729¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1452¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1817¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2183¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2548¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 54¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 68¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 173¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 187¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 292¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 313¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 355¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 551¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 747¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 432¦ 3 ¦ 57 ¦ ¦ 15450.936¦ 549.064¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 264¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 614¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 1020¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 873¦ 1 ¦ 1 ¦ ¦ 6000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 418¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1447¦ 5 ¦ 70 ¦ ¦ 28889.737¦ 3110.263¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 2112¦ 1 ¦ 23 ¦ ¦ 7000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦207798.350¦27626.750¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦25.11.02¦26.11.02¦27.11.02¦28.11.02¦29.11.02¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 12.29 ¦ 11.76 ¦ 12.18 ¦ 12.26 ¦ 12.22 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 12.32 ¦ 12.29 ¦ 12.06 ¦ 11.96 ¦ 11.98 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 14.03 ¦ 14.02 ¦ 14.00 ¦ 14.00 ¦ 13.99 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 13.37 ¦ 13.33 ¦ 13.38 ¦ 13.35 ¦ 13.36 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 12.50 ¦ 11.98 ¦ 11.91 ¦ 12.27 ¦ 12.27 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 14.61 ¦ 0.00 ¦ 14.24 ¦ 14.10 ¦ 13.95 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 14.03 ¦ 14.02 ¦ 14.01 ¦ 14.00 ¦ 13.99 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 13.41 ¦ 13.26 ¦ 13.26 ¦ 13.22 ¦ 13.18 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.76 ¦ 0.03 ¦ 0.08 ¦ 0.01 ¦ 0.07 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.02 ¦ 0.00 ¦ 0.02 ¦ 0.12 ¦ 0.22 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 2.13 ¦ 1.00 ¦ 0.23 ¦ 0.62 ¦ 0.02 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.14 ¦ 0.11 ¦ 0.14 ¦ 0.12 ¦ 0.03 ¦
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---------¬
¦ ¦ 25.11.02¦ 26.11.02¦ 27.11.02¦ 28.11.02¦ 29.11.02¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦207962.07¦207962.07¦207798.35¦207798.35¦207798.35¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 15976.39¦ 15976.39¦ 15976.39¦ 15976.39¦ 15976.39¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2061.17¦ 2061.17¦ 1897.45¦ 1897.45¦ 1897.45¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 35889.74¦ 35889.74¦ 35889.74¦ 35889.74¦ 35889.74¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦154034.78¦154034.78¦154034.78¦154034.78¦154034.78¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦206450.62¦206603.62¦206437.98¦206536.77¦206614.84¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 15314.11¦ 15345.58¦ 15343.52¦ 15344.33¦ 15348.84¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2057.77¦ 2058.17¦ 1880.62¦ 1884.04¦ 1884.52¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 34704.49¦ 34727.23¦ 34753.19¦ 34770.34¦ 34791.07¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦154374.24¦154472.63¦154460.66¦154538.06¦154590.41¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 491.90¦ 490.98¦ 490.53¦ 489.59¦ 488.62¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 124.63¦ 123.65¦ 122.64¦ 121.64¦ 120.65¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 466.76¦ 466.08¦ 513.77¦ 513.46¦ 512.66¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 1037.60¦ 1036.73¦ 1035.82¦ 1034.81¦ 1033.86¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 406.00¦ 405.11¦ 404.10¦ 403.16¦ 402.15¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

<ПИСЬМО> ЦБ РФ от 29.11.2002 n 9 БЕЗОТЗЫВНАЯ ОФЕРТА  »
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