БЮЛЛЕТЕНЬ ЦБ РФ от 04.10.2002 n 38 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 4 октября 2002 г. N 38
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 916.143 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.)¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦06.11.02 ¦30.09.02¦98.620¦98.725¦98.725¦ 12.98 ¦ 43.00 ¦ 21159 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦01.10.02¦98.760¦98.788¦98.785¦ 12.48 ¦183.07 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦02.10.02¦98.800¦98.825¦98.825¦ 12.48 ¦186.61 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦03.10.02¦98.850¦98.856¦98.856¦ 12.47 ¦ 51.12 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦04.10.02¦98.909¦98.909¦98.909¦ 12.20 ¦ 44.86 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦20.11.02 ¦30.09.02¦98.150¦98.235¦98.228¦ 13.23 ¦ 9.10 ¦ 21160 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦01.10.02¦98.265¦98.280¦98.280¦ 12.81 ¦ 39.64 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦02.10.02¦98.300¦98.315¦98.310¦ 12.84 ¦167.88 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦03.10.02¦98.350¦98.400¦98.390¦ 12.60 ¦122.52 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦04.10.02¦98.452¦98.480¦98.480¦ 12.03 ¦ 5.07 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦05.03.03 ¦02.10.02¦94.660¦94.670¦94.660¦ 13.36 ¦ 2.51 ¦ 21161 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦03.10.02¦94.700¦94.830¦94.830¦ 13.25 ¦ 7.18 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦04.10.02¦94.780¦94.781¦94.781¦ 13.23 ¦ 31.66 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦02.04.03 ¦30.09.02¦93.570¦93.590¦93.570¦ 13.60 ¦ 3.00 ¦ 21162 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦01.10.02¦93.650¦93.650¦93.650¦ 13.52 ¦ 3.00 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦02.10.02¦93.670¦93.670¦93.670¦ 13.55 ¦ 2.10 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦03.10.02¦93.750¦93.750¦93.750¦ 13.44 ¦ 3.73 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦04.10.02¦93.800¦93.820¦93.800¦ 13.40 ¦ 10.11 ¦ ¦
L---------+--------+------+------+------+-------+-------+---------
Торговля ОФЗ при суммарном объеме сделок за неделю 3652.009 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.) ¦ ¦ ¦ ¦ ¦ ¦ ¦
+---------+--------+------+------+-------+-------+------+-------+--------+
¦09.10.02 ¦30.09.02¦ 2.30¦99.892¦ 99.975¦ 99.892¦ 12.04¦ 45.67¦ 27005 ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦01.10.02¦ 2.30¦99.925¦ 99.935¦ 99.930¦ 12.79¦ 136.61¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦02.10.02¦ 2.30¦99.940¦ 99.971¦ 99.971¦ 12.60¦ 52.48¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦03.10.02¦ 2.30¦99.997¦100.030¦100.030¦ 12.62¦ 123.50¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦04.10.02¦ 2.40¦99.999¦100.000¦100.000¦ 7.39¦ 48.40¦ ¦
+---------+--------+------+------+-------+-------+------+-------+--------+
¦22.01.03 ¦30.09.02¦ 1.90¦99.000¦ 99.080¦ 99.010¦ 13.72¦ 14.91¦ 27006 ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦01.10.02¦ 1.90¦99.086¦ 99.110¦ 99.110¦ 13.70¦ 6.60¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦02.10.02¦ 1.90¦99.100¦ 99.150¦ 99.150¦ 13.68¦ 0.81¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦03.10.02¦ 2.00¦99.120¦ 99.270¦ 99.270¦ 13.02¦ 3.29¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦04.10.02¦ 2.00¦98.494¦ 99.270¦ 99.239¦ 13.10¦ 6.36¦ ¦
+---------+--------+------+------+-------+-------+------+-------+--------+
¦05.02.03 ¦30.09.02¦ 1.50¦98.900¦ 99.249¦ 98.950¦ 13.56¦ 2.45¦ 27007 ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦01.10.02¦ 1.50¦98.990¦ 99.060¦ 99.060¦ 13.68¦ 16.27¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦02.10.02¦ 1.50¦99.000¦ 99.020¦ 99.020¦ 13.72¦ 0.09¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦03.10.02¦ 1.60¦99.010¦ 99.090¦ 99.090¦ 13.32¦ 21.51¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦04.10.02¦ 1.60¦98.750¦ 99.100¦ 99.100¦ 13.55¦ 0.95¦ ¦
+---------+--------+------+------+-------+-------+------+-------+--------+
¦15.03.03 ¦30.09.02¦ 5.45¦98.446¦ 98.446¦ 98.446¦ 13.37¦ 0.31¦ 26001 ¦
+---------+--------+------+------+-------+-------+------+-------+--------+
¦21.05.03 ¦30.09.02¦ 1.10¦98.150¦ 98.249¦ 98.240¦ 13.62¦ 8.42¦ 27008 ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦01.10.02¦ 1.10¦98.000¦ 98.209¦ 98.209¦ 13.73¦ 17.25¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦02.10.02¦ 1.20¦98.150¦ 98.200¦ 98.200¦ 13.59¦ 10.00¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦03.10.02¦ 1.20¦98.200¦ 98.240¦ 98.240¦ 13.62¦ 29.44¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦04.10.02¦ 1.20¦98.220¦ 98.300¦ 98.300¦ 13.58¦ 3.04¦ ¦
+---------+--------+------+------+-------+-------+------+-------+--------+
¦04.06.03 ¦30.09.02¦ 0.70¦98.036¦ 98.099¦ 98.037¦ 13.78¦ 3.17¦ 27009 ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦01.10.02¦ 0.70¦98.086¦ 98.199¦ 98.150¦ 13.63¦ 4.56¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦02.10.02¦ 0.80¦98.000¦ 98.000¦ 98.000¦ 13.79¦ 0.00¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦03.10.02¦ 0.80¦98.000¦ 98.080¦ 98.080¦ 13.73¦ 7.20¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦04.10.02¦ 0.80¦98.090¦ 98.090¦ 98.090¦ 13.75¦ 0.03¦ ¦
+---------+--------+------+------+-------+-------+------+-------+--------+
¦20.08.03 ¦30.09.02¦ 1.64¦99.307¦ 99.433¦ 99.433¦ 13.87¦ 0.08¦ 27016 ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦04.10.02¦ 1.81¦99.350¦ 99.350¦ 99.350¦ 13.92¦ 0.94¦ ¦
+---------+--------+------+------+-------+-------+------+-------+--------+
¦17.09.03 ¦30.09.02¦ 0.30¦96.910¦ 97.099¦ 97.000¦ 14.12¦ 2.49¦ 27010 ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦01.10.02¦ 0.40¦96.950¦ 97.050¦ 97.000¦ 14.04¦ 3.11¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦02.10.02¦ 0.40¦97.020¦ 97.050¦ 97.050¦ 14.04¦ 13.93¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦03.10.02¦ 0.40¦96.980¦ 97.070¦ 97.070¦ 14.06¦ 19.62¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦04.10.02¦ 0.40¦97.000¦ 97.160¦ 97.160¦ 13.98¦ 3.63¦ ¦
+---------+--------+------+------+-------+-------+------+-------+--------+
¦08.10.03 ¦30.09.02¦ 2.30¦96.300¦ 96.449¦ 96.320¦ 14.62¦ 4.42¦ 27011 ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦01.10.02¦ 2.30¦96.290¦ 96.415¦ 96.410¦ 14.59¦ 16.54¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦02.10.02¦ 2.30¦96.450¦ 96.600¦ 96.600¦ 14.48¦ 42.81¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦03.10.02¦ 2.30¦96.570¦ 96.650¦ 96.650¦ 14.43¦ 18.87¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦04.10.02¦ 2.40¦96.010¦ 96.750¦ 96.670¦ 14.26¦ 5.26¦ ¦
+---------+--------+------+------+-------+-------+------+-------+--------+
¦19.11.03 ¦30.09.02¦ 3.60¦95.750¦ 95.910¦ 95.800¦ 14.60¦ 65.73¦ 27012 ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦01.10.02¦ 3.60¦95.930¦ 96.000¦ 96.000¦ 14.47¦ 11.00¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦02.10.02¦ 3.70¦96.000¦ 96.200¦ 96.000¦ 14.37¦ 0.52¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦03.10.02¦ 3.70¦96.000¦ 96.000¦ 96.000¦ 14.41¦ 0.00¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦04.10.02¦ 3.70¦96.000¦ 96.200¦ 96.200¦ 14.28¦ 3.73¦ ¦
+---------+--------+------+------+-------+-------+------+-------+--------+
¦21.01.04 ¦30.09.02¦ 1.90¦95.250¦ 96.249¦ 95.335¦ 14.74¦ 25.91¦ 28001 ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦01.10.02¦ 1.90¦95.330¦ 95.390¦ 95.390¦ 14.72¦ 2.86¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦02.10.02¦ 1.90¦95.400¦ 95.500¦ 95.500¦ 14.65¦ 7.69¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦03.10.02¦ 2.00¦95.450¦ 95.729¦ 95.729¦ 14.54¦ 2.34¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦04.10.02¦ 2.00¦95.200¦ 95.500¦ 95.200¦ 14.59¦ 3.75¦ ¦
+---------+--------+------+------+-------+-------+------+-------+--------+
¦04.02.04 ¦30.09.02¦ 2.07¦98.200¦ 98.250¦ 98.200¦ 14.32¦ 0.53¦ 27015 ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦01.10.02¦ 2.11¦98.140¦ 98.140¦ 98.140¦ 14.41¦ 0.00¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦02.10.02¦ 2.15¦98.000¦ 98.000¦ 98.000¦ 14.53¦ 0.00¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦03.10.02¦ 2.19¦98.200¦ 98.200¦ 98.200¦ 14.35¦ 1.50¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦04.10.02¦ 2.22¦98.200¦ 98.200¦ 98.200¦ 14.35¦ 0.56¦ ¦
+---------+--------+------+------+-------+-------+------+-------+--------+
¦15.03.04 ¦30.09.02¦ 5.45¦93.505¦ 93.505¦ 93.505¦ 15.15¦ 7.68¦ 26002 ¦
+---------+--------+------+------+-------+-------+------+-------+--------+
¦02.06.04 ¦30.09.02¦ 1.00¦97.180¦ 97.200¦ 97.190¦ 14.91¦ 63.30¦ 27013 ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦01.10.02¦ 1.04¦97.160¦ 97.181¦ 97.160¦ 14.92¦ 4.45¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦02.10.02¦ 1.07¦97.230¦ 97.320¦ 97.300¦ 14.82¦ 23.52¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦03.10.02¦ 1.11¦97.290¦ 97.400¦ 97.400¦ 14.79¦ 17.34¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦04.10.02¦ 1.15¦97.500¦ 97.500¦ 97.500¦ 14.67¦ 3.50¦ ¦
+---------+--------+------+------+-------+-------+------+-------+--------+
¦04.08.04 ¦30.09.02¦ 2.07¦96.804¦ 96.816¦ 96.816¦ 14.87¦ 94.12¦ 27017 ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦01.10.02¦ 2.11¦96.828¦ 96.848¦ 96.848¦ 14.85¦ 270.58¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦02.10.02¦ 2.15¦96.860¦ 96.875¦ 96.875¦ 14.83¦ 150.11¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦03.10.02¦ 2.19¦96.880¦ 96.930¦ 96.930¦ 14.80¦ 381.03¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦04.10.02¦ 2.22¦96.999¦ 96.999¦ 96.999¦ 14.74¦ 0.15¦ ¦
+---------+--------+------+------+-------+-------+------+-------+--------+
¦15.12.04 ¦30.09.02¦ 0.46¦96.050¦ 96.150¦ 96.130¦ 15.07¦ 20.26¦ 27014 ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦01.10.02¦ 0.50¦96.120¦ 96.155¦ 96.130¦ 15.08¦ 2.58¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦02.10.02¦ 0.54¦96.120¦ 96.200¦ 96.200¦ 15.05¦ 1.00¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦03.10.02¦ 0.58¦96.250¦ 96.450¦ 96.450¦ 14.89¦ 9.21¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦04.10.02¦ 0.61¦96.500¦ 96.555¦ 96.500¦ 14.83¦ 10.00¦ ¦
+---------+--------+------+------+-------+-------+------+-------+--------+
¦15.03.05 ¦30.09.02¦ 5.45¦87.650¦ 87.900¦ 87.895¦ 16.27¦ 13.34¦ 26003 ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦01.10.02¦ 5.48¦87.859¦ 87.990¦ 87.905¦ 16.24¦ 6.29¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦02.10.02¦ 5.51¦88.100¦ 88.100¦ 88.100¦ 16.16¦ 2.00¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦03.10.02¦ 5.53¦88.190¦ 88.300¦ 88.235¦ 16.09¦ 9.50¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦04.10.02¦ 5.56¦88.237¦ 88.270¦ 88.270¦ 16.08¦ 8.00¦ ¦
+---------+--------+------+------+-------+-------+------+-------+--------+
¦14.09.05 ¦30.09.02¦ 0.46¦95.400¦ 95.505¦ 95.505¦ 15.47¦ 74.73¦ 27018 ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦01.10.02¦ 0.50¦95.525¦ 95.537¦ 95.534¦ 15.45¦ 74.08¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦02.10.02¦ 0.54¦95.559¦ 95.578¦ 95.578¦ 15.44¦ 211.29¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦03.10.02¦ 0.58¦95.600¦ 95.997¦ 95.996¦ 15.25¦ 9.15¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦04.10.02¦ 0.61¦95.900¦ 95.956¦ 95.940¦ 15.26¦ 2.27¦ ¦
+---------+--------+------+------+-------+-------+------+-------+--------+
¦15.11.06 ¦30.09.02¦ 1.64¦90.730¦ 90.743¦ 90.740¦ 16.81¦ 139.45¦ 45001 ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦01.10.02¦ 1.69¦90.700¦ 90.765¦ 90.765¦ 16.80¦ 115.43¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦02.10.02¦ 1.73¦90.770¦ 90.792¦ 90.792¦ 16.78¦ 173.79¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦03.10.02¦ 1.77¦90.790¦ 90.840¦ 90.840¦ 16.77¦ 220.06¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦04.10.02¦ 1.81¦90.750¦ 90.820¦ 90.803¦ 16.78¦ 26.03¦ ¦
+---------+--------+------+------+-------+-------+------+-------+--------+
¦10.09.08 ¦30.09.02¦ 0.49¦84.150¦ 84.500¦ 84.485¦ 17.31¦ 9.18¦ 46001 ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦01.10.02¦ 0.53¦84.300¦ 84.326¦ 84.325¦ 17.30¦ 145.41¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦02.10.02¦ 0.58¦84.339¦ 84.352¦ 84.352¦ 17.29¦ 212.38¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦03.10.02¦ 0.62¦84.362¦ 84.375¦ 84.375¦ 17.28¦ 223.48¦ ¦
¦ +--------+------+------+-------+-------+------+-------+ ¦
¦ ¦04.10.02¦ 0.66¦84.400¦ 84.404¦ 84.404¦ 17.27¦ 96.19¦ ¦
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.)¦ ¦
+--------+------------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2002 ¦ 54 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2002 ¦ 54 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 25.11.2002 ¦ 52 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2003 ¦ 162 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2003 ¦ 162 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2003 ¦ 162 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2002 ¦ 54 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 25.11.2002 ¦ 52 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 26.11.2002 ¦ 53 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 28.11.2002 ¦ 55 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 29.11.2002 ¦ 56 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27005 ¦ 09.10.2002 ¦ 5 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 23.10.2002 ¦ 19 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 06.11.2002 ¦ 33 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 20.11.2002 ¦ 47 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 04.12.2002 ¦ 61 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 18.12.2002 ¦ 75 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 09.10.2002 ¦ 5 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 20.11.2002 ¦ 47 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 04.12.2002 ¦ 61 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 18.12.2002 ¦ 75 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 06.11.2002 ¦ 33 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 20.11.2002 ¦ 47 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 06.11.2002 ¦ 33 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 18.12.2002 ¦ 75 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 23.10.2002 ¦ 19 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 20.11.2002 ¦ 47 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 18.12.2002 ¦ 75 ¦ 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-¦досроч.¦в обращ., ¦остаток, ¦
¦выпуска ¦ния ¦ния ¦пога-¦ (вк. ¦меще- ¦выкупов¦млн. руб. ¦млн. руб.¦
¦ ¦ ¦ ¦шения¦ осн.) ¦ний ¦ ¦ ¦ ¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 21159 ¦13.03.02¦06.11.02¦ 33¦ 1 ¦ 28 ¦ ¦ 5072.010¦ 927.990¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 21160 ¦22.05.02¦20.11.02¦ 47¦ 1 ¦ 34 ¦ ¦ 4792.449¦ 207.551¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 21161 ¦17.07.02¦05.03.03¦ 152¦ 2 ¦ 10 ¦ ¦ 6812.778¦ 2187.222¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 21162 ¦04.09.02¦02.04.03¦ 180¦ 1 ¦ 4 ¦ ¦ 3704.000¦ 296.000¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 54¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 419¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 1144¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 162¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 528¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 893¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 785¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1508¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1873¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2239¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2604¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 5¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 110¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 124¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 229¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 243¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 348¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 369¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 411¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 607¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 803¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 488¦ 2 ¦ 54 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 320¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 670¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 1076¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 474¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1503¦ 3 ¦ 47 ¦ ¦ 15965.605¦ 3034.395¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 2168¦ 1 ¦ 11 ¦ ¦ 5212.828¦ 1787.172¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ Итого: ¦ ¦195746.997¦26830.576¦
L--------+----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦30.09.02¦01.10.02¦02.10.02¦03.10.02¦04.10.02¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 13.28 ¦ 13.17 ¦ 13.29 ¦ 13.17 ¦ 13.06 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 13.28 ¦ 13.27 ¦ 13.23 ¦ 13.17 ¦ 13.17 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 16.95 ¦ 16.94 ¦ 16.93 ¦ 16.92 ¦ 16.92 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 14.76 ¦ 14.75 ¦ 14.72 ¦ 14.62 ¦ 14.58 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 13.15 ¦ 12.61 ¦ 12.72 ¦ 12.71 ¦ 13.04 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 15.97 ¦ 16.24 ¦ 16.16 ¦ 16.09 ¦ 16.08 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 16.85 ¦ 17.11 ¦ 17.10 ¦ 17.06 ¦ 17.18 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 15.01 ¦ 14.96 ¦ 15.16 ¦ 14.74 ¦ 14.48 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.28 ¦ 1.14 ¦ 1.80 ¦ 0.92 ¦ 0.45 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 1.02 ¦ 0.30 ¦ 0.09 ¦ 0.45 ¦ 0.38 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.75 ¦ 1.25 ¦ 1.82 ¦ 2.06 ¦ 0.55 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.28 ¦ 0.38 ¦ 0.34 ¦ 0.43 ¦ 0.06 ¦
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---------¬
¦ ¦ 30.09.02¦ 01.10.02¦ 02.10.02¦ 03.10.02¦ 04.10.02¦
+--------------------+---------+---------+---------+---------+---------+
¦Номинальная ¦193516.65¦194092.04¦194815.45¦195631.99¦195747.00¦
¦стоимость, млн. руб.¦ ¦ ¦ ¦ ¦ ¦
+--------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 20349.58¦ 20349.58¦ 20349.58¦ 20349.58¦ 20381.24¦
+--------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2061.17¦ 2061.17¦ 2061.17¦ 2061.17¦ 2061.17¦
+--------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 20042.77¦ 20293.97¦ 20658.54¦ 21095.09¦ 21178.43¦
+--------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦151063.13¦151387.33¦151746.16¦152126.16¦152126.16¦
+--------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦189067.56¦189702.92¦190493.44¦191490.90¦191730.67¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+--------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 19594.88¦ 19605.93¦ 19612.04¦ 19624.91¦ 19667.49¦
+--------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1987.84¦ 1989.15¦ 1991.41¦ 1993.34¦ 1994.08¦
+--------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 18169.40¦ 18404.43¦ 18739.27¦ 19142.06¦ 19219.94¦
+--------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦149315.45¦149703.42¦150150.73¦150730.59¦150849.16¦
+--------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 438.81¦ 439.06¦ 439.99¦ 440.96¦ 440.27¦
+--------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 105.34¦ 104.32¦ 103.32¦ 102.33¦ 101.40¦
+--------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 501.30¦ 500.72¦ 500.31¦ 499.85¦ 499.17¦
+--------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 1055.12¦ 1055.59¦ 1056.68¦ 1057.79¦ 1057.90¦
+--------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 406.75¦ 406.29¦ 406.20¦ 405.93¦ 404.99¦
L--------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

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