БЮЛЛЕТЕНЬ ЦБ РФ от 27.09.2002 n 37 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 27 сентября 2002 г. N 37
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 320.651 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 ¦23.09.02¦98.460¦98.540¦98.460¦ 12.53 ¦ 0.11 ¦ 21159 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦24.09.02¦98.500¦98.500¦98.500¦ 12.93 ¦ 5.92 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦26.09.02¦98.550¦98.600¦98.600¦ 12.86 ¦ 8.50 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦27.09.02¦98.620¦98.635¦98.630¦ 12.67 ¦ 59.76 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦20.11.02 ¦23.09.02¦97.880¦97.900¦97.900¦ 13.51 ¦ 34.00 ¦ 21160 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦24.09.02¦98.000¦98.000¦98.000¦ 13.07 ¦ 0.12 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦25.09.02¦98.100¦98.100¦98.100¦ 12.62 ¦ 22.72 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦26.09.02¦98.071¦98.100¦98.100¦ 12.89 ¦ 45.50 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦27.09.02¦98.101¦98.125¦98.113¦ 13.01 ¦ 44.06 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦05.03.03 ¦23.09.02¦94.334¦94.334¦94.334¦ 13.45 ¦ 1.50 ¦ 21161 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦25.09.02¦94.500¦94.500¦94.500¦ 13.19 ¦ 9.91 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦26.09.02¦94.600¦94.610¦94.610¦ 13.01 ¦ 4.68 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦27.09.02¦94.630¦94.630¦94.630¦ 13.03 ¦ 0.32 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦02.04.03 ¦23.09.02¦93.350¦93.350¦93.350¦ 13.61 ¦ 1.76 ¦ 21162 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦24.09.02¦93.390¦93.391¦93.391¦ 13.60 ¦ 10.26 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦27.09.02¦93.503¦93.506¦93.506¦ 13.56 ¦ 71.56 ¦ ¦
L---------+--------+------+------+------+-------+-------+---------
Торговля ОФЗ при суммарном объеме сделок за неделю 7415.247 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 ¦23.09.02¦ 2.10 ¦99.840¦99.870¦99.860¦ 12.78¦ 35.73¦ 27005 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦24.09.02¦ 2.10 ¦99.860¦99.900¦99.900¦ 13.20¦ 23.26¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦25.09.02¦ 2.10 ¦99.900¦99.931¦99.930¦ 12.73¦ 44.83¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦26.09.02¦ 2.10 ¦99.930¦99.950¦99.950¦ 13.43¦ 19.43¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦27.09.02¦ 2.20 ¦99.900¦99.930¦99.910¦ 11.83¦ 21.74¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦22.01.03 ¦23.09.02¦ 1.70 ¦99.050¦99.100¦99.050¦ 13.41¦ 0.42¦ 27006 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦24.09.02¦ 1.70 ¦99.090¦99.100¦99.100¦ 13.48¦ 8.77¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦25.09.02¦ 1.70 ¦99.100¦99.150¦99.140¦ 13.54¦ 30.98¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦26.09.02¦ 1.80 ¦99.100¦99.200¦99.200¦ 13.02¦ 6.59¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦27.08.02¦ 1.80 ¦99.000¦99.000¦99.000¦ 13.86¦ 5.00¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦05.02.03 ¦23.09.02¦ 1.30 ¦98.800¦99.100¦98.905¦ 13.65¦ 7.26¦ 27007 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦24.09.02¦ 1.30 ¦98.940¦98.950¦98.950¦ 13.71¦ 7.34¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦25.09.02¦ 1.30 ¦98.950¦99.090¦99.030¦ 13.53¦ 24.61¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦26.09.02¦ 1.40 ¦99.000¦99.150¦99.150¦ 12.96¦ 2.99¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦27.09.02¦ 1.40 ¦98.500¦99.100¦99.100¦ 13.38¦ 0.07¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦15.03.03 ¦24.09.02¦ 5.29 ¦98.400¦98.400¦98.400¦ 13.36¦ 0.40¦ 26001 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦25.09.02¦ 5.32 ¦98.448¦98.448¦98.400¦ 13.27¦ 0.20¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦21.05.03 ¦23.09.02¦ 0.90 ¦98.010¦98.200¦98.150¦ 13.68¦ 13.67¦ 27008 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦24.09.02¦ 0.90 ¦98.000¦98.000¦98.000¦ 13.99¦ 0.07¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦25.09.02¦ 1.00 ¦98.000¦98.140¦98.140¦ 13.65¦ 7.70¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦26.09.02¦ 1.00 ¦98.100¦98.140¦98.130¦ 13.69¦ 7.59¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦27.09.02¦ 1.00 ¦98.100¦98.180¦98.160¦ 13.78¦ 25.38¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦04.06.03 ¦23.09.02¦ 0.50 ¦97.700¦98.060¦97.700¦ 14.02¦ 10.12¦ 27009 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦24.09.02¦ 0.50 ¦97.900¦98.000¦98.000¦ 13.83¦ 2.20¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦25.09.02¦ 0.60 ¦97.999¦98.050¦98.050¦ 13.66¦ 7.87¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦26.09.02¦ 0.60 ¦97.600¦98.200¦98.200¦ 13.71¦ 9.53¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦27.09.02¦ 0.60 ¦98.050¦98.086¦98.050¦ 13.70¦ 7.11¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦20.08.03 ¦24.09.02¦ 1.40 ¦99.316¦99.316¦99.316¦ 14.03¦ 0.96¦ 27016 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦27.09.02¦ 1.52 ¦99.200¦99.320¦99.200¦ 14.07¦ 4.51¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦17.09.03 ¦23.09.02¦ 0.10 ¦96.820¦97.100¦97.100¦ 14.02¦ 9.48¦ 27010 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦24.09.02¦ 0.20 ¦96.990¦97.090¦97.001¦ 13.95¦ 7.68¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦25.09.02¦ 0.20 ¦96.810¦97.100¦97.050¦ 14.01¦ 20.37¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦26.09.02¦ 0.20 ¦97.000¦97.100¦97.100¦ 13.98¦ 14.50¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦27.09.02¦ 0.20 ¦96.850¦97.100¦96.900¦ 14.14¦ 53.63¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦08.10.03 ¦23.09.02¦ 2.10 ¦96.120¦96.350¦96.122¦ 14.75¦ 2.37¦ 27011 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦24.09.02¦ 2.10 ¦96.152¦96.152¦96.152¦ 14.81¦ 0.01¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦25.09.02¦ 2.10 ¦96.152¦96.360¦96.355¦ 14.62¦ 34.13¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦26.09.02¦ 2.10 ¦96.350¦96.400¦96.400¦ 14.61¦ 11.38¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦27.09.02¦ 2.20 ¦96.350¦94.450¦96.440¦ 14.51¦ 12.94¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦19.11.03 ¦23.09.02¦ 3.40 ¦95.551¦95.690¦95.640¦ 14.72¦ 87.25¦ 27012 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦24.09.02¦ 3.40 ¦95.690¦95.690¦95.690¦ 14.71¦ 103.33¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦25.09.02¦ 3.50 ¦95.690¦95.740¦95.699¦ 14.64¦ 131.00¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦26.09.02¦ 3.50 ¦95.460¦95.600¦95.600¦ 14.78¦ 3.23¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦27.09.02¦ 3.50 ¦95.810¦95.990¦95.810¦ 14.59¦ 56.92¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦21.01.04 ¦23.09.02¦ 1.70 ¦94.800¦96.255¦94.952¦ 14.75¦ 28.32¦ 28001 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦24.09.02¦ 1.70 ¦95.190¦95.295¦95.240¦ 14.78¦ 40.32¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦25.09.02¦ 1.70 ¦95.300¦95.500¦95.500¦ 14.58¦ 1.20¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦26.09.02¦ 1.80 ¦95.170¦95.300¦95.170¦ 14.78¦ 0.11¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦27.09.02¦ 1.80 ¦95.190¦95.300¦95.300¦ 14.76¦ 24.18¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦04.02.04 ¦23.09.02¦ 1.80 ¦97.700¦97.750¦97.750¦ 14.79¦ 10.00¦ 27015 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦24.09.02¦ 1.84 ¦97.700¦97.950¦97.940¦ 14.82¦ 5.05¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦25.09.02¦ 1.88 ¦97.800¦97.900¦97.800¦ 14.71¦ 15.53¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦26.09.02¦ 1.92 ¦97.800¦97.900¦97.800¦ 14.71¦ 0.61¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦27.09.02¦ 1.96 ¦98.045¦98.099¦98.099¦ 14.50¦ 7.04¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦15.03.04 ¦24.09.02¦ 5.29 ¦93.500¦93.500¦93.500¦ 15.10¦ 0.00¦ 26002 ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦02.06.04 ¦23.09.02¦ 0.73 ¦96.951¦97.100¦97.093¦ 15.00¦ 16.10¦ 27013 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦24.09.02¦ 0.77 ¦97.100¦97.250¦97.162¦ 14.96¦ 7.80¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦25.09.02¦ 0.81 ¦97.125¦97.131¦97.130¦ 14.96¦ 28.40¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦26.09.02¦ 0.84 ¦97.199¦97.200¦95.200¦ 14.91¦ 20.00¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦27.09.02¦ 0.88 ¦97.100¦97.200¦97.200¦ 14.91¦ 19.51¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦04.08.04 ¦23.09.02¦ 1.80 ¦96.570¦96.685¦96.685¦ 14.99¦ 3.27¦ 27017 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦24.09.02¦ 1.84 ¦96.650¦96.900¦96.650¦ 14.89¦ 1.14¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦25.09.02¦ 1.88 ¦96.700¦97.200¦96.760¦ 14.91¦ 18.22¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦26.09.02¦ 1.92 ¦96.770¦96.793¦96.790¦ 14.89¦ 986.09¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦27.09.02¦ 1.96 ¦96.805¦96.808¦96.808¦ 14.88¦ 110.20¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦15.12.04 ¦23.09.02¦ 0.19 ¦96.000¦96.250¦96.180¦ 15.14¦ 2.34¦ 27014 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦24.09.02¦ 0.23 ¦96.250¦95.300¦96.250¦ 15.01¦ 5.00¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦25.09.02¦ 0.27 ¦96.010¦96.250¦96.228¦ 15.03¦ 31.29¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦26.09.02¦ 0.31 ¦96.225¦96.250¦96.225¦ 15.02¦ 2.52¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦27.09.02¦ 0.35 ¦96.200¦96.250¦96.250¦ 15.01¦ 10.05¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦15.03.05 ¦23.09.02¦ 5.26 ¦87.100¦87.800¦87.702¦ 16.32¦ 14.10¦ 26003 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦24.09.02¦ 5.29 ¦87.670¦87.720¦87.700¦ 16.33¦ 5.20¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦25.09.02¦ 5.32 ¦87.700¦87.700¦87.700¦ 16.34¦ 0.05¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦26.09.02¦ 5.34 ¦87.501¦87.501¦87.501¦ 16.46¦ 0.13¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦27.09.02¦ 5.37 ¦87.800¦87.800¦87.800¦ 16.30¦ 2.00¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦14.09.05 ¦23.09.02¦ 0.19 ¦95.155¦96.203¦95.306¦ 15.56¦ 48.24¦ 27018 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦24.09.02¦ 0.23 ¦95.370¦95.400¦95.373¦ 15.53¦ 32.02¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦25.09.02¦ 0.27 ¦95.381¦95.500¦95.430¦ 15.50¦ 10.71¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦26.09.02¦ 0.31 ¦95.454¦95.462¦95.454¦ 15.49¦ 541.36¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦27.09.02¦ 0.35 ¦95.400¦95.486¦95.480¦ 15.48¦ 7.54¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦21.11.05 ¦25.09.02¦ 1.66 ¦65.651¦65.651¦65.651¦ 16.90¦ 0.14¦ 25053 ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦15.11.06 ¦23.09.02¦ 1.36 ¦90.570¦90.750¦90.717¦ 16.87¦ 60.37¦ 45001 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦24.09.02¦ 1.40 ¦90.650¦90.690¦90.690¦ 16.85¦ 20.68¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦25.09.02¦ 1.44 ¦90.665¦90.700¦90.665¦ 16.84¦ 41.37¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦26.09.02¦ 1.48 ¦90.680¦90.695¦90.692¦ 16.84¦1340.90¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦27.09.02¦ 1.52 ¦90.700¦90.718¦90.718¦ 16.82¦ 170.62¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦10.09.08 ¦23.09.02¦ 0.21 ¦83.780¦83.801¦83.780¦ 17.51¦ 10.82¦ 46001 ¦
¦ +--------+------+------+------+------+------+-------+--------+
¦ ¦24.09.02¦ 0.25 ¦83.800¦83.812¦83.812¦ 17.50¦ 93.10¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦25.09.02¦ 0.29 ¦83.830¦84.218¦84.208¦ 17.39¦ 17.66¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦26.09.02¦ 0.33 ¦84.125¦84.200¦84.200¦ 17.38¦2513.02¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦27.09.02¦ 0.37 ¦84.170¦84.178¦84.178¦ 17.36¦ 206.59¦ ¦
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 ¦ 61 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2002 ¦ 61 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 25.11.2002 ¦ 59 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2003 ¦ 169 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2003 ¦ 169 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2003 ¦ 169 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2002 ¦ 61 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 25.11.2002 ¦ 59 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 26.11.2002 ¦ 60 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 28.11.2002 ¦ 62 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 29.11.2002 ¦ 63 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27005 ¦ 09.10.2002 ¦ 12 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 23.10.2002 ¦ 26 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 06.11.2002 ¦ 40 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 20.11.2002 ¦ 54 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 04.12.2002 ¦ 68 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 18.12.2002 ¦ 82 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 09.10.2002 ¦ 12 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 20.11.2002 ¦ 54 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 04.12.2002 ¦ 68 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 18.12.2002 ¦ 82 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 06.11.2002 ¦ 40 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 20.11.2002 ¦ 54 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 06.11.2002 ¦ 40 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 18.12.2002 ¦ 82 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 23.10.2002 ¦ 26 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 20.11.2002 ¦ 54 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 18.12.2002 ¦ 82 ¦ 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 ¦ ¦ ¦ ¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21159 ¦13.03.02¦06.11.02¦ 40¦ 1 ¦ 28 ¦ ¦ 5072.010¦ 927.990¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21160 ¦22.05.02¦20.11.02¦ 54¦ 1 ¦ 34 ¦ ¦ 4792.449¦ 207.551¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21161 ¦17.07.02¦05.03.03¦ 159¦ 2 ¦ 9 ¦ ¦ 6781.117¦ 2218.883¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21162 ¦04.09.02¦02.04.03¦ 187¦ 1 ¦ 4 ¦ ¦ 3704.000¦ 296.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 61¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 426¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 1151¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 169¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 535¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 900¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 792¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1515¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1880¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2246¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2611¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 12¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 117¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 131¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 236¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 250¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 355¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 376¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 418¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 614¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 810¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 495¦ 2 ¦ 54 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 327¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 677¦ 2 ¦ 60 ¦ ¦ 11107.936¦ 892.064¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 1083¦ 2 ¦ 42 ¦ ¦ 13703.257¦ 296.743¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 481¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1510¦ 3 ¦ 43 ¦ ¦ 15349.716¦ 3650.284¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 2175¦ 1 ¦ 7 ¦ ¦ 4567.773¦ 2432.227¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦193265.585¦29311.988¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦23.09.02¦24.09.02¦25.09.02¦26.09.02¦27.09.02¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 13.41 ¦ 13.45 ¦ 13.13 ¦ 13.08 ¦ 13.15 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 13.33 ¦ 13.29 ¦ 13.29 ¦ 13.39 ¦ 13.28 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 16.96 ¦ 16.95 ¦ 16.93 ¦ 16.99 ¦ 16.97 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 14.85 ¦ 14.83 ¦ 14.77 ¦ 14.77 ¦ 14.77 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 13.52 ¦ 13.51 ¦ 12.94 ¦ 12.91 ¦ 13.36 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 16.32 ¦ 16.28 ¦ 16.09 ¦ 16.46 ¦ 16.30 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 16.99 ¦ 17.41 ¦ 17.04 ¦ 17.22 ¦ 17.15 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 15.01 ¦ 14.94 ¦ 14.71 ¦ 15.15 ¦ 14.70 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.19 ¦ 0.08 ¦ 0.16 ¦ 0.29 ¦ 0.86 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.66 ¦ 0.26 ¦ 0.02 ¦ 0.01 ¦ 0.09 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.45 ¦ 0.67 ¦ 0.37 ¦ 18.95 ¦ 1.84 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.18 ¦ 0.16 ¦ 0.27 ¦ 1.07 ¦ 0.24 ¦
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---------¬
¦ ¦ 23.09.02¦ 24.09.02¦ 25.09.02¦ 26.09.02¦ 27.09.02¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦187585.37¦187684.20¦187684.20¦192773.85¦193265.59¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 20284.40¦ 20284.40¦ 20284.40¦ 20284.40¦ 20349.58¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2061.17¦ 2061.17¦ 2061.17¦ 2061.17¦ 2061.17¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 15733.51¦ 15824.61¦ 15824.61¦ 19592.47¦ 19917.49¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦149506.30¦149514.04¦149514.04¦150835.82¦150937.35¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦183055.08¦183240.66¦183408.84¦183066.21¦188600.12¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 19481.99¦ 19487.72¦ 19503.77¦ 19514.39¦ 19584.92¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1981.75¦ 1982.82¦ 1983.42¦ 1981.66¦ 1985.54¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 14328.73¦ 14417.05¦ 14430.79¦ 17719.72¦ 18019.74¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦147262.61¦147353.07¦147490.86¦148850.44¦149009.91¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 427.65¦ 427.21¦ 426.23¦ 440.98¦ 441.22¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 112.08¦ 111.07¦ 110.09¦ 109.09¦ 108.35¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 506.04¦ 505.29¦ 504.58¦ 503.44¦ 503.33¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 1021.34¦ 1022.18¦ 1021.46¦ 1057.43¦ 1058.38¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 410.58¦ 409.75¦ 408.75¦ 410.28¦ 409.51¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

<ТЕЛЕТАЙПОГРАММА> ГТК РФ от 27.09.2002 n ТФ-14455 <О РАЗМЕЩЕНИИ ВВОЗИМЫХ ТОВАРОВ НА СВХ ОАО МАЛИНО>  »
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