БЮЛЛЕТЕНЬ ЦБ РФ от 02.08.2002 n 29 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 2 августа 2002 г. N 29
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 335.771 млн. руб. по номиналу имела следующие параметры:
----------T--------T--------------------T--------T-------T-------¬
¦ Дата ¦ Дата ¦ Цены облигаций ¦Доход- ¦Оборот ¦Номер ¦
¦погашения¦ торгов +------T------T------+ность ¦ (млн. ¦выпуска¦
¦ ¦ ¦ мин. ¦макс. ¦закр. ¦(% год.)¦руб. по¦(спра- ¦
¦ ¦ ¦ ¦ ¦ ¦ ¦номин.)¦вочно) ¦
+---------+--------+------+------+------+--------+-------+-------+
¦07.08.02 ¦29.07.02¦99.720¦99.725¦99.720¦ 11.39 ¦ 7.04 ¦ 21157 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦30.07.02¦99.700¦99.700¦99.700¦ 13.73 ¦ 2.31 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦31.07.02¦99.750¦99.750¦99.750¦ 13.07 ¦ 1.63 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦01.08.02¦99.800¦99.800¦99.800¦ 12.19 ¦ 8.38 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦21.08.02 ¦29.07.02¦99.149¦99.170¦99.149¦ 13.44 ¦ 3.69 ¦ 21158 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦30.07.02¦99.150¦99.160¦99.150¦ 14.17 ¦ 19.40 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦31.07.02¦99.249¦99.252¦99.249¦ 13.15 ¦ 7.50 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦02.08.02¦99.300¦99.300¦99.300¦ 13.54 ¦ 2.00 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦06.11.02 ¦31.07.02¦96.350¦96.840¦96.350¦ 14.11 ¦ 61.92 ¦ 21159 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦02.08.02¦96.600¦96.720¦96.720¦ 13.00 ¦ 21.68 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦20.11.02 ¦29.07.02¦95.924¦95.925¦95.925¦ 13.60 ¦ 22.00 ¦ 21160 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦30.07.02¦95.820¦95.960¦95.840¦ 13.93 ¦ 41.00 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦31.07.02¦95.800¦95.850¦95.850¦ 14.12 ¦126.50 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦02.08.02¦96.160¦96.350¦96.160¦ 12.91 ¦ 4.20 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦05.03.03 ¦29.07.02¦92.670¦92.670¦92.670¦ 13.18 ¦ 2.00 ¦ 21161 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦30.07.02¦92.570¦92.570¦92.570¦ 13.44 ¦ 3.00 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦31.07.02¦92.570¦92.570¦92.570¦ 13.50 ¦ 1.53 ¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 1537.907 млн. руб. по номиналу имела следующие параметры:
----------T--------T-------T-----------------------T------T-------T------¬
¦ Дата ¦ Дата ¦Накоп- ¦ Цены облигаций ¦Доход-¦Оборот ¦Номер ¦
¦погашения¦ торгов ¦ленный +-------T-------T-------+ность ¦ (млн. ¦выпус-¦
¦ ¦ ¦доход ¦ мин. ¦ макс. ¦ закр. ¦(% ¦ руб. ¦ка ¦
¦ ¦ ¦(% от ¦ ¦ ¦ ¦год.) ¦ по ¦(спра-¦
¦ ¦ ¦номин.)¦ ¦ ¦ ¦ ¦номин.)¦вочно)¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦18.09.02 ¦29.07.02¦ 1.60 ¦100.120¦100.140¦100.140¦ 14.73¦ 20.00¦27004 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.07.02¦ 1.70 ¦100.050¦100.200¦100.100¦ 14.74¦ 40.60¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.07.02¦ 1.70 ¦100.070¦100.140¦100.091¦ 14.99¦ 168.80¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.08.02¦ 1.70 ¦100.225¦100.290¦100.290¦ 13.85¦ 11.12¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.08.02¦ 1.80 ¦100.260¦100.300¦100.290¦ 12.97¦ 50.89¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦09.10.02 ¦29.07.02¦ 0.50 ¦ 99.350¦ 99.430¦ 99.400¦ 13.90¦ 8.13¦27005 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.07.02¦ 0.50 ¦ 99.300¦ 99.400¦ 99.330¦ 14.34¦ 23.34¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.07.02¦ 0.60 ¦ 99.340¦ 99.445¦ 99.445¦ 14.03¦ 136.74¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.08.02¦ 0.60 ¦ 99.600¦ 99.600¦ 99.600¦ 12.76¦ 0.01¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.08.02¦ 0.60 ¦ 99.510¦ 99.600¦ 99.580¦ 13.04¦ 13.83¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦22.01.03 ¦29.07.02¦ 0.10 ¦ 98.597¦ 98.750¦ 98.600¦ 13.67¦ 18.19¦27006 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.07.02¦ 0.20 ¦ 98.149¦ 98.490¦ 98.415¦ 14.10¦ 3.79¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.07.02¦ 0.20 ¦ 98.440¦ 98.950¦ 98.950¦ 13.64¦ 9.71¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.08.02¦ 0.20 ¦ 98.702¦ 98.702¦ 98.702¦ 13.55¦ 6.81¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.08.02¦ 0.20 ¦ 98.940¦ 98.990¦ 98.940¦ 12.96¦ 11.98¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦05.02.03 ¦29.07.02¦ 3.30 ¦ 98.790¦ 98.801¦ 98.800¦ 13.35¦ 9.96¦27007 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.07.02¦ 3.40 ¦ 98.500¦ 98.800¦ 98.800¦ 13.81¦ 10.92¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.07.02¦ 3.40 ¦ 98.500¦ 99.000¦ 99.000¦ 12.84¦ 7.17¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.08.02¦ 3.50 ¦ 98.900¦ 99.360¦ 98.911¦ 12.51¦ 3.66¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.08.02¦ 3.50 ¦ 99.000¦ 99.000¦ 99.000¦ 12.76¦ 2.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.03 ¦30.07.02¦ 3.75 ¦ 97.210¦ 97.326¦ 97.210¦ 14.63¦ 0.55¦26001 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦21.05.03 ¦29.07.02¦ 2.80 ¦ 97.700¦ 97.800¦ 97.800¦ 14.07¦ 11.00¦27008 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.07.02¦ 2.80 ¦ 97.650¦ 97.700¦ 97.650¦ 14.14¦ 2.13¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.07.02¦ 2.80 ¦ 97.640¦ 97.640¦ 97.640¦ 14.29¦ 0.01¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.08.02¦ 2.90 ¦ 97.701¦ 98.150¦ 98.050¦ 14.01¦ 8.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.08.02¦ 2.90 ¦ 98.200¦ 98.450¦ 98.450¦ 13.30¦ 12.14¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.06.03 ¦29.07.02¦ 2.20 ¦ 97.850¦ 97.901¦ 97.850¦ 13.97¦ 36.20¦27009 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.07.02¦ 2.20 ¦ 97.850¦ 98.000¦ 97.850¦ 13.89¦ 9.19¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.07.02¦ 2.30 ¦ 97.830¦ 98.120¦ 98.120¦ 13.67¦ 7.51¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.08.02¦ 2.30 ¦ 98.151¦ 98.250¦ 98.250¦ 13.57¦ 7.84¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.08.02¦ 2.40 ¦ 98.350¦ 98.450¦ 98.450¦ 13.10¦ 3.11¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.08.03 ¦31.07.02¦ 2.88 ¦ 99.880¦ 99.880¦ 99.880¦ 13.68¦ 0.06¦27016 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦17.09.03 ¦29.07.02¦ 1.60 ¦ 96.900¦ 97.030¦ 97.000¦ 14.31¦ 32.37¦27010 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.07.02¦ 1.70 ¦ 96.990¦ 97.000¦ 97.000¦ 14.20¦ 1.03¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.07.02¦ 1.70 ¦ 96.800¦ 97.247¦ 97.247¦ 14.20¦ 3.75¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.08.02¦ 1.70 ¦ 97.250¦ 97.420¦ 97.420¦ 13.84¦ 7.89¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.08.02¦ 1.80 ¦ 97.250¦ 97.350¦ 97.350¦ 13.85¦ 1.38¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.10.03 ¦29.07.02¦ 0.50 ¦ 95.758¦ 95.850¦ 95.840¦ 14.62¦ 8.44¦27011 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.07.02¦ 0.50 ¦ 95.800¦ 95.850¦ 95.800¦ 14.69¦ 0.65¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.07.02¦ 0.60 ¦ 95.500¦ 95.500¦ 95.500¦ 14.95¦ 0.01¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.08.02¦ 0.60 ¦ 96.100¦ 96.567¦ 96.210¦ 14.24¦ 6.83¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.08.02¦ 0.60 ¦ 95.998¦ 96.100¦ 95.998¦ 14.49¦ 2.44¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦19.11.03 ¦29.07.02¦ 1.90 ¦ 95.200¦ 95.390¦ 95.390¦ 14.51¦ 0.49¦27012 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.07.02¦ 1.90 ¦ 94.900¦ 95.340¦ 95.340¦ 14.81¦ 0.98¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.07.02¦ 1.90 ¦ 95.200¦ 95.400¦ 95.400¦ 14.61¦ 4.53¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.08.02¦ 2.00 ¦ 94.900¦ 95.500¦ 95.480¦ 14.80¦ 6.11¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.08.02¦ 2.00 ¦ 95.000¦ 95.390¦ 95.390¦ 14.84¦ 60.51¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦21.01.04 ¦29.07.02¦ 0.10 ¦ 94.631¦ 94.688¦ 94.670¦ 14.87¦ 17.17¦28001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.07.02¦ 0.20 ¦ 94.650¦ 94.720¦ 94.680¦ 14.81¦ 9.44¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.07.02¦ 0.20 ¦ 94.550¦ 94.720¦ 94.720¦ 14.86¦ 3.31¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.08.02¦ 0.20 ¦ 94.750¦ 94.800¦ 94.759¦ 14.79¦ 13.08¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.08.02¦ 0.20 ¦ 94.810¦ 94.900¦ 94.900¦ 14.71¦ 1.40¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.02.04 ¦29.07.02¦ 3.15 ¦ 97.790¦ 97.800¦ 97.800¦ 14.78¦ 13.00¦27015 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.07.02¦ 3.18 ¦ 97.630¦ 97.720¦ 97.720¦ 14.87¦ 16.79¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.07.02¦ 3.22 ¦ 97.950¦ 98.000¦ 97.950¦ 14.65¦ 1.27¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.08.02¦ 3.26 ¦ 97.800¦ 97.889¦ 97.889¦ 14.77¦ 28.75¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.08.02¦ 3.30 ¦ 97.711¦ 97.807¦ 97.711¦ 14.82¦ 3.58¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.04 ¦30.07.02¦ 3.75 ¦ 92.480¦ 92.480¦ 92.480¦ 15.45¦ 0.00¦26002 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.06.04 ¦29.07.02¦ 2.07 ¦ 96.979¦ 96.979¦ 96.979¦ 15.09¦ 0.00¦27013 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.07.02¦ 2.11 ¦ 96.879¦ 96.879¦ 96.879¦ 15.16¦ 0.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.07.02¦ 2.15 ¦ 96.899¦ 96.900¦ 96.899¦ 15.14¦ 0.45¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.08.02¦ 2.19 ¦ 97.856¦ 97.856¦ 97.856¦ 14.47¦ 3.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.08.02¦ 2.22 ¦ 97.200¦ 97.800¦ 97.200¦ 14.82¦ 47.12¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.08.04 ¦30.07.02¦ 3.41 ¦ 96.290¦ 96.290¦ 96.290¦ 15.27¦ 0.03¦27017 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.07.02¦ 3.45 ¦ 96.400¦ 96.400¦ 96.400¦ 15.20¦ 0.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.08.02¦ 3.49 ¦ 96.400¦ 96.495¦ 96.495¦ 15.17¦ 6.64¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.08.02¦ 3.54 ¦ 96.500¦ 96.700¦ 96.690¦ 15.01¦ 21.97¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.12.04 ¦29.07.02¦ 1.53 ¦ 95.450¦ 95.500¦ 95.500¦ 15.46¦ 20.28¦27014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.07.02¦ 1.57 ¦ 95.400¦ 95.500¦ 95.450¦ 15.49¦ 40.81¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.07.02¦ 1.61 ¦ 95.442¦ 95.550¦ 95.550¦ 15.46¦ 7.30¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.08.02¦ 1.65 ¦ 95.500¦ 95.600¦ 95.600¦ 15.43¦ 6.39¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.08.02¦ 1.69 ¦ 95.570¦ 95.899¦ 95.899¦ 15.27¦ 6.43¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.05 ¦29.07.02¦ 3.73 ¦ 88.000¦ 88.000¦ 88.000¦ 15.84¦ 0.76¦26003 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.07.02¦ 3.75 ¦ 87.000¦ 87.700¦ 87.700¦ 16.30¦ 0.21¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.07.02¦ 3.78 ¦ 87.100¦ 87.900¦ 87.100¦ 16.19¦ 0.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.08.02¦ 3.81 ¦ 87.900¦ 87.900¦ 87.900¦ 15.91¦ 0.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.08.02¦ 3.84 ¦ 87.900¦ 87.900¦ 87.900¦ 15.92¦ 0.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.09.05 ¦29.07.02¦ 1.64 ¦ 94.600¦ 94.700¦ 94.650¦ 15.91¦ 21.20¦27018 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.07.02¦ 1.69 ¦ 94.550¦ 94.680¦ 94.561¦ 15.96¦ 27.91¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.07.02¦ 1.73 ¦ 94.600¦ 94.710¦ 94.700¦ 15.93¦ 11.53¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.08.02¦ 1.77 ¦ 94.850¦ 94.900¦ 94.900¦ 15.82¦ 5.05¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.08.02¦ 1.81 ¦ 94.900¦ 94.920¦ 94.920¦ 15.80¦ 11.60¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.11.06 ¦29.07.02¦ 2.80 ¦ 90.450¦ 90.650¦ 90.450¦ 16.97¦ 3.45¦45001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.07.02¦ 2.84 ¦ 90.445¦ 90.480¦ 90.445¦ 16.98¦ 6.07¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.07.02¦ 2.88 ¦ 90.400¦ 90.600¦ 90.500¦ 16.98¦ 16.95¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.08.02¦ 2.92 ¦ 90.600¦ 90.750¦ 90.631¦ 16.86¦ 20.36¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.08.02¦ 2.96 ¦ 90.720¦ 90.741¦ 90.735¦ 16.86¦ 351.82¦ ¦
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 ¦ 117 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2002 ¦ 117 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 25.11.2002 ¦ 115 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2003 ¦ 225 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2003 ¦ 225 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2003 ¦ 225 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2002 ¦ 117 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 25.11.2002 ¦ 115 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 26.11.2002 ¦ 116 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 28.11.2002 ¦ 118 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 29.11.2002 ¦ 119 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27004 ¦ 18.09.2002 ¦ 47 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27005 ¦ 09.10.2002 ¦ 68 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 23.10.2002 ¦ 82 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 07.08.2002 ¦ 5 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 21.08.2002 ¦ 19 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 04.09.2002 ¦ 33 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 18.09.2002 ¦ 47 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 09.10.2002 ¦ 68 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 20.11.2002 ¦ 110 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 04.09.2002 ¦ 33 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 18.09.2002 ¦ 47 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 07.08.2002 ¦ 5 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 21.08.2002 ¦ 19 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 07.08.2002 ¦ 5 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 18.09.2002 ¦ 47 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 23.10.2002 ¦ 82 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 21.08.2002 ¦ 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 ¦ ¦ ¦ ¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21157 ¦30.01.02¦07.08.02¦ 5¦ 1 ¦ 8 ¦ ¦ 3575.874¦ 424.126¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21158 ¦20.02.02¦21.08.02¦ 19¦ 1 ¦ 3 ¦ ¦ 4678.942¦ 1321.058¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21159 ¦13.03.02¦06.11.02¦ 96¦ 1 ¦ 28 ¦ ¦ 5072.010¦ 927.990¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21160 ¦22.05.02¦20.11.02¦ 110¦ 1 ¦ 34 ¦ ¦ 4792.449¦ 207.551¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21161 ¦17.07.02¦05.03.03¦ 215¦ 1 ¦ ¦ ¦ 3733.519¦ 266.481¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 117¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 482¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 1207¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 225¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 591¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 956¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 848¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1571¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1936¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12,00¦20.11.08¦ 2302¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2667¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 47¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 68¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 173¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 187¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 292¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 306¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 411¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 432¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 474¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 670¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 866¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 551¦ 2 ¦ 54 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 383¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 733¦ 1 ¦ 49 ¦ ¦ 7000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 1139¦ 1 ¦ 36 ¦ ¦ 9000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 537¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1566¦ 2 ¦ 37 ¦ ¦ 13000.000¦ 2000.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦188582.440¦23983.883¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦29.07.02¦30.07.02¦31.07.02¦01.08.02¦02.08.02¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 12.47 ¦ 12.81 ¦ 13.80 ¦ 13.17 ¦ 13.07 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 12.95 ¦ 13.16 ¦ 13.07 ¦ 12.87 ¦ 12.89 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 16.97 ¦ 16.98 ¦ 16.98 ¦ 16.86 ¦ 16.86 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 14.90 ¦ 14.96 ¦ 14.88 ¦ 14.66 ¦ 14.63 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 13.49 ¦ 13.89 ¦ 14.10 ¦ 12.19 ¦ 13.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 15.84 ¦ 15.61 ¦ 16.19 ¦ 15.91 ¦ 15.92 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 16.97 ¦ 16.98 ¦ 16.98 ¦ 16.86 ¦ 16.86 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 14.92 ¦ 15.39 ¦ 14.88 ¦ 14.74 ¦ 14.81 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.16 ¦ 0.30 ¦ 0.91 ¦ 0.04 ¦ 0.13 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.04 ¦ 0.04 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.03 ¦ 0.05 ¦ 0.13 ¦ 0.16 ¦ 2.71 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.14 ¦ 0.12 ¦ 0.24 ¦ 0.08 ¦ 0.17 ¦
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---------¬
¦ ¦ 29.07.02¦ 30.07.02¦ 31.07.02¦ 01.08.02¦ 02.08.02¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦188323.95¦188323.95¦188323.95¦188323.95¦188582.44¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+ ¦
¦ ГКО ¦ 21852.79¦ 21852.79¦ 21852.79¦ 21852.79¦ 21852.79¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2061.17¦ 2061.17¦ 2061.17¦ 2061.17¦ 2061.17¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 12741.51¦ 12741.51¦ 12741.51¦ 12741.51¦ 13000.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦151668.48¦151668.48¦151668.48¦151668.48¦151668.48¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦185187.42¦185142.66¦185278.61¦185697.43¦186086.65¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 21189.76¦ 21182.21¦ 21147.11¦ 21148.90¦ 21188.28¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1951.10¦ 1944.76¦ 1947.52¦ 1954.04¦ 1954.54¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 11885.53¦ 11888.97¦ 11893.94¦ 11932.55¦ 12180.09¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦150161.02¦150126.73¦150290.04¦150661.95¦150763.74¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 414.25¦ 413.25¦ 412.33¦ 411.67¦ 411.32¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 90.29¦ 89.27¦ 88.23¦ 87.22¦ 86.25¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 547.28¦ 544.81¦ 544.53¦ 544.97¦ 544.25¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 997.29¦ 996.26¦ 995.26¦ 994.86¦ 993.87¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 412.09¦ 411.09¦ 410.09¦ 409.29¦ 408.21¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

ПРАВИЛА И НОРМЫ ТЕХНИЧЕСКОЙ ЭКСПЛУАТАЦИИ ЖИЛИЩНОГО ФОНДА (утв. Приказом Госстроя РФ от 26.12.1997 n 17-139) (ред. от 02.08.2002)  »
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