БЮЛЛЕТЕНЬ ЦБ РФ от 05.07.2002 n 25 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 5 июля 2002 г. N 25
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 423.666 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) ¦
+---------+--------+------+------+------+--------+-------+-------+
¦17.07.02 ¦02.07.02¦99.481¦99.500¦99.500¦ 12.25¦ 2.09¦ 21156 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦03.07.02¦99.525¦99.525¦99.525¦ 12.44¦ 7.00¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦07.08.02 ¦02.07.02¦98.850¦98.850¦98.850¦ 11.80¦ 7.00¦ 21157 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦03.07.02¦98.850¦98.850¦98.850¦ 12.13¦ 4.00¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦04.07.02¦98.900¦98.901¦98.901¦ 11.94¦ 6.00¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦21.08.02 ¦01.07.02¦98.081¦98.081¦98.081¦ 14.00¦ 58.01¦ 21158 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦02.07.02¦98.290¦98.370¦98.290¦ 12.59¦ 0.11¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦03.07.02¦98.400¦98.400¦98.400¦ 12.11¦ 4.91¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦04.07.02¦98.450¦98.450¦98.450¦ 11.97¦ 0.07¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦06.11.02 ¦01.07.02¦95.730¦95.731¦95.731¦ 12.72¦ 18.86¦ 21159 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦02.07.02¦95.762¦95.765¦95.765¦ 12.71¦ 44.00¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦03.07.02¦95.770¦95.780¦95.780¦ 12.78¦ 4.00¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦04.07.02¦95.830¦95.830¦95.830¦ 12.71¦ 5.00¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦05.07.02¦95.860¦95.863¦95.860¦ 12.71¦ 7.10¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦20.11.02 ¦01.07.02¦95.270¦95.271¦95.271¦ 12.76¦ 25.59¦ 21160 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦02.07.02¦95.309¦95.313¦95.313¦ 12.74¦ 164.47¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦03.07.02¦95.300¦95.343¦95.343¦ 12.74¦ 43.72¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦04.07.02¦95.340¦95.380¦95.378¦ 12.73¦ 8.08¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦05.07.02¦95.400¦95.411¦95.400¦ 12.72¦ 13.67¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 4076.652 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 ¦01.07.02¦ 0.50 ¦100.425¦100.430¦100.430¦ 13.34¦ 6.15¦ 27004¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.07.02¦ 0.50 ¦100.400¦100.560¦100.540¦ 13.03¦ 39.50¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.07.02¦ 0.60 ¦100.450¦100.520¦100.465¦ 13.01¦ 11.34¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.07.02¦ 0.60 ¦100.457¦100.620¦100.620¦ 12.67¦ 43.57¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.07.02¦ 0.70 ¦100.560¦100.600¦100.599¦ 12.10¦ 51.43¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦09.10.02 ¦01.07.02¦ 3.30 ¦ 99.400¦ 99.500¦ 99.500¦ 13.06¦ 10.08¦ 27005¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.07.02¦ 3.40 ¦ 99.498¦ 99.500¦ 99.498¦ 12.78¦ 3.83¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.07.02¦ 3.40 ¦ 99.482¦ 99.510¦ 99.490¦ 12.96¦ 26.33¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.07.02¦ 3.50 ¦ 99.400¦ 99.550¦ 99.550¦ 12.56¦ 13.72¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.07.02¦ 3.50 ¦ 99.520¦ 99.650¦ 99.650¦ 12.43¦ 58.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦22.01.03 ¦01.07.02¦ 2.80 ¦ 98.800¦ 99.000¦ 99.000¦ 12.99¦ 5.98¦ 27006¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.07.02¦ 2.80 ¦ 99.000¦ 99.050¦ 99.050¦ 13.00¦ 4.80¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.07.02¦ 2.80 ¦ 99.100¦ 99.100¦ 99.100¦ 12.89¦ 0.39¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.07.02¦ 2.90 ¦ 98.811¦ 99.080¦ 99.080¦ 12.85¦ 1.31¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.07.02¦ 2.90 ¦ 99.100¦ 99.200¦ 99.200¦ 12.67¦ 7.24¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦05.02.03 ¦01.07.02¦ 2.20 ¦ 98.870¦ 99.000¦ 99.000¦ 13.21¦ 6.33¦ 27007¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.07.02¦ 2.20 ¦ 99.000¦ 99.050¦ 99.050¦ 13.23¦ 2.59¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.07.02¦ 2.30 ¦ 98.990¦ 99.010¦ 98.990¦ 13.12¦ 7.03¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.07.02¦ 2.30 ¦ 98.700¦ 99.090¦ 99.090¦ 13.08¦ 2.57¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.07.02¦ 2.40 ¦ 99.050¦ 99.150¦ 99.150¦ 12.79¦ 24.73¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.03 ¦04.07.02¦ 3.04 ¦ 97.070¦ 97.070¦ 97.070¦ 14.50¦ 0.20¦ 26001¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦21.05.03 ¦01.07.02¦ 1.60 ¦ 97.900¦ 98.050¦ 98.050¦ 13.89¦ 0.69¦ 27008¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.07.02¦ 1.70 ¦ 98.030¦ 98.070¦ 98.059¦ 13.77¦ 7.16¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.07.02¦ 1.70 ¦ 98.000¦ 98.050¦ 98.000¦ 13.83¦ 0.36¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.07.02¦ 1.70 ¦ 97.800¦ 98.000¦ 98.000¦ 14.11¦ 0.07¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.07.02¦ 1.80 ¦ 97.900¦ 98.300¦ 98.300¦ 13.67¦ 2.49¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.06.03 ¦01.07.02¦ 1.10 ¦ 97.800¦ 97.800¦ 97.800¦ 14.20¦ 0.02¦ 27009¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.07.02¦ 1.10 ¦ 97.950¦ 98.000¦ 97.950¦ 14.04¦ 0.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.07.02¦ 1.10 ¦ 98.000¦ 98.070¦ 98.070¦ 13.98¦ 12.68¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.07.02¦ 1.20 ¦ 97.750¦ 98.250¦ 98.200¦ 13.69¦ 14.57¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.07.02¦ 1.20 ¦ 98.200¦ 98.300¦ 98.300¦ 13.65¦ 8.57¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦17.09.03 ¦01.07.02¦ 0.50 ¦ 97.000¦ 97.300¦ 97.300¦ 14.21¦ 0.11¦ 27010¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.07.02¦ 0.50 ¦ 97.100¦ 97.350¦ 97.300¦ 14.18¦ 21.23¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.07.02¦ 0.60 ¦ 97.120¦ 97.200¦ 97.200¦ 14.16¦ 43.86¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.07.02¦ 0.60 ¦ 97.000¦ 97.450¦ 97.400¦ 13.97¦ 38.75¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.07.02¦ 0.70 ¦ 97.390¦ 97.500¦ 97.500¦ 13.84¦ 3.16¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.10.03 ¦01.07.02¦ 3.30 ¦ 95.550¦ 95.750¦ 95.750¦ 14.61¦ 3.24¦ 27011¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.07.02¦ 3.40 ¦ 95.750¦ 96.200¦ 96.200¦ 14.20¦ 45.94¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.07.02¦ 3.40 ¦ 95.120¦ 96.200¦ 96.200¦ 14.17¦ 38.51¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.07.02¦ 3.50 ¦ 96.000¦ 96.200¦ 96.200¦ 14.06¦ 20.15¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.07.02¦ 3.50 ¦ 96.200¦ 96.300¦ 96.300¦ 14.03¦ 12.68¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦19.11.03 ¦01.07.02¦ 1.10 ¦ 95.200¦ 95.200¦ 95.200¦ 14.42¦ 0.00¦ 27012¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02 07.02¦ 1.10 ¦ 95.000¦ 95.350¦ 95.200¦ 14.45¦ 15.62¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.07.02¦ 1.20 ¦ 95.000¦ 95.000¦ 95.000¦ 14.57¦ 4.19¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.07.02¦ 1.20 ¦ 95.250¦ 95.250¦ 95.250¦ 14.38¦ 0.50¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.07.02¦ 1.20 ¦ 95.350¦ 95.400¦ 95.400¦ 14.29¦ 2.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦21.01.04 ¦01.07.02¦ 2.80 ¦ 94.550¦ 94.602¦ 94.601¦ 14.92¦ 0.32¦ 28001¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.07.02¦ 2.80 ¦ 94.600¦ 94.690¦ 94.680¦ 14.88¦ 10.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.07.02¦ 2.80 ¦ 94.500¦ 94.800¦ 94.500¦ 15.02¦ 2.63¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.07.02¦ 2.90 ¦ 94.500¦ 94.650¦ 94.650¦ 14.94¦ 9.85¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.07.02¦ 2.90 ¦ 94.700¦ 94.755¦ 94.755¦ 14.83¦ 8.70¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.02.04 ¦01.07.02¦ 2.07 ¦ 97.400¦ 97.400¦ 97.400¦ 15.11¦ 0.70¦ 27015¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.07.02¦ 2.11 ¦ 97.400¦ 97.450¦ 97.450¦ 15.10¦ 35.36¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.07.02¦ 2.15 ¦ 97.400¦ 97.450¦ 97.450¦ 15.10¦ 34.03¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.07.02¦ 2.19 ¦ 97.700¦ 97.777¦ 97.700¦ 14.86¦ 3.70¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.07.02¦ 2.22 ¦ 97.450¦ 97.720¦ 97.700¦ 14.86¦ 19.70¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.06.04 ¦01.07.02¦ 1.00 ¦ 96.200¦ 96.200¦ 96.200¦ 15.63¦ 0.21¦ 27013¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.07.02¦ 1.04 ¦ 96.300¦ 96.500¦ 96.500¦ 15.56¦ 1.64¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.07.02¦ 1.07 ¦ 96.250¦ 96.500¦ 96.250¦ 15.50¦ 3.43¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.07.02¦ 1.11 ¦ 96.500¦ 96.500¦ 96.500¦ 15.43¦ 4.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.07.02¦ 1.15 ¦ 96.600¦ 97.050¦ 97.050¦ 15.08¦ 11.51¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.08.04 ¦01.07.02¦ 2.22 ¦ 95.490¦ 95.495¦ 95.495¦ 15.83¦ 140.00¦ 27017¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.07.02¦ 2.26 ¦ 95.510¦ 95.522¦ 95.520¦ 15.82¦ 81.70¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.07.02¦ 2.30 ¦ 95.800¦ 95.805¦ 95.805¦ 15.63¦ 4.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.07.02¦ 2.34 ¦ 96.000¦ 96.000¦ 96.000¦ 15.50¦ 5.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.07.02¦ 2.38 ¦ 96.236¦ 96.450¦ 96.450¦ 15.25¦ 3.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.12.04 ¦01.07.02¦ 0.46 ¦ 94.620¦ 94.622¦ 94.622¦ 15.97¦ 40.00¦ 27014¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.07.02¦ 0.50 ¦ 94.630¦ 95.632¦ 94.649¦ 15.95¦ 305.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.07.02¦ 0.54 ¦ 94.665¦ 94.703¦ 94.703¦ 15.93¦ 677.92¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.07.02¦ 0.58 ¦ 94.710¦ 94.760¦ 94.760¦ 15.90¦ 203.20¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.07.02¦ 0.61 ¦ 95.150¦ 95.150¦ 95.150¦ 15.66¦ 0.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.05 ¦01.07.02¦ 2.96 ¦ 86.600¦ 86.600¦ 86.600¦ 16.45¦ 0.00¦ 26003¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.07.02¦ 2.99 ¦ 86.590¦ 86.600¦ 86.600¦ 16.46¦ 4.25¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.07.02¦ 3.04 ¦ 86.600¦ 86.600¦ 86.600¦ 16.46¦ 0.10¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.07.02¦ 3.07 ¦ 87.400¦ 87.400¦ 87.400¦ 16.04¦ 1.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.09.05 ¦01.07.02¦ 0.49 ¦ 93.750¦ 93.900¦ 93.900¦ 16.33¦ 0.32¦ 27018¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.07.02¦ 0.53 ¦ 93.900¦ 94.000¦ 94.000¦ 16.28¦ 11.13¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.07.02¦ 0.58 ¦ 93.950¦ 94.000¦ 94.000¦ 16.26¦ 35.25¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.07.02¦ 0.62 ¦ 94.100¦ 94.250¦ 94.150¦ 16.20¦ 3.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.07.02¦ 0.66 ¦ 94.200¦ 94.270¦ 94.270¦ 16.14¦ 5.30¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.11.06 ¦01.07.02¦ 1.64 ¦ 90.111¦ 90.500¦ 90.111¦ 17.15¦ 63.79¦ 45001¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.07.02¦ 1.69 ¦ 90.121¦ 90.131¦ 90.131¦ 17.15¦ 161.87¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.07.02¦ 1.73 ¦ 90.142¦ 90.143¦ 90.143¦ 17.14¦ 72.90¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.07.02¦ 1.77 ¦ 90.155¦ 90.168¦ 90.168¦ 17.13¦ 577.69¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.07.02¦ 1.81 ¦ 90.186¦ 90.197¦ 90.197¦ 17.12¦ 910.81¦ ¦
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 ¦ 145 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2002 ¦ 145 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 25.11.2002 ¦ 143 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2003 ¦ 253 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2003 ¦ 253 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2003 ¦ 253 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2002 ¦ 145 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 25.11.2002 ¦ 143 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 26.11.2002 ¦ 144 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 28.11.2002 ¦ 146 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 29.11.2002 ¦ 147 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27004 ¦ 18.09.2002 ¦ 75 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27005 ¦ 10.07.2002 ¦ 5 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 24.07.2002 ¦ 19 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 07.08.2002 ¦ 33 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 21.08.2002 ¦ 47 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 04.09.2002 ¦ 61 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 18.09.2002 ¦ 75 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 10.07.2002 ¦ 5 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 20.11.2002 ¦ 138 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 04.09.2002 ¦ 61 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 18.09.2002 ¦ 75 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 07.08.2002 ¦ 33 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 21.08.2002 ¦ 47 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 07.08.2002 ¦ 33 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 18.09.2002 ¦ 75 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 24.07.2002 ¦ 19 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 21.08.2002 ¦ 47 ¦ 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 ¦ ¦ ¦ ¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21156 ¦28.11.01¦17.07.02¦ 12¦ 2 ¦ 9 ¦ ¦ 8271.045¦ 1728.955¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21157 ¦30.01.02¦07.08.02¦ 33¦ 1 ¦ 8 ¦ ¦ 3575.874¦ 424.126¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21158 ¦20.02.02¦21.08.02¦ 47¦ 1 ¦ 3 ¦ ¦ 4678.942¦ 1321.058¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21159 ¦13.03.02¦06.11.02¦ 124¦ 1 ¦ 24 ¦ ¦ 4900.000¦ 1100.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21160 ¦22.05.02¦20.11.02¦ 138¦ 1 ¦ 30 ¦ ¦ 4655.139¦ 344.861¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 145¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 510¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 1235¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 253¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 619¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 984¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 876¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1599¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1964¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2330¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2695¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 75¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 96¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 201¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 215¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 320¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 334¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 439¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 460¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 502¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 698¦ 2 ¦ 59 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 894¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 579¦ 2 ¦ 54 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 411¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 761¦ 1 ¦ 49 ¦ ¦ 7000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 1167¦ 1 ¦ 36 ¦ ¦ 9000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 565¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1594¦ 2 ¦ 26 ¦ ¦ 11520.000¦ 3480.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦186330.646¦27235.677¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦01.07.02¦02.07.02¦03.07.02¦04.07.02¦05.07.02¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 12.94 ¦ 12.60 ¦ 12.60 ¦ 12.54 ¦ 12.48 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 13.17 ¦ 13.17 ¦ 13.17 ¦ 13.20 ¦ 12.90 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 17.15 ¦ 17.15 ¦ 17.14 ¦ 17.13 ¦ 17.12 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 15.04 ¦ 14.98 ¦ 14.97 ¦ 14.87 ¦ 14.71 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 13.16 ¦ 12.72 ¦ 12.70 ¦ 12.63 ¦ 12.72 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 16.45 ¦ 16.46 ¦ 0.00 ¦ 15.75 ¦ 16.04 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 17.15 ¦ 17.15 ¦ 17.14 ¦ 17.13 ¦ 17.12 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 15.77 ¦ 15.67 ¦ 15.78 ¦ 15.51 ¦ 14.19 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.39 ¦ 0.82 ¦ 0.24 ¦ 0.07 ¦ 0.08 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 0.20 ¦ 0.00 ¦ 0.01 ¦ 0.05 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.64 ¦ 1.60 ¦ 0.72 ¦ 5.39 ¦ 7.91 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.15 ¦ 0.39 ¦ 0.60 ¦ 0.24 ¦ 0.15 ¦
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---------¬
¦ ¦ 01.07.02¦ 02.07.02¦ 03.07.02¦ 04.07.02¦ 05.07.02¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦183287.96¦183947.01¦184740.21¦185512.73¦186330.65¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+ ¦
¦ ГКО ¦ 25802.89¦ 26007.37¦ 26050.86¦ 26063.08¦ 26081.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2061.17¦ 2061.17¦ 2061.17¦ 2061.17¦ 2061.17¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 10015.42¦ 10090.00¦ 10162.90¦ 10720.00¦ 11520.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦145408.48¦145788.48¦146465.28¦146668.48¦146668.48¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦179958.75¦180781.53¦181621.19¦182552.55¦183614.80¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 25191.50¦ 25423.11¦ 25473.09¦ 25493.20¦ 25513.42¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1921.67¦ 1922.08¦ 1922.58¦ 1922.95¦ 1932.49¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 9191.55¦ 9263.83¦ 9336.55¦ 9854.90¦ 10598.17¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦143654.02¦144172.50¦144888.96¦145281.50¦145570.72¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 392.02¦ 391.60¦ 392.09¦ 392.53¦ 393.10¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 67.06¦ 66.57¦ 65.69¦ 64.73¦ 63.78¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 564.33¦ 563.60¦ 562.90¦ 562.22¦ 563.29¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 719.87¦ 718.62¦ 717.69¦ 716.62¦ 715.69¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 425.72¦ 425.61¦ 426.23¦ 425.82¦ 425.07¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

<ПИСЬМО> Минфина РФ от 05.07.2002 n 3-12-3/31 <О ПОРЯДКЕ ВОЗМЕЩЕНИЯ АРЕНДАТОРАМИ ЗАТРАТ БЮДЖЕТНЫХ УЧРЕЖДЕНИЙ - АРЕНДОДАТЕЛЕЙ НА ЭКСПЛУАТАЦИОННЫЕ И КОММУНАЛЬНЫЕ УСЛУГИ>  »
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