БЮЛЛЕТЕНЬ ЦБ РФ от 31.05.2002 n 20 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 31 мая 2002 г. N 20
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 862.716 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 ¦29.05.02¦98.000¦98.000¦98.000¦ 15.20 ¦ 0.41¦ 21156 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦30.05.02¦98.250¦98.250¦98.250¦ 13.54 ¦ 36.00¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦31.05.02¦98.300¦98.300¦98.300¦ 13.43 ¦ 7.20¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦07.08.02 ¦27.05.02¦97.600¦97.600¦97.600¦ 12.47 ¦ 0.27¦ 21157 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦28.05.02¦97.523¦97.534¦97.523¦ 13.04 ¦ 2.96¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦31.05.02¦97.670¦97.704¦97.704¦ 12.79 ¦ 5.53¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦21.08.02 ¦27.05.02¦97.000¦97.000¦97.000¦ 13.13 ¦ 2.00¦ 21158 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦28.05.02¦96.800¦97.063¦96.840¦ 13.29 ¦ 371.53¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦29.05.02¦97.075¦97.085¦97.085¦ 13.07 ¦ 4.30¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦30.05.02¦97.100¦97.100¦97.100¦ 13.13 ¦ 0.02¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦31.05.02¦97.222¦97.490¦97.222¦ 12.59 ¦ 0.10¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦06.11.02 ¦28.05.02¦94.350¦94.350¦94.350¦ 13.49 ¦ 10.59¦ 21159 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦31.05.02¦94.500¦94.500¦94.500¦ 13.36 ¦ 0.10¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦20.11.02 ¦27.05.02¦93.650¦93.685¦93.685¦ 13.91 ¦ 238.19¦ 21160 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦28.05.02¦93.720¦93.731¦93.720¦ 13.88 ¦ 76.30¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦29.05.02¦93.761¦93.762¦93.762¦ 13.88 ¦ 16.06¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦30.05.02¦93.795¦93.798¦93.798¦ 13.87 ¦ 19.78¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦31.05.02¦93.850¦93.950¦93.860¦ 13.79 ¦ 71.37¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 4883.675 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)¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦05.06.02 ¦27.05.02¦ 3.30 ¦100.000¦100.050¦100.000¦ 16.88¦ 51.96¦ 27003¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.05.02¦ 3.40 ¦ 99.990¦100.000¦ 99.998¦ 14.23¦ 15.85¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.05.02¦ 3.40 ¦100.000¦100.045¦100.000¦ 13.81¦ 2.30¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.05.02¦ 3.50 ¦ 99.980¦100.000¦ 99.980¦ 13.06¦ 3.58¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.05.02¦ 3.50 ¦100.000¦100.045¦100.045¦ 14.32¦ 45.30¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦18.09.02 ¦27.05.02¦ 2.80 ¦100.102¦100.520¦100.102¦ 14.11¦ 13.04¦ 27004¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.05.02¦ 2.80 ¦100.100¦100.400¦100.240¦ 15.00¦ 18.81¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.05.02¦ 2.80 ¦100.220¦100.450¦100.400¦ 14.39¦ 0.52¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.05.02¦ 2.90 ¦100.300¦100.410¦100.350¦ 14.40¦ 12.68¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.05.02¦ 2.90 ¦100.500¦100.800¦100.597¦ 13.84¦ 63.28¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦09.10.02 ¦27.05.02¦ 1.90 ¦ 99.400¦ 99.470¦ 99.450¦ 13.88¦ 29.38¦ 27005¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.05.02¦ 2.00 ¦ 99.300¦ 99.450¦ 99.450¦ 13.79¦ 28.86¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.05.02¦ 2.00 ¦ 99.500¦ 99.596¦ 99.500¦ 13.47¦ 8.04¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.05.02¦ 2.00 ¦ 99.400¦ 99.580¦ 99.480¦ 13.70¦ 20.86¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.05.02¦ 2.10 ¦ 99.410¦ 99.693¦ 99.410¦ 13.36¦ 3.03¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦22.01.03 ¦27.05.02¦ 1.30 ¦ 98.450¦ 98.560¦ 98.450¦ 14.36¦ 20.27¦ 27006¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.05.02¦ 1.40 ¦ 98.300¦ 98.550¦ 98.550¦ 14.29¦ 13.27¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.05.02¦ 1.40 ¦ 98.350¦ 98.645¦ 98.600¦ 14.51¦ 8.49¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.05.02¦ 1.50 ¦ 98.400¦ 98.600¦ 98.600¦ 14.14¦ 13.38¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.05.02¦ 1.50 ¦ 98.599¦ 98.680¦ 98.680¦ 14.10¦ 9.18¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦05.02.03 ¦27.05.02¦ 0.80 ¦ 98.390¦ 98.500¦ 98.410¦ 14.53¦ 14.41¦ 27007¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.05.02¦ 0.80 ¦ 98.100¦ 98.520¦ 98.500¦ 14.46¦ 6.99¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.05.02¦ 0.90 ¦ 98.481¦ 98.501¦ 98.501¦ 14.35¦ 5.56¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.05.02¦ 0.90 ¦ 98.490¦ 98.600¦ 98.570¦ 14.32¦ 4.70¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.05.02¦ 0.90 ¦ 98.700¦ 98.725¦ 98.725¦ 14.09¦ 0.30¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦21.05.03 ¦27.05.02¦ 0.20 ¦ 97.470¦ 97.500¦ 97.500¦ 14.76¦ 0.81¦ 27008¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.05.02¦ 0.20 ¦ 97.300¦ 97.600¦ 97.600¦ 14.73¦ 7.27¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.05.02¦ 0.30 ¦ 97.400¦ 97.600¦ 97.600¦ 14.63¦ 8.25¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.05.02¦ 0.30 ¦ 97.600¦ 97.800¦ 97.795¦ 14.51¦ 19.31¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.05.02¦ 0.40 ¦ 97.980¦ 97.980¦ 97.980¦ 14.09¦ 3.07¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.06.03 ¦27.05.02¦ 3.30 ¦ 97.100¦ 97.400¦ 97.400¦ 14.97¦ 5.32¦ 27009¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.05.02¦ 3.40 ¦ 97.300¦ 97.500¦ 97.500¦ 14.79¦ 1.08¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.05.02¦ 3.40 ¦ 97.400¦ 97.650¦ 97.650¦ 14.69¦ 10.04¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.05.02¦ 3.50 ¦ 96.796¦ 97.679¦ 97.679¦ 14.65¦ 10.35¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.05.02¦ 3.50 ¦ 97.600¦ 97.710¦ 97.710¦ 14.63¦ 1.30¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.08.03 ¦30.05.02¦ 0.33 ¦ 99.000¦ 99.200¦ 99.200¦ 14.70¦ 3.06¦ 27016¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦17.09.03 ¦27.05.02¦ 2.80 ¦ 96.115¦ 96.349¦ 96.161¦ 15.14¦ 8.44¦ 27010¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.05.02¦ 2.80 ¦ 96.300¦ 96.395¦ 96.360¦ 15.13¦ 29.28¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.05.02¦ 2.80 ¦ 96.300¦ 96.380¦ 96.380¦ 15.17¦ 15.68¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.05.02¦ 2.90 ¦ 96.385¦ 96.583¦ 96.583¦ 14.98¦ 38.08¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.05.02¦ 2.90 ¦ 96.650¦ 96.750¦ 96.650¦ 14.81¦ 6.17¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.10.03 ¦27.05.02¦ 1.90 ¦ 95.050¦ 95.250¦ 95.250¦ 15.32¦ 0.57¦ 27011¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.05.02¦ 2.00 ¦ 93.587¦ 95.021¦ 95.021¦ 16.02¦ 0.23¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.05.02¦ 2.00 ¦ 94.300¦ 95.697¦ 95.000¦ 15.39¦ 1.14¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.05.02¦ 2.00 ¦ 95.200¦ 95.500¦ 95.495¦ 15.05¦ 0.55¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.05.02¦ 2.10 ¦ 95.550¦ 95.693¦ 95.693¦ 14.71¦ 0.29¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦19.11.03 ¦27.05.02¦ 0.10 ¦ 93.990¦ 93.990¦ 93.990¦ 15.25¦ 0.01¦ 27012¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.05.02¦ 0.20 ¦ 93.500¦ 93.800¦ 93.700¦ 15.52¦ 10.02¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.05.02¦ 0.20 ¦ 93.600¦ 93.950¦ 93.940¦ 15.34¦ 5.30¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.05.02¦ 0.20 ¦ 93.989¦ 94.000¦ 94.000¦ 15.26¦ 40.67¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.05.02¦ 0.20 ¦ 93.990¦ 94.500¦ 94.500¦ 15.18¦ 16.65¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦21.01.04 ¦27.05.02¦ 1.30 ¦ 93.700¦ 93.825¦ 93.825¦ 15.71¦ 4.10¦ 28001¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.05.02¦ 1.40 ¦ 93.600¦ 93.800¦ 93.800¦ 15.82¦ 0.50¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.05.02¦ 1.40 ¦ 93.800¦ 94.010¦ 94.010¦ 15.56¦ 13.39¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.05.02¦ 1.50 ¦ 93.500¦ 94.100¦ 94.100¦ 15.45¦ 15.42¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.05.02¦ 1.50 ¦ 93.400¦ 94.600¦ 94.590¦ 15.13¦ 35.31¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.02.04 ¦27.05.02¦ 0.73 ¦ 96.380¦ 96.420¦ 96.420¦ 15.87¦ 52.17¦ 27015¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.05.02¦ 0.77 ¦ 96.420¦ 97.470¦ 96.470¦ 15.84¦ 157.73¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.05.02¦ 0.81 ¦ 96.471¦ 96.505¦ 96.505¦ 15.81¦ 165.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.05.02¦ 0.84 ¦ 96.510¦ 96.530¦ 96.530¦ 15.79¦ 196.61¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.05.02¦ 0.88 ¦ 96.540¦ 96.572¦ 96.572¦ 15.76¦ 180.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.06.04 ¦27.05.02¦ 3.15 ¦ 95.360¦ 95.400¦ 95.400¦ 16.17¦ 130.39¦ 27013¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.05.02¦ 3.18 ¦ 95.390¦ 95.411¦ 95.411¦ 16.16¦ 110.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.05.02¦ 3.22 ¦ 95.420¦ 95.455¦ 95.455¦ 16.14¦ 143.26¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.05.02¦ 3.26 ¦ 95.460¦ 95.502¦ 95.502¦ 16.11¦ 159.73¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.05.02¦ 3.30 ¦ 95.500¦ 95.530¦ 95.530¦ 16.09¦ 46.25¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.08.04 ¦27.05.02¦ 0.78 ¦ 94.855¦ 94.902¦ 94.902¦ 16.26¦ 186.21¦ 27017¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.05.02¦ 0.82 ¦ 94.891¦ 94.918¦ 94.918¦ 16.24¦ 155.14¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.05.02¦ 0.86 ¦ 94.917¦ 94.955¦ 94.955¦ 16.22¦ 126.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.05.02¦ 0.90 ¦ 94.960¦ 94.980¦ 94.980¦ 16.20¦ 159.17¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.05.02¦ 0.95 ¦ 94.985¦ 95.005¦ 95.005¦ 16.18¦ 120.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.12.04 ¦27.05.02¦ 2.61 ¦ 93.855¦ 93.902¦ 93.902¦ 16.36¦ 165.31¦ 27014¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.05.02¦ 2.65 ¦ 93.890¦ 93.907¦ 93.907¦ 16.35¦ 120.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.05.02¦ 2.69 ¦ 93.920¦ 94.495¦ 94.495¦ 16.33¦ 114.30¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.05.02¦ 2.72 ¦ 93.960¦ 93.981¦ 93.981¦ 16.31¦ 188.82¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.05.02¦ 2.76 ¦ 93.995¦ 94.020¦ 94.016¦ 16.29¦ 97.73¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.05 ¦27.05.02¦ 2.00 ¦ 85.590¦ 85.600¦ 85.590¦ 16.80¦ 6.89¦ 26003¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.05.02¦ 2.03 ¦ 85.597¦ 85.597¦ 85.597¦ 16.80¦ 0.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.05.02¦ 2.06 ¦ 85.300¦ 85.690¦ 85.300¦ 16.78¦ 5.69¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.05.02¦ 2.08 ¦ 85.590¦ 85.890¦ 85.890¦ 16.71¦ 20.58¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.05.02¦ 2.11 ¦ 86.000¦ 86.090¦ 86.000¦ 16.57¦ 7.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.09.05 ¦27.05.02¦ 2.80 ¦ 92.600¦ 92.695¦ 92.695¦ 16.91¦ 29.98¦ 27018¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.05.02¦ 2.84 ¦ 92.695¦ 93.070¦ 93.070¦ 16.83¦ 87.38¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.05.02¦ 2.88 ¦ 92.900¦ 93.050¦ 93.050¦ 16.78¦ 22.76¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.05.02¦ 2.92 ¦ 93.250¦ 93.335¦ 93.323¦ 16.62¦ 93.14¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.05.02¦ 2.96 ¦ 93.250¦ 93.500¦ 93.450¦ 16.53¦ 9.38¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.11.06 ¦27.05.02¦ 0.21 ¦ 89.930¦ 89.942¦ 89.942¦ 17.26¦ 47.42¦ 45001¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.05.02¦ 0.25 ¦ 89.944¦ 89.966¦ 89.966¦ 17.25¦ 210.30¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.05.02¦ 0.29 ¦ 89.970¦ 89.987¦ 89.987¦ 17.24¦ 140.40¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.05.02¦ 0.33 ¦ 89.990¦ 89.997¦ 89.994¦ 17.23¦ 549.72¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.05.02¦ 0.37 ¦ 89.850¦ 90.018¦ 89.850¦ 17.22¦ 153.52¦ ¦
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 ¦ 180 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2002 ¦ 180 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 25.11.2002 ¦ 178 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2003 ¦ 288 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2003 ¦ 288 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2003 ¦ 288 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2002 ¦ 180 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 25.11.2002 ¦ 178 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 26.11.2002 ¦ 179 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 28.11.2002 ¦ 181 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 29.11.2002 ¦ 182 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27003 ¦ 05.06.2002 ¦ 5 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27004 ¦ 19.06.2002 ¦ 19 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27005 ¦ 10.07.2002 ¦ 40 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 24.07.2002 ¦ 54 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 07.08.2002 ¦ 68 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 21.08.2002 ¦ 82 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 05.06.2002 ¦ 5 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 19.06.2002 ¦ 19 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 10.07.2002 ¦ 40 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 20.11.2002 ¦ 173 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 05.06.2002 ¦ 5 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 19.06.2002 ¦ 19 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 07.08.2002 ¦ 68 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 21.08.2002 ¦ 82 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 07.08.2002 ¦ 68 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 19.06.2002 ¦ 19 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 24.07.2002 ¦ 54 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 21.08.2002 ¦ 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 ¦ ¦ ¦ ¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21156 ¦28.11.01¦17.07.02¦ 47¦ 2 ¦ 9 ¦ ¦ 8271.045¦ 1728.955¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21157 ¦30.01.02¦07.08.02¦ 68¦ 1 ¦ 8 ¦ ¦ 3575.874¦ 424.126¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21158 ¦20.02.02¦21.08.02¦ 82¦ 1 ¦ 3 ¦ ¦ 4678.942¦ 1321.058¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21159 ¦13.03.02¦06.11.02¦ 159¦ 1 ¦ 16 ¦ ¦ 4730.908¦ 1269.092¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21160 ¦22.05.02¦20.11.02¦ 173¦ 1 ¦ 7 ¦ ¦ 3065.526¦ 1934.474¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 180¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 545¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 1270¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 288¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 654¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1019¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 911¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1634¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1999¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2365¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2730¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 5¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 110¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 131¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 236¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 250¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 355¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 369¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 474¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 495¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 537¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 733¦ 1 ¦ 49 ¦ ¦ 5000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 929¦ 2 ¦ 58 ¦ ¦ 7008.218¦ 2991.782¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 614¦ 2 ¦ 52 ¦ ¦ 9880.969¦ 119.031¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 446¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 796¦ 1 ¦ 29 ¦ ¦ 4760.891¦ 2239.109¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 1202¦ 1 ¦ 36 ¦ ¦ 9000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 600¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1629¦ 1 ¦ 8 ¦ ¦ 4229.204¦ 5770.796¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ Итого: ¦ ¦176473.543¦37081.532¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦27.05.02¦28.05.02¦29.05.02¦30.05.02¦31.05.02¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 13.51 ¦ 13.58 ¦ 13.68 ¦ 13.36 ¦ 13.28 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 13.32 ¦ 13.30 ¦ 13.30 ¦ 13.26 ¦ 13.17 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 17.26 ¦ 17.25 ¦ 17.24 ¦ 17.23 ¦ 17.22 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 15.63 ¦ 15.69 ¦ 15.58 ¦ 15.49 ¦ 15.35 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 13.91 ¦ 13.46 ¦ 13.79 ¦ 13.76 ¦ 13.75 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 16.80 ¦ 16.76 ¦ 16.78 ¦ 16.71 ¦ 16.57 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 17.26 ¦ 17.25 ¦ 17.24 ¦ 17.23 ¦ 17.22 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 16.22 ¦ 16.20 ¦ 16.09 ¦ 16.08 ¦ 15.93 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.97 ¦ 1.90 ¦ 0.08 ¦ 0.23 ¦ 0.34 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.32 ¦ 0.00 ¦ 0.26 ¦ 0.95 ¦ 0.33 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 1.37 ¦ 5.74 ¦ 3.69 ¦ 13.45 ¦ 3.63 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.49 ¦ 0.52 ¦ 0.44 ¦ 0.66 ¦ 0.43 ¦
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---------¬
¦ ¦ 27.05.02¦ 28.05.02¦ 29.05.02¦ 30.05.02¦ 31.05.02¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦173327.33¦174139.28¦174833.44¦175834.13¦176473.54¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+ ¦
¦ ГКО ¦ 24148.85¦ 24223.85¦ 24239.91¦ 24259.70¦ 24322.30¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2061.17¦ 2061.17¦ 2061.17¦ 2061.17¦ 2061.17¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 3454.29¦ 3664.59¦ 3799.99¦ 4085.87¦ 4229.20¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦143663.02¦144189.67¦144732.37¦145427.39¦145860.88¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦169908.42¦170664.58¦171554.18¦172732.26¦173619.18¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 23300.52¦ 23374.66¦ 23396.05¦ 23437.26¦ 23521.48¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1891.49¦ 1891.98¦ 1893.09¦ 1895.22¦ 1898.70¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 3113.87¦ 3305.72¦ 3430.29¦ 3690.52¦ 3822.65¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦141602.53¦142092.22¦142834.76¦143709.25¦144376.34¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 371.50¦ 371.76¦ 372.02¦ 372.91¦ 372.93¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 97.04¦ 96.31¦ 95.36¦ 94.38¦ 93.59¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 587.15¦ 586.46¦ 585.86¦ 585.48¦ 585.39¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 759.28¦ 758.31¦ 757.29¦ 755.90¦ 754.69¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 405.26¦ 405.23¦ 405.25¦ 405.70¦ 405.53¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

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