БЮЛЛЕТЕНЬ ЦБ РФ от 18.05.2002 n 18 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 18 мая 2002 г. N 18
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 296.919 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 ¦13.05.02¦ 97.41¦ 97.41¦ 97.41¦ 14.93¦ 1.86¦ 21156 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦14.05.02¦ 97.69¦ 97.69¦ 97.69¦ 13.49¦ 0.95¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦15.05.02¦ 97.63¦ 97.65¦ 97.63¦ 13.99¦ 28.85¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦16.05.02¦ 97.70¦ 99.00¦ 98.00¦ 12.89¦ 0.37¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦17.05.02¦ 97.90¦100.04¦ 97.90¦ 11.98¦ 18.48¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦07.08.02 ¦17.05.02¦ 96.70¦ 96.80¦ 96.70¦ 15.04¦ 0.21¦ 21157 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦18.05.02¦ 97.20¦ 97.20¦ 97.20¦ 12.98¦ 0.00¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦21.08.02 ¦13.05.02¦ 96.25¦ 96.25¦ 96.25¦ 14.22¦ 0.71¦ 21158 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦14.05.02¦ 96.28¦ 96.30¦ 96.30¦ 14.17¦ 17.02¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦15.05.02¦ 96.35¦ 96.36¦ 96.35¦ 14.09¦ 19.21¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦16.05.02¦ 96.42¦ 96.42¦ 96.42¦ 13.97¦ 3.50¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦17.05.02¦ 96.43¦ 96.45¦ 96.43¦ 14.08¦ 24.80¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦06.11.02 ¦14.05.02¦ 93.44¦ 93.47¦ 93.45¦ 14.53¦ 19.33¦ 21159 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦15.05.02¦ 93.52¦ 93.57¦ 93.55¦ 14.39¦ 30.79¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦16.05.02¦ 93.62¦ 93.62¦ 93.62¦ 14.30¦ 59.65¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦17.05.02¦ 93.66¦ 93.67¦ 93.67¦ 14.26¦ 63.00¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦18.05.02¦ 93.72¦ 93.72¦ 93.72¦ 14.22¦ 8.20¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 2798.076 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)¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.05.02 ¦13.05.02¦ 3.30 ¦100.07¦100.07¦100.07¦ 13.98¦ 23.40¦ 27002¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.05.02¦ 3.40 ¦100.00¦100.05¦100.01¦ 13.88¦ 55.30¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.05.02¦ 3.40 ¦100.00¦100.02¦100.02¦ 15.37¦ 36.42¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.05.02¦ 3.50 ¦ 99.93¦100.02¦100.02¦ 11.80¦ 16.04¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.05.02¦ 3.50 ¦100.03¦100.06¦100.04¦ 12.41¦ 3.03¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.05.02¦ 3.50 ¦100.01¦100.04¦100.01¦ 17.49¦ 3.71¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.06.02 ¦13.05.02¦ 2.80 ¦100.08¦100.10¦100.10¦ 13.20¦ 26.92¦ 27003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.05.02¦ 2.80 ¦100.06¦100.07¦100.07¦ 14.32¦ 16.22¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.05.02¦ 2.80 ¦100.04¦100.15¦100.15¦ 14.37¦ 17.10¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.05.02¦ 2.90 ¦100.01¦100.15¦100.15¦ 13.80¦ 57.03¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.05.02¦ 2.90 ¦100.13¦100.13¦100.13¦ 13.26¦ 5.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.05.02¦ 3.00 ¦100.08¦100.10¦100.10¦ 12.62¦ 11.00¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦18.09.02 ¦13.05.02¦ 2.20 ¦100.00¦100.45¦100.45¦ 14.17¦ 28.00¦ 27004¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.05.02¦ 2.20 ¦100.30¦100.39¦100.38¦ 14.52¦ 59.10¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.05.02¦ 2.30 ¦100.33¦101.35¦100.35¦ 13.08¦ 7.71¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.05.02¦ 2.30 ¦100.45¦100.50¦100.50¦ 14.05¦ 2.45¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.05.02¦ 2.40 ¦100.40¦100.55¦100.45¦ 13.87¦ 5.03¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.05.02¦ 2.40 ¦100.60¦100.60¦100.60¦ 13.59¦ 0.50¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦09.10.02 ¦13.05.02¦ 1.30 ¦ 99.10¦ 99.40¦ 99.40¦ 14.24¦ 11.27¦ 27005¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.05.02¦ 1.40 ¦ 99.20¦ 99.30¦ 99.26¦ 14.45¦ 10.08¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.05.02¦ 1.40 ¦ 99.15¦ 99.45¦ 99.20¦ 14.29¦ 16.58¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.05.02¦ 1.50 ¦ 99.05¦ 99.30¦ 99.05¦ 14.27¦ 3.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.05.02¦ 1.50 ¦ 99.20¦ 99.30¦ 99.30¦ 14.61¦ 0.88¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.05.02¦ 1.50 ¦ 99.37¦ 99.37¦ 99.37¦ 14.28¦ 0.30¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.01.03 ¦13.05.02¦ 0.80 ¦ 98.00¦ 98.50¦ 98.50¦ 14.40¦ 3.57¦ 27006¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.05.02¦ 0.80 ¦ 98.30¦ 98.35¦ 98.30¦ 14.74¦ 14.43¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.05.02¦ 0.90 ¦ 98.30¦ 98.90¦ 98.40¦ 14.41¦ 17.10¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.05.02¦ 0.90 ¦ 98.00¦ 98.35¦ 98.35¦ 14.87¦ 3.10¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.05.02¦ 0.90 ¦ 98.20¦ 98.28¦ 98.20¦ 14.89¦ 1.58¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.05.02¦ 1.00 ¦ 98.00¦ 98.35¦ 98.35¦ 14.69¦ 0.01¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.02.03 ¦13.05.02¦ 0.20 ¦ 98.00¦ 98.60¦ 98.30¦ 14.87¦ 2.08¦ 27007¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.05.02¦ 0.20 ¦ 98.06¦ 98.20¦ 98.20¦ 15.18¦ 13.75¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.05.02¦ 0.30 ¦ 98.20¦ 98.35¦ 98.21¦ 14.94¦ 9.18¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.05.02¦ 0.30 ¦ 98.00¦ 98.54¦ 98.00¦ 14.57¦ 4.47¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.05.02¦ 0.40 ¦ 98.10¦ 98.50¦ 98.10¦ 14.79¦ 3.80¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.05.02¦ 0.40 ¦ 98.10¦ 98.10¦ 98.10¦ 15.18¦ 0.01¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.05.03 ¦14.05.02¦ 3.40 ¦ 96.70¦ 97.10¦ 97.10¦ 15.30¦ 0.41¦ 27008¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.05.02¦ 3.40 ¦ 97.15¦ 97.30¦ 97.30¦ 15.13¦ 14.09¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.05.02¦ 3.50 ¦ 97.25¦ 97.40¦ 97.35¦ 14.92¦ 5.71¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.05.02¦ 3.50 ¦ 96.52¦ 97.36¦ 97.10¦ 15.18¦ 4.71¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.06.03 ¦13.05.02¦ 2.80 ¦ 96.70¦ 97.00¦ 96.70¦ 15.50¦ 8.07¦ 27009¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.05.02¦ 2.80 ¦ 96.70¦ 97.98¦ 97.10¦ 14.53¦ 2.96¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.05.02¦ 2.80 ¦ 97.20¦ 97.20¦ 97.20¦ 15.25¦ 1.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.05.02¦ 2.90 ¦ 97.20¦ 97.25¦ 97.25¦ 15.16¦ 0.42¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.05.02¦ 2.90 ¦ 96.17¦ 97.15¦ 96.96¦ 15.45¦ 3.30¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦17.09.03 ¦13.05.02¦ 2.20 ¦ 95.60¦ 96.17¦ 95.80¦ 15.72¦ 3.09¦ 27010¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.05.02¦ 2.20 ¦ 95.30¦ 96.10¦ 96.00¦ 15.50¦ 7.79¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.05.02¦ 2.30 ¦ 96.11¦ 96.15¦ 96.11¦ 15.34¦ 2.31¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.05.02¦ 2.30 ¦ 95.80¦ 98.46¦ 95.80¦ 15.35¦ 12.45¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.05.02¦ 2.40 ¦ 96.00¦ 96.20¦ 96.00¦ 15.31¦ 6.16¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.05.02¦ 2.40 ¦ 96.05¦ 96.05¦ 96.05¦ 15.45¦ 0.01¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦08.10.03 ¦13.05.02¦ 1.30 ¦ 94.80¦ 95.00¦ 95.00¦ 15.48¦ 14.32¦ 27011¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.05.02¦ 1.40 ¦ 94.21¦ 95.40¦ 94.85¦ 15.36¦ 22.81¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.05.02¦ 1.40 ¦ 94.95¦ 95.35¦ 95.20¦ 15.16¦ 19.34¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.05.02¦ 1.50 ¦ 95.10¦ 95.10¦ 95.10¦ 15.30¦ 0.05¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.05.02¦ 1.50 ¦ 95.10¦ 95.13¦ 95.10¦ 15.32¦ 37.14¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.05.02¦ 1.50 ¦ 94.99¦ 95.10¦ 95.10¦ 15.40¦ 5.54¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦19.11.03 ¦13.05.02¦ 4.80 ¦ 93.10¦ 93.10¦ 93.10¦ 15.82¦ 1.66¦ 27012¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.05.02¦ 4.80 ¦ 93.10¦ 93.50¦ 93.50¦ 15.85¦ 10.68¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.05.02¦ 4.80 ¦ 93.50¦ 93.84¦ 93.50¦ 15.52¦ 0.35¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.05.02¦ 4.80 ¦ 93.20¦ 93.50¦ 93.20¦ 15.67¦ 7.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.05.02¦ 4.90 ¦ 93.00¦ 93.70¦ 93.50¦ 15.88¦ 5.61¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.05.02¦ 4.90 ¦ 93.20¦ 94.00¦ 93.70¦ 15.63¦ 0.30¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.01.04 ¦13.05.02¦ 0.80 ¦ 93.00¦ 93.56¦ 93.20¦ 16.19¦ 3.33¦ 28001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.05.02¦ 0.80 ¦ 93.20¦ 93.60¦ 93.55¦ 16.00¦ 21.92¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.05.02¦ 0.90 ¦ 93.80¦ 94.05¦ 94.05¦ 15.54¦ 39.82¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.05.02¦ 0.90 ¦ 93.50¦ 94.01¦ 93.50¦ 15.53¦ 8.13¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.05.02¦ 0.90 ¦ 93.50¦ 93.68¦ 93.50¦ 15.82¦ 5.27¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.05.02¦ 1.00 ¦ 93.50¦ 94.00¦ 93.50¦ 15.51¦ 0.52¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.02.04 ¦13.05.02¦ 0.19 ¦ 95.83¦ 95.87¦ 95.87¦ 16.29¦ 9.02¦ 27015¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.05.02¦ 0.23 ¦ 95.88¦ 95.90¦ 95.90¦ 16.27¦ 96.63¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.05.02¦ 0.27 ¦ 95.90¦ 95.93¦ 95.92¦ 16.26¦ 95.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.05.02¦ 0.31 ¦ 95.93¦ 99.00¦ 95.94¦ 16.24¦ 70.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.05.02¦ 0.35 ¦ 95.93¦ 96.50¦ 95.95¦ 16.23¦ 29.14¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.05.02¦ 0.38 ¦ 95.94¦ 95.98¦ 95.98¦ 16.21¦ 37.61¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦02.06.04 ¦13.05.02¦ 2.61 ¦ 94.74¦ 94.74¦ 94.74¦ 16.59¦ 5.66¦ 27013¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.05.02¦ 2.65 ¦ 94.75¦ 94.76¦ 94.76¦ 16.58¦ 36.05¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.05.02¦ 2.69 ¦ 94.77¦ 94.78¦ 94.78¦ 16.57¦ 47.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.05.02¦ 2.72 ¦ 94.80¦ 99.00¦ 94.81¦ 16.54¦ 127.36¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.05.02¦ 2.76 ¦ 94.83¦ 94.84¦ 94.84¦ 16.53¦ 78.42¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.05.02¦ 2.80 ¦ 94.84¦ 94.86¦ 94.86¦ 16.52¦ 48.40¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.08.04 ¦13.05.02¦ 0.21 ¦ 94.35¦ 94.35¦ 94.35¦ 16.61¦ 20.00¦ 27017¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.05.02¦ 0.25 ¦ 94.38¦ 94.40¦ 94.40¦ 16.59¦ 53.80¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.05.02¦ 0.29 ¦ 94.40¦ 95.00¦ 94.41¦ 16.58¦ 17.86¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.05.02¦ 0.33 ¦ 94.41¦ 94.42¦ 94.42¦ 16.57¦ 25.12¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.05.02¦ 0.37 ¦ 94.42¦ 94.43¦ 94.43¦ 16.56¦ 35.59¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.05.02¦ 0.41 ¦ 94.44¦ 94.45¦ 94.45¦ 16.55¦ 142.53¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.12.04 ¦13.05.02¦ 2.07 ¦ 93.26¦ 93.26¦ 93.26¦ 16.70¦ 9.30¦ 27014¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.05.02¦ 2.11 ¦ 93.28¦ 93.82¦ 93.31¦ 16.67¦ 95.18¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.05.02¦ 2.15 ¦ 93.32¦ 93.33¦ 93.33¦ 16.66¦ 74.80¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.05.02¦ 2.19 ¦ 92.35¦ 95.75¦ 93.35¦ 16.72¦ 42.77¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.05.02¦ 2.22 ¦ 93.35¦ 93.35¦ 93.35¦ 16.65¦ 16.58¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.05.02¦ 2.26 ¦ 93.35¦ 93.39¦ 93.39¦ 16.64¦ 38.23¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.05 ¦13.05.02¦ 1.62 ¦ 84.50¦ 84.50¦ 84.50¦ 17.31¦ 0.05¦ 26003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.05.02¦ 1.64 ¦ 84.00¦ 84.80¦ 84.80¦ 17.29¦ 0.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.05.02¦ 1.67 ¦ 84.50¦ 84.50¦ 84.50¦ 17.32¦ 0.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.05.02¦ 1.70 ¦ 84.10¦ 84.50¦ 84.10¦ 17.53¦ 0.29¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.05.02¦ 1.73 ¦ 84.11¦ 84.11¦ 84.11¦ 17.54¦ 0.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.05.02¦ 1.75 ¦ 84.00¦ 84.00¦ 84.00¦ 17.60¦ 0.00¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦14.09.05 ¦13.05.02¦ 2.22 ¦ 91.76¦ 91.77¦ 91.77¦ 17.33¦ 35.37¦ 27018¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.05.02¦ 2.26 ¦ 91.79¦ 91.81¦ 91.81¦ 17.32¦ 216.98¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.05.02¦ 2.30 ¦ 91.81¦ 92.00¦ 92.00¦ 17.30¦ 200.73¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.05.02¦ 2.34 ¦ 91.93¦ 91.95¦ 91.95¦ 17.25¦ 161.92¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.05.02¦ 2.38 ¦ 91.99¦ 92.00¦ 92.00¦ 17.22¦ 122.25¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.05.02¦ 2.43 ¦ 92.00¦ 92.04¦ 92.04¦ 17.20¦ 43.09¦ ¦
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 ¦ 193¦ 5.00¦ 50.00¦
+--------+------------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2002 ¦ 193¦ 5.00¦ 50.00¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 25.11.2002 ¦ 191¦ 2.00¦ 19.95¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2003 ¦ 301¦ 10.00¦ 100.00¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2003 ¦ 301¦ 10.00¦ 100.00¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2003 ¦ 301¦ 10.00¦ 100.00¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2002 ¦ 193¦ 5.00¦ 50.00¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 25.11.2002 ¦ 191¦ 2.00¦ 19.95¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 26.11.2002 ¦ 192¦ 2.00¦ 19.95¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 28.11.2002 ¦ 194¦ 2.00¦ 19.95¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 29.11.2002 ¦ 195¦ 2.00¦ 19.95¦
+--------+------------------------+-------+--------+-------------+
¦ 27002 ¦ 22.05.2002 ¦ 4¦ 15.00¦ 0.37¦
+--------+------------------------+-------+--------+-------------+
¦ 27003 ¦ 05.06.2002 ¦ 18¦ 15.00¦ 0.37¦
+--------+------------------------+-------+--------+-------------+
¦ 27004 ¦ 19.06.2002 ¦ 32¦ 15.00¦ 0.37¦
+--------+------------------------+-------+--------+-------------+
¦ 27005 ¦ 10.07.2002 ¦ 53¦ 15.00¦ 0.37¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 24.07.2002 ¦ 67¦ 15.00¦ 0.37¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 07.08.2002 ¦ 81¦ 15.00¦ 0.37¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 22.05.2002 ¦ 4¦ 15.00¦ 0.37¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 05.06.2002 ¦ 18¦ 15.00¦ 0.37¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 19.06.2002 ¦ 32¦ 15.00¦ 0.37¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 10.07.2002 ¦ 53¦ 15.00¦ 0.37¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 22.05.2002 ¦ 4¦ 10.00¦ 0.50¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 05.06.2002 ¦ 18¦ 14.00¦ 34.90¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 19.06.2002 ¦ 32¦ 14.00¦ 34.90¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 07.08.2002 ¦ 81¦ 14.00¦ 34.90¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 22.05.2002 ¦ 4¦ 15.00¦ 37.40¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 07.08.2002 ¦ 81¦ 15.00¦ 37.40¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 19.06.2002 ¦ 32¦ 15.00¦ 37.40¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 24.07.2002 ¦ 67¦ 15.00¦ 0.37¦
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¦ 60¦ 2 ¦ 9 ¦ ¦ 8271.045¦ 1728.955¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21157 ¦30.01.02¦07.08.02¦ 81¦ 1 ¦ 8 ¦ ¦ 3575.874¦ 424.126¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21158 ¦20.02.02¦21.08.02¦ 95¦ 1 ¦ 3 ¦ ¦ 4678.942¦ 1321.058¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21159 ¦13.03.02¦06.11.02¦ 172¦ 1 ¦ 14 ¦ ¦ 4698.694¦ 1301.306¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 193¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 558¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 1283¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 301¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 667¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1032¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 924¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1647¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 2012¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2378¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2743¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 4¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 18¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 123¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 144¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 249¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 263¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 368¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 382¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 487¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 508¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 550¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 746¦ 1 ¦ 39 ¦ ¦ 3782.280¦ 1217.720¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 942¦ 2 ¦ 49 ¦ ¦ 5772.860¦ 4227.140¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 627¦ 2 ¦ 42 ¦ ¦ 7404.900¦ 2595.100¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 459¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 809¦ 1 ¦ 19 ¦ ¦ 3342.117¦ 3657.883¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 1215¦ 1 ¦ 31 ¦ ¦ 8668.806¦ 331.194¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 613¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦172009.803¦36534.022¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------T--------¬
¦ ¦13.05.02¦14.05.02¦15.05.02¦16.05.02¦17.05.02¦18.05.02¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 14.51 ¦ 14.10 ¦ 14.18 ¦ 13.77 ¦ 13.76 ¦ 12.83 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 13.57 ¦ 13.56 ¦ 13.57 ¦ 13.69 ¦ 13.70 ¦ 13.75 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 15.92 ¦ 15.86 ¦ 15.75 ¦ 15.78 ¦ 15.86 ¦ 15.86 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 14.67 ¦ 14.40 ¦ 14.24 ¦ 14.29 ¦ 14.05 ¦ 14.22 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 17.31 ¦ 17.29 ¦ 17.32 ¦ 17.53 ¦ 17.54 ¦ 17.60 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 16.55 ¦ 16.79 ¦ 16.76 ¦ 16.78 ¦ 16.72 ¦ 16.64 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.01 ¦ 0.17 ¦ 0.37 ¦ 0.29 ¦ 0.49 ¦ 0.04 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.01 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.14 ¦ 0.49 ¦ 0.41 ¦ 0.36 ¦ 0.24 ¦ 0.22 ¦
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---------T---------¬
¦ ¦ 13.05.02¦ 14.05.02¦ 15.05.02¦ 16.05.02¦ 17.05.02¦ 18.05.02¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦170136.89¦170613.26¦171018.32¦171378.61¦171696.19¦172009.80¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 21110.16¦ 21110.16¦ 21110.16¦ 21155.86¦ 21216.36¦ 21224.56¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2061.17¦ 2061.17¦ 2061.17¦ 2061.17¦ 2061.17¦ 2061.17¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦146965.56¦147441.93¦147846.99¦148161.58¦148418.67¦148724.08¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦167384.87¦167984.43¦168591.96¦168989.85¦169268.72¦169698.25¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 20291.60¦ 20323.93¦ 20326.94¦ 20393.79¦ 20473.10¦ 20500.00¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1871.16¦ 1872.03¦ 1872.14¦ 1868.17¦ 1868.74¦ 1867.96¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦145222.11¦145788.47¦146392.88¦146727.88¦146926.89¦147330.30¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 344.76¦ 345.11¦ 345.26¦ 345.03¦ 344.59¦ 344.30¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 99.95¦ 98.94¦ 97.96¦ 97.10¦ 96.30¦ 95.32¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 594.63¦ 594.00¦ 593.21¦ 591.57¦ 590.88¦ 589.91¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 375.74¦ 376.24¦ 376.43¦ 376.35¦ 376.06¦ 375.82¦
L----------------------+---------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

<ИНФОРМАЦИЯ> ЦБ РФ СПИСОК ДИЛЕРОВ НА РЫНКЕ ГКО - ОФЗ ПО СОСТОЯНИЮ НА 18 МАЯ 2002 ГОДА  »
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