БЮЛЛЕТЕНЬ ЦБ РФ от 08.05.2002 n 17 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 8 мая 2002 г. N 17
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 323.448 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 ¦29.04.02¦97.000¦97.000¦97.000¦ 14.29 ¦ 23.20¦ 21156 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦30.04.02¦97.040¦97.045¦97.045¦ 14.27 ¦ 12.54¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦06.05.02¦97.100¦97.200¦97.200¦ 14.93 ¦ 8.32¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦07.05.02¦97.370¦97.370¦97.370¦ 13.89 ¦ 0.50¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦08.05.02¦97.400¦97.455¦97.455¦ 13.87 ¦ 14.56¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦07.08.02 ¦29.04.02¦96.200¦96.281¦96.281¦ 14.33 ¦ 1.56¦ 21157 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦30.04.02¦96.292¦96.292¦96.292¦ 14.20 ¦ 1.38¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦06.05.02¦96.200¦96.200¦96.200¦ 15.50 ¦ 0.01¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦07.05.02¦96.592¦96.592¦96.592¦ 14.00 ¦ 1.00¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦21.08.02 ¦29.04.02¦95.700¦95.700¦95.700¦ 14.39 ¦ 2.61¦ 21158 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦30.04.02¦95.700¦95.700¦95.700¦ 14.51 ¦ 0.01¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦07.05.02¦96.093¦96.250¦96.093¦ 13.99 ¦ 2.56¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦08.05.02¦96.262¦96.590¦96.300¦ 12.81 ¦ 4.21¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦06.11.02 ¦29.04.02¦92.850¦93.000¦92.850¦ 14.57 ¦ 14.71¦ 21159 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦07.05.02¦93.235¦93.235¦93.235¦ 14.47 ¦ 155.00¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦08.05.02¦93.275¦93.310¦93.310¦ 14.39 ¦ 81.30¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 2051.465 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 ¦29.04.02¦ 2.80 ¦100.040¦100.060¦100.040¦ 13.92¦ 24.41¦ 27002¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.04.02¦ 2.80 ¦100.000¦100.080¦100.000¦ 15.08¦ 27.55¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.05.02¦ 3.00 ¦100.000¦100.040¦100.010¦ 16.30¦ 23.66¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.05.02¦ 3.10 ¦100.005¦100.016¦100.016¦ 14.89¦ 23.08¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.05.02¦ 3.10 ¦100.098¦100.136¦100.130¦ 12.77¦ 85.58¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦05.06.02 ¦29.04.02¦ 2.20 ¦100.120¦100.130¦100.130¦ 14.10¦ 8.50¦ 27003¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.04.02¦ 2.20 ¦100.030¦100.123¦100.031¦ 14.86¦ 26.70¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.05.02¦ 2.50 ¦100.000¦100.100¦100.000¦ 15.12¦ 0.05¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.05.02¦ 2.50 ¦100.007¦100.050¦100.040¦ 15.14¦ 15.08¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.05.02¦ 2.60 ¦100.045¦100.105¦100.105¦ 13.54¦ 14.97¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦18.09.02 ¦29.04.02¦ 1.60 ¦100.250¦100.399¦100.330¦ 14.75¦ 5.46¦ 27004¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.04.02¦ 1.70 ¦100.400¦100.500¦100.500¦ 14.33¦ 1.04¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.05.02¦ 1.90 ¦100.350¦100.350¦100.350¦ 14.58¦ 5.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.05.02¦ 2.00 ¦100.250¦100.340¦100.250¦ 14.70¦ 1.25¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.05.02¦ 2.00 ¦100.450¦100.500¦100.500¦ 14.07¦ 45.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦09.10.02 ¦29.04.02¦ 0.80 ¦ 99.160¦ 99.300¦ 99.300¦ 14.80¦ 8.88¦ 27005¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.04.02¦ 0.80 ¦ 99.291¦ 99.291¦ 99.291¦ 14.59¦ 1.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.05.02¦ 1.10 ¦ 99.280¦ 99.400¦ 99.400¦ 14.09¦ 10.03¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.05.02¦ 1.10 ¦ 99.400¦ 99.410¦ 99.410¦ 14.26¦ 2.57¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦22.01.03 ¦29.04.02¦ 0.20 ¦ 98.100¦ 98.250¦ 98.200¦ 14.98¦ 0.77¦ 27006¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.04.02¦ 0.20 ¦ 98.000¦ 98.200¦ 98.200¦ 15.36¦ 0.72¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.05.02¦ 0.50 ¦ 98.450¦ 99.030¦ 98.450¦ 13.91¦ 7.53¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.05.02¦ 0.50 ¦ 98.410¦ 98.450¦ 98.410¦ 14.66¦ 6.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.05.02¦ 0.60 ¦ 98.500¦ 98.500¦ 98.500¦ 14.42¦ 5.68¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦05.02.03 ¦29.04.02¦ 3.30 ¦ 97.950¦ 98.180¦ 98.180¦ 15.41¦ 7.11¦ 27007¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.04.02¦ 3.40 ¦ 97.750¦ 98.060¦ 97.750¦ 15.38¦ 10.70¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.05.02¦ 3.60 ¦ 98.150¦ 98.400¦ 98.200¦ 14.79¦ 13.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.05.02¦ 3.70 ¦ 98.380¦ 98.383¦ 98.380¦ 14.70¦ 2.64¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.05.02¦ 0.00 ¦ 98.450¦ 98.550¦ 98.550¦ 14.49¦ 5.02¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦21.05.03 ¦29.04.02¦ 2.80 ¦ 97.150¦ 97.150¦ 97.150¦ 15.22¦ 0.80¦ 27008¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.05.02¦ 3.00 ¦ 97.000¦ 97.150¦ 97.000¦ 15.34¦ 11.84¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.05.02¦ 3.10 ¦ 97.117¦ 97.150¦ 97.150¦ 15.23¦ 7.89¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.05.02¦ 3.10 ¦ 97.250¦ 97.381¦ 97.250¦ 15.01¦ 4.39¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.06.03 ¦29.04.02¦ 2.20 ¦ 96.510¦ 97.000¦ 97.000¦ 15.49¦ 0.53¦ 27009¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.05.02¦ 2.50 ¦ 96.900¦ 96.900¦ 96.900¦ 15.54¦ 10.02¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.05.02¦ 2.50 ¦ 96.800¦ 96.950¦ 96.900¦ 15.58¦ 7.47¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.05.02¦ 2.60 ¦ 96.960¦ 97.030¦ 97.001¦ 15.40¦ 8.32¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦17.09.03 ¦29.04.02¦ 1.60 ¦ 95.660¦ 95.810¦ 95.810¦ 15.87¦ 12.51¦ 27010¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.05.02¦ 1.90 ¦ 95.660¦ 95.660¦ 95.660¦ 15.86¦ 0.07¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.05.02¦ 2.00 ¦ 95.660¦ 95.660¦ 95.660¦ 15.80¦ 0.02¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.05.02¦ 2.00 ¦ 96.051¦ 96.200¦ 96.200¦ 15.35¦ 18.13¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.10.03 ¦29.04.02¦ 0.80 ¦ 94.300¦ 94.330¦ 94.330¦ 16.05¦ 0.07¦ 27011¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.04.02¦ 0.80 ¦ 94.320¦ 94.320¦ 94.320¦ 16.09¦ 0.10¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.05.02¦ 1.10 ¦ 94.000¦ 94.200¦ 94.200¦ 16.29¦ 0.09¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.05.02¦ 1.10 ¦ 94.600¦ 95.100¦ 94.950¦ 15.48¦ 11.53¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦19.11.03 ¦29.04.02¦ 4.40 ¦ 92.400¦ 92.600¦ 92.600¦ 16.20¦ 8.15¦ 27012¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.04.02¦ 4.40 ¦ 92.550¦ 92.550¦ 92.550¦ 16.19¦ 1.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.05.02¦ 4.60 ¦ 92.600¦ 92.900¦ 92.900¦ 15.93¦ 0.05¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.05.02¦ 4.60 ¦ 92.990¦ 92.990¦ 92.990¦ 15.88¦ 0.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.05.02¦ 4.60 ¦ 92.800¦ 93.200¦ 93.000¦ 16.01¦ 8.22¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦21.01.04 ¦29.04.02¦ 0.20 ¦ 93.100¦ 93.300¦ 93.110¦ 16.27¦ 1.02¦ 28001¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.04.02¦ 0.20 ¦ 93.000¦ 93.440¦ 93.070¦ 16.38¦ 3.10¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.05.02¦ 0.50 ¦ 93.010¦ 93.100¦ 93.100¦ 16.27¦ 0.06¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.05.02¦ 0.50 ¦ 93.000¦ 93.400¦ 93.092¦ 16.31¦ 3.67¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.05.02¦ 0.60 ¦ 93.181¦ 93.350¦ 93.300¦ 16.06¦ 8.80¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.02.04 ¦29.04.02¦ 3.15 ¦ 95.582¦ 95.610¦ 95.605¦ 16.46¦ 101.49¦ 27015¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.04.02¦ 3.18 ¦ 95.450¦ 95.620¦ 95.620¦ 16.46¦ 95.44¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.05.02¦ 3.41 ¦ 95.625¦ 95.625¦ 95.625¦ 16.46¦ 0.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.05.02¦ 3.45 ¦ 95.800¦ 95.800¦ 95.800¦ 16.33¦ 0.50¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.05.02¦ 0.00 ¦ 95.815¦ 95.847¦ 95.845¦ 16.30¦ 98.83¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.04 ¦29.04.02¦ 1.23 ¦ 91.599¦ 91.600¦ 91.600¦ 15.43¦ 7.74¦ 26002¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.06.04 ¦30.04.02¦ 2.11 ¦ 94.555¦ 94.555¦ 94.555¦ 16.69¦ 1.00¦ 27013¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.05.02¦ 2.34 ¦ 94.500¦ 94.650¦ 94.500¦ 16.72¦ 25.18¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.05.02¦ 2.38 ¦ 94.557¦ 94.565¦ 94.563¦ 16.69¦ 62.24¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.05.02¦ 2.42 ¦ 94.580¦ 94.700¦ 94.700¦ 16.64¦ 98.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.08.04 ¦29.04.02¦ 3.37 ¦ 94.185¦ 94.211¦ 94.211¦ 16.71¦ 88.00¦ 27017¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.04.02¦ 3.41 ¦ 94.207¦ 94.226¦ 94.226¦ 16.70¦ 70.92¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.05.02¦ 3.70 ¦ 94.290¦ 94.290¦ 94.290¦ 16.65¦ 3.39¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.05.02¦ 0.00 ¦ 94.310¦ 96.381¦ 94.335¦ 16.64¦ 98.24¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.12.04 ¦29.04.02¦ 1.53 ¦ 93.162¦ 93.182¦ 93.177¦ 16.73¦ 113.94¦ 27014¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.04.02¦ 1.57 ¦ 93.185¦ 93.185¦ 93.185¦ 16.73¦ 36.18¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.05.02¦ 1.80 ¦ 93.180¦ 93.195¦ 93.195¦ 16.73¦ 35.60¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.05.02¦ 1.84 ¦ 93.200¦ 93.205¦ 93.200¦ 16.72¦ 62.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.05.02¦ 1.88 ¦ 93.220¦ 93.251¦ 93.251¦ 16.70¦ 135.45¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.05 ¦30.04.02¦ 1.26 ¦ 84.030¦ 84.030¦ 84.030¦ 17.49¦ 0.00¦ 26003¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.05.02¦ 1.43 ¦ 84.070¦ 84.070¦ 84.070¦ 17.50¦ 0.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.05.02¦ 1.45 ¦ 84.150¦ 84.150¦ 84.150¦ 17.46¦ 0.04¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.05.02¦ 1.48 ¦ 84.400¦ 84.400¦ 84.400¦ 17.33¦ 1.98¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.09.05 ¦29.04.02¦ 1.64 ¦ 91.629¦ 91.639¦ 91.638¦ 17.39¦ 98.55¦ 27018¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.04.02¦ 1.69 ¦ 91.650¦ 91.800¦ 91.656¦ 17.38¦ 49.79¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.05.02¦ 1.93 ¦ 91.700¦ 91.705¦ 91.705¦ 17.36¦ 89.72¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.05.02¦ 1.97 ¦ 91.705¦ 91.711¦ 91.705¦ 17.36¦ 18.25¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.05.02¦ 2.01 ¦ 91.722¦ 92.735¦ 91.760¦ 17.34¦ 142.20¦ ¦
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 ¦ 203 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2002 ¦ 203 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 25.11.2002 ¦ 201 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2003 ¦ 311 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2003 ¦ 311 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2003 ¦ 311 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2002 ¦ 203 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 25.11.2002 ¦ 201 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 26.11.2002 ¦ 202 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 28.11.2002 ¦ 204 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 29.11.2002 ¦ 205 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27002 ¦ 22.05.2002 ¦ 14 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27003 ¦ 05.06.2002 ¦ 28 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27004 ¦ 19.06.2002 ¦ 42 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27005 ¦ 10.07.2002 ¦ 63 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 24.07.2002 ¦ 77 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 07.08.2002 ¦ 91 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 22.05.2002 ¦ 14 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 05.06.2002 ¦ 28 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 19.06.2002 ¦ 42 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 10.07.2002 ¦ 63 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 22.05.2002 ¦ 14 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 05.06.2002 ¦ 28 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 19.06.2002 ¦ 42 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 07.08.2002 ¦ 91 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 22.05.2002 ¦ 14 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 07.08.2002 ¦ 91 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 19.06.2002 ¦ 42 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 24.07.2002 ¦ 77 ¦ 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¦ 70¦ 2 ¦ 9 ¦ ¦ 8271.045¦ 1728.955¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21157 ¦30.01.02¦07.08.02¦ 91¦ 1 ¦ 8 ¦ ¦ 3575.874¦ 424.126¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21158 ¦20.02.02¦21.08.02¦ 105¦ 1 ¦ 3 ¦ ¦ 4678.942¦ 1321.058¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21159 ¦13.03.02¦06.11.02¦ 182¦ 1 ¦ 11 ¦ ¦ 4584.300¦ 1415.700¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 203¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 568¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 1293¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 311¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 677¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1042¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 934¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1657¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 2022¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2388¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2753¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 14¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 28¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 133¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 154¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 259¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 273¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 378¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 392¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 497¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 518¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 560¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 756¦ 1 ¦ 33 ¦ ¦ 3549.253¦ 1450.747¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 952¦ 2 ¦ 43 ¦ ¦ 5556.669¦ 4443.331¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 637¦ 2 ¦ 36 ¦ ¦ 7068.368¦ 2931.632¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 469¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 819¦ 1 ¦ 13 ¦ ¦ 3047.222¦ 3952.778¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 1225¦ 1 ¦ 25 ¦ ¦ 7912.277¦ 1087.723¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 623¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦170058.235¦38485.590¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦29.04.02¦30.04.02¦06.05.02¦07.05.02¦08.05.02¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 14.41 ¦ 14.40 ¦ 14.74 ¦ 14.14 ¦ 13.74 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 13.64 ¦ 13.66 ¦ 13.67 ¦ 13.65 ¦ 13.56 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 16.13 ¦ 16.15 ¦ 16.00 ¦ 16.05 ¦ 15.85 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 14.45 ¦ 14.26 ¦ 14.93 ¦ 14.47 ¦ 14.32 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 15.43 ¦ 17.49 ¦ 17.50 ¦ 17.46 ¦ 17.33 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 16.83 ¦ 16.77 ¦ 16.93 ¦ 16.70 ¦ 16.72 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.20 ¦ 0.07 ¦ 0.04 ¦ 0.73 ¦ 0.46 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.39 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.09 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.32 ¦ 0.22 ¦ 0.16 ¦ 0.14 ¦ 0.53 ¦
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---------¬
¦ ¦ 29.04.02¦ 30.04.02¦ 06.05.02¦ 07.05.02¦ 08.05.02¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦168807.34¦169058.23¦169184.69¦169413.74¦170058.23¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+ ¦
¦ ГКО ¦ 20878.86¦ 20878.86¦ 20878.86¦ 21028.86¦ 21110.16¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2061.17¦ 2061.17¦ 2061.17¦ 2061.17¦ 2061.17¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦145867.31¦146118.20¦146244.66¦146323.71¦146886.91¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦165637.43¦165919.82¦166552.44¦166853.61¦167090.11¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 19986.03¦ 19991.92¦ 19996.82¦ 20202.17¦ 20300.65¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1858.73¦ 1859.45¦ 1862.86¦ 1864.25¦ 1867.56¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦143792.67¦144068.46¦144692.76¦144787.19¦144921.19¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 354.51¦ 354.06¦ 348.59¦ 347.58¦ 349.43¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 113.12¦ 112.11¦ 106.10¦ 105.66¦ 104.95¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 603.32¦ 602.65¦ 598.53¦ 598.01¦ 597.91¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 384.85¦ 384.43¦ 378.89¦ 378.11¦ 380.47¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

<ПИСЬМО> ГТК РФ от 08.05.2002 n 13-15/18269 О ВЫВОЗЕ МОНЕТ  »
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