БЮЛЛЕТЕНЬ ЦБ РФ от 27.04.2002 n 16 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 27 апреля 2002 г. N 16
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 75.327 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 ¦22.04.02¦ 96.65¦ 96.65¦ 96.65¦ 14.71 ¦ 1.86 ¦ 21156 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦24.04.02¦ 96.87¦ 96.87¦ 96.87¦ 14.05 ¦ 0.46 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦25.04.02¦ 96.80¦ 96.85¦ 96.80¦ 14.53 ¦ 13.20 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦26.04.02¦ 96.82¦ 96.83¦ 96.83¦ 14.60 ¦ 5.75 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦27.04.02¦ 96.83¦ 96.85¦ 96.85¦ 14.70 ¦ 2.34 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦07.08.02 ¦24.04.02¦ 96.00¦ 96.00¦ 96.00¦ 14.48 ¦ 0.13 ¦ 21157 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦25.04.02¦ 96.07¦ 96.10¦ 96.10¦ 14.35 ¦ 2.51 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦26.04.02¦ 96.07¦ 96.08¦ 96.07¦ 14.48 ¦ 7.22 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦27.04.02¦ 96.08¦ 96.08¦ 96.08¦ 14.59 ¦ 4.08 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦21.08.02 ¦23.04.02¦ 95.38¦ 95.42¦ 95.42¦ 14.73 ¦ 3.19 ¦ 21158 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦24.04.02¦ 95.50¦ 95.50¦ 95.50¦ 14.45 ¦ 3.50 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦25.04.02¦ 95.60¦ 95.60¦ 95.60¦ 14.24 ¦ 3.02 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦26.04.02¦ 95.63¦ 95.63¦ 95.63¦ 14.25 ¦ 0.50 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦06.11.02 ¦23.04.02¦ 92.64¦ 92.64¦ 92.64¦ 14.72 ¦ 6.70 ¦ 21159 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦24.04.02¦ 92.65¦ 92.70¦ 92.70¦ 14.67 ¦ 4.00 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦25.04.02¦ 92.77¦ 92.85¦ 92.85¦ 14.49 ¦ 8.05 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦26.04.02¦ 92.85¦ 92.85¦ 92.85¦ 14.49 ¦ 3.00 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦27.04.02¦ 92.90¦ 92.90¦ 92.90¦ 14.45 ¦ 5.80 ¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 2693.382 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 ¦22.04.02¦ 2.50 ¦ 99.96¦100.00¦ 99.99¦ 15.27¦ 38.19¦ 27002¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.04.02¦ 2.50 ¦100.00¦100.08¦100.03¦ 15.65¦ 50.77¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.04.02¦ 2.60 ¦100.00¦100.10¦100.07¦ 14.32¦ 51.66¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.04.02¦ 2.60 ¦100.00¦100.07¦100.05¦ 14.51¦ 39.23¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.04.02¦ 2.60 ¦100.01¦100.08¦100.07¦ 15.09¦ 28.35¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.04.02¦ 2.70 ¦100.05¦100.07¦100.07¦ 14.32¦ 20.30¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.06.02 ¦22.04.02¦ 1.90 ¦100.01¦100.10¦100.03¦ 14.91¦ 42.11¦ 27003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.04.02¦ 2.00 ¦ 98.90¦100.00¦ 99.99¦ 15.09¦ 1.21¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.04.02¦ 2.00 ¦100.00¦100.05¦100.03¦ 15.07¦ 13.48¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.04.02¦ 2.00 ¦100.00¦100.12¦100.12¦ 14.78¦ 23.59¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.04.02¦ 2.10 ¦100.05¦100.06¦100.06¦ 14.69¦ 12.15¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.04.02¦ 2.10 ¦100.10¦100.11¦100.10¦ 14.56¦ 6.64¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦18.09.02 ¦22.04.02¦ 1.30 ¦100.20¦100.22¦100.20¦ 15.19¦ 74.86¦ 27004¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.04.02¦ 1.40 ¦100.14¦100.20¦100.14¦ 15.19¦ 20.68¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.04.02¦ 1.40 ¦100.17¦100.18¦100.18¦ 15.20¦ 16.78¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.04.02¦ 1.50 ¦100.18¦100.20¦100.20¦ 14.96¦ 6.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.04.02¦ 1.50 ¦100.21¦100.28¦100.23¦ 15.00¦ 47.85¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.04.02¦ 1.50 ¦100.23¦100.28¦100.28¦ 15.02¦ 16.08¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦09.10.02 ¦22.04.02¦ 0.50 ¦ 99.01¦ 99.50¦ 99.40¦ 14.35¦ 1.73¦ 27005¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.04.02¦ 0.50 ¦ 99.01¦ 99.35¦ 99.35¦ 15.17¦ 16.50¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.04.02¦ 0.60 ¦ 99.00¦ 99.50¦ 99.26¦ 14.62¦ 0.78¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.04.02¦ 0.60 ¦ 99.20¦ 99.46¦ 99.30¦ 14.25¦ 23.79¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.04.02¦ 0.70 ¦ 99.13¦ 99.50¦ 99.19¦ 14.73¦ 18.77¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.04.02¦ 0.70 ¦ 99.10¦ 99.25¦ 99.10¦ 14.82¦ 15.70¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.01.03 ¦22.04.02¦ 3.60 ¦ 98.00¦ 98.15¦ 98.09¦ 15.23¦ 3.28¦ 27006¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.04.02¦ 3.70 ¦ 98.00¦ 98.10¦ 98.04¦ 15.27¦ 20.97¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.04.02¦ 0.00 ¦ 98.00¦ 98.08¦ 98.00¦ 15.33¦ 53.63¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.04.02¦ 0.00 ¦ 97.90¦ 98.13¦ 98.13¦ 15.28¦ 3.12¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.04.02¦ 0.10 ¦ 98.00¦ 98.10¦ 98.00¦ 15.20¦ 6.96¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.04.02¦ 0.10 ¦ 98.10¦ 98.10¦ 98.10¦ 15.24¦ 7.11¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.02.03 ¦22.04.02¦ 3.00 ¦ 97.65¦ 97.76¦ 97.76¦ 15.93¦ 0.54¦ 27007¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.04.02¦ 3.10 ¦ 97.70¦ 97.92¦ 97.76¦ 15.68¦ 11.75¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.04.02¦ 3.10 ¦ 97.70¦ 97.75¦ 97.75¦ 15.83¦ 0.04¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.04.02¦ 3.20 ¦ 97.81¦ 97.90¦ 97.90¦ 15.58¦ 6.43¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.04.02¦ 3.20 ¦ 97.85¦ 97.90¦ 97.90¦ 15.61¦ 13.92¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.04.02¦ 3.30 ¦ 97.88¦ 97.89¦ 97.88¦ 15.50¦ 4.08¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.03 ¦25.04.02¦ 1.12 ¦ 95.50¦ 95.50¦ 95.50¦ 15.73¦ 2.15¦ 26001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.04.02¦ 1.15 ¦ 95.50¦ 95.50¦ 95.50¦ 15.74¦ 0.25¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.05.03 ¦22.04.02¦ 2.50 ¦ 96.34¦ 96.50¦ 96.34¦ 16.16¦ 4.43¦ 27008¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.04.02¦ 2.50 ¦ 96.31¦ 96.55¦ 96.50¦ 16.06¦ 18.08¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.04.02¦ 2.60 ¦ 96.40¦ 96.70¦ 96.70¦ 15.84¦ 4.29¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.04.02¦ 2.60 ¦ 96.60¦ 96.80¦ 96.80¦ 15.83¦ 6.20¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.04.02¦ 2.60 ¦ 96.67¦ 97.00¦ 97.00¦ 15.53¦ 7.21¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.04.02¦ 2.70 ¦ 96.96¦ 97.10¦ 96.96¦ 15.44¦ 2.28¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.06.03 ¦22.04.02¦ 1.90 ¦ 96.40¦ 96.60¦ 96.40¦ 16.03¦ 8.22¦ 27009¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.04.02¦ 2.00 ¦ 96.50¦ 96.69¦ 96.69¦ 15.85¦ 12.31¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.04.02¦ 2.00 ¦ 96.53¦ 96.80¦ 96.70¦ 15.72¦ 3.44¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.04.02¦ 2.00 ¦ 96.65¦ 96.95¦ 96.90¦ 15.67¦ 10.01¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.04.02¦ 2.10 ¦ 96.90¦ 97.10¦ 97.10¦ 15.44¦ 18.56¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.04.02¦ 2.10 ¦ 96.90¦ 97.50¦ 96.90¦ 14.98¦ 0.88¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦17.09.03 ¦22.04.02¦ 1.30 ¦ 95.22¦ 95.35¦ 95.26¦ 16.20¦ 4.17¦ 27010¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.04.02¦ 1.40 ¦ 95.43¦ 95.50¦ 95.43¦ 16.04¦ 17.41¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.04.02¦ 1.40 ¦ 95.20¦ 95.60¦ 95.60¦ 15.97¦ 7.53¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.04.02¦ 1.50 ¦ 95.60¦ 95.80¦ 95.80¦ 15.88¦ 0.81¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.04.02¦ 1.50 ¦ 95.65¦ 95.70¦ 95.65¦ 15.87¦ 5.12¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.04.02¦ 1.50 ¦ 95.65¦ 95.65¦ 95.65¦ 15.91¦ 0.08¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦08.10.03 ¦22.04.02¦ 0.50 ¦ 94.00¦ 94.40¦ 94.02¦ 16.24¦ 10.06¦ 27011¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.04.02¦ 0.50 ¦ 94.05¦ 94.37¦ 94.35¦ 16.14¦ 10.06¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.04.02¦ 0.60 ¦ 94.20¦ 94.55¦ 94.50¦ 15.95¦ 7.09¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.04.62¦ 0.60 ¦ 94.00¦ 94.45¦ 94.21¦ 16.00¦ 0.06¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.04.02¦ 0.70 ¦ 94.25¦ 94.35¦ 94.25¦ 16.02¦ 0.17¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.04.02¦ 0.70 ¦ 94.00¦ 94.00¦ 94.00¦ 16.37¦ 0.08¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦19.11.03 ¦22.04.02¦ 4.20 ¦ 92.09¦ 92.09¦ 92.09¦ 16.48¦ 81.00¦ 27012¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.04.02¦ 4.20 ¦ 92.05¦ 92.24¦ 92.20¦ 16.42¦ 8.10¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.04.02¦ 4.20 ¦ 92.20¦ 92.50¦ 92.20¦ 16.41¦ 39.47¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.04.02¦ 4.30 ¦ 92.00¦ 92.48¦ 92.48¦ 16.43¦ 11.49¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.04.02¦ 4.30 ¦ 92.35¦ 92.50¦ 92.50¦ 16.27¦ 1.21¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.04.02¦ 4.30 ¦ 92.35¦ 92.45¦ 92.35¦ 16.35¦ 1.71¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.01.04 ¦22.04.02¦ 3.60 ¦ 92.30¦ 92.40¦ 92.40¦ 16.87¦ 0.23¦ 28001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.04.02¦ 3.70 ¦ 92.40¦ 92.75¦ 92.70¦ 16.57¦ 16.28¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.04.02¦ 0.00 ¦ 92.88¦ 93.05¦ 92.90¦ 16.37¦ 49.89¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.04.02¦ 0.00 ¦ 92.90¦ 93.15¦ 93.01¦ 16.39¦ 14.37¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.04.02¦ 0.10 ¦ 92.91¦ 93.15¦ 92.91¦ 16.27¦ 56.45¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.04.02¦ 0.10 ¦ 93.10¦ 93.19¦ 93.12¦ 16.29¦ 15.69¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.02.04 ¦22.04.02¦ 2.88 ¦ 95.21¦ 95.45¦ 95.40¦ 16.62¦ 10.07¦ 27015¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.04.02¦ 2.92 ¦ 95.38¦ 95.50¦ 95.45¦ 16.59¦ 66.09¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.04.02¦ 2.95 ¦ 95.45¦ 96.45¦ 95.45¦ 16.55¦ 100.84¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.04.02¦ 2.99 ¦ 95.47¦ 95.49¦ 95.49¦ 16.54¦ 60.60¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.04.02¦ 3.03 ¦ 95.50¦ 96.50¦ 95.51¦ 16.51¦ 88.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.04.02¦ 3.07 ¦ 95.57¦ 95.58¦ 95.58¦ 16.48¦ 52.00¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.04 ¦26.04.02¦ 1.15 ¦ 91.87¦ 91.87¦ 91.87¦ 15.23¦ 1.00¦ 26002¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.04.02¦ 1.18 ¦ 91.85¦ 91.85¦ 91.85¦ 15.25¦ 2.00¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦02.06.04 ¦25.04.02¦ 1.92 ¦ 94.20¦ 94.32¦ 94.32¦ 16.84¦ 4.26¦ 27013¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.04.02¦ 1.96 ¦ 94.33¦ 94.46¦ 94.46¦ 16.76¦ 9.97¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.08.04 ¦23.04.02¦ 3.12 ¦ 93.89¦ 93.89¦ 93.89¦ 16.90¦ 3.00¦ 27017¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.04.02¦ 3.17 ¦ 93.95¦ 94.29¦ 94.00¦ 16.85¦ 30.79¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.04.02¦ 3.21 ¦ 94.10¦ 94.15¦ 94.15¦ 16.75¦ 15.80¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.04.02¦ 3.25 ¦ 94.13¦ 94.15¦ 94.14¦ 16.74¦ 54.95¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.04.02¦ 3.29 ¦ 94.16¦ 94.17¦ 94.17¦ 16.73¦ 29.00¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.12.04 ¦22.04.02¦ 1.27 ¦ 92.71¦ 93.10¦ 93.00¦ 16.81¦ 21.55¦ 27014¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.04.02¦ 1.30 ¦ 93.00¦ 93.03¦ 93.01¦ 16.82¦ 96.75¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.04.02¦ 1.34 ¦ 93.02¦ 93.10¦ 93.05¦ 16.80¦ 21.02¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.04.02¦ 1.38 ¦ 93.05¦ 93.45¦ 93.06¦ 16.79¦ 54.07¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.04.02¦ 1.42 ¦ 93.10¦ 93.11¦ 93.11¦ 16.77¦ 65.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.04.02¦ 1.46 ¦ 93.15¦ 93.15¦ 93.15¦ 16.74¦ 33.20¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.05 ¦24.04.02¦ 1.10 ¦ 84.00¦ 84.05¦ 84.04¦ 17.45¦ 3.58¦ 26003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.04.02¦ 1.12 ¦ 84.04¦ 84.09¦ 84.09¦ 17.43¦ 0.52¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.04.02¦ 1.15 ¦ 84.00¦ 84.01¦ 84.01¦ 17.48¦ 5.88¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.04.02¦ 1.18 ¦ 84.01¦ 84.01¦ 84.01¦ 17.48¦ 0.70¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦14.09.05 ¦22.04.02¦ 1.36 ¦ 91.50¦ 91.60¦ 91.60¦ 17.41¦ 48.23¦ 27018¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.04.02¦ 1.40 ¦ 91.60¦ 91.60¦ 91.60¦ 17.41¦ 93.26¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.04.02¦ 1.44 ¦ 91.60¦ 91.61¦ 91.61¦ 17.41¦ 119.40¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.04.02¦ 1.48 ¦ 91.60¦ 91.61¦ 91.60¦ 17.41¦ 195.98¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.04.02¦ 1.52 ¦ 91.61¦ 91.62¦ 91.62¦ 17.40¦ 132.69¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.04.02¦ 1.56 ¦ 91.62¦ 91.63¦ 91.63¦ 17.40¦ 97.31¦ ¦
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 ¦ 214 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2002 ¦ 214 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 25.11.2002 ¦ 212 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2003 ¦ 322 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2003 ¦ 322 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2003 ¦ 322 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2002 ¦ 214 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 25.11.2002 ¦ 212 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 26.11.2002 ¦ 213 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 28.11.2002 ¦ 215 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 29.11.2002 ¦ 216 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27002 ¦ 22.05.2002 ¦ 25 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27003 ¦ 05.06.2002 ¦ 39 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27004 ¦ 19.06.2002 ¦ 53 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27005 ¦ 10.07.2002 ¦ 74 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 24.07.2002 ¦ 88 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 08.05.2002 ¦ 11 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 22.05.2002 ¦ 25 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 05.06.2002 ¦ 39 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 19.06.2002 ¦ 53 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 10.07.2002 ¦ 74 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 22.05.2002 ¦ 25 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 05.06.2002 ¦ 39 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 19.06.2002 ¦ 53 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 08.05.2002 ¦ 11 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 22.05.2002 ¦ 25 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 08.05.2002 ¦ 11 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 19.06.2002 ¦ 53 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 24.07.2002 ¦ 88 ¦ 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¦ 81¦ 2 ¦ 9 ¦ ¦ 8271.045¦ 1728.955¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21157 ¦30.01.02¦07.08.02¦ 102¦ 1 ¦ 8 ¦ ¦ 3575.874¦ 424.126¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21158 ¦20.02.02¦21.08.02¦ 116¦ 1 ¦ 3 ¦ ¦ 4678.942¦ 1321.058¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21159 ¦13.03.02¦06.11.02¦ 193¦ 1 ¦ 9 ¦ ¦ 4353.000¦ 1647.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 214¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 579¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 1304¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 322¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 688¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1053¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 945¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1668¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 2033¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2399¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2764¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 25¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 39¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 144¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 165¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 270¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 284¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 389¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 403¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 508¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 529¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 571¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 767¦ 1 ¦ 29 ¦ ¦ 3394.198¦ 1605.802¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 963¦ 2 ¦ 38 ¦ ¦ 5268.501¦ 4731.499¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 648¦ 2 ¦ 33 ¦ ¦ 6808.000¦ 3192.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 480¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 830¦ 1 ¦ 10 ¦ ¦ 2790.600¦ 4209.400¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 1236¦ 1 ¦ 20 ¦ ¦ 7524.309¦ 1475.691¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 634¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ 168478.754¦40065.071¦
L--------+----------------------------------------------------------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------T--------¬
¦ ¦22.04.02¦23.04.02¦24.04.02¦25.04.02¦26.04.02¦27.04.02¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 14.68 ¦ 15.00 ¦ 14.42 ¦ 14.42 ¦ 14.46 ¦ 14.52 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 13.57 ¦ 13.56 ¦ 13.69 ¦ 13.70 ¦ 13.63 ¦ 13.63 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 16.39 ¦ 16.33 ¦ 16.25 ¦ 16.22 ¦ 16.17 ¦ 16.17 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 14.71 ¦ 14.72 ¦ 14.58 ¦ 14.46 ¦ 14.51 ¦ 14.52 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 0.00 ¦ 17.45 ¦ 16.43 ¦ 17.21 ¦ 15.98 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 16.70 ¦ 16.83 ¦ 16.82 ¦ 17.06 ¦ 16.82 ¦ 16.94 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.01 ¦ 0.05 ¦ 0.04 ¦ 0.13 ¦ 0.08 ¦ 0.06 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 0.00 ¦ 0.16 ¦ 0.14 ¦ 0.33 ¦ 0.13 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.24 ¦ 0.32 ¦ 0.35 ¦ 0.32 ¦ 0.38 ¦ 0.20 ¦
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---------¬
¦ ¦ 22.04.02¦ 23.04.02¦ 24.04.02¦ 25.04.02¦ 26.04.02¦ 27.04.02¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦167564.11¦167667.62¦167848.27¦167976.34¦168268.94¦168478.75¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 20878.86¦ 20878.86¦ 20878.86¦ 20878.86¦ 20878.86¦ 20878.86¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2061.17¦ 2061.17¦ 2061.17¦ 2061.17¦ 2061.17¦ 2061.17¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦144624.08¦144727.60¦144908.24¦145036.31¦145328.91¦145538.72¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦164296.71¦164530.90¦164192.51¦164432.98¦164845.70¦165114.78¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 19908.78¦ 19914.26¦ 19948.28¦ 19955.26¦ 19960.20¦ 19964.04¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1854.17¦ 1854.66¦ 1852.48¦ 1853.45¦ 1857.87¦ 1858.41¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦142533.77¦142761.99¦142391.75¦142624.28¦143027.62¦143292.33¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 356.67¦ 356.10¦ 357.06¦ 356.31¦ 356.16¦ 355.69¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 120.13¦ 119.14¦ 118.11¦ 117.14¦ 116.14¦ 115.15¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 608.77¦ 608.08¦ 606.74¦ 606.14¦ 605.42¦ 604.74¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 386.43¦ 385.89¦ 387.29¦ 386.53¦ 386.41¦ 385.97¦
L----------------------+---------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

<ПИСЬМО> Госстроя РФ от 27.04.2002 n НЗ-2189/7 ОБ УТРАТИВШИХ СИЛУ АКТАХ ПРАВИТЕЛЬСТВА РОССИЙСКОЙ ФЕДЕРАЦИИ  »
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