БЮЛЛЕТЕНЬ ЦБ РФ от 01.03.2002 n 8 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 1 марта 2002 г. N 8
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 72.499 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) ¦
+---------+--------+------+------+------+--------+-------+-------+
¦03.04.02 ¦28.02.02¦ 98.72¦ 98.72¦ 98.72¦ 13.92¦ 1.74¦ 21155 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦01.03.02¦ 98.88¦ 98.90¦ 98.89¦ 12.42¦ 5.46¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦17.07.02 ¦26.02.02¦ 95.05¦ 95.09¦ 95.05¦ 13.42¦ 4.00¦ 21156 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦27.02.02¦ 95.25¦ 95.25¦ 95.25¦ 13.00¦ 0.01¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦28.02.02¦ 95.20¦ 95.25¦ 95.24¦ 13.18¦ 22.93¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦07.08.02 ¦26.02.02¦ 94.40¦ 94.74¦ 94.40¦ 12.91¦ 3.87¦ 21157 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦28.02.02¦ 94.50¦ 94.50¦ 94.50¦ 13.28¦ 2.00¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦01.03.02¦ 94.64¦ 94.64¦ 94.64¦ 13.00¦ 0.00¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦21.08.02 ¦26.02.02¦ 93.75¦ 93.80¦ 93.75¦ 13.75¦ 10.01¦ 21158 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦28.02.02¦ 93.77¦ 93.80¦ 93.77¦ 13.87¦ 21.84¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦01.03.02¦ 93.81¦ 93.81¦ 93.81¦ 13.92¦ 0.64¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 526.751 млн. руб. по номиналу имела следующие параметры:
----------T--------T-------T--------------------T------T-------T------¬
¦ Дата ¦ Дата ¦Накоп- ¦ Цены облигаций ¦Доход-¦Оборот ¦Номер ¦
¦погашения¦ торгов ¦ленный +------T------T------+ность ¦ (млн. ¦выпус-¦
¦ ¦ ¦доход ¦ мин. ¦макс. ¦закр. ¦(% ¦ руб. ¦ка ¦
¦ ¦ ¦(% от ¦ ¦ ¦ ¦год.) ¦ по ¦(спра-¦
¦ ¦ ¦номин.)¦ ¦ ¦ ¦ ¦номин.)¦вочно)¦
+---------+--------+-------+------+------+------+------+-------+------+
¦18.03.02 ¦28.02.02¦ 10.39 ¦ 99.87¦ 99.87¦ 99.87¦ 13.28¦ 1.00¦ 29003¦
¦<*> ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦12.04.02 ¦28.02.02¦ 9.01 ¦ 99.64¦ 99.64¦ 99.64¦ 13.86¦ 0.00¦ 29004¦
¦<*> ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.05.02 ¦26.02.02¦ 0.20 ¦100.42¦100.49¦100.45¦ 13.68¦ 2.57¦ 27002¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.02.02¦ 0.30 ¦100.20¦100.48¦100.31¦ 14.05¦ 8.58¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.02.02¦ 0.30 ¦100.26¦100.34¦100.30¦ 14.28¦ 19.39¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.03.02¦ 0.40 ¦100.05¦100.37¦100.37¦ 13.66¦ 0.31¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.06.02 ¦26.02.02¦ 3.40 ¦100.04¦100.50¦100.50¦ 14.04¦ 3.22¦ 27003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.02.02¦ 3.40 ¦100.31¦100.40¦100.35¦ 14.24¦ 21.19¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.02.02¦ 3.50 ¦100.30¦100.39¦100.31¦ 14.01¦ 16.98¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.03.02¦ 3.50 ¦100.23¦100.35¦100.23¦ 14.65¦ 0.34¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦18.09.02 ¦26.02.02¦ 2.80 ¦100.75¦100.85¦100.75¦ 14.04¦ 21.37¦ 27004¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.02.02¦ 2.80 ¦100.65¦100.75¦100.65¦ 14.27¦ 3.99¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.02.02¦ 2.90 ¦100.50¦100.72¦100.65¦ 14.24¦ 10.84¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.03.02¦ 2.90 ¦100.70¦100.80¦100.80¦ 14.19¦ 2.34¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦09.10.02 ¦26.02.02¦ 2.00 ¦ 98.01¦ 99.99¦ 99.60¦ 14.32¦ 3.54¦ 27005¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.02.02¦ 2.00 ¦ 98.03¦ 99.55¦ 99.55¦ 14.41¦ 6.33¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.02.02¦ 2.00 ¦ 99.65¦ 99.99¦ 99.79¦ 13.92¦ 8.53¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.03.02¦ 2.10 ¦ 99.84¦ 99.85¦ 99.85¦ 13.76¦ 5.63¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.01.03 ¦26.02.02¦ 1.40 ¦ 99.00¦ 99.20¦ 99.00¦ 13.94¦ 4.48¦ 27006¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.02.02¦ 1.40 ¦ 98.75¦ 99.12¦ 98.90¦ 14.28¦ 25.57¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.02.02¦ 1.50 ¦ 98.90¦ 99.05¦ 98.92¦ 14.12¦ 18.05¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.02.03 ¦26.02.02¦ 0.80 ¦ 98.80¦ 99.10¦ 98.90¦ 14.12¦ 0.32¦ 27007¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.02.02¦ 0.90 ¦ 98.76¦ 99.10¦ 98.88¦ 14.32¦ 17.31¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.02.02¦ 0.90 ¦ 98.80¦ 99.19¦ 99.00¦ 14.10¦ 3.98¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.05.03 ¦26.02.02¦ 0.20 ¦ 97.35¦ 98.30¦ 97.92¦ 14.68¦ 0.65¦ 27008¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.02.02¦ 0.30 ¦ 97.65¦ 97.87¦ 97.65¦ 14.74¦ 13.82¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.02.02¦ 0.30 ¦ 97.65¦ 98.20¦ 97.81¦ 14.60¦ 2.65¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.03.02¦ 0.40 ¦ 97.25¦ 97.95¦ 97.75¦ 14.74¦ 0.50¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.06.03 ¦26.02.02¦ 3.40 ¦ 97.50¦ 98.10¦ 98.05¦ 14.53¦ 2.33¦ 27009¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.02.02¦ 3.40 ¦ 97.55¦ 98.00¦ 97.55¦ 14.84¦ 3.40¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.02.02¦ 3.50 ¦ 97.65¦ 98.25¦ 97.65¦ 14.61¦ 16.90¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.03.02¦ 3.50 ¦ 97.65¦ 98.00¦ 97.65¦ 14.61¦ 2.62¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦20.08.03 ¦28.02.02¦ 0.33 ¦ 99.95¦100.10¦ 99.95¦ 14.29¦ 0.01¦ 27016¦
+---------+--------+-------+------+------+------+------+-------+------+
¦17.09.03 ¦26.02.02¦ 2.80 ¦ 97.10¦ 97.50¦ 97.50¦ 14.66¦ 7.06¦ 27010¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.02.02¦ 2.80 ¦ 96.89¦ 97.29¦ 96.90¦ 14.83¦ 24.48¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.02.02¦ 2.90 ¦ 96.75¦ 97.69¦ 96.75¦ 14.52¦ 3.12¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.03.02¦ 2.90 ¦ 96.75¦ 96.75¦ 96.75¦ 15.03¦ 0.25¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦08.10.03 ¦26.02.02¦ 2.00 ¦ 95.99¦ 96.25¦ 96.01¦ 14.65¦ 0.52¦ 27011¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.02.02¦ 2.00 ¦ 95.80¦ 96.11¦ 95.80¦ 14.81¦ 19.67¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.02.02¦ 2.00 ¦ 95.75¦ 96.69¦ 95.85¦ 14.88¦ 106.74¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.03.02¦ 2.10 ¦ 95.79¦ 95.80¦ 95.80¦ 14.91¦ 11.65¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦19.11.03 ¦26.02.02¦ 2.70 ¦ 93.74¦ 93.74¦ 93.74¦ 14.69¦ 0.01¦ 27012¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.02.02¦ 2.70 ¦ 93.00¦ 93.40¦ 93.05¦ 15.24¦ 25.98¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.02.02¦ 2.70 ¦ 92.95¦ 93.25¦ 93.00¦ 15.27¦ 17.05¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.03.02¦ 2.70 ¦ 92.44¦ 93.40¦ 93.40¦ 15.16¦ 2.56¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.01.04 ¦26.02.02¦ 1.40 ¦ 94.79¦ 95.10¦ 95.01¦ 15.01¦ 0.25¦ 28001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.02.02¦ 1.40 ¦ 94.60¦ 94.96¦ 94.80¦ 15.08¦ 3.40¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.02.02¦ 1.50 ¦ 94.70¦ 95.06¦ 94.76¦ 14.99¦ 24.37¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.03.02¦ 1.50 ¦ 94.60¦ 95.65¦ 95.07¦ 14.84¦ 5.21¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.02.04 ¦28.02.02¦ 0.84 ¦ 98.00¦ 98.00¦ 98.00¦ 14.71¦ 0.01¦ 27015¦
+---------+--------+-------+------+------+------+------+-------+------+
¦02.06.04 ¦26.02.02¦ 3.18 ¦ 98.15¦ 98.15¦ 98.15¦ 14.43¦ 0.05¦ 27013¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.02.02¦ 3.22 ¦ 97.75¦ 97.75¦ 97.75¦ 14.67¦ 1.31¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.02.02¦ 3.26 ¦ 96.90¦ 97.15¦ 97.15¦ 15.02¦ 1.89¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.08.04 ¦27.02.02¦ 0.86 ¦ 97.60¦ 97.60¦ 97.60¦ 14.77¦ 0.89¦ 27017¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.02.02¦ 0.90 ¦ 97.40¦ 97.60¦ 97.49¦ 14.84¦ 12.49¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.03.02¦ 0.95 ¦ 97.40¦ 97.44¦ 97.44¦ 14.87¦ 1.25¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.12.04 ¦26.02.02¦ 2.65 ¦ 97.35¦ 97.35¦ 97.35¦ 14.54¦ 0.50¦ 27014¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.02.02¦ 2.69 ¦ 96.01¦ 96.01¦ 96.01¦ 15.21¦ 0.11¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.02.02¦ 2.72 ¦ 96.00¦ 96.00¦ 96.00¦ 15.21¦ 4.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.03.02¦ 2.76 ¦ 96.00¦ 96.50¦ 96.20¦ 15.12¦ 2.65¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.05 ¦28.02.02¦ 9.59 ¦ 86.00¦ 86.00¦ 86.00¦ 16.17¦ 0.00¦ 26003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.03.02¦ 9.62 ¦ 86.00¦ 86.00¦ 86.00¦ 16.17¦ 0.57¦ ¦
L---------+--------+-------+------+------+------+------+-------+-------
--------------------------------
<*> Дата обратного выкупа Банком России.
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.)¦ ¦
+--------+------------------------+-------+--------+-------------+
¦ 25014 ¦ 15.03.2002 ¦ 14¦ 10.00¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2002 ¦ 271¦ 5.00¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2002 ¦ 271¦ 5.00¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 25.11.2002 ¦ 269¦ 2.00¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2002 ¦ 14¦ 10.00¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2002 ¦ 14¦ 10.00¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2002 ¦ 14¦ 10.00¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2002 ¦ 271¦ 5.00¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 25.11.2002 ¦ 269¦ 2.00¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 26.11.2002 ¦ 270¦ 2.00¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 28.11.2002 ¦ 272¦ 2.00¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 29.11.2002 ¦ 273¦ 2.00¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27002 ¦ 22.05.2002 ¦ 82¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27003 ¦ 06.03.2002 ¦ 5¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27004 ¦ 20.03.2002 ¦ 19¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27005 ¦ 10.04.2002 ¦ 40¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 24.04.2002 ¦ 54¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 08.05.2002 ¦ 68¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 22.05.2002 ¦ 82¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 06.03.2002 ¦ 5¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 20.03.2002 ¦ 19¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 10.04.2002 ¦ 40¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 22.05.2002 ¦ 82¦ 10.00¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 06.03.2002 ¦ 5¦ 14.00¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 20.03.2002 ¦ 19¦ 14.00¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 08.05.2002 ¦ 68¦ 14.00¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 22.05.2002 ¦ 82¦ 15.00¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 08.05.2002 ¦ 68¦ 15.00¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 24.04.2002 ¦ 54¦ 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 ¦ ¦ ¦ ¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21147 ¦21.03.01¦13.03.02¦ 12¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21155 ¦03.10.01¦03.04.02¦ 33¦ 1 ¦ 3 ¦ ¦ 1508.041¦ 3491.959¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21156 ¦28.11.01¦17.07.02¦ 138¦ 2 ¦ 9 ¦ ¦ 8271.045¦ 1728.955¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21157 ¦30.01.02¦07.08.02¦ 159¦ 1 ¦ 8 ¦ ¦ 3575.874¦ 424.126¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21158 ¦20.02.02¦21.08.02¦ 173¦ 1 ¦ 2 ¦ ¦ 4670.875¦ 1329.125¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 14¦ 1 ¦ ¦ ¦ 32.200¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 271¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 636¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 1361¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 379¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 745¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1110¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 1002¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1725¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 2090¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2456¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2821¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 82¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 96¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 201¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 222¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 327¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 341¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 446¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 460¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 565¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 586¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 628¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 824¦ 1 ¦ 27 ¦ ¦ 3332.030¦ 1667.970¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 1020¦ 1 ¦ 21 ¦ ¦ 2712.980¦ 2287.020¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 705¦ 1 ¦ 19 ¦ ¦ 3425.381¦ 1574.619¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 537¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 887¦ 1 ¦ 6 ¦ ¦ 2710.103¦ 4289.897¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 691¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦155052.814¦36523.211¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
-----------------------------T--------T--------T--------T--------¬
¦ ¦26.02.02¦27.02.02¦28.02.02¦01.03.02¦
+----------------------------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых): ¦ ¦ ¦ ¦ ¦
+----------------------------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦
+----------------------------+--------+--------+--------+--------+
¦ ГКО ¦ 13.45 ¦ 13.19 ¦ 13.48 ¦ 13.40 ¦
+----------------------------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 13.20 ¦ 13.30 ¦ 13.19 ¦ 13.16 ¦
+----------------------------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 14.63 ¦ 14.82 ¦ 14.67 ¦ 14.71 ¦
+----------------------------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦
+----------------------------+--------+--------+--------+--------+
¦ ГКО ¦ 13.51 ¦ 13.00 ¦ 13.54 ¦ 12.97 ¦
+----------------------------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 0.00 ¦ 16.17 ¦ 16.13 ¦
+----------------------------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 14.33 ¦ 14.77 ¦ 14.82 ¦ 14.83 ¦
+----------------------------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦
+----------------------------+--------+--------+--------+--------+
¦ ГКО ¦ 0.08 ¦ 0.00 ¦ 0.23 ¦ 0.03 ¦
+----------------------------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.03 ¦
+----------------------------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.04 ¦ 0.13 ¦ 0.20 ¦ 0.03 ¦
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---------¬
¦ ¦ 26.02.02¦ 27.02.02¦ 28.02.02¦ 01.03.02¦
+------------------------+---------+---------+---------+---------+
¦Номинальная стоимость, ¦155052.81¦155052.81¦155052.81¦155052.81¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦
+------------------------+---------+---------+---------+---------+
¦ ГКО ¦ 21025.84¦ 21025.84¦ 21025.84¦ 21025.84¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2093.37¦ 2093.37¦ 2093.37¦ 2093.37¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦131933.61¦131933.61¦131933.61¦131933.61¦
+------------------------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦154057.08¦153855.35¦154007.65¦154027.89¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦
+------------------------+---------+---------+---------+---------+
¦ ГКО ¦ 20075.72¦ 20090.61¦ 20087.41¦ 20095.45¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2038.21¦ 2038.72¦ 2033.56¦ 2034.05¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦131943.15¦131726.02¦131886.69¦131898.39¦
+------------------------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 362.35¦ 361.04¦ 360.05¦ 359.04¦
+------------------------+---------+---------+---------+---------+
¦ ГКО ¦ 125.80¦ 124.81¦ 123.80¦ 122.80¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 593.37¦ 592.41¦ 591.06¦ 590.40¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 394.78¦ 393.49¦ 392.47¦ 391.47¦
L------------------------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

<ТЕЛЕТАЙПОГРАММА> ГТК РФ от 01.03.2002 n ТФ-5389 <О ПРОДЛЕНИИ СРОКА ДЕЙСТВИЯ ЛИЦЕНЗИИ СВХ ЗАО ЦЕНТРОСОЮЗТЕРМИНАЛ>  »
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