БЮЛЛЕТЕНЬ ЦБ РФ от 01.02.2002 n 4 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 1 февраля 2002 г. N 4
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 448.616 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. ¦(спра- ¦
¦ ¦ ¦ ¦ ¦ ¦ ¦ по ¦вочно) ¦
¦ ¦ ¦ ¦ ¦ ¦ ¦номин.)¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦30.01.02 ¦29.01.02¦ 99.96¦ 99.96¦ 99.96¦ 14.61¦ 1.00¦ 21153¦
+---------+--------+------+------+------+--------+-------+-------+
¦20.02.02 ¦28.01.02¦ 99.20¦ 99.20¦ 99.20¦ 12.80¦ 1.50¦ 21154¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦29.01.02¦ 99.22¦ 99.28¦ 99.28¦ 12.71¦ 3.50¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦30.01.02¦ 99.23¦ 99.23¦ 99.23¦ 13.49¦ 0.01¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦31.01.02¦ 99.34¦ 99.40¦ 99.34¦ 11.94¦ 15.50¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦03.04.02 ¦28.01.02¦ 97.66¦ 97.66¦ 97.66¦ 13.45¦ 0.50¦ 21155¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦31.01.02¦ 98.00¦ 98.00¦ 98.00¦ 12.01¦ 0.10¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦01.02.02¦ 98.10¦ 98.10¦ 98.10¦ 11.59¦ 0.56¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦17.07.02 ¦28.01.02¦ 94.10¦ 94.79¦ 94.15¦ 12.11¦ 5.30¦ 21156¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦29.01.02¦ 94.66¦ 94.74¦ 94.74¦ 11.99¦ 3.16¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦31.01.02¦ 94.21¦ 94.21¦ 94.21¦ 13.43¦ 0.01¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦07.08.02 ¦30.01.02¦ 93.40¦ 93.40¦ 93.40¦ 13.69¦ 242.48¦ 21157¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦31.01.02¦ 93.45¦ 93.46¦ 93.46¦ 13.59¦ 63.03¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦01.02.02¦ 93.51¦ 93.54¦ 93.54¦ 13.52¦ 111.97¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 720.061 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)¦
+---------+--------+-------+------+------+------+------+-------+------+
¦06.02.02 ¦28.01.02¦ 3.30 ¦100.00¦100.08¦100.02¦ 15.60¦ 10.82¦ 27001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.01.02¦ 3.40 ¦ 99.97¦100.01¦100.00¦ 14.64¦ 21.33¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.01.02¦ 3.40 ¦ 99.99¦100.06¦100.06¦ 13.99¦ 3.81¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.01.02¦ 3.50 ¦ 99.98¦100.01¦ 99.98¦ 13.12¦ 17.69¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.02.02¦ 3.50 ¦100.02¦100.05¦100.05¦ 12.72¦ 3.61¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.05.02 ¦28.01.02¦ 2.80 ¦100.60¦100.77¦100.70¦ 13.17¦ 6.00¦ 27002¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.01.02¦ 2.80 ¦100.56¦100.75¦100.71¦ 13.34¦ 12.74¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.01.02¦ 2.80 ¦100.65¦100.79¦100.79¦ 12.92¦ 7.02¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.01.02¦ 2.90 ¦100.72¦100.75¦100.73¦ 12.79¦ 11.98¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.02.02¦ 2.90 ¦100.75¦100.75¦100.75¦ 12.91¦ 30.17¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.06.02 ¦28.01.02¦ 2.20 ¦100.65¦100.69¦100.69¦ 13.43¦ 22.54¦ 27003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.01.02¦ 2.20 ¦100.63¦100.75¦100.75¦ 13.42¦ 12.08¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.01.02¦ 2.30 ¦100.71¦100.79¦100.79¦ 13.01¦ 6.15¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.01.02¦ 2.30 ¦100.67¦100.77¦100.77¦ 13.19¦ 6.39¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.02.02¦ 2.40 ¦100.75¦100.75¦100.75¦ 12.97¦ 9.60¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦18.09.02 ¦28.01.02¦ 1.60 ¦100.90¦101.01¦101.00¦ 14.00¦ 18.84¦ 27004¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.01.02¦ 1.70 ¦100.90¦101.06¦101.03¦ 13.74¦ 20.37¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.01.02¦ 1.70 ¦101.00¦101.15¦101.15¦ 13.62¦ 2.80¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.01.02¦ 1.70 ¦101.00¦101.20¦101.10¦ 13.63¦ 19.32¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.02.02¦ 1.80 ¦101.19¦101.21¦101.20¦ 13.40¦ 18.22¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦09.10.02 ¦28.01.02¦ 0.80 ¦ 99.91¦100.00¦ 99.98¦ 13.78¦ 7.22¦ 27005¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.01.02¦ 0.80 ¦100.01¦100.10¦100.06¦ 13.73¦ 16.64¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.01.02¦ 0.90 ¦100.10¦100.25¦100.25¦ 13.43¦ 22.44¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.01.02¦ 0.90 ¦100.00¦100.15¦100.00¦ 13.61¦ 1.10¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.02.02¦ 0.90 ¦100.10¦100.10¦100.10¦ 13.67¦ 0.03¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.01.03 ¦28.01.02¦ 0.20 ¦ 99.10¦ 99.20¦ 99.11¦ 14.16¦ 4.55¦ 27006¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.01.02¦ 0.20 ¦ 99.30¦ 99.40¦ 99.40¦ 13.86¦ 0.60¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.01.02¦ 0.30 ¦ 99.10¦ 99.39¦ 99.38¦ 14.06¦ 6.03¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.01.02¦ 0.30 ¦ 99.00¦ 99.40¦ 99.17¦ 14.13¦ 6.09¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.02.02¦ 0.40 ¦ 99.40¦ 99.45¦ 99.40¦ 13.70¦ 3.08¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.02.03 ¦28.01.02¦ 3.30 ¦ 99.00¦ 99.07¦ 99.07¦ 14.33¦ 17.00¦ 27007¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.01.02¦ 3.40 ¦ 98.90¦ 99.10¦ 99.10¦ 14.24¦ 6.79¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.01.02¦ 3.40 ¦ 99.06¦ 99.30¦ 99.15¦ 14.05¦ 3.51¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.01.02¦ 3.50 ¦ 99.15¦ 99.40¦ 99.30¦ 13.85¦ 14.15¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.02.02¦ 3.50 ¦ 99.07¦ 99.40¦ 99.07¦ 14.18¦ 0.12¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.03 ¦31.01.02¦ 8.82 ¦ 95.00¦ 95.00¦ 95.00¦ 15.11¦ 0.61¦ 26001¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.05.03 ¦28.01.02¦ 2.80 ¦ 97.91¦ 98.20¦ 98.00¦ 14.59¦ 12.82¦ 27008¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.01.02¦ 2.80 ¦ 98.01¦ 98.15¦ 98.05¦ 14.53¦ 15.62¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.01.02¦ 2.80 ¦ 98.10¦ 98.35¦ 98.35¦ 14.39¦ 6.21¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.01.02¦ 2.90 ¦ 98.28¦ 98.50¦ 98.30¦ 14.21¦ 6.05¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.02.02¦ 2.90 ¦ 98.01¦ 98.20¦ 98.01¦ 14.60¦ 0.04¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.06.03 ¦28.01.02¦ 2.20 ¦ 98.00¦ 98.90¦ 98.01¦ 14.52¦ 4.14¦ 27009¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.01.02¦ 2.20 ¦ 98.00¦ 98.19¦ 98.14¦ 14.59¦ 8.17¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.01.02¦ 2.30 ¦ 98.00¦ 98.35¦ 98.35¦ 14.53¦ 5.09¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.01.02¦ 2.30 ¦ 98.20¦ 98.45¦ 98.45¦ 14.33¦ 7.89¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.02.02¦ 2.40 ¦ 98.05¦ 98.05¦ 98.05¦ 14.57¦ 0.15¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦20.08.03 ¦31.01.02¦ 2.92 ¦ 99.70¦ 99.70¦ 99.70¦ 14.58¦ 0.00¦ 27016¦
+---------+--------+-------+------+------+------+------+-------+------+
¦17.09.03 ¦28.01.02¦ 1.60 ¦ 96.96¦ 97.14¦ 96.96¦ 14.87¦ 5.82¦ 27010¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.01.02¦ 1.70 ¦ 97.10¦ 97.20¦ 97.10¦ 14.71¦ 4.99¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.01.02¦ 1.70 ¦ 97.02¦ 97.30¦ 97.30¦ 14.64¦ 0.06¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.01.02¦ 1.70 ¦ 97.00¦ 97.70¦ 97.30¦ 14.70¦ 6.77¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.02.02¦ 1.80 ¦ 97.25¦ 97.30¦ 97.30¦ 14.63¦ 0.86¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦08.10.03 ¦28.01.02¦ 0.80 ¦ 95.82¦ 95.97¦ 95.90¦ 14.92¦ 0.25¦ 27011¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.01.02¦ 0.80 ¦ 96.09¦ 96.20¦ 96.15¦ 14.74¦ 4.94¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.01.02¦ 0.90 ¦ 96.00¦ 96.25¦ 96.25¦ 14.66¦ 0.43¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.01.02¦ 0.90 ¦ 95.37¦ 96.40¦ 95.37¦ 14.62¦ 3.65¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.02.02¦ 0.90 ¦ 96.10¦ 96.33¦ 96.33¦ 14.69¦ 2.18¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦19.11.03 ¦28.01.02¦ 1.90 ¦ 92.40¦ 92.50¦ 92.50¦ 15.45¦ 15.30¦ 27012¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.01.02¦ 1.90 ¦ 92.45¦ 92.86¦ 92.75¦ 15.38¦ 16.86¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.01.02¦ 1.90 ¦ 92.50¦ 92.96¦ 92.96¦ 15.20¦ 3.57¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.01.02¦ 2.00 ¦ 92.50¦ 93.10¦ 92.99¦ 15.28¦ 19.73¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.02.02¦ 2.00 ¦ 92.99¦ 92.99¦ 92.99¦ 15.09¦ 0.11¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.01.04 ¦28.01.02¦ 0.20 ¦ 94.10¦ 94.52¦ 94.50¦ 15.44¦ 8.69¦ 28001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.01.02¦ 0.20 ¦ 94.31¦ 94.75¦ 94.65¦ 15.36¦ 9.96¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.01.02¦ 0.30 ¦ 94.65¦ 94.89¦ 94.89¦ 15.16¦ 8.77¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.01.02¦ 0.30 ¦ 95.10¦ 95.39¦ 95.21¦ 14.91¦ 12.81¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.02.02¦ 0.40 ¦ 95.20¦ 95.40¦ 95.20¦ 14.80¦ 6.70¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.02.04 ¦29.01.02¦ 3.15 ¦ 97.25¦ 97.50¦ 97.50¦ 15.20¦ 3.23¦ 27015¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.01.02¦ 3.22 ¦ 97.47¦ 97.51¦ 97.51¦ 15.06¦ 25.57¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.02.02¦ 3.26 ¦ 97.62¦ 97.62¦ 97.62¦ 14.98¦ 0.41¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.04 ¦29.01.02¦ 8.77 ¦ 89.45¦ 89.50¦ 89.50¦ 16.18¦ 1.13¦ 26002¦
+---------+--------+-------+------+------+------+------+-------+------+
¦02.06.04 ¦29.01.02¦ 2.11 ¦ 96.80¦ 96.80¦ 96.80¦ 15.23¦ 1.33¦ 27013¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.01.02¦ 2.15 ¦ 96.90¦ 97.00¦ 97.00¦ 15.12¦ 1.97¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.12.04 ¦28.01.02¦ 1.53 ¦ 95.95¦ 96.40¦ 96.00¦ 15.23¦ 8.71¦ 27014¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.01.02¦ 1.57 ¦ 96.25¦ 96.30¦ 96.30¦ 15.09¦ 3.42¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.01.02¦ 1.65 ¦ 96.30¦ 96.32¦ 96.32¦ 15.06¦ 65.17¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.02.02¦ 1.69 ¦ 96.33¦ 96.35¦ 96.35¦ 15.05¦ 31.55¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.05 ¦29.01.02¦ 8.77 ¦ 85.10¦ 85.90¦ 85.80¦ 16.12¦ 3.55¦ 26003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.01.02¦ 8.80 ¦ 86.40¦ 86.60¦ 86.44¦ 15.79¦ 3.15¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.01.02¦ 8.82 ¦ 85.60¦ 86.00¦ 86.00¦ 16.01¦ 0.74¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.02.02¦ 8.85 ¦ 85.67¦ 85.67¦ 85.67¦ 16.17¦ 0.08¦ ¦
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.)¦ ¦
+--------+------------------------+-------+--------+-------------+
¦ 25014 ¦ 15.03.2002 ¦ 42¦ 10.00¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2002 ¦ 299¦ 5.00¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2002 ¦ 299¦ 5.00¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 25.11.2002 ¦ 297¦ 2.00¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2002 ¦ 42¦ 10.00¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2002 ¦ 42¦ 10.00¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2002 ¦ 42¦ 10.00¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2002 ¦ 299¦ 5.00¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 25.11.2002 ¦ 297¦ 2.00¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 26.11.2002 ¦ 298¦ 2.00¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 28.11.2002 ¦ 300¦ 2.00¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 29.11.2002 ¦ 301¦ 2.00¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27001 ¦ 06.02.2002 ¦ 5¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27002 ¦ 20.02.2002 ¦ 19¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27003 ¦ 06.03.2002 ¦ 33¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27004 ¦ 20.03.2002 ¦ 47¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27005 ¦ 10.04.2002 ¦ 68¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 24.04.2002 ¦ 82¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 06.02.2002 ¦ 5¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 20.02.2002 ¦ 19¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 06.03.2002 ¦ 33¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 20.03.2002 ¦ 47¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 10.04.2002 ¦ 68¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 22.05.2002 ¦ 110¦ 10.00¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 06.03.2002 ¦ 33¦ 14.00¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 20.03.2002 ¦ 47¦ 14.00¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 06.02.2002 ¦ 5¦ 14.00¦ 34.52 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 20.02.2002 ¦ 19¦ 15.00¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 24.04.2002 ¦ 82¦ 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¦ 40¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21154 ¦19.09.01¦20.02.02¦ 19¦ 1 ¦ 4 ¦ ¦ 2181.942¦ 1818.058¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21155 ¦03.10.01¦03.04.02¦ 61¦ 1 ¦ 3 ¦ ¦ 1508.041¦ 3491.959¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21156 ¦28.11.01¦17.07.02¦ 166¦ 2 ¦ 8 ¦ ¦ 8249.014¦ 1750.986¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21157 ¦30.01.02¦07.08.02¦ 187¦ 1 ¦ 3 ¦ ¦ 3422.899¦ 577.101¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 42¦ 1 ¦ ¦ ¦ 32.200¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 299¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 664¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 1389¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 407¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 773¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1138¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 1030¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1753¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 2118¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2484¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2849¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 5¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 110¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 124¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 229¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 250¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 355¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 369¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 474¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 488¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 593¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 614¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 656¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 852¦ 1 ¦ 27 ¦ ¦ 3332.030¦ 1667.970¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 1048¦ 1 ¦ 19 ¦ ¦ 2689.762¦ 2310.238¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 733¦ 1 ¦ 18 ¦ ¦ 3424.942¦ 1575.058¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 565¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 719¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦159197.434¦33367.341¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦28.01.02¦29.01.02¦30.01.02¦31.01.02¦01.02.02¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 12.23 ¦ 12.13 ¦ 12.44 ¦ 13.28 ¦ 13.14 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 13.24 ¦ 13.00 ¦ 12.78 ¦ 12.88 ¦ 12.99 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 14.80 ¦ 14.68 ¦ 14.55 ¦ 14.50 ¦ 14.50 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 12.18 ¦ 12.09 ¦ 13.69 ¦ 13.54 ¦ 13.52 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 16.13 ¦ 15.79 ¦ 15.79 ¦ 16.17 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 14.75 ¦ 14.68 ¦ 14.34 ¦ 14.86 ¦ 14.63 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.04 ¦ 0.04 ¦ 1.30 ¦ 0.43 ¦ 0.60 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 0.22 ¦ 0.15 ¦ 0.07 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.10 ¦ 0.12 ¦ 0.06 ¦ 0.16 ¦ 0.08 ¦
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---------¬
¦ ¦ 28.01.02¦ 29.01.02¦ 30.01.02¦ 31.01.02¦ 01.02.02¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦160391.06¦160391.06¦158918.63¦159062.29¦159197.43¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 19670.80¦ 19670.80¦ 18198.37¦ 18252.30¦ 18361.90¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2093.37¦ 2093.37¦ 2093.37¦ 2093.37¦ 2093.37¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦138626.89¦138626.89¦138626.89¦138716.62¦138742.17¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦159742.96¦159970.15¦158482.22¦158720.94¦158898.62¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 19079.52¦ 19093.14¦ 17406.61¦ 17423.65¦ 17529.64¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2004.78¦ 2015.80¦ 2024.24¦ 2020.34¦ 2017.10¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦138658.66¦138861.21¦139051.37¦139276.96¦139351.88¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 349.29¦ 348.54¦ 355.05¦ 354.39¦ 353.39¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 84.41¦ 83.41¦ 123.44¦ 122.49¦ 121.88¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 611.76¦ 612.90¦ 614.03¦ 612.10¦ 610.50¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 381.94¦ 381.16¦ 380.27¦ 379.67¦ 378.79¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

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