БЮЛЛЕТЕНЬ ЦБ РФ от 25.01.2002 n 3 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 25 января 2002 г. N 3
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 116.56 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 ¦21.01.02¦ 99.67¦ 99.70¦ 99.67¦ 13.02¦ 4.43¦ 21153¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦22.01.02¦ 99.68¦ 99.70¦ 99.69¦ 14.19¦ 5.30¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦23.01.02¦ 99.70¦ 99.74¦ 99.70¦ 15.69¦ 53.00¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦24.01.02¦ 99.78¦ 99.79¦ 99.79¦ 12.80¦ 8.45¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦25.01.02¦ 99.83¦ 99.83¦ 99.83¦ 12.43¦ 2.27¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦20.02.02 ¦21.01.02¦ 98.94¦ 98.94¦ 98.94¦ 13.03¦ 3.00¦ 21154¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦22.01.02¦ 98.85¦ 98.93¦ 98.85¦ 14.13¦ 6.00¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦23.01.02¦ 99.01¦ 99.05¦ 99.05¦ 12.64¦ 8.00¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦03.04.02 ¦21.01.02¦ 97.00¦ 97.00¦ 97.00¦ 15.68¦ 0.00¦ 21155¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦23.01.02¦ 97.50¦ 97.50¦ 97.50¦ 13.37¦ 0.50¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦17.07.02 ¦21.01.02¦ 94.03¦ 94.06¦ 94.03¦ 13.07¦ 5.86¦ 21156¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦22.01.02¦ 93.95¦ 94.00¦ 93.99¦ 13.26¦ 16.95¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦23.01.02¦ 94.00¦ 94.01¦ 94.00¦ 13.29¦ 2.50¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦25.01.02¦ 94.60¦ 94.60¦ 94.60¦ 12.04¦ 0.30¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 880.732 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 ¦21.01.02¦ 3.00 ¦100.14¦100.16¦100.15¦ 12.90¦ 20.03¦ 27001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.01.02¦ 3.10 ¦100.02¦100.08¦100.04¦ 13.81¦ 45.16¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.01.02¦ 3.10 ¦100.00¦100.39¦100.39¦ 15.75¦ 29.88¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.01.02¦ 3.20 ¦100.00¦100.05¦100.04¦ 13.29¦ 15.96¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.01.02¦ 3.20 ¦100.05¦100.10¦100.08¦ 13.47¦ 6.16¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.05.02 ¦21.01.02¦ 2.50 ¦100.79¦100.89¦100.86¦ 12.61¦ 34.91¦ 27002¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.01.02¦ 2.50 ¦100.60¦100.73¦100.73¦ 13.51¦ 11.58¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.01.02¦ 2.60 ¦100.55¦100.65¦100.65¦ 13.36¦ 51.02¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.01.02¦ 2.60 ¦100.60¦100.65¦100.65¦ 13.49¦ 14.78¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.01.02¦ 2.60 ¦100.63¦100.70¦100.70¦ 13.44¦ 32.75¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.06.02 ¦21.01.02¦ 1.90 ¦100.85¦100.95¦100.85¦ 12.86¦ 15.10¦ 27003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.01.02¦ 2.00 ¦100.55¦100.76¦100.69¦ 13.45¦ 24.18¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.01.02¦ 2.00 ¦100.50¦100.65¦100.65¦ 13.63¦ 14.80¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.01.02¦ 2.00 ¦100.47¦100.70¦100.70¦ 13.67¦ 8.25¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.01.02¦ 2.10 ¦100.61¦100.69¦100.69¦ 13.41¦ 21.59¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦18.09.02 ¦22.01.02¦ 1.40 ¦101.00¦101.05¦101.03¦ 13.80¦ 2.91¦ 27004¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.01.02¦ 1.40 ¦100.70¦101.04¦101.00¦ 13.95¦ 31.69¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.01.02¦ 1.50 ¦100.41¦101.09¦100.90¦ 13.86¦ 7.51¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.01.02¦ 1.50 ¦100.75¦100.91¦100.88¦ 14.07¦ 30.31¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦09.10.02 ¦21.01.02¦ 0.50 ¦100.20¦100.39¦100.20¦ 13.41¦ 16.88¦ 27005¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.01.02¦ 0.50 ¦ 99.97¦100.30¦ 99.97¦ 13.68¦ 7.12¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.01.02¦ 0.60 ¦100.01¦100.15¦100.15¦ 13.61¦ 11.69¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.01.02¦ 0.60 ¦100.03¦100.10¦100.06¦ 13.76¦ 6.19¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.01.02¦ 0.70 ¦ 99.94¦100.05¦ 99.94¦ 13.79¦ 14.19¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.01.03 ¦21.01.02¦ 3.60 ¦ 99.20¦ 99.28¦ 99.28¦ 14.09¦ 0.31¦ 27006¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.01.02¦ 3.70 ¦ 99.10¦ 99.10¦ 99.10¦ 14.15¦ 0.04¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.01.02¦ 0.00 ¦ 99.10¦ 99.40¦ 99.29¦ 13.96¦ 11.08¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.01.02¦ 0.00 ¦ 99.15¦ 99.29¦ 99.15¦ 14.04¦ 5.20¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.01.02¦ 0.10 ¦ 99.00¦100.15¦ 99.00¦ 14.24¦ 0.37¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.02.03 ¦22.01.02¦ 3.10 ¦ 99.00¦ 99.16¦ 99.10¦ 14.35¦ 0.52¦ 27007¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.01.02¦ 3.10 ¦ 99.10¦ 99.25¦ 99.10¦ 14.27¦ 5.64¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.01.02¦ 3.20 ¦ 99.10¦ 99.15¦ 99.15¦ 14.16¦ 12.29¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.01.02¦ 3.20 ¦ 99.00¦ 99.20¦ 99.20¦ 14.29¦ 17.43¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.03 ¦25.01.02¦ 8.66 ¦ 94.60¦ 94.60¦ 94.60¦ 15.46¦ 0.05¦ 26001¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.05.03 ¦21.01.02¦ 2.50 ¦ 98.19¦ 98.19¦ 98.19¦ 14.45¦ 6.00¦ 27008¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.01.02¦ 2.50 ¦ 98.01¦ 98.07¦ 98.05¦ 14.62¦ 8.28¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.01.02¦ 2.60 ¦ 98.00¦ 98.16¦ 98.16¦ 14.48¦ 5.88¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.01.02¦ 2.60 ¦ 98.11¦ 98.13¦ 98.12¦ 14.52¦ 3.70¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.01.02¦ 2.60 ¦ 98.05¦ 98.20¦ 98.05¦ 14.56¦ 9.04¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.06.03 ¦21.01.02¦ 1.90 ¦ 97.91¦ 98.15¦ 98.15¦ 14.72¦ 8.00¦ 27009¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.01.02¦ 2.00 ¦ 97.94¦ 97.95¦ 97.95¦ 14.69¦ 2.72¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.01.02¦ 2.00 ¦ 98.04¦ 98.22¦ 98.22¦ 14.59¦ 13.21¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.01.02¦ 2.00 ¦ 98.02¦ 98.11¦ 98.08¦ 14.61¦ 8.77¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.01.02¦ 2.10 ¦ 98.00¦ 98.13¦ 98.13¦ 14.57¦ 10.34¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦20.08.03 ¦25.01.02¦ 2.67 ¦ 99.40¦ 99.40¦ 99.40¦ 14.84¦ 0.70¦ 27016¦
+---------+--------+-------+------+------+------+------+-------+------+
¦17.09.03 ¦22.01.02¦ 1.40 ¦ 96.95¦ 97.00¦ 96.97¦ 14.90¦ 25.80¦ 27010¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.01.02¦ 1.40 ¦ 97.10¦ 97.28¦ 97.24¦ 14.75¦ 21.82¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.01.02¦ 1.50 ¦ 97.07¦ 97.20¦ 97.07¦ 14.71¦ 9.73¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.01.02¦ 1.50 ¦ 96.98¦ 97.15¦ 97.05¦ 14.80¦ 12.35¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦08.10.03 ¦21.01.02¦ 0.50 ¦ 95.90¦ 96.11¦ 96.11¦ 14.84¦ 12.76¦ 27011¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.01.02¦ 0.50 ¦ 96.04¦ 96.40¦ 96.21¦ 14.77¦ 0.11¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.01.02¦ 0.60 ¦ 96.30¦ 96.60¦ 96.30¦ 14.46¦ 13.64¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.01.02¦ 0.60 ¦ 96.01¦ 96.60¦ 96.50¦ 14.64¦ 2.91¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.01.02¦ 0.70 ¦ 95.85¦ 96.10¦ 95.96¦ 14.89¦ 2.13¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦19.11.03 ¦22.01.02¦ 1.70 ¦ 92.10¦ 92.40¦ 92.20¦ 15.60¦ 20.99¦ 27012¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.01.02¦ 1.70 ¦ 92.48¦ 92.50¦ 92.50¦ 15.43¦ 5.42¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.01.02¦ 1.80 ¦ 92.40¦ 92.58¦ 92.50¦ 15.45¦ 36.75¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.01.02¦ 1.80 ¦ 92.48¦ 92.60¦ 92.55¦ 15.38¦ 2.99¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.01.04 ¦21.01.02¦ 3.60 ¦ 94.20¦ 94.38¦ 94.35¦ 15.58¦ 13.94¦ 28001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.01.02¦ 3.70 ¦ 94.20¦ 94.40¦ 94.22¦ 15.50¦ 4.37¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.01.02¦ 0.00 ¦ 94.39¦ 94.59¦ 94.59¦ 15.46¦ 11.24¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.01.02¦ 0.00 ¦ 94.45¦ 94.60¦ 94.56¦ 15.42¦ 17.93¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.01.02¦ 0.10 ¦ 94.20¦ 94.63¦ 94.35¦ 15.45¦ 7.95¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.02.04 ¦21.01.02¦ 2.84 ¦ 96.60¦ 96.60¦ 96.60¦ 15.65¦ 1.00¦ 27015¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.01.02¦ 2.88 ¦ 96.50¦ 96.55¦ 96.55¦ 15.68¦ 1.44¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.01.02¦ 2.92 ¦ 97.10¦ 97.10¦ 97.10¦ 15.32¦ 0.05¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.01.02¦ 2.99 ¦ 96.65¦ 97.00¦ 96.65¦ 15.60¦ 2.00¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.04 ¦25.01.02¦ 8.66 ¦ 88.20¦ 88.30¦ 88.30¦ 16.95¦ 1.13¦ 26002¦
+---------+--------+-------+------+------+------+------+-------+------+
¦02.06.04 ¦21.01.02¦ 1.80 ¦ 96.00¦ 96.11¦ 96.00¦ 15.65¦ 12.64¦ 27013¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.01.02¦ 1.84 ¦ 95.93¦ 96.09¦ 96.09¦ 15.64¦ 1.01¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.01.02¦ 1.88 ¦ 96.00¦ 96.30¦ 96.30¦ 15.60¦ 4.54¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.01.02¦ 1.92 ¦ 96.20¦ 96.20¦ 96.20¦ 15.58¦ 2.20¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.01.02¦ 1.96 ¦ 96.19¦ 96.50¦ 96.50¦ 15.52¦ 1.04¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.12.04 ¦21.01.02¦ 1.27 ¦ 95.25¦ 95.25¦ 95.25¦ 15.59¦ 2.00¦ 27014¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.01.02¦ 1.38 ¦ 95.40¦ 95.43¦ 95.43¦ 15.51¦ 0.06¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.01.02¦ 1.42 ¦ 95.90¦ 96.00¦ 96.00¦ 15.24¦ 7.45¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.05 ¦21.01.02¦ 8.55 ¦ 84.10¦ 84.85¦ 84.85¦ 16.59¦ 1.48¦ 26003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.01.02¦ 8.60 ¦ 84.68¦ 85.50¦ 85.50¦ 16.44¦ 1.74¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.01.02¦ 8.63 ¦ 85.05¦ 86.00¦ 85.05¦ 16.07¦ 0.52¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.01.02¦ 8.66 ¦ 85.00¦ 85.10¦ 85.10¦ 16.41¦ 13.43¦ ¦
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 ¦ 49¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2002 ¦ 306¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2002 ¦ 306¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 25.11.2002 ¦ 304¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2002 ¦ 49¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2002 ¦ 49¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2002 ¦ 49¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2002 ¦ 306¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 25.11.2002 ¦ 304¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 26.11.2002 ¦ 305¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 28.11.2002 ¦ 307¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 29.11.2002 ¦ 308¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27001 ¦ 06.02.2002 ¦ 12¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27002 ¦ 20.02.2002 ¦ 26¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27003 ¦ 06.03.2002 ¦ 40¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27004 ¦ 20.03.2002 ¦ 54¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27005 ¦ 10.04.2002 ¦ 75¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 24.04.2002 ¦ 89¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 06.02.2002 ¦ 12¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 20.02.2002 ¦ 26¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 06.03.2002 ¦ 40¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 20.03.2002 ¦ 54¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 10.04.2002 ¦ 75¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 22.05.2002 ¦ 117¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 06.03.2002 ¦ 40¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 20.03.2002 ¦ 54¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 06.02.2002 ¦ 12¦ 14.00 ¦ 34.52 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 20.02.2002 ¦ 26¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 24.04.2002 ¦ 89¦ 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¦ 47¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21153 ¦22.08.01¦30.01.02¦ 5¦ 1 ¦ 13 ¦ ¦ 4731.806¦ 268.194¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21154 ¦19.09.01¦20.02.02¦ 26¦ 1 ¦ 4 ¦ ¦ 2181.942¦ 1818.058¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21155 ¦03.10.01¦03.04.02¦ 68¦ 1 ¦ 3 ¦ ¦ 1508.041¦ 3491.959¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21156 ¦28.11.01¦17.07.02¦ 173¦ 2 ¦ 8 ¦ ¦ 8249.014¦ 1750.986¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 49¦ 1 ¦ ¦ ¦ 32.200¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 306¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 671¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 1396¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 414¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 780¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1145¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 1037¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1760¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 2125¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2491¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2856¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 12¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 117¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 131¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 236¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 257¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 362¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 376¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 481¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 495¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 600¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 621¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 663¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 859¦ 1 ¦ 27 ¦ ¦ 3332.030¦ 1667.970¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 1055¦ 1 ¦ 17 ¦ ¦ 2600.049¦ 2399.951¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04,02.04¦ 740¦ 1 ¦ 17 ¦ ¦ 3399.373¦ 1600.627¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 572¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 726¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦160391.059¦33173.716¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦21.01.02¦22.01.02¦23.01.02¦24.01.02¦25.01.02¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 13.19 ¦ 13.56 ¦ 13.25 ¦ 12.96 ¦ 11.97 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 13.41 ¦ 13.38 ¦ 13.29 ¦ 13.06 ¦ 13.24 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 14.78 ¦ 14.86 ¦ 14.73 ¦ 14.75 ¦ 14.79 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 13.06 ¦ 13.32 ¦ 14.01 ¦ 12.80 ¦ 12.12 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 16.59 ¦ 0.00 ¦ 16.44 ¦ 16.07 ¦ 16.44 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 14.75 ¦ 14.91 ¦ 14.50 ¦ 14.96 ¦ 14.56 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.07 ¦ 0.14 ¦ 0.33 ¦ 0.04 ¦ 0.01 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.07 ¦ 0.00 ¦ 0.08 ¦ 0.02 ¦ 0.69 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.10 ¦ 0.11 ¦ 0.17 ¦ 0.11 ¦ 0.13 ¦
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---------¬
¦ ¦ 21.01.02¦ 22.01.02¦ 23.01.02¦ 24.01.02¦ 25.01.02¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦160391.06¦160391.06¦160391.06¦160391.06¦160391.06¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 19670.80¦ 19670.80¦ 19670.80¦ 19670.80¦ 19670.80¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД (без учета ¦ 2093.37¦ 2093.37¦ 2093.37¦ 2093.37¦ 2093.37¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 0.00¦ 0.00¦ 0.00¦ 0.00¦ 0.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦138626.89¦138626.89¦138626.89¦138626.89¦138626.89¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦160087.95¦159987.72¦159488.58¦159539.42¦159583.80¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 19005.65¦ 19000.91¦ 19013.84¦ 19018.10¦ 19068.66¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД (без учета ¦ 1994.41¦ 1994.90¦ 1999.04¦ 2008.47¦ 2003.28¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 0.00¦ 0.00¦ 0.00¦ 0.00¦ 0.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦139087.89¦138991.91¦138475.70¦138512.84¦138511.86¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 354.42¦ 353.53¦ 354.34¦ 353.37¦ 352.28¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 91.24¦ 90.22¦ 89.21¦ 88.19¦ 87.40¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД (без учета ¦ 615.51¦ 614.87¦ 614.95¦ 616.32¦ 613.93¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 0.00¦ 0.00¦ 0.00¦ 0.00¦ 0.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 386.63¦ 385.78¦ 386.98¦ 385.96¦ 384.97¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

ПРИКАЗ ЦБ РФ от 25.01.2002 n ОД-33 О ДЕЯТЕЛЬНОСТИ ВРЕМЕННОЙ АДМИНИСТРАЦИИ ПО УПРАВЛЕНИЮ КОММЕРЧЕСКИМ БАНКОМ ВНЕШКРЕДИТБАНК (ОБЩЕСТВО С ОГРАНИЧЕННОЙ ОТВЕТСТВЕННОСТЬЮ), ООО КБ ВНЕШКРЕДИТБАНК (РЕГИСТРАЦИОННЫЙ НОМЕР 3264), Г. МОСКВА, В СВЯЗИ С ОТЗЫВОМ ЛИЦЕНЗИИ НА ОСУЩЕСТВЛЕНИЕ БАНКОВСКИХ ОПЕРАЦИЙ  »
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