БЮЛЛЕТЕНЬ ЦБ РФ от 18.01.2002 n 2 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 18 января 2002 г. N 2
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 94.285 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 ¦14.01.02¦ 99.56¦ 99.60¦ 99.60¦ 10.08¦ 3.50¦ 21153 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦15.01.02¦ 99.59¦ 99.70¦ 99.70¦ 7.81¦ 6.12¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦16.01.02¦ 99.65¦ 99.65¦ 99.65¦ 9.16¦ 22.71¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦17.01.02¦ 99.65¦ 99.65¦ 99.65¦ 9.86¦ 3.00¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦18.01.02¦ 99.65¦ 99.66¦ 99.66¦ 10.68¦ 6.13¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦20.02.02 ¦15.01.02¦ 98.80¦ 98.80¦ 98.80¦ 12.31¦ 1.00¦ 21154 ¦
+---------+--------+------+------+------+--------+-------+-------+
¦03.04.02 ¦14.01.02¦ 96.55¦ 96.55¦ 96.55¦ 16.51¦ 0.01¦ 21155 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦15.01.02¦ 97.20¦ 97.50¦ 97.50¦ 12.29¦ 5.00¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦17.07.02 ¦14.01.02¦ 93.65¦ 93.65¦ 93.65¦ 13.45¦ 0.40¦ 21156 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦15.01.02¦ 93.81¦ 93.82¦ 93.81¦ 13.14¦ 9.50¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦16.01.02¦ 93.80¦ 93.90¦ 93.86¦ 13.12¦ 36.92¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 1168.015 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 ¦14.01.02¦ 2.80 ¦100.20¦100.35¦100.28¦ 10.49¦ 41.76¦ 27001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.01.02¦ 2.80 ¦100.07¦100.27¦100.16¦ 11.89¦ 24.25¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.01.02¦ 2.80 ¦100.15¦100.18¦100.18¦ 13.06¦ 18.08¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.01.02¦ 2.90 ¦100.12¦100.16¦100.15¦ 12.16¦ 67.39¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.01.02¦ 2.90 ¦100.17¦100.19¦100.18¦ 12.00¦ 25.70¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.02 ¦14.01.02¦ 8.36 ¦ 99.75¦ 99.80¦ 99.75¦ 11.14¦ 0.14¦ 25014¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.05.02 ¦14.01.02¦ 2.20 ¦100.76¦100.85¦100.85¦ 12.98¦ 37.38¦ 27002¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.01.02¦ 2.20 ¦100.80¦100.84¦100.83¦ 13.06¦ 8.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.01.02¦ 2.30 ¦100.75¦100.80¦100.79¦ 12.94¦ 11.27¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.01.02¦ 2.30 ¦100.78¦100.87¦100.83¦ 12.89¦ 24.95¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.01.02¦ 2.40 ¦100.85¦100.90¦100.86¦ 12.51¦ 39.21¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.06.02 ¦14.01.02¦ 1.60 ¦100.88¦100.93¦100.89¦ 13.06¦ 24.59¦ 27003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.01.02¦ 1.70 ¦100.88¦100.90¦100.88¦ 12.90¦ 31.10¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.01.02¦ 1.70 ¦100.85¦100.98¦100.85¦ 13.03¦ 32.11¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.01.02¦ 1.70 ¦100.79¦101.00¦100.92¦ 13.02¦ 21.90¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.01.02¦ 1.80 ¦100.92¦100.96¦100.92¦ 12.79¦ 42.35¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦18.09.02 ¦14.01.02¦ 1.10 ¦101.17¦101.31¦101.22¦ 13.46¦ 24.24¦ 27004¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.01.02¦ 1.10 ¦101.30¦101.31¦101.30¦ 13.40¦ 22.41¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.01.02¦ 1.10 ¦101.06¦101.15¦101.11¦ 13.79¦ 8.43¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.01.02¦ 1.20 ¦101.05¦101.45¦101.30¦ 13.47¦ 33.42¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.01.02¦ 1.20 ¦101.25¦101.45¦101.25¦ 13.17¦ 17.04¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦09.10.02 ¦14.01.02¦ 0.20 ¦100.30¦100.47¦100.31¦ 13.28¦ 1.85¦ 27005¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.01.02¦ 0.20 ¦100.38¦100.40¦100.38¦ 13.38¦ 5.24¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.01.02¦ 0.30 ¦100.12¦100.35¦100.25¦ 13.47¦ 4.16¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.01.02¦ 0.30 ¦100.26¦100.75¦100.30¦ 13.48¦ 0.92¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.01.02¦ 0.40 ¦100.29¦100.40¦100.30¦ 13.24¦ 7.40¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.01.03 ¦14.01.02¦ 3.30 ¦ 98.65¦ 99.49¦ 99.49¦ 13.83¦ 3.14¦ 27006¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.01.02¦ 3.40 ¦ 99.11¦ 99.50¦ 99.11¦ 13.73¦ 0.22¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.01.02¦ 3.40 ¦ 99.00¦ 99.00¦ 99.00¦ 14.36¦ 2.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.01.02¦ 3.50 ¦ 99.00¦ 99.03¦ 99.03¦ 14.26¦ 0.04¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.01.02¦ 3.50 ¦ 99.02¦ 99.37¦ 99.37¦ 14.09¦ 1.65¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.02.03 ¦14.01.02¦ 2.80 ¦ 99.10¦ 99.50¦ 99.40¦ 13.90¦ 5.87¦ 27007¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.01.02¦ 2.80 ¦ 99.05¦ 99.51¦ 99.20¦ 13.88¦ 1.50¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.01.02¦ 2.80 ¦ 98.99¦ 99.44¦ 99.44¦ 14.39¦ 10.47¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.01.02¦ 2.90 ¦ 99.10¦ 99.30¦ 99.11¦ 14.03¦ 3.04¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.01.02¦ 2.90 ¦ 99.30¦ 99.30¦ 99.30¦ 14.07¦ 1.18¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.03 ¦16.01.02¦ 8.41 ¦ 94.00¦ 94.00¦ 94.00¦ 15.97¦ 0.06¦ 26001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.01.02¦ 8.47 ¦ 94.90¦ 95.00¦ 95.00¦ 14.96¦ 0.60¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.05.03 ¦14.01.02¦ 2.20 ¦ 98.05¦ 98.40¦ 98.35¦ 14.36¦ 1.84¦ 27008¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.01.02¦ 2.20 ¦ 98.23¦ 98.32¦ 98.30¦ 14.42¦ 14.68¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.01.02¦ 2.30 ¦ 98.00¦ 98.30¦ 98.10¦ 14.56¦ 5.08¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.01.02¦ 2.30 ¦ 98.00¦ 98.25¦ 98.05¦ 14.48¦ 0.23¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.01.02¦ 2.40 ¦ 98.12¦ 98.21¦ 98.20¦ 14.46¦ 8.11¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.06.03 ¦14.01.02¦ 1.60 ¦ 97.60¦ 98.40¦ 98.30¦ 14.52¦ 5.56¦ 27009¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.01.02¦ 1.70 ¦ 98.23¦ 98.30¦ 98.30¦ 14.41¦ 14.84¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.01.02¦ 1.70 ¦ 97.90¦ 98.00¦ 97.92¦ 14.76¦ 2.26¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.01.02¦ 1.70 ¦ 97.86¦ 98.01¦ 98.01¦ 14.83¦ 25.16¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.01.02¦ 1.80 ¦ 98.15¦ 98.15¦ 98.15¦ 14.55¦ 5.31¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦20.08.03 ¦14.01.02¦ 2.22 ¦ 99.20¦ 99.40¦ 99.40¦ 15.02¦ 0.05¦ 27016¦
+---------+--------+-------+------+------+------+------+-------+------+
¦17.09.03 ¦14.01.02¦ 1.10 ¦ 97.21¦ 97.41¦ 97.28¦ 14.62¦ 26.94¦ 27010¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.01.02¦ 1.10 ¦ 97.10¦ 97.34¦ 97.15¦ 14.81¦ 13.26¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.01.02¦ 1.10 ¦ 96.85¦ 97.20¦ 97.02¦ 14.91¦ 56.81¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.01.02¦ 1.20 ¦ 97.00¦ 97.22¦ 97.22¦ 14.76¦ 19.32¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.01.02¦ 1.20 ¦ 97.16¦ 97.29¦ 97.21¦ 14.74¦ 13.30¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦08.10.03 ¦14.01.02¦ 0.20 ¦ 96.35¦ 96.40¦ 96.40¦ 14.63¦ 8.80¦ 27011¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.01.02¦ 0.20 ¦ 95.96¦ 96.50¦ 96.30¦ 14.60¦ 32.03¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.01.02¦ 0.30 ¦ 95.95¦ 96.44¦ 95.95¦ 14.89¦ 1.12¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.01.02¦ 0.30 ¦ 96.00¦ 96.20¦ 96.20¦ 14.79¦ 9.55¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.01.02¦ 0.40 ¦ 96.00¦ 96.20¦ 96.00¦ 14.78¦ 11.85¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦19.11.03 ¦14.01.02¦ 1.50 ¦ 91.66¦ 92.10¦ 92.10¦ 15.71¦ 10.79¦ 27012¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.01.02¦ 1.50 ¦ 92.07¦ 92.08¦ 92.08¦ 15.66¦ 21.08¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.01.02¦ 1.50 ¦ 91.92¦ 92.10¦ 92.04¦ 15.75¦ 10.77¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.01.02¦ 1.60 ¦ 92.10¦ 92.10¦ 92.10¦ 15.63¦ 1.92¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.01.02¦ 1.60 ¦ 92.30¦ 92.30¦ 92.30¦ 15.51¦ 51.92¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.01.04 ¦14.01.02¦ 3.30 ¦ 94.01¦ 94.70¦ 94.40¦ 15.48¦ 38.57¦ 28001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.01.02¦ 3.40 ¦ 94.10¦ 94.30¦ 94.20¦ 15.61¦ 20.10¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.01.02¦ 3.40 ¦ 94.07¦ 94.20¦ 94.20¦ 15.65¦ 6.71¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.01.02¦ 3.50 ¦ 94.15¦ 94.30¦ 94.27¦ 15.55¦ 43.79¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.01.02¦ 3.50 ¦ 94.27¦ 94.50¦ 94.35¦ 15.45¦ 3.92¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.02.04 ¦14.01.02¦ 2.57 ¦ 96.44¦ 96.44¦ 96.44¦ 15.75¦ 0.14¦ 27015¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.01.02¦ 2.69 ¦ 96.60¦ 96.60¦ 96.60¦ 15.65¦ 2.50¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦02.06.04 ¦14.01.02¦ 1.53 ¦ 96.05¦ 96.06¦ 96.05¦ 15.66¦ 0.14¦ 27013¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.01.02¦ 1.57 ¦ 96.05¦ 96.12¦ 96.12¦ 15.64¦ 24.06¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.01.02¦ 1.61 ¦ 96.05¦ 96.10¦ 96.10¦ 15.63¦ 4.59¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.01.02¦ 1.65 ¦ 96.10¦ 96.16¦ 96.16¦ 15.60¦ 4.28¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.01.02¦ 1.69 ¦ 96.18¦ 96.24¦ 96.24¦ 15.56¦ 21.20¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.12.04 ¦14.01.02¦ 1.00 ¦ 95.12¦ 95.13¦ 95.12¦ 15.66¦ 5.71¦ 27014¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.01.02¦ 1.07 ¦ 95.10¦ 95.13¦ 95.11¦ 15.65¦ 3.45¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.01.02¦ 1.11 ¦ 95.10¦ 95.10¦ 95.10¦ 15.67¦ 0.02¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.01.02¦ 1.15 ¦ 95.25¦ 95.40¦ 95.40¦ 15.59¦ 2.15¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.05 ¦14.01.02¦ 8.36 ¦ 84.00¦ 84.65¦ 84.55¦ 16.57¦ 4.49¦ 26003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.01.02¦ 8.38 ¦ 83.60¦ 85.00¦ 85.00¦ 16.42¦ 0.51¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.01.02¦ 8.41 ¦ 85.00¦ 85.01¦ 85.00¦ 16.41¦ 1.09¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.01.02¦ 8.44 ¦ 84.50¦ 84.90¦ 84.75¦ 16.47¦ 0.46¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.01.02¦ 8.47 ¦ 85.00¦ 85.05¦ 85.05¦ 16.42¦ 2.09¦ ¦
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 ¦ 56¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2002 ¦ 313¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2002 ¦ 313¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 25.11.2002 ¦ 311¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2002 ¦ 56¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2002 ¦ 56¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2002 ¦ 56¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2002 ¦ 313¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 25.11.2002 ¦ 311¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 26.11.2002 ¦ 312¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 28.11.2002 ¦ 314¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 29.11.2002 ¦ 315¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27001 ¦ 06.02.2002 ¦ 19¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27002 ¦ 20.02.2002 ¦ 33¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27003 ¦ 06.03.2002 ¦ 47¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27004 ¦ 20.03.2002 ¦ 61¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27005 ¦ 10.04.2002 ¦ 82¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 23.01.2002 ¦ 5¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 06.02.2002 ¦ 19¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 20.02.2002 ¦ 33¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 06.03.2002 ¦ 47¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 20.03.2002 ¦ 61¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 10.04.2002 ¦ 82¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 22.05.2002 ¦ 124¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 06.03.2002 ¦ 47¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 20.03.2002 ¦ 61¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 06.02.2002 ¦ 19¦ 14.00 ¦ 34.52 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 20.02.2002 ¦ 33¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 23.01.2002 ¦ 5¦ 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¦ 54¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21153 ¦22.08.01¦30.01.02¦ 12¦ 1 ¦ 13 ¦ ¦ 4731.806¦ 268.194¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21154 ¦19.09.01¦20.02.02¦ 33¦ 1 ¦ 4 ¦ ¦ 2181.942¦ 1818.058¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21155 ¦03.10.01¦03.04.02¦ 75¦ 1 ¦ 3 ¦ ¦ 1508.041¦ 3491.959¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21156 ¦28.11.01¦17.07.02¦ 180¦ 2 ¦ 8 ¦ ¦ 8249.014¦ 1750.986¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 56¦ 1 ¦ ¦ ¦ 32.200¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 313¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 678¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 1403¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 421¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 787¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1152¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 1044¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1767¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 2132¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2498¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2863¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 19¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 124¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 138¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 243¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 264¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 369¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 383¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 488¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 502¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 607¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 628¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 670¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 866¦ 1 ¦ 27 ¦ ¦ 3332.030¦ 1667.970¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 1062¦ 1 ¦ 17 ¦ ¦ 2600.049¦ 2399.951¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 747¦ 1 ¦ 17 ¦ ¦ 3399.373¦ 1600.627¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 579¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 733¦ ¦ ¦ ¦ 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--------¬
¦ ¦14.01.02¦15.01.02¦16.01.02¦17.01.02¦18.01.02¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 13.47 ¦ 12.75 ¦ 12.93 ¦ 12.76 ¦ 12.56 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 13.39 ¦ 13.30 ¦ 13.33 ¦ 13.35 ¦ 13.29 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 14.67 ¦ 14.70 ¦ 14.90 ¦ 14.79 ¦ 14.68 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 11.97 ¦ 12.75 ¦ 12.93 ¦ 9.86 ¦ 10.68 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 16.56 ¦ 16.42 ¦ 16.40 ¦ 16.47 ¦ 16.27 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 14.72 ¦ 14.88 ¦ 14.83 ¦ 14.81 ¦ 14.82 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.02 ¦ 0.11 ¦ 0.30 ¦ 0.02 ¦ 0.03 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.22 ¦ 0.02 ¦ 0.05 ¦ 0.02 ¦ 0.13 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.17 ¦ 0.17 ¦ 0.13 ¦ 0.19 ¦ 0.18 ¦
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---------¬
¦ ¦ 14.01.02¦ 15.01.02¦ 16.01.02¦ 17.01.02¦ 18.01.02¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦160360.97¦160369.87¦160391.06¦160391.06¦160391.06¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 19640.71¦ 19649.61¦ 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, ¦159725.65¦159804.00¦159633.16¦159812.76¦159996.51¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 18924.98¦ 18971.20¦ 18992.96¦ 18992.96¦ 18992.96¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД (без учета ¦ ¦ ¦ ¦ ¦ ¦
¦ выпуска 25030) ¦ 1989.51¦ 1993.87¦ 1993.96¦ 1993.10¦ 1996.42¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 0.00¦ 0.00¦ 0.00¦ 0.00¦ 0.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦138811.16¦138838.93¦138646.24¦138826.69¦139007.13¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 361.45¦ 360.39¦ 359.25¦ 358.37¦ 357.46¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 98.02¦ 97.07¦ 96.18¦ 95.18¦ 94.18¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД (без учета ¦ 620.60¦ 620.77¦ 620.17¦ 619.13¦ 618.58¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 0.00¦ 0.00¦ 0.00¦ 0.00¦ 0.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 393.65¦ 392.63¦ 391.54¦ 390.63¦ 389.69¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

<ТЕЛЕТАЙПОГРАММА> ГТК РФ от 18.01.2002 n ТФ-1541 <О ТАМОЖЕННОМ ОФОРМЛЕНИИ ТОВАРОВ, ПЕРЕМЕЩАЕМЫХ ОРГАНИЗАЦИЯМИ, ЯВЛЯЮЩИМИСЯ ЧЛЕНАМИ РАТЭК>  »
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