БЮЛЛЕТЕНЬ ЦБ РФ от 11.01.2002 n 1 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 11 января 2002 г. N 1
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 243.219 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 ¦04.01.02¦ 99.02¦ 99.02¦ 99.02¦ 13.89¦ 0.30¦ 21153¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦08.01.02¦ 99.13¦ 99.35¦ 99.35¦ 12.54¦ 25.45¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦09.01.02¦ 99.26¦ 99.35¦ 99.35¦ 12.78¦ 60.36¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦10.01.02¦ 99.39¦ 99.43¦ 99.43¦ 10.83¦ 10.00¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦11.01.02¦ 99.50¦ 99.50¦ 99.50¦ 9.65¦ 0.52¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦20.02.02 ¦09.01.02¦ 98.58¦ 98.58¦ 98.58¦ 12.52¦ 0.60¦ 21154¦
+---------+--------+------+------+------+--------+-------+-------+
¦03.04.02 ¦10.01.02¦ 97.25¦ 97.25¦ 97.25¦ 12.44¦ 0.10¦ 21155¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦11.01.02¦ 97.01¦ 97.01¦ 97.01¦ 13.72¦ 0.70¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦17.07.02 ¦04.01.02¦ 92.80¦ 93.00¦ 93.00¦ 14.34¦ 3.30¦ 21156¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦08.01.02¦ 93.15¦ 93.35¦ 93.30¦ 13.82¦ 31.13¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦09.01.02¦ 93.36¦ 93.40¦ 93.40¦ 13.67¦ 49.19¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦10.01.02¦ 93.34¦ 93.43¦ 93.43¦ 13.67¦ 42.06¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦11.01.02¦ 93.45¦ 93.54¦ 93.54¦ 13.66¦ 19.51¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 1697.802 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 ¦04.01.02¦ 2.40 ¦100.02¦100.02¦100.02¦ 14.73¦ 2.16¦ 27001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.01.02¦ 2.50 ¦100.08¦100.25¦100.25¦ 13.53¦ 50.19¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦09.01.02¦ 2.60 ¦100.13¦100.33¦100.33¦ 11.61¦ 12.01¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦10.01.02¦ 2.60 ¦100.25¦100.36¦100.36¦ 10.60¦ 25.70¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦11.01.02¦ 2.60 ¦100.26¦100.45¦100.39¦ 10.13¦ 9.89¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.05.02 ¦03.01.02¦ 1.70 ¦100.00¦100.10¦100.10¦ 15.57¦ 19.74¦ 27002¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.01.02¦ 1.80 ¦100.10¦100.10¦100.10¦ 15.30¦ 5.30¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.01.02¦ 2.00 ¦100.25¦100.45¦100.45¦ 14.26¦ 5.24¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦09.01.02¦ 2.00 ¦100.50¦100.65¦100.65¦ 13.69¦ 16.67¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦10.01.02¦ 2.00 ¦100.69¦100.83¦100.83¦ 13.33¦ 16.60¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦11.01.02¦ 2.10 ¦100.80¦100.93¦100.93¦ 12.72¦ 2.52¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.06.02 ¦03.01.02¦ 1.20 ¦100.05¦100.05¦100.05¦ 15.45¦ 0.50¦ 27003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.01.02¦ 1.20 ¦100.10¦100.30¦100.30¦ 15.23¦ 11.93¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.01.02¦ 1.40 ¦100.31¦100.50¦100.50¦ 14.25¦ 9.60¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦09.01.02¦ 1.40 ¦100.60¦100.75¦100.75¦ 13.59¦ 3.47¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦10.01.02¦ 1.50 ¦100.66¦100.90¦100.89¦ 13.01¦ 17.94¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦11.01.02¦ 1.50 ¦100.80¦100.93¦100.90¦ 13.03¦ 9.53¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦18.09.02 ¦04.01.02¦ 0.70 ¦100.10¦100.60¦100.60¦ 15.38¦ 5.96¦ 27004¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.01 02¦ 0.80 ¦100.70¦100.85¦100.77¦ 14.31¦ 13.54¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦09.01.02¦ 0.90 ¦100.82¦101.10¦101.10¦ 13.85¦ 32.20¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦10.01.02¦ 0.90 ¦101.02¦101.25¦101.25¦ 13.64¦ 12.89¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦11.01.02¦ 0.90 ¦101.20¦101.60¦101.23¦ 13.48¦ 11.19¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦09.10.02 ¦04.01.02¦ 3.50 ¦ 99.75¦100.00¦ 99.80¦ 14.33¦ 21.59¦ 27005¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.01.02¦ 3.70 ¦ 99.95¦ 99.95¦ 99.95¦ 13.99¦ 1.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦09.01.02¦ 0.00 ¦100.00¦100.29¦100.20¦ 13.68¦ 15.43¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦10.01.02¦ 0.00 ¦100.10¦100.35¦100.34¦ 13.55¦ 4.29¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦11.01.02¦ 0.10 ¦100.30¦100.50¦100.40¦ 13.18¦ 5.04¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.01.03 ¦03.01.02¦ 2.90 ¦ 98.70¦ 98.70¦ 98.70¦ 14.72¦ 0.40¦ 27006¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.01.02¦ 2.90 ¦ 98.80¦ 99.00¦ 98.90¦ 14.49¦ 5.27¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.01.02¦ 3.10 ¦ 98.90¦ 99.59¦ 99.35¦ 14.04¦ 13.43¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦09.01.02¦ 3.10 ¦ 99.10¦ 99.40¦ 99.40¦ 14.10¦ 8.06¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦10.01.02¦ 3.20 ¦ 99.30¦ 99.90¦ 99.50¦ 13.65¦ 3.98¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦11.01.02¦ 3.20 ¦ 99.15¦ 99.74¦ 99.45¦ 13.73¦ 3.74¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.02.03 ¦03.01.02¦ 2.30 ¦ 97.42¦ 98.25¦ 98.25¦ 16.23¦ 10.85¦ 27007¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.01.02¦ 2.40 ¦ 98.40¦ 98.80¦ 98.80¦ 14.80¦ 4.81¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.01.02¦ 2.50 ¦ 98.98¦ 99.10¦ 99.10¦ 14.40¦ 58.69¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦09.01.02¦ 2.60 ¦ 99.20¦ 99.30¦ 99.30¦ 14.10¦ 46.63¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦10.01.02¦ 2.60 ¦ 98.63¦ 99.70¦ 99.15¦ 14.18¦ 11.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦11.01.02¦ 2.60 ¦ 99.50¦ 99.56¦ 99.50¦ 13.88¦ 8.85¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.03 ¦09.01.02¦ 8.22 ¦ 93.50¦ 94.00¦ 94.00¦ 16.24¦ 0.13¦ 26001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦10.01.02¦ 8.25 ¦ 94.50¦ 94.50¦ 94.50¦ 15.36¦ 0.29¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.05.03 ¦04.01.02¦ 1.80 ¦ 97.00¦ 97.30¦ 97.10¦ 15.45¦ 12.01¦ 27008¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.01.02¦ 2.00 ¦ 97.72¦ 97.83¦ 97.83¦ 14.83¦ 33.01¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦09.01.02¦ 2.00 ¦ 97.95¦ 98.39¦ 98.39¦ 14.59¦ 47.18¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦10.01.02¦ 2.00 ¦ 98.01¦ 98.30¦ 98.30¦ 14.48¦ 40.91¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦11.01.02¦ 2.10 ¦ 98.29¦ 98.42¦ 98.42¦ 14.32¦ 27.60¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.06.03 ¦03.01.02¦ 1.20 ¦ 96.10¦ 96.11¦ 96.10¦ 16.45¦ 1.58¦ 27009¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.01.02¦ 1.20 ¦ 97.10¦ 97.45¦ 97.40¦ 15.37¦ 0.20¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.01.02¦ 1.40 ¦ 96.91¦ 97.84¦ 97.84¦ 15.13¦ 58.04¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦09.01.02¦ 1.40 ¦ 97.59¦ 98.33¦ 98.33¦ 14.68¦ 99.95¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦10.01.02¦ 1.50 ¦ 97.00¦ 98.30¦ 98.30¦ 14.72¦ 64.61¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦11.01.02¦ 1.50 ¦ 98.30¦ 98.40¦ 98.31¦ 14.37¦ 33.61¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦20.08.03 ¦11.01.02¦ 2.10 ¦ 99.25¦ 99.47¦ 99.47¦ 14.82¦ 2.00¦ 27016¦
+---------+--------+-------+------+------+------+------+-------+------+
¦17.09.03 ¦03.01.02¦ 0.60 ¦ 95.35¦ 95.95¦ 95.95¦ 16.11¦ 22.26¦ 27010¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.01.02¦ 0.70 ¦ 95.50¦ 96.80¦ 96.80¦ 15.36¦ 40.92¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.01.02¦ 0.80 ¦ 96.75¦ 97.00¦ 96.97¦ 15.02¦ 21.52¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦09.01.02¦ 0.90 ¦ 96.75¦ 97.50¦ 97.49¦ 14.62¦ 51.09¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦10.01.02¦ 0.90 ¦ 97.35¦ 97.45¦ 97.38¦ 14.60¦ 65.26¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦11.01.02¦ 0.90 ¦ 97.00¦ 97.60¦ 97.55¦ 14.53¦ 38.28¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦08.10.03 ¦03.01.02¦ 3.50 ¦ 94.25¦ 94.50¦ 94.25¦ 16.17¦ 10.95¦ 27011¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.01.02¦ 3.50 ¦ 94.45¦ 95.30¦ 95.30¦ 16.06¦ 9.10¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.01.02¦ 3.70 ¦ 95.20¦ 96.20¦ 96.00¦ 15.11¦ 50.49¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦09.01.02¦ 0.00 ¦ 96.15¦ 96.40¦ 96.35¦ 14.67¦ 51.32¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦10.01.02¦ 0.00 ¦ 96.30¦ 96.50¦ 96.47¦ 14.62¦ 34.12¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦11.01.02¦ 0.10 ¦ 96.45¦ 96.58¦ 96.45¦ 14.49¦ 12.96¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦19.11.03 ¦03.01.02¦ 1.20 ¦ 89.80¦ 90.20¦ 89.80¦ 17.20¦ 0.20¦ 27012¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.01.02¦ 1.20 ¦ 90.50¦ 90.80¦ 90.80¦ 16.53¦ 0.23¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.01.02¦ 1.30 ¦ 90.80¦ 91.60¦ 91.50¦ 16.07¦ 38.40¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦09.01.02¦ 1.30 ¦ 92.00¦ 92.50¦ 92.18¦ 15.56¦ 44.02¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦10.01.02¦ 1.40 ¦ 92.10¦ 92.18¦ 92.18¦ 15.54¦ 39.37¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦11.01.02¦ 1.40 ¦ 92.00¦ 92.20¦ 92.00¦ 15.59¦ 48.19¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.01.04 ¦03.01.02¦ 2.90 ¦ 92.30¦ 93.32¦ 93.32¦ 16.67¦ 3.14¦ 28001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.01.02¦ 2.90 ¦ 93.30¦ 93.30¦ 93.30¦ 16.27¦ 0.35¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.01.02¦ 3.10 ¦ 93.30¦ 93.92¦ 93.85¦ 15.90¦ 7.50¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦09.01.02¦ 3.10 ¦ 94.25¦ 94.58¦ 94.58¦ 15.54¦ 12.36¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦10.01.02¦ 3.20 ¦ 94.36¦ 94.70¦ 94.70¦ 15.34¦ 7.14¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦11.01.02¦ 3.20 ¦ 94.69¦ 94.80¦ 94.76¦ 15.26¦ 17.57¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.02.04 ¦09.01.02¦ 2.38 ¦ 96.56¦ 96.56¦ 96.56¦ 15.67¦ 4.05¦ 27015¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦10.01 02¦ 2.42 ¦ 96.70¦ 96.70¦ 96.70¦ 15.58¦ 0.47¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦11.01.02¦ 2.46 ¦ 97.00¦ 97.00¦ 97.00¦ 15.38¦ 0.03¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.04 ¦08.01.02¦ 8.19 ¦ 87.00¦ 87.00¦ 87.00¦ 17.60¦ 0.02¦ 26002¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦10.01.02¦ 8.25 ¦ 87.20¦ 87.20¦ 87.20¦ 17.49¦ 1.82¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦02.06.04 ¦08.01.02¦ 1.30 ¦ 95.00¦ 95.00¦ 95.00¦ 16.27¦ 0.18¦ 27013¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦09.01.02¦ 1.34 ¦ 95.15¦ 96.05¦ 96.05¦ 15.70¦ 3.68¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦10.01.02¦ 1.38 ¦ 96.35¦ 96.35¦ 96.35¦ 15.49¦ 0.13¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦11.01.02¦ 1.42 ¦ 96.29¦ 96.35¦ 96.35¦ 15.49¦ 9.53¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.12.04 ¦08.01.02¦ 0.77 ¦ 93.94¦ 95.00¦ 95.00¦ 15.72¦ 0.21¦ 27014¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦09.01.02¦ 0.81 ¦ 95.05¦ 95.11¦ 95.11¦ 15.67¦ 65.20¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦10.01.02¦ 0.84 ¦ 95.30¦ 95.50¦ 95.30¦ 15.56¦ 3.61¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦11.01.02¦ 0.88 ¦ 95.40¦ 95.44¦ 95.43¦ 15.51¦ 37.71¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.05 ¦04.01.02¦ 8.08 ¦ 83.00¦ 83.20¦ 83.15¦ 17.24¦ 2.22¦ 26003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.01.02¦ 8.19 ¦ 83.00¦ 83.10¦ 83.00¦ 17.32¦ 0.33¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦09.01.02¦ 8.22 ¦ 83.20¦ 84.25¦ 84.25¦ 17.05¦ 0.14¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦10.01.02¦ 8.25 ¦ 84.00¦ 85.00¦ 84.10¦ 16.54¦ 2.81¦ ¦
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 ¦ 63¦ 10.00¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2002 ¦ 320¦ 5.00¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2002 ¦ 320¦ 5.00¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 25.11.2002 ¦ 318¦ 2.00¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2002 ¦ 63¦ 10.00¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2002 ¦ 63¦ 10.00¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2002 ¦ 63¦ 10.00¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2002 ¦ 320¦ 5.00¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 25.11.2002 ¦ 318¦ 2.00¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 26.11.2002 ¦ 319¦ 2.00¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 28.11.2002 ¦ 321¦ 2.00¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 29.11.2002 ¦ 322¦ 2.00¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27001 ¦ 06.02.2002 ¦ 26¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27002 ¦ 20.02.2002 ¦ 40¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27003 ¦ 06.03.2002 ¦ 54¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27004 ¦ 20.03.2002 ¦ 68¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27005 ¦ 10.04.2002 ¦ 89¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 23.01.2002 ¦ 12¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 06.02.2002 ¦ 26¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 20.02.2002 ¦ 45¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 06.03.2002 ¦ 54¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 20.03.2002 ¦ 68¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 10.04.2002 ¦ 89¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 22.05.2002 ¦ 131¦ 10.00¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 06.03.2002 ¦ 54¦ 14.00¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 20.03.2002 ¦ 68¦ 14.00¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 06.02.2002 ¦ 26¦ 14.00¦ 34.52 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 20.02.2002 ¦ 40¦ 15.00¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 23.01.2002 ¦ 12¦ 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¦ 61¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21153 ¦22.08.01¦30.01.02¦ 19¦ 1 ¦ 13 ¦ ¦ 4731.806¦ 268.194¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21154 ¦19.09.01¦20.02.02¦ 40¦ 1 ¦ 4 ¦ ¦ 2181.942¦ 1818.058¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21155 ¦03.10.01¦03.04.02¦ 82¦ 1 ¦ 3 ¦ ¦ 1508.041¦ 3491.959¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21156 ¦28.11.01¦17.07.02¦ 187¦ 2 ¦ 6 ¦ ¦ 8218.924¦ 1781.076¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 63¦ 1 ¦ ¦ ¦ 32.200¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 320¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 685¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 1410¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 428¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 794¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1159¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 1051¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1774¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 2139¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2505¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2870¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 26¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 131¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 145¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 250¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 271¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 376¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 390¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 495¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 509¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 614¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 635¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 677¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 873¦ 1 ¦ 27 ¦ ¦ 3332.030¦ 1667.970¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 1069¦ 1 ¦ 17 ¦ ¦ 2600.049¦ 2399.951¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 754¦ 1 ¦ 17 ¦ ¦ 3399.373¦ 1600.627¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 586¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 740¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦160360.969¦33203.806¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------T--------¬
¦ ¦03.01.02¦04.01.02¦08.01.02¦09.01.02¦10.01.02¦11.01.02¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 15.74 ¦ 14.37 ¦ 13.70 ¦ 13.41 ¦ 13.15 ¦ 13.22 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 13.66 ¦ 13.63 ¦ 13.80 ¦ 13.64 ¦ 13.35 ¦ 13.26 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 16.16 ¦ 15.57 ¦ 15.09 ¦ 14.72 ¦ 14.60 ¦ 14.54 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 14.33 ¦ 13.70 ¦ 13.55 ¦ 13.60 ¦ 13.65 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.00 ¦ 17.24 ¦ 17.33 ¦ 16.82 ¦ 16.80 ¦ 0.00 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 16.13 ¦ 15.27 ¦ 15.07 ¦ 14.93 ¦ 14.69 ¦ 14.95 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.02 ¦ 0.29 ¦ 0.57 ¦ 0.26 ¦ 0.10 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.00 ¦ 0.10 ¦ 0.02 ¦ 0.01 ¦ 0.23 ¦ 0.00 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.05 ¦ 0.09 ¦ 0.26 ¦ 0.37 ¦ 0.25 ¦ 0.20 ¦
L--------------------------+--------+--------+--------+--------+--------+---------
--------------------------------
<*> Рассчитывается как средняя простая доходность по ГКО и эффективная доходность по ОФЗ, взвешенная по срокам до погашения и объемам в обращении.
<**> Рассчитывается как средняя простая доходность по ГКО и эффективная доходность по ОФЗ, взвешенная по срокам до погашения и оборотам вторичного рынка.
Часть 5
НЕКОТОРЫЕ МАКРОХАРАКТЕРИСТИКИ РЫНКА ГКО - ОФЗ - ОБР
-----------------------T---------T---------T---------T---------T---------T---------¬
¦ ¦ 03.01.02¦ 04.01.02¦ 08.01.02¦ 09.01.02¦ 10.01.02¦ 11.01.02¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦160133.01¦160133.01¦160156.94¦160264.96¦160308.96¦160360.97¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 19506.07¦ 19506.07¦ 19530.01¦ 19579.21¦ 19621.21¦ 19640.71¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД (без учета ¦ 2093.37¦ 2093.37¦ 2093.37¦ 2093.37¦ 2093.37¦ 2093.37¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 0.00¦ 0.00¦ 0.00¦ 0.00¦ 0.00¦ 0.00¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦138533.56¦138533.56¦138533.56¦138592.38¦138594.39¦138626.89¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦157449.77¦158239.69¦159166.70¦159157.01¦159448.84¦159736.24¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 18590.17¦ 18693.37¦ 18756.50¦ 18824.15¦ 18891.31¦ 18913.46¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД (без учета ¦ 1966.47¦ 1965.27¦ 1965.66¦ 1973.05¦ 1987.34¦ 1987.83¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 0.00¦ 0.00¦ 0.00¦ 0.00¦ 0.00¦ 0.00¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦136893.12¦137581.05¦138444.54¦138359.81¦138570.18¦138834.94¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 369.04¦ 368.51¦ 365.08¦ 366.42¦ 365.50¦ 364.67¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 108.01¦ 107.33¦ 103.52¦ 102.73¦ 101.87¦ 100.95¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД (без учета ¦ 625.54¦ 624.44¦ 621.01¦ 621.76¦ 623.74¦ 623.20¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 0.00¦ 0.00¦ 0.00¦ 0.00¦ 0.00¦ 0.00¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 400.80¦ 400.34¦ 396.88¦ 398.66¦ 397.73¦ 396.89¦
L----------------------+---------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
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