БЮЛЛЕТЕНЬ ЦБ РФ от 28.12.2001 n 49 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 28 декабря 2001 г. N 49
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 463.602 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 ¦24.12.01¦ 99.45¦ 99.51¦ 98.55¦ 14.62¦ 127.97¦ 21153 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦25.12.01¦ 98.40¦ 98.54¦ 98.41¦ 16.07¦ 49.68¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦26.12.01¦ 98.45¦ 98.52¦ 98.50¦ 15.88¦ 30.56¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦27.12.01¦ 98.50¦ 98.60¦ 98.58¦ 15.91¦ 73.01¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦28.12.01¦ 98.56¦ 98.80¦ 98.80¦ 15.14¦ 6.42¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦20.02.02 ¦25.12.01¦ 97.60¦ 97.60¦ 97.60¦ 15.75¦ 1.93¦ 21154 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦26.12.01¦ 97.60¦ 97.65¦ 97.62¦ 15.89¦ 16.35¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦27.12.01¦ 98.00¦ 98.00¦ 98.00¦ 13.54¦ 0.00¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦13.03.02 ¦27.12.01¦ 97.00¦ 97.00¦ 97.00¦ 14.85¦ 11.00¦ 21147 ¦
+---------+--------+------+------+------+--------+-------+-------+
¦03.04.02 ¦24.12.01¦ 95.90¦ 96.00¦ 95.90¦ 15.57¦ 2.44¦ 21155 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦26.12.01¦ 95.85¦ 95.85¦ 95.85¦ 16.13¦ 0.15¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦27.12.01¦ 96.00¦ 96.00¦ 96.00¦ 15.68¦ 6.75¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦28.12.01¦ 96.00¦ 96.00¦ 96.00¦ 15.84¦ 6.74¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦17.07.02 ¦24.12.01¦ 91.99¦ 92.10¦ 92.00¦ 15.44¦ 70.40¦ 21156 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦25.12.01¦ 91.98¦ 92.08¦ 92.00¦ 15.56¦ 15.09¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦26.12.01¦ 91.90¦ 92.05¦ 92.05¦ 15.85¦ 4.02¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦27.12.01¦ 92.15¦ 92.48¦ 92.15¦ 15.27¦ 16.53¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦28.12.01¦ 91.85¦ 91.90¦ 91.85¦ 16.09¦ 24.56¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 2360.726 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 ¦24.12.01¦ 1.90 ¦ 99.95¦100.20¦100.14¦ 14.42¦ 140.04¦ 27001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.12.01¦ 2.00 ¦ 99.85¦100.10¦ 99.85¦ 15.74¦ 41.32¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.12.01¦ 2.00 ¦ 99.94¦100.02¦100.00¦ 15.45¦ 14.16¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.12.01¦ 2.00 ¦100.00¦100.15¦100.10¦ 14.85¦ 14.21¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.12.01¦ 2.10 ¦100.01¦100.20¦100.10¦ 14.42¦ 27.28¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.02 ¦24.12.01¦ 7.78 ¦ 98.50¦ 98.50¦ 98.50¦ 16.76¦ 0.06¦ 25014¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.12.01¦ 7.81 ¦ 98.50¦ 98.50¦ 98.50¦ 16.85¦ 0.03¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.05.02 ¦24.12.01¦ 1.30 ¦ 99.95¦100.30¦100.00¦ 15.39¦ 144.33¦ 27002¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.12.01¦ 1.40 ¦ 99.65¦100.10¦ 99.87¦ 16.08¦ 17.07¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.12.01¦ 1.40 ¦ 99.80¦100.18¦100.18¦ 15.45¦ 2.59¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.12.01¦ 1.50 ¦100.15¦100.40¦100.40¦ 14.84¦ 10.94¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.12.01¦ 1.50 ¦100.00¦100.15¦100.06¦ 15.48¦ 62.28¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.06.02 ¦24.12.01¦ 0.80 ¦ 99.95¦100.15¦ 99.95¦ 15.53¦ 77.51¦ 27003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.12.01¦ 0.80 ¦ 99.60¦100.05¦ 99.82¦ 16.51¦ 166.37¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.12.01¦ 0.90 ¦ 99.65¦100.13¦100.13¦ 15.85¦ 6.98¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.12.01¦ 0.90 ¦100.12¦100.45¦100.12¦ 15.08¦ 23.85¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.12.01¦ 0.90 ¦ 99.96¦100.23¦100.15¦ 15.48¦ 46.77¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦18.09.02 ¦24.12.01¦ 0.20 ¦ 99.95¦100.35¦ 99.95¦ 15.72¦ 52.52¦ 27004¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.12.01¦ 0.20 ¦ 99.75¦100.10¦ 99.75¦ 15.87¦ 35.42¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.12.01¦ 0.30 ¦ 99.80¦100.36¦100.36¦ 15.47¦ 5.53¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.12.01¦ 0.30 ¦100.10¦100.30¦100.10¦ 15.51¦ 132.94¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.12.01¦ 0.40 ¦ 99.95¦100.13¦ 99.95¦ 15.62¦ 58.30¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦09.10.02 ¦24.12.01¦ 3.00 ¦ 99.15¦ 99.20¦ 99.18¦ 15.40¦ 16.73¦ 27005¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.12.01¦ 3.10 ¦ 98.60¦ 99.20¦ 98.80¦ 15.84¦ 1.47¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.12.01¦ 3.10 ¦ 98.75¦ 99.11¦ 99.11¦ 15.68¦ 15.75¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.12.01¦ 3.20 ¦ 99.34¦100.00¦ 99.36¦ 14.95¦ 17.97¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.12.01¦ 3.20 ¦ 98.75¦100.00¦ 99.20¦ 15.09¦ 38.65¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.01.03 ¦24.12.01¦ 2.50 ¦ 97.80¦ 98.10¦ 98.03¦ 15.53¦ 16.54¦ 27006¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.12.61¦ 2.50 ¦ 97.22¦ 97.90¦ 97.61¦ 16.03¦ 21.57¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.12.01¦ 2.60 ¦ 97.28¦ 97.65¦ 97.44¦ 16.26¦ 176.86¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.12.01¦ 2.60 ¦ 97.60¦ 98.15¦ 98.05¦ 15.53¦ 57.16¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.12.01¦ 2.60 ¦ 98.07¦ 99.00¦ 99.00¦ 15.28¦ 28.65¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.02.03 ¦24.12.01¦ 1.90 ¦ 97.80¦ 97.90¦ 97.90¦ 15.73¦ 7.17¦ 27007¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.12.01¦ 2.00 ¦ 97.40¦ 97.88¦ 97.54¦ 16.00¦ 82.31¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.12.01¦ 2.00 ¦ 97.30¦ 97.50¦ 97.35¦ 16.31¦ 96.83¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.12.01¦ 2.00 ¦ 97.50¦ 98.00¦ 97.50¦ 15.64¦ 64.41¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.12.01¦ 2.10 ¦ 97.80¦ 98.00¦ 97.80¦ 15.66¦ 11.26¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.03 ¦25.12.01¦ 7.81 ¦ 92.69¦ 92.69¦ 92.69¦ 17.00¦ 0.49¦ 26001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.12.01¦ 7.84 ¦ 92.50¦ 92.50¦ 92.50¦ 17.21¦ 0.03¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.12.01¦ 7.86 ¦ 91.50¦ 93.35¦ 91.50¦ 17.23¦ 0.22¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.12.01¦ 7.89 ¦ 93.20¦ 93.20¦ 93.20¦ 16.52¦ 0.01¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.05.03 ¦24.12.01¦ 1.30 ¦ 96.40¦ 96.70¦ 96.51¦ 16.05¦ 15.06¦ 27008¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.12.01¦ 1.40 ¦ 96.15¦ 96.60¦ 96.50¦ 16.10¦ 3.40¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.12.01¦ 1.40 ¦ 96.30¦ 96.48¦ 96.30¦ 16.25¦ 12.19¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.12.01¦ 1.50 ¦ 96.83¦ 96.90¦ 96.85¦ 15.74¦ 11.51¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.12.01¦ 1.50 ¦ 96.30¦ 96.85¦ 96.47¦ 16.04¦ 35.94¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.06.03 ¦24.12.01¦ 0.80 ¦ 96.30¦ 96.70¦ 96.37¦ 16.08¦ 13.14¦ 27009¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.12.01¦ 0.80 ¦ 96.00¦ 96.51¦ 96.00¦ 16.13¦ 3.50¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.12.01¦ 0.90 ¦ 96.11¦ 96.33¦ 96.15¦ 16.37¦ 5.32¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.12.01¦ 0.90 ¦ 96.85¦ 96.95¦ 96.90¦ 15.74¦ 11.10¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.12.01¦ 0.90 ¦ 94.90¦ 97.09¦ 96.50¦ 16.11¦ 16.66¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦20.08.03 ¦26.12.01¦ 1.44 ¦ 97.00¦ 98.00¦ 98.00¦ 16.45¦ 7.04¦ 27016¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.12.01¦ 1.48 ¦ 99.19¦ 99.19¦ 99.19¦ 15.06¦ 0.05¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦17.09.03 ¦24.12.01¦ 0.20 ¦ 95.40¦ 96.00¦ 95.45¦ 16.03¦ 25.43¦ 27010¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.12.01¦ 0.20 ¦ 94.40¦ 95.68¦ 95.68¦ 16.27¦ 0.93¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.12.01¦ 0.30 ¦ 95.30¦ 95.50¦ 95.35¦ 16.11¦ 5.09¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.12.01¦ 0.30 ¦ 95.70¦ 96.25¦ 96.25¦ 15.72¦ 24.10¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.12.01¦ 0.40 ¦ 95.50¦ 96.04¦ 95.50¦ 15.94¦ 19.67¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦08.10.03 ¦24.12.01¦ 3.00 ¦ 94.30¦ 94.65¦ 94.50¦ 16.09¦ 11.65¦ 27011¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.12.01¦ 3.10 ¦ 94.06¦ 94.40¦ 94.18¦ 16.27¦ 9.15¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.12.01¦ 3.10 ¦ 94.00¦ 94.06¦ 94.00¦ 16.45¦ 9.43¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.12.01¦ 3.20 ¦ 94.70¦ 95.09¦ 94.92¦ 15.73¦ 12.81¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.12.01¦ 3.20 ¦ 94.50¦ 94.95¦ 94.50¦ 16.01¦ 8.69¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦19.11.03 ¦24.12.01¦ 0.90 ¦ 89.86¦ 90.50¦ 90.50¦ 17.00¦ 31.33¦ 27012¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.12.01¦ 0.90 ¦ 89.80¦ 90.40¦ 89.95¦ 16.96¦ 11.33¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.12.01¦ 1.00 ¦ 90.00¦ 90.30¦ 90.12¦ 16.78¦ 4.98¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.12.01¦ 1.00 ¦ 90.20¦ 90.35¦ 90.34¦ 16.81¦ 7.50¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.12.01¦ 1.00 ¦ 90.50¦ 90.60¦ 90.50¦ 16.64¦ 4.14¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.01.04 ¦24.12.01¦ 2.50 ¦ 92.20¦ 92.60¦ 92.50¦ 16.82¦ 17.25¦ 28001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.12.01¦ 2.50 ¦ 92.14¦ 92.54¦ 92.22¦ 16.94¦ 7.66¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.12.01¦ 2.60 ¦ 92.40¦ 93.00¦ 92.60¦ 16.62¦ 4.15¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.12.01¦ 2.60 ¦ 92.90¦ 93.10¦ 92.94¦ 16.47¦ 12.94¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.12.01¦ 2.60 ¦ 92.52¦ 92.98¦ 92.90¦ 16.53¦ 9.63¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.02.04 ¦25.12.01¦ 1.80 ¦ 94.67¦ 94.70¦ 94.67¦ 16.87¦ 0.52¦ 27015¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.12.01¦ 1.84 ¦ 93.50¦ 94.50¦ 94.50¦ 17.29¦ 13.22¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.12.01¦ 1.88 ¦ 94.59¦ 95.10¦ 95.10¦ 16.73¦ 8.74¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.12.01¦ 1.92 ¦ 94.50¦ 95.00¦ 95.00¦ 16.95¦ 0.60¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.04 ¦24.12.01¦ 7.78 ¦ 87.50¦ 87.50¦ 87.50¦ 17.14¦ 1.89¦ 26002¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.12.01¦ 7.81 ¦ 87.30¦ 87.49¦ 87.30¦ 17.25¦ 1.54¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.12.01¦ 7.84 ¦ 87.00¦ 87.30¦ 87.10¦ 17.39¦ 4.62¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦02.06.04 ¦24.12.01¦ 0.73 ¦ 93.85¦ 93.95¦ 93.85¦ 16.91¦ 1.71¦ 27013¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.12.01¦ 0.77 ¦ 93.55¦ 93.80¦ 93.64¦ 17.08¦ 31.07¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.12.01¦ 0.81 ¦ 93.55¦ 93.61¦ 93.60¦ 17.08¦ 106.71¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.12.01¦ 0.84 ¦ 93.80¦ 93.96¦ 93.96¦ 16.93¦ 9.43¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.12.01¦ 0.88 ¦ 93.90¦ 94.01¦ 93.95¦ 16.87¦ 38.45¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.12.04 ¦24.12.01¦ 0.19 ¦ 93.05¦ 93.05¦ 93.05¦ 16.68¦ 8.62¦ 27014¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.12.01¦ 0.23 ¦ 92.60¦ 93.05¦ 93.00¦ 16.80¦ 1.37¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.12.01¦ 0.27 ¦ 92.70¦ 95.45¦ 92.70¦ 16.74¦ 0.57¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.12.01¦ 0.31 ¦ 94.44¦ 94.44¦ 94.44¦ 15.99¦ 0.04¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.12.01¦ 0.35 ¦ 93.42¦ 94.44¦ 93.42¦ 16.41¦ 1.81¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.05 ¦24.12.01¦ 7.78 ¦ 83.13¦ 83.13¦ 83.13¦ 17.18¦ 1.00¦ 26003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.12.01¦ 7.81 ¦ 82.38¦ 82.40¦ 82.38¦ 17.54¦ 6.39¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.12.01¦ 7.84 ¦ 82.49¦ 83.00¦ 83.00¦ 17.41¦ 8.94¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.12.01¦ 7.86 ¦ 83.10¦ 83.10¦ 83.10¦ 17.21¦ 1.34¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.12.01¦ 7.89 ¦ 83.30¦ 83.30¦ 83.30¦ 17.12¦ 0.02¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.11.05 ¦24.12.01¦ 0.15 ¦ 46.42¦ 46.42¦ 46.42¦ 25.00¦ 4.80¦ 25053¦
L---------+--------+-------+------+------+------+------+-------+-------
Торговля ОБР при суммарном объеме сделок за неделю 219.422 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.)¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦23.01.02 ¦24.12.01¦ 98.95¦ 99.01¦ 98.97¦ 12.66¦ 115.06¦ BR006¦
+---------+--------+------+------+------+--------+-------+-------+
¦19.02.02 ¦24.12.01¦ 97.86¦ 97.90¦ 97.90¦ 13.87¦ 104.37¦ BR007¦
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 ¦ 77¦ 10.00¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2002 ¦ 334¦ 5.00¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2002 ¦ 334¦ 5.00¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 25.11.2002 ¦ 332¦ 2.00¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2002 ¦ 77¦ 10.00¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2002 ¦ 77¦ 10.00¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2002 ¦ 77¦ 10.00¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2002 ¦ 334¦ 5.00¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 25.11.2002 ¦ 332¦ 2.00¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 26.11.2002 ¦ 333¦ 2.00¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 28.11.2002 ¦ 335¦ 2.00¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 29.11.2002 ¦ 336¦ 2.00¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27001 ¦ 06.02.2002 ¦ 40¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27002 ¦ 20.02.2002 ¦ 54¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27003 ¦ 06.03.2002 ¦ 68¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27004 ¦ 20.03.2002 ¦ 82¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27005 ¦ 09.01.2002 ¦ 12¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 23.01.2002 ¦ 26¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 06.02.2002 ¦ 40¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 20.02.2002 ¦ 54¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 06.03.2002 ¦ 68¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 20.03.2002 ¦ 82¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 09.01.2002 ¦ 12¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 22.05.2002 ¦ 145¦ 10.00¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 06.03.2002 ¦ 68¦ 14.00¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 20.03.2002 ¦ 82¦ 14.00¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 06.02.2002 ¦ 40¦ 14.00¦ 34.52 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 20.02.2002 ¦ 54¦ 15.00¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 23.01.2002 ¦ 26¦ 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¦ 75¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21153 ¦22.08.01¦30.01.02¦ 33¦ 1 ¦ 13 ¦ ¦ 4731.806¦ 268.194¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21154 ¦19.09.01¦20.02.02¦ 54¦ 1 ¦ 4 ¦ ¦ 2181.942¦ 1818.058¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21155 ¦03.10.01¦03.04.02¦ 96¦ 1 ¦ 3 ¦ ¦ 1508.041¦ 3491.959¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21156 ¦28.11.01¦17.07.02¦ 201¦ 2 ¦ 2 ¦ ¦ 8084.285¦ 1915.715¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 77¦ 1 ¦ ¦ ¦ 32.200¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 334¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 699¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 1424¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 442¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 808¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1173¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 1065¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1788¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 2153¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2519¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2884¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 40¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 145¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 159¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 264¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 285¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 390¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 404¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 509¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 523¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 628¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 649¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 691¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 887¦ 1 ¦ 27 ¦ ¦ 3332.030¦ 1667.970¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 1083¦ 1 ¦ 14 ¦ ¦ 2506.724¦ 2493.276¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 768¦ 1 ¦ 17 ¦ ¦ 3399.373¦ 1600.627¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 600¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 754¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦160133.005¦33431.770¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦24.12.01¦25.12.01¦26.12.01¦27.12.01¦28.12.01¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 15.33 ¦ 15.74 ¦ 15.91 ¦ 15.20 ¦ 15.72 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 13.74 ¦ 13.95 ¦ 13.90 ¦ 13.72 ¦ 13.65 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 16.17 ¦ 16.38 ¦ 16.38 ¦ 15.88 ¦ 16.02 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 15.23 ¦ 15.75 ¦ 15.88 ¦ 15.48 ¦ 16.03 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 21.46 ¦ 17.49 ¦ 17.41 ¦ 17.21 ¦ 17.02 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 15.99 ¦ 16.42 ¦ 16.61 ¦ 15.76 ¦ 15.99 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 1.04 ¦ 0.35 ¦ 0.27 ¦ 0.56 ¦ 0.19 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.26 ¦ 0.40 ¦ 0.64 ¦ 0.07 ¦ 0.00 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.42 ¦ 0.32 ¦ 0.35 ¦ 0.31 ¦ 0.30 ¦
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---------¬
¦ ¦ 24.12.01¦ 25.12.01¦ 26.12.01¦ 27.12.01¦ 28.12.01¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦160132.96¦160132.96¦160133.01¦160133.01¦160133.01¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 19506.07¦ 19506.07¦ 19506.07¦ 19506.07¦ 19506.07¦
+----------------------+---------+---------+---------+---------+---------+
¦ 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 ¦138533.51¦138533.51¦138533.56¦138533.56¦138533.56¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦156897.73¦156657.34¦156663.95¦157430.78¦157290.96¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 18580.24¦ 18573.67¦ 18567.96¦ 18613.26¦ 18590.17¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД (без учета ¦ ¦ ¦ ¦ ¦ ¦
¦ выпуска 25030) ¦ 1960.20¦ 1951.58¦ 1954.42¦ 1959.66¦ 1963.46¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 0.00¦ 0.00¦ 0.00¦ 0.00¦ 0.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦136357.29¦136132.09¦136141.58¦136857.85¦136737.33¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 378.93¦ 377.84¦ 376.74¦ 376.34¦ 375.20¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 118.14¦ 117.15¦ 116.10¦ 115.16¦ 114.01¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД (без учета ¦ 632.35¦ 629.61¦ 629.64¦ 630.18¦ 629.88¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 0.00¦ 0.00¦ 0.00¦ 0.00¦ 0.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 410.82¦ 409.79¦ 408.66¦ 408.22¦ 407.05¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

ПРИКАЗ Минкультуры РФ от 28.12.2001 n 1412 О ГОСУДАРСТВЕННОМ УЧРЕЖДЕНИИ КУЛЬТУРЫ БЕЛГОРОДСКИЙ ГОСУДАРСТВЕННЫЙ ИСТОРИКО - ХУДОЖЕСТВЕННЫЙ МУЗЕЙ - ДИОРАМА КУРСКАЯ БИТВА. БЕЛГОРОДСКОЕ НАПРАВЛЕНИЕ  »
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