БЮЛЛЕТЕНЬ ЦБ РФ от 21.12.2001 n 48 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 21 декабря 2001 г. N 48
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 388.28 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 ¦17.12.01¦ 98.20¦ 98.25¦ 98.23¦ 14.95¦ 45.95¦ 21153 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦18.12.01¦ 97.28¦ 98.32¦ 98.32¦ 16.18¦ 22.91¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦19.12.01¦ 98.38¦ 98.42¦ 98.42¦ 14.13¦ 29.02¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦20.12.01¦ 98.30¦ 98.52¦ 98.30¦ 13.92¦ 55.47¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦21.12.01¦ 98.40¦ 98.50¦ 98.48¦ 14.18¦ 14.86¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦20.02.02 ¦18.12.01¦ 97.45¦ 97.55¦ 97.55¦ 14.86¦ 3.41¦ 21154 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦19.12.01¦ 97.53¦ 97.53¦ 97.53¦ 14.67¦ 0.48¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦20.12.01¦ 97.60¦ 97.65¦ 97.62¦ 14.41¦ 7.94¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦13.03.02 ¦18.12.01¦ 96.54¦ 96.55¦ 96.55¦ 15.39¦ 2.25¦ 21147 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦19.12.01¦ 96.59¦ 96.59¦ 96.59¦ 15.34¦ 0.09¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦21.12.01¦ 96.74¦ 96.74¦ 96.74¦ 15.00¦ 1.55¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦03.04.02 ¦17.12.01¦ 95.88¦ 96.00¦ 95.88¦ 14.40¦ 0.20¦ 21155 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦19.12.01¦ 96.10¦ 96.13¦ 96.13¦ 14.07¦ 9.78¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦20.12.01¦ 95.90¦ 95.90¦ 95.90¦ 15.00¦ 1.00¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦21.12.01¦ 96.00¦ 96.00¦ 96.00¦ 14.77¦ 0.10¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦17.07.02 ¦18.12.01¦ 91.80¦ 91.85¦ 91.85¦ 15.41¦ 7.30¦ 21156 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦19.12.01¦ 91.90¦ 91.95¦ 91.91¦ 15.32¦ 174.83¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦20.12.01¦ 91.90¦ 91.99¦ 91.98¦ 15.31¦ 5.54¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦21.12.01¦ 91.90¦ 91.97¦ 91.97¦ 15.40¦ 5.60¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 2962.812 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 ¦17.12.01¦ 1.60 ¦100.03¦100.14¦100.03¦ 15.12¦ 120.36¦ 27001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.12.01¦ 1.70 ¦100.02¦100.08¦100.02¦ 14.86¦ 43.72¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.12.01¦ 1.70 ¦100.05¦100.26¦100.25¦ 14.52¦ 42.95¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.12.01¦ 1.70 ¦100.05¦100.28¦100.20¦ 13.90¦ 217.10¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.12.01¦ 1.80 ¦ 99.94¦100.24¦100.22¦ 15.44¦ 43.28¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.02 ¦21.12.01¦ 7.70 ¦ 98.50¦ 98.50¦ 98.50¦ 16.51¦ 0.01¦ 25014¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.05.02 ¦17.12.01¦ 1.10 ¦100.12¦100.20¦100.12¦ 15.10¦ 12.71¦ 27002¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.12.01¦ 1.10 ¦100.20¦100.25¦100.22¦ 15.04¦ 31.79¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.12.61¦ 1.10 ¦100.20¦100.65¦100.65¦ 14.38¦ 25.86¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.12.01¦ 1.20 ¦100.15¦100.40¦100.15¦ 14.68¦ 30.92¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.12.01¦ 1.20 ¦100.00¦100.35¦100.30¦ 15.09¦ 56.55¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.06.02 ¦17.12.01¦ 0.50 ¦100.10¦100.20¦100.15¦ 15.26¦ 30.70¦ 27003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.12.01¦ 0.50 ¦100.20¦100.29¦100.22¦ 15.08¦ 16.54¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.12.01¦ 0.60 ¦100.26¦100.54¦100.50¦ 14.45¦ 20.80¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.12.01¦ 0.60 ¦100.03¦100.60¦100.21¦ 15.05¦ 112.15¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.12.01¦ 0.70 ¦100.00¦100.30¦100.01¦ 15.02¦ 138.80¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦18.09.02 ¦17.12.01¦ 3.60 ¦100.10¦100.18¦100.12¦ 15.49¦ 126.00¦ 27004¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.12.01¦ 3.70 ¦100.15¦100.36¦100.30¦ 15.14¦ 7.05¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.12.01¦ 0.00 ¦100.30¦100.65¦100.65¦ 14.86¦ 52.66¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.12.01¦ 0.00 ¦100.34¦100.70¦100.39¦ 15.11¦ 52.71¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.12.01¦ 0.10 ¦100.08¦100.40¦100.20¦ 15.08¦ 73.95¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦09.10.02 ¦17.12.01¦ 2.80 ¦ 99.10¦ 99.37¦ 99.33¦ 15.04¦ 79.33¦ 27005¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.12.01¦ 2.80 ¦ 99.32¦ 99.40¦ 99.35¦ 15.02¦ 82.08¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.12.01¦ 2.80 ¦ 99.50¦ 99.70¦ 99.68¦ 14.74¦ 20.26¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.12.01¦ 2.90 ¦ 99.25¦ 99.60¦ 99.45¦ 14.98¦ 130.96¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.12.01¦ 2.90 ¦ 98.80¦ 99.25¦ 99.17¦ 15.72¦ 26.95¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.01.03 ¦17.12.01¦ 2.20 ¦ 98.14¦ 98.35¦ 98.27¦ 15.39¦ 8.90¦ 27006¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.12.01¦ 2.20 ¦ 98.20¦ 98.50¦ 98.36¦ 15.13¦ 35.73¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.12.01¦ 2.30 ¦ 98.55¦ 98.75¦ 98.75¦ 14.85¦ 14.53¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.12.01¦ 2.30 ¦ 98.30¦ 98.50¦ 98.49¦ 15.18¦ 2.91¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.12.01¦ 2.40 ¦ 97.61¦ 98.40¦ 98.10¦ 15.78¦ 112.41¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.02.03 ¦17.12.01¦ 1.60 ¦ 98.25¦ 98.50¦ 98.25¦ 15.19¦ 87.11¦ 27007¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.12.01¦ 1.70 ¦ 99.20¦ 98.45¦ 98.42¦ 15.15¦ 25.19¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.12.01¦ 1.70 ¦ 98.50¦ 98.80¦ 98.80¦ 14.95¦ 14.31¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.12.01¦ 1.70 ¦ 98.30¦ 98.60¦ 98.40¦ 15.09¦ 6.96¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.12.01¦ 1.80 ¦ 97.65¦ 98.40¦ 98.07¦ 15.82¦ 88.48¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.03 ¦19.12.01¦ 7.64 ¦ 93.00¦ 93.00¦ 93.00¦ 16.59¦ 0.03¦ 26001¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.05.03 ¦17.12.01¦ 1.10 ¦ 96.58¦ 96.85¦ 96.65¦ 15.89¦ 33.54¦ 27008¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.12.01¦ 1.10 ¦ 96.50¦ 97.05¦ 97.05¦ 15.79¦ 9.04¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.12.01¦ 1.10 ¦ 97.20¦ 97.35¦ 97.35¦ 15.44¦ 25.37¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.12.01¦ 1.20 ¦ 96.90¦ 97.20¦ 96.90¦ 15.50¦ 11.63¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.12.01¦ 1.20 ¦ 96.55¦ 97.10¦ 96.80¦ 16.00¦ 52.46¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.06.03 ¦17.12.01¦ 0.50 ¦ 96.60¦ 96.90¦ 96.65¦ 15.90¦ 44.63¦ 27009¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.12.01¦ 0.50 ¦ 96.70¦ 97.00¦ 97.00¦ 15.81¦ 24.50¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.12.01¦ 0.60 ¦ 97.05¦ 97.15¦ 97.10¦ 15.56¦ 15.11¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.12.01¦ 0.60 ¦ 96.85¦ 97.10¦ 96.85¦ 15.72¦ 8.38¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.12.01¦ 0.70 ¦ 96.54¦ 96.80¦ 96.70¦ 15.88¦ 21.38¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦20.08.03 ¦19.12.01¦ 1.15 ¦ 99.00¦ 99.00¦ 99.00¦ 15.22¦ 2.50¦ 27016¦
+---------+--------+-------+------+------+------+------+-------+------+
¦17.09.03 ¦17.12.01¦ 3.60 ¦ 95.70¦ 95.89¦ 95.70¦ 15.91¦ 95.52¦ 27010¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.12.01¦ 3.70 ¦ 95.75¦ 96.50¦ 95.90¦ 15.78¦ 16.71¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.12.01¦ 0.00 ¦ 96.21¦ 96.30¦ 96.26¦ 15.53¦ 17.71¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.12.01¦ 0.00 ¦ 95.90¦ 96.30¦ 95.90¦ 15.71¦ 51.32¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.12.01¦ 0.10 ¦ 95.88¦ 96.28¦ 95.90¦ 15.71¦ 8.41¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦08.10.03 ¦17.12.01¦ 2.80 ¦ 94.52¦ 94.75¦ 94.62¦ 15.98¦ 51.53¦ 27011¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.12.01¦ 2.80 ¦ 94.60¦ 95.00¦ 95.00¦ 15.84¦ 19.29¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.12.01¦ 2.80 ¦ 95.00¦ 95.20¦ 95.10¦ 15.65¦ 8.89¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.12.01¦ 2.90 ¦ 94.80¦ 95.12¦ 94.80¦ 15.68¦ 16.33¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.12.01¦ 2.90 ¦ 94.45¦ 95.00¦ 94.80¦ 16.01¦ 9.32¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦19.11.03 ¦17.12.01¦ 0.70 ¦ 90.15¦ 90.80¦ 90.40¦ 16.67¦ 2.32¦ 27012¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.12.01¦ 0.70 ¦ 90.16¦ 90.59¦ 90.45¦ 16.65¦ 4.77¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.12.01¦ 0.80 ¦ 90.65¦ 90.90¦ 90.77¦ 16.39¦ 30.16¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.12.01¦ 0.80 ¦ 90.32¦ 90.90¦ 90.59¦ 16.48¦ 52.59¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.12.01¦ 0.80 ¦ 90.20¦ 90.50¦ 90.20¦ 16.84¦ 0.42¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.01.04 ¦17.12.01¦ 2.20 ¦ 92.55¦ 92.80¦ 92.56¦ 16.69¦ 18.86¦ 28001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.12.01¦ 2.20 ¦ 92.66¦ 92.90¦ 92.80¦ 16.63¦ 22.39¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.12.01¦ 2.30 ¦ 92.90¦ 93.15¦ 93.15¦ 16.38¦ 38.03¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.12.01¦ 2.30 ¦ 92.90¦ 93.20¦ 92.98¦ 16.45¦ 7.86¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.12.01¦ 2.40 ¦ 92.52¦ 92.95¦ 92.66¦ 16.67¦ 30.32¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.02.04 ¦17.12.01¦ 1.50 ¦ 95.20¦ 95.40¦ 95.20¦ 16.47¦ 27.02¦ 27015¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.12.01¦ 1.57 ¦ 95.28¦ 95.28¦ 95.28¦ 16.48¦ 2.33¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.12.01¦ 1.61 ¦ 95.25¦ 95.25¦ 95.25¦ 16.50¦ 2.81¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.12.01¦ 1.65 ¦ 95.20¦ 95.25¦ 95.24¦ 16.51¦ 2.20¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.04 ¦19.12.01¦ 7.64 ¦ 87.15¦ 87.15¦ 87.15¦ 17.32¦ 0.03¦ 26002¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.12.01¦ 7.67 ¦ 87.10¦ 87.15¦ 87.15¦ 17.33¦ 24.66¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦02.06.04 ¦17.12.01¦ 0.46 ¦ 93.99¦ 94.16¦ 94.05¦ 16.82¦ 1.83¦ 27013¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.12.01¦ 0.50 ¦ 93.90¦ 94.15¦ 94.15¦ 16.79¦ 16.94¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.12.01¦ 0.54 ¦ 94.30¦ 94.44¦ 94.44¦ 16.63¦ 23.64¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.12.01¦ 0.58 ¦ 94.00¦ 94.40¦ 94.00¦ 16.72¦ 3.50¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.12.01¦ 0.61 ¦ 94.00¦ 94.00¦ 94.00¦ 16.84¦ 0.44¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.12.04 ¦17.12.01¦ 3.90 ¦ 92.90¦ 93.81¦ 92.90¦ 16.56¦ 5.44¦ 27014¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.12.01¦ 3.95 ¦ 93.29¦ 94.10¦ 93.30¦ 16.53¦ 50.12¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.12.01¦ 0.00 ¦ 93.50¦ 93.57¦ 93.57¦ 16.44¦ 22.11¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.12.01¦ 0.04 ¦ 93.21¦ 93.42¦ 93.30¦ 16.56¦ 16.88¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.12.01¦ 0.08 ¦ 93.05¦ 93.38¦ 93.38¦ 16.68¦ 5.09¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.05 ¦17.12.01¦ 7.59 ¦ 81.25¦ 82.27¦ 82.27¦ 17.75¦ 0.82¦ 26003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.12.01¦ 7.62 ¦ 82.05¦ 82.50¦ 82.05¦117.47¦ 2.70¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.12.01¦ 7.64 ¦ 82.85¦ 83.50¦ 83.20¦ 17.05¦ 6.46¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.12.01¦ 7.67 ¦ 82.50¦ 83.30¦ 82.50¦ 17.25¦ 1.02¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.12.01¦ 7.70 ¦ 82.50¦ 83.30¦ 82.50¦ 17.22¦ 2.73¦ ¦
L---------+--------+-------+------+------+------+------+-------+-------
Торговля ОБР при суммарном объеме сделок за неделю 19.651 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 ¦20.12.01¦ 98.67¦ 98.67¦ 98.67¦ 14.47¦ 19.65¦ BR006¦
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 ¦ 84¦ 10.00¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2002 ¦ 341¦ 5.00¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2002 ¦ 341¦ 5.00¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 25.11.2002 ¦ 339¦ 2.00¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2002 ¦ 84¦ 10.00¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2002 ¦ 84¦ 10.00¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2002 ¦ 84¦ 10.00¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2002 ¦ 341¦ 5.00¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 25.11.2002 ¦ 339¦ 2.00¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 26.11.2002 ¦ 340¦ 2.00¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 28.11.2002 ¦ 342¦ 2.00¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 29.11.2002 ¦ 343¦ 2.00¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27001 ¦ 06.02.2002 ¦ 47¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27002 ¦ 20.02.2002 ¦ 61¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27003 ¦ 06.03.2002 ¦ 75¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27004 ¦ 20.03.2002 ¦ 89¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27005 ¦ 09.01.2002 ¦ 19¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 23.01.2002 ¦ 33¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 06.02.2002 ¦ 47¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 20.02.2002 ¦ 61¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 06.03.2002 ¦ 75¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 20.03.2002 ¦ 89¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 09.01.2002 ¦ 19¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 22.05.2002 ¦ 152¦ 10.00¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 06.03.2002 ¦ 75¦ 14.00¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 20.03.2002 ¦ 89¦ 14.00¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 06.02.2002 ¦ 47¦ 14.00¦ 34.52 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 20.02.2002 ¦ 61¦ 15.00¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 23.01.2002 ¦ 33¦ 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¦ 82¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21153 ¦22.08.01¦30.01.02¦ 40¦ 1 ¦ 13 ¦ ¦ 4731.806¦ 268.194¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21154 ¦19.09.01¦20.02.02¦ 61¦ 1 ¦ 4 ¦ ¦ 2181.942¦ 1818.058¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21155 ¦03.10.01¦03.04.02¦ 103¦ 1 ¦ 3 ¦ ¦ 1508.041¦ 3491.959¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21156 ¦28.11.01¦17.07.02¦ 208¦ 2 ¦ 2 ¦ ¦ 8084.285¦ 1915.715¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 84¦ 1 ¦ ¦ ¦ 32.200¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 341¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 706¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 1431¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 449¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 815¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1180¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 1072¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1795¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 2160¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2526¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2891¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 47¦ ¦ ¦ ¦ 9542.315¦ 446.436¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 152¦ ¦ ¦ ¦ 9542.315¦ 446.436¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 166¦ ¦ ¦ ¦ 9542.315¦ 446.436¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 271¦ ¦ ¦ ¦ 9542.315¦ 446.436¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 292¦ ¦ ¦ ¦ 9542.315¦ 446.436¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 397¦ ¦ ¦ ¦ 9542.315¦ 446.436¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 411¦ ¦ ¦ ¦ 9542.315¦ 446.436¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 516¦ ¦ ¦ ¦ 9542.315¦ 446.436¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 530¦ ¦ ¦ ¦ 9542.315¦ 446.436¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 635¦ ¦ ¦ ¦ 9542.315¦ 446.436¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 656¦ ¦ ¦ ¦ 9542.315¦ 446.436¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 698¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 894¦ 1 ¦ 27 ¦ ¦ 3332.030¦ 1667.970¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 1090¦ 1 ¦ 14 ¦ ¦ 2506.724¦ 2493.276¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 775¦ 1 ¦ 17 ¦ ¦ 3399.373¦ 1600.627¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 607¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 761¦ ¦ ¦ ¦ 9542.315¦ 446.436¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ BR006 ¦19.12.01¦23.01.02¦ 33¦ 1 ¦ 1 ¦ ¦ 115.055¦ 2384.945¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ BR007 ¦19.12.01¦19.02.02¦ 60¦ 1 ¦ ¦ ¦ 104.367¦ 2395.633¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦160132.955¦38212.398¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦17.12.01¦18.12.01¦19.12.01¦20.12.01¦21.12.01¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОБР ¦ 0.00 ¦ 0.00 ¦ 15.68 ¦ 15.66 ¦ 15.67 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 14.68 ¦ 15.37 ¦ 15.10 ¦ 15.16 ¦ 15.22 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 13.99 ¦ 13.83 ¦ 13.63 ¦ 13.76 ¦ 13.77 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 15.96 ¦ 15.85 ¦ 15.61 ¦ 15.75 ¦ 16.06 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОБР ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 15.46 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 14.94 ¦ 15.63 ¦ 15.24 ¦ 14.39 ¦ 14.97 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 17.75 ¦ 17.47 ¦ 17.05 ¦ 17.32 ¦ 17.22 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 15.76 ¦ 15.93 ¦ 15.82 ¦ 15.57 ¦ 15.76 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОБР ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 9.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.24 ¦ 0.19 ¦ 1.07 ¦ 0.37 ¦ 0.12 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ ¦ ¦ ¦ ¦ ¦
¦ выпуска 25030) ¦ 0.04 ¦ 0.12 ¦ 0.30 ¦ 1.24 ¦ 0.13 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.55 ¦ 0.29 ¦ 0.27 ¦ 0.53 ¦ 0.49 ¦
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---------¬
¦ ¦ 17.12.01¦ 18.12.01¦ 19.12.01¦ 20.12.01¦ 21.12.01¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦160132.96¦160132.96¦160132.96¦160132.96¦160132.96¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОБР ¦ 0.00¦ 0.00¦ 199.77¦ 219.42¦ 219.42¦
+----------------------+---------+---------+---------+---------+---------+ ¦
¦ 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¦138533.51¦138533.51¦138533.51¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦157501.25¦157691.89¦157302.81¦157176.64¦156850.79¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОБР ¦ 0.00¦ 0.00¦ 195.90¦ 215.32¦ 215.32¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 18533.73¦ 18536.00¦ 18560.68¦ 18565.33¦ 18571.01¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД (без учета ¦ 1942.49¦ 1949.55¦ 1959.11¦ 1955.08¦ 1956.61¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 0.00¦ 0.00¦ 0.00¦ 0.00¦ 0.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦137025.03¦137206.34¦136783.02¦136656.22¦136323.18¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 384.07¦ 383.19¦ 384.39¦ 383.28¦ 382.05¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОБР ¦ 0.00¦ 0.00¦ 49.03¦ 46.76¦ 45.76¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 125.16¦ 124.17¦ 123.13¦ 122.13¦ 121.11¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД (без учета ¦ 634.05¦ 634.95¦ 636.55¦ 634.71¦ 634.20¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 0.00¦ 0.00¦ 0.00¦ 0.00¦ 0.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 415.55¦ 414.60¦ 416.23¦ 415.16¦ 413.97¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

ПРИКАЗ Минфина РФ от 21.12.2001 n 312 О ПРЕДОСТАВЛЕНИИ ПРАВА ПОДПИСАНИЯ ДОПОЛНИТЕЛЬНЫХ СОГЛАШЕНИЙ ОТ ИМЕНИ МИНИСТЕРСТВА ФИНАНСОВ РОССИЙСКОЙ ФЕДЕРАЦИИ  »
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