БЮЛЛЕТЕНЬ ЦБ РФ от 14.12.2001 n 47 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 14 декабря 2001 г. N 47
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 380.073 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 ¦10.12.01¦ 97.85¦ 98.00¦ 97.85¦ 14.83¦ 14.97¦ 21153 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦11.12.01¦ 97.88¦ 97.94¦ 97.90¦ 15.66¦ 22.19¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦13.12.01¦ 97.95¦ 98.00¦ 97.99¦ 15.76¦ 171.49¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦14.12.01¦ 98.00¦ 98.04¦ 98.04¦ 15.61¦ 16.57¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦20.02.02 ¦10.12.01¦ 97.20¦ 97.20¦ 97.20¦ 14.60¦ 8.14¦ 21154 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦11.12.01¦ 97.30¦ 97.30¦ 97.30¦ 14.27¦ 6.28¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦03.04.02 ¦13.12.01¦ 95.54¦ 95.54¦ 95.54¦ 15.35¦ 7.50¦ 21155 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦14.12.01¦ 95.56¦ 95.56¦ 95.56¦ 15.42¦ 8.00¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦17.07.02 ¦13.12.01¦ 91.67¦ 91.67¦ 91.67¦ 15.36¦ 2.50¦ 21156 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦14.12.01¦ 91.81¦ 91.82¦ 91.82¦ 15.14¦ 122.43¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 1849.067 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)¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.12.01 ¦10.12.01¦ 0.00 ¦ 99.78¦ 99.84¦ 99.81¦ 15.74¦ 70.78¦ 25030¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦11.12.01¦ 0.00 ¦ 99.82¦ 99.87¦ 99.86¦ 15.73¦ 67.40¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.12.01¦ 0.00 ¦ 99.89¦ 99.91¦ 99.90¦ 20.03¦ 193.97¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.12.01¦ 0.00 ¦ 99.60¦ 99.92¦ 99.86¦ 38.91¦ 156.87¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦06.02.02 ¦10.12.01¦ 1.30 ¦ 99.99¦100.10¦100.05¦ 15.45¦ 47.67¦ 27001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦11.12.01¦ 1.40 ¦100.00¦100.06¦100.06¦ 15.37¦ 75.79¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.12.01¦ 1.50 ¦ 99.96¦100.00¦100.00¦ 15.37¦ 97.16¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.12.01¦ 1.50 ¦ 99.89¦100.00¦ 99.89¦ 15.67¦ 52.99¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.05.02 ¦10.12.01¦ 0.80 ¦ 99.99¦100.20¦100.11¦ 15.43¦ 47.38¦ 27002¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦11.12.01¦ 0.80 ¦100.03¦100.30¦100.30¦ 15.48¦ 53.21¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.12.01¦ 0.90 ¦100.06¦100.19¦100.19¦ 15.45¦ 25.14¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.12.01¦ 0.90 ¦100.03¦100.10¦100.09¦ 15.61¦ 41.40¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.06.02 ¦10.12.01¦ 0.20 ¦100.02¦100.43¦100.20¦ 15.47¦ 10.86¦ 27003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦11.12.01¦ 0.20 ¦100.00¦100.20¦100.20¦ 15.59¦ 54.47¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.12.01¦ 0.30 ¦100.00¦100.10¦100.08¦ 15.54¦ 47.14¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.12.01¦ 0.40 ¦ 99.97¦100.00¦100.00¦ 15.61¦ 16.50¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦18.09.02 ¦10.12.01¦ 3.30 ¦100.00¦100.50¦100.30¦ 15.37¦ 21.08¦ 27004¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦11.12.01¦ 3.40 ¦100.04¦100.40¦100.30¦ 15.50¦ 35.75¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.12.01¦ 3.50 ¦100.00¦100.09¦100.02¦ 15.55¦ 18.84¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.12.01¦ 3.50 ¦ 99.92¦100.10¦100.02¦ 15.71¦ 20.05¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦09.10.02 ¦10.12.01¦ 2.50 ¦ 99.40¦ 99.54¦ 99.47¦ 14.83¦ 14.25¦ 27005¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦11.12.01¦ 2.50 ¦ 99.14¦ 99.49¦ 99.49¦ 15.24¦ 2.59¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.12.01¦ 2.60 ¦ 99.09¦ 99.20¦ 99.15¦ 15.38¦ 14.92¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.12.01¦ 2.60 ¦ 99.05¦ 99.15¦ 99.06¦ 15.49¦ 31.04¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.01.03 ¦10.12.01¦ 1.90 ¦ 98.00¦ 98.50¦ 98.00¦ 15.47¦ 5.00¦ 27006¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦11.12.01¦ 2.00 ¦ 97.90¦ 98.47¦ 98.20¦ 15.49¦ 27.10¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.12.01¦ 2.00 ¦ 97.80¦ 98.05¦ 98.05¦ 15.79¦ 4.94¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.12.01¦ 2.10 ¦ 98.05¦ 98.15¦ 98.15¦ 15.45¦ 4.00¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.02.03 ¦10.12.01¦ 1.30 ¦ 98.01¦ 98.50¦ 98.01¦ 15.42¦ 12.98¦ 27007¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦11.12.01¦ 1.40 ¦ 97.95¦ 98.10¦ 98.10¦ 15.57¦ 8.08¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.12.01¦ 1.50 ¦ 97.80¦ 98.00¦ 98.00¦ 15.72¦ 0.30¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.12.01¦ 1.50 ¦ 98.30¦ 98.30¦ 98.30¦ 15.27¦ 0.07¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.03 ¦10.12.01¦ 7.40 ¦ 93.50¦ 93.50¦ 93.50¦ 15.96¦ 0.20¦ 26001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦11.12.01¦ 7.43 ¦ 93.00¦ 93.00¦ 93.00¦ 16.47¦ 12.10¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.05.03 ¦10.12.01¦ 0.80 ¦ 96.50¦ 97.60¦ 96.50¦ 15.56¦ 0.53¦ 27008¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦11.12.01¦ 0.80 ¦ 96.70¦ 97.05¦ 96.80¦ 15.82¦ 51.24¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.12.01¦ 0.90 ¦ 96.65¦ 96.80¦ 96.76¦ 15.89¦ 6.57¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.12.01¦ 0.90 ¦ 96.50¦ 96.70¦ 96.65¦ 16.06¦ 32.97¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.06.03 ¦10.12.01¦ 0.20 ¦ 97.00¦ 97.35¦ 97.00¦ 15.47¦ 24.50¦ 27009¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦11.12.01¦ 0.20 ¦ 96.80¦ 97.20¦ 97.00¦ 15.63¦ 17.65¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.12.01¦ 0.30 ¦ 96.05¦ 96.88¦ 96.79¦ 16.01¦ 7.25¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.12.01¦ 0.40 ¦ 96.55¦ 96.70¦ 96.55¦ 15.99¦ 22.05¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦20.08.03 ¦11.12.01¦ 0.82 ¦ 99.01¦ 99.01¦ 99.01¦ 15.22¦ 1.32¦ 27016¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.12.01¦ 0.90 ¦ 99.01¦ 99.01¦ 99.01¦ 15.22¦ 3.00¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦17.09.03 ¦10.12.01¦ 3.30 ¦ 95.80¦ 96.30¦ 95.80¦ 15.69¦ 34.07¦ 27010¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦11.12.01¦ 3.40 ¦ 95.80¦ 96.10¦ 96.10¦ 15.74¦ 9.70¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.12.01¦ 3.50 ¦ 95.50¦ 95.95¦ 95.75¦ 16.01¦ 28.82¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.12.01¦ 3.50 ¦ 95.50¦ 95.66¦ 95.60¦ 16.07¦ 37.66¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦08.10.03 ¦10.12.01¦ 2.50 ¦ 95.05¦ 95.21¦ 95.05¦ 15.58¦ 10.50¦ 27011¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦11.12.01¦ 2.50 ¦ 94.99¦ 95.05¦ 95.00¦ 15.71¦ 23.96¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.12.01¦ 2.60 ¦ 93.20¦ 94.60¦ 94.60¦ 16.05¦ 0.78¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.12.01¦ 2.60 ¦ 94.41¦ 94.70¦ 94.50¦ 16.10¦ 48.66¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦19.11.03 ¦10.12.01¦ 0.50 ¦ 90.15¦ 90.65¦ 90.29¦ 16.63¦ 13.00¦ 27012¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦11.12.01¦ 0.50 ¦ 90.30¦ 90.50¦ 90.50¦ 16.70¦ 28.15¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.12.01¦ 0.60 ¦ 89.85¦ 90.20¦ 90.20¦ 16.95¦ 10.67¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.12.01¦ 0.60 ¦ 90.00¦ 90.29¦ 90.00¦ 16.92¦ 2.61¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.01.04 ¦10.12.01¦ 1.90 ¦ 92.50¦ 93.28¦ 92.60¦ 16.43¦ 20.16¦ 28001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦11.12.01¦ 2.00 ¦ 92.63¦ 93.00¦ 92.75¦ 16.62¦ 12.82¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.12.01¦ 2.00 ¦ 92.20¦ 92.64¦ 92.60¦ 16.94¦ 43.97¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.12.01¦ 2.10 ¦ 92.35¦ 92.69¦ 92.69¦ 16.79¦ 6.34¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.02.04 ¦10.12.01¦ 1.23 ¦ 95.20¦ 95.20¦ 95.20¦ 16.52¦ 2.00¦ 27015¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.04 ¦10.12.01¦ 7.40 ¦ 87.00¦ 87.00¦ 87.00¦ 17.33¦ 1.53¦ 26002¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦11.12.01¦ 7.43 ¦ 87.20¦ 87.55¦ 87.55¦ 17.09¦ 5.50¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.12.01¦ 7.51 ¦ 87.45¦ 87.45¦ 87.45¦ 17.09¦ 1.00¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦02.06.04 ¦10.12.01¦ 0.19 ¦ 93.50¦ 94.60¦ 93.50¦ 16.62¦ 9.99¦ 27013¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦11.12.01¦ 0.23 ¦ 91.30¦ 94.40¦ 94.25¦ 16.82¦ 9.26¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.12.01¦ 0.35 ¦ 94.00¦ 94.00¦ 94.00¦ 16.83¦ 3.30¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.12.04 ¦10.12.01¦ 3.59 ¦ 94.40¦ 94.50¦ 94.40¦ 16.00¦ 3.50¦ 27014¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦11.12.01¦ 3.64 ¦ 94.09¦ 94.10¦ 94.09¦ 16.17¦ 1.27¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.12.01¦ 3.73 ¦ 94.00¦ 94.00¦ 94.00¦ 16.22¦ 4.65¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.12.01¦ 3.77 ¦ 93.50¦ 94.00¦ 93.50¦ 16.30¦ 2.55¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.05 ¦10.12.01¦ 7.40 ¦ 82.36¦ 82.36¦ 82.36¦ 17.47¦ 0.03¦ 26003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦11.12.01¦ 7.43 ¦ 82.00¦ 82.10¦ 82.00¦ 17.65¦ 3.35¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.12.01¦ 7.48 ¦ 81.50¦ 81.50¦ 81.50¦ 17.92¦ 0.01¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.12.01¦ 7.51 ¦ 81.70¦ 81.70¦ 81.70¦ 17.82¦ 10.18¦ ¦
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 ¦ 91¦ 10.00¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2002 ¦ 348¦ 5.00¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2002 ¦ 348¦ 5.00¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 25.11.2002 ¦ 346¦ 2.00¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2002 ¦ 91¦ 10.00¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2002 ¦ 91¦ 10.00¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2002 ¦ 91¦ 10.00¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2002 ¦ 348¦ 5.00¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 25.11.2002 ¦ 346¦ 2.00¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 26.11.2002 ¦ 347¦ 2.00¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 28.11.2002 ¦ 349¦ 2.00¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 29.11.2002 ¦ 350¦ 2.00¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27001 ¦ 06.02.2002 ¦ 54¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27002 ¦ 20.02.2002 ¦ 68¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27003 ¦ 06.03.2002 ¦ 82¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27004 ¦ 19.12.2001 ¦ 5¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27005 ¦ 09.01.2002 ¦ 26¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 23.01.2002 ¦ 40¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 06.02.2002 ¦ 54¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 20.02.2002 ¦ 68¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 06.03.2002 ¦ 82¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 19.12.2001 ¦ 5¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 09.01.2002 ¦ 26¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 22.05.2002 ¦ 159¦ 10.00¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 06.03.2002 ¦ 82¦ 14.00¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 19.12.2001 ¦ 5¦ 16.00¦ 39.89 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 06.02.2002 ¦ 54¦ 14.00¦ 34.52 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 20.02.2002 ¦ 68¦ 15.00¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 23.01.2002 ¦ 40¦ 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¦ 89¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21153 ¦22.08.01¦30.01.02¦ 47¦ 1 ¦ 13 ¦ ¦ 4731.806¦ 268.194¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21154 ¦19.09.01¦20.02.02¦ 68¦ 1 ¦ 4 ¦ ¦ 2181.942¦ 1818.058¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21155 ¦03.10.01¦03.04.02¦ 110¦ 1 ¦ 3 ¦ ¦ 1508.041¦ 3491.959¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21156 ¦28.11.01¦17.07.02¦ 215¦ 2 ¦ 2 ¦ ¦ 8084.285¦ 1915.715¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 91¦ 1 ¦ ¦ ¦ 32.200¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 348¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 713¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 1¦ ¦ ¦ 5 ¦ 18946.600¦ 1597.148¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 1438¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 456¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 822¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1187¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 1079¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1802¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 2167¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2533¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2898¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 54¦ ¦ ¦ ¦ 9542.315¦ 446.436¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 159¦ ¦ ¦ ¦ 9542.315¦ 446.436¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 173¦ ¦ ¦ ¦ 9542.315¦ 446.436¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 278¦ ¦ ¦ ¦ 9542.315¦ 446.436¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 299¦ ¦ ¦ ¦ 9542.315¦ 446.436¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 404¦ ¦ ¦ ¦ 9542.315¦ 446.436¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 418¦ ¦ ¦ ¦ 9542.315¦ 446.436¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 523¦ ¦ ¦ ¦ 9542.315¦ 446.436¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 537¦ ¦ ¦ ¦ 9542.315¦ 446.436¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 642¦ ¦ ¦ ¦ 9542.315¦ 446.436¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 663¦ ¦ ¦ ¦ 9542.315¦ 446.436¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 705¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 901¦ 1 ¦ 27 ¦ ¦ 3332.030¦ 1667.970¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 1097¦ 1 ¦ 14 ¦ ¦ 2506.724¦ 2493.276¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 782¦ 1 ¦ 17 ¦ ¦ 3399.373¦ 1600.627¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 614¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 768¦ ¦ ¦ ¦ 9542.315¦ 446.436¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ Итого: ¦ ¦179079.555¦35028.968¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
-----------------------------T--------T--------T--------T--------¬
¦ ¦10.12.01¦11.12.01¦13.12.01¦14.12.01¦
+----------------------------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых): ¦ ¦ ¦ ¦ ¦
+----------------------------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦
+----------------------------+--------+--------+--------+--------+
¦ ГКО ¦ 15.20 ¦ 15.30 ¦ 15.30 ¦ 15.14 ¦
+----------------------------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 13.84 ¦ 13.94 ¦ 14.13 ¦ 14.04 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦
+----------------------------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 15.74 ¦ 15.73 ¦ 20.03 ¦ 38.91 ¦
+----------------------------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 15.80 ¦ 15.92 ¦ 16.15 ¦ 16.11 ¦
+----------------------------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦
+----------------------------+--------+--------+--------+--------+
¦ ГКО ¦ 14.73 ¦ 15.26 ¦ 15.70 ¦ 15.17 ¦
+----------------------------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 17.24 ¦ 16.98 ¦ 17.92 ¦ 17.77 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦
+----------------------------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 15.74 ¦ 15.73 ¦ 20.03 ¦ 38.91 ¦
+----------------------------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 15.82 ¦ 15.90 ¦ 16.21 ¦ 16.01 ¦
+----------------------------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦
+----------------------------+--------+--------+--------+--------+
¦ ГКО ¦ 0.12 ¦ 0.15 ¦ 0.96 ¦ 0.74 ¦
+----------------------------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ ¦ ¦ ¦ ¦
¦ выпуска 25030) ¦ 0.09 ¦ 1.05 ¦ 0.00 ¦ 0.52 ¦
+----------------------------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.37 ¦ 0.36 ¦ 1.02 ¦ 0.83 ¦
+----------------------------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.20 ¦ 0.30 ¦ 0.23 ¦ 0.23 ¦
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---------¬
¦ ¦ 10.12.01¦ 11.12.01¦ 13.12.01¦ 14.12.01¦
+------------------------+---------+---------+---------+---------+
¦Номинальная стоимость, ¦179079.47¦179079.47¦179079.47¦179079.56¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦
+------------------------+---------+---------+---------+---------+
¦ ГКО ¦ 19506.07¦ 19506.07¦ 19506.07¦ 19506.07¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-ПД (без учета ¦ 2093.37¦ 2093.37¦ 2093.37¦ 2093.37¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦
+------------------------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 18946.58¦ 18946.58¦ 18946.58¦ 18946.60¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦138533.45¦138533.45¦138533.45¦138533.51¦
+------------------------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦176215.73¦176093.33¦175951.40¦176056.09¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦
+------------------------+---------+---------+---------+---------+
¦ ГКО ¦ 18511.50¦ 18510.37¦ 18503.93¦ 18518.39¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-ПД (без учета ¦ 1943.96¦ 1940.83¦ 1936.05¦ 1938.96¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦
+------------------------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 18908.68¦ 18916.26¦ 18927.63¦ 18929.55¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦136851.58¦136725.86¦136583.79¦136669.20¦
+------------------------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 349.99¦ 348.78¦ 346.42¦ 345.49¦
+------------------------+---------+---------+---------+---------+
¦ ГКО ¦ 132.22¦ 131.23¦ 129.17¦ 128.21¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-ПД (без учета ¦ 640.33¦ 638.76¦ 635.81¦ 635.71¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦
+------------------------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 5.00¦ 4.00¦ 2.00¦ 1.00¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 422.99¦ 421.81¦ 419.48¦ 418.53¦
L------------------------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
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Банка России

ПОСТАНОВЛЕНИЕ Госстандарта РФ от 14.12.2001 n 528-ст ОБ ОТМЕНЕ ОБЩЕСОЮЗНОГО КЛАССИФИКАТОРА ИНФОРМАЦИИ ПО ИЗОБРЕТЕНИЯМ И ОТКРЫТИЯМ  »
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