БЮЛЛЕТЕНЬ ЦБ РФ от 07.12.2001 n 46 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 7 декабря 2001 г. N 46
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 242.669 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 ¦03.12.01¦ 97.74¦ 97.78¦ 97.75¦ 14.42 ¦ 55.00 ¦ 21153 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦04.12.01¦ 97.79¦ 97.81¦ 97.80¦ 14.40 ¦ 45.20 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦05.12.01¦ 97.84¦ 98.03¦ 97.87¦ 14.32 ¦ 25.87 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦06.12.01¦ 97.96¦ 98.05¦ 98.05¦ 13.41 ¦ 6.11 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦07.12.01¦ 98.05¦ 98.10¦ 98.06¦ 13.30 ¦ 12.18 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦20.02.02 ¦03.12.01¦ 96.95¦ 97.00¦ 96.98¦ 14.44 ¦ 6.77 ¦ 21154 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦04.12.01¦ 96.96¦ 97.00¦ 96.96¦ 14.67 ¦ 17.03 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦05.12.01¦ 97.03¦ 97.03¦ 97.03¦ 14.51 ¦ 11.49 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦13.03.02 ¦05.12.01¦ 96.35¦ 96.35¦ 96.35¦ 14.11 ¦ 2.46 ¦ 21147 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦07.12.01¦ 96.45¦ 96.45¦ 96.45¦ 13.99 ¦ 0.39 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦03.04.02 ¦05.12.01¦ 95.49¦ 95.49¦ 95.49¦ 14.49 ¦ 17.25 ¦ 21155 ¦
+---------+--------+------+------+------+--------+-------+-------+
¦17.07.02 ¦04.12.01¦ 91.85¦ 91.85¦ 91.85¦ 14.39 ¦ 1.00 ¦ 21156 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦06.12.01¦ 91.75¦ 91.76¦ 91.76¦ 14.72 ¦ 40.50 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦07.12.01¦ 91.80¦ 91.80¦ 91.80¦ 14.69 ¦ 1.43 ¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 1582.901 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 ¦03.12.01¦ 0.00 ¦ 99.45¦ 99.55¦ 99.54¦ 16.83¦ 5.20¦ 25030¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.12.01¦ 0.00 ¦ 99.50¦ 99.58¦ 99.58¦ 15.37¦ 130.22¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.12.01¦ 0.00 ¦ 99.55¦ 99.61¦ 99.55¦ 16.18¦ 121.14¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.12.01¦ 0.00 ¦ 99.62¦ 99.75¦ 99.74¦ 12.96¦ 86.19¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.12.01¦ 0.00 ¦ 99.71¦ 99.76¦ 99.72¦ 12.61¦ 61.61¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦06.02.02 ¦03.12.01¦ 1.10 ¦100.02¦100.04¦100.02¦ 15.13¦ 19.05¦ 27001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.12.01¦ 1.10 ¦100.00¦100.05¦100.05¦ 15.45¦ 38.10¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.12.01¦ 1.10 ¦100.04¦100.30¦100.17¦ 15.38¦ 20.17¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.12.01¦ 1.20 ¦100.12¦100.20¦100.15¦ 14.58¦ 6.43¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.12.01¦ 1.20 ¦100.11¦100.19¦100.17¦ 14.84¦ 64.12¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.05.02 ¦03.12.01¦ 0.50 ¦100.23¦100.28¦100.23¦ 15.01¦ 12.02¦ 27002¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.12.01¦ 0.50 ¦100.10¦100.25¦100.21¦ 15.28¦ 29.02¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.12.0l¦ 0.60 ¦100.10¦100.37¦100.37¦ 14.88¦ 40.28¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.12.01¦ 0.60 ¦100.28¦100.55¦100.50¦ 14.44¦ 13.61¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.12.01¦ 0.70 ¦100.25¦100.40¦100.25¦ 14.64¦ 31.64¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.06.02 ¦03.12.01¦ 3.60 ¦100.27¦100.40¦100.27¦ 15.10¦ 2.06¦ 27003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.12.01¦ 3.70 ¦100.10¦100.25¦100.25¦ 15.19¦ 14.23¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.12.01¦ 0.00 ¦100.27¦100.45¦100.45¦ 14.80¦ 30.92¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.12.01¦ 0.00 ¦100.38¦100.52¦100.52¦ 14.65¦ 9.16¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.12.01¦ 0.10 ¦100.40¦100.48¦100.40¦ 14.62¦ 4.49¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦18.09.02 ¦03.12.01¦ 3.00 ¦100.40¦100.40¦100.40¦ 15.14¦ 3.53¦ 27004¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.12.01¦ 3.10 ¦100.15¦100.45¦100.45¦ 15.08¦ 0.58¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.12.01¦ 3.10 ¦100.25¦100.59¦100.52¦ 14.90¦ 12.09¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.12.01¦ 3.20 ¦100.30¦100.50¦100.50¦ 14.98¦ 3.32¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.12.01¦ 3.20 ¦100.45¦100.46¦100.45¦ 15.01¦ 5.70¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦09.10.02 ¦03.12.01¦ 2.20 ¦ 99.30¦ 99.30¦ 99.30¦ 15.14¦ 0.01¦ 27005¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.12.01¦ 2.20 ¦ 99.25¦ 99.50¦ 99.50¦ 14.99¦ 2.69¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.12.01¦ 2.30 ¦ 99.31¦ 99.59¦ 99.55¦ 14.80¦ 6.21¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.12.01¦ 2.30 ¦ 99.50¦ 99.60¦ 99.52¦ 14.85¦ 4.58¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.12.01¦ 2.40 ¦ 98.54¦ 99.57¦ 99.50¦ 14.74¦ 10.22¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.01.03 ¦03.12.01¦ 1.60 ¦ 98.10¦ 98.25¦ 98.25¦ 15.35¦ 3.02¦ 27006¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.12.01¦ 1.70 ¦ 98.00¦ 98.18¦ 98.18¦ 15.48¦ 1.68¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.12.01¦ 1.70 ¦ 98.00¦ 98.42¦ 98.42¦ 15.24¦ 10.51¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.12.01¦ 1.70 ¦ 98.28¦ 98.55¦ 98.55¦ 15.13¦ 8.63¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.12.01¦ 1.80 ¦ 98.45¦ 98.60¦ 98.45¦ 15.06¦ 2.47¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.02.03 ¦03.12.01¦ 1.10 ¦ 98.24¦ 98.30¦ 98.24¦ 15.29¦ 5.42¦ 27007¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.12.01¦ 1.10 ¦ 98.15¦ 98.30¦ 98.25¦ 15.34¦ 1.60¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.12.01¦ 1.10 ¦ 98.10¦ 98.55¦ 98.50¦ 15.12¦ 15.57¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.12.01¦ 1.20 ¦ 98.30¦ 98.60¦ 99.54¦ 14.99¦ 12.51¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.12.01¦ 1.20 ¦ 98.30¦ 98.60¦ 98.50¦ 15.11¦ 9.28¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.03 ¦06.12.01¦ 7.29 ¦ 93.00¦ 93.00¦ 93.00¦ 16.40¦ 0.80¦ 26001¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.05.03 ¦03.12.01¦ 0.50 ¦ 97.15¦ 97.18¦ 97.16¦ 15.51¦ 10.15¦ 27008¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.12.01¦ 0.50 ¦ 97.10¦ 97.25¦ 97.12¦ 15.58¦ 13.39¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.12.01¦ 0.60 ¦ 97.20¦ 97.50¦ 97.40¦ 15.32¦ 33.33¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.12.01¦ 0.60 ¦ 97.40¦ 97.55¦ 97.54¦ 15.22¦ 6.50¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.12.01¦ 0.70 ¦ 97.50¦ 97.62¦ 97.55¦ 15.09¦ 17.35¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.06.03 ¦03.12.01¦ 3.60 ¦ 97.22¦ 97.42¦ 97.25¦ 15.44¦ 16.21¦ 27009¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.12.01¦ 3.70 ¦ 97.01¦ 97.25¦ 97.10¦ 15.54¦ 3.04¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.12.01¦ 0.00 ¦ 97.20¦ 97.52¦ 97.52¦ 15.36¦ 78.84¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.12.01¦ 0.00 ¦ 97.30¦ 97.69¦ 97.60¦ 15.30¦ 22.26¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.12.0l¦ 0.10 ¦ 97.50¦ 97.63¦ 97.61¦ 15.14¦ 23.15¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦20.08.03 ¦06.12.01¦ 0.62 ¦ 99.00¦ 99.01¦ 99.01¦ 15.23¦ 38.68¦ 27016¦
+---------+--------+-------+------+------+------+------+-------+------+
¦17.09.03 ¦03.12.01¦ 3.00 ¦ 96.25¦ 96.55¦ 96.25¦ 15.43¦ 54.56¦ 27010¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.12.01¦ 3.10 ¦ 96.20¦ 96.30¦ 96.20¦ 15.53¦ 3.04¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.12.01¦ 3.10 ¦ 96.37¦ 96.57¦ 96.57¦ 15.39¦ 73.93¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.12.01¦ 3.20 ¦ 96.53¦ 96.57¦ 96.57¦ 15.31¦ 17.99¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.12.01¦ 3.20 ¦ 96.10¦ 96.70¦ 96.30¦ 15.28¦ 19.37¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦08.10.03 ¦03.12.01¦ 2.20 ¦ 95.30¦ 95.50¦ 95.31¦ 15.48¦ 7.19¦ 27011¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.12.01¦ 2.20 ¦ 95.30¦ 95.35¦ 95.30¦ 15.52¦ 3.37¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.12.01¦ 2.30 ¦ 95.32¦ 95.56¦ 95.56¦ 15.34¦ 37.45¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.12.01¦ 2.30 ¦ 95.45¦ 95.55¦ 95.55¦ 15.37¦ 40.21¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.12.01¦ 2.40 ¦ 95.45¦ 95.50¦ 95.50¦ 15.32¦ 15.31¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦19.11.03 ¦03.12.01¦ 0.30 ¦ 90.00¦ 90.35¦ 90.32¦ 16.84¦ 1.25¦ 27012¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.12.01¦ 0.40 ¦ 90.00¦ 90.49¦ 90.10¦ 16.75¦ 4.04¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.12.01¦ 0.40 ¦ 90.83¦ 90.90¦ 90.83¦ 16.23¦ 17.41¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.12.01¦ 0.40 ¦ 90.60¦ 90.60¦ 90.60¦ 16.43¦ 6.65¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.12.01¦ 0.40 ¦ 90.55¦ 90.67¦ 90.65¦ 16.42¦ 11.95¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.01.04 ¦03.12.01¦ 1.60 ¦ 92.80¦ 93.00¦ 93.00¦ 16.57¦ 4.85¦ 28001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.12.01¦ 1.70 ¦ 92.70¦ 92.85¦ 92.85¦ 16.60¦ 4.94¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.12.01¦ 1.70 ¦ 92.85¦ 93.18¦ 93.10¦ 16.38¦ 10.83¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.12.01¦ 1.70 ¦ 93.10¦ 93.23¦ 93.20¦ 16.39¦ 2.41¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.12.01¦ 1.80 ¦ 93.17¦ 93.33¦ 93.30¦ 16.28¦ 14.45¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.02.04 ¦05.12.01¦ 1.04 ¦ 95.48¦ 95.48¦ 95.48¦ 16.33¦ 0.01¦ 27015¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.12.0l¦ 1.07 ¦ 95.45¦ 95.45¦ 95.45¦ 16.35¦ 1.35¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.12.01¦ 1.11 ¦ 95.45¦ 95.50¦ 95.50¦ 16.32¦ 5.25¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.04 ¦06.12.01¦ 7.29 ¦ 87.00¦ 87.00¦ 87.00¦ 17.30¦ 0.03¦ 26002¦
+---------+--------+-------+------+------+------+------+-------+------+
¦02.06.04 ¦03.12.01¦ 3.90 ¦ 94.05¦ 94.05¦ 94.05¦ 16.80¦ 2.50¦ 27013¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.12.01¦ 3.95 ¦ 93.90¦ 94.10¦ 94.10¦ 16.79¦ 1.45¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.12.01¦ 0.00 ¦ 94.36¦ 94.45¦ 94.45¦ 16.58¦ 26.24¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.12.01¦ 0.04 ¦ 94.42¦ 94.55¦ 94.53¦ 16.52¦ 10.87¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.12.01¦ 0.08 ¦ 94.55¦ 94.59¦ 94.59¦ 16.49¦ 19.17¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.12.04 ¦03.12.01¦ 3.29 ¦ 94.15¦ 94.25¦ 94.15¦ 16.15¦ 9.59¦ 27014¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.12.01¦ 3.33 ¦ 94.09¦ 94.10¦ 94.10¦ 16.19¦ 7.18¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.12.01¦ 3.38 ¦ 94.10¦ 94.20¦ 94.10¦ 16.18¦ 6.16¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.12.01¦ 3.42 ¦ 94.10¦ 94.20¦ 94.20¦ 16.16¦ 5.45¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.12.01¦ 3.46 ¦ 94.14¦ 94.80¦ 94.80¦ 15.98¦ 3.81¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.05 ¦03.12.01¦ 7.21 ¦ 81.00¦ 81.48¦ 81.15¦ 18.00¦ 2.09¦ 26003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.12.01¦ 7.23 ¦ 81.70¦ 81.74¦ 81.72¦ 17.75¦ 1.39¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.12.01¦ 7.26 ¦ 82.00¦ 82.19¦ 82.00¦ 17.55¦ 2.32¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.12.01¦ 7.29 ¦ 82.10¦ 82.17¦ 82.17¦ 17.54¦ 2.81¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.12.01¦ 7.32 ¦ 81.99¦ 82.50¦ 82.50¦ 17.40¦ 1.05¦ ¦
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 ¦ 98¦ 10.00¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2002 ¦ 355¦ 5.00¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2002 ¦ 355¦ 5.00¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 25.11.2002 ¦ 353¦ 2.00¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2002 ¦ 98¦ 10.00¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2002 ¦ 98¦ 10.00¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2002 ¦ 98¦ 10.00¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2002 ¦ 355¦ 5.00¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 25.11.2002 ¦ 353¦ 2.00¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 26.11.2002 ¦ 354¦ 2.00¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 28.11.2002 ¦ 356¦ 2.00¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 29.11.2002 ¦ 357¦ 2.00¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27001 ¦ 06.02.2002 ¦ 61¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27002 ¦ 20.02.2002 ¦ 75¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27003 ¦ 06.03.2002 ¦ 89¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27004 ¦ 19.12.2001 ¦ 12¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27005 ¦ 09.01.2002 ¦ 33¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 23.01.2002 ¦ 47¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 06.02.2002 ¦ 61¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 20.02.2002 ¦ 75¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 06.03.2002 ¦ 89¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 19.12.2001 ¦ 12¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 09.01.2002 ¦ 33¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 22.05.2002 ¦ 166¦ 10.00¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 06.03.2002 ¦ 89¦ 14.00¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 19.12.2001 ¦ 12¦ 16.00¦ 39.89 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 06.02.2002 ¦ 61¦ 14.00¦ 34.52 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 20.02.2002 ¦ 75¦ 15.00¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 23.01.2002 ¦ 47¦ 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¦ 96¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21153 ¦22.08.01¦30.01.02¦ 54¦ 1 ¦ 13 ¦ ¦ 4731.806¦ 268.194¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21154 ¦19.09.01¦20.02.02¦ 75¦ 1 ¦ 4 ¦ ¦ 2181.942¦ 1818.058¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21155 ¦03.10.01¦03.04.02¦ 117¦ 1 ¦ 3 ¦ ¦ 1508.041¦ 3491.959¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21156 ¦28.11.01¦17.07.02¦ 222¦ 2 ¦ 2 ¦ ¦ 8084.285¦ 1915.715¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 98¦ 1 ¦ ¦ ¦ 32.200¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 355¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 720¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 8¦ ¦ ¦ 5 ¦ 18946.567¦ 1597.181¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 1445¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 463¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 829¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1194¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 1086¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1809¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 2174¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2540¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2905¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 61¦ ¦ ¦ ¦ 9542.308¦ 446.443¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 166¦ ¦ ¦ ¦ 9542.308¦ 446.443¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 180¦ ¦ ¦ ¦ 9542.308¦ 446.443¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 285¦ ¦ ¦ ¦ 9542.308¦ 446.443¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 306¦ ¦ ¦ ¦ 9542.308¦ 446.443¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 411¦ ¦ ¦ ¦ 9542.308¦ 446.443¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 425¦ ¦ ¦ ¦ 9542.308¦ 446.443¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 530¦ ¦ ¦ ¦ 9542.308¦ 446.443¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 544¦ ¦ ¦ ¦ 9542.308¦ 446.443¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 649¦ ¦ ¦ ¦ 9542.308¦ 446.443¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 670¦ ¦ ¦ ¦ 9542.308¦ 446.443¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 712¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 908¦ 1 ¦ 27 ¦ ¦ 3332.030¦ 1667.970¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 1104¦ 1 ¦ 14 ¦ ¦ 2506.724¦ 2493.276¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 789¦ 1 ¦ 17 ¦ ¦ 3399.373¦ 1600.627¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 621¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 775¦ ¦ ¦ ¦ 9542.308¦ 446.443¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦179079.438¦35029.085¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦03.12.01¦04.12.01¦05.12.01¦06.12.01¦07.12.01¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 14.19 ¦ 14.28 ¦ 14.71 ¦ 14.34 ¦ 14.37 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 14.12 ¦ 13.98 ¦ 13.83 ¦ 13.88 ¦ 13.80 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 16.83 ¦ 15.37 ¦ 16.18 ¦ 12.96 ¦ 12.61 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 15.75 ¦ 15.79 ¦ 15.57 ¦ 15.54 ¦ 15.49 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 14.42 ¦ 14.49 ¦ 14.42 ¦ 14.67 ¦ 13.74 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 18.00 ¦ 17.75 ¦ 17.55 ¦ 17.41 ¦ 17.40 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 16.83 ¦ 15.37 ¦ 16.18 ¦ 12.96 ¦ 12.61 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 15.61 ¦ 15.80 ¦ 15.55 ¦ 15.45 ¦ 15.60 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.36 ¦ 0.37 ¦ 0.30 ¦ 0.23 ¦ 0.07 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.10 ¦ 0.06 ¦ 0.11 ¦ 0.17 ¦ 0.05 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.02 ¦ 0.62 ¦ 0.64 ¦ 0.45 ¦ 0.33 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.11 ¦ 0.09 ¦ 0.30 ¦ 0.15 ¦ 0.19 ¦
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---------¬
¦ ¦ 03.12.01¦ 04.12.01¦ 05.12.01¦ 06.12.01¦ 07.12.01¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦178817.10¦178817.10¦178985.43¦179067.30¦179079.44¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+ ¦
¦ ГКО ¦ 17406.61¦ 17406.61¦ 19464.14¦ 19504.64¦ 19506.07¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД (без учета ¦ 2093.37¦ 2093.37¦ 2093.37¦ 2093.37¦ 2093.37¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 20838.89¦ 20838.89¦ 18946.57¦ 18946.57¦ 18946.57¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦138478.23¦138478.23¦138481.36¦138522.72¦138533.43¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦176504.87¦176550.38¦176086.80¦176295.63¦176445.28¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 16541.85¦ 16560.88¦ 18445.34¦ 18501.80¦ 18512.52¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД (без учета ¦ 1926.88¦ 1933.28¦ 1938.53¦ 1939.08¦ 1943.08¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 20732.61¦ 20749.29¦ 18868.88¦ 18889.73¦ 18897.31¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦137306.52¦137306.93¦136834.05¦136965.02¦137092.37¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 352.81¦ 351.79¦ 355.13¦ 354.06¦ 353.24¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 129.14¦ 128.24¦ 137.01¦ 136.21¦ 135.22¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД (без учета ¦ 642.21¦ 642.96¦ 643.46¦ 642.79¦ 642.94¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 12.00¦ 11.00¦ 10.00¦ 9.00¦ 8.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 427.16¦ 426.15¦ 428.04¦ 426.99¦ 426.16¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

ПРИКАЗ Минфина РФ от 07.12.2001 n 301 О ВНЕСЕНИИ ДОПОЛНЕНИЙ В ПОЛОЖЕНИЕ О ДЕПАРТАМЕНТЕ СТРАХОВОГО НАДЗОРА МИНИСТЕРСТВА ФИНАНСОВ РОССИЙСКОЙ ФЕДЕРАЦИИ, УТВЕРЖДЕННОЕ ПРИКАЗОМ МИНИСТЕРСТВА ФИНАНСОВ РОССИЙСКОЙ ФЕДЕРАЦИИ ОТ 13 ИЮЛЯ 1998 Г. n 124  »
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