БЮЛЛЕТЕНЬ ЦБ РФ от 30.11.2001 n 45 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 30 ноября 2001 г. N 45
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 45.372 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 ¦26.11.01¦ 97.50¦ 97.50¦ 97.50¦ 14.40 ¦ 1.00 ¦ 21153 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦27.11.01¦ 97.50¦ 97.55¦ 97.50¦ 14.50 ¦ 24.00 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦28.11.01¦ 97.55¦ 97.60¦ 97.60¦ 14.25 ¦ 2.00 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦29.11.01¦ 97.55¦ 97.57¦ 97.57¦ 14.66 ¦ 0.42 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦30.11.01¦ 97.80¦ 97.80¦ 97.80¦ 13.46 ¦ 0.01 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦20.02.02 ¦26.11.01¦ 96.90¦ 96.90¦ 96.90¦ 13.58 ¦ 1.17 ¦ 21154 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦27.11.01¦ 96.90¦ 96.90¦ 96.90¦ 13.74 ¦ 1.29 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦28.11.01¦ 97.00¦ 97.00¦ 97.00¦ 13.44 ¦ 1.69 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦13.03.02 ¦27.11.01¦ 95.80¦ 95.87¦ 95.80¦ 14.87 ¦ 2.38 ¦ 21147 ¦
+---------+--------+------+------+------+--------+-------+-------+
¦03.04.02 ¦29.11.01¦ 95.35¦ 95.35¦ 95.35¦ 14.24 ¦ 1.41 ¦ 21155 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦30.11.01¦ 95.80¦ 95.80¦ 95.80¦ 12.90 ¦ 5.00 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦17.07.02 ¦29.11.01¦ 91.55¦ 91.60¦ 91.60¦ 14.63 ¦ 5.00 ¦ 21156 ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 3151.69 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 ¦26.11.01¦ 0.00 ¦ 99.15¦ 99.25¦ 99.24¦ 15.78¦ 331.85¦ 25030¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.11.01¦ 0.00 ¦ 99.26¦ 99.31¦ 99.28¦ 16.02¦ 240.13¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.11.01¦ 0.00 ¦ 99.29¦ 99.30¦ 99.29¦ 16.53¦ 91.25¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.11.01¦ 0.00 ¦ 99.30¦ 99.36¦ 99.34¦ 16.57¦ 187.10¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.11.01¦ 0.00 ¦ 99.32¦ 99.47¦ 99.47¦ 15.21¦ 130.88¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦06.02.02 ¦26.11.01¦ 0.80 ¦100.10¦100.12¦100.11¦ 14.77¦ 14.80¦ 27001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.11.01¦ 0.80 ¦100.02¦100.12¦100.10¦ 15.17¦ 37.26¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.11.01¦ 0.90 ¦100.00¦100.16¦100.00¦ 15.04¦ 47.56¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.11.01¦ 0.90 ¦100.00¦100.06¦100.06¦ 15.46¦ 22.83¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.11.01¦ 0.90 ¦100.02¦100.25¦100.11¦ 15.33¦ 18.61¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.02 ¦26.11.01¦ 7.01 ¦ 98.50¦ 98.50¦ 98.50¦ 14.96¦ 0.22¦ 25014¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.05.02 ¦26.11.01¦ 0.20 ¦100.27¦100.60¦100.30¦ 14.89¦ 25.49¦ 27002¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.11.01¦ 0.20 ¦100.08¦100.25¦100.24¦ 15.52¦ 24.33¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.11.01¦ 0.30 ¦100.11¦100.30¦100.25¦ 14.98¦ 56.54¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.11.01¦ 0.30 ¦100.20¦100.25¦100.25¦ 15.20¦ 30.20¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.11.01¦ 0.40 ¦100.20¦100.35¦100.35¦ 14.90¦ 36.94¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.06.02 ¦26.11.01¦ 3.30 ¦100.30¦100.40¦100.31¦ 15.01¦ 31.03¦ 27003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.11.01¦ 3.40 ¦100.01¦100.10¦100.10¦ 15.48¦ 32.01¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.11.01¦ 3.40 ¦100.10¦100.34¦100.28¦ 15.10¦ 66.89¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.11.01¦ 3.50 ¦100.17¦100.30¦100.25¦ 14.96¦ 22.89¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.11.01¦ 3.50 ¦100.23¦100.49¦100.49¦ 14.92¦ 38.51¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦18.09.02 ¦26.11.01¦ 2.80 ¦100.45¦100.65¦100.45¦ 14.88¦ 14.81¦ 27004¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.11.01¦ 2.80 ¦100.05¦100.30¦100.20¦ 15.38¦ 32.75¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.11.01¦ 2.80 ¦100.25¦100.40¦100.35¦ 15.28¦ 41.09¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.11.01¦ 2.90 ¦100.22¦100.36¦100.35¦ 15.14¦ 35.13¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.11.01¦ 2.90 ¦100.22¦100.65¦100.63¦ 14.86¦ 40.85¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦09.10.02 ¦26.11.01¦ 1.90 ¦ 99.50¦ 99.80¦ 99.50¦ 14.75¦ 13.57¦ 27005¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.11.01¦ 2.00 ¦ 99.28¦ 99.61¦ 99.50¦ 14.91¦ 51.79¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.11.01¦ 2.00 ¦ 99.40¦ 99.51¦ 99.45¦ 14.94¦ 32.36¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.11.01¦ 2.00 ¦ 99.40¦ 99.49¦ 99.49¦ 15.01¦ 21.50¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.11.01¦ 2.10 ¦ 99.40¦ 99.70¦ 99.65¦ 14.74¦ 26.02¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.01.03 ¦26.11.01¦ 1.30 ¦ 98.29¦ 98.60¦ 98.30¦ 15.28¦ 71.33¦ 27006¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.11.01¦ 1.40 ¦ 98.02¦ 98.20¦ 98.20¦ 15.53¦ 84.31¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.11.01¦ 1.40 ¦ 98.10¦ 98.48¦ 98.42¦ 15.31¦ 36.30¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.11.01¦ 1.50 ¦ 98.01¦ 98.25¦ 98.01¦ 15.31¦ 24.82¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.11.01¦ 1.50 ¦ 98.16¦ 98.50¦ 98.49¦ 15.10¦ 25.06¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.02.03 ¦26.11.01¦ 0.80 ¦ 98.29¦ 98.70¦ 98.30¦ 15.19¦ 78.81¦ 27007¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.11.01¦ 0.80 ¦ 98.00¦ 98.06¦ 98.05¦ 15.61¦ 53.47¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.11.01¦ 0.90 ¦ 97.80¦ 98.25¦ 98.20¦ 15.40¦ 17.26¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.11.01¦ 0.90 ¦ 98.05¦ 98.16¦ 98.16¦ 15.52¦ 8.32¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.11.01¦ 0.90 ¦ 98.05¦ 98.40¦ 98.40¦ 15.34¦ 36.56¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.03 ¦26.11.01¦ 7.01 ¦ 91.30¦ 91.30¦ 91.30¦ 17.93¦ 0.06¦ 26001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.11.01¦ 7.10 ¦ 92.50¦ 92.60¦ 92.60¦ 16.76¦ 3.51¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.11.01¦ 7.12 ¦ 93.20¦ 93.20¦ 93.20¦ 16.12¦ 0.01¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.05.03 ¦26.11.01¦ 0.20 ¦ 97.28¦ 97.60¦ 97.30¦ 15.34¦ 77.24¦ 27008¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.11.01¦ 0.20 ¦ 96.92¦ 97.35¦ 96.98¦ 15.70¦ 133.04¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.11.01¦ 0.30 ¦ 97.00¦ 97.37¦ 97.37¦ 15.37¦ 22.12¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.11.01¦ 0.30 ¦ 97.20¦ 97.35¦ 97.35¦ 15.43¦ 15.80¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.11.01¦ 0.40 ¦ 97.38¦ 97.53¦ 97.49¦ 15.23¦ 12.04¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.06.03 ¦26.11.01¦ 3.30 ¦ 97.28¦ 97.41¦ 97.30¦ 15.45¦ 48.16¦ 27009¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.11.01¦ 3.40 ¦ 96.94¦ 97.21¦ 96.95¦ 15.66¦ 127.17¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.11.01¦ 3.40 ¦ 97.05¦ 97.54¦ 97.42¦ 15.33¦ 33.90¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.11.01¦ 3.50 ¦ 97.00¦ 97.12¦ 97.12¦ 15.57¦ 3.85¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.11.01¦ 3.50 ¦ 97.20¦ 97.49¦ 97.45¦ 15.28¦ 13.59¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦20.08.03 ¦26.11.01¦ 0.21 ¦ 99.19¦ 99.19¦ 99.19¦ 15.12¦ 0.00¦ 27016¦
+---------+--------+-------+------+------+------+------+-------+------+
¦17.09.03 ¦26.11.01¦ 2.80 ¦ 96.50¦ 96.77¦ 96.50¦ 15.26¦ 3.26¦ 27010¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.11.01¦ 2.80 ¦ 96.16¦ 96.40¦ 96.16¦ 15.55¦ 4.57¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.11.01¦ 2.80 ¦ 96.20¦ 96.80¦ 96.70¦ 15.31¦ 62.72¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.11.01¦ 2.90 ¦ 96.28¦ 96.52¦ 96.33¦ 15.48¦ 12.15¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.11.01¦ 2.90 ¦ 96.31¦ 96.55¦ 96.50¦ 15.42¦ 16.21¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦08.10.03 ¦26.11.01¦ 1.90 ¦ 95.15¦ 95.55¦ 95.25¦ 15.47¦ 0.22¦ 27011¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.11.01¦ 2.00 ¦ 94.70¦ 95.15¦ 94.70¦ 15.69¦ 3.01¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.11.01¦ 2.00 ¦ 95.10¦ 95.75¦ 95.75¦ 15.29¦ 34.53¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.11.01¦ 2.00 ¦ 95.10¦ 95.31¦ 95.31¦ 15.55¦ 8.27¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.11.01¦ 2.10 ¦ 95.30¦ 95.37¦ 95.35¦ 15.46¦ 8.50¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦19.11.03 ¦26.11.01¦ 0.20 ¦ 89.68¦ 89.98¦ 89.95¦ 16.81¦ 3.23¦ 27012¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.11.01¦ 0.10 ¦ 89.80¦ 89.95¦ 89.84¦ 16.87¦ 19.57¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.11.01¦ 0.20 ¦ 89.60¦ 90.50¦ 90.20¦ 16.71¦ 11.07¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.11.01¦ 0.20 ¦ 90.00¦ 90.10¦ 90.00¦ 16.75¦ 0.74¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.11.01¦ 0.20 ¦ 90.00¦ 90.48¦ 90.30¦ 16.71¦ 13.10¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.01.04 ¦26.11.01¦ 1.30 ¦ 92.72¦ 93.14¦ 93.14¦ 16.47¦ 53.45¦ 28001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.11.01¦ 1.40 ¦ 92.00¦ 93.19¦ 92.50¦ 16.41¦ 56.53¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.11.01¦ 1.40 ¦ 92.80¦ 93.17¦ 92.80¦ 16.48¦ 10.75¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.11.01¦ 1.50 ¦ 92.66¦ 93.00¦ 92.67¦ 16.65¦ 9.17¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.11.01¦ 1.50 ¦ 92.80¦ 93.10¦ 93.10¦ 16.52¦ 32.15¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.02.04 ¦26.11.01¦ 0.69 ¦ 95.10¦ 95.11¦ 95.10¦ 16.56¦ 0.96¦ 27015¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.11.01¦ 0.81 ¦ 95.10¦ 95.13¦ 95.13¦ 16.56¦ 2.08¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.04 ¦26.11.01¦ 7.01 ¦ 86.50¦ 87.20¦ 87.20¦ 17.14¦ 12.11¦ 26002¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.11.01¦ 7.04 ¦ 87.00¦ 87.00¦ 87.00¦ 17.22¦ 0.30¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.11.01¦ 7.10 ¦ 87.00¦ 87.00¦ 87.00¦ 17.24¦ 5.00¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦02.06.04 ¦26.11.01¦ 3.59 ¦ 94.30¦ 94.30¦ 94.30¦ 16.66¦ 6.88¦ 27013¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.11.01¦ 3.68 ¦ 93.80¦ 94.30¦ 93.80¦ 16.84¦ 1.76¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.11.01¦ 3.73 ¦ 93.86¦ 93.90¦ 93.86¦ 16.90¦ 1.75¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.11.01¦ 3.77 ¦ 93.96¦ 93.96¦ 93.96¦ 16.85¦ 0.01¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.12.04 ¦26.11.01¦ 2.98 ¦ 93.32¦ 93.57¦ 93.57¦ 16.49¦ 7.23¦ 27014¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.11.01¦ 3.03 ¦ 93.62¦ 93.80¦ 93.67¦ 16.41¦ 7.31¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.11.01¦ 3.07 ¦ 93.80¦ 94.10¦ 94.01¦ 16.24¦ 10.56¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.11.01¦ 3.11 ¦ 93.80¦ 94.04¦ 94.00¦ 16.25¦ 0.43¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.11.01¦ 3.16 ¦ 94.00¦ 94.20¦ 94.20¦ 16.21¦ 1.33¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.05 ¦26.11.01¦ 7.01 ¦ 80.15¦ 80.20¦ 80.20¦ 18.48¦ 1.51¦ 26003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.11.01¦ 7.04 ¦ 80.30¦ 80.50¦ 80.50¦ 18.35¦ 2.75¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.11.01¦ 7.07 ¦ 80.68¦ 80.88¦ 80.68¦ 18.21¦ 1.14¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.11.01¦ 7.10 ¦ 80.70¦ 80.90¦ 80.90¦ 18.15¦ 0.47¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.11.01¦ 7.12 ¦ 81.00¦ 81.03¦ 81.03¦ 18.07¦ 1.00¦ ¦
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 ¦ 105¦ 10.00¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2002 ¦ 362¦ 5.00¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2002 ¦ 362¦ 5.00¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 25.11.2002 ¦ 360¦ 2.00¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2002 ¦ 105¦ 10.00¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2002 ¦ 105¦ 10.00¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2002 ¦ 105¦ 10.00¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2002 ¦ 362¦ 5.00¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 25.11.2002 ¦ 360¦ 2.00¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 26.11.2002 ¦ 361¦ 2.00¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 28.11.2002 ¦ 363¦ 2.00¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 29.11.2002 ¦ 364¦ 2.00¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27001 ¦ 06.02.2002 ¦ 68¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27002 ¦ 20.02.2002 ¦ 82¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27003 ¦ 05.12.2001 ¦ 5¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27004 ¦ 19.12.2001 ¦ 19¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27005 ¦ 09.01.2002 ¦ 40¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 23.01.2002 ¦ 54¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 06.02.2002 ¦ 68¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 20.02.2002 ¦ 82¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 05.12.2001 ¦ 5¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 19.12.2001 ¦ 19¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 09.01.2002 ¦ 40¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 22.05.2002 ¦ 173¦ 10.00¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 05.12.2001 ¦ 5¦ 16.00¦ 39.89 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 19.12.2001 ¦ 19¦ 16.00¦ 39.89 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 06.02.2002 ¦ 68¦ 14.00¦ 34.52 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 20.02.2002 ¦ 82¦ 15.00¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 23.01.2002 ¦ 54¦ 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¦ 103¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21153 ¦22.08.01¦30.01.02¦ 61¦ 1 ¦ 13 ¦ ¦ 4731.806¦ 268.194¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21154 ¦19.09.01¦20.02.02¦ 82¦ 1 ¦ 4 ¦ ¦ 2181.942¦ 1818.058¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21155 ¦03.10.01¦03.04.02¦ 124¦ 1 ¦ 3 ¦ ¦ 1508.041¦ 3491.959¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21156 ¦28.11.01¦17.07.02¦ 229¦ 1 ¦ ¦ ¦ 5984.823¦ 15.177¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 105¦ 1 ¦ ¦ ¦ 32.200¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 362¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 727¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 15¦ ¦ ¦ 4 ¦ 20838.893¦ 1598.076¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 1452¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 470¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 836¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1201¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 1093¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1816¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 2181¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2547¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2912¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 68¦ ¦ ¦ ¦ 9542.047¦ 446.704¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 173¦ ¦ ¦ ¦ 9542.047¦ 446.704¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 187¦ ¦ ¦ ¦ 9542.047¦ 446.704¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 292¦ ¦ ¦ ¦ 9542.047¦ 446.704¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 313¦ ¦ ¦ ¦ 9542.047¦ 446.704¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 418¦ ¦ ¦ ¦ 9542.047¦ 446.704¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 432¦ ¦ ¦ ¦ 9542.047¦ 446.704¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 537¦ ¦ ¦ ¦ 9542.047¦ 446.704¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 551¦ ¦ ¦ ¦ 9542.047¦ 446.704¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 656¦ ¦ ¦ ¦ 9542.047¦ 446.704¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 677¦ ¦ ¦ ¦ 9542.047¦ 446.704¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 719¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 915¦ 1 ¦ 25 ¦ ¦ 3323.646¦ 1676.354¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 1111¦ 1 ¦ 14 ¦ ¦ 2506.724¦ 2493.276¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 796¦ 1 ¦ 16 ¦ ¦ 3394.373¦ 1605.627¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 628¦ 1 ¦ ¦ ¦ 5633.813¦ 6366.187¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 782¦ ¦ ¦ ¦ 9542.047¦ 446.704¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ Итого: ¦ ¦178817.104¦33184.641¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
-----------------------------T--------T--------T--------T--------T--------¬
¦ ¦26.11.01¦27.11.01¦28.11.01¦29.11.01¦30.11.01¦
+----------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых): ¦ ¦ ¦ ¦ ¦ ¦
+----------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+----------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 14.16 ¦ 14.53 ¦ 14.66 ¦ 14.58 ¦ 14.00 ¦
+----------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 14.28 ¦ 14.39 ¦ 14.31 ¦ 14.22 ¦ 14.15 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 15.78 ¦ 16.02 ¦ 16.53 ¦ 16.57 ¦ 15.21 ¦
+----------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 15.65 ¦ 15.86 ¦ 15.68 ¦ 15.79 ¦ 15.65 ¦
+----------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+----------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 13.90 ¦ 14.51 ¦ 13.82 ¦ 14.58 ¦ 12.91 ¦
+----------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 17.32 ¦ 18.27 ¦ 18.21 ¦ 17.18 ¦ 18.06 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 15.78 ¦ 16.02 ¦ 16.53 ¦ 16.57 ¦ 15.21 ¦
+----------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 15.59 ¦ 15.76 ¦ 15.43 ¦ 15.49 ¦ 15.51 ¦
+----------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+----------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.01 ¦ 0.18 ¦ 0.02 ¦ 0.04 ¦ 0.03 ¦
+----------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ ¦ ¦ ¦ ¦ ¦
¦ выпуска 25030) ¦ 0.62 ¦ 0.14 ¦ 0.05 ¦ 0.45 ¦ 0.05 ¦
+----------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 1.26 ¦ 0.91 ¦ 0.44 ¦ 0.90 ¦ 0.63 ¦
+----------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.33 ¦ 0.48 ¦ 0.35 ¦ 0.16 ¦ 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---------T---------¬
¦ ¦ 26.11.01¦ 27.11.01¦ 28.11.01¦ 29.11.01¦ 30.11.01¦
+------------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость, ¦182498.82¦182335.10¦178817.10¦178817.10¦178817.10¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+------------------------+---------+---------+---------+---------+---------+ ¦
¦ ГКО ¦ 15421.79¦ 15421.79¦ 17406.61¦ 17406.61¦ 17406.61¦
+------------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД (без учета ¦ 2257.09¦ 2093.37¦ 2093.37¦ 2093.37¦ 2093.37¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+------------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 26341.72¦ 26341.72¦ 20838.89¦ 20838.89¦ 20838.89¦
+------------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦138478.23¦138478.23¦138478.23¦138478.23¦138478.23¦
+------------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦180319.23¦179911.57¦176242.09¦176183.66¦176467.62¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+------------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 15025.91¦ 15026.86¦ 16511.96¦ 16526.73¦ 16544.40¦
+------------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД (без учета ¦ 2105.74¦ 1912.32¦ 1916.21¦ 1920.03¦ 1923.35¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+------------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 26141.52¦ 26149.42¦ 20690.94¦ 20699.27¦ 20718.03¦
+------------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦137046.07¦136822.97¦137122.98¦137037.63¦137281.84¦
+------------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 344.95¦ 344.23¦ 357.88¦ 356.69¦ 355.81¦
+------------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 65.29¦ 64.29¦ 134.10¦ 133.18¦ 132.13¦
+------------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД (без учета ¦ 584.33¦ 644.47¦ 644.61¦ 644.16¦ 643.87¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+------------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 19.00¦ 18.00¦ 17.00¦ 16.00¦ 15.00¦
+------------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 434.10¦ 433.13¦ 432.26¦ 431.08¦ 430.16¦
L------------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

<ПИСЬМО> ГТК РФ от 30.11.2001 n 05-22/47685 О НАПРАВЛЕНИИ ИНФОРМАЦИИ  »
Постановления и Указы »
Читайте также