БЮЛЛЕТЕНЬ ЦБ РФ от 23.11.2001 n 44 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 23 ноября 2001 г. N 44
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 102.221 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.)¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦28.11.01 ¦19.11.01¦ 99.70¦ 99.70¦ 99.70¦ 12.20 ¦ 3.30 ¦ 21152 ¦
+---------+--------+------+------+------+--------+-------+-------+
¦30.01.02 ¦19.11.01¦ 97.30¦ 97.30¦ 97.30¦ 14.07 ¦ 10.00 ¦ 21153 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦20.11.01¦ 97.40¦ 97.40¦ 97.40¦ 13.72 ¦ 2.00 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦21.11.01¦ 97.43¦ 97.43¦ 97.43¦ 13.75 ¦ 12.68 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦22.11.01¦ 97.43¦ 97.50¦ 97.44¦ 13.90 ¦ 9.13 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦23.11.01¦ 97.45¦ 97.46¦ 97.46¦ 13.99 ¦ 10.00 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦20.02.01 ¦19.11.01¦ 96.52¦ 96.55¦ 96.52¦ 14.11 ¦ 7.00 ¦ 21154 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦21.11.01¦ 96.55¦ 96.55¦ 96.55¦ 14.33 ¦ 3.70 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦22.11.01¦ 96.60¦ 96.75¦ 96.60¦ 14.27 ¦ 7.30 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦13.03.02 ¦22.11.01¦ 95.86¦ 95.86¦ 95.86¦ 14.20 ¦ 0.19 ¦ 21147 ¦
+---------+--------+------+------+------+--------+-------+-------+
¦03.04.02 ¦22.11.01¦ 95.10¦ 95.10¦ 95.10¦ 14.25 ¦ 30.06 ¦ 21155 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦23.11.01¦ 95.10¦ 95.20¦ 95. 1¦ 14.33 ¦ 6.86 ¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 2753.242 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 ¦19.11.01¦ 0.00 ¦ 99.00¦ 99.10¦ 99.07¦ 14.02¦ 213.10¦ 25030¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.11.01¦ 0.00 ¦ 99.06¦ 99.13¦ 99.11¦ 13.94¦ 134.18¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.11.01¦ 0.00 ¦ 99.13¦ 99.14¦ 99.14¦ 14.04¦ 33.69¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.11.01¦ 0.00 ¦ 99.14¦ 99.18¦ 99.14¦ 14.51¦ 35.81¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.11.01¦ 0.00 ¦ 99.10¦ 99.15¦ 99.14¦ 15.41¦ 105.47¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦06.02.02 ¦19.11.01¦ 0.50 ¦100.19¦100.22¦100.22¦ 14.53¦ 19.21¦ 27001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.11.01¦ 0.50 ¦100.20¦100.25¦100.23¦ 14.57¦ 76.31¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.11.01¦ 0.60 ¦100.19¦100.28¦100.28¦ 14.23¦ 29.39¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.11.01¦ 0.60 ¦100.15¦100.25¦100.19¦ 14.59¦ 37.91¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.11.01¦ 0.70 ¦100.00¦100.23¦100.20¦ 14.53¦ 5.86¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.05.02 ¦19.11.01¦ 3.60 ¦100.55¦100.61¦100.59¦ 14.36¦ 17.81¦ 27002¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.11.01¦ 3.70 ¦100.50¦100.60¦100.52¦ 14.31¦ 19.04¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.11.01¦ 0.00 ¦100.52¦100.65¦100.65¦ 14.26¦ 20.74¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.11.01¦ 0.00 ¦100.50¦100.65¦100.65¦ 14.32¦ 14.08¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.11.01¦ 0.10 ¦100.40¦100.65¦100.40¦ 14.32¦ 35.94¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.06.02 ¦19.11.01¦ 3.00 ¦100.58¦100.63¦100.63¦ 14.48¦ 37.10¦ 27003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.11.01¦ 3.10 ¦100.53¦100.60¦100.60¦ 14.45¦ 11.15¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.11.01¦ 3.10 ¦ 99.90¦100.60¦100.60¦ 14.67¦ 11.30¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.11.01¦ 3.20 ¦100.45¦100.60¦100.59¦ 14.42¦ 22.32¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.11.01¦ 3.20 ¦100.45¦100.60¦100.50¦ 14.57¦ 36.04¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦18.09.02 ¦19.11.01¦ 2.50 ¦100.90¦100.95¦100.90¦ 14.35¦ 52.00¦ 27004¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.11.01¦ 2.50 ¦100.56¦100.85¦100.70¦ 14.69¦ 86.10¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.11.01¦ 2.60 ¦100.58¦100.70¦100.62¦ 14.70¦ 111.87¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.11.01¦ 2.60 ¦100.50¦100.60¦100.56¦ 14.86¦ 53.75¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.11.01¦ 2.60 ¦100.46¦100.65¦100.60¦ 14.84¦ 50.11¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦09.10.02 ¦19.11.01¦ 1.60 ¦ 99.95¦100.00¦100.00¦ 14.27¦ 0.48¦ 27005¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.11.01¦ 1.70 ¦ 99.70¦100.00¦ 99.76¦ 14.49¦ 44.02¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.11.01¦ 1.70 ¦ 99.77¦ 99.90¦ 99.78¦ 14.50¦ 68.63¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.11.01¦ 1.70 ¦ 99.31¦ 99.70¦ 99.65¦ 14.79¦ 54.10¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.11.01¦ 1.80 ¦ 99.71¦ 99.85¦ 99.85¦ 14.45¦ 59.90¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.01.03 ¦19.11.01¦ 1.10 ¦ 98.90¦ 99.10¦ 99.04¦ 14.49¦ 31.32¦ 27006¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.11.01¦ 1.10 ¦ 98.75¦ 99.00¦ 98.75¦ 14.74¦ 16.97¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.11.01¦ 1.10 ¦ 98.75¦ 98.85¦ 98.75¦ 14.84¦ 6.80¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.11.01¦ 1.20 ¦ 98.60¦ 98.70¦ 98.70¦ 14.88¦ 22.57¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.11.01¦ 1.20 ¦ 98.50¦ 98.65¦ 98.62¦ 15.02¦ 28.63¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.02.03 ¦19.11.01¦ 0.50 ¦ 99.00¦ 99.10¦ 99.04¦ 14.56¦ 31.23¦ 27007¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.11.01¦ 0.50 ¦ 98.80¦ 99.14¦ 98.80¦ 14.75¦ 26.15¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.11.01¦ 0.60 ¦ 98.77¦ 98.95¦ 98.78¦ 14.67¦ 48.32¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.11.01¦ 0.60 ¦ 98.65¦ 98.75¦ 98.70¦ 14.90¦ 10.40¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.11.01¦ 0.70 ¦ 98.50¦ 98.90¦ 98.70¦ 14.89¦ 37.69¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.05.03 ¦19.11.01¦ 3.60 ¦ 97.77¦ 97.86¦ 97.86¦ 15.01¦ 37.14¦ 27008¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.11.01¦ 3.70 ¦ 97.50¦ 97.76¦ 97.50¦ 15.08¦ 18.91¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.11.01¦ 0.00 ¦ 97.70¦ 97.84¦ 97.80¦ 14.99¦ 21.75¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.11.01¦ 0.00 ¦ 97.70¦ 97.89¦ 97.85¦ 15.06¦ 13.34¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.11.01¦ 0.10 ¦ 97.60¦ 97.80¦ 97.73¦ 14.99¦ 19.38¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.06.03 ¦19.11.01¦ 3.00 ¦ 97.65¦ 99.81¦ 97.94¦ 15.00¦ 31.51¦ 27009¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.11.01¦ 3.10 ¦ 97.70¦ 97.89¦ 97.70¦ 15.08¦ 15.84¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.11.01¦ 3.10 ¦ 97.80¦ 97.89¦ 97.80¦ 15.03¦ 16.29¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.11.01¦ 3.20 ¦ 97.51¦ 97.61¦ 97.61¦ 15.16¦ 2.61¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.11.01¦ 3.20 ¦ 97.69¦ 97.82¦ 97.70¦ 15.04¦ 63.97¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦17.09.03 ¦19.11.01¦ 2.50 ¦ 96.35¦ 97.00¦ 97.00¦ 15.16¦ 30.17¦ 27010¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.11.01¦ 2.50 ¦ 96.80¦ 96.90¦ 96.89¦ 15.13¦ 10.06¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.11.01¦ 2.60 ¦ 96.75¦ 96.96¦ 96.91¦ 15.07¦ 55.26¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.11.01¦ 2.60 ¦ 96.58¦ 96.90¦ 96.90¦ 15.22¦ 37.43¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.11.01¦ 2.60 ¦ 96.75¦ 96.85¦ 96.84¦ 15.20¦ 32.26¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦08.10.03 ¦19.11.01¦ 1.60 ¦ 94.87¦ 94.95¦ 94.95¦ 15.83¦ 12.30¦ 27011¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.11.01¦ 1.70 ¦ 95.00¦ 95.29¦ 95.00¦ 15.70¦ 2.41¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.11.01¦ 1.70 ¦ 95.05¦ 95.37¦ 95.26¦ 15.53¦ 74.49¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.11.01¦ 1.70 ¦ 94.80¦ 95.50¦ 95.30¦ 15.69¦ 16.60¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.11.01¦ 1.80 ¦ 94.80¦ 95.62¦ 95.62¦ 15.37¦ 63.91¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦19.11.03 ¦19.11.01¦ 4.90 ¦ 89.65¦ 89.90¦ 89.90¦ 16.94¦ 16.71¦ 27012¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.11.01¦ 5.00 ¦ 89.40¦ 90.20¦ 89.40¦ 17.03¦ 16.68¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.11.01¦ 0.00 ¦ 89.80¦ 89.99¦ 89.99¦ 16.80¦ 51.88¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.11.01¦ 0.00 ¦ 89.91¦ 89.99¦ 89.97¦ 16.77¦ 1.25¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.11.01¦ 0.10 ¦ 89.60¦ 89.97¦ 89.97¦ 16.94¦ 9.80¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.01.04 ¦19.11.01¦ 1.10 ¦ 92.37¦ 92.60¦ 92.59¦ 16.78¦ 27.81¦ 28001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.11.01¦ 1.10 ¦ 92.31¦ 92.59¦ 92.31¦ 16.87¦ 11.54¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.11.01¦ 1.10 ¦ 92.41¦ 92.80¦ 92.80¦ 16.72¦ 58.74¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.11.01¦ 1.20 ¦ 92.67¦ 92.90¦ 92.83¦ 16.60¦ 24.33¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.11.01¦ 1.20 ¦ 92.70¦ 92.98¦ 92.75¦ 16.64¦ 16.38¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.02.04 ¦19.11.01¦ 0.42 ¦ 94.89¦ 95.00¦ 95.00¦ 16.64¦ 11.00¦ 27015¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.11.01¦ 0.46 ¦ 94.90¦ 94.95¦ 94.95¦ 16.65¦ 4.87¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.11.01¦ 0.50 ¦ 95.00¦ 95.20¦ 95.20¦ 16.60¦ 2.21¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.11.01¦ 0.58 ¦ 95.10¦ 95.20¦ 95.20¦ 16.56¦ 1.02¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.04 ¦20.11.01¦ 6.85 ¦ 86.43¦ 86.43¦ 86.43¦ 17.52¦ 6.25¦ 26002¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.11.01¦ 6.90 ¦ 86.00¦ 86.00¦ 86.00¦ 17.80¦ 0.07¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦02.06.04 ¦19.11.01¦ 3.29 ¦ 93.95¦ 94.30¦ 93.95¦ 16.82¦ 5.20¦ 27013¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.11.01¦ 3.33 ¦ 93.64¦ 93.99¦ 93.64¦ 17.05¦ 1.80¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.11.01¦ 3.38 ¦ 94.09¦ 94.15¦ 94.15¦ 16.78¦ 31.33¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.11.01¦ 3.42 ¦ 94.00¦ 94.15¦ 94.15¦ 16.76¦ 30.36¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.11.01¦ 3.46 ¦ 94.17¦ 94.30¦ 94.30¦ 16.71¦ 7.80¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.12.04 ¦19.11.01¦ 2.67 ¦ 92.85¦ 93.19¦ 92.85¦ 16.76¦ 2.50¦ 27014¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.11.01¦ 2.72 ¦ 92.65¦ 93.00¦ 92.80¦ 16.85¦ 8.18¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.11.01¦ 2.76 ¦ 92.90¦ 92.99¦ 92.90¦ 16.79¦ 29.39¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.11.01¦ 2.81 ¦ 92.85¦ 92.90¦ 92.90¦ 16.81¦ 18.74¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.11.01¦ 2.85 ¦ 93.30¦ 93.32¦ 93.32¦ 16.59¦ 1.94¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.05 ¦19.11.01¦ 6.82 ¦ 79.95¦ 80.30¦ 80.30¦ 18.49¦ 5.90¦ 26003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.11.01¦ 6.85 ¦ 80.00¦ 80.20¦ 80.00¦ 18.49¦ 3.58¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.11.01¦ 6.88 ¦ 80.00¦ 80.48¦ 80.20¦ 18.43¦ 7.39¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.11.01¦ 6.90 ¦ 80.15¦ 80.68¦ 80.20¦ 18.42¦ 2.35¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.11.01¦ 6.93 ¦ 80.25¦ 80.40¦ 80.25¦ 18.40¦ 3.14¦ ¦
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 ¦ 112¦ 10.00¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25027 ¦ 27.11.2001 ¦ 4¦ 5.00¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26028 ¦ 27.11.2001 ¦ 4¦ 5.00¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2001 ¦ 4¦ 5.00¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 26.11.2001 ¦ 3¦ 2.00¦ 18.36 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2002 ¦ 112¦ 10.00¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2002 ¦ 112¦ 10.00¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2002 ¦ 112¦ 10.00¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2001 ¦ 4¦ 5.00¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 26.11.2001 ¦ 3¦ 2.00¦ 18.36 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 27.11.2001 ¦ 4¦ 2.00¦ 18.41 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 29.11.2001 ¦ 6¦ 2.00¦ 18.52 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 30.11.2001 ¦ 7¦ 2.00¦ 18.58 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27001 ¦ 06.02.2002 ¦ 75¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27002 ¦ 20.02.2002 ¦ 89¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27003 ¦ 05.12.2001 ¦ 12¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27004 ¦ 19.12.2001 ¦ 26¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27005 ¦ 09.01.2002 ¦ 47¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 23.01.2002 ¦ 61¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 06.02.2002 ¦ 75¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 20.02.2002 ¦ 89¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 05.12.2001 ¦ 12¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 19.12.2001 ¦ 26¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 09.01.2002 ¦ 47¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 22.05.2002 ¦ 180¦ 10.00¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 05.12.2001 ¦ 12¦ 16.00¦ 39.89 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 19.12.2001 ¦ 26¦ 16.00¦ 39.89 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 06.02.2002 ¦ 75¦ 14.00¦ 34.52 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 20.02.2002 ¦ 89¦ 15.00¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 23.01.2002 ¦ 61¦ 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¦ 110¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21152 ¦25.07.01¦28.11.01¦ 5¦ 1 ¦ 1 ¦ ¦ 4000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21153 ¦22.08.01¦30.01.02¦ 68¦ 1 ¦ 13 ¦ ¦ 4731.806¦ 268.194¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21154 ¦19.09.01¦20.02.02¦ 89¦ 1 ¦ 4 ¦ ¦ 2181.942¦ 1818.058¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21155 ¦03.10.01¦03.04.02¦ 131¦ 1 ¦ 3 ¦ ¦ 1508.041¦ 3491.959¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 112¦ 1 ¦ ¦ ¦ 32.200¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 4¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 369¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 734¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 22¦ ¦ ¦ 3 ¦ 26341.715¦ 1598.076¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 1459¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 477¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 843¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1208¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 1100¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1823¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 2188¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2554¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2919¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 75¦ ¦ ¦ ¦ 9542.047¦ 446.704¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 180¦ ¦ ¦ ¦ 9542.047¦ 446.704¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 194¦ ¦ ¦ ¦ 9542.047¦ 446.704¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 299¦ ¦ ¦ ¦ 9542.047¦ 446.704¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 320¦ ¦ ¦ ¦ 9542.047¦ 446.704¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 425¦ ¦ ¦ ¦ 9542.047¦ 446.704¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 439¦ ¦ ¦ ¦ 9542.047¦ 446.704¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 544¦ ¦ ¦ ¦ 9542.047¦ 446.704¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 558¦ ¦ ¦ ¦ 9542.047¦ 446.704¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 663¦ ¦ ¦ ¦ 9542.047¦ 446.704¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 684¦ ¦ ¦ ¦ 9542.047¦ 446.704¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 726¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 922¦ 1 ¦ 25 ¦ ¦ 3323.646¦ 1676.354¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 1118¦ 1 ¦ 14 ¦ ¦ 2506.724¦ 2493.276¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 803¦ 1 ¦ 16 ¦ ¦ 3394.373¦ 1605.627¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 635¦ 1 ¦ ¦ ¦ 5633.813¦ 6366.187¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 789¦ 1 ¦ ¦ ¦ 9542.047¦ 446.704¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦182498.825¦33169.464¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦19.11.01¦20.11.01¦21.11.01¦22.11.01¦23.11.01¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 14.37 ¦ 14.29 ¦ 14.35 ¦ 14.09 ¦ 14.14 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 14.23 ¦ 14.26 ¦ 14.21 ¦ 14.26 ¦ 14.25 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 14.02 ¦ 13.94 ¦ 14.04 ¦ 14.51 ¦ 15.41 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 15.54 ¦ 15.62 ¦ 15.52 ¦ 15.59 ¦ 15.55 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 14.05 ¦ 13.72 ¦ 13.91 ¦ 14.21 ¦ 14.18 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 18.49 ¦ 17.94 ¦ 18.43 ¦ 18.41 ¦ 18.40 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 14.02 ¦ 13.94 ¦ 14.04 ¦ 14.51 ¦ 15.41 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 15.38 ¦ 15.31 ¦ 15.71 ¦ 15.68 ¦ 15.22 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.10 ¦ 0.01 ¦ 0.11 ¦ 0.30 ¦ 0.11 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.24 ¦ 0.43 ¦ 0.31 ¦ 0.10 ¦ 0.13 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.67 ¦ 0.42 ¦ 0.13 ¦ 0.14 ¦ 0.40 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.27 ¦ 0.28 ¦ 0.46 ¦ 0.26 ¦ 0.34 ¦
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---------¬
¦ ¦ 19.11.01¦ 20.11.01¦ 21.11.01¦ 22.11.01¦ 23.11.01¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦186492.02¦186492.02¦182498.82¦182498.82¦182498.82¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+ ¦
¦ ГКО ¦ 19421.79¦ 19421.79¦ 15421.79¦ 15421.79¦ 15421.79¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД (без учета ¦ 2257.09¦ 2257.09¦ 2257.09¦ 2257.09¦ 2257.09¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 31968.73¦ 31968.73¦ 26341.72¦ 26341.72¦ 26341.72¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦132844.42¦132844.42¦138478.23¦138478.23¦138478.23¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦185215.92¦185168.10¦180192.96¦180172.92¦180288.20¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 18981.56¦ 18986.29¦ 14995.75¦ 15016.37¦ 15017.47¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД (без учета ¦ 2100.04¦ 2100.80¦ 2102.92¦ 2102.53¦ 2103.62¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 31671.42¦ 31684.20¦ 26115.18¦ 26117.81¦ 26115.18¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦132462.90¦132396.80¦136979.12¦136936.21¦137051.93¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 325.36¦ 324.26¦ 349.78¦ 348.73¦ 347.86¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 57.45¦ 56.45¦ 70.22¦ 69.28¦ 68.28¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД (без учета ¦ 588.27¦ 587.64¦ 587.43¦ 586.69¦ 586.20¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 26.00¦ 25.00¦ 24.00¦ 23.00¦ 22.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 431.17¦ 430.10¦ 438.84¦ 437.85¦ 436.93¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

<ТЕЛЕТАЙПОГРАММА> ГТК РФ от 23.11.2001 n ТФ-31604 <О РЕОРГАНИЗАЦИИ ООО МАСТЕР - БАНК>  »
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