БЮЛЛЕТЕНЬ ЦБ РФ от 16.11.2001 n 43 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 16 ноября 2001 г. N 43
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 94.049 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.)¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦21.11.01 ¦14.11.01¦ 99.80¦ 99.80¦ 99.80¦ 10.45¦ 0.70¦ 21151¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦15.11.01¦ 99.80¦ 99.82¦ 99.82¦ 11.58¦ 3.26¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦30.01.02 ¦13.11.01¦ 97.10¦ 97.10¦ 97.10¦ 13.98¦ 0.25¦ 21153¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦15.11.01¦ 97.27¦ 97.27¦ 97.27¦ 13.48¦ 0.17¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦16.11.01¦ 97.20¦ 97.50¦ 97.20¦ 13.92¦ 36.18¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦20.02.02 ¦14.11.01¦ 96.15¦ 96.30¦ 96.15¦ 14.31¦ 4.57¦ 21154¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦15.11.01¦ 96.40¦ 96.55¦ 96.55¦ 13.57¦ 10.05¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦13.03.02 ¦12.11.01¦ 96.50¦ 96.50¦ 96.50¦ 10.94¦ 0.00¦ 21147¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦13.11.01¦ 95.30¦ 95.30¦ 95.30¦ 15.00¦ 0.00¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦03.04.02 ¦12.11.01¦ 94.85¦ 94.90¦ 94.90¦ 13.87¦ 14.00¦ 21155¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦15.11.01¦ 94.95¦ 95.04¦ 95.04¦ 13.91¦ 20.87¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦16.11.01¦ 94.95¦ 94.95¦ 94.95¦ 14.07¦ 4.00¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 5374.605 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 ¦12.11.01¦ 0.00 ¦ 98.67¦ 98.75¦ 98.74¦ 15.18¦2265.80¦ 25030¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.11.01¦ 0.00 ¦ 98.75¦ 98.81¦ 98.80¦ 14.90¦ 76.62¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.11.01¦ 0.00 ¦ 98.89¦ 99.10¦ 99.07¦ 12.43¦ 275.23¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.11.01¦ 0.00 ¦ 99.02¦ 99.18¦ 99.13¦ 11.08¦ 524.03¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.11.01¦ 0.00 ¦ 98.92¦ 99.16¦ 98.92¦ 12.91¦ 264.83¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦06.02.02 ¦12.11.01¦ 0.20 ¦100.11¦100.44¦100.35¦ 14.18¦ 5.46¦ 27001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.11.01¦ 0.20 ¦100.20¦100.35¦100.29¦ 14.41¦ 32.49¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.11.01¦ 0.30 ¦100.23¦100.45¦100.45¦ 13.95¦ 28.70¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.11.01¦ 0.30 ¦100.23¦100.42¦100.38¦ 13.83¦ 26.81¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.11.01¦ 0.40 ¦100.15¦100.33¦100.20¦ 14.57¦ 29.70¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.05.02 ¦12.11.01¦ 3.30 ¦100.20¦100.55¦100.45¦ 14.74¦ 139.40¦ 27002¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.11.01¦ 3.40 ¦100.40¦100.48¦100.40¦ 14.67¦ 55.09¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.11.01¦ 3.40 ¦100.45¦100.65¦100.61¦ 14.45¦ 74.45¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.11.01¦ 3.50 ¦100.45¦100.77¦100.77¦ 14.04¦ 13.96¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.11.01¦ 3.50 ¦100.50¦100.74¦100.73¦ 14.33¦ 26.08¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.06.02 ¦12.11.01¦ 2.80 ¦100.25¦100.75¦100.43¦ 14.65¦ 96.11¦ 27003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.11.01¦ 2.80 ¦100.45¦100.54¦100.49¦ 14.69¦ 33.55¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.11.01¦ 2.80 ¦100.50¦100.75¦100.70¦ 14.45¦ 46.81¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.11.01¦ 2.90 ¦100.50¦100.70¦100.70¦ 14.24¦ 23.82¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.11.01¦ 2.90 ¦100.50¦100.66¦100.60¦ 14.53¦ 11.49¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦18.09.02 ¦12.11.01¦ 2.20 ¦100.40¦100.80¦100.80¦ 14.58¦ 1.88¦ 27004¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.11.01¦ 2.20 ¦100.70¦100.84¦100.80¦ 14.59¦ 17.62¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.11.01¦ 2.30 ¦100.85¦100.96¦100.96¦ 14.35¦ 30.69¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.11.01¦ 2.30 ¦100.90¦101.00¦100.95¦ 14.34¦ 77.53¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.11.01¦ 2.40 ¦100.80¦100.95¦100.90¦ 14.40¦ 125.93¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦09.10.02 ¦12.11.01¦ 1.30 ¦ 99.80¦ 99.95¦ 99.80¦ 14.42¦ 26.79¦ 27005¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.11.01¦ 1.40 ¦ 99.90¦ 99.95¦ 99.93¦ 14.33¦ 2.64¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.11.01¦ 1.40 ¦ 99.97¦100.00¦100.00¦ 14.31¦ 16.39¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.11.01¦ 1.50 ¦ 99.91¦100.01¦100.01¦ 14.20¦ 6.28¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.11.01¦ 1.50 ¦ 99.99¦100.01¦ 99.99¦ 14.25¦ 15.80¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.01.03 ¦12.11.01¦ 0.80 ¦ 98.49¦ 98.71¦ 98.70¦ 14.94¦ 3.66¦ 27006¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.11.01¦ 0.80 ¦ 98.70¦ 98.80¦ 98.79¦ 14.81¦ 29.01¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.11.01¦ 0.90 ¦ 99.00¦ 99.10¦ 99.10¦ 14.50¦ 50.66¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.11.01¦ 0.90 ¦ 99.00¦ 99.15¦ 99.05¦ 14.51¦ 6.03¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.11.01¦ 0.90 ¦ 98.90¦ 99.10¦ 98.90¦ 14.53¦ 16.88¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.02.03 ¦12.11.01¦ 0.20 ¦ 98.85¦ 99.11¦ 98.85¦ 14.76¦ 1.71¦ 27007¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.11.01¦ 0.20 ¦ 98.85¦ 99.00¦ 98.85¦ 14.80¦ 1.63¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.11.01¦ 0.30 ¦ 99.00¦ 99.10¦ 99.10¦ 14.57¦ 7.96¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.11.01¦ 0.30 ¦ 99.06¦ 99.30¦ 99.20¦ 14.43¦ 12.41¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.11.01¦ 0.40 ¦ 98.77¦ 99.10¦ 99.09¦ 14.60¦ 11.94¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.03 ¦12.11.01¦ 6.63 ¦ 91.99¦ 92.00¦ 92.00¦ 17.04¦ 1.39¦ 26001¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.05.03 ¦12.11.01¦ 3.30 ¦ 97.30¦ 97.50¦ 97.30¦ 15.37¦ 21.64¦ 27008¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.11.01¦ 3.40 ¦ 97.12¦ 97.45¦ 97.40¦ 15.37¦ 10.19¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.11.01¦ 3.40 ¦ 97.60¦ 97.80¦ 97.80¦ 15.15¦ 15.18¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.11.01¦ 3.50 ¦ 97.73¦ 97.80¦ 97.77¦ 14.97¦ 68.69¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.11.01¦ 3.50 ¦ 97.69¦ 97.90¦ 97.69¦ 15.01¦ 17.33¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.06.03 ¦12.11.01¦ 2.80 ¦ 97.20¦ 97.45¦ 97.20¦ 15.33¦ 26.90¦ 27009¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.11.01¦ 2.80 ¦ 97.01¦ 97.40¦ 97.25¦ 15.47¦ 6.20¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.11.01¦ 2.80 ¦ 97.40¦ 97.70¦ 97.70¦ 15.32¦ 4.30¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.11.01¦ 2.90 ¦ 97.60¦ 97.80¦ 97.80¦ 15.02¦ 58.04¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.11.01¦ 2.90 ¦ 97.40¦ 97.80¦ 97.40¦ 15.19¦ 21.06¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦17.09.03 ¦12.11.01¦ 2.20 ¦ 96.30¦ 96.70¦ 96.35¦ 15.40¦ 5.28¦ 27010¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.11.01¦ 2.20 ¦ 96.01¦ 96.73¦ 96.01¦ 15.35¦ 12.59¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.11.01¦ 2.30 ¦ 96.05¦ 97.00¦ 96.90¦ 15.10¦ 12.68¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.11.01¦ 2.30 ¦ 96.81¦ 96.98¦ 96.98¦ 15.11¦ 16.82¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.11.01¦ 2.40 ¦ 96.25¦ 96.90¦ 96.45¦ 15.40¦ 13.16¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦08.10.03 ¦12.11.01¦ 1.30 ¦ 94.26¦ 94.80¦ 94.58¦ 16.06¦ 3.51¦ 27011¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.11.01¦ 1.40 ¦ 94.50¦ 94.64¦ 94.50¦ 16.09¦ 14.57¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.11.01¦ 1.40 ¦ 94.80¦ 94.90¦ 94.90¦ 15.90¦ 50.83¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.11.01¦ 1.50 ¦ 94.81¦ 94.90¦ 94.88¦ 15.79¦ 82.26¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.11.01¦ 1.50 ¦ 94.60¦ 95.00¦ 94.60¦ 15.84¦ 99.86¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦19.11.03 ¦12.11.01¦ 4.80 ¦ 89.50¦ 89.50¦ 89.50¦ 16.97¦ 4.10¦ 27012¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.11.01¦ 4.80 ¦ 89.53¦ 89.61¦ 89.60¦ 16.95¦ 26.92¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.11.01¦ 4.80 ¦ 89.80¦ 89.89¦ 89.85¦ 16.79¦ 9.74¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.11.01¦ 4.80 ¦ 89.93¦ 90.00¦ 90.00¦ 16.73¦ 4.23¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.11.01¦ 4.90 ¦ 89.50¦ 89.74¦ 89.50¦ 16.99¦ 14.93¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.01.04 ¦12.11.01¦ 0.80 ¦ 92.30¦ 92.50¦ 92.35¦ 16.90¦ 42.63¦ 28001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.11.01¦ 0.80 ¦ 92.25¦ 92.33¦ 92.30¦ 16.95¦ 91.89¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.11.01¦ 0.90 ¦ 92.54¦ 92.61¦ 92.61¦ 16.72¦ 5.01¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.11.01¦ 0.90 ¦ 92.55¦ 92.78¦ 92.55¦ 16.76¦ 1.78¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.11.01¦ 0.90 ¦ 92.32¦ 92.60¦ 92.32¦ 16.91¦ 13.21¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.02.04 ¦12.11.01¦ 0.15 ¦ 94.70¦ 94.70¦ 94.70¦ 16.80¦ 0.01¦ 27015¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.11.01¦ 0.19 ¦ 94.55¦ 94.70¦ 94.55¦ 16.84¦ 1.49¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.11.01¦ 0.23 ¦ 94.70¦ 94.70¦ 94.70¦ 16.80¦ 7.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.11.01¦ 0.27 ¦ 95.02¦ 95.02¦ 95.02¦ 16.60¦ 0.11¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.11.01¦ 0.31 ¦ 94.65¦ 94.70¦ 94.70¦ 16.82¦ 6.05¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.04 ¦14.11.01¦ 6.69 ¦ 86.38¦ 86.38¦ 86.38¦ 17.50¦ 0.50¦ 26002¦
+---------+--------+-------+------+------+------+------+-------+------+
¦02.06.04 ¦12.11.01¦ 2.98 ¦ 93.82¦ 94.15¦ 93.82¦ 16.89¦ 7.47¦ 27013¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.11.01¦ 3.03 ¦ 93.80¦ 93.90¦ 93.80¦ 16.96¦ 9.80¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.11.01¦ 3.07 ¦ 94.00¦ 94.00¦ 94.00¦ 16.85¦ 2.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.11.01¦ 3.11 ¦ 93.90¦ 94.10¦ 93.90¦ 16.88¦ 4.52¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.12.04 ¦12.11.01¦ 2.37 ¦ 92.90¦ 93.18¦ 92.90¦ 16.76¦ 7.73¦ 27014¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.11.01¦ 2.41 ¦ 92.70¦ 92.98¦ 92.70¦ 16.86¦ 4.70¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.11.01¦ 2.46 ¦ 93.00¦ 93.10¦ 93.10¦ 16.73¦ 4.18¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.11.01¦ 2.50 ¦ 92.90¦ 93.10¦ 92.90¦ 16.78¦ 3.18¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.11.01¦ 2.54 ¦ 92.70¦ 92.95¦ 92.70¦ 16.84¦ 3.23¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.05 ¦12.11.01¦ 6.63 ¦ 80.00¦ 80.50¦ 80.00¦ 18.45¦ 0.41¦ 26003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦13.11.01¦ 6.66 ¦ 79.99¦ 79.99¦ 79.99¦ 18.47¦ 2.42¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦14.11.01¦ 6.69 ¦ 79.90¦ 80.15¦ 80.15¦ 18.45¦ 1.73¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦15.11.01¦ 6.71 ¦ 79.90¦ 79.90¦ 79.90¦ 18.53¦ 10.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.11.01¦ 6.74 ¦ 79.90¦ 80.09¦ 80.09¦ 18.50¦ 7.32¦ ¦
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 ¦ 119¦ 10.00¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25027 ¦ 27.11.2001 ¦ 11¦ 5.00¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2001 ¦ 11¦ 5.00¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2001 ¦ 11¦ 5.00¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 26.11.2001 ¦ 10¦ 2.00¦ 18.36 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2002 ¦ 119¦ 10.00¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2002 ¦ 119¦ 10.00¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2002 ¦ 119¦ 10.00¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2001 ¦ 11¦ 5.00¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 26.11.2001 ¦ 10¦ 2.00¦ 18.36 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 27.11.2001 ¦ 11¦ 2.00¦ 18.41 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 29.11.2001 ¦ 13¦ 2.00¦ 18.52 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 30.11.2001 ¦ 14¦ 2.00¦ 18.58 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27001 ¦ 06.02.2002 ¦ 82¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27002 ¦ 21.11.2001 ¦ 5¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27003 ¦ 05.12.2001 ¦ 19¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27004 ¦ 19.12.2001 ¦ 33¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27005 ¦ 09.01.2002 ¦ 54¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 23.01.2002 ¦ 68¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 06.02.2002 ¦ 82¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 21.11.2001 ¦ 5¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 05.12.2001 ¦ 19¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 19.12.2001 ¦ 33¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 09.01.2002 ¦ 54¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 21.11.2001 ¦ 5¦ 10.00¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 05.12.2001 ¦ 19¦ 16.00¦ 39.89 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 19.12.2001 ¦ 33¦ 16.00¦ 39.89 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 06.02.2002 ¦ 82¦ 14.00¦ 34.52 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 23.01.2002 ¦ 68¦ 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¦ 117¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21151 ¦27.06.01¦21.11.01¦ 5¦ 1 ¦ 9 ¦ ¦ 4000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21152 ¦25.07.01¦28.11.01¦ 12¦ 1 ¦ 1 ¦ ¦ 4000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21153 ¦22.08.01¦30.01.02¦ 75¦ 1 ¦ 13 ¦ ¦ 4731.806¦ 268.194¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21154 ¦19.09.01¦20.02.02¦ 96¦ 1 ¦ 4 ¦ ¦ 2181.942¦ 1818.058¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21155 ¦03.10.01¦03.04.02¦ 138¦ 1 ¦ 3 ¦ ¦ 1508.041¦ 3491.959¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 119¦ 1 ¦ ¦ ¦ 32.200¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 11¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 376¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 741¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 29¦ ¦ ¦ 2 ¦ 31968.714¦ 1598.088¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 1466¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 484¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 850¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1215¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 1107¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1830¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 2195¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2561¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2926¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 82¦ ¦ ¦ ¦ 9542.044¦ 446.706¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 187¦ ¦ ¦ ¦ 9542.044¦ 446.706¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 201¦ ¦ ¦ ¦ 9542.044¦ 446.706¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 306¦ ¦ ¦ ¦ 9542.044¦ 446.706¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 327¦ ¦ ¦ ¦ 9542.044¦ 446.706¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 432¦ ¦ ¦ ¦ 9542.044¦ 446.706¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 446¦ ¦ ¦ ¦ 9542.044¦ 446.706¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 551¦ ¦ ¦ ¦ 9542.044¦ 446.706¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 565¦ ¦ ¦ ¦ 9542.044¦ 446.706¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 670¦ ¦ ¦ ¦ 9542.044¦ 446.706¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 691¦ ¦ ¦ ¦ 9542.044¦ 446.706¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 733¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 929¦ 1 ¦ 25 ¦ ¦ 3323.646¦ 1676.354¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 1125¦ 1 ¦ 14 ¦ ¦ 2506.724¦ 2493.276¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 810¦ 1 ¦ 16 ¦ ¦ 3394.373¦ 1605.627¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 796¦ ¦ ¦ ¦ 9542.044¦ 446.706¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦186491.979¦26803.320¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
-----------------------------T--------T--------T--------T--------T--------¬
¦ ¦12.11.01¦13.11.01¦14.11.01¦15.11.01¦16.11.01¦
+----------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых): ¦ ¦ ¦ ¦ ¦ ¦
+----------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+----------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 12.97 ¦ 14.50 ¦ 13.96 ¦ 13.95 ¦ 14.37 ¦
+----------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 14.25 ¦ 14.27 ¦ 14.21 ¦ 14.24 ¦ 14.25 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 15.18 ¦ 14.90 ¦ 12.43 ¦ 11.08 ¦ 12.91 ¦
+----------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 15.74 ¦ 15.75 ¦ 15.56 ¦ 15.47 ¦ 15.63 ¦
+----------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+----------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 13.87 ¦ 13.98 ¦ 14.27 ¦ 13.81 ¦ 13.94 ¦
+----------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 17.58 ¦ 18.47 ¦ 18.28 ¦ 18.53 ¦ 18.50 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 15.18 ¦ 14.90 ¦ 12.43 ¦ 11.08 ¦ 12.91 ¦
+----------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 15.60 ¦ 16.19 ¦ 15.24 ¦ 15.17 ¦ 15.40 ¦
+----------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+----------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.06 ¦ 0.00 ¦ 0.03 ¦ 0.17 ¦ 0.21 ¦
+----------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.08 ¦ 0.10 ¦ 0.09 ¦ 0.41 ¦ 0.30 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 5.50 ¦ 0.24 ¦ 0.86 ¦ 1.64 ¦ 0.83 ¦
+----------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.30 ¦ 0.26 ¦ 0.28 ¦ 0.31 ¦ 0.32 ¦
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---------¬
¦ ¦ 12.11.01¦ 13.11.01¦ 14.11.01¦ 15.11.01¦ 16.11.01¦
+------------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость, ¦189487.60¦189487.60¦186487.60¦186491.98¦186491.98¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+------------------------+---------+---------+---------+---------+---------+ ¦
¦ ГКО ¦ 22421.79¦ 22421.79¦ 19421.79¦ 19421.79¦ 19421.79¦
+------------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД (без учета ¦ 2257.09¦ 2257.09¦ 2257.09¦ 2257.09¦ 2257.09¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+------------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 31968.54¦ 31968.54¦ 31968.54¦ 31968.71¦ 31968.71¦
+------------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦132840.18¦132840.18¦132840.18¦132844.39¦132844.39¦
+------------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦187440.53¦187457.87¦184866.23¦185103.37¦184917.85¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+------------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 21965.15¦ 21929.62¦ 18947.62¦ 18962.22¦ 18959.56¦
+------------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД (без учета ¦ 2095.26¦ 2095.33¦ 2097.54¦ 2096.36¦ 2097.68¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+------------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 31562.54¦ 31581.72¦ 31652.05¦ 31693.78¦ 31661.81¦
+------------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦131817.58¦131851.20¦132169.02¦132352.00¦132198.80¦
+------------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 326.73¦ 325.72¦ 330.22¦ 329.25¦ 328.10¦
+------------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 56.08¦ 54.98¦ 62.48¦ 61.50¦ 60.49¦
+------------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД (без учета ¦ 592.61¦ 591.84¦ 591.52¦ 590.44¦ 589.97¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+------------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 33.00¦ 32.00¦ 31.00¦ 30.00¦ 29.00¦
+------------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 437.93¦ 436.87¦ 436.11¦ 435.13¦ 433.96¦
L------------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

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