БЮЛЛЕТЕНЬ ЦБ РФ от 09.11.2001 n 42 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 9 ноября 2001 г. N 42
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 82.062 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.)¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦14.11.01 ¦06.11.01¦ 99.74¦ 99.80¦ 99.74¦ 10.98¦ 8.85¦ 21150¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦08.11.01¦ 99.80¦ 99.80¦ 99.80¦ 12.19¦ 0.84¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦21.11.01 ¦06.11.01¦ 99.50¦ 99.50¦ 99.50¦ 12.23¦ 3.00¦ 21151¦
+---------+--------+------+------+------+--------+-------+-------+
¦28.11.01 ¦06.11.01¦ 99.20¦ 99.40¦ 99.40¦ 13.21¦ 1.68¦ 21152¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦08.11.01¦ 99.25¦ 99.25¦ 99.25¦ 13.79¦ 3.35¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦30.01.02 ¦06.11.01¦ 96.95¦ 97.10¦ 96.95¦ 13.10¦ 6.58¦ 21153¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦08.11.01¦ 97.04¦ 97.04¦ 97.04¦ 13.41¦ 0.25¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦09.11.01¦ 97.08¦ 97.15¦ 97.08¦ 13.34¦ 28.77¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦20.02.02 ¦06.11.01¦ 96.24¦ 96.30¦ 96.24¦ 13.38¦ 22.85¦ 21154¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦09.11.01¦ 96.30¦ 96.30¦ 96.30¦ 13.62¦ 2.85¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦13.03.02 ¦06.11.01¦ 95.50¦ 95.50¦ 95.50¦ 13.54¦ 4.03¦ 21147¦
+---------+--------+------+------+------+--------+-------+-------+
¦03.04.02 ¦06.11.01¦ 94.90¦ 94.90¦ 94.90¦ 13.25¦ 2.00¦ 21155¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦08.11.01¦ 94.30¦ 94.30¦ 94.30¦ 15.11¦ 1.00¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 1447.069 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 ¦05.11.01¦ 0.00 ¦ 98.45¦ 98.57¦ 98.48¦ 14.47¦ 76.10¦ 25030¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.11.01¦ 0.00 ¦ 98.37¦ 98.52¦ 98.40¦ 15.63¦ 116.08¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.11.01¦ 0.00 ¦ 98.50¦ 98.65¦ 98.55¦ 15.73¦ 148.49¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦09.11.01¦ 0.00 ¦ 98.60¦ 98.71¦ 98.69¦ 14.66¦ 112.43¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦06.02.02 ¦05.11.01¦ 3.60 ¦100.35¦100.56¦100.35¦ 14.01¦ 3.99¦ 27001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.11.01¦ 3.70 ¦100.10¦100.40¦100.35¦ 14.09¦ 26.85¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.11.01¦ 0.00 ¦100.30¦100.40¦100.33¦ 14.20¦ 22.77¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦09.11.01¦ 0.10 ¦100.36¦100.50¦100.45¦ 13.49¦ 11.13¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.05.02 ¦05.11.01¦ 3.00 ¦100.75¦100.92¦100.75¦ 14.07¦ 6.74¦ 27002¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.11.01¦ 3.10 ¦100.50¦100.70¦100.50¦ 14.32¦ 9.62¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.11.01¦ 3.20 ¦100.30¦100.67¦100.67¦ 14.25¦ 4.36¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦09.11.01¦ 3.20 ¦100.30¦100.70¦100.70¦ 14.18¦ 9.06¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.06.02 ¦05.11.01¦ 2.50 ¦100.70¦100.80¦100.73¦ 14.11¦ 11.33¦ 27003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.11.01¦ 2.50 ¦100.50¦100.60¦100.55¦ 14.54¦ 4.22¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.11.01¦ 2.60 ¦100.50¦100.78¦100.78¦ 14.31¦ 9.24¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦09.11.01¦ 2.60 ¦100.70¦100.84¦100.78¦ 14.15¦ 14.80¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦18.09.02 ¦05.11.01¦ 1.90 ¦100.70¦100.91¦100.70¦ 14.63¦ 18.18¦ 27004¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.11.01¦ 2.00 ¦100.60¦100.60¦100.60¦ 14.77¦ 3.13¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.11.01¦ 2.00 ¦100.50¦100.89¦100.88¦ 14.53¦ 4.80¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦09.11.01¦ 2.10 ¦100.81¦101.00¦101.00¦ 14.29¦ 25.32¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦09.10.02 ¦05.11.01¦ 1.10 ¦ 99.90¦ 99.99¦ 99.93¦ 14.31¦ 4.93¦ 27005¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.11.01¦ 1.10 ¦ 99.80¦ 99.96¦ 99.96¦ 14.46¦ 4.86¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.11.01¦ 1.20 ¦ 99.89¦100.00¦100.00¦ 14.31¦ 14.15¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦09.11.01¦ 1.20 ¦ 99.95¦100.04¦100.00¦ 14.30¦ 6.82¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.01.03 ¦05.11.01¦ 0.50 ¦ 98.95¦ 99.30¦ 99.29¦ 14.31¦ 56.02¦ 27006¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.11.01¦ 0.50 ¦ 98.90¦ 99.15¦ 98.95¦ 14.68¦ 5.44¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.11.01¦ 0.60 ¦ 98.80¦ 99.20¦ 99.20¦ 14.53¦ 7.85¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦09.11.01¦ 0.70 ¦ 99.03¦ 99.20¦ 99.14¦ 14.40¦ 29.94¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.02.03 ¦05.11.01¦ 3.60 ¦ 98.85¦ 99.20¦ 98.85¦ 14.48¦ 70.53¦ 27007¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.11.01¦ 3.70 ¦ 98.85¦ 99.10¦ 98.90¦ 14.70¦ 5.21¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.11.01¦ 0.00 ¦ 99.00¦ 99.10¦ 99.00¦ 14.67¦ 6.72¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦09.11.01¦ 0.10 ¦ 99.00¦ 99.20¦ 99.10¦ 14.51¦ 20.94¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.05.03 ¦05.11.01¦ 3.00 ¦ 97.55¦ 97.87¦ 97.55¦ 15.14¦ 7.20¦ 27008¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.11.01¦ 3.10 ¦ 97.10¦ 97.55¦ 97.10¦ 15.47¦ 6.65¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.11.01¦ 3.20 ¦ 97.35¦ 97.60¦ 97.55¦ 15.30¦ 7.17¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦09.11.01¦ 3.20 ¦ 97.50¦ 97.58¦ 97.55¦ 15.25¦ 57.20¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.06.03 ¦05.11.01¦ 2.50 ¦ 97.50¦ 97.67¦ 97.50¦ 15.19¦ 15.39¦ 27009¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.11.01¦ 2.50 ¦ 97.00¦ 97.50¦ 97.00¦ 15.55¦ 21.28¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.11.01¦ 2.60 ¦ 97.30¦ 97.74¦ 97.51¦ 15.26¦ 8.81¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦09.11.01¦ 2.60 ¦ 97.45¦ 97.53¦ 97.50¦ 15.33¦ 57.20¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦17.09.03 ¦05.11.01¦ 1.90 ¦ 96.40¦ 96.91¦ 96.45¦ 15.31¦ 43.09¦ 27010¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.11.01¦ 2.00 ¦ 96.37¦ 96.51¦ 96.37¦ 15.41¦ 12.11¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.11.01¦ 2.00 ¦ 96.70¦ 96.90¦ 96.90¦ 15.21¦ 5.17¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦09.11.01¦ 2.10 ¦ 96.26¦ 96.83¦ 96.83¦ 15.22¦ 0.66¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦08.10.03 ¦05.11.01¦ 1.10 ¦ 94.60¦ 95.00¦ 94.60¦ 15.77¦ 56.31¦ 27011¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.11.01¦ 1.10 ¦ 93.77¦ 94.46¦ 94.20¦ 16.43¦ 13.01¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.11.01¦ 1.20 ¦ 94.06¦ 94.85¦ 94.81¦ 15.98¦ 9.26¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦09.11.01¦ 1.20 ¦ 94.80¦ 94.90¦ 94.85¦ 15.88¦ 36.13¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦19.11.03 ¦05.11.01¦ 4.60 ¦ 89.55¦ 89.70¦ 89.55¦ 16.85¦ 3.68¦ 27012¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.11.01¦ 4.60 ¦ 89.10¦ 89.40¦ 89.39¦ 17.10¦ 27.83¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.11.01¦ 4.60 ¦ 89.51¦ 89.90¦ 89.60¦ 16.92¦ 5.82¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦09.11.01¦ 4.70 ¦ 89.61¦ 89.97¦ 89.97¦ 16.70¦ 15.00¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.01.04 ¦05.11.01¦ 0.50 ¦ 92.55¦ 92.75¦ 92.55¦ 16.71¦ 14.52¦ 28001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.11.01¦ 0.50 ¦ 92.15¦ 92.55¦ 92.25¦ 16.94¦ 39.69¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.11.01¦ 0.60 ¦ 92.26¦ 92.70¦ 92.55¦ 16.88¦ 22.07¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦09.11.01¦ 0.70 ¦ 92.41¦ 92.51¦ 92.50¦ 16.79¦ 37.55¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.02.04 ¦06.11.01¦ 3.95 ¦ 94.70¦ 94.70¦ 94.70¦ 16.80¦ 0.30¦ 27015¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.11.01¦ 0.00 ¦ 94.70¦ 94.80¦ 94.80¦ 16.76¦ 1.75¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦09.11.01¦ 0.04 ¦ 96.70¦ 96.85¦ 96.70¦ 15.47¦ 0.14¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.04 ¦05.11.01¦ 6.44 ¦ 86.00¦ 86.00¦ 86.00¦ 17.65¦ 1.16¦ 26002¦
+---------+--------+-------+------+------+------+------+-------+------+
¦02.06.04 ¦05.11.01¦ 2.67 ¦ 93.05¦ 94.18¦ 93.05¦ 16.87¦ 8.06¦ 27013¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.11.01¦ 2.72 ¦ 93.51¦ 93.51¦ 93.51¦ 17.14¦ 3.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.11.01¦ 2.81 ¦ 93.70¦ 93.99¦ 93.70¦ 17.02¦ 8.87¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦09.11.01¦ 2.85 ¦ 93.99¦ 94.25¦ 94.25¦ 16.80¦ 3.02¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.12.04 ¦05.11.01¦ 2.06 ¦ 92.50¦ 92.94¦ 92.50¦ 16.90¦ 3.02¦ 27014¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.11.01¦ 2.10 ¦ 92.20¦ 92.60¦ 92.50¦ 17.11¦ 10.71¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.11.01¦ 2.19 ¦ 92.60¦ 92.70¦ 92.65¦ 16.94¦ 2.32¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦09.11.01¦ 2.24 ¦ 92.90¦ 93.09¦ 93.09¦ 16.76¦ 3.15¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.05 ¦05.11.01¦ 6.44 ¦ 79.98¦ 79.98¦ 79.98¦ 18.43¦ 0.50¦ 26003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.11.01¦ 6.47 ¦ 79.40¦ 79.99¦ 79.96¦ 18.62¦ 2.25¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.11.01¦ 6.52 ¦ 79.80¦ 79.99¦ 79.80¦ 18.45¦ 1.22¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦09.11.01¦ 6.55 ¦ 79.90¦ 80.24¦ 80.24¦ 18.48¦ 2.78¦ ¦
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 ¦ 126¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25027 ¦ 27.11.2001 ¦ 18¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2001 ¦ 18¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2001 ¦ 18¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 26.11.2001 ¦ 17¦ 2.00 ¦ 18.36 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2002 ¦ 126¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2002 ¦ 126¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2002 ¦ 126¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2001 ¦ 18¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 26.11.2001 ¦ 17¦ 2.00 ¦ 18.36 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 27.11.2001 ¦ 18¦ 2.00 ¦ 18.41 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 29.11.2001 ¦ 20¦ 2.00 ¦ 18.52 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 30.11.2001 ¦ 21¦ 2.00 ¦ 18.58 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27001 ¦ 06.02.2002 ¦ 89¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27002 ¦ 21.11.2001 ¦ 12¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27003 ¦ 05.12.2001 ¦ 26¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27004 ¦ 19.12.2001 ¦ 40¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27005 ¦ 09.01.2002 ¦ 61¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 23.01.2002 ¦ 75¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 06.02.2002 ¦ 89¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 21.11.2001 ¦ 12¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 05.12.2001 ¦ 26¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 19.12.2001 ¦ 40¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 09.01.2002 ¦ 61¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 21.11.2001 ¦ 12¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 05.12.2001 ¦ 26¦ 16.00 ¦ 39.89 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 19.12.2001 ¦ 40¦ 16.00 ¦ 39.89 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 06.02.2002 ¦ 89¦ 14.00 ¦ 34.52 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 23.01.2002 ¦ 75¦ 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¦ 124¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21150 ¦16.05.01¦14.11.01¦ 5¦ 1 ¦ 3 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21151 ¦27.06.01¦21.11.01¦ 12¦ 1 ¦ 9 ¦ ¦ 4000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21152 ¦25.07.01¦28.11.01¦ 19¦ 1 ¦ 1 ¦ ¦ 4000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21153 ¦22.08.01¦30.01.02¦ 82¦ 1 ¦ 13 ¦ ¦ 4731.806¦ 268.194¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21154 ¦19.09.01¦20.02.02¦ 103¦ 1 ¦ 4 ¦ ¦ 2181.942¦ 1818.058¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21155 ¦03.10.01¦03.04.02¦ 145¦ 1 ¦ 3 ¦ ¦ 1508.041¦ 3491.959¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 126¦ 1 ¦ ¦ ¦ 32.200¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 18¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 383¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 748¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 36¦ ¦ ¦ 2 ¦ 31968.540¦ 1598.262¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 1473¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 491¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 857¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1222¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 1114¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1837¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 2202¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2568¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2933¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 89¦ ¦ ¦ ¦ 9542.008¦ 446.743¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 194¦ ¦ ¦ ¦ 9542.008¦ 446.743¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 208¦ ¦ ¦ ¦ 9542.008¦ 446.743¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 313¦ ¦ ¦ ¦ 9542.008¦ 446.743¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 334¦ ¦ ¦ ¦ 9542.008¦ 446.743¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 439¦ ¦ ¦ ¦ 9542.008¦ 446.743¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 453¦ ¦ ¦ ¦ 9542.008¦ 446.743¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 558¦ ¦ ¦ ¦ 9542.008¦ 446.743¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 572¦ ¦ ¦ ¦ 9542.008¦ 446.743¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 677¦ ¦ ¦ ¦ 9542.008¦ 446.743¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 698¦ ¦ ¦ ¦ 9542.008¦ 446.743¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 740¦ ¦ ¦ ¦ 9111.338¦ 8495.062¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 936¦ 1 ¦ 25 ¦ ¦ 3323.646¦ 1676.354¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 1132¦ 1 ¦ 14 ¦ ¦ 2506.724¦ 2493.276¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 817¦ 1 ¦ 16 ¦ ¦ 3394.373¦ 1605.627¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 803¦ ¦ ¦ ¦ 9542.008¦ 446.743¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦189487.595¦26807.704¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
-----------------------------T--------T--------T--------T--------¬
¦ ¦05.11.01¦06.11.01¦08.11.01¦09.11.01¦
+----------------------------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых): ¦ ¦ ¦ ¦ ¦
+----------------------------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦
+----------------------------+--------+--------+--------+--------+
¦ ГКО ¦ 12.69 ¦ 13.22 ¦ 13.71 ¦ 13.69 ¦
+----------------------------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 14.19 ¦ 14.33 ¦ 14.23 ¦ 14.14 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦
+----------------------------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 14.47 ¦ 15.63 ¦ 15.73 ¦ 14.66 ¦
+----------------------------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 15.52 ¦ 15.81 ¦ 15.64 ¦ 15.48 ¦
+----------------------------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦
+----------------------------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 13.29 ¦ 14.51 ¦ 13.37 ¦
+----------------------------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 17.94 ¦ 18.62 ¦ 18.45 ¦ 18.48 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦
+----------------------------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 14.47 ¦ 15.63 ¦ 15.73 ¦ 14.66 ¦
+----------------------------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 15.24 ¦ 16.34 ¦ 15.89 ¦ 15.54 ¦
+----------------------------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦
+----------------------------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.22 ¦ 0.02 ¦ 0.14 ¦
+----------------------------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.07 ¦ 0.09 ¦ 0.05 ¦ 0.11 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦
+----------------------------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.24 ¦ 0.36 ¦ 0.46 ¦ 0.35 ¦
+----------------------------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.24 ¦ 0.14 ¦ 0.11 ¦ 0.25 ¦
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---------¬
¦ ¦ 05.11.01¦ 06.11.01¦ 08.11.01¦ 09.11.01¦
+------------------------+---------+---------+---------+---------+
¦Номинальная стоимость, ¦189487.60¦189487.60¦189487.60¦189487.60¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦
+------------------------+---------+---------+---------+---------+
¦ ГКО ¦ 22421.79¦ 22421.79¦ 22421.79¦ 22421.79¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-ПД (без учета ¦ 2257.09¦ 2257.09¦ 2257.09¦ 2257.09¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦
+------------------------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 31968.54¦ 31968.54¦ 31968.54¦ 31968.54¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦132840.18¦132840.18¦132840.18¦132840.18¦
+------------------------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦188077.04¦187743.10¦187267.56¦187579.30¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦
+------------------------+---------+---------+---------+---------+
¦ ГКО ¦ 21903.17¦ 21929.41¦ 21923.16¦ 21926.40¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-ПД (без учета ¦ 2091.02¦ 2087.37¦ 2092.61¦ 2092.55¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦
+------------------------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 31498.60¦ 31476.22¦ 31498.60¦ 31540.16¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦132584.25¦132250.10¦131753.19¦132020.18¦
+------------------------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 332.38¦ 330.87¦ 330.76¦ 330.07¦
+------------------------+---------+---------+---------+---------+
¦ ГКО ¦ 63.00¦ 62.00¦ 59.95¦ 58.96¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-ПД (без учета ¦ 597.01¦ 595.21¦ 595.05¦ 594.41¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦
+------------------------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 40.00¦ 39.00¦ 37.00¦ 36.00¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 442.17¦ 440.75¦ 441.86¦ 441.17¦
L------------------------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

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