Закон Определение Положение Постановление Приказ Прочее Распоряжение Решение Указ Устав klimatauto.ru / Прочее Бюллетень Банка России от 28.06.2002 № 24 <Итоги торговли ГКО, ОФЗ и ОБР> Официальная публикация в СМИ: "Вестник Банка России", № 38, 10.07.2002 ЦЕНТРАЛЬНЫЙ БАНК РОССИИ БЮЛЛЕТЕНЬ от 28 июня 2002 г. № 24 Часть 1 ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ) Торговля ГКО при суммарном объеме сделок за неделю 283.411 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. по¦(спра- ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦номин.)¦вочно) ¦ +---------+--------+------+------+------+--------+-------+-------+ ¦17.07.02 ¦26.06.02¦99.250¦99.250¦99.250¦ 13.13 ¦ 0.82¦ 21156 ¦ ¦ +--------+------+------+------+--------+-------+ ¦ ¦ ¦27.06.02¦99.280¦99.280¦99.280¦ 13.24 ¦ 0.50¦ ¦ ¦ +--------+------+------+------+--------+-------+ ¦ ¦ ¦28.06.02¦99.300¦99.300¦99.300¦ 13.54 ¦ 2.00¦ ¦ +---------+--------+------+------+------+--------+-------+-------+ ¦07.08.02 ¦24.06.02¦98.457¦98.457¦98.457¦ 13.00 ¦ 0.07¦ 21157 ¦ ¦ +--------+------+------+------+--------+-------+ ¦ ¦ ¦25.06.02¦98.490¦98.490¦98.490¦ 13.01 ¦ 1.43¦ ¦ ¦ +--------+------+------+------+--------+-------+ ¦ ¦ ¦26.06.02¦98.530¦98.598¦98.598¦ 12.55 ¦ 16.73¦ ¦ ¦ +--------+------+------+------+--------+-------+ ¦ ¦ ¦27.06.02¦98.530¦98.550¦98.550¦ 13.15 ¦ 7.34¦ ¦ ¦ +--------+------+------+------+--------+-------+ ¦ ¦ ¦28.06.02¦98.649¦98.689¦98.688¦ 12.23 ¦ 6.64¦ ¦ +---------+--------+------+------+------+--------+-------+-------+ ¦21.08.02 ¦25.06.02¦98.000¦98.000¦98.000¦ 13.07 ¦ 1.45¦ 21158 ¦ ¦ +--------+------+------+------+--------+-------+ ¦ ¦ ¦27.06.02¦97.900¦98.099¦98.000¦ 13.72 ¦ 32.05¦ ¦ +---------+--------+------+------+------+--------+-------+-------+ ¦06.11.02 ¦24.06.02¦95.470¦95.470¦95.470¦ 12.83 ¦ 20.05¦ 21159 ¦ ¦ +--------+------+------+------+--------+-------+ ¦ ¦ ¦26.06.02¦95.500¦95.500¦95.500¦ 12.93 ¦ 1.04¦ ¦ ¦ +--------+------+------+------+--------+-------+ ¦ ¦ ¦28.06.02¦95.590¦95.590¦95.590¦ 12.85 ¦ 0.00¦ ¦ +---------+--------+------+------+------+--------+-------+-------+ ¦20.11.02 ¦24.06.02¦94.950¦94.983¦94.983¦ 12.95 ¦ 23.96¦ 21160 ¦ ¦ +--------+------+------+------+--------+-------+ ¦ ¦ ¦25.06.02¦95.050¦95.100¦95.050¦ 12.84 ¦ 10.00¦ ¦ ¦ +--------+------+------+------+--------+-------+ ¦ ¦ ¦26.06.02¦95.070¦95.100¦95.070¦ 12.82 ¦ 35.37¦ ¦ ¦ +--------+------+------+------+--------+-------+ ¦ ¦ ¦27.06.02¦95.000¦95.131¦95.049¦ 12.96 ¦ 15.45¦ ¦ ¦ +--------+------+------+------+--------+-------+ ¦ ¦ ¦28.06.02¦95.071¦95.200¦95.183¦ 12.82 ¦ 108.52¦ ¦ L---------+--------+------+------+------+--------+-------+-------- Торговля ОФЗ при суммарном объеме сделок за неделю 2669.955 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)¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦18.09.02 ¦24.06.02¦ 0.20 ¦100.300¦100.500¦100.470¦ 13.39¦ 65.39¦ 27004¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦25.06.02¦ 0.20 ¦100.480¦100.500¦100.499¦ 13.50¦ 43.98¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦26.06.02¦ 0.30 ¦100.480¦100.510¦100.510¦ 13.14¦ 23.65¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦27.06.02¦ 0.30 ¦100.480¦101.000¦100.550¦ 11.47¦ 144.77¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦28.06.02¦ 0.40 ¦100.300¦100.500¦100.410¦ 13.33¦ 5.67¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦09.10.02 ¦24.06.02¦ 3.00 ¦ 99.480¦ 99.560¦ 99.500¦ 13.17¦ 50.37¦ 27005¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦25.06.02¦ 3.10 ¦ 99.350¦ 99.500¦ 99.500¦ 13.22¦ 21.45¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦26.06.02¦ 3.10 ¦ 99.460¦ 99.540¦ 99.540¦ 13.04¦ 64.20¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦27.06.02¦ 3.20 ¦ 99.490¦ 99.530¦ 99.500¦ 12.87¦ 43.56¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦28.06.02¦ 3.20 ¦ 99.400¦ 99.600¦ 99.506¦ 13.02¦ 9.11¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦22.01.03 ¦24.06.02¦ 2.50 ¦ 98.950¦ 99.020¦ 98.950¦ 13.07¦ 10.41¦ 27006¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦25.06.02¦ 2.50 ¦ 98.500¦ 99.000¦ 98.770¦ 13.58¦ 1.96¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦26.06.02¦ 2.60 ¦ 98.650¦ 98.800¦ 98.670¦ 13.64¦ 20.12¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦27.06.02¦ 2.60 ¦ 98.695¦ 99.750¦ 98.750¦ 13.69¦ 11.30¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦28.06.02¦ 2.60 ¦ 98.800¦ 99.000¦ 99.807¦ 13.55¦ 7.22¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦05.02.03 ¦24.06.02¦ 1.90 ¦ 98.500¦ 98.800¦ 98.500¦ 14.10¦ 47.57¦ 27007¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦25.06.02¦ 2.00 ¦ 98.250¦ 98.890¦ 98.300¦ 14.44¦ 42.77¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦26.06.02¦ 2.00 ¦ 98.500¦ 98.740¦ 98.740¦ 13.82¦ 23.28¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦27.06.02¦ 2.00 ¦ 98.750¦ 98.880¦ 98.850¦ 13.63¦ 28.17¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦28.06.02¦ 2.10 ¦ 98.850¦ 98.890¦ 98.880¦ 13.43¦ 5.63¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦21.05.03 ¦24.06.02¦ 1.30 ¦ 97.900¦ 97.900¦ 97.900¦ 14.14¦ 3.00¦ 27008¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦25.06.02¦ 1.40 ¦ 97.500¦ 97.900¦ 97.600¦ 14.44¦ 6.27¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦26.06.02¦ 1.40 ¦ 97.600¦ 97.800¦ 97.700¦ 14.38¦ 21.39¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦27.06.02¦ 1.50 ¦ 97.720¦ 98.000¦ 98.000¦ 13.97¦ 16.99¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦28.06.02¦ 1.50 ¦ 97.900¦ 97.950¦ 97.950¦ 14.03¦ 10.67¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦04.06.03 ¦24.06.02¦ 0.80 ¦ 97.920¦ 97.930¦ 97.920¦ 14.10¦ 6.00¦ 27009¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦25.06.02¦ 0.80 ¦ 97.500¦ 97.900¦ 97.550¦ 14.68¦ 14.04¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦26.06.02¦ 0.90 ¦ 97.620¦ 97.850¦ 97.850¦ 14.19¦ 9.46¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦27.06.02¦ 0.90 ¦ 97.850¦ 98.000¦ 98.000¦ 14.15¦ 7.35¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦28.06.02¦ 0.90 ¦ 97.800¦ 97.860¦ 97.860¦ 14.26¦ 0.05¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦17.09.03 ¦24.06.02¦ 0.20 ¦ 96.550¦ 97.100¦ 96.600¦ 14.78¦ 64.78¦ 27010¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦25.06.02¦ 0.20 ¦ 96.500¦ 96.690¦ 96.600¦ 14.90¦ 0.24¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦26.06.02¦ 0.30 ¦ 96.670¦ 96.950¦ 96.840¦ 14.53¦ 9.11¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦27.06.02¦ 0.30 ¦ 96.900¦ 96.905¦ 96.904¦ 14.53¦ 14.28¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦28.06.02¦ 0.40 ¦ 96.900¦ 97.000¦ 97.000¦ 14.36¦ 3.19¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦08.10.03 ¦24.06.02¦ 3.00 ¦ 95.600¦ 96.050¦ 95.700¦ 14.74¦ 58.83¦ 27011¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦25.06.02¦ 3.10 ¦ 95.480¦ 95.600¦ 95.600¦ 14.80¦ 47.22¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦26.06.02¦ 3.10 ¦ 95.560¦ 96.060¦ 95.800¦ 14.67¦ 8.89¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦27.06.02¦ 3.20 ¦ 95.650¦ 95.750¦ 95.750¦ 14.64¦ 4.10¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦28.06.02¦ 3.20 ¦ 96.450¦ 95.659¦ 95.600¦ 14.87¦ 0.02¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦19.11.03 ¦24.06.02¦ 0.90 ¦ 94.900¦ 95.275¦ 94.900¦ 14.42¦ 3.00¦ 27012¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦25.06.02¦ 0.90 ¦ 95.100¦ 95.100¦ 95.100¦ 14.49¦ 0.10¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦26.06.02¦ 1.00 ¦ 94.980¦ 95.400¦ 95.000¦ 14.53¦ 36.63¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦27.06.02¦ 1.00 ¦ 95.100¦ 95.100¦ 95.100¦ 14.47¦ 0.00¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦28.06.02¦ 1.00 ¦ 94.658¦ 95.400¦ 95.150¦ 14.45¦ 4.00¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦21.01.04 ¦24.06.02¦ 2.50 ¦ 94.410¦ 94.550¦ 94.420¦ 15.01¦ 10.08¦ 28001¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦25.06.02¦ 2.50 ¦ 94.000¦ 94.400¦ 94.340¦ 15.17¦ 17.36¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦26.06.02¦ 2.60 ¦ 94.300¦ 94.400¦ 94.300¦ 15.12¦ 10.73¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦27.06.02¦ 2.60 ¦ 94.350¦ 94.460¦ 94.460¦ 15.09¦ 27.51¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦28.06.02¦ 2.60 ¦ 94.430¦ 94.570¦ 94.550¦ 15.01¦ 10.40¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦04.02.04 ¦24.06.02¦ 1.80 ¦ 97.350¦ 97.350¦ 97.350¦ 15.15¦ 0.11¦ 27015¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦25.06.02¦ 1.84 ¦ 97.448¦ 97.448¦ 97.448¦ 15.07¦ 0.00¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦26.06.02¦ 1.88 ¦ 97.430¦ 97.450¦ 97.430¦ 15.08¦ 1.06¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦27.06.02¦ 1.92 ¦ 96.850¦ 97.420¦ 96.850¦ 15.51¦ 2.40¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦28.06.02¦ 1.96 ¦ 97.400¦ 97.450¦ 97.450¦ 15.10¦ 1.15¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦02.06.04 ¦24.06.02¦ 0.73 ¦ 95.960¦ 96.300¦ 96.100¦ 15.68¦ 8.84¦ 27013¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦25.06.02¦ 0.77 ¦ 96.100¦ 96.100¦ 96.100¦ 15.70¦ 0.00¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦26.06.02¦ 0.81 ¦ 96.150¦ 96.210¦ 96.210¦ 15.63¦ 18.55¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦27.06.02¦ 0.84 ¦ 96.150¦ 96.200¦ 96.200¦ 15.64¦ 23.62¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦28.06.02¦ 1.88 ¦ 96.210¦ 96.250¦ 96.210¦ 15.61¦ 8.00¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦04.08.04 ¦24.06.02¦ 1.93 ¦ 93.565¦ 95.565¦ 95.500¦ 15.88¦ 54.60¦ 27017¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦25.06.02¦ 1.97 ¦ 95.450¦ 95.452¦ 95.452¦ 15.87¦ 59.83¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦26.06.02¦ 2.01 ¦ 95.460¦ 95.462¦ 95.462¦ 15.86¦ 100.00¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦27.06.02¦ 2.06 ¦ 95.460¦ 95.471¦ 95.469¦ 15.85¦ 101.62¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦28.06.02¦ 2.10 ¦ 95.480¦ 95.487¦ 95.487¦ 15.84¦ 215.20¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦15.12.04 ¦24.06.02¦ 0.19 ¦ 94.475¦ 94.565¦ 94.548¦ 16.00¦ 7.45¦ 27014¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦25.06.02¦ 0.23 ¦ 94.545¦ 94.572¦ 94.550¦ 16.00¦ 46.77¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦26.06.02¦ 0.27 ¦ 94.580¦ 94.710¦ 94.710¦ 15.99¦ 106.80¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦27.06.02¦ 0.31 ¦ 94.595¦ 94.597¦ 94.595¦ 15.98¦ 138.20¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦28.06.02¦ 0.35 ¦ 94.600¦ 94.613¦ 94.613¦ 15.97¦ 173.72¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦15.03.05 ¦24.06.02¦ 2.77 ¦ 86.200¦ 86.200¦ 86.200¦ 16.62¦ 0.04¦ 26003¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦25.06.02¦ 2.80 ¦ 86.300¦ 86.300¦ 86.300¦ 16.58¦ 3.40¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦26.06.02¦ 2.82 ¦ 86.200¦ 86.200¦ 86.200¦ 16.64¦ 0.40¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦27.06.02¦ 2.85 ¦ 86.300¦ 86.300¦ 86.300¦ 16.59¦ 0.00¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦28.06.02¦ 2.88 ¦ 86.300¦ 86.300¦ 86.300¦ 16.59¦ 4.33¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦14.09.05 ¦24.06.02¦ 0.21 ¦ 93.400¦ 93.500¦ 93.400¦ 16.52¦ 39.55¦ 27018¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦25.06.02¦ 0.25 ¦ 93.400¦ 93.530¦ 93.495¦ 16.51¦ 23.76¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦26.06.02¦ 0.29 ¦ 93.480¦ 93.520¦ 93.510¦ 16.50¦ 31.74¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦27.06.02¦ 0.33 ¦ 93.701¦ 93.800¦ 93.750¦ 16.39¦ 8.95¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦28.06.02¦ 0.37 ¦ 93.600¦ 93.700¦ 93.600¦ 16.43¦ 3.52¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦15.11.06 ¦24.06.02¦ 1.36 ¦ 90.050¦ 90.093¦ 90.050¦ 17.18¦ 84.50¦ 45001¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦25.06.02¦ 1.40 ¦ 90.090¦ 90.300¦ 90.101¦ 17.14¦ 63.23¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦26.06.02¦ 1.44 ¦ 90.090¦ 90.100¦ 90.090¦ 17.17¦ 83.67¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦27.06.02¦ 1.48 ¦ 90.000¦ 90.200¦ 90.000¦ 17.17¦ 55.99¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦28.06.02¦ 1.52 ¦ 90.100¦ 90.110¦ 90.110¦ 17.17¦ 103.05¦ ¦ L---------+--------+-------+-------+-------+-------+------+-------+------- Часть 2 ОСНОВНЫЕ ХАРАКТЕРИСТИКИ БЛИЖАЙШИХ КУПОННЫХ ВЫПЛАТ ПО ОФЗ ---------T------------------------T-------T--------T-------------¬ ¦Регистр.¦Дата выплаты ближайшего ¦Дней до¦Купонная¦Размер купона¦ ¦ номер ¦ купона ¦выплаты¦ ставка ¦ в рублях ¦ ¦выпуска ¦ ¦купона ¦(% год.)¦ ¦ +--------+------------------------+-------+--------+-------------+ ¦ 25028 ¦ 27.11.2002 ¦ 152 ¦ 5.00 ¦ 50.00 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 25029 ¦ 27.11.2002 ¦ 152 ¦ 5.00 ¦ 50.00 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 25053 ¦ 25.11.2002 ¦ 150 ¦ 2.00 ¦ 19.95 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 26001 ¦ 15.03.2003 ¦ 260 ¦ 10.00 ¦ 100.00 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 26002 ¦ 15.03.2003 ¦ 260 ¦ 10.00 ¦ 100.00 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 26003 ¦ 15.03.2003 ¦ 260 ¦ 10.00 ¦ 100.00 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 26032 ¦ 27.11.2002 ¦ 152 ¦ 5.00 ¦ 50.00 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 26175 ¦ 25.11.2002 ¦ 150 ¦ 2.00 ¦ 19.95 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 26176 ¦ 26.11.2002 ¦ 151 ¦ 2.00 ¦ 19.95 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 26177 ¦ 28.11.2002 ¦ 153 ¦ 2.00 ¦ 19.95 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 26178 ¦ 29.11.2002 ¦ 154 ¦ 2.00 ¦ 19.95 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 27004 ¦ 18.09.2002 ¦ 82 ¦ 15.00 ¦ 0.37 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 27005 ¦ 10.07.2002 ¦ 12 ¦ 15.00 ¦ 0.37 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 27006 ¦ 24.07.2002 ¦ 26 ¦ 15.00 ¦ 0.37 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 27007 ¦ 07.08.2002 ¦ 40 ¦ 15.00 ¦ 0.37 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 27008 ¦ 21.08.2002 ¦ 54 ¦ 15.00 ¦ 0.37 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 27009 ¦ 04.09.2002 ¦ 68 ¦ 15.00 ¦ 0.37 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 27010 ¦ 18.09.2002 ¦ 82 ¦ 15.00 ¦ 0.37 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 27011 ¦ 10.07.2002 ¦ 12 ¦ 15.00 ¦ 0.37 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 27012 ¦ 20.11.2002 ¦ 145 ¦ 10.00 ¦ 0.50 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 27013 ¦ 04.09.2002 ¦ 68 ¦ 14.00 ¦ 34.90 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 27014 ¦ 18.09.2002 ¦ 82 ¦ 14.00 ¦ 34.90 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 27015 ¦ 07.08.2002 ¦ 40 ¦ 14.00 ¦ 34.90 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 27016 ¦ 21.08.2002 ¦ 54 ¦ 15.00 ¦ 37.40 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 27017 ¦ 07.08.2002 ¦ 40 ¦ 15.00 ¦ 37.40 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 27018 ¦ 18.09.2002 ¦ 82 ¦ 15.00 ¦ 37.40 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 28001 ¦ 24.07.2002 ¦ 26 ¦ 15.00 ¦ 0.37 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 45001 ¦ 21.08.2002 ¦ 54 ¦ 15.00 ¦ 37.40 ¦ 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 ¦ ¦ ¦ ¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 21156 ¦28.11.01¦17.07.02¦ 19¦ 2 ¦ 9 ¦ ¦ 8271.045¦ 1728.955¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 21157 ¦30.01.02¦07.08.02¦ 40¦ 1 ¦ 8 ¦ ¦ 3575.874¦ 424.126¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 21158 ¦20.02.02¦21.08.02¦ 54¦ 1 ¦ 3 ¦ ¦ 4678.942¦ 1321.058¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 21159 ¦13.03.02¦06.11.02¦ 131¦ 1 ¦ 20 ¦ ¦ 4831.140¦ 1168.860¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 21160 ¦22.05.02¦20.11.02¦ 145¦ 1 ¦ 25 ¦ ¦ 4401.943¦ 598.057¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 25028 ¦27.11.98¦27.11.02¦ 152¦ ¦ ¦ ¦ 163.722¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 25029 ¦27.11.98¦27.11.03¦ 517¦ ¦ ¦ ¦ 163.722¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 25053 ¦26.12.00¦21.11.05¦ 1242¦ ¦ ¦ ¦ 5.036¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 26001 ¦15.03.97¦15.03.03¦ 260¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 26002 ¦15.03.97¦15.03.04¦ 626¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 26003 ¦15.03.97¦15.03.05¦ 991¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 26032 ¦27.11.98¦27.11.04¦ 883¦ ¦ ¦ ¦ 163.722¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 26175 ¦26.12.00¦20.11.06¦ 1606¦ ¦ ¦ ¦ 5.036¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 26176 ¦26.12.00¦20.11.07¦ 1971¦ ¦ ¦ ¦ 5.036¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 26177 ¦26.12.00¦20.11.08¦ 2337¦ ¦ ¦ ¦ 5.035¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 26178 ¦26.12.00¦20.11.09¦ 2702¦ ¦ ¦ ¦ 5.035¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27004 ¦19.08.98¦18.09.02¦ 82¦ ¦ ¦ ¦ 9542.319¦ 446.431¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27005 ¦19.08.98¦09.10.02¦ 103¦ ¦ ¦ ¦ 9542.319¦ 446.431¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27006 ¦19.08.98¦22.01.03¦ 208¦ ¦ ¦ ¦ 9542.319¦ 446.431¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27007 ¦19.08.98¦05.02.03¦ 222¦ ¦ ¦ ¦ 9542.319¦ 446.431¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27008 ¦19.08.98¦21.05.03¦ 327¦ ¦ ¦ ¦ 9542.319¦ 446.431¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27009 ¦19.08.98¦04.06.03¦ 341¦ ¦ ¦ ¦ 9542.319¦ 446.431¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27010 ¦19.08.98¦17.09.03¦ 446¦ ¦ ¦ ¦ 9542.319¦ 446.431¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27011 ¦19.08.98¦08.10.03¦ 467¦ ¦ ¦ ¦ 9542.319¦ 446.431¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27012 ¦14.11.99¦19.11.03¦ 509¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27013 ¦06.06.01¦02.06.04¦ 705¦ 2 ¦ 59 ¦ ¦ 10000.000¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27014 ¦11.07.01¦15.12.04¦ 901¦ 2 ¦ 74 ¦ ¦ 8780.000¦ 1220.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27015 ¦08.08.01¦04.02.04¦ 586¦ 2 ¦ 54 ¦ ¦ 10000.000¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27016 ¦21.11.01¦20.08.03¦ 418¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27017 ¦06.02.02¦04.08.04¦ 768¦ 1 ¦ 47 ¦ ¦ 6780.000¦ 220.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27018 ¦20.03.02¦14.09.05¦ 1174¦ 1 ¦ 36 ¦ ¦ 9000.000¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 28001 ¦19.08.98¦21.01.04¦ 572¦ ¦ ¦ ¦ 9542.319¦ 446.431¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 45001 ¦22.05.02¦15.11.06¦ 1601¦ 2 ¦ 21 ¦ ¦ 9988.152¦ 5011.848¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦Итого: ¦ ¦183036.742¦30529.581¦ L--------+-----------------------------------------------+----------+---------- Часть 4 НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ РЫНОК ГКО - ОФЗ - ОБР ---------------------------T--------T--------T--------T--------T--------¬ ¦ ¦24.06.02¦25.06.02¦26.06.02¦27.06.02¦28.06.02¦ +--------------------------+--------+--------+--------+--------+--------+ ¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦ ГКО ¦ 12.54 ¦ 12.73 ¦ 12.84 ¦ 13.12 ¦ 12.99 ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦ ОФЗ-ПД ¦ 13.26 ¦ 13.26 ¦ 13.28 ¦ 13.28 ¦ 13.25 ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦ ОФЗ-АД ¦ 17.18 ¦ 17.14 ¦ 17.17 ¦ 17.17 ¦ 17.17 ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦ ОФЗ-ФД ¦ 15.16 ¦ 15.26 ¦ 15.16 ¦ 15.12 ¦ 15.12 ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦ ГКО ¦ 12.90 ¦ 12.86 ¦ 12.79 ¦ 13.29 ¦ 12.81 ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦ ОФЗ-ПД ¦ 16.62 ¦ 16.58 ¦ 16.64 ¦ 16.59 ¦ 16.60 ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦ ОФЗ-АД ¦ 17.18 ¦ 17.14 ¦ 17.17 ¦ 17.17 ¦ 17.17 ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦ ОФЗ-ФД ¦ 15.33 ¦ 15.59 ¦ 15.61 ¦ 15.47 ¦ 15.82 ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦ ¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦ ГКО ¦ 0.17 ¦ 0.05 ¦ 0.21 ¦ 0.21 ¦ 0.44 ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦ ОФЗ-ПД ¦ 0.00 ¦ 0.16 ¦ 0.00 ¦ 0.00 ¦ 0.20 ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦ ОФЗ-АД ¦ 0.85 ¦ 0.63 ¦ 0.84 ¦ 0.56 ¦ 1.03 ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦ ОФЗ-ФД ¦ 0.30 ¦ 0.23 ¦ 0.33 ¦ 0.39 ¦ 0.31 ¦ 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---------¬ ¦ ¦ 24.06.02¦ 25.06.02¦ 26.06.02¦ 27.06.02¦ 28.06.02¦ +----------------------+---------+---------+---------+---------+---------+ ¦Номинальная стоимость,¦182087.11¦182191.72¦182410.49¦182647.84¦183036.74¦ ¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦ +----------------------+---------+---------+---------+---------+---------+ ¦ ¦ ГКО ¦ 25722.82¦ 25732.82¦ 25751.59¦ 25758.94¦ 25758.94¦ +----------------------+---------+---------+---------+---------+---------+ ¦ ОФЗ-ПД ¦ 2061.17¦ 2061.17¦ 2061.17¦ 2061.17¦ 2061.17¦ +----------------------+---------+---------+---------+---------+---------+ ¦ ОФЗ-АД ¦ 9949.52¦ 9988.15¦ 9988.15¦ 9988.15¦ 9988.15¦ +----------------------+---------+---------+---------+---------+---------+ ¦ ОФЗ-ФД ¦144353.60¦144409.58¦144609.58¦144839.58¦145228.48¦ +----------------------+---------+---------+---------+---------+---------+ ¦Рыночная стоимость, ¦178153.20¦178181.82¦178590.49¦178934.01¦179400.38¦ ¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦ +----------------------+---------+---------+---------+---------+---------+ ¦ ГКО ¦ 25073.32¦ 25087.76¦ 25111.96¦ 25118.12¦ 25132.53¦ +----------------------+---------+---------+---------+---------+---------+ ¦ ОФЗ-ПД ¦ 1913.70¦ 1915.34¦ 1914.69¦ 1916.30¦ 1916.81¦ +----------------------+---------+---------+---------+---------+---------+ ¦ ОФЗ-АД ¦ 9098.04¦ 9144.95¦ 9142.06¦ 9146.55¦ 9151.44¦ +----------------------+---------+---------+---------+---------+---------+ ¦ ОФЗ-ФД ¦142068.13¦142033.77¦142421.78¦142753.04¦143199.60¦ +----------------------+---------+---------+---------+---------+---------+ ¦Дюрация <*>, дней ¦ 396.93¦ 396.17¦ 395.47¦ 394.87¦ 394.62¦ +----------------------+---------+---------+---------+---------+---------+ ¦ ГКО ¦ 73.79¦ 72.82¦ 71.88¦ 70.90¦ 69.91¦ +----------------------+---------+---------+---------+---------+---------+ ¦ ОФЗ-ПД ¦ 568.43¦ 567.94¦ 567.00¦ 566.50¦ 565.79¦ +----------------------+---------+---------+---------+---------+---------+ ¦ ОФЗ-АД ¦ 727.33¦ 726.29¦ 725.01¦ 724.11¦ 722.82¦ +----------------------+---------+---------+---------+---------+---------+ ¦ ОФЗ-ФД ¦ 430.49¦ 429.71¦ 429.06¦ 428.47¦ 428.34¦ L----------------------+---------+---------+---------+---------+---------- -------------------------------- <*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении. Департамент операций на открытом рынке Банка России ------------------------------------------------------------------ -------------------- Автор сайта - Сергей Комаров, scomm@mail.ru