Закон Определение Положение Постановление Приказ Прочее Распоряжение Решение Указ Устав klimatauto.ru / Прочее Бюллетень Банка России от 21.06.2002 № 23 <Итоги торговли ГКО, ОФЗ и ОБР> Официальная публикация в СМИ: "Вестник Банка России", № 37, 28.06.2002 ЦЕНТРАЛЬНЫЙ БАНК РОССИИ БЮЛЛЕТЕНЬ от 21 июня 2002 г. № 23 Часть 1 ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ) Торговля ГКО при суммарном объеме сделок за неделю 369.336 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 ¦17.06.02¦98.950¦98.950¦98.950¦ 12.91¦ 0.54¦ 21156 ¦ ¦ +--------+------+------+------+--------+-------+ ¦ ¦ ¦20.06.02¦99.250¦99.259¦99.259¦ 10.15¦ 1.00¦ ¦ ¦ +--------+------+------+------+--------+-------+ ¦ ¦ ¦21.06.02¦99.250¦99.250¦99.250¦ 10.61¦ 0.10¦ ¦ +---------+--------+------+------+------+--------+-------+-------+ ¦07.08.02 ¦18.06.02¦98.210¦98.210¦98.210¦ 13.31¦ 2.13¦ 21157 ¦ ¦ +--------+------+------+------+--------+-------+ ¦ ¦ ¦19.06.02¦98.276¦98.461¦98.380¦ 12.37¦ 7.47¦ ¦ ¦ +--------+------+------+------+--------+-------+ ¦ ¦ ¦20.06.02¦98.400¦98.461¦98.400¦ 12.02¦ 0.69¦ ¦ +---------+--------+------+------+------+--------+-------+-------+ ¦21.08.02 ¦17.06.02¦97.997¦97.997¦97.997¦ 11.48¦ 0.50¦ 21158 ¦ ¦ +--------+------+------+------+--------+-------+ ¦ ¦ ¦19.06.02¦97.950¦98.104¦98.000¦ 11.90¦ 7.46¦ ¦ +---------+--------+------+------+------+--------+-------+-------+ ¦06.11.02 ¦17.06.02¦95.113¦95.113¦95.113¦ 13.21¦ 2.34¦ 21159 ¦ ¦ +--------+------+------+------+--------+-------+ ¦ ¦ ¦19.06.02¦95.290¦95.293¦95.293¦ 12.88¦ 30.14¦ ¦ ¦ +--------+------+------+------+--------+-------+ ¦ ¦ ¦20.06.02¦95.300¦95.333¦95.300¦ 12.87¦ 34.58¦ ¦ ¦ +--------+------+------+------+--------+-------+ ¦ ¦ ¦21.06.02¦95.370¦95.371¦95.371¦ 12.84¦ 20.00¦ ¦ +---------+--------+------+------+------+--------+-------+-------+ ¦20.11.02 ¦17.06.02¦94.750¦94.750¦94.750¦ 12.96¦ 0.11¦ 21160 ¦ ¦ +--------+------+------+------+--------+-------+ ¦ ¦ ¦18.06.02¦94.200¦94.795¦94.200¦ 13.02¦ 30.70¦ ¦ ¦ +--------+------+------+------+--------+-------+ ¦ ¦ ¦19.06.02¦94.810¦94.817¦94.817¦ 12.96¦ 168.17¦ ¦ ¦ +--------+------+------+------+--------+-------+ ¦ ¦ ¦20.06.02¦94.850¦94.853¦94.853¦ 12.95¦ 50.00¦ ¦ ¦ +--------+------+------+------+--------+-------+ ¦ ¦ ¦21.06.02¦94.860¦94.890¦94.886¦ 12.95¦ 13.41¦ ¦ L---------+--------+------+------+------+--------+-------+-------- Торговля ОФЗ при суммарном объеме сделок за неделю 6505.275 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 ¦17.06.02¦ 3.60 ¦100.000¦100.800¦100.500¦ 13.49¦ 11.18¦ 27004¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦18.06.02¦ 3.70 ¦100.110¦100.550¦100.550¦ 13.11¦ 128.34¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦19.06.02¦ 0.00 ¦100.468¦100.550¦100.515¦ 13.34¦ 6.91¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦20.06.02¦ 0.00 ¦100.491¦100.599¦100.540¦ 13.39¦ 11.84¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦21.06.02¦ 0.10 ¦100.540¦100.570¦100.555¦ 13.03¦ 16.15¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦09.10.02 ¦17.06.02¦ 2.80 ¦ 99.415¦ 99.470¦ 99.430¦ 13.33¦ 14.76¦ 27005¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦18.06.02¦ 2.80 ¦ 99.432¦ 99.555¦ 99.555¦ 13.08¦ 71.85¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦19.06.02¦ 2.80 ¦ 99.510¦ 99.555¦ 99.550¦ 13.18¦ 20.04¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦20.06.02¦ 2.90 ¦ 99.450¦ 99.551¦ 99.540¦ 12.96¦ 13.96¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦21.06.02¦ 2.90 ¦ 99.545¦ 99.660¦ 99.545¦ 13.08¦ 33.25¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦22.01.03 ¦17.06.02¦ 2.20 ¦ 99.000¦ 99.040¦ 99.000¦ 13.19¦ 11.34¦ 27006¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦18.06.02¦ 2.20 ¦ 98.900¦ 99.120¦ 99.120¦ 13.10¦ 19.27¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦19.06.02¦ 2.30 ¦ 99.000¦ 99.070¦ 99.030¦ 13.06¦ 9.86¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦20.06.02¦ 2.30 ¦ 99.000¦ 99.220¦ 99.040¦ 13.12¦ 17.55¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦21.06.02¦ 2.40 ¦ 99.000¦ 99.051¦ 99.000¦ 13.04¦ 10.81¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦05.02.03 ¦17.06.02¦ 1.60 ¦ 98.400¦ 98.720¦ 98.700¦ 14.03¦ 0.93¦ 27007¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦18.06.02¦ 1.70 ¦ 98.797¦ 98.805¦ 98.805¦ 13.67¦ 5.45¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦19.06.02¦ 1.70 ¦ 98.800¦ 98.850¦ 98.822¦ 13.69¦ 28.39¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦20.06.02¦ 1.70 ¦ 98.830¦ 98.900¦ 98.860¦ 13.72¦ 14.36¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦21.06.02¦ 1.80 ¦ 98.810¦ 99.000¦ 98.930¦ 13.50¦ 13.71¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦15.03.03 ¦20.06.02¦ 2.66 ¦ 97.200¦ 97.200¦ 97.200¦ 14.08¦ 0.11¦ 26001¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦21.06.02¦ 2.69 ¦ 97.205¦ 97.205¦ 97.205¦ 14.09¦ 0.50¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦21.05.03 ¦17.06.02¦ 1.10 ¦ 97.780¦ 98.100¦ 97.780¦ 14.15¦ 8.59¦ 27008¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦18.06.02¦ 1.10 ¦ 97.850¦ 97.937¦ 97.937¦ 14.13¦ 15.72¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦19.06.02¦ 1.10 ¦ 97.860¦ 97.910¦ 97.860¦ 14.18¦ 9.31¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦20.06.02¦ 1.20 ¦ 97.750¦ 98.000¦ 98.000¦ 14.12¦ 1.96¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦21.06.02¦ 1.20 ¦ 97.700¦ 98.100¦ 98.100¦ 14.08¦ 4.35¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦04.06.03 ¦17.06.02¦ 0.50 ¦ 97.700¦ 98.050¦ 97.700¦ 14.03¦ 0.32¦ 27009¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦18.06.02¦ 0.50 ¦ 97.910¦ 97.910¦ 97.910¦ 14.23¦ 0.17¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦19.06.02¦ 0.60 ¦ 97.880¦ 97.930¦ 97.880¦ 14.16¦ 1.20¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦20.06.02¦ 0.60 ¦ 97.900¦ 97.950¦ 97.949¦ 14.15¦ 0.19¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦21.06.02¦ 0.70 ¦ 97.950¦ 98.960¦ 98.960¦ 13.91¦ 4.14¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦20.08.03 ¦18.06.02¦ 1.11 ¦ 99.600¦ 99.600¦ 99.600¦ 14.20¦ 2.10¦ 27016¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦19.06.02¦ 1.15 ¦ 99.700¦ 99.780¦ 99.780¦ 14.02¦ 1.51¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦21.06.02¦ 1.23 ¦ 99.843¦ 99.843¦ 99.843¦ 13.94¦ 0.50¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦17.09.03 ¦17.06.02¦ 3.60 ¦ 96.850¦ 97.100¦ 96.900¦ 14.44¦ 11.18¦ 27010¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦18.06.02¦ 3.70 ¦ 96.870¦ 96.885¦ 96.885¦ 14.52¦ 0.17¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦19.06.02¦ 0.00 ¦ 96.990¦ 97.199¦ 97.150¦ 14.29¦ 14.06¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦20.06.02¦ 0.00 ¦ 97.150¦ 97.200¦ 97.200¦ 14.29¦ 12.62¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦21.06.02¦ 0.10 ¦ 97.100¦ 97.200¦ 97.100¦ 14.24¦ 16.35¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦08.10.03 ¦17.06.02¦ 2.80 ¦ 95.800¦ 96.017¦ 95.950¦ 14.36¦ 4.29¦ 27011¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦18.06.02¦ 2.80 ¦ 95.900¦ 96.059¦ 96.059¦ 14.38¦ 0.99¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦19.06.02¦ 2.80 ¦ 96.050¦ 96.220¦ 96.110¦ 14.31¦ 20.68¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦20.06.02¦ 2.90 ¦ 96.100¦ 96.200¦ 96.150¦ 14.20¦ 10.60¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦21.06.02¦ 2.90 ¦ 95.879¦ 96.150¦ 95.880¦ 14.30¦ 2.16¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦19.11.03 ¦17.06.02¦ 0.70 ¦ 93.701¦ 94.550¦ 94.500¦ 14.98¦ 3.18¦ 27012¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦18.06.02¦ 0.70 ¦ 94.549¦ 94.550¦ 94.550¦ 14.94¦ 8.01¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦19.06.02¦ 0.80 ¦ 94.550¦ 94.700¦ 94.620¦ 14.83¦ 14.70¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦20.06.02¦ 0.80 ¦ 94.740¦ 94.750¦ 94.740¦ 14.74¦ 9.10¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦21.06.02¦ 0.80 ¦ 94.805¦ 95.876¦ 94.805¦ 14.30¦ 6.13¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦21.01.04 ¦17.06.02¦ 2.20 ¦ 94.190¦ 94.321¦ 94.311¦ 15.25¦ 8.01¦ 28001¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦18.06.02¦ 2.20 ¦ 94.000¦ 94.200¦ 94.005¦ 15.33¦ 2.25¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦19.06.02¦ 2.30 ¦ 94.250¦ 94.600¦ 94.600¦ 15.10¦ 7.35¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦20.06.02¦ 2.30 ¦ 94.350¦ 94.500¦ 94.400¦ 15.13¦ 2.17¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦21.06.02¦ 2.40 ¦ 94.400¦ 94.655¦ 94.655¦ 15.05¦ 7.93¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦04.02.04 ¦17.06.02¦ 1.53 ¦ 96.550¦ 96.850¦ 96.750¦ 15.60¦ 17.69¦ 27015¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦18.06.02¦ 1.57 ¦ 96.850¦ 96.870¦ 96.870¦ 15.54¦ 5.00¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦19.06.02¦ 1.61 ¦ 97.093¦ 97.093¦ 97.093¦ 15.35¦ 0.50¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦20.06.02¦ 1.65 ¦ 97.250¦ 97.350¦ 97.250¦ 15.23¦ 10.96¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦21.06.02¦ 1.69 ¦ 97.290¦ 97.495¦ 97.495¦ 15.15¦ 22.50¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦02.06.04 ¦17.06.02¦ 0.46 ¦ 95.850¦ 95.867¦ 95.867¦ 15.86¦ 173.75¦ 27013¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦18.06.02¦ 0.50 ¦ 95.870¦ 96.886¦ 95.913¦ 15.84¦ 260.60¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦19.06.02¦ 0.54 ¦ 95.920¦ 95.934¦ 95.934¦ 15.82¦ 195.67¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦20.06.02¦ 0.58 ¦ 95.880¦ 95.946¦ 95.945¦ 15.81¦ 116.48¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦21.06.02¦ 0.61 ¦ 95.500¦ 96.001¦ 95.970¦ 15.81¦ 27.47¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦04.08.04 ¦17.06.02¦ 1.64 ¦ 95.420¦ 95.425¦ 95.425¦ 15.89¦ 113.30¦ 27017¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦18.06.02¦ 1.69 ¦ 95.430¦ 95.463¦ 95.463¦ 15.88¦ 130.10¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦19.06.02¦ 1.73 ¦ 95.500¦ 96.451¦ 95.514¦ 15.83¦ 122.00¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦20.06.02¦ 1.77 ¦ 95.530¦ 95.536¦ 95.536¦ 15.82¦ 131.51¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦21.06.02¦ 1.81 ¦ 95.544¦ 95.545¦ 95.544¦ 15.81¦ 5.10¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦15.12.04 ¦17.06.02¦ 3.41 ¦ 94.300¦ 94.300¦ 94.300¦ 16.15¦ 1.50¦ 27014¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦18.06.02¦ 3.45 ¦ 94.500¦ 94.500¦ 94.500¦ 16.03¦ 7.00¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦19.06.02¦ 0.00 ¦ 94.530¦ 94.544¦ 94.530¦ 16.01¦ 201.50¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦20.06.02¦ 0.04 ¦ 94.250¦ 94.564¦ 94.564¦ 16.00¦ 148.04¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦21.06.02¦ 0.08 ¦ 94.550¦ 94.572¦ 94.569¦ 16.00¦ 70.92¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦15.03.05 ¦17.06.02¦ 2.58 ¦ 86.400¦ 86.400¦ 86.400¦ 16.48¦ 0.00¦ 26003¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦18.06.02¦ 2.60 ¦ 86.400¦ 86.400¦ 86.400¦ 16.49¦ 0.00¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦19.06.02¦ 2.63 ¦ 86.400¦ 86.590¦ 86.450¦ 16.40¦ 26.81¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦20.06.02¦ 2.66 ¦ 86.500¦ 86.500¦ 86.500¦ 16.44¦ 0.00¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦21.06.02¦ 2.69 ¦ 86.000¦ 86.450¦ 86.450¦ 16.50¦ 0.11¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦14.09.05 ¦17.06.02¦ 3.66 ¦ 93.500¦ 93.570¦ 93.520¦ 16.51¦ 43.43¦ 27018¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦18.06.02¦ 3.70 ¦ 93.550¦ 93.650¦ 93.600¦ 16.47¦ 32.85¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦19.06.02¦ 0.00 ¦ 93.600¦ 93.725¦ 93.600¦ 16.42¦ 118.26¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦20.06.02¦ 0.04 ¦ 93.670¦ 93.750¦ 93.690¦ 16.42¦ 189.72¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦21.06.02¦ 0.08 ¦ 92.595¦ 93.700¦ 93.500¦ 16.54¦ 69.11¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦21.11.05 ¦19.06.02¦ 1.12 ¦ 63.244¦ 63.244¦ 63.244¦ 17.00¦ 0.03¦ 25053¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦15.11.06 ¦17.06.02¦ 1.07 ¦ 89.999¦ 90.000¦ 90.000¦ 17.22¦ 9.00¦ 45001¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦18.06.02¦ 1.11 ¦ 90.048¦ 90.050¦ 90.050¦ 17.20¦ 32.21¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦19.06.02¦ 1.15 ¦ 90.084¦ 90.090¦ 90.085¦ 17.18¦ 643.92¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦20.06.02¦ 1.19 ¦ 90.080¦ 90.093¦ 90.093¦ 17.18¦2237.07¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦21.06.02¦ 1.23 ¦ 90.050¦ 90.093¦ 90.050¦ 17.18¦ 668.62¦ ¦ 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 ¦ 159 ¦ 5.00 ¦ 50.00 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 25029 ¦ 27.11.2002 ¦ 159 ¦ 5.00 ¦ 50.00 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 25053 ¦ 25.11.2002 ¦ 157 ¦ 2.00 ¦ 19.95 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 26001 ¦ 15.03.2003 ¦ 267 ¦ 10.00 ¦ 100.00 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 26002 ¦ 15.03.2003 ¦ 267 ¦ 10.00 ¦ 100.00 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 26003 ¦ 15.03.2003 ¦ 267 ¦ 10.00 ¦ 100.00 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 26032 ¦ 27.11.2002 ¦ 159 ¦ 5.00 ¦ 50.00 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 26175 ¦ 25.11.2002 ¦ 157 ¦ 2.00 ¦ 19.95 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 26176 ¦ 26.11.2002 ¦ 158 ¦ 2.00 ¦ 19.95 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 26177 ¦ 28.11.2002 ¦ 160 ¦ 2.00 ¦ 19.95 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 26178 ¦ 29.11.2002 ¦ 161 ¦ 2.00 ¦ 19.95 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 27004 ¦ 18.09.2002 ¦ 89 ¦ 15.00 ¦ 0.37 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 27005 ¦ 10.07.2002 ¦ 19 ¦ 15.00 ¦ 0.37 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 27006 ¦ 24.07.2002 ¦ 33 ¦ 15.00 ¦ 0.37 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 27007 ¦ 07.08.2002 ¦ 47 ¦ 15.00 ¦ 0.37 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 27008 ¦ 21.08.2002 ¦ 61 ¦ 15.00 ¦ 0.37 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 27009 ¦ 04.09.2002 ¦ 75 ¦ 15.00 ¦ 0.37 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 27010 ¦ 18.09.2002 ¦ 89 ¦ 15.00 ¦ 0.37 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 27011 ¦ 10.07.2002 ¦ 19 ¦ 15.00 ¦ 0.37 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 27012 ¦ 20.11.2002 ¦ 152 ¦ 10.00 ¦ 0.50 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 27013 ¦ 04.09.2002 ¦ 75 ¦ 14.00 ¦ 34.90 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 27014 ¦ 18.09.2002 ¦ 89 ¦ 14.00 ¦ 34.90 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 27015 ¦ 07.08.2002 ¦ 47 ¦ 14.00 ¦ 34.90 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 27016 ¦ 21.08.2002 ¦ 61 ¦ 15.00 ¦ 37.40 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 27017 ¦ 07.08.2002 ¦ 47 ¦ 15.00 ¦ 37.40 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 27018 ¦ 18.09.2002 ¦ 89 ¦ 15.00 ¦ 37.40 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 28001 ¦ 24.07.2002 ¦ 33 ¦ 15.00 ¦ 0.37 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 45001 ¦ 21.08.2002 ¦ 61 ¦ 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¦ 26¦ 2 ¦ 9 ¦ ¦ 8271.045¦ 1728.955¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 21157 ¦30.01.02¦07.08.02¦ 47¦ 1 ¦ 8 ¦ ¦ 3575.874¦ 424.126¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 21158 ¦20.02.02¦21.08.02¦ 61¦ 1 ¦ 3 ¦ ¦ 4678.942¦ 1321.058¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 21159 ¦13.03.02¦06.11.02¦ 138¦ 1 ¦ 19 ¦ ¦ 4811.095¦ 1188.905¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 21160 ¦22.05.02¦20.11.02¦ 152¦ 1 ¦ 21 ¦ ¦ 4345.820¦ 654.180¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 25028 ¦27.11.98¦27.11.02¦ 159¦ ¦ ¦ ¦ 163.722¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 25029 ¦27.11.98¦27.11.03¦ 524¦ ¦ ¦ ¦ 163.722¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 25053 ¦26.12.00¦21.11.05¦ 1249¦ ¦ ¦ ¦ 5.036¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 26001 ¦15.03.97¦15.03.03¦ 267¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 26002 ¦15.03.97¦15.03.04¦ 633¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 26003 ¦15.03.97¦15.03.05¦ 998¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 26032 ¦27.11.98¦27.11.04¦ 890¦ ¦ ¦ ¦ 163.722¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 26175 ¦26.12.00¦20.11.06¦ 1613¦ ¦ ¦ ¦ 5.036¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 26176 ¦26.12.00¦20.11.07¦ 1978¦ ¦ ¦ ¦ 5.036¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 26177 ¦26.12.00¦20.11.08¦ 2344¦ ¦ ¦ ¦ 5.035¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 26178 ¦26.12.00¦20.11.09¦ 2709¦ ¦ ¦ ¦ 5.035¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27004 ¦19.08.98¦18.09.02¦ 89¦ ¦ ¦ ¦ 9542.319¦ 446.431¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27005 ¦19.08.98¦09.10.02¦ 110¦ ¦ ¦ ¦ 9542.319¦ 446.431¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27006 ¦19.08.98¦22.01.03¦ 215¦ ¦ ¦ ¦ 9542.319¦ 446.431¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27007 ¦19.08.98¦05.02.03¦ 229¦ ¦ ¦ ¦ 9542.319¦ 446.431¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27008 ¦19.08.98¦21.05.03¦ 334¦ ¦ ¦ ¦ 9542.319¦ 446.431¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27009 ¦19.08.98¦04.06.03¦ 348¦ ¦ ¦ ¦ 9542.319¦ 446.431¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27010 ¦19.08.98¦17.09.03¦ 453¦ ¦ ¦ ¦ 9542.319¦ 446.431¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27011 ¦19.08.98¦08.10.03¦ 474¦ ¦ ¦ ¦ 9542.319¦ 446.431¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27012 ¦14.11.99¦19.11.03¦ 516¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27013 ¦06.06.01¦02.06.04¦ 712¦ 2 ¦ 59 ¦ ¦ 10000.000¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27014 ¦11.07.01¦15.12.04¦ 908¦ 2 ¦ 70 ¦ ¦ 8357.460¦ 1642.540¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27015 ¦08.08.01¦04.02.04¦ 593¦ 2 ¦ 54 ¦ ¦ 10000.000¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27016 ¦21.11.01¦20.08.03¦ 425¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27017 ¦06.02.02¦04.08.04¦ 775¦ 1 ¦ 42 ¦ ¦ 6297.666¦ 702.334¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27018 ¦20.03.02¦14.09.05¦ 1181¦ 1 ¦ 36 ¦ ¦ 9000.000¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 28001 ¦19.08.98¦21.01.04¦ 579¦ ¦ ¦ ¦ 9542.319¦ 446.431¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 45001 ¦22.05.02¦15.11.06¦ 1608¦ 2 ¦ 19 ¦ ¦ 9913.791¦ 5086.209¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦Итого: ¦ ¦181981.339¦31584.984¦ L--------+-----------------------------------------------+----------+---------- Часть 4 НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ РЫНОК ГКО - ОФЗ - ОБР ---------------------------T--------T--------T--------T--------T--------¬ ¦ ¦17.06.02¦18.06.02¦19.06.02¦20.06.02¦21.06.02¦ +--------------------------+--------+--------+--------+--------+--------+ ¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦ ГКО ¦ 12.72 ¦ 12.85 ¦ 12.66 ¦ 12.34 ¦ 12.42 ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦ ОФЗ-ПД ¦ 13.20 ¦ 13.19 ¦ 13.13 ¦ 13.14 ¦ 13.17 ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦ ОФЗ-АД ¦ 17.22 ¦ 17.20 ¦ 17.18 ¦ 17.18 ¦ 17.21 ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦ ОФЗ-ФД ¦ 15.23 ¦ 15.20 ¦ 15.12 ¦ 15.09 ¦ 15.04 ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦ ГКО ¦ 13.04 ¦ 13.03 ¦ 12.93 ¦ 12.91 ¦ 12.88 ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦ ОФЗ-ПД ¦ 16.48 ¦ 16.49 ¦ 16.40 ¦ 14.28 ¦ 15.11 ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦ ОФЗ-АД ¦ 17.22 ¦ 17.20 ¦ 17.18 ¦ 17.18 ¦ 17.21 ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦ ОФЗ-ФД ¦ 15.86 ¦ 15.67 ¦ 15.89 ¦ 15.99 ¦ 15.83 ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦ ¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦ ГКО ¦ 0.01 ¦ 0.13 ¦ 0.82 ¦ 0.33 ¦ 0.13 ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦ ОФЗ-ПД ¦ 0.00 ¦ 0.00 ¦ 1.25 ¦ 0.01 ¦ 0.03 ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦ ОФЗ-АД ¦ 0.12 ¦ 0.43 ¦ 7.98 ¦ 23.45 ¦ 6.74 ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦ ОФЗ-ФД ¦ 0.29 ¦ 0.48 ¦ 0.52 ¦ 0.47 ¦ 0.21 ¦ 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---------¬ ¦ ¦ 17.06.02¦ 18.06.02¦ 19.06.02¦ 20.06.02¦ 21.06.02¦ +----------------------+---------+---------+---------+---------+---------+ ¦Номинальная стоимость,¦178154.03¦178538.10¦179707.01¦181554.83¦181981.34¦ ¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦ +----------------------+---------+---------+---------+---------+---------+ ¦ ¦ ГКО ¦ 25344.01¦ 25373.01¦ 25571.32¦ 25651.37¦ 25682.78¦ +----------------------+---------+---------+---------+---------+---------+ ¦ ОФЗ-ПД ¦ 2061.17¦ 2061.17¦ 2061.17¦ 2061.17¦ 2061.17¦ +----------------------+---------+---------+---------+---------+---------+ ¦ ОФЗ-АД ¦ 7506.30¦ 7506.30¦ 8071.30¦ 9541.30¦ 9913.79¦ +----------------------+---------+---------+---------+---------+---------+ ¦ ОФЗ-ФД ¦143242.55¦143597.62¦144003.22¦144300.99¦144323.60¦ +----------------------+---------+---------+---------+---------+---------+ ¦Рыночная стоимость, ¦175221.77¦175694.35¦175656.40¦177487.44¦178020.23¦ ¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦ +----------------------+---------+---------+---------+---------+---------+ ¦ ГКО ¦ 24656.48¦ 24681.55¦ 24885.59¦ 24992.90¦ 25025.88¦ +----------------------+---------+---------+---------+---------+---------+ ¦ ОФЗ-ПД ¦ 1911.98¦ 1912.48¦ 1915.07¦ 1915.13¦ 1914.51¦ +----------------------+---------+---------+---------+---------+---------+ ¦ ОФЗ-АД ¦ 6835.91¦ 6842.74¦ 7363.85¦ 8709.49¦ 9053.57¦ +----------------------+---------+---------+---------+---------+---------+ ¦ ОФЗ-ФД ¦141817.40¦142257.58¦141491.89¦141869.93¦142026.26¦ +----------------------+---------+---------+---------+---------+---------+ ¦Дюрация <*>, дней ¦ 395.19¦ 394.74¦ 398.30¦ 400.20¦ 399.76¦ +----------------------+---------+---------+---------+---------+---------+ ¦ ГКО ¦ 79.73¦ 78.82¦ 78.40¦ 77.57¦ 76.66¦ +----------------------+---------+---------+---------+---------+---------+ ¦ ОФЗ-ПД ¦ 573.89¦ 573.18¦ 572.90¦ 571.96¦ 571.03¦ +----------------------+---------+---------+---------+---------+---------+ ¦ ОФЗ-АД ¦ 734.32¦ 733.44¦ 732.52¦ 731.38¦ 730.19¦ +----------------------+---------+---------+---------+---------+---------+ ¦ ОФЗ-ФД ¦ 431.28¦ 430.86¦ 434.80¦ 434.39¦ 433.32¦ 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