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klimatauto.ru / Ïðî÷åå


Áþëëåòåíü Áàíêà Ðîññèè îò 07.06.2002 ¹ 21
<Èòîãè òîðãîâëè ÃÊÎ, ÎÔÇ è ÎÁÐ>

Îôèöèàëüíàÿ ïóáëèêàöèÿ â ÑÌÈ:
"Âåñòíèê Áàíêà Ðîññèè", ¹ 35, 13.06.2002






ÖÅÍÒÐÀËÜÍÛÉ ÁÀÍÊ ÐÎÑÑÈÈ

ÁÞËËÅÒÅÍÜ
îò 7 èþíÿ 2002 ã. ¹ 21

×àñòü 1

ÈÒÎÃÈ ÒÎÐÃÎÂËÈ ÃÎÑÓÄÀÐÑÒÂÅÍÍÛÌÈ
ÊÐÀÒÊÎÑÐÎ×ÍÛÌÈ ÎÁËÈÃÀÖÈßÌÈ (ÃÊÎ) È ÎÁËÈÃÀÖÈßÌÈ
ÔÅÄÅÐÀËÜÍÎÃÎ ÇÀÉÌÀ (ÎÔÇ)

Òîðãîâëÿ ÃÊÎ ïðè ñóììàðíîì îáúåìå ñäåëîê çà íåäåëþ 1043.649 ìëí. ðóá. ïî íîìèíàëó èìåëà ñëåäóþùèå ïàðàìåòðû:

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¦ Äàòà ¦ Äàòà ¦ Öåíû îáëèãàöèé ¦Äîõîä- ¦Îáîðîò ¦Íîìåð ¦
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¦17.07.02 ¦03.06.02¦98.430¦98.450¦98.450¦ 13.15 ¦ 5.71¦ 21156 ¦
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Òîðãîâëÿ ÎÔÇ ïðè ñóììàðíîì îáúåìå ñäåëîê çà íåäåëþ 4432.689 ìëí. ðóá. ïî íîìèíàëó èìåëà ñëåäóþùèå ïàðàìåòðû:

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¦22.01.03 ¦03.06.02¦ 1.60 ¦ 98.600¦ 98.800¦ 98.800¦ 14.06¦ 5.24¦ 27006¦
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¦ ¦05.06.02¦ 3.10 ¦ 96.400¦ 96.750¦ 96.750¦ 15.01¦ 2.59¦ ¦
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¦ ¦07.06.02¦ 3.20 ¦ 96.635¦ 97.010¦ 96.990¦ 14.49¦ 15.02¦ ¦
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¦08.10.03 ¦03.06.02¦ 2.20 ¦ 95.530¦ 95.530¦ 95.530¦ 14.87¦ 2.00¦ 27011¦
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¦ ¦06.06.02¦ 1.11 ¦ 96.990¦ 97.150¦ 97.130¦ 15.40¦ 75.72¦ ¦
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¦ ¦07.06.02¦ 1.15 ¦ 96.292¦ 96.800¦ 96.800¦ 15.71¦ 13.00¦ ¦
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¦04.08.04 ¦03.06.02¦ 1.07 ¦ 95.010¦ 95.017¦ 95.017¦ 16.17¦ 55.00¦ 27017¦
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¦15.03.05 ¦03.06.02¦ 2.19 ¦ 85.800¦ 86.130¦ 85.800¦ 16.56¦ 3.62¦ 26003¦
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L---------+--------+-------+-------+-------+-------+------+-------+-------


×àñòü 2

ÎÑÍÎÂÍÛÅ ÕÀÐÀÊÒÅÐÈÑÒÈÊÈ ÁËÈÆÀÉØÈÕ ÊÓÏÎÍÍÛÕ ÂÛÏËÀÒ ÏÎ ÎÔÇ

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¦Ðåãèñòð.¦Äàòà âûïëàòû áëèæàéøåãî ¦Äíåé äî¦Êóïîííàÿ¦Ðàçìåð êóïîíà¦
¦ íîìåð ¦ êóïîíà ¦âûïëàòû¦ ñòàâêà ¦ â ðóáëÿõ ¦
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¦ 25028 ¦ 27.11.2002 ¦ 173 ¦ 5.00 ¦ 50.00 ¦
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¦ 25029 ¦ 27.11.2002 ¦ 173 ¦ 5.00 ¦ 50.00 ¦
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¦ 25053 ¦ 25.11.2002 ¦ 171 ¦ 2.00 ¦ 19.95 ¦
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¦ 26001 ¦ 15.03.2003 ¦ 281 ¦ 10.00 ¦ 100.00 ¦
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¦ 26002 ¦ 15.03.2003 ¦ 281 ¦ 10.00 ¦ 100.00 ¦
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¦ 26003 ¦ 15.03.2003 ¦ 281 ¦ 10.00 ¦ 100.00 ¦
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¦ 26032 ¦ 27.11.2002 ¦ 173 ¦ 5.00 ¦ 50.00 ¦
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¦ 26175 ¦ 25.11.2002 ¦ 171 ¦ 2.00 ¦ 19.95 ¦
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¦ 26176 ¦ 26.11.2002 ¦ 172 ¦ 2.00 ¦ 19.95 ¦
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¦ 26177 ¦ 28.11.2002 ¦ 174 ¦ 2.00 ¦ 19.95 ¦
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¦ 26178 ¦ 29.11.2002 ¦ 175 ¦ 2.00 ¦ 19.95 ¦
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¦ 27004 ¦ 19.06.2002 ¦ 12 ¦ 15.00 ¦ 0.37 ¦
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¦ 27005 ¦ 10.07.2002 ¦ 33 ¦ 15.00 ¦ 0.37 ¦
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¦ 27006 ¦ 24.07.2002 ¦ 47 ¦ 15.00 ¦ 0.37 ¦
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¦ 27007 ¦ 07.08.2002 ¦ 61 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 21.08.2002 ¦ 75 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 04.09.2002 ¦ 89 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 19.06.2002 ¦ 12 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 10.07.2002 ¦ 33 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 20.11.2002 ¦ 166 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 04.09.2002 ¦ 89 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 19.06.2002 ¦ 12 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 07.08.2002 ¦ 61 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 21.08.2002 ¦ 75 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 07.08.2002 ¦ 61 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 19.06.2002 ¦ 12 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 24.07.2002 ¦ 47 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 21.08.2002 ¦ 75 ¦ 15.00 ¦ 37.40 ¦
L--------+------------------------+-------+--------+--------------


×àñòü 3

ÎÑÍÎÂÍÛÅ ÕÀÐÀÊÒÅÐÈÑÒÈÊÈ ÎÁÐÀÙÀÞÙÈÕÑß ÂÛÏÓÑÊÎÂ
ÃÊÎ - ÎÔÇ - ÎÁÐ

   ---------T--------T--------T-----T-------T------T--------T----------T---------¬

¦Ðåãèñòð.¦Äàòà ¦Äàòà ¦Ñðîê ¦Êîë-âî ¦Êîë-âî¦ Êîë-âî ¦ Îáúåì ¦Íåðàçìåù.¦
¦ íîìåð ¦ðàçìåùå-¦ïîãàøå- ¦äî ¦òðàíøåé¦äîðàç-¦äîñðî÷í.¦â îáðàù., ¦îñòàòîê, ¦
¦âûïóñêà ¦íèÿ ¦íèÿ ¦ïîãà-¦ (âêë. ¦ìåùå- ¦âûêóïîâ ¦ìëí. ðóá. ¦ìëí. ðóá.¦
¦ ¦ ¦ ¦øåíèÿ¦ îñí.) ¦íèé ¦ ¦ ¦ ¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21156 ¦28.11.01¦17.07.02¦ 40¦ 2 ¦ 9 ¦ ¦ 8271.045¦ 1728.955¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21157 ¦30.01.02¦07.08.02¦ 61¦ 1 ¦ 8 ¦ ¦ 3575.874¦ 424.126¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21158 ¦20.02.02¦21.08.02¦ 75¦ 1 ¦ 3 ¦ ¦ 4678.942¦ 1321.058¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21159 ¦13.03.02¦06.11.02¦ 152¦ 1 ¦ 16 ¦ ¦ 4730.908¦ 1269.092¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21160 ¦22.05.02¦20.11.02¦ 166¦ 1 ¦ 12 ¦ ¦ 3999.424¦ 1000.576¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 173¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 538¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 1263¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 281¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 647¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1012¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 904¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1627¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1992¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2358¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2723¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 103¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 124¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 229¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 243¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 348¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 362¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 467¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 488¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 530¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 726¦ 2 ¦ 51 ¦ ¦ 9198.614¦ 801.386¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 922¦ 2 ¦ 63 ¦ ¦ 7924.919¦ 2075.081¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 607¦ 2 ¦ 54 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 439¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 789¦ 1 ¦ 34 ¦ ¦ 5763.485¦ 1236.515¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 1195¦ 1 ¦ 36 ¦ ¦ 9000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 593¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1622¦ 2 ¦ 13 ¦ ¦ 7364.528¦ 7635.472¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ Èòîãî: ¦ ¦177237.385¦36328.938¦
L--------+-----------------------------------------------+----------+----------


×àñòü 4

ÍÅÊÎÒÎÐÛÅ ÀÍÀËÈÒÈ×ÅÑÊÈÅ ÏÎÊÀÇÀÒÅËÈ, ÕÀÐÀÊÒÅÐÈÇÓÞÙÈÅ
ÐÛÍÎÊ ÃÊÎ - ÎÔÇ - ÎÁÐ

   ---------------------------T---------T---------T--------T--------¬

¦ ¦ 03.06.02¦ 04.06.02¦05.06.02¦06.06.02¦
+--------------------------+---------+---------+--------+--------+
¦1. Èíäèêàòîðû (% ãîäîâûõ):¦ ¦ ¦ ¦ ¦
+--------------------------+---------+---------+--------+--------+
¦à) ðûíî÷íîãî ïîðòôåëÿ <*> ¦ ¦ ¦ ¦ ¦
+--------------------------+---------+---------+--------+--------+
¦ ÃÊÎ ¦ 12.96 ¦ 12.88 ¦ 12.45 ¦ 12.21 ¦
+--------------------------+---------+---------+--------+--------+
¦ ÎÔÇ-ÏÄ ¦ 13.20 ¦ 13.39 ¦ 13.14 ¦ 13.09 ¦
+--------------------------+---------+---------+--------+--------+
¦ ÎÔÇ-ÀÄ ¦ 17.21 ¦ 17.20 ¦ 17.32 ¦ 17.19 ¦
+--------------------------+---------+---------+--------+--------+
¦ ÎÔÇ-ÔÄ ¦ 15.35 ¦ 15.47 ¦ 15.34 ¦ 15.21 ¦
+--------------------------+---------+---------+--------+--------+
¦á) îáîðîòà ðûíêà <**> ¦ ¦ ¦ ¦ ¦
+--------------------------+---------+---------+--------+--------+
¦ ÃÊÎ ¦ 13.63 ¦ 13.67 ¦ 13.08 ¦ 12.98 ¦
+--------------------------+---------+---------+--------+--------+
¦ ÎÔÇ-ÏÄ ¦ 16.20 ¦ 16.86 ¦ 16.47 ¦ 15.77 ¦
+--------------------------+---------+---------+--------+--------+
¦ ÎÔÇ-ÀÄ ¦ 17.21 ¦ 17.20 ¦ 17.32 ¦ 17.19 ¦
+--------------------------+---------+---------+--------+--------+
¦ ÎÔÇ-ÔÄ ¦ 15.80 ¦ 15.87 ¦ 16.01 ¦ 15.47 ¦
+--------------------------+---------+---------+--------+--------+
¦2. Êîýôôèöèåíòû ¦ ¦ ¦ ¦ ¦
¦ îáîðà÷èâàåìîñòè ¦ ¦ ¦ ¦ ¦
+--------------------------+---------+---------+--------+--------+
¦ ÃÊÎ ¦ 0.04 ¦ 0.17 ¦ 3.16 ¦ 0.37 ¦
+--------------------------+---------+---------+--------+--------+
¦ ÎÔÇ-ÏÄ ¦ 0.42 ¦ 0.00 ¦ 0.56 ¦ 0.59 ¦
+--------------------------+---------+---------+--------+--------+
¦ ÎÔÇ-ÀÄ ¦ 0.71 ¦ 3.05 ¦ 1.76 ¦ 1.64 ¦
+--------------------------+---------+---------+--------+--------+
¦ ÎÔÇ-ÔÄ ¦ 0.17 ¦ 0.19 ¦ 1.12 ¦ 0.74 ¦
L--------------------------+---------+---------+--------+---------


   --------------------------------

<*> Ðàññ÷èòûâàåòñÿ êàê ñðåäíÿÿ ïðîñòàÿ äîõîäíîñòü ïî ÃÊÎ è ýôôåêòèâíàÿ äîõîäíîñòü ïî ÎÔÇ, âçâåøåííàÿ ïî ñðîêàì äî ïîãàøåíèÿ è îáúåìàì â îáðàùåíèè.
<**> Ðàññ÷èòûâàåòñÿ êàê ñðåäíÿÿ ïðîñòàÿ äîõîäíîñòü ïî ÃÊÎ è ýôôåêòèâíàÿ äîõîäíîñòü ïî ÎÔÇ, âçâåøåííàÿ ïî ñðîêàì äî ïîãàøåíèÿ è îáîðîòàì âòîðè÷íîãî ðûíêà.

×àñòü 5

ÍÅÊÎÒÎÐÛÅ ÌÀÊÐÎÕÀÐÀÊÒÅÐÈÑÒÈÊÈ ÐÛÍÊÀ ÃÊÎ - ÎÔÇ - ÎÁÐ

   -------------------------T---------T---------T---------T---------¬

¦ ¦ 03.06.02¦ 04.06.02¦ 05.06.02¦ 06.06.02¦
+------------------------+---------+---------+---------+---------+
¦Íîìèíàëüíàÿ ñòîèìîñòü, ¦176635.54¦176872.33¦176228.73¦176722.13¦
¦ìëí. ðóá. ¦ ¦ ¦ ¦ ¦
+------------------------+---------+---------+---------+---------+ ¦
¦ ÃÊÎ ¦ 24327.30¦ 24365.97¦ 25140.97¦ 25230.97¦
+------------------------+---------+---------+---------+---------+
¦ ÎÔÇ-ÏÄ ¦ 2061.17¦ 2061.17¦ 2061.17¦ 2061.17¦
+------------------------+---------+---------+---------+---------+
¦ ÎÔÇ-ÀÄ ¦ 4239.20¦ 4299.74¦ 7119.73¦ 7219.13¦
+------------------------+---------+---------+---------+---------+
¦ ÎÔÇ-ÔÄ ¦146007.88¦146145.46¦141906.86¦142210.86¦
+------------------------+---------+---------+---------+---------+
¦Ðûíî÷íàÿ ñòîèìîñòü, ¦173980.90¦174114.69¦172406.89¦173149.45¦
¦ìëí. ðóá. ¦ ¦ ¦ ¦ ¦
+------------------------+---------+---------+---------+---------+
¦ ÃÊÎ ¦ 23552.50¦ 23591.30¦ 24383.44¦ 24483.36¦
+------------------------+---------+---------+---------+---------+
¦ ÎÔÇ-ÏÄ ¦ 1900.17¦ 1894.48¦ 1903.44¦ 1907.38¦
+------------------------+---------+---------+---------+---------+
¦ ÎÔÇ-ÀÄ ¦ 3837.62¦ 3895.05¦ 6434.67¦ 6547.53¦
+------------------------+---------+---------+---------+---------+
¦ ÎÔÇ-ÔÄ ¦144690.61¦144733.87¦139685.35¦140211.18¦
+------------------------+---------+---------+---------+---------+
¦Äþðàöèÿ <*>, äíåé ¦ 370.20¦ 369.42¦ 404.38¦ 404.12¦
+------------------------+---------+---------+---------+---------+
¦ ÃÊÎ ¦ 90.58¦ 89.71¦ 91.09¦ 90.35¦
+------------------------+---------+---------+---------+---------+
¦ ÎÔÇ-ÏÄ ¦ 583.34¦ 581.37¦ 582.38¦ 581.89¦
+------------------------+---------+---------+---------+---------+
¦ ÎÔÇ-ÀÄ ¦ 751.95¦ 750.57¦ 749.18¦ 746.41¦
+------------------------+---------+---------+---------+---------+
¦ ÎÔÇ-ÔÄ ¦ 402.80¦ 401.98¦ 440.76¦ 440.50¦
L------------------------+---------+---------+---------+----------


   --------------------------------

<*> Ðàññ÷èòûâàåòñÿ êàê ñðåäíèé ñðîê äî ïîãàøåíèÿ, âçâåøåííûé ïî îáúåìàì â îáðàùåíèè.

Äåïàðòàìåíò îïåðàöèé
íà îòêðûòîì ðûíêå
Áàíêà Ðîññèè


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--------------------

Àâòîð ñàéòà - Ñåðãåé Êîìàðîâ, scomm@mail.ru