Закон Определение Положение Постановление Приказ Прочее Распоряжение Решение Указ Устав klimatauto.ru / Прочее Бюллетень Банка России от 24.05.2002 № 19 <Итоги торговли ГКО, ОФЗ и ОБР> Официальная публикация в СМИ: "Вестник Банка России", № 31, 29.05.2002 ЦЕНТРАЛЬНЫЙ БАНК РОССИИ БЮЛЛЕТЕНЬ от 24 мая 2002 г. № 19 Часть 1 ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ) Торговля ГКО при суммарном объеме сделок за неделю 785.423 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 ¦20.05.02¦97.946¦97.980¦97.980¦ 13.08¦ 10.61¦ 21156 ¦ ¦ +--------+------+------+------+--------+-------+ ¦ ¦ ¦22.05.02¦97.980¦97.985¦97.983¦ 13.42¦ 37.46¦ ¦ +---------+--------+------+------+------+--------+-------+-------+ ¦07.08.02 ¦21.05.02¦97.200¦97.200¦97.200¦ 13.48¦ 1.00¦ 21157 ¦ ¦ +--------+------+------+------+--------+-------+ ¦ ¦ ¦22.05.02¦97.333¦97.350¦97.350¦ 12.94¦ 2.00¦ ¦ ¦ +--------+------+------+------+--------+-------+ ¦ ¦ ¦23.05.02¦97.400¦97.400¦97.400¦ 12.82¦ 0.25¦ ¦ ¦ +--------+------+------+------+--------+-------+ ¦ ¦ ¦24.05.02¦97.450¦97.555¦97.500¦ 12.41¦ 10.00¦ ¦ +---------+--------+------+------+------+--------+-------+-------+ ¦21.08.02 ¦21.05.02¦96.430¦96.639¦96.639¦ 13.80¦ 0.78¦ 21158 ¦ ¦ +--------+------+------+------+--------+-------+ ¦ ¦ ¦22.05.02¦96.850¦96.850¦96.850¦ 13.05¦ 2.13¦ ¦ ¦ +--------+------+------+------+--------+-------+ ¦ ¦ ¦23.05.02¦96.890¦96.980¦96.980¦ 12.93¦ 0.10¦ ¦ ¦ +--------+------+------+------+--------+-------+ ¦ ¦ ¦24.05.02¦96.940¦96.990¦96.980¦ 12.77¦ 31.58¦ ¦ +---------+--------+------+------+------+--------+-------+-------+ ¦06.11.02 ¦20.05.02¦93.745¦93.801¦93.790¦ 14.22¦ 11.91¦ 21159 ¦ ¦ +--------+------+------+------+--------+-------+ ¦ ¦ ¦21.05.02¦93.801¦93.833¦93.830¦ 14.20¦ 53.42¦ ¦ ¦ +--------+------+------+------+--------+-------+ ¦ ¦ ¦22.05.02¦93.900¦93.930¦93.930¦ 14.10¦ 10.13¦ ¦ ¦ +--------+------+------+------+--------+-------+ ¦ ¦ ¦23.05.02¦94.150¦94.150¦94.150¦ 13.58¦ 0.16¦ ¦ ¦ +--------+------+------+------+--------+-------+ ¦ ¦ ¦24.05.02¦94.200¦94.300¦94.300¦ 13.44¦ 4.01¦ ¦ +---------+--------+------+------+------+--------+-------+-------+ ¦20.11.02 ¦23.05.02¦93.430¦93.486¦93.486¦ 14.09¦ 135.00¦ 21160 ¦ ¦ +--------+------+------+------+--------+-------+ ¦ ¦ ¦24.05.02¦93.520¦93.552¦93.552¦ 14.01¦ 474.88¦ ¦ L---------+--------+------+------+------+--------+-------+-------- Торговля ОФЗ при суммарном объеме сделок за неделю 5566.591 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)¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦22.05.02 ¦20.05.02¦ 3.60 ¦100.000¦100.010¦100.010¦ 19.25¦ 40.69¦ 27002¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦21.05.02¦ 3.70 ¦ 99.902¦ 99.902¦ 99.902¦ 41.21¦ 0.00¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦05.06.02 ¦20.05.02¦ 3.00 ¦100.100¦100.100¦100.100¦ 14.15¦ 30.57¦ 27003¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦22.05.02¦ 3.10 ¦100.099¦100.149¦100.111¦ 13.17¦ 4.21¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦23.05.02¦ 3.20 ¦100.000¦100.099¦100.060¦ 12.37¦ 201.84¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦24.05.02¦ 3.20 ¦100.050¦100.100¦100.070¦ 13.37¦ 496.33¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦18.09.02 ¦20.05.02¦ 2.50 ¦100.251¦100.600¦100.500¦ 13.99¦ 6.13¦ 27004¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦21.05.02¦ 2.50 ¦100.300¦100.600¦100.600¦ 13.79¦ 3.24¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦22.05.02¦ 2.60 ¦100.400¦100.510¦100.510¦ 13.80¦ 3.83¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦23.05.02¦ 2.60 ¦100.300¦100.500¦100.500¦ 13.89¦ 22.71¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦24.05.02¦ 2.60 ¦100.451¦100.490¦100.490¦ 14.05¦ 10.55¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦09.10.02 ¦20.05.02¦ 1.60 ¦ 99.200¦ 99.300¦ 99.300¦ 14.53¦ 8.49¦ 27005¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦21.05.02¦ 1.70 ¦ 99.300¦ 99.400¦ 99.300¦ 13.96¦ 3.00¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦22.05.02¦ 1.70 ¦ 99.390¦ 99.450¦ 99.450¦ 13.95¦ 33.61¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦23.05.02¦ 1.70 ¦ 99.360¦ 99.455¦ 99.451¦ 13.99¦ 35.52¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦24.05.02¦ 1.80 ¦ 99.440¦ 99.480¦ 99.480¦ 13.77¦ 21.90¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦22.01.03 ¦20.05.02¦ 1.10 ¦ 98.050¦ 98.060¦ 98.060¦ 15.11¦ 1.11¦ 27006¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦21.05.02¦ 1.10 ¦ 98.310¦ 98.399¦ 98.340¦ 14.66¦ 6.41¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦22.05.02¦ 1.10 ¦ 98.300¦ 98.550¦ 98.300¦ 14.51¦ 31.57¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦23.05.02¦ 1.20 ¦ 98.360¦ 98.998¦ 98.450¦ 14.40¦ 19.44¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦24.05.02¦ 1.20 ¦ 98.400¦ 98.520¦ 98.410¦ 14.47¦ 29.56¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦05.02.03 ¦20.05.02¦ 0.50 ¦ 98.000¦ 98.100¦ 98.100¦ 15.19¦ 3.82¦ 27007¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦21.05.02¦ 0.50 ¦ 98.205¦ 98.300¦ 98.205¦ 14.87¦ 9.20¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦22.05.02¦ 0.60 ¦ 98.200¦ 98.455¦ 98.310¦ 14.67¦ 3.79¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦23.05.02¦ 0.60 ¦ 98.360¦ 98.600¦ 98.400¦ 14.64¦ 9.57¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦24.05.02¦ 0.70 ¦ 98.360¦ 98.450¦ 98.400¦ 14.57¦ 15.19¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦15.03.03 ¦21.05.02¦ 1.84 ¦ 95.500¦ 96.000¦ 96.000¦ 15.62¦ 0.08¦ 26001¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦23.05.02¦ 1.89 ¦ 96.100¦ 96.250¦ 96.160¦ 15.18¦ 4.75¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦21.05.03 ¦20.05.02¦ 3.60 ¦ 97.100¦ 97.200¦ 97.200¦ 15.24¦ 11.01¦ 27008¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦21.05.02¦ 3.70 ¦ 97.030¦ 97.281¦ 97.281¦ 15.11¦ 14.58¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦22.05.02¦ 0.00 ¦ 97.150¦ 97.320¦ 97.320¦ 15.11¦ 9.26¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦23.05.02¦ 0.00 ¦ 97.320¦ 97.500¦ 97.400¦ 14.97¦ 23.03¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦24.05.02¦ 0.10 ¦ 97.350¦ 97.499¦ 97.350¦ 14.79¦ 19.84¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦04.06.03 ¦20.05.02¦ 3.00 ¦ 97.010¦ 97.145¦ 97.140¦ 15.32¦ 19.15¦ 27009¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦21.05.02¦ 3.10 ¦ 97.100¦ 97.180¦ 97.180¦ 15.21¦ 3.30¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦22.05.02¦ 3.10 ¦ 97.171¦ 97.289¦ 97.289¦ 15.12¦ 2.33¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦23.05.02¦ 3.20 ¦ 97.200¦ 97.350¦ 97.215¦ 15.01¦ 1.28¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦24.05.02¦ 3.20 ¦ 97.300¦ 97.480¦ 97.401¦ 14.96¦ 6.82¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦20.08.03 ¦22.05.02¦ 0.00 ¦ 98.300¦ 99.020¦ 99.000¦ 15.17¦ 2.61¦ 27016¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦23.05.02¦ 0.04 ¦ 98.500¦ 99.200¦ 99.200¦ 14.73¦ 2.54¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦17.09.03 ¦20.05.02¦ 2.50 ¦ 96.050¦ 96.110¦ 96.110¦ 15.39¦ 9.81¦ 27010¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦21.05.02¦ 2.50 ¦ 96.000¦ 96.194¦ 96.050¦ 15.34¦ 1.10¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦22.05.02¦ 2.60 ¦ 96.100¦ 96.240¦ 96.240¦ 15.26¦ 0.20¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦23.05.02¦ 2.60 ¦ 96.100¦ 96.250¦ 96.250¦ 15.32¦ 6.35¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦24.05.02¦ 2.60 ¦ 96.200¦ 96.500¦ 96.300¦ 15.20¦ 10.19¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦08.10.03 ¦20.05.02¦ 1.60 ¦ 94.550¦ 95.000¦ 95.000¦ 15.58¦ 2.87¦ 27011¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦21.05.02¦ 1.70 ¦ 94.900¦ 95.298¦ 95.080¦ 15.28¦ 4.92¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦22.05.02¦ 1.70 ¦ 95.150¦ 95.489¦ 95.489¦ 15.24¦ 1.18¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦23.05.02¦ 1.70 ¦ 95.150¦ 95.500¦ 95.250¦ 15.15¦ 8.36¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦24.05.02¦ 1.80 ¦ 95.000¦ 95.350¦ 95.000¦ 15.07¦ 5.02¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦19.11.03 ¦20.05.02¦ 4.90 ¦ 93.646¦ 94.000¦ 93.646¦ 15.45¦ 2.02¦ 27012¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦21.05.02¦ 5.00 ¦ 93.298¦ 93.670¦ 93.670¦ 15.69¦ 0.06¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦22.05.02¦ 0.00 ¦ 93.400¦ 93.990¦ 93.850¦ 15.26¦ 15.26¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦23.05.02¦ 0.00 ¦ 93.890¦ 93.990¦ 93.890¦ 15.23¦ 16.51¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦24.05.02¦ 0.10 ¦ 93.510¦ 93.800¦ 93.550¦ 15.47¦ 13.16¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦21.01.04 ¦20.05.02¦ 1.10 ¦ 93.500¦ 93.700¦ 93.700¦ 15.76¦ 1.49¦ 28001¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦21.05.02¦ 1.10 ¦ 93.300¦ 93.402¦ 93.300¦ 16.04¦ 2.79¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦22.05.02¦ 1.10 ¦ 93.500¦ 93.810¦ 93.510¦ 15.75¦ 10.66¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦23.05.02¦ 1.20 ¦ 93.501¦ 93.800¦ 93.700¦ 15.82¦ 4.75¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦24.05.02¦ 1.20 ¦ 93.600¦ 93.759¦ 93.601¦ 15.78¦ 7.22¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦04.02.04 ¦20.05.02¦ 0.46 ¦ 95.990¦ 95.993¦ 95.993¦ 16.20¦ 16.07¦ 27015¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦21.05.02¦ 0.50 ¦ 95.990¦ 96.002¦ 95.990¦ 16.19¦ 60.22¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦22.05.02¦ 0.54 ¦ 96.100¦ 96.256¦ 96.256¦ 16.01¦ 207.10¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦23.05.02¦ 0.58 ¦ 95.950¦ 96.350¦ 96.350¦ 15.96¦1253.91¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦24.05.02¦ 0.61 ¦ 96.360¦ 96.406¦ 96.406¦ 15.89¦ 273.12¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦15.03.04 ¦24.05.02¦ 1.92 ¦ 91.600¦ 91.600¦ 91.600¦ 15.60¦ 3.08¦ 26002¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦02.06.04 ¦20.05.02¦ 2.88 ¦ 94.855¦ 94.878¦ 94.878¦ 16.51¦ 38.00¦ 27013¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦21.05.02¦ 2.92 ¦ 94.886¦ 95.033¦ 94.897¦ 16.49¦ 120.03¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦22.05.02¦ 2.95 ¦ 95.040¦ 95.255¦ 95.255¦ 16.32¦ 56.00¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦23.05.02¦ 2.99 ¦ 95.170¦ 95.285¦ 95.285¦ 16.25¦ 166.80¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦24.05.02¦ 3.03 ¦ 94.430¦ 95.352¦ 95.352¦ 16.21¦ 272.82¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦04.08.04 ¦20.05.02¦ 0.49 ¦ 94.455¦ 94.471¦ 94.471¦ 16.53¦ 25.00¦ 27017¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦21.05.02¦ 0.53 ¦ 94.480¦ 94.480¦ 94.480¦ 16.52¦ 0.59¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦22.05.02¦ 0.58 ¦ 94.580¦ 94.737¦ 94.737¦ 16.39¦ 189.76¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦23.05.02¦ 0.62 ¦ 94.710¦ 94.805¦ 94.805¦ 16.33¦ 207.16¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦24.05.02¦ 0.66 ¦ 94.810¦ 94.852¦ 94.850¦ 16.29¦ 270.77¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦15.12.04 ¦20.05.02¦ 2.34 ¦ 93.385¦ 93.401¦ 93.401¦ 16.63¦ 34.50¦ 27014¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦21.05.02¦ 2.38 ¦ 93.390¦ 93.450¦ 93.390¦ 16.63¦ 14.42¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦22.05.02¦ 2.42 ¦ 93.450¦ 93.746¦ 93.746¦ 16.50¦ 57.24¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦23.05.02¦ 2.46 ¦ 93.650¦ 93.823¦ 93.823¦ 16.40¦ 236.50¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦24.05.02¦ 2.49 ¦ 93.830¦ 93.843¦ 93.843¦ 16.39¦ 288.10¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦15.03.05 ¦20.05.02¦ 1.81 ¦ 84.050¦ 84.100¦ 84.100¦ 17.58¦ 0.44¦ 26003¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦21.05.02¦ 1.84 ¦ 84.150¦ 84.150¦ 84.150¦ 17.54¦ 0.02¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦22.05.02¦ 1.86 ¦ 85.500¦ 85.500¦ 85.500¦ 16.82¦ 0.00¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦23.05.02¦ 1.89 ¦ 85.400¦ 85.400¦ 85.400¦ 16.88¦ 0.02¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦24.05.02¦ 1.92 ¦ 85.400¦ 85.400¦ 85.400¦ 16.89¦ 0.20¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦14.09.05 ¦20.05.02¦ 2.51 ¦ 92.045¦ 92.460¦ 92.145¦ 17.15¦ 126.18¦ 27018¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦21.05.02¦ 2.55 ¦ 92.137¦ 92.146¦ 92.140¦ 17.15¦ 30.24¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦22.05.02¦ 2.59 ¦ 92.220¦ 92.998¦ 92.420¦ 17.05¦ 96.12¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦23.05.02¦ 2.63 ¦ 92.390¦ 92.460¦ 92.456¦ 17.01¦ 139.23¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦24.05.02¦ 2.67 ¦ 92.490¦ 92.590¦ 92.590¦ 16.96¦ 86.19¦ ¦ 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 ¦ 187 ¦ 5.00¦ 50.00¦ +--------+------------------------+-------+--------+-------------+ ¦ 25029 ¦ 27.11.2002 ¦ 187 ¦ 5.00¦ 50.00¦ +--------+------------------------+-------+--------+-------------+ ¦ 25053 ¦ 25.11.2002 ¦ 185 ¦ 2.00¦ 19.95¦ +--------+------------------------+-------+--------+-------------+ ¦ 26001 ¦ 15.03.2003 ¦ 295 ¦ 10.00¦ 100.00¦ +--------+------------------------+-------+--------+-------------+ ¦ 26002 ¦ 15.03.2003 ¦ 295 ¦ 10.00¦ 100.00¦ +--------+------------------------+-------+--------+-------------+ ¦ 26003 ¦ 15.03.2003 ¦ 295 ¦ 10.00¦ 100.00¦ +--------+------------------------+-------+--------+-------------+ ¦ 26032 ¦ 27.11.2002 ¦ 187 ¦ 5.00¦ 50.00¦ +--------+------------------------+-------+--------+-------------+ ¦ 26175 ¦ 25.11.2002 ¦ 185 ¦ 2.00¦ 19.95¦ +--------+------------------------+-------+--------+-------------+ ¦ 26176 ¦ 26.11.2002 ¦ 186 ¦ 2.00¦ 19.95¦ +--------+------------------------+-------+--------+-------------+ ¦ 26177 ¦ 28.11.2002 ¦ 188 ¦ 2.00¦ 19.95¦ +--------+------------------------+-------+--------+-------------+ ¦ 26178 ¦ 29.11.2002 ¦ 189 ¦ 2.00¦ 19.95¦ +--------+------------------------+-------+--------+-------------+ ¦ 27003 ¦ 05.06.2002 ¦ 12 ¦ 15.00¦ 0.37¦ +--------+------------------------+-------+--------+-------------+ ¦ 27004 ¦ 19.06.2002 ¦ 26 ¦ 15.00¦ 0.37¦ +--------+------------------------+-------+--------+-------------+ ¦ 27005 ¦ 10.07.2002 ¦ 47 ¦ 15.00¦ 0.37¦ +--------+------------------------+-------+--------+-------------+ ¦ 27006 ¦ 24.07.2002 ¦ 61 ¦ 15.00¦ 0.37¦ +--------+------------------------+-------+--------+-------------+ ¦ 27007 ¦ 07.08.2002 ¦ 75 ¦ 15.00¦ 0.37¦ +--------+------------------------+-------+--------+-------------+ ¦ 27008 ¦ 21.08.2002 ¦ 89 ¦ 15.00¦ 0.37¦ +--------+------------------------+-------+--------+-------------+ ¦ 27009 ¦ 05.06.2002 ¦ 12 ¦ 15.00¦ 0.37¦ +--------+------------------------+-------+--------+-------------+ ¦ 27010 ¦ 19.06.2002 ¦ 26 ¦ 15.00¦ 0.37¦ +--------+------------------------+-------+--------+-------------+ ¦ 27011 ¦ 10.07.2002 ¦ 47 ¦ 15.00¦ 0.37¦ +--------+------------------------+-------+--------+-------------+ ¦ 27012 ¦ 20.11.2002 ¦ 180 ¦ 10.00¦ 0.50¦ +--------+------------------------+-------+--------+-------------+ ¦ 27013 ¦ 05.06.2002 ¦ 12 ¦ 14.00¦ 34.90¦ +--------+------------------------+-------+--------+-------------+ ¦ 27014 ¦ 19.06.2002 ¦ 26 ¦ 14.00¦ 34.90¦ +--------+------------------------+-------+--------+-------------+ ¦ 27015 ¦ 07.08.2002 ¦ 75 ¦ 14.00¦ 34.90¦ +--------+------------------------+-------+--------+-------------+ ¦ 27016 ¦ 21.08.2002 ¦ 89 ¦ 15.00¦ 37.40¦ +--------+------------------------+-------+--------+-------------+ ¦ 27017 ¦ 07.08.2002 ¦ 75 ¦ 15.00¦ 37.40¦ +--------+------------------------+-------+--------+-------------+ ¦ 27018 ¦ 19.06.2002 ¦ 26 ¦ 15.00¦ 37.40¦ +--------+------------------------+-------+--------+-------------+ ¦ 28001 ¦ 24.07.2002 ¦ 61 ¦ 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 ¦ ¦ ¦ ¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 21156 ¦28.11.01¦17.07.02¦ 54¦ 2 ¦ 9 ¦ ¦ 8271.045¦ 1728.955¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 21157 ¦30.01.02¦07.08.02¦ 75¦ 1 ¦ 8 ¦ ¦ 3575.874¦ 424.126¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 21158 ¦20.02.02¦21.08.02¦ 89¦ 1 ¦ 3 ¦ ¦ 4678.942¦ 1321.058¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 21159 ¦13.03.02¦06.11.02¦ 166¦ 1 ¦ 16 ¦ ¦ 4730.908¦ 1269.092¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 21160 ¦22.05.02¦20.11.02¦ 180¦ 1 ¦ 2 ¦ ¦ 2653.890¦ 2346.110¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 25028 ¦27.11.98¦27.11.02¦ 187¦ ¦ ¦ ¦ 163.722¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 25029 ¦27.11.98¦27.11.03¦ 552¦ ¦ ¦ ¦ 163.722¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 25053 ¦26.12.00¦21.11.05¦ 1277¦ ¦ ¦ ¦ 5.036¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 26001 ¦15.03.97¦15.03.03¦ 295¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 26002 ¦15.03.97¦15.03.04¦ 661¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 26003 ¦15.03.97¦15.03.05¦ 1026¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 26032 ¦27.11.98¦27.11.04¦ 918¦ ¦ ¦ ¦ 163.722¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 26175 ¦26.12.00¦20.11.06¦ 1641¦ ¦ ¦ ¦ 5.036¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 26176 ¦26.12.00¦20.11.07¦ 2006¦ ¦ ¦ ¦ 5.036¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 26177 ¦26.12.00¦20.11.08¦ 2372¦ ¦ ¦ ¦ 5.035¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 26178 ¦26.12.00¦20.11.09¦ 2737¦ ¦ ¦ ¦ 5.035¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27003 ¦19.08.98¦05.06.02¦ 12¦ ¦ ¦ ¦ 9542.319¦ 446.431¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27004 ¦19.08.98¦18.09.02¦ 117¦ ¦ ¦ ¦ 9542.319¦ 446.431¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27005 ¦19.08.98¦09.10.02¦ 138¦ ¦ ¦ ¦ 9542.319¦ 446.431¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27006 ¦19.08.98¦22.01.03¦ 243¦ ¦ ¦ ¦ 9542.319¦ 446.431¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27007 ¦19.08.98¦05.02.03¦ 257¦ ¦ ¦ ¦ 9542.319¦ 446.431¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27008 ¦19.08.98¦21.05.03¦ 362¦ ¦ ¦ ¦ 9542.319¦ 446.431¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27009 ¦19.08.98¦04.06.03¦ 376¦ ¦ ¦ ¦ 9542.319¦ 446.431¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27010 ¦19.08.98¦17.09.03¦ 481¦ ¦ ¦ ¦ 9542.319¦ 446.431¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27011 ¦19.08.98¦08.10.03¦ 502¦ ¦ ¦ ¦ 9542.319¦ 446.431¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27012 ¦14.11.99¦19.11.03¦ 544¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27013 ¦06.06.01¦02.06.04¦ 740¦ 1 ¦ 44 ¦ ¦ 4410.930¦ 589.070¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27014 ¦11.07.01¦15.12.04¦ 936¦ 2 ¦ 53 ¦ ¦ 6326.860¦ 3673.140¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27015 ¦08.08.01¦04.02.04¦ 621¦ 2 ¦ 47 ¦ ¦ 9167.015¦ 832.985¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27016 ¦21.11.01¦20.08.03¦ 453¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27017 ¦06.02.02¦04.08.04¦ 803¦ 1 ¦ 24 ¦ ¦ 4020.508¦ 2979.492¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27018 ¦20.03.02¦14.09.05¦ 1209¦ 1 ¦ 36 ¦ ¦ 9000.000¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 28001 ¦19.08.98¦21.01.04¦ 607¦ ¦ ¦ ¦ 9542.319¦ 446.431¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 45001 ¦22.05.02¦15.11.06¦ 1636¦ 1 ¦ 3 ¦ ¦ 3406.874¦ 6593.126¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦Итого: ¦ ¦172514.812¦41040.263¦ L--------+-----------------------------------------------+----------+---------- Часть 4 НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ РЫНОК ГКО - ОФЗ - ОБР ---------------------------T--------T--------T--------T--------T--------¬ ¦ ¦20.05.02¦21.05.02¦22.05.02¦23.05.02¦24.05.02¦ +--------------------------+--------+--------+--------+--------+--------+ ¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦ ГКО ¦ 13.68 ¦ 15.33 ¦ 13.67 ¦ 13.36 ¦ 13.26 ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦ ОФЗ-ПД ¦ 13.74 ¦ 13.74 ¦ 13.29 ¦ 13.31 ¦ 13.37 ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦ ОФЗ-АД ¦ 0.00 ¦ 0.00 ¦ 17.40 ¦ 17.29 ¦ 17.28 ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦ ОФЗ-ФД ¦ 15.87 ¦ 15.86 ¦ 15.72 ¦ 15.67 ¦ 15.65 ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦ ГКО ¦ 13.94 ¦ 14.19 ¦ 13.65 ¦ 14.09 ¦ 13.95 ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦ ОФЗ-ПД ¦ 17.58 ¦ 16.34 ¦ 16.82 ¦ 15.20 ¦ 15.71 ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦ ОФЗ-АД ¦ 0.00 ¦ 0.00 ¦ 17.40 ¦ 17.29 ¦ 17.28 ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦ ОФЗ-ФД ¦ 16.76 ¦ 16.45 ¦ 16.35 ¦ 16.17 ¦ 16.22 ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦ ¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦ ГКО ¦ 0.11 ¦ 0.25 ¦ 0.22 ¦ 0.56 ¦ 2.12 ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦ ОФЗ-ПД ¦ 0.02 ¦ 0.01 ¦ 0.00 ¦ 0.25 ¦ 0.16 ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦ ОФЗ-АД ¦ 0.00 ¦ 0.00 ¦ 13.54 ¦ 4.94 ¦ 7.34 ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦ ОФЗ-ФД ¦ 0.25 ¦ 0.18 ¦ 0.51 ¦ 1.64 ¦ 1.28 ¦ 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---------¬ ¦ ¦ 20.05.02¦ 21.05.02¦ 22.05.02¦ 23.05.02¦ 24.05.02¦ +----------------------+---------+---------+---------+---------+---------+ ¦Номинальная стоимость,¦172234.31¦172418.16¦168458.42¦170693.74¦172514.81¦ ¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦ +----------------------+---------+---------+---------+---------+---------+ ¦ ¦ ГКО ¦ 21230.06¦ 21256.77¦ 23300.78¦ 23435.78¦ 23910.66¦ +----------------------+---------+---------+---------+---------+---------+ ¦ ОФЗ-ПД ¦ 2061.17¦ 2061.17¦ 2061.17¦ 2061.17¦ 2061.17¦ +----------------------+---------+---------+---------+---------+---------+ ¦ ОФЗ-АД ¦ 0.00¦ 0.00¦ 3001.81¦ 3156.87¦ 3406.87¦ +----------------------+---------+---------+---------+---------+---------+ ¦ ОФЗ-ФД ¦148943.08¦149100.22¦140094.65¦142039.91¦143136.11¦ +----------------------+---------+---------+---------+---------+---------+ ¦Рыночная стоимость, ¦ ¦ ¦ ¦ ¦ ¦ ¦млн. руб. ¦169971.58¦170288.04¦164780.58¦167087.33¦168928.45¦ +----------------------+---------+---------+---------+---------+---------+ ¦ ГКО ¦ 20502.32¦ 20539.09¦ 22466.34¦ 22612.31¦ 23069.63¦ +----------------------+---------+---------+---------+---------+---------+ ¦ ОФЗ-ПД ¦ 1869.69¦ 1871.70¦ 1887.46¦ 1887.29¦ 1887.79¦ +----------------------+---------+---------+---------+---------+---------+ ¦ ОФЗ-АД ¦ 0.00¦ 0.00¦ 2690.58¦ 2838.98¦ 3066.05¦ +----------------------+---------+---------+---------+---------+---------+ ¦ ОФЗ-ФД ¦147599.57¦147877.26¦137736.20¦139748.75¦140904.98¦ +----------------------+---------+---------+---------+---------+---------+ ¦Дюрация <*>, дней ¦ 343.02¦ 342.17¦ 370.27¦ 372.48¦ 373.51¦ +----------------------+---------+---------+---------+---------+---------+ ¦ ГКО ¦ 93.36¦ 92.47¦ 99.16¦ 98.66¦ 99.26¦ +----------------------+---------+---------+---------+---------+---------+ ¦ ОФЗ-ПД ¦ 588.65¦ 588.06¦ 590.56¦ 589.54¦ 588.81¦ +----------------------+---------+---------+---------+---------+---------+ ¦ ОФЗ-АД ¦ 0.00¦ 0.00¦ 764.57¦ 763.48¦ 762.21¦ +----------------------+---------+---------+---------+---------+---------+ ¦ ОФЗ-ФД ¦ 374.58¦ 373.73¦ 403.77¦ 405.91¦ 407.07¦ 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