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klimatauto.ru / Ïðî÷åå


Áþëëåòåíü Áàíêà Ðîññèè îò 11.10.2002 ¹ 39
<Èòîãè òîðãîâëè ÃÊÎ, ÎÔÇ è ÎÁÐ>

Îôèöèàëüíàÿ ïóáëèêàöèÿ â ÑÌÈ:
"Âåñòíèê Áàíêà Ðîññèè", ¹ 54, 16.10.2002






ÖÅÍÒÐÀËÜÍÛÉ ÁÀÍÊ ÐÎÑÑÈÈ

ÁÞËËÅÒÅÍÜ
îò 11 îêòÿáðÿ 2002 ã. ¹ 39

×àñòü 1

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

Òîðãîâëÿ ÃÊÎ ïðè ñóììàðíîì îáúåìå ñäåëîê çà íåäåëþ 1112.355 ìëí. ðóá. ïî íîìèíàëó èìåëà ñëåäóþùèå ïàðàìåòðû:

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Òîðãîâëÿ ÎÔÇ ïðè ñóììàðíîì îáúåìå ñäåëîê çà íåäåëþ 6745.345 ìëí. ðóá. ïî íîìèíàëó èìåëà ñëåäóþùèå ïàðàìåòðû:

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×àñòü 2

ÎÑÍÎÂÍÛÅ ÕÀÐÀÊÒÅÐÈÑÒÈÊÈ ÁËÈÆÀÉØÈÕ ÊÓÏÎÍÍÛÕ ÂÛÏËÀÒ ÏÎ ÎÔÇ

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¦ 25053 ¦ 25.11.2002 ¦ 45 ¦ 2.00 ¦ 19.95 ¦
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¦ 26001 ¦ 15.03.2003 ¦ 155 ¦ 10.00 ¦ 100.00 ¦
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¦ 26002 ¦ 15.03.2003 ¦ 155 ¦ 10.00 ¦ 100.00 ¦
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¦ 26003 ¦ 15.03.2003 ¦ 155 ¦ 10.00 ¦ 100.00 ¦
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¦ 26032 ¦ 27.11.2002 ¦ 47 ¦ 5.00 ¦ 50.00 ¦
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¦ 26175 ¦ 25.11.2002 ¦ 45 ¦ 2.00 ¦ 19.95 ¦
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¦ 26177 ¦ 28.11.2002 ¦ 48 ¦ 2.00 ¦ 19.95 ¦
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¦ 26178 ¦ 29.11.2002 ¦ 49 ¦ 2.00 ¦ 19.95 ¦
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+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 06.11.2002 ¦ 26 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 20.11.2002 ¦ 40 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 04.12.2002 ¦ 54 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 18.12.2002 ¦ 68 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 08.01.2003 ¦ 89 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 20.11.2002 ¦ 40 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 04.12.2002 ¦ 54 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 18.12.2002 ¦ 68 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 06.11.2002 ¦ 26 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 20.11.2002 ¦ 40 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 06.11.2002 ¦ 26 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 18.12.2002 ¦ 68 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 22.01.2003 ¦ 103 ¦ 15.00 ¦ 43.15 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 23.10.2002 ¦ 12 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 20.11.2002 ¦ 40 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 18.12.2002 ¦ 68 ¦ 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 ¦ ¦ ¦ ¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21159 ¦13.03.02¦06.11.02¦ 26¦ 1 ¦ 28 ¦ ¦ 5072.010¦ 927.990¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21160 ¦22.05.02¦20.11.02¦ 40¦ 1 ¦ 34 ¦ ¦ 4792.449¦ 207.551¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21161 ¦17.07.02¦05.03.03¦ 145¦ 2 ¦ 10 ¦ ¦ 6812.778¦ 2187.222¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21162 ¦04.09.02¦02.04.03¦ 173¦ 1 ¦ 5 ¦ ¦ 3712.150¦ 287.850¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 47¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 412¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 1137¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 155¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 521¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 886¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 778¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1501¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1866¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2232¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2597¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 103¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 117¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 222¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 236¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 341¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 362¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 404¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 600¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 496¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 481¦ 2 ¦ 54 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 313¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 663¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 1069¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 922¦ 1 ¦ 1 ¦ ¦ 6000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 467¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1496¦ 4 ¦ 50 ¦ ¦ 21315.118¦ 4684.882¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 2161¦ 1 ¦ 16 ¦ ¦ 6299.987¦ 700.013¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Èòîãî: ¦ ¦198649.500¦26939.322¦
L--------+-----------------------------------------------+----------+----------


×àñòü 4

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

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

¦ ¦07.10.02¦08.10.02¦09.10.02¦10.10.02¦11.10.02¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Èíäèêàòîðû (% ãîäîâûõ):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦à) ðûíî÷íîãî ïîðòôåëÿ <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ÃÊÎ ¦ 13.19 ¦ 13.28 ¦ 12.86 ¦ 12.78 ¦ 12.78 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ÎÔÇ-ÏÄ ¦ 13.18 ¦ 13.20 ¦ 13.07 ¦ 13.07 ¦ 12.94 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ÎÔÇ-ÀÄ ¦ 16.96 ¦ 16.96 ¦ 16.89 ¦ 16.80 ¦ 16.78 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ÎÔÇ-ÔÄ ¦ 14.61 ¦ 14.65 ¦ 14.61 ¦ 14.58 ¦ 14.61 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦á) îáîðîòà ðûíêà <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ÃÊÎ ¦ 12.46 ¦ 12.81 ¦ 12.63 ¦ 12.66 ¦ 12.10 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ÎÔÇ-ÏÄ ¦ 15.21 ¦ 16.11 ¦ 15.62 ¦ 15.20 ¦ 15.69 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ÎÔÇ-ÀÄ ¦ 17.19 ¦ 17.18 ¦ 16.89 ¦ 16.80 ¦ 16.73 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ÎÔÇ-ÔÄ ¦ 14.43 ¦ 14.36 ¦ 14.44 ¦ 14.94 ¦ 14.52 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Êîýôôèöèåíòû ¦ ¦ ¦ ¦ ¦ ¦
¦ îáîðà÷èâàåìîñòè ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ÃÊÎ ¦ 1.41 ¦ 1.15 ¦ 0.72 ¦ 1.73 ¦ 0.53 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ÎÔÇ-ÏÄ ¦ 0.00 ¦ 0.09 ¦ 1.28 ¦ 0.03 ¦ 2.11 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ÎÔÇ-ÀÄ ¦ 1.58 ¦ 1.55 ¦ 5.41 ¦ 1.56 ¦ 2.47 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ÎÔÇ-ÔÄ ¦ 0.53 ¦ 0.44 ¦ 0.26 ¦ 0.72 ¦ 0.33 ¦
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---------T---------¬

¦ ¦ 07.10.02¦ 08.10.02¦ 09.10.02¦ 10.10.02¦ 11.10.02¦
+----------------------+---------+---------+---------+---------+---------+
¦Íîìèíàëüíàÿ ñòîèìîñòü,¦196050.45¦196382.27¦197081.00¦198237.39¦198649.50¦
¦ìëí. ðóá. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ÃÊÎ ¦ 20381.24¦ 20381.24¦ 20381.24¦ 20389.39¦ 20389.39¦
+----------------------+---------+---------+---------+---------+---------+
¦ ÎÔÇ-ÏÄ ¦ 2061.17¦ 2061.17¦ 2061.17¦ 2061.17¦ 2061.17¦
+----------------------+---------+---------+---------+---------+---------+
¦ ÎÔÇ-ÀÄ ¦ 21481.88¦ 21813.71¦ 26795.52¦ 27203.00¦ 27615.11¦
+----------------------+---------+---------+---------+---------+---------+
¦ ÎÔÇ-ÔÄ ¦152126.16¦152126.16¦147843.07¦148583.84¦148583.84¦
+----------------------+---------+---------+---------+---------+---------+
¦Ðûíî÷íàÿ ñòîèìîñòü, ¦192133.38¦192446.91¦192364.91¦193665.77¦194082.44¦
¦ìëí. ðóá. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ÃÊÎ ¦ 19681.67¦ 19683.95¦ 19711.67¦ 19730.00¦ 19736.86¦
+----------------------+---------+---------+---------+---------+---------+
¦ ÎÔÇ-ÏÄ ¦ 1996.25¦ 1996.16¦ 2000.99¦ 2001.89¦ 2006.61¦
+----------------------+---------+---------+---------+---------+---------+
¦ ÎÔÇ-ÀÄ ¦ 19490.13¦ 19783.56¦ 24418.57¦ 24855.02¦ 25253.04¦
+----------------------+---------+---------+---------+---------+---------+
¦ ÎÔÇ-ÔÄ ¦150965.34¦150983.23¦146233.69¦147078.85¦147085.94¦
+----------------------+---------+---------+---------+---------+---------+
¦Äþðàöèÿ <*>, äíåé ¦ 438.53¦ 438.83¦ 483.34¦ 484.89¦ 485.01¦
+----------------------+---------+---------+---------+---------+---------+
¦ ÃÊÎ ¦ 98.39¦ 97.38¦ 96.41¦ 95.44¦ 94.42¦
+----------------------+---------+---------+---------+---------+---------+
¦ ÎÔÇ-ÏÄ ¦ 497.09¦ 496.26¦ 496.17¦ 495.61¦ 495.54¦
+----------------------+---------+---------+---------+---------+---------+
¦ ÎÔÇ-ÀÄ ¦ 1058.83¦ 1062.09¦ 1047.56¦ 1047.11¦ 1045.66¦
+----------------------+---------+---------+---------+---------+---------+
¦ ÎÔÇ-ÔÄ ¦ 402.02¦ 400.92¦ 441.11¦ 441.98¦ 441.02¦
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