Закон Определение Положение Постановление Приказ Прочее Распоряжение Решение Указ Устав klimatauto.ru / Прочее Бюллетень Банка России от 12.04.2002 № 14 <Итоги торговли ГКО, ОФЗ и ОБР> Официальная публикация в СМИ: публикаций не найдено ЦЕНТРАЛЬНЫЙ БАНК РОССИИ БЮЛЛЕТЕНЬ от 12 апреля 2002 г. № 14 Часть 1 ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ) Торговля ГКО при суммарном объеме сделок за неделю 199.335 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 ¦08.04.02¦96.200¦96.561¦96.200¦ 13.46¦ 15.34¦ 21156¦ ¦ +--------+------+------+------+--------+-------+ ¦ ¦ ¦09.04.02¦96.200¦96.320¦96.270¦ 14.30¦ 23.30¦ ¦ ¦ +--------+------+------+------+--------+-------+ ¦ ¦ ¦10.04.02¦96.370¦96.440¦96.440¦ 14.03¦ 14.96¦ ¦ ¦ +--------+------+------+------+--------+-------+ ¦ ¦ ¦11.04.02¦96.350¦96.401¦96.401¦ 14.16¦ 20.50¦ ¦ ¦ +--------+------+------+------+--------+-------+ ¦ ¦ ¦12.04.02¦96.300¦96.444¦96.300¦ 14.19¦ 13.07¦ ¦ +---------+--------+------+------+------+--------+-------+-------+ ¦07.08.02 ¦09.04.02¦95.400¦95.401¦95.400¦ 14.66¦ 0.67¦ 21157¦ ¦ +--------+------+------+------+--------+-------+ ¦ ¦ ¦11.04.02¦95.401¦95.555¦95.555¦ 14.62¦ 3.31¦ ¦ ¦ +--------+------+------+------+--------+-------+ ¦ ¦ ¦12.04.02¦95.600¦95.630¦95.630¦ 14.29¦ 6.56¦ ¦ +---------+--------+------+------+------+--------+-------+-------+ ¦21.08.02 ¦08.04.02¦94.910¦95.200¦95.200¦ 14.25¦ 0.70¦ 21158¦ ¦ +--------+------+------+------+--------+-------+ ¦ ¦ ¦09.04.02¦95.050¦95.050¦95.050¦ 14.19¦ 0.51¦ ¦ ¦ +--------+------+------+------+--------+-------+ ¦ ¦ ¦11.04.02¦95.070¦95.100¦95.100¦ 14.29¦ 2.00¦ ¦ ¦ +--------+------+------+------+--------+-------+ ¦ ¦ ¦12.04.02¦95.001¦95.200¦95.100¦ 14.60¦ 4.96¦ ¦ +---------+--------+------+------+------+--------+-------+-------+ ¦06.11.02 ¦08.04.02¦91.977¦92.000¦91.980¦ 15.00¦ 3.05¦ 21159¦ ¦ +--------+------+------+------+--------+-------+ ¦ ¦ ¦09.04.02¦92.170¦92.170¦92.170¦ 14.70¦ 0.05¦ ¦ ¦ +--------+------+------+------+--------+-------+ ¦ ¦ ¦10.04.02¦92.179¦92.180¦92.180¦ 14.74¦ 19.47¦ ¦ ¦ +--------+------+------+------+--------+-------+ ¦ ¦ ¦11.04.02¦92.270¦92.272¦92.272¦ 14.63¦ 51.64¦ ¦ ¦ +--------+------+------+------+--------+-------+ ¦ ¦ ¦12.04.02¦92.285¦92.286¦92.286¦ 14.67¦ 19.25¦ ¦ L---------+--------+------+------+------+--------+-------+-------- Торговля ОФЗ при суммарном объеме сделок за неделю 1965.372 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 ¦08.04.02¦ 1.90 ¦100.040¦ 99.950¦100.040¦ 15.57¦ 22.41¦ 27002¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦09.04.02¦ 2.00 ¦100.083¦100.001¦100.055¦ 14.51¦ 33.53¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦10.04.02¦ 2.00 ¦100.045¦ 99.990¦100.030¦ 15.21¦ 12.04¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦11.04.02¦ 2.00 ¦100.100¦100.005¦100.100¦ 14.86¦ 3.09¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦12.04.02¦ 2.10 ¦100.122¦100.002¦100.065¦ 14.61¦ 32.37¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦05.06.02 ¦08.04.02¦ 1.30 ¦100.150¦ 99.999¦100.150¦ 15.80¦ 5.86¦ 27003¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦09.04.02¦ 1.40 ¦100.150¦100.072¦100.072¦ 14.78¦ 6.91¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦10.04.02¦ 1.40 ¦100.050¦ 99.980¦100.050¦ 15.75¦ 26.03¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦11.04.02¦ 1.50 ¦100.100¦100.000¦100.100¦ 14.86¦ 2.61¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦12.04.02¦ 1.50 ¦100.050¦100.050¦100.050¦ 15.21¦ 11.04¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦18.09.02 ¦08.04.02¦ 0.80 ¦100.595¦100.111¦100.300¦ 14.80¦ 1.28¦ 27004¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦09.04.02¦ 0.80 ¦100.450¦100.350¦100.371¦ 14.68¦ 15.37¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦10.04.02¦ 0.90 ¦100.390¦100.250¦100.370¦ 14.64¦ 21.89¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦11.04.02¦ 0.90 ¦100.390¦100.100¦100.390¦ 14.61¦ 10.42¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦12.04.02¦ 0.90 ¦100.450¦100.301¦100.450¦ 14.68¦ 18.51¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦09.10.02 ¦08.04.02¦ 3.60 ¦ 99.220¦ 99.201¦ 99.220¦ 14.96¦ 18.50¦ 27005¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦09.04.02¦ 3.70 ¦ 99.400¦ 99.226¦ 99.400¦ 14.42¦ 7.69¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦10.04.02¦ 0.00 ¦ 99.500¦ 99.350¦ 99.440¦ 14.36¦ 24.89¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦11.04.02¦ 0.00 ¦ 99.800¦ 98.600¦ 99.600¦ 13.69¦ 25.99¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦22.01.03 ¦08.04.02¦ 3.00 ¦ 98.011¦ 98.000¦ 98.010¦ 15.46¦ 8.04¦ 27006¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦09.04.02¦ 3.10 ¦ 98.500¦ 98.110¦ 98.250¦ 15.13¦ 8.80¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦10.04.02¦ 3.10 ¦ 98.300¦ 98.031¦ 98.031¦ 15.09¦ 4.57¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦11.04.02¦ 3.20 ¦ 98.100¦ 98.080¦ 98.081¦ 15.22¦ 8.07¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦12.04.02¦ 3.20 ¦ 98.399¦ 98.000¦ 98.007¦ 14.82¦ 0.67¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦05.02.03 ¦08.04.02¦ 2.50 ¦ 97.700¦ 97.560¦ 97.650¦ 15.90¦ 3.54¦ 27007¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦09.04.02¦ 2.50 ¦ 98.170¦ 97.602¦ 97.620¦ 15.76¦ 4.07¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦10.04.02¦ 2.60 ¦ 98.700¦ 97.612¦ 97.750¦ 15.81¦ 9.30¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦11.04.02¦ 2.60 ¦ 98.300¦ 97.610¦ 98.000¦ 15.55¦ 5.87¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦12.04.02¦ 2.60 ¦ 98.650¦ 97.652¦ 97.652¦ 14.58¦ 0.68¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦15.03.03 ¦08.04.02¦ 0.66 ¦ 95.500¦ 95.500¦ 95.500¦ 15.48¦ 0.01¦ 26001¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦09.04.02¦ 0.69 ¦ 95.500¦ 95.500¦ 95.500¦ 15.50¦ 3.40¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦21.05.03 ¦08.04.02¦ 1.90 ¦ 96.900¦ 96.550¦ 96.650¦ 15.88¦ 13.82¦ 27008¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦09.04.02¦ 2.00 ¦ 96.550¦ 96.250¦ 96.450¦ 16.03¦ 10.97¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦10.04.02¦ 2.00 ¦ 96.517¦ 96.000¦ 96.517¦ 16.24¦ 6.46¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦11.04.02¦ 2.00 ¦ 96.701¦ 96.600¦ 96.600¦ 15.87¦ 6.11¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦12.04.02¦ 2.10 ¦ 96.890¦ 96.600¦ 96.630¦ 15.76¦ 6.19¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦04.06.03 ¦08.04.02¦ 1.30 ¦ 96.500¦ 96.360¦ 96.400¦ 16.10¦ 3.05¦ 27009¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦09.04.02¦ 1.40 ¦ 96.500¦ 96.400¦ 96.414¦ 16.11¦ 4.04¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦10.04.02¦ 1.40 ¦ 96.600¦ 96.200¦ 96.598¦ 15.97¦ 24.84¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦11.04.02¦ 1.50 ¦ 96.690¦ 96.600¦ 96.600¦ 15.85¦ 3.64¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦12.04.02¦ 1.50 ¦ 96.785¦ 96.500¦ 96.500¦ 15.77¦ 0.02¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦17.09.03 ¦08.04.02¦ 0.80 ¦ 95.200¦ 95.030¦ 95.130¦ 16.34¦ 20.37¦ 27010¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦09.04.02¦ 0.80 ¦ 95.398¦ 95.000¦ 95.398¦ 16.38¦ 5.92¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦10.04.02¦ 0.90 ¦ 95.400¦ 95.000¦ 95.400¦ 16.22¦ 16.92¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦11.04.02¦ 0.90 ¦ 95.650¦ 95.300¦ 95.500¦ 16.04¦ 2.09¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦12.04.02¦ 0.90 ¦ 95.600¦ 95.433¦ 95.530¦ 16.04¦ 3.12¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦08.10.03 ¦08.04.02¦ 3.60 ¦ 94.140¦ 93.900¦ 94.020¦ 16.38¦ 4.14¦ 27011¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦09.04.02¦ 3.70 ¦ 94.200¦ 94.000¦ 94.030¦ 16.33¦ 17.76¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦10.04.02¦ 0.00 ¦ 94.390¦ 94.030¦ 94.250¦ 16.19¦ 21.65¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦11.04.02¦ 0.00 ¦ 94.750¦ 94.200¦ 94.290¦ 16.21¦ 7.90¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦12.04.02¦ 0.10 ¦ 94.401¦ 94.290¦ 94.400¦ 16.05¦ 30.63¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦19.11.03 ¦08.04.02¦ 3.80 ¦ 92.000¦ 91.500¦ 91.790¦ 16.77¦ 20.84¦ 27012¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦09.04.02¦ 3.80 ¦ 91.759¦ 91.600¦ 91.759¦ 16.71¦ 25.59¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦10.04.02¦ 3.80 ¦ 91.897¦ 91.850¦ 91.897¦ 16.60¦ 6.54¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦11.04.02¦ 3.90 ¦ 92.068¦ 91.510¦ 92.068¦ 16.50¦ 0.40¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦12.04.02¦ 3.90 ¦ 92.068¦ 91.700¦ 92.068¦ 16.50¦ 14.00¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦21.01.04 ¦08.04.02¦ 3.00 ¦ 92.650¦ 92.400¦ 92.500¦ 16.73¦ 11.23¦ 28001¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦09.04.02¦ 3.10 ¦ 92.500¦ 92.300¦ 92.400¦ 16.84¦ 27.89¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦10.04.02¦ 3.10 ¦ 92.800¦ 92.160¦ 92.700¦ 16.68¦ 52.30¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦11.04.02¦ 3.20 ¦ 92.700¦ 92.370¦ 92.610¦ 16.61¦ 18.84¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦12.04.62¦ 3.20 ¦ 92.831¦ 92.700¦ 92.831¦ 16.54¦ 14.74¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦04.02.04 ¦08.04.02¦ 2.34 ¦ 94.900¦ 94.820¦ 94.837¦ 16.99¦ 28.34¦ 27015¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦09.04.02¦ 2.38 ¦ 94.865¦ 94.865¦ 94.865¦ 16.97¦ 0.70¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦10.04.02¦ 2.42 ¦ 95.299¦ 94.950¦ 95.122¦ 16.78¦ 21.00¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦11.04.02¦ 2.46 ¦ 95.151¦ 95.140¦ 96.151¦ 16.76¦ 59.63¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦12.04.02¦ 2.49 ¦ 95.161¦ 95.160¦ 95.161¦ 16.76¦ 25.11¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦15.03.04 ¦12.04.02¦ 0.77 ¦ 90.200¦ 90.000¦ 90.200¦ 16.39¦ 2.70¦ 26002¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦02.06.04 ¦08.04.02¦ 1.27 ¦ 94.400¦ 94.400¦ 94.400¦ 16.75¦ 0.62¦ 27013¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦10.04.02¦ 1.34 ¦ 94.500¦ 94.032¦ 94.390¦ 16.82¦ 1.19¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦11.04.02¦ 1.38 ¦ 94.300¦ 94.250¦ 94.300¦ 16.82¦ 2.15¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦12.04.02¦ 1.42 ¦ 94.300¦ 94.184¦ 94.184¦ 16.90¦ 5.01¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦04.08.04 ¦08.04.02¦ 2.51 ¦ 95.300¦ 94.000¦ 94.000¦ 16.50¦ 0.25¦ 27017¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦10.04.02¦ 2.59 ¦ 94.970¦ 94.970¦ 94.970¦ 16.24¦ 0.06¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦12.04.02¦ 2.67 ¦ 93.889¦ 93.889¦ 93.889¦ 16.90¦ 0.01¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦15.12.04 ¦08.04.02¦ 0.73 ¦ 92.520¦ 92.380¦ 92.380¦ 17.09¦ 11.10¦ 27014¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦09.04.02¦ 0.77 ¦ 92.495¦ 92.450¦ 92.450¦ 17.09¦ 15.30¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦10.04.02¦ 0.81 ¦ 92.680¦ 92.500¦ 92.667¦ 17.00¦ 46.01¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦11.04.02¦ 0.84 ¦ 92.683¦ 92.650¦ 92.682¦ 16.99¦ 67.31¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦12.04.02¦ 0.88 ¦ 92.750¦ 92.680¦ 92.682¦ 16.99¦ 54.27¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦15.03.05 ¦08.04.02¦ 0.66 ¦ 83.750¦ 83.750¦ 83.750¦ 17.52¦ 1.80¦ 26003¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦09.04.02¦ 0.69 ¦ 83.731¦ 83.650¦ 83.650¦ 17.56¦ 0.04¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦10.04.02¦ 0.71 ¦ 84.000¦ 83.800¦ 84.000¦ 17.40¦ 2.35¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦11.04.02¦ 0.74 ¦ 84.150¦ 83.760¦ 83.775¦ 17.52¦ 10.40¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦14.09.05 ¦08.04.02¦ 0.78 ¦ 91.483¦ 91.350¦ 91.351¦ 17.53¦ 9.43¦ 27018¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦09.04.02¦ 0.82 ¦ 91.356¦ 91.355¦ 91.356¦ 17.53¦ 32.23¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦10.04.02¦ 0.86 ¦ 91.367¦ 91.365¦ 91.367¦ 17.52¦ 21.22¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦11.04.02¦ 0.90 ¦ 91.370¦ 91.368¦ 91.370¦ 17.52¦ 146.87¦ ¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦12.04.02¦ 0.95 ¦ 91.415¦ 91.400¦ 91.410¦ 17.50¦ 640.66¦ ¦ +---------+--------+-------+-------+-------+-------+------+-------+------+ ¦21.11.05 ¦08.04.02¦ 0.73 ¦ 59.859¦ 59.859¦ 59.859¦ 18.00¦ 0.02¦ 25053¦ ¦ +--------+-------+-------+-------+-------+------+-------+ ¦ ¦ ¦12.04.02¦ 0.75 ¦ 60.847¦ 60.847¦ 60.847¦ 17.50¦ 0.15¦ ¦ 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 ¦ 229 ¦ 5.00 ¦ 50.00 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 25029 ¦ 27.11.2002 ¦ 229 ¦ 5.00 ¦ 50.00 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 25053 ¦ 25.11.2002 ¦ 227 ¦ 2.00 ¦ 19.95 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 26001 ¦ 15.03.2003 ¦ 337 ¦ 10.00 ¦ 100.00 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 26002 ¦ 15.03.2003 ¦ 337 ¦ 10.00 ¦ 100.00 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 26003 ¦ 15.03.2003 ¦ 337 ¦ 10.00 ¦ 100.00 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 26032 ¦ 27.11.2002 ¦ 229 ¦ 5.00 ¦ 50.00 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 26175 ¦ 25.11.2002 ¦ 227 ¦ 2.00 ¦ 19.95 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 26176 ¦ 26.11.2002 ¦ 228 ¦ 2.00 ¦ 19.95 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 26177 ¦ 28.11.2002 ¦ 230 ¦ 2.00 ¦ 19.95 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 26178 ¦ 29.11.2002 ¦ 231 ¦ 2.00 ¦ 19.95 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 27002 ¦ 22.05.2002 ¦ 40 ¦ 15.00 ¦ 0.37 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 27003 ¦ 05.06.2002 ¦ 54 ¦ 15.00 ¦ 0.37 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 27004 ¦ 19.06.2002 ¦ 68 ¦ 15.00 ¦ 0.37 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 27005 ¦ 10.07.2002 ¦ 89 ¦ 15.00 ¦ 0.37 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 27006 ¦ 24.04.2002 ¦ 12 ¦ 15.00 ¦ 0.37 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 27007 ¦ 08.05.2002 ¦ 26 ¦ 15.00 ¦ 0.37 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 27008 ¦ 22.05.2002 ¦ 40 ¦ 15.00 ¦ 0.37 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 27009 ¦ 05.06.2002 ¦ 54 ¦ 15.00 ¦ 0.37 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 27010 ¦ 19.06.2002 ¦ 68 ¦ 15.00 ¦ 0.37 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 27011 ¦ 10.07.2002 ¦ 89 ¦ 15.00 ¦ 0.37 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 27012 ¦ 22.05.2002 ¦ 40 ¦ 10.00 ¦ 0.50 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 27013 ¦ 05.06.2002 ¦ 54 ¦ 14.00 ¦ 34.90 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 27014 ¦ 19.06.2002 ¦ 68 ¦ 14.00 ¦ 34.90 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 27015 ¦ 08.05.2002 ¦ 26 ¦ 14.00 ¦ 34.90 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 27016 ¦ 22.05.2002 ¦ 40 ¦ 15.00 ¦ 37.40 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 27017 ¦ 08.05.2002 ¦ 26 ¦ 15.00 ¦ 37.40 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 27018 ¦ 19.06.2002 ¦ 68 ¦ 15.00 ¦ 37.40 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 28001 ¦ 24.04.2002 ¦ 12 ¦ 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¦ 96¦ 2 ¦ 9 ¦ ¦ 8271.045¦ 1728.955¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 21157 ¦30.01.02¦07.08.02¦ 117¦ 1 ¦ 8 ¦ ¦ 3575.874¦ 424.126¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 21158 ¦20.02.02¦21.08.02¦ 131¦ 1 ¦ 3 ¦ ¦ 4678.942¦ 1321.058¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 21159 ¦13.03.02¦06.11.02¦ 208¦ 1 ¦ 8 ¦ ¦ 4347.245¦ 1652.755¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 25028 ¦27.11.98¦27.11.02¦ 229¦ ¦ ¦ ¦ 163.722¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 25029 ¦27.11.98¦27.11.03¦ 594¦ ¦ ¦ ¦ 163.722¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 25053 ¦26.12.00¦21.11.05¦ 1319¦ ¦ ¦ ¦ 5.036¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 26001 ¦15.03.97¦15.03.03¦ 337¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 26002 ¦15.03.97¦15.03.04¦ 703¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 26003 ¦15.03.97¦15.03.05¦ 1068¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 26032 ¦27.11.98¦27.11.04¦ 960¦ ¦ ¦ ¦ 163.722¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 26175 ¦26.12.00¦20.11.06¦ 1683¦ ¦ ¦ ¦ 5.036¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 26176 ¦26.12.00¦20.11.07¦ 2048¦ ¦ ¦ ¦ 5.036¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 26177 ¦26.12.00¦20.11.08¦ 2414¦ ¦ ¦ ¦ 5.035¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 26178 ¦26.12.00¦20.11.09¦ 2779¦ ¦ ¦ ¦ 5.035¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27002 ¦19.08.98¦22.05.02¦ 40¦ ¦ ¦ ¦ 9542.319¦ 446.431¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27003 ¦19.08.98¦05.06.02¦ 54¦ ¦ ¦ ¦ 9542.319¦ 446.431¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27004 ¦19.08.98¦18.09.02¦ 159¦ ¦ ¦ ¦ 9542.319¦ 446.431¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27005 ¦19.08.98¦09.10.02¦ 180¦ ¦ ¦ ¦ 9542.319¦ 446.431¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27006 ¦19.08.98¦22.01.03¦ 285¦ ¦ ¦ ¦ 9542.319¦ 446.431¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27007 ¦19.08.98¦05.02.03¦ 299¦ ¦ ¦ ¦ 9542.319¦ 446.431¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27008 ¦19.08.98¦21.05.03¦ 404¦ ¦ ¦ ¦ 9542.319¦ 446.431¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27009 ¦19.08.98¦04.06.03¦ 418¦ ¦ ¦ ¦ 9542.319¦ 446.431¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27010 ¦19.08.98¦17.09.03¦ 523¦ ¦ ¦ ¦ 9542.319¦ 446.431¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27011 ¦19.08.98¦08.16.03¦ 544¦ ¦ ¦ ¦ 9542.319¦ 446.431¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27012 ¦14.11.99¦19.11.03¦ 586¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27013 ¦06.06.01¦02.06.04¦ 782¦ 1 ¦ 27 ¦ ¦ 3332.030¦ 1667.970¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27014 ¦11.07.01¦15.12.04¦ 978¦ 2 ¦ 29 ¦ ¦ 4889.467¦ 5110.533¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27015 ¦08.08.01¦04.02.04¦ 663¦ 2 ¦ 26 ¦ ¦ 6127.400¦ 3872.600¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27016 ¦21.11.01¦20.08.03¦ 495¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27017 ¦06.02.02¦04.08.04¦ 845¦ 1 ¦ 6 ¦ ¦ 2710.103¦ 4289.897¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27018 ¦20.03.02¦14.09.05¦ 1251¦ 1 ¦ 11 ¦ ¦ 3520.772¦ 5479.228¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 28001 ¦19.08.98¦21.01.04¦ 649¦ ¦ ¦ ¦ 9542.319¦ 446.431¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦Итого: ¦ ¦163267.163¦45276.662¦ L--------+-----------------------------------------------+----------+---------- Часть 4 НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ РЫНОК ГКО - ОФЗ - ОБР ---------------------------T--------T--------T--------T--------T--------¬ ¦ ¦08.04.02¦09.04.02¦10.04.02¦11.04.02¦12.04.02¦ +--------------------------+--------+--------+--------+--------+--------+ ¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦ ГКО ¦ 14.17 ¦ 14.46 ¦ 14.33 ¦ 14.41 ¦ 14.45 ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦ ОФЗ-ПД ¦ 13.71 ¦ 13.73 ¦ 13.63 ¦ 13.69 ¦ 13.63 ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦ ОФЗ-ФД ¦ 16.38 ¦ 16.33 ¦ 16.27 ¦ 16.16 ¦ 16.11 ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦ ГКО ¦ 13.92 ¦ 14.31 ¦ 14.55 ¦ 14.55 ¦ 14.52 ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦ ОФЗ-ПД ¦ 17.52 ¦ 15.56 ¦ 17.40 ¦ 17.52 ¦ 16.46 ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦ ОФЗ-ФД ¦ 16.67 ¦ 16.81 ¦ 16.64 ¦ 17.12 ¦ 17.38 ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦ ¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦ ГКО ¦ 0.09 ¦ 0.12 ¦ 0.16 ¦ 0.37 ¦ 0.21 ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦ ОФЗ-ПД ¦ 0.08 ¦ 0.18 ¦ 0.11 ¦ 0.48 ¦ 0.14 ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦ ОФЗ-ФД ¦ 0.13 ¦ 0.15 ¦ 0.22 ¦ 0.26 ¦ 0.58 ¦ 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---------¬ ¦ ¦ 08.04.02¦ 09.04.02¦ 10.04.02¦ 11.04.02¦ 12.04.02¦ +----------------------+---------+---------+---------+---------+---------+ ¦Номинальная стоимость,¦162123.59¦162166.57¦162258.84¦162560.57¦163267.16¦ ¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦ +----------------------+---------+---------+---------+---------+---------+ ¦ ¦ ГКО ¦ 20782.76¦ 20782.81¦ 20802.27¦ 20853.86¦ 20873.11¦ +----------------------+---------+---------+---------+---------+---------+ ¦ ОФЗ-ПД ¦ 2061.17¦ 2061.17¦ 2061.17¦ 2061.17¦ 2061.17¦ +----------------------+---------+---------+---------+---------+---------+ ¦ ОФЗ-ФД ¦139279.66¦139322.59¦139395.41¦139645.54¦140332.89¦ +----------------------+---------+---------+---------+---------+---------+ ¦Рыночная стоимость, ¦158951.25¦159104.21¦158626.06¦159100.56¦159915.85¦ ¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦ +----------------------+---------+---------+---------+---------+---------+ ¦ ГКО ¦ 19749.43¦ 19744.59¦ 19771.55¦ 19828.01¦ 19850.71¦ +----------------------+---------+---------+---------+---------+---------+ ¦ ОФЗ-ПД ¦ 1839.98¦ 1839.73¦ 1843.58¦ 1841.70¦ 1843.60¦ +----------------------+---------+---------+---------+---------+---------+ ¦ ОФЗ-ФД ¦137361.84¦137519.89¦137010.93¦137430.85¦138221.54¦ +----------------------+---------+---------+---------+---------+---------+ ¦Дюрация <*>, дней ¦ 350.82¦ 349.90¦ 350.85¦ 350.57¦ 351.96¦ +----------------------+---------+---------+---------+---------+---------+ ¦ ГКО ¦ 133.71¦ 132.77¦ 131.83¦ 131.03¦ 130.09¦ +----------------------+---------+---------+---------+---------+---------+ ¦ ОФЗ-ПД ¦ 617.20¦ 616.33¦ 616.38¦ 615.16¦ 614.59¦ +----------------------+---------+---------+---------+---------+---------+ ¦ ОФЗ-ФД ¦ 378.47¦ 377.52¦ 378.88¦ 378.70¦ 380.32¦ 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