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БЮЛЛЕТЕНЬ ЦБ РФ ОТ 25.10.2002 N 41 ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР
Текст документа с изменениями и дополнениями по состоянию на ноябрь 2007 года
Обновление
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ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 25 октября 2002 г. N 41
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 202.614
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. ¦(% ¦руб. по¦(справ.)¦
¦ ¦ ¦ ¦ ¦ ¦год.) ¦номин.)¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦06.11.02 ¦21.10.02¦99.480¦99.480¦99.480¦ 11.92 ¦ 5.00 ¦ 21159 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦22.10.02¦99.500¦99.510¦99.510¦ 12.15 ¦ 35.05 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦23.10.02¦99.515¦99.520¦99.520¦ 12.57 ¦ 7.53 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦24.10.02¦99.551¦99.600¦99.600¦ 12.27 ¦ 12.54 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦25.10.02¦99.610¦99.610¦99.610¦ 11.91 ¦ 3.00 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦20.11.02 ¦21.10.02¦99.100¦99.105¦99.105¦ 11.00 ¦ 6.50 ¦ 21160 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦22.10.02¦99.080¦99.100¦99.085¦ 11.53 ¦ 21.21 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦23.10.02¦99.050¦99.100¦99.100¦ 11.84 ¦ 10.03 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦24.10.02¦99.115¦99.130¦99.130¦ 11.97 ¦ 36.60 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦25.10.02¦99.120¦99.140¦99.140¦ 12.28 ¦ 34.55 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦05.03.03 ¦22.10.02¦95.320¦95.345¦95.320¦ 13.34 ¦ 4.00 ¦ 21161 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦23.10.02¦95.400¦95.430¦95.430¦ 13.22 ¦ 4.54 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦25.10.02¦95.300¦95.405¦95.405¦ 13.58 ¦ 4.00 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦23.04.03 ¦24.10.02¦93.750¦93.813¦93.750¦ 13.30 ¦ 10.07 ¦ 21163 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦25.10.02¦93.848¦93.848¦93.848¦ 13.29 ¦ 8.00 ¦ ¦
L---------+--------+------+------+------+-------+-------+---------
Торговля ОФЗ при суммарном объеме сделок за неделю 2563.7 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. ¦выпуска ¦
¦ ¦ ¦доход ¦ мин. ¦ макс. ¦ закр. ¦(% ¦руб. по¦(справ.)¦
¦ ¦ ¦(% от ¦ ¦ ¦ ¦год.) ¦номин.)¦ ¦
¦ ¦ ¦ном.) ¦ ¦ ¦ ¦ ¦ ¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦22.01.03 ¦21.10.02¦ 2.40 ¦ 99.080¦ 99.270¦ 99.270¦ 13.85¦ 5.59¦ 27006 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.10.02¦ 2.50 ¦ 99.240¦ 99.270¦ 99.265¦ 13.61¦ 25.24¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.10.02¦ 0.00 ¦ 99.300¦ 99.400¦ 99.320¦ 13.48¦ 9.36¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.10.02¦ 0.00 ¦ 99.300¦ 99.350¦ 99.319¦ 13.61¦ 24.37¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.10.02¦ 0.10 ¦ 99.315¦ 99.325¦ 99.321¦ 13.31¦ 4.31¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦05.02.03 ¦21.10.02¦ 2.10 ¦ 99.015¦ 99.162¦ 99.100¦ 13.70¦ 5.38¦ 27007 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.10.02¦ 2.10 ¦ 99.160¦ 99.201¦ 99.200¦ 13.49¦ 20.44¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.10.02¦ 2.10 ¦ 99.190¦ 99.201¦ 99.201¦ 13.58¦ 16.23¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.10.02¦ 2.10 ¦ 99.150¦ 99.250¦ 99.200¦ 13.69¦ 30.59¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.10.02¦ 2.20 ¦ 99.100¦ 99.108¦ 99.100¦ 13.86¦ 23.23¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.03.03 ¦22.10.02¦ 6.06 ¦ 99.000¦ 99.000¦ 99.000¦ 12.37¦ 0.50¦ 26001 ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦21.05.03 ¦21.10.02¦ 1.70 ¦ 98.150¦ 98.193¦ 98.193¦ 13.93¦ 13.99¦ 27008 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.10.02¦ 1.70 ¦ 98.152¦ 98.193¦ 98.193¦ 14.00¦ 14.86¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.10.02¦ 1.70 ¦ 98.200¦ 98.350¦ 98.211¦ 13.98¦ 3.11¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.10.02¦ 1.80 ¦ 98.100¦ 98.250¦ 98.250¦ 13.92¦ 42.38¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.10.02¦ 1.80 ¦ 98.000¦ 98.210¦ 98.180¦ 14.02¦ 5.28¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.06.03 ¦21.10.02¦ 1.30 ¦ 97.903¦ 98.055¦ 98.055¦ 14.01¦ 65.75¦ 27009 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.10.02¦ 1.30 ¦ 98.002¦ 98.070¦ 98.060¦ 14.06¦ 31.70¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.10.02¦ 1.30 ¦ 97.700¦ 98.150¦ 98.150¦ 14.70¦ 11.25¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.10.02¦ 1.40 ¦ 98.100¦ 98.100¦ 98.100¦ 13.93¦ 0.03¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.10.02¦ 1.40 ¦ 98.100¦ 98.100¦ 98.100¦ 14.00¦ 9.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦20.08.03 ¦21.10.02¦ 2.51 ¦100.100¦100.100¦100.100¦ 12.73¦ 0.00¦ 27016 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.10.02¦ 2.55 ¦100.050¦100.050¦100.050¦ 12.79¦ 0.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦17.09.03 ¦21.10.02¦ 0.90 ¦ 97.001¦ 97.150¦ 97.050¦ 14.10¦ 23.21¦ 27010 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.10.02¦ 0.90 ¦ 97.150¦ 97.170¦ 97.170¦ 14.13¦ 19.64¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.10.02¦ 1.00 ¦ 97.200¦ 97.200¦ 97.200¦ 14.00¦ 6.88¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.10.02¦ 1.00 ¦ 97.000¦ 97.250¦ 97.250¦ 14.13¦ 1.83¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.10.02¦ 1.00 ¦ 97.186¦ 97.200¦ 97.200¦ 14.09¦ 4.89¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦08.10.03 ¦21.10.02¦ 0.30 ¦ 96.900¦ 97.000¦ 96.931¦ 14.21¦ 52.98¦ 27011 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.10.02¦ 0.40 ¦ 96.931¦ 96.931¦ 96.931¦ 14.12¦ 3.03¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.10.02¦ 0.40 ¦ 96.900¦ 97.080¦ 96.985¦ 14.10¦ 3.53¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.10.02¦ 0.40 ¦ 96.901¦ 97.100¦ 96.901¦ 14.03¦ 0.66¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.10.02¦ 0.40 ¦ 96.905¦ 97.100¦ 96.905¦ 14.07¦ 0.24¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦19.11.03 ¦21.10.02¦ 4.20 ¦ 96.370¦ 96.400¦ 96.400¦ 14.16¦ 34.50¦ 27012 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.10.02¦ 4.20 ¦ 96.450¦ 96.530¦ 96.530¦ 14.10¦ 13.43¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.10.02¦ 4.20 ¦ 96.515¦ 96.694¦ 96.694¦ 14.07¦ 10.02¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.10.02¦ 4.30 ¦ 96.550¦ 96.550¦ 96.550¦ 13.99¦ 0.01¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.10.02¦ 4.30 ¦ 96.550¦ 96.550¦ 96.550¦ 14.03¦ 0.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦21.01.04 ¦21.10.02¦ 2.40 ¦ 95.502¦ 95.850¦ 95.502¦ 14.51¦ 0.09¦ 28001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.10.02¦ 2.50 ¦ 95.500¦ 96.199¦ 96.100¦ 14.22¦ 19.63¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.10.02¦ 0.00 ¦ 95.400¦ 96.300¦ 96.150¦ 14.42¦ 19.23¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.10.02¦ 0.00 ¦ 96.023¦ 96.540¦ 96.540¦ 13.86¦ 0.64¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.10.02¦ 0.10 ¦ 95.800¦ 96.400¦ 96.200¦ 14.41¦ 6.13¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.02.04 ¦21.10.02¦ 2.88 ¦ 98.300¦ 98.308¦ 98.300¦ 14.22¦ 8.90¦ 27015 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.10.02¦ 2.92 ¦ 98.275¦ 98.300¦ 98.275¦ 14.24¦ 0.98¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.10.02¦ 2.95 ¦ 98.350¦ 98.350¦ 98.350¦ 14.18¦ 0.05¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.10.02¦ 2.99 ¦ 98.250¦ 98.300¦ 98.300¦ 14.26¦ 15.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.10.02¦ 3.03 ¦ 98.269¦ 98.269¦ 98.269¦ 14.25¦ 0.01¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.03.04 ¦24.10.02¦ 6.11 ¦ 94.100¦ 94.100¦ 94.100¦ 14.86¦ 0.02¦ 26002 ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦02.06.04 ¦21.10.02¦ 1.80 ¦ 97.700¦ 97.700¦ 97.700¦ 14.49¦ 0.00¦ 27013 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.10.02¦ 1.84 ¦ 97.200¦ 97.680¦ 97.550¦ 14.66¦ 6.20¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.10.02¦ 1.88 ¦ 97.700¦ 97.700¦ 97.700¦ 14.49¦ 0.29¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.10.02¦ 1.92 ¦ 97.570¦ 97.650¦ 97.570¦ 14.57¦ 4.11¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.10.02¦ 1.96 ¦ 97.600¦ 97.600¦ 97.600¦ 14.57¦ 0.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.08.04 ¦22.10.02¦ 2.92 ¦ 96.750¦ 97.130¦ 97.130¦ 14.67¦ 15.86¦ 27017 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.10.02¦ 2.99 ¦ 97.220¦ 97.270¦ 97.220¦ 14.55¦ 8.68¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.10.02¦ 3.03 ¦ 97.180¦ 97.250¦ 97.200¦ 14.58¦ 6.03¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.12.04 ¦21.10.02¦ 1.27 ¦ 96.600¦ 96.617¦ 96.600¦ 14.77¦ 7.45¦ 27014 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.10.02¦ 1.30 ¦ 96.630¦ 96.700¦ 96.630¦ 14.75¦ 8.96¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.10.02¦ 1.34 ¦ 96.635¦ 96.640¦ 96.640¦ 14.75¦ 4.90¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.10.02¦ 1.42 ¦ 96.800¦ 96.800¦ 96.800¦ 14.65¦ 0.01¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.03.05 ¦21.10.02¦ 6.03 ¦ 89.800¦ 89.800¦ 89.800¦ 15.30¦ 0.10¦ 26003 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.10.02¦ 6.06 ¦ 89.510¦ 89.890¦ 89.890¦ 15.26¦ 2.39¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.10.02¦ 6.08 ¦ 89.988¦ 89.990¦ 89.990¦ 15.20¦ 2.12¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.10.02¦ 6.11 ¦ 89.002¦ 89.998¦ 89.750¦ 15.42¦ 1.44¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.10.02¦ 6.14 ¦ 89.950¦ 89.950¦ 89.950¦ 15.24¦ 1.12¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦20.04.05 ¦21.10.02¦ 0.49 ¦ 98.020¦ 98.050¦ 98.028¦ 14.69¦ 5.49¦ 27021 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.10.02¦ 0.53 ¦ 98.000¦ 98.020¦ 98.000¦ 14.70¦ 30.51¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.10.02¦ 0.58 ¦ 98.030¦ 98.100¦ 98.090¦ 14.67¦ 24.62¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.10.02¦ 0.62 ¦ 98.070¦ 98.140¦ 98.140¦ 14.65¦ 34.26¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.10.02¦ 0.66 ¦ 98.100¦ 98.190¦ 98.150¦ 14.63¦ 27.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦14.09.05 ¦21.10.02¦ 1.27 ¦ 96.400¦ 96.650¦ 96.650¦ 14.95¦ 27.01¦ 27018 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.10.02¦ 1.30 ¦ 96.600¦ 96.700¦ 96.670¦ 14.91¦ 24.22¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.10.02¦ 1.34 ¦ 96.700¦ 96.710¦ 96.710¦ 14.88¦ 17.04¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.10.02¦ 1.38 ¦ 96.745¦ 96.760¦ 96.755¦ 14.85¦ 34.78¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.10.02¦ 1.42 ¦ 96.750¦ 96.751¦ 96.750¦ 14.85¦ 8.07¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦21.11.05 ¦21.10.02¦ 1.80 ¦ 69.886¦ 69.886¦ 69.886¦ 14.85¦ 0.02¦ 25053 ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.11.06 ¦21.10.02¦ 2.51 ¦ 91.590¦ 91.748¦ 91.746¦ 16.33¦ 54.43¦ 45001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.10.02¦ 2.55 ¦ 91.700¦ 91.800¦ 91.800¦ 16.30¦ 338.92¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.10.02¦ 2.59 ¦ 91.900¦ 92.107¦ 92.107¦ 16.15¦ 243.86¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.10.02¦ 2.63 ¦ 92.087¦ 92.135¦ 92.135¦ 16.14¦ 378.81¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.10.02¦ 2.67 ¦ 92.145¦ 92.195¦ 92.195¦ 16.11¦ 385.61¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦10.09.08 ¦21.10.02¦ 1.36 ¦ 85.634¦ 85.693¦ 85.691¦ 16.76¦ 59.64¦ 46001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.10.02¦ 1.40 ¦ 85.750¦ 85.775¦ 85.760¦ 16.74¦ 105.95¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.10.02¦ 1.44 ¦ 85.710¦ 86.200¦ 86.200¦ 16.70¦ 45.75¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.10.02¦ 1.48 ¦ 86.150¦ 86.320¦ 86.320¦ 16.54¦ 18.26¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.10.02¦ 1.52 ¦ 86.490¦ 86.700¦ 86.675¦ 16.43¦ 21.69¦ ¦
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 ¦ 33 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2002 ¦ 33 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 25.11.2002 ¦ 31 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2003 ¦ 141 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2003 ¦ 141 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2003 ¦ 141 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2002 ¦ 33 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 25.11.2002 ¦ 31 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 26.11.2002 ¦ 32 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 28.11.2002 ¦ 34 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 29.11.2002 ¦ 35 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 22.01.2003 ¦ 89 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 06.11.2002 ¦ 12 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 20.11.2002 ¦ 26 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 04.12.2002 ¦ 40 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 18.12.2002 ¦ 54 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 08.01.2003 ¦ 75 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 20.11.2002 ¦ 26 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 04.12.2002 ¦ 40 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 18.12.2002 ¦ 54 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 06.11.2002 ¦ 12 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 20.11.2002 ¦ 26 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 06.11.2002 ¦ 12 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 18.12.2002 ¦ 54 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 22.01.2003 ¦ 89 ¦ 15.00 ¦ 43.15 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 22.01.2003 ¦ 89 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 20.11.2002 ¦ 26 ¦ 15.00 ¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 18.12.2002 ¦ 54 ¦ 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 ¦ ¦ ¦ ¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21159 ¦13.03.02¦06.11.02¦ 12¦ 1 ¦ 28 ¦ ¦ 5072.010¦ 927.990¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21160 ¦22.05.02¦20.11.02¦ 26¦ 1 ¦ 34 ¦ ¦ 4792.449¦ 207.551¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21161 ¦17.07.02¦05.03.03¦ 131¦ 2 ¦ 10 ¦ ¦ 6812.778¦ 2187.222¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21162 ¦04.09.02¦02.04.03¦ 159¦ 1 ¦ 5 ¦ ¦ 3712.150¦ 287.850¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21163 ¦23.10.02¦23.04.03¦ 180¦ 1 ¦ 2 ¦ ¦ 3490.299¦ 509.701¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 33¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 398¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 1123¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 141¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 507¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 872¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 764¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1487¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1852¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2218¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2583¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 89¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 103¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 208¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 222¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 327¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 348¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 390¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 586¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 782¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 467¦ 2 ¦ 54 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 299¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 649¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 1055¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 908¦ 1 ¦ 1 ¦ ¦ 6000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 453¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1482¦ 4 ¦ 60 ¦ ¦ 23730.000¦ 2270.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 2147¦ 1 ¦ 23 ¦ ¦ 7000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ Итого: ¦ ¦205254.694¦24334.128¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦21.10.02¦22.10.02¦23.10.02¦24.10.02¦25.10.02¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 12.52 ¦ 12.54 ¦ 12.73 ¦ 12.74 ¦ 12.87 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 12.66 ¦ 12.62 ¦ 12.57 ¦ 12.74 ¦ 12.63 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 16.46 ¦ 16.43 ¦ 16.31 ¦ 16.26 ¦ 16.20 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 14.49 ¦ 14.48 ¦ 14.45 ¦ 14.42 ¦ 14.44 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 11.27 ¦ 12.29 ¦ 12.75 ¦ 12.79 ¦ 13.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 15.23 ¦ 15.16 ¦ 15.20 ¦ 15.41 ¦ 15.24 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 16.59 ¦ 16.43 ¦ 16.26 ¦ 16.16 ¦ 16.13 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 14.41 ¦ 14.53 ¦ 14.58 ¦ 14.56 ¦ 14.54 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.06 ¦ 0.30 ¦ 0.09 ¦ 0.25 ¦ 0.21 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.01 ¦ 0.14 ¦ 0.10 ¦ 0.07 ¦ 0.05 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.38 ¦ 1.49 ¦ 0.97 ¦ 1.33 ¦ 1.34 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.17 ¦ 0.16 ¦ 0.08 ¦ 0.13 ¦ 0.06 ¦
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---------¬
¦ ¦ 21.10.02¦ 22.10.02¦ 23.10.02¦ 24.10.02¦ 25.10.02¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦200615.09¦200970.54¦204671.29¦204869.69¦205254.69¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 20389.39¦ 20389.39¦ 23864.64¦ 23874.69¦ 23879.69¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2061.17¦ 2061.17¦ 2061.17¦ 2061.17¦ 2061.17¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 29580.70¦ 29936.15¦ 30161.65¦ 30350.00¦ 30730.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦148583.84¦148583.84¦148583.84¦148583.84¦148583.84¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦197000.97¦197444.77¦200609.17¦200997.60¦201423.04¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 19804.04¦ 19816.97¦ 23081.16¦ 23096.19¦ 23101.43¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2021.57¦ 2023.94¦ 2025.72¦ 2022.06¦ 2026.26¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 27374.73¦ 27734.21¦ 28041.03¦ 28265.15¦ 28676.71¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦147800.62¦147869.65¦147461.26¦147614.19¦147618.63¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 481.73¦ 481.78¦ 477.96¦ 477.53¦ 477.65¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 84.49¦ 83.51¦ 96.56¦ 95.60¦ 94.60¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 489.99¦ 489.24¦ 488.73¦ 487.27¦ 487.19¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 1039.27¦ 1038.73¦ 1037.55¦ 1036.72¦ 1035.26¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 431.59¦ 430.59¦ 431.10¦ 430.09¦ 429.14¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный
по объемам в обращении.
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