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БЮЛЛЕТЕНЬ ЦБ РФ ОТ 11.10.2002 N 39 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 11 октября 2002 г. N 39
   
                                Часть 1
   
                    ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
             КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
                        ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
   
       Торговля ГКО при суммарном объеме сделок  за  неделю  1112.355
   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 ¦07.10.02¦98.940¦99.005¦99.000¦  12.25¦ 238.27¦ 21159  ¦
   ¦         +--------+------+------+------+-------+-------+        ¦
   ¦         ¦08.10.02¦99.003¦99.040¦99.030¦  12.39¦ 162.50¦        ¦
   ¦         +--------+------+------+------+-------+-------+        ¦
   ¦         ¦09.10.02¦99.100¦99.146¦99.146¦  11.48¦  93.00¦        ¦
   ¦         +--------+------+------+------+-------+-------+        ¦
   ¦         ¦10.10.02¦99.163¦99.165¦99.165¦  11.40¦ 224.20¦        ¦
   ¦         +--------+------+------+------+-------+-------+        ¦
   ¦         ¦11.10.02¦99.200¦99.201¦99.200¦  11.32¦  82.32¦        ¦
   +---------+--------+------+------+------+-------+-------+--------+
   ¦20.11.02 ¦07.10.02¦98.533¦98.540¦98.540¦  12.31¦  31.10¦ 21160  ¦
   ¦         +--------+------+------+------+-------+-------+        ¦
   ¦         ¦08.10.02¦98.545¦98.580¦98.572¦  12.38¦  45.48¦        ¦
   ¦         +--------+------+------+------+-------+-------+        ¦
   ¦         ¦09.10.02¦98.650¦98.680¦98.677¦  11.77¦  12.00¦        ¦
   ¦         +--------+------+------+------+-------+-------+        ¦
   ¦         ¦10.10.02¦98.720¦98.767¦98.767¦  11.31¦   7.50¦        ¦
   ¦         +--------+------+------+------+-------+-------+        ¦
   ¦         ¦11.10.02¦98.820¦98.870¦98.850¦  10.63¦  10.47¦        ¦
   +---------+--------+------+------+------+-------+-------+--------+
   ¦05.03.03 ¦07.10.02¦94.825¦94.845¦94.825¦  13.34¦   5.64¦ 21161  ¦
   ¦         +--------+------+------+------+-------+-------+        ¦
   ¦         ¦09.10.02¦94.950¦95.010¦95.010¦  13.08¦  11.93¦        ¦
   ¦         +--------+------+------+------+-------+-------+        ¦
   ¦         ¦10.10.02¦95.050¦95.060¦95.060¦  13.02¦  58.60¦        ¦
   ¦         +--------+------+------+------+-------+-------+        ¦
   ¦         ¦11.10.02¦95.010¦95.060¦95.010¦  13.13¦   2.51¦        ¦
   +---------+--------+------+------+------+-------+-------+--------+
   ¦02.04.03 ¦07.10.02¦93.870¦93.875¦93.870¦  13.46¦   5.55¦ 21162  ¦
   ¦         +--------+------+------+------+-------+-------+        ¦
   ¦         ¦08.10.02¦93.871¦93.871¦93.871¦  13.54¦  23.00¦        ¦
   ¦         +--------+------+------+------+-------+-------+        ¦
   ¦         ¦09.10.02¦94.048¦94.060¦94.060¦  13.19¦  29.00¦        ¦
   ¦         +--------+------+------+------+-------+-------+        ¦
   ¦         ¦10.10.02¦94.060¦94.086¦94.060¦  13.20¦  59.00¦        ¦
   ¦         +--------+------+------+------+-------+-------+        ¦
   ¦         ¦11.10.02¦94.100¦94.110¦94.100¦  13.23¦  10.27¦        ¦
   L---------+--------+------+------+------+-------+-------+---------
   
       Торговля ОФЗ при суммарном объеме сделок  за  неделю  6745.345
   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.) ¦       ¦       ¦       ¦      ¦       ¦        ¦
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   ¦09.10.02 ¦07.10.02¦  2.40¦100.013¦100.031¦100.028¦ 13.68¦  38.45¦ 27005  ¦
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   ¦22.01.03 ¦07.10.02¦  2.10¦ 99.050¦ 99.144¦ 99.106¦ 13.65¦ 332.97¦ 27006  ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦08.10.02¦  2.10¦ 99.100¦ 99.148¦ 99.148¦ 13.78¦ 373.23¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦09.10.02¦  2.10¦ 99.200¦ 99.350¦ 99.350¦ 13.46¦  44.17¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦10.10.02¦  2.10¦ 99.300¦ 99.370¦ 99.370¦ 13.13¦  99.68¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦11.10.02¦  2.20¦ 99.300¦ 99.350¦ 99.300¦ 13.02¦  46.35¦        ¦
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   ¦05.02.03 ¦07.10.02¦  1.70¦ 99.011¦ 99.050¦ 99.020¦ 13.56¦ 198.33¦ 27007  ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦08.10.02¦  1.70¦ 98.150¦ 99.050¦ 99.025¦ 13.75¦ 113.03¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦09.10.02¦  1.70¦ 99.050¦ 99.130¦ 99.130¦ 13.59¦ 108.59¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦10.10.02¦  1.80¦ 99.120¦ 99.250¦ 99.150¦ 13.02¦  12.85¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦11.10.02¦  1.80¦ 99.245¦ 99.250¦ 99.245¦ 12.97¦   5.06¦        ¦
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   ¦15.03.03 ¦09.10.02¦  5.70¦ 98.312¦ 98.312¦ 98.312¦ 13.90¦   0.40¦ 26001  ¦
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   ¦21.05.03 ¦07.10.02¦  1.30¦ 98.050¦ 98.200¦ 98.159¦ 13.79¦  53.59¦ 27008  ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦08.10.02¦  1.30¦ 98.159¦ 98.165¦ 98.160¦ 13.87¦  65.78¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦09.10.02¦  1.30¦ 98.100¦ 98.250¦ 98.250¦ 13.76¦   2.33¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦10.10.02¦  1.40¦ 98.210¦ 98.250¦ 98.221¦ 13.66¦  20.14¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦11.10.02¦  1.40¦ 98.000¦ 99.160¦ 98.250¦ 13.90¦  11.91¦        ¦
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   ¦04.06.03 ¦07.10.02¦  0.90¦ 98.000¦ 98.150¦ 98.115¦ 13.66¦   9.37¦ 27009  ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦08.10.02¦  0.90¦ 98.100¦ 98.160¦ 98.135¦ 13.77¦   6.41¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦09.10.02¦  1.00¦ 98.250¦ 98.250¦ 98.250¦ 13.42¦   1.50¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦10.10.02¦  1.00¦ 98.150¦ 98.250¦ 98.245¦ 13.54¦   6.32¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦11.10.02¦  1.00¦ 98.100¦ 98.100¦ 98.100¦ 13.82¦   1.84¦        ¦
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   ¦20.08.03 ¦08.10.02¦  1.97¦ 99.346¦ 99.346¦ 99.346¦ 13.89¦   1.00¦ 27016  ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦09.10.02¦  2.01¦ 99.300¦ 99.300¦ 99.300¦ 13.95¦   0.05¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦10.10.02¦  2.06¦ 99.447¦ 99.447¦ 99.447¦ 13.74¦   0.50¦        ¦
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   ¦17.09.03 ¦07.10.02¦  0.50¦ 97.150¦ 97.300¦ 97.210¦ 13.88¦  12.21¦ 27010  ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦08.10.02¦  0.50¦ 97.150¦ 97.200¦ 97.200¦ 13.97¦  14.86¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦09.10.02¦  0.60¦ 97.200¦ 97.343¦ 97.200¦ 13.77¦   7.07¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦10.10.02¦  0.60¦ 97.100¦ 97.230¦ 97.130¦ 14.02¦  28.96¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦11.10.02¦  0.60¦ 97.100¦ 97.270¦ 97.270¦ 14.02¦  27.78¦        ¦
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   ¦08.10.03 ¦07.10.02¦  2.40¦ 96.670¦ 96.720¦ 96.720¦ 14.36¦   6.15¦ 27011  ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦08.10.02¦  2.50¦ 96.661¦ 96.700¦ 96.700¦ 14.31¦  11.06¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦09.10.02¦  0.00¦ 96.803¦ 96.970¦ 96.970¦ 14.03¦  60.14¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦10.10.02¦  0.00¦ 96.950¦ 97.050¦ 97.050¦ 14.01¦  48.27¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦11.10.02¦  0.10¦ 96.800¦ 97.000¦ 96.850¦ 14.11¦  26.78¦        ¦
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   ¦19.11.03 ¦07.10.02¦  3.80¦ 96.150¦ 96.150¦ 96.150¦ 14.30¦   5.00¦ 27012  ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦08.10.02¦  3.80¦ 96.499¦ 96.499¦ 96.499¦ 13.96¦   0.01¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦09.10.02¦  3.80¦ 96.500¦ 96.500¦ 96.500¦ 14.00¦   1.10¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦10.10.02¦  3.90¦ 96.200¦ 96.400¦ 96.399¦ 14.15¦  10.01¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦11.10.02¦  3.90¦ 96.200¦ 96.470¦ 96.470¦ 14.22¦ 253.50¦        ¦
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   ¦21.01.04 ¦07.10.02¦  2.10¦ 92.195¦ 95.500¦ 95.003¦ 14.60¦   3.15¦ 28001  ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦08.10.02¦  2.10¦ 95.300¦ 95.500¦ 95.500¦ 14.67¦   1.84¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦09.10.02¦  2.10¦ 95.350¦ 96.910¦ 95.350¦ 14.61¦   1.23¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦10.10.02¦  2.10¦ 95.000¦ 95.820¦ 95.820¦ 14.44¦   2.56¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦11.10.02¦  2.20¦ 95.750¦ 95.750¦ 95.750¦ 14.39¦   0.07¦        ¦
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   ¦04.02.04 ¦07.10.02¦  2.34¦ 98.150¦ 98.200¦ 98.150¦ 14.39¦  16.00¦ 27015  ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦08.10.02¦  2.38¦ 98.220¦ 98.220¦ 98.220¦ 14.32¦   0.00¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦09.10.02¦  2.42¦ 98.190¦ 98.200¦ 98.200¦ 14.34¦  30.30¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦10.10.02¦  2.46¦ 98.199¦ 98.201¦ 98.199¦ 14.34¦  11.80¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦11.10.02¦  2.49¦ 98.150¦ 98.150¦ 98.150¦ 14.38¦   1.40¦        ¦
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   ¦15.03.04 ¦07.10.02¦  5.64¦ 93.550¦ 93.550¦ 93.550¦ 15.08¦   0.04¦ 26002  ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦09.10.02¦  5.70¦ 94.000¦ 94.000¦ 94.000¦ 14.81¦  10.00¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦10.10.02¦  5.73¦ 93.800¦ 93.800¦ 93.800¦ 14.99¦   0.54¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦11.10.02¦  5.75¦ 94.000¦ 94.000¦ 94.000¦ 14.83¦   3.00¦        ¦
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   ¦02.06.04 ¦07.10.02¦  1.27¦ 97.400¦ 97.500¦ 97.400¦ 14.74¦  46.68¦ 27013  ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦08.10.02¦  1.30¦ 97.320¦ 97.370¦ 97.360¦ 14.78¦  29.50¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦09.10.02¦  1.34¦ 97.400¦ 97.475¦ 97.475¦ 14.71¦  96.32¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦10.10.02¦  1.38¦ 97.440¦ 97.450¦ 97.450¦ 14.71¦  25.29¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦11.10.02¦  1.42¦ 97.350¦ 97.450¦ 97.400¦ 14.77¦  14.39¦        ¦
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   ¦04.08.04 ¦07.10.02¦  2.34¦ 96.999¦ 96.999¦ 96.999¦ 14.73¦   3.00¦ 27017  ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦08.10.02¦  2.38¦ 96.985¦ 96.990¦ 96.990¦ 14.74¦   7.00¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦09.10.02¦  2.42¦ 97.050¦ 97.050¦ 97.050¦ 14.70¦   7.00¦        ¦
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   ¦15.12.04 ¦07.10.02¦  0.73¦ 96.500¦ 96.550¦ 96.500¦ 14.84¦  10.06¦ 27014  ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦08.10.02¦  0.77¦ 96.150¦ 96.160¦ 96.150¦ 15.06¦   5.94¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦09.10.02¦  0.81¦ 96.250¦ 96.395¦ 96.395¦ 14.93¦  25.02¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦10.10.02¦  0.84¦ 96.450¦ 96.450¦ 96.450¦ 14.87¦   0.16¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦11.10.02¦  0.88¦ 96.375¦ 96.375¦ 96.375¦ 14.92¦   8.00¦        ¦
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   ¦15.03.05 ¦07.10.02¦  5.64¦ 88.300¦ 88.300¦ 88.300¦ 16.07¦   0.00¦ 26003  ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦08.10.02¦  5.67¦ 88.248¦ 88.250¦ 88.250¦ 16.11¦   2.00¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦09.10.02¦  5.70¦ 88.239¦ 88.600¦ 88.600¦ 15.95¦  16.09¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦10.10.02¦  5.73¦ 88.500¦ 88.900¦ 88.900¦ 15.90¦   0.10¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦11.10.02¦  5.75¦ 88.800¦ 89.000¦ 89.000¦ 15.72¦  41.61¦        ¦
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   ¦20.04.05 ¦10.10.02¦  0.04¦ 97.330¦ 97.580¦ 97.580¦ 15.01¦ 753.55¦ 27021  ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦11.10.02¦  0.08¦ 97.565¦ 97.679¦ 97.679¦ 14.96¦  54.11¦        ¦
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   ¦14.09.05 ¦07.10.02¦  0.73¦ 95.857¦ 95.940¦ 95.920¦ 15.26¦  57.79¦ 27018  ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦08.10.02¦  0.77¦ 95.700¦ 95.901¦ 95.700¦ 15.28¦  30.87¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦09.10.02¦  0.81¦ 95.800¦ 96.000¦ 96.000¦ 15.31¦   2.36¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦10.10.02¦  0.84¦ 96.000¦ 96.100¦ 96.020¦ 15.21¦  61.15¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦11.10.02¦  0.88¦ 96.010¦ 96.199¦ 96.199¦ 15.19¦  34.11¦        ¦
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   ¦15.11.06 ¦07.10.02¦  1.93¦ 90.650¦ 90.750¦ 90.655¦ 16.83¦  37.55¦ 45001  ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦08.10.02¦  1.97¦ 90.650¦ 90.650¦ 90.650¦ 16.84¦   2.03¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦09.10.02¦  2.01¦ 90.930¦ 90.932¦ 90.931¦ 16.81¦1094.48¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦10.10.02¦  2.06¦ 90.620¦ 90.960¦ 90.960¦ 16.71¦ 323.03¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦11.10.02¦  2.10¦ 90.950¦ 90.972¦ 90.972¦ 16.69¦ 617.23¦        ¦
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   ¦10.09.08 ¦07.10.02¦  0.78¦ 84.450¦ 84.550¦ 84.548¦ 17.23¦ 319.96¦ 46001  ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦08.10.02¦  0.82¦ 84.549¦ 85.565¦ 84.615¦ 17.19¦ 357.77¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦09.10.02¦  0.86¦ 84.687¦ 85.005¦ 85.005¦ 17.09¦ 354.46¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦10.10.02¦  0.90¦ 85.015¦ 85.020¦ 85.020¦ 17.03¦ 101.08¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦11.10.02¦  0.95¦ 85.022¦ 85.023¦ 85.023¦ 17.03¦  56.99¦        ¦
   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       ¦   47  ¦   5.00 ¦    50.00    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 25029  ¦       27.11.2002       ¦   47  ¦   5.00 ¦    50.00    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 25053  ¦       25.11.2002       ¦   45  ¦   2.00 ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26001  ¦       15.03.2003       ¦  155  ¦  10.00 ¦   100.00    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26002  ¦       15.03.2003       ¦  155  ¦  10.00 ¦   100.00    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26003  ¦       15.03.2003       ¦  155  ¦  10.00 ¦   100.00    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26032  ¦       27.11.2002       ¦   47  ¦   5.00 ¦    50.00    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26175  ¦       25.11.2002       ¦   45  ¦   2.00 ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26176  ¦       26.11.2002       ¦   46  ¦   2.00 ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26177  ¦       28.11.2002       ¦   48  ¦   2.00 ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26178  ¦       29.11.2002       ¦   49  ¦   2.00 ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27006  ¦       23.10.2002       ¦   12  ¦  10.00 ¦     0.25    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 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--------+------------------------+-------+--------+--------------
   
                                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¦   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¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦Итого:  ¦                                               ¦198649.500¦26939.322¦
   L--------+-----------------------------------------------+----------+----------
   
                                Часть 4
   
          НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
                         РЫНОК ГКО - ОФЗ - ОБР
   
   ---------------------------T--------T--------T--------T--------T--------¬
   ¦                          ¦07.10.02¦08.10.02¦09.10.02¦10.10.02¦11.10.02¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦1. Индикаторы (% годовых):¦        ¦        ¦        ¦        ¦        ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦а) рыночного портфеля <*> ¦        ¦        ¦        ¦        ¦        ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ГКО                    ¦ 13.19  ¦ 13.28  ¦ 12.86  ¦ 12.78  ¦ 12.78  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ПД                 ¦ 13.18  ¦ 13.20  ¦ 13.07  ¦ 13.07  ¦ 12.94  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-АД                 ¦ 16.96  ¦ 16.96  ¦ 16.89  ¦ 16.80  ¦ 16.78  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ФД                 ¦ 14.61  ¦ 14.65  ¦ 14.61  ¦ 14.58  ¦ 14.61  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦б) оборота рынка <**>     ¦        ¦        ¦        ¦        ¦        ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ГКО                    ¦ 12.46  ¦ 12.81  ¦ 12.63  ¦ 12.66  ¦ 12.10  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ПД                 ¦ 15.21  ¦ 16.11  ¦ 15.62  ¦ 15.20  ¦ 15.69  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-АД                 ¦ 17.19  ¦ 17.18  ¦ 16.89  ¦ 16.80  ¦ 16.73  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ФД                 ¦ 14.43  ¦ 14.36  ¦ 14.44  ¦ 14.94  ¦ 14.52  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦2. Коэффициенты           ¦        ¦        ¦        ¦        ¦        ¦
   ¦   оборачиваемости        ¦        ¦        ¦        ¦        ¦        ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ГКО                    ¦  1.41  ¦  1.15  ¦  0.72  ¦  1.73  ¦  0.53  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ПД                 ¦  0.00  ¦  0.09  ¦  1.28  ¦  0.03  ¦  2.11  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-АД                 ¦  1.58  ¦  1.55  ¦  5.41  ¦  1.56  ¦  2.47  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ФД                 ¦  0.53  ¦  0.44  ¦  0.26  ¦  0.72  ¦  0.33  ¦
   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---------¬
   ¦                      ¦ 07.10.02¦ 08.10.02¦ 09.10.02¦ 10.10.02¦ 11.10.02¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦Номинальная стоимость,¦196050.45¦196382.27¦197081.00¦198237.39¦198649.50¦
   ¦млн. руб.             ¦         ¦         ¦         ¦         ¦         ¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ГКО                ¦ 20381.24¦ 20381.24¦ 20381.24¦ 20389.39¦ 20389.39¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-ПД             ¦  2061.17¦  2061.17¦  2061.17¦  2061.17¦  2061.17¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-АД             ¦ 21481.88¦ 21813.71¦ 26795.52¦ 27203.00¦ 27615.11¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-ФД             ¦152126.16¦152126.16¦147843.07¦148583.84¦148583.84¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦Рыночная стоимость,   ¦192133.38¦192446.91¦192364.91¦193665.77¦194082.44¦
   ¦млн. руб.             ¦         ¦         ¦         ¦         ¦         ¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ГКО                ¦ 19681.67¦ 19683.95¦ 19711.67¦ 19730.00¦ 19736.86¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-ПД             ¦  1996.25¦  1996.16¦  2000.99¦  2001.89¦  2006.61¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-АД             ¦ 19490.13¦ 19783.56¦ 24418.57¦ 24855.02¦ 25253.04¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-ФД             ¦150965.34¦150983.23¦146233.69¦147078.85¦147085.94¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦Дюрация <*>, дней     ¦   438.53¦   438.83¦   483.34¦   484.89¦   485.01¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ГКО                ¦    98.39¦    97.38¦    96.41¦    95.44¦    94.42¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-ПД             ¦   497.09¦   496.26¦   496.17¦   495.61¦   495.54¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-АД             ¦  1058.83¦  1062.09¦  1047.56¦  1047.11¦  1045.66¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-ФД             ¦   402.02¦   400.92¦   441.11¦   441.98¦   441.02¦
   L----------------------+---------+---------+---------+---------+----------
   
       --------------------------------
       <*> Рассчитывается  как средний срок до погашения,  взвешенный
   по объемам в обращении.
   
                                                 Департамент операций
                                                    на открытом рынке
                                                         Банка России
   
   


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