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БЮЛЛЕТЕНЬ ЦБ РФ ОТ 18.10.2002 N 40 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 18 октября 2002 г. N 40
   
                                Часть 1
   
                    ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
             КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
                        ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
   
       Торговля ГКО при суммарном объеме  сделок  за  неделю  127.426
   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 ¦14.10.02¦99.200¦99.200¦99.200¦ 12.80 ¦ 19.92 ¦ 21159  ¦
   ¦         +--------+------+------+------+-------+-------+        ¦
   ¦         ¦15.10.02¦99.300¦99.375¦99.300¦ 11.54 ¦ 23.12 ¦        ¦
   ¦         +--------+------+------+------+-------+-------+        ¦
   ¦         ¦16.10.02¦99.371¦99.400¦99.371¦ 11.00 ¦  3.20 ¦        ¦
   ¦         +--------+------+------+------+-------+-------+        ¦
   ¦         ¦18.10.02¦99.400¦99.400¦99.400¦ 11.60 ¦ 28.58 ¦        ¦
   +---------+--------+------+------+------+-------+-------+--------+
   ¦20.11.02 ¦14.10.02¦98.848¦98.855¦98.850¦ 11.46 ¦  7.79 ¦ 21160  ¦
   ¦         +--------+------+------+------+-------+-------+        ¦
   ¦         ¦15.10.02¦98.875¦98.886¦98.885¦ 11.44 ¦ 10.10 ¦        ¦
   ¦         +--------+------+------+------+-------+-------+        ¦
   ¦         ¦16.10.02¦98.980¦99.040¦99.040¦ 10.45 ¦ 20.64 ¦        ¦
   ¦         +--------+------+------+------+-------+-------+        ¦
   ¦         ¦17.10.02¦99.000¦99.000¦99.000¦ 10.84 ¦  7.09 ¦        ¦
   ¦         +--------+------+------+------+-------+-------+        ¦
   ¦         ¦18.10.02¦99.095¦99.095¦99.095¦ 10.10 ¦  0.42 ¦        ¦
   +---------+--------+------+------+------+-------+-------+--------+
   ¦05.03.03 ¦14.10.02¦95.150¦95.150¦95.150¦ 13.10 ¦  0.11 ¦ 21161  ¦
   +---------+--------+------+------+------+-------+-------+--------+
   ¦02.04.03 ¦14.10.02¦94.165¦94.165¦94.165¦ 13.30 ¦  2.20 ¦ 21162  ¦
   ¦         +--------+------+------+------+-------+-------+        ¦
   ¦         ¦15.10.02¦94.249¦94.250¦94.249¦ 13.18 ¦  3.25 ¦        ¦
   ¦         +--------+------+------+------+-------+-------+        ¦
   ¦         ¦18.10.02¦95.000¦95.000¦95.000¦ 11.57 ¦  1.00 ¦        ¦
   L---------+--------+------+------+------+-------+-------+---------
   
       Торговля ОФЗ  при  суммарном  объеме сделок за неделю 4234.773
   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.) ¦      ¦      ¦      ¦      ¦       ¦        ¦
   +---------+--------+------+------+------+------+------+-------+--------+
   ¦22.10.03 ¦14.10.02¦ 2.30 ¦99.181¦99.225¦99.225¦ 13.43¦  31.78¦ 27006  ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦15.10.02¦ 2.30 ¦99.220¦99.300¦99.280¦ 13.38¦  58.53¦        ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦16.10.02¦ 2.30 ¦99.250¦99.350¦99.274¦ 13.47¦  46.13¦        ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦17.10.02¦ 2.30 ¦99.250¦99.350¦99.350¦ 13.37¦  14.81¦        ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦18.10.02¦ 2.40 ¦99.250¦99.300¦99.273¦ 13.35¦  16.99¦        ¦
   +---------+--------+------+------+------+------+------+-------+--------+
   ¦05.02.03 ¦14.10.02¦ 1.90 ¦99.071¦99.205¦99.170¦ 13.15¦  20.31¦ 27007  ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦15.10.02¦ 1.90 ¦99.170¦99.200¦99.170¦ 13.37¦  10.96¦        ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦16.10.02¦ 1.90 ¦99.150¦99.250¦99.201¦ 13.40¦  40.18¦        ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦17.10.02¦ 2.00 ¦99.150¦99.200¦99.160¦ 13.17¦   2.06¦        ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦18.10.02¦ 2.00 ¦99.160¦99.180¦99.160¦ 13.44¦  17.68¦        ¦
   +---------+--------+------+------+------+------+------+-------+--------+
   ¦21.05.03 ¦14.10.02¦ 1.50 ¦98.010¦98.199¦98.199¦ 13.92¦   6.88¦ 27008  ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦15.10.02¦ 1.50 ¦98.187¦98.200¦98.189¦ 13.90¦  34.05¦        ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦16.10.02¦ 1.50 ¦98.180¦98.200¦98.180¦ 13.97¦  29.08¦        ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦17.10.02¦ 1.60 ¦98.156¦98.250¦98.250¦ 13.80¦  17.43¦        ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦18.10.02¦ 1.60 ¦98.160¦98.212¦98.200¦ 13.91¦  68.34¦        ¦
   +---------+--------+------+------+------+------+------+-------+--------+
   ¦04.06.03 ¦15.10.02¦ 1.10 ¦98.045¦98.100¦98.060¦ 13.96¦  16.86¦ 27009  ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦16.10.02¦ 1.20 ¦98.022¦98.089¦98.070¦ 13.88¦  14.83¦        ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦17.10.02¦ 1.20 ¦98.045¦98.100¦98.050¦ 13.93¦   3.14¦        ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦18.10.02¦ 1.20 ¦98.000¦98.080¦98.080¦ 14.03¦  13.90¦        ¦
   +---------+--------+------+------+------+------+------+-------+--------+
   ¦17.09.03 ¦14.10.02¦ 0.70 ¦96.900¦97.160¦97.160¦ 14.19¦   1.20¦ 27010  ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦15.10.02¦ 0.70 ¦97.100¦97.200¦97.200¦ 14.03¦  16.22¦        ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦16.10.02¦ 0.80 ¦97.150¦97.194¦97.190¦ 13.96¦   6.10¦        ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦17.10.02¦ 0.80 ¦97.100¦97.300¦97.101¦ 14.11¦   2.92¦        ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦18.10.02¦ 0.80 ¦97.100¦97.162¦97.150¦ 14.10¦  47.38¦        ¦
   +---------+--------+------+------+------+------+------+-------+--------+
   ¦08.10.03 ¦14.10.02¦ 0.10 ¦96.865¦96.960¦96.960¦ 14.12¦  28.44¦ 27011  ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦15.10.02¦ 0.20 ¦96.910¦96.970¦96.970¦ 14.05¦  20.78¦        ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦16.10.02¦ 0.20 ¦96.950¦96.990¦96.950¦ 14.07¦   7.30¦        ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦17.10.02¦ 0.20 ¦96.950¦97.000¦97.000¦ 14.08¦   3.39¦        ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦18.10.02¦ 0.20 ¦96.960¦97.050¦97.000¦ 14.08¦  35.84¦        ¦
   +---------+--------+------+------+------+------+------+-------+--------+
   ¦19.11.03 ¦14.10.02¦ 4.00 ¦96.200¦96.271¦96.270¦ 14.23¦  32.84¦ 27012  ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦15.10.02¦ 4.00 ¦96.270¦96.450¦96.350¦ 14.18¦   5.13¦        ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦16.10.02¦ 4.00 ¦96.400¦96.400¦96.400¦ 14.17¦   9.51¦        ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦17.10.02¦ 4.10 ¦96.300¦96.300¦96.300¦ 14.21¦   0.00¦        ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦18.10.02¦ 4.10 ¦96.350¦96.350¦96.350¦ 14.19¦   0.14¦        ¦
   +---------+--------+------+------+------+------+------+-------+--------+
   ¦21.01.04 ¦14.10.02¦ 2.30 ¦95.600¦95.750¦95.750¦ 14.46¦  25.67¦ 28001  ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦15.10.02¦ 2.30 ¦95.713¦95.999¦95.890¦ 14.22¦   2.65¦        ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦16.10.02¦ 2.30 ¦95.570¦95.570¦95.570¦ 14.65¦   0.05¦        ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦17.10.02¦ 2.30 ¦95.850¦96.000¦96.000¦ 14.27¦   6.03¦        ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦18.10.02¦ 2.40 ¦95.800¦95.800¦95.800¦ 14.40¦   0.03¦        ¦
   +---------+--------+------+------+------+------+------+-------+--------+
   ¦04.02.04 ¦14.10.02¦ 2.61 ¦97.850¦97.975¦97.975¦ 14.57¦ 130.49¦ 27015  ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦15.10.02¦ 2.65 ¦98.000¦98.000¦98.000¦ 14.52¦ 152.93¦        ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦16.10.02¦ 2.69 ¦98.200¦98.230¦98.230¦ 14.31¦   8.28¦        ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦17.10.02¦ 2.72 ¦98.250¦98.300¦98.300¦ 14.25¦  15.88¦        ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦18.10.02¦ 2.76 ¦98.290¦98.300¦98.300¦ 14.24¦   0.00¦        ¦
   +---------+--------+------+------+------+------+------+-------+--------+
   ¦15.03.04 ¦14.10.02¦ 5.84 ¦94.502¦94.502¦94.502¦ 14.42¦   0.00¦ 26002  ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦15.10.02¦ 5.86 ¦94.000¦94.000¦94.000¦ 14.86¦   0.00¦        ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦16.10.02¦ 5.89 ¦94.100¦94.100¦94.100¦ 14.78¦   0.00¦        ¦
   +---------+--------+------+------+------+------+------+-------+--------+
   ¦02.06.04 ¦14.10.02¦ 1.53 ¦97.360¦97.360¦97.360¦ 14.77¦   0.29¦ 27013  ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦15.10.02¦ 1.57 ¦97.200¦97.550¦97.550¦ 14.83¦   3.02¦        ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦16.10.02¦ 1.61 ¦97.380¦97.450¦97.401¦ 14.74¦  10.68¦        ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦17.10.02¦ 1.65 ¦97.380¦97.550¦97.500¦ 14.63¦  16.84¦        ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦18.10.02¦ 1.69 ¦97.790¦97.790¦97.790¦ 14.43¦   0.00¦        ¦
   +---------+--------+------+------+------+------+------+-------+--------+
   ¦04.08.04 ¦14.10.02¦ 2.61 ¦96.900¦97.100¦97.100¦ 14.68¦   1.26¦ 27017  ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦17.10.02¦ 2.72 ¦97.125¦97.125¦97.125¦ 14.64¦   2.00¦        ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦18.10.02¦ 2.76 ¦97.122¦97.122¦97.122¦ 14.64¦   4.04¦        ¦
   +---------+--------+------+------+------+------+------+-------+--------+
   ¦15.12.04 ¦14.10.02¦ 1.00 ¦96.375¦96.400¦96.375¦ 14.92¦   2.26¦ 27014  ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦15.10.02¦ 1.04 ¦96.300¦96.350¦96.350¦ 14.93¦   2.58¦        ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦16.10.02¦ 1.07 ¦96.330¦96.440¦96.440¦ 14.90¦  39.32¦        ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦17.10.02¦ 1.11 ¦96.500¦96.600¦96.575¦ 14.80¦  24.30¦        ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦18.10.02¦ 1.15 ¦96.590¦96.645¦96.645¦ 14.78¦  25.35¦        ¦
   +---------+--------+------+------+------+------+------+-------+--------+
   ¦15.03.05 ¦14.10.02¦ 5.84 ¦88.950¦89.000¦89.000¦ 15.72¦   9.20¦ 26003  ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦15.10.02¦ 5.86 ¦89.070¦89.500¦89.500¦ 15.44¦  17.50¦        ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦16.10.02¦ 5.89 ¦89.201¦89.700¦89.700¦ 15.36¦   4.04¦        ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦17.10.02¦ 5.92 ¦89.898¦89.900¦89.900¦ 15.22¦  10.55¦        ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦18.10.02¦ 5.95 ¦89.500¦89.500¦89.500¦ 15.45¦   0.00¦        ¦
   +---------+--------+------+------+------+------+------+-------+--------+
   ¦20.04.05 ¦14.10.02¦ 0.21 ¦97.640¦97.750¦97.749¦ 14.87¦  31.10¦ 27021  ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦15.10.02¦ 0.25 ¦97.800¦97.820¦97.820¦ 14.82¦  15.00¦        ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦16.10.02¦ 0.29 ¦97.850¦98.100¦98.090¦ 14.73¦  26.83¦        ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦17.10.02¦ 0.33 ¦97.970¦97.990¦97.970¦ 14.72¦   5.50¦        ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦18.10.02¦ 0.37 ¦98.000¦98.049¦98.049¦ 14.70¦   9.31¦        ¦
   +---------+--------+------+------+------+------+------+-------+--------+
   ¦14.09.05 ¦14.10.02¦ 1.00 ¦95.980¦96.100¦96.100¦ 15.22¦   6.09¦ 27018  ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦15.10.02¦ 1.04 ¦96.100¦96.200¦96.200¦ 15.14¦  27.75¦        ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦16.10.02¦ 1.07 ¦96.347¦96.399¦96.347¦ 15.03¦   5.00¦        ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦17.10.02¦ 1.11 ¦96.390¦96.452¦96.450¦ 15.01¦   8.00¦        ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦18.10.02¦ 1.15 ¦96.420¦96.420¦96.420¦ 15.02¦   0.03¦        ¦
   +---------+--------+------+------+------+------+------+-------+--------+
   ¦21.11.05 ¦15.10.02¦ 1.77 ¦66.000¦66.000¦66.000¦ 16.97¦   0.02¦ 25053  ¦
   +---------+--------+------+------+------+------+------+-------+--------+
   ¦15.11.06 ¦14.10.02¦ 2.22 ¦90.977¦91.183¦91.003¦ 16.68¦ 351.00¦ 45001  ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦15.10.02¦ 2.26 ¦90.700¦91.032¦91.032¦ 16.67¦ 845.15¦        ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦16.10.02¦ 2.30 ¦91.000¦91.336¦91.288¦ 16.54¦ 417.75¦        ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦17.10.02¦ 2.34 ¦91.350¦91.450¦91.420¦ 16.48¦ 291.38¦        ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦18.10.02¦ 2.38 ¦91.450¦91.510¦91.510¦ 16.44¦ 424.09¦        ¦
   +---------+--------+------+------+------+------+------+-------+--------+
   ¦10.09.08 ¦14.10.02¦ 1.07 ¦85.029¦85.041¦85.041¦ 17.02¦ 129.74¦ 46001  ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦15.10.02¦ 1.11 ¦85.050¦85.280¦85.055¦ 17.01¦ 123.09¦        ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦16.10.02¦ 1.15 ¦85.150¦85.306¦85.306¦ 16.91¦ 105.61¦        ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦17.10.02¦ 1.19 ¦85.400¦85.410¦85.410¦ 16.87¦  20.16¦        ¦
   ¦         +--------+------+------+------+------+------+-------+        ¦
   ¦         ¦18.10.02¦ 1.23 ¦85.501¦85.504¦85.504¦ 16.84¦ 195.84¦        ¦
   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        ¦   40  ¦   5.00 ¦    50.00    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 25029  ¦      27.11.2002        ¦   40  ¦   5.00 ¦    50.00    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 25053  ¦      25.11.2002        ¦   38  ¦   2.00 ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26001  ¦      15.03.2003        ¦  148  ¦  10.00 ¦   100.00    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26002  ¦      15.03.2003        ¦  148  ¦  10.00 ¦   100.00    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26003  ¦      15.03.2003        ¦  148  ¦  10.00 ¦   100.00    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26032  ¦      27.11.2002        ¦   40  ¦   5.00 ¦    50.00    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26175  ¦      25.11.2002        ¦   38  ¦   2.00 ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26176  ¦      26.11.2002        ¦   39  ¦   2.00 ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26177  ¦      28.11.2002        ¦   41  ¦   2.00 ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26178  ¦      29.11.2002        ¦   42  ¦   2.00 ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27006  ¦      23.10.2002        ¦    5  ¦  10.00 ¦     0.25    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27007  ¦      06.11.2002        ¦   19  ¦  10.00 ¦     0.25    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27008  ¦      20.11.2002        ¦   33  ¦  10.00 ¦     0.25    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27009  ¦      04.12.2002        ¦   47  ¦  10.00 ¦     0.25    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27010  ¦      18.12.2002        ¦   61  ¦  10.00 ¦     0.25    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27011  ¦      08.01.2003        ¦   82  ¦  10.00 ¦     0.25    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27012  ¦      20.11.2002        ¦   33  ¦  10.00 ¦     0.50    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27013  ¦      04.12.2002        ¦   47  ¦  14.00 ¦    34.90    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27014  ¦      18.12.2002        ¦   61  ¦  14.00 ¦    34.90    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27015  ¦      06.11.2002        ¦   19  ¦  14.00 ¦    34.90    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27016  ¦      20.11.2002        ¦   33  ¦  15.00 ¦    37.40    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27017  ¦      06.11.2002        ¦   19  ¦  14.00 ¦    34.90    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27018  ¦      18.12.2002        ¦   61  ¦  14.00 ¦    34.90    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27021  ¦      22.01.2003        ¦   96  ¦  15.00 ¦    43.15    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 28001  ¦      23.10.2002        ¦    5  ¦  10.00 ¦     0.25    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 45001  ¦      20.11.2002        ¦   33  ¦  15.00 ¦    37.40    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 46001  ¦      18.12.2002        ¦   61  ¦  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¦   19¦   1   ¦  28  ¦        ¦  5072.010¦  927.990¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 21160  ¦22.05.02¦20.11.02¦   33¦   1   ¦  34  ¦        ¦  4792.449¦  207.551¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 21161  ¦17.07.02¦05.03.03¦  138¦   2   ¦  10  ¦        ¦  6812.778¦ 2187.222¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 21162  ¦04.09.02¦02.04.03¦  166¦   1   ¦   5  ¦        ¦  3712.150¦  287.850¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 25028  ¦27.11.98¦27.11.02¦   40¦       ¦      ¦        ¦   163.722¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 25029  ¦27.11.98¦27.11.03¦  405¦       ¦      ¦        ¦   163.722¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 25053  ¦26.12.00¦21.11.05¦ 1130¦       ¦      ¦        ¦     5.036¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26001  ¦15.03.97¦15.03.03¦  148¦   1   ¦      ¦        ¦   148.091¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26002  ¦15.03.97¦15.03.04¦  514¦   1   ¦      ¦        ¦   265.174¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26003  ¦15.03.97¦15.03.05¦  879¦   1   ¦      ¦        ¦  1131.559¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26032  ¦27.11.98¦27.11.04¦  771¦       ¦      ¦        ¦   163.722¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26175  ¦26.12.00¦20.11.06¦ 1494¦       ¦      ¦        ¦     5.036¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26176  ¦26.12.00¦20.11.07¦ 1859¦       ¦      ¦        ¦     5.036¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26177  ¦26.12.00¦20.11.08¦ 2225¦       ¦      ¦        ¦     5.035¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26178  ¦26.12.00¦20.11.09¦ 2590¦       ¦      ¦        ¦     5.035¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27006  ¦19.08.98¦22.01.03¦   96¦       ¦      ¦        ¦  9542.319¦  446.431¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27007  ¦19.08.98¦05.02.03¦  110¦       ¦      ¦        ¦  9542.319¦  446.431¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27008  ¦19.08.98¦21.05.03¦  215¦       ¦      ¦        ¦  9542.319¦  446.431¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27009  ¦19.08.98¦04.06.03¦  229¦       ¦      ¦        ¦  9542.319¦  446.431¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27010  ¦19.08.98¦17.09.03¦  334¦       ¦      ¦        ¦  9542.319¦  446.431¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27011  ¦19.08.98¦08.10.03¦  355¦       ¦      ¦        ¦  9542.319¦  446.431¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27012  ¦14.11.99¦19.11.03¦  397¦       ¦      ¦        ¦  9115.111¦ 8491.289¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27013  ¦06.06.01¦02.06.04¦  593¦   3   ¦  65  ¦        ¦ 15000.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27014  ¦11.07.01¦15.12.04¦  789¦   2   ¦  78  ¦        ¦ 10000.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27015  ¦08.08.01¦04.02.04¦  474¦   2   ¦  54  ¦        ¦ 10000.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27016  ¦21.11.01¦20.08.03¦  306¦   1   ¦   1  ¦        ¦  5672.494¦ 6327.506¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27017  ¦06.02.02¦04.08.04¦  656¦   2   ¦  64  ¦        ¦ 12000.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27018  ¦20.03.02¦14.09.05¦ 1062¦   2   ¦  45  ¦        ¦ 14000.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27021  ¦09.10.02¦20.04.05¦  915¦   1   ¦   1  ¦        ¦  6000.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 28001  ¦19.08.98¦21.01.04¦  460¦       ¦      ¦        ¦  9542.319¦  446.431¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 45001  ¦22.05.02¦15.11.06¦ 1489¦   4   ¦  55  ¦        ¦ 22654.080¦ 3345.920¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 46001  ¦18.09.02¦10.09.08¦ 2154¦   1   ¦  21  ¦        ¦  6848.318¦  151.682¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦Итого:  ¦                                               ¦200536.793¦25052.029¦
   L--------+-----------------------------------------------+----------+----------
   
                                Часть 4
   
          НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
                         РЫНОК ГКО - ОФЗ - ОБР
   
   ---------------------------T--------T--------T--------T--------T--------¬
   ¦                          ¦14.10.02¦15.10.02¦16.10.02¦17.10.02¦18.10.02¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦1. Индикаторы (% годовых):¦        ¦        ¦        ¦        ¦        ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦а) рыночного портфеля <*> ¦        ¦        ¦        ¦        ¦        ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ГКО                    ¦ 12.99  ¦ 12.89  ¦ 12.77  ¦ 12.71  ¦ 12.28  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ПД                 ¦ 12.90  ¦ 12.76  ¦ 12.71  ¦ 12.60  ¦ 12.76  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-АД                 ¦ 16.77  ¦ 16.76  ¦ 16.65  ¦ 16.59  ¦ 16.56  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ФД                 ¦ 14.64  ¦ 14.63  ¦ 14.59  ¦ 14.51  ¦ 14.50  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦б) оборота рынка <**>     ¦        ¦        ¦        ¦        ¦        ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ГКО                    ¦ 12.62  ¦ 12.13  ¦ 10.50  ¦ 10.84  ¦ 11.56  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ПД                 ¦ 15.72  ¦ 15.44  ¦ 15.36  ¦ 15.22  ¦ 15.45  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-АД                 ¦ 16.79  ¦ 16.72  ¦ 16.63  ¦ 16.51  ¦ 16.59  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ФД                 ¦ 14.53  ¦ 14.53  ¦ 14.53  ¦ 14.57  ¦ 14.27  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦2. Коэффициенты           ¦        ¦        ¦        ¦        ¦        ¦
   ¦   оборачиваемости        ¦        ¦        ¦        ¦        ¦        ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ГКО                    ¦  0.15  ¦  0.18  ¦  0.12  ¦  0.04  ¦  0.15  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ПД                 ¦  0.43  ¦  0.83  ¦  0.19  ¦  0.50  ¦  0.00  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-АД                 ¦  1.71  ¦  3.45  ¦  1.82  ¦  1.09  ¦  2.09  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ФД                 ¦  0.22  ¦  0.25  ¦  0.16  ¦  0.08  ¦  0.16  ¦
   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---------¬
   ¦                      ¦ 14.10.02¦ 15.10.02¦ 16.10.02¦ 17.10.02¦ 18.10.02¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦Номинальная стоимость,¦199009.95¦199329.98¦199833.81¦200046.71¦200536.79¦
   ¦млн. руб.             ¦         ¦         ¦         ¦         ¦         ¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ГКО                ¦ 20389.39¦ 20389.39¦ 20389.39¦ 20389.39¦ 20389.39¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-ПД             ¦  2061.17¦  2061.17¦  2061.17¦  2061.17¦  2061.17¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-АД             ¦ 27975.56¦ 28295.59¦ 28799.41¦ 29012.32¦ 29502.40¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-ФД             ¦148583.84¦148583.84¦148583.84¦148583.84¦148583.84¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦Рыночная стоимость,   ¦194573.44¦195003.70¦195665.70¦196061.46¦196644.43¦
   ¦млн. руб.             ¦         ¦         ¦         ¦         ¦         ¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ГКО                ¦ 19746.77¦ 19756.99¦ 19766.07¦ 19765.69¦ 19799.56¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-ПД             ¦  2009.84¦  2014.67¦  2017.14¦  2020.55¦  2016.51¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-АД             ¦ 25620.54¦ 25927.98¦ 26477.16¦ 26723.34¦ 27202.78¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-ФД             ¦147196.29¦147304.07¦147405.32¦147551.88¦147625.58¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦Дюрация <*>, дней     ¦   483.16¦   483.14¦   483.88¦   483.61¦   484.11¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ГКО                ¦    91.45¦    90.43¦    89.41¦    88.41¦    87.50¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-ПД             ¦   493.44¦   493.70¦   493.27¦   493.05¦   491.54¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-АД             ¦  1043.36¦  1042.80¦  1042.29¦  1041.23¦  1041.40¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-ФД             ¦   438.07¦   437.15¦   436.34¦   435.43¦   434.51¦
   L----------------------+---------+---------+---------+---------+----------
   
       --------------------------------
       <*> Рассчитывается  как средний срок до погашения,  взвешенный
   по объемам в обращении.
   
                                                 Департамент операций
                                                    на открытом рынке
                                                         Банка России
   
   


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