ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 30 ноября 2001 г. N 45
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 45.372 млн.
руб. по номиналу имела следующие параметры:
----------T--------T--------------------T--------T-------T--------
| Дата | Дата | Цены облигаций |Доход- |Оборот |Номер |
|погашения| торгов +------T------T------+ность | (млн. |выпуска|
| | | мин. |макс. |закр. |(% год.)| руб. |(спра- |
| | | | | | | по |вочно) |
| | | | | | |номин.)| |
+---------+--------+------+------+------+--------+-------+-------+
|30.01.02 |26.11.01| 97.50| 97.50| 97.50| 14.40 | 1.00 | 21153 |
| +--------+------+------+------+--------+-------+ |
| |27.11.01| 97.50| 97.55| 97.50| 14.50 | 24.00 | |
| +--------+------+------+------+--------+-------+ |
| |28.11.01| 97.55| 97.60| 97.60| 14.25 | 2.00 | |
| +--------+------+------+------+--------+-------+ |
| |29.11.01| 97.55| 97.57| 97.57| 14.66 | 0.42 | |
| +--------+------+------+------+--------+-------+ |
| |30.11.01| 97.80| 97.80| 97.80| 13.46 | 0.01 | |
+---------+--------+------+------+------+--------+-------+-------+
|20.02.02 |26.11.01| 96.90| 96.90| 96.90| 13.58 | 1.17 | 21154 |
| +--------+------+------+------+--------+-------+ |
| |27.11.01| 96.90| 96.90| 96.90| 13.74 | 1.29 | |
| +--------+------+------+------+--------+-------+ |
| |28.11.01| 97.00| 97.00| 97.00| 13.44 | 1.69 | |
+---------+--------+------+------+------+--------+-------+-------+
|13.03.02 |27.11.01| 95.80| 95.87| 95.80| 14.87 | 2.38 | 21147 |
+---------+--------+------+------+------+--------+-------+-------+
|03.04.02 |29.11.01| 95.35| 95.35| 95.35| 14.24 | 1.41 | 21155 |
| +--------+------+------+------+--------+-------+ |
| |30.11.01| 95.80| 95.80| 95.80| 12.90 | 5.00 | |
+---------+--------+------+------+------+--------+-------+-------+
|17.07.02 |29.11.01| 91.55| 91.60| 91.60| 14.63 | 5.00 | 21156 |
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 3151.69
млн. руб. по номиналу имела следующие параметры:
----------T--------T-------T--------------------T------T-------T-------
| Дата | Дата |Накоп- | Цены облигаций |Доход-|Оборот |Номер |
|погашения| торгов |ленный +------T------T------+ность | (млн. |выпус-|
| | |доход | мин. |макс. |закр. |(% | руб. |ка |
| | |(% от | | | |год.) | по |(спра-|
| | |номин.)| | | | |номин.)|вочно)|
+---------+--------+-------+------+------+------+------+-------+------+
|15.12.01 |26.11.01| 0.00 | 99.15| 99.25| 99.24| 15.78| 331.85| 25030|
| +--------+-------+------+------+------+------+-------+ |
| |27.11.01| 0.00 | 99.26| 99.31| 99.28| 16.02| 240.13| |
| +--------+-------+------+------+------+------+-------+ |
| |28.11.01| 0.00 | 99.29| 99.30| 99.29| 16.53| 91.25| |
| +--------+-------+------+------+------+------+-------+ |
| |29.11.01| 0.00 | 99.30| 99.36| 99.34| 16.57| 187.10| |
| +--------+-------+------+------+------+------+-------+ |
| |30.11.01| 0.00 | 99.32| 99.47| 99.47| 15.21| 130.88| |
+---------+--------+-------+------+------+------+------+-------+------+
|06.02.02 |26.11.01| 0.80 |100.10|100.12|100.11| 14.77| 14.80| 27001|
| +--------+-------+------+------+------+------+-------+ |
| |27.11.01| 0.80 |100.02|100.12|100.10| 15.17| 37.26| |
| +--------+-------+------+------+------+------+-------+ |
| |28.11.01| 0.90 |100.00|100.16|100.00| 15.04| 47.56| |
| +--------+-------+------+------+------+------+-------+ |
| |29.11.01| 0.90 |100.00|100.06|100.06| 15.46| 22.83| |
| +--------+-------+------+------+------+------+-------+ |
| |30.11.01| 0.90 |100.02|100.25|100.11| 15.33| 18.61| |
+---------+--------+-------+------+------+------+------+-------+------+
|15.03.02 |26.11.01| 7.01 | 98.50| 98.50| 98.50| 14.96| 0.22| 25014|
+---------+--------+-------+------+------+------+------+-------+------+
|22.05.02 |26.11.01| 0.20 |100.27|100.60|100.30| 14.89| 25.49| 27002|
| +--------+-------+------+------+------+------+-------+ |
| |27.11.01| 0.20 |100.08|100.25|100.24| 15.52| 24.33| |
| +--------+-------+------+------+------+------+-------+ |
| |28.11.01| 0.30 |100.11|100.30|100.25| 14.98| 56.54| |
| +--------+-------+------+------+------+------+-------+ |
| |29.11.01| 0.30 |100.20|100.25|100.25| 15.20| 30.20| |
| +--------+-------+------+------+------+------+-------+ |
| |30.11.01| 0.40 |100.20|100.35|100.35| 14.90| 36.94| |
+---------+--------+-------+------+------+------+------+-------+------+
|05.06.02 |26.11.01| 3.30 |100.30|100.40|100.31| 15.01| 31.03| 27003|
| +--------+-------+------+------+------+------+-------+ |
| |27.11.01| 3.40 |100.01|100.10|100.10| 15.48| 32.01| |
| +--------+-------+------+------+------+------+-------+ |
| |28.11.01| 3.40 |100.10|100.34|100.28| 15.10| 66.89| |
| +--------+-------+------+------+------+------+-------+ |
| |29.11.01| 3.50 |100.17|100.30|100.25| 14.96| 22.89| |
| +--------+-------+------+------+------+------+-------+ |
| |30.11.01| 3.50 |100.23|100.49|100.49| 14.92| 38.51| |
+---------+--------+-------+------+------+------+------+-------+------+
|18.09.02 |26.11.01| 2.80 |100.45|100.65|100.45| 14.88| 14.81| 27004|
| +--------+-------+------+------+------+------+-------+ |
| |27.11.01| 2.80 |100.05|100.30|100.20| 15.38| 32.75| |
| +--------+-------+------+------+------+------+-------+ |
| |28.11.01| 2.80 |100.25|100.40|100.35| 15.28| 41.09| |
| +--------+-------+------+------+------+------+-------+ |
| |29.11.01| 2.90 |100.22|100.36|100.35| 15.14| 35.13| |
| +--------+-------+------+------+------+------+-------+ |
| |30.11.01| 2.90 |100.22|100.65|100.63| 14.86| 40.85| |
+---------+--------+-------+------+------+------+------+-------+------+
|09.10.02 |26.11.01| 1.90 | 99.50| 99.80| 99.50| 14.75| 13.57| 27005|
| +--------+-------+------+------+------+------+-------+ |
| |27.11.01| 2.00 | 99.28| 99.61| 99.50| 14.91| 51.79| |
| +--------+-------+------+------+------+------+-------+ |
| |28.11.01| 2.00 | 99.40| 99.51| 99.45| 14.94| 32.36| |
| +--------+-------+------+------+------+------+-------+ |
| |29.11.01| 2.00 | 99.40| 99.49| 99.49| 15.01| 21.50| |
| +--------+-------+------+------+------+------+-------+ |
| |30.11.01| 2.10 | 99.40| 99.70| 99.65| 14.74| 26.02| |
+---------+--------+-------+------+------+------+------+-------+------+
|22.01.03 |26.11.01| 1.30 | 98.29| 98.60| 98.30| 15.28| 71.33| 27006|
| +--------+-------+------+------+------+------+-------+ |
| |27.11.01| 1.40 | 98.02| 98.20| 98.20| 15.53| 84.31| |
| +--------+-------+------+------+------+------+-------+ |
| |28.11.01| 1.40 | 98.10| 98.48| 98.42| 15.31| 36.30| |
| +--------+-------+------+------+------+------+-------+ |
| |29.11.01| 1.50 | 98.01| 98.25| 98.01| 15.31| 24.82| |
| +--------+-------+------+------+------+------+-------+ |
| |30.11.01| 1.50 | 98.16| 98.50| 98.49| 15.10| 25.06| |
+---------+--------+-------+------+------+------+------+-------+------+
|05.02.03 |26.11.01| 0.80 | 98.29| 98.70| 98.30| 15.19| 78.81| 27007|
| +--------+-------+------+------+------+------+-------+ |
| |27.11.01| 0.80 | 98.00| 98.06| 98.05| 15.61| 53.47| |
| +--------+-------+------+------+------+------+-------+ |
| |28.11.01| 0.90 | 97.80| 98.25| 98.20| 15.40| 17.26| |
| +--------+-------+------+------+------+------+-------+ |
| |29.11.01| 0.90 | 98.05| 98.16| 98.16| 15.52| 8.32| |
| +--------+-------+------+------+------+------+-------+ |
| |30.11.01| 0.90 | 98.05| 98.40| 98.40| 15.34| 36.56| |
+---------+--------+-------+------+------+------+------+-------+------+
|15.03.03 |26.11.01| 7.01 | 91.30| 91.30| 91.30| 17.93| 0.06| 26001|
| +--------+-------+------+------+------+------+-------+ |
| |29.11.01| 7.10 | 92.50| 92.60| 92.60| 16.76| 3.51| |
| +--------+-------+------+------+------+------+-------+ |
| |30.11.01| 7.12 | 93.20| 93.20| 93.20| 16.12| 0.01| |
+---------+--------+-------+------+------+------+------+-------+------+
|21.05.03 |26.11.01| 0.20 | 97.28| 97.60| 97.30| 15.34| 77.24| 27008|
| +--------+-------+------+------+------+------+-------+ |
| |27.11.01| 0.20 | 96.92| 97.35| 96.98| 15.70| 133.04| |
| +--------+-------+------+------+------+------+-------+ |
| |28.11.01| 0.30 | 97.00| 97.37| 97.37| 15.37| 22.12| |
| +--------+-------+------+------+------+------+-------+ |
| |29.11.01| 0.30 | 97.20| 97.35| 97.35| 15.43| 15.80| |
| +--------+-------+------+------+------+------+-------+ |
| |30.11.01| 0.40 | 97.38| 97.53| 97.49| 15.23| 12.04| |
+---------+--------+-------+------+------+------+------+-------+------+
|04.06.03 |26.11.01| 3.30 | 97.28| 97.41| 97.30| 15.45| 48.16| 27009|
| +--------+-------+------+------+------+------+-------+ |
| |27.11.01| 3.40 | 96.94| 97.21| 96.95| 15.66| 127.17| |
| +--------+-------+------+------+------+------+-------+ |
| |28.11.01| 3.40 | 97.05| 97.54| 97.42| 15.33| 33.90| |
| +--------+-------+------+------+------+------+-------+ |
| |29.11.01| 3.50 | 97.00| 97.12| 97.12| 15.57| 3.85| |
| +--------+-------+------+------+------+------+-------+ |
| |30.11.01| 3.50 | 97.20| 97.49| 97.45| 15.28| 13.59| |
+---------+--------+-------+------+------+------+------+-------+------+
|20.08.03 |26.11.01| 0.21 | 99.19| 99.19| 99.19| 15.12| 0.00| 27016|
+---------+--------+-------+------+------+------+------+-------+------+
|17.09.03 |26.11.01| 2.80 | 96.50| 96.77| 96.50| 15.26| 3.26| 27010|
| +--------+-------+------+------+------+------+-------+ |
| |27.11.01| 2.80 | 96.16| 96.40| 96.16| 15.55| 4.57| |
| +--------+-------+------+------+------+------+-------+ |
| |28.11.01| 2.80 | 96.20| 96.80| 96.70| 15.31| 62.72| |
| +--------+-------+------+------+------+------+-------+ |
| |29.11.01| 2.90 | 96.28| 96.52| 96.33| 15.48| 12.15| |
| +--------+-------+------+------+------+------+-------+ |
| |30.11.01| 2.90 | 96.31| 96.55| 96.50| 15.42| 16.21| |
+---------+--------+-------+------+------+------+------+-------+------+
|08.10.03 |26.11.01| 1.90 | 95.15| 95.55| 95.25| 15.47| 0.22| 27011|
| +--------+-------+------+------+------+------+-------+ |
| |27.11.01| 2.00 | 94.70| 95.15| 94.70| 15.69| 3.01| |
| +--------+-------+------+------+------+------+-------+ |
| |28.11.01| 2.00 | 95.10| 95.75| 95.75| 15.29| 34.53| |
| +--------+-------+------+------+------+------+-------+ |
| |29.11.01| 2.00 | 95.10| 95.31| 95.31| 15.55| 8.27| |
| +--------+-------+------+------+------+------+-------+ |
| |30.11.01| 2.10 | 95.30| 95.37| 95.35| 15.46| 8.50| |
+---------+--------+-------+------+------+------+------+-------+------+
|19.11.03 |26.11.01| 0.20 | 89.68| 89.98| 89.95| 16.81| 3.23| 27012|
| +--------+-------+------+------+------+------+-------+ |
| |27.11.01| 0.10 | 89.80| 89.95| 89.84| 16.87| 19.57| |
| +--------+-------+------+------+------+------+-------+ |
| |28.11.01| 0.20 | 89.60| 90.50| 90.20| 16.71| 11.07| |
| +--------+-------+------+------+------+------+-------+ |
| |29.11.01| 0.20 | 90.00| 90.10| 90.00| 16.75| 0.74| |
| +--------+-------+------+------+------+------+-------+ |
| |30.11.01| 0.20 | 90.00| 90.48| 90.30| 16.71| 13.10| |
+---------+--------+-------+------+------+------+------+-------+------+
|21.01.04 |26.11.01| 1.30 | 92.72| 93.14| 93.14| 16.47| 53.45| 28001|
| +--------+-------+------+------+------+------+-------+ |
| |27.11.01| 1.40 | 92.00| 93.19| 92.50| 16.41| 56.53| |
| +--------+-------+------+------+------+------+-------+ |
| |28.11.01| 1.40 | 92.80| 93.17| 92.80| 16.48| 10.75| |
| +--------+-------+------+------+------+------+-------+ |
| |29.11.01| 1.50 | 92.66| 93.00| 92.67| 16.65| 9.17| |
| +--------+-------+------+------+------+------+-------+ |
| |30.11.01| 1.50 | 92.80| 93.10| 93.10| 16.52| 32.15| |
+---------+--------+-------+------+------+------+------+-------+------+
|04.02.04 |26.11.01| 0.69 | 95.10| 95.11| 95.10| 16.56| 0.96| 27015|
| +--------+-------+------+------+------+------+-------+ |
| |29.11.01| 0.81 | 95.10| 95.13| 95.13| 16.56| 2.08| |
+---------+--------+-------+------+------+------+------+-------+------+
|15.03.04 |26.11.01| 7.01 | 86.50| 87.20| 87.20| 17.14| 12.11| 26002|
| +--------+-------+------+------+------+------+-------+ |
| |27.11.01| 7.04 | 87.00| 87.00| 87.00| 17.22| 0.30| |
| +--------+-------+------+------+------+------+-------+ |
| |29.11.01| 7.10 | 87.00| 87.00| 87.00| 17.24| 5.00| |
+---------+--------+-------+------+------+------+------+-------+------+
|02.06.04 |26.11.01| 3.59 | 94.30| 94.30| 94.30| 16.66| 6.88| 27013|
| +--------+-------+------+------+------+------+-------+ |
| |28.11.01| 3.68 | 93.80| 94.30| 93.80| 16.84| 1.76| |
| +--------+-------+------+------+------+------+-------+ |
| |29.11.01| 3.73 | 93.86| 93.90| 93.86| 16.90| 1.75| |
| +--------+-------+------+------+------+------+-------+ |
| |30.11.01| 3.77 | 93.96| 93.96| 93.96| 16.85| 0.01| |
+---------+--------+-------+------+------+------+------+-------+------+
|15.12.04 |26.11.01| 2.98 | 93.32| 93.57| 93.57| 16.49| 7.23| 27014|
| +--------+-------+------+------+------+------+-------+ |
| |27.11.01| 3.03 | 93.62| 93.80| 93.67| 16.41| 7.31| |
| +--------+-------+------+------+------+------+-------+ |
| |28.11.01| 3.07 | 93.80| 94.10| 94.01| 16.24| 10.56| |
| +--------+-------+------+------+------+------+-------+ |
| |29.11.01| 3.11 | 93.80| 94.04| 94.00| 16.25| 0.43| |
| +--------+-------+------+------+------+------+-------+ |
| |30.11.01| 3.16 | 94.00| 94.20| 94.20| 16.21| 1.33| |
+---------+--------+-------+------+------+------+------+-------+------+
|15.03.05 |26.11.01| 7.01 | 80.15| 80.20| 80.20| 18.48| 1.51| 26003|
| +--------+-------+------+------+------+------+-------+ |
| |27.11.01| 7.04 | 80.30| 80.50| 80.50| 18.35| 2.75| |
| +--------+-------+------+------+------+------+-------+ |
| |28.11.01| 7.07 | 80.68| 80.88| 80.68| 18.21| 1.14| |
| +--------+-------+------+------+------+------+-------+ |
| |29.11.01| 7.10 | 80.70| 80.90| 80.90| 18.15| 0.47| |
| +--------+-------+------+------+------+------+-------+ |
| |30.11.01| 7.12 | 81.00| 81.03| 81.03| 18.07| 1.00| |
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.)| |
+--------+------------------------+-------+--------+-------------+
| 25014 | 15.03.2002 | 105| 10.00| 100.00 |
+--------+------------------------+-------+--------+-------------+
| 25028 | 27.11.2002 | 362| 5.00| 50.00 |
+--------+------------------------+-------+--------+-------------+
| 25029 | 27.11.2002 | 362| 5.00| 50.00 |
+--------+------------------------+-------+--------+-------------+
| 25053 | 25.11.2002 | 360| 2.00| 19.95 |
+--------+------------------------+-------+--------+-------------+
| 26001 | 15.03.2002 | 105| 10.00| 100.00 |
+--------+------------------------+-------+--------+-------------+
| 26002 | 15.03.2002 | 105| 10.00| 100.00 |
+--------+------------------------+-------+--------+-------------+
| 26003 | 15.03.2002 | 105| 10.00| 100.00 |
+--------+------------------------+-------+--------+-------------+
| 26032 | 27.11.2002 | 362| 5.00| 50.00 |
+--------+------------------------+-------+--------+-------------+
| 26175 | 25.11.2002 | 360| 2.00| 19.95 |
+--------+------------------------+-------+--------+-------------+
| 26176 | 26.11.2002 | 361| 2.00| 19.95 |
+--------+------------------------+-------+--------+-------------+
| 26177 | 28.11.2002 | 363| 2.00| 19.95 |
+--------+------------------------+-------+--------+-------------+
| 26178 | 29.11.2002 | 364| 2.00| 19.95 |
+--------+------------------------+-------+--------+-------------+
| 27001 | 06.02.2002 | 68| 15.00| 0.37 |
+--------+------------------------+-------+--------+-------------+
| 27002 | 20.02.2002 | 82| 15.00| 0.37 |
+--------+------------------------+-------+--------+-------------+
| 27003 | 05.12.2001 | 5| 15.00| 0.37 |
+--------+------------------------+-------+--------+-------------+
| 27004 | 19.12.2001 | 19| 15.00| 0.37 |
+--------+------------------------+-------+--------+-------------+
| 27005 | 09.01.2002 | 40| 15.00| 0.37 |
+--------+------------------------+-------+--------+-------------+
| 27006 | 23.01.2002 | 54| 15.00| 0.37 |
+--------+------------------------+-------+--------+-------------+
| 27007 | 06.02.2002 | 68| 15.00| 0.37 |
+--------+------------------------+-------+--------+-------------+
| 27008 | 20.02.2002 | 82| 15.00| 0.37 |
+--------+------------------------+-------+--------+-------------+
| 27009 | 05.12.2001 | 5| 15.00| 0.37 |
+--------+------------------------+-------+--------+-------------+
| 27010 | 19.12.2001 | 19| 15.00| 0.37 |
+--------+------------------------+-------+--------+-------------+
| 27011 | 09.01.2002 | 40| 15.00| 0.37 |
+--------+------------------------+-------+--------+-------------+
| 27012 | 22.05.2002 | 173| 10.00| 0.50 |
+--------+------------------------+-------+--------+-------------+
| 27013 | 05.12.2001 | 5| 16.00| 39.89 |
+--------+------------------------+-------+--------+-------------+
| 27014 | 19.12.2001 | 19| 16.00| 39.89 |
+--------+------------------------+-------+--------+-------------+
| 27015 | 06.02.2002 | 68| 14.00| 34.52 |
+--------+------------------------+-------+--------+-------------+
| 27016 | 20.02.2002 | 82| 15.00| 37.40 |
+--------+------------------------+-------+--------+-------------+
| 28001 | 23.01.2002 | 54| 15.00| 0.37 |
L--------+------------------------+-------+--------+--------------
Часть 3
ОСНОВНЫЕ ХАРАКТЕРИСТИКИ ОБРАЩАЮЩИХСЯ ВЫПУСКОВ
ГКО - ОФЗ - ОБР
---------T--------T--------T-----T-------T------T--------T----------T----------
|Регистр.|Дата |Дата |Срок |Кол-во |Кол-во| Кол-во | Объем |Неразмещ.|
| номер |размеще-|погаше- |до |траншей|дораз-|досрочн.|в обращ., |остаток, |
|выпуска |ния |ния |пога-| (вкл. |меще- |выкупов |млн. руб. |млн. руб.|
| | | |шения| осн.) |ний | | | |
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21147 |21.03.01|13.03.02| 103| 1 | 1 | | 3000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21153 |22.08.01|30.01.02| 61| 1 | 13 | | 4731.806| 268.194|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21154 |19.09.01|20.02.02| 82| 1 | 4 | | 2181.942| 1818.058|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21155 |03.10.01|03.04.02| 124| 1 | 3 | | 1508.041| 3491.959|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21156 |28.11.01|17.07.02| 229| 1 | | | 5984.823| 15.177|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 25014 |15.03.97|15.03.02| 105| 1 | | | 32.200| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 25028 |27.11.98|27.11.02| 362| | | | 163.722| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 25029 |27.11.98|27.11.03| 727| | | | 163.722| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 25030 |15.12.98|15.12.01| 15| | | 4 | 20838.893| 1598.076|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 25053 |26.12.00|21.11.05| 1452| | | | 5.036| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26001 |15.03.97|15.03.03| 470| 1 | | | 148.091| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26002 |15.03.97|15.03.04| 836| 1 | | | 265.174| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26003 |15.03.97|15.03.05| 1201| 1 | | | 1131.559| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26032 |27.11.98|27.11.04| 1093| | | | 163.722| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26175 |26.12.00|20.11.06| 1816| | | | 5.036| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26176 |26.12.00|20.11.07| 2181| | | | 5.036| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26177 |26.12.00|20.11.08| 2547| | | | 5.035| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26178 |26.12.00|20.11.09| 2912| | | | 5.035| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27001 |19.08.98|06.02.02| 68| | | | 9542.047| 446.704|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27002 |19.08.98|22.05.02| 173| | | | 9542.047| 446.704|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27003 |19.08.98|05.06.02| 187| | | | 9542.047| 446.704|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27004 |19.08.98|18.09.02| 292| | | | 9542.047| 446.704|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27005 |19.08.98|09.10.02| 313| | | | 9542.047| 446.704|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27006 |19.08.98|22.01.03| 418| | | | 9542.047| 446.704|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27007 |19.08.98|05.02.03| 432| | | | 9542.047| 446.704|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27008 |19.08.98|21.05.03| 537| | | | 9542.047| 446.704|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27009 |19.08.98|04.06.03| 551| | | | 9542.047| 446.704|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27010 |19.08.98|17.09.03| 656| | | | 9542.047| 446.704|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27011 |19.08.98|08.10.03| 677| | | | 9542.047| 446.704|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27012 |14.11.99|19.11.03| 719| | | | 9115.111| 8491.289|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27013 |06.06.01|02.06.04| 915| 1 | 25 | | 3323.646| 1676.354|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27014 |11.07.01|15.12.04| 1111| 1 | 14 | | 2506.724| 2493.276|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27015 |08.08.01|04.02.04| 796| 1 | 16 | | 3394.373| 1605.627|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27016 |21.11.01|20.08.03| 628| 1 | | | 5633.813| 6366.187|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 28001 |19.08.98|21.01.04| 782| | | | 9542.047| 446.704|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| Итого: | |178817.104|33184.641|
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
-----------------------------T--------T--------T--------T--------T---------
| |26.11.01|27.11.01|28.11.01|29.11.01|30.11.01|
+----------------------------+--------+--------+--------+--------+--------+
|1. Индикаторы (% годовых): | | | | | |
+----------------------------+--------+--------+--------+--------+--------+
|а) рыночного портфеля <*> | | | | | |
+----------------------------+--------+--------+--------+--------+--------+
| ГКО | 14.16 | 14.53 | 14.66 | 14.58 | 14.00 |
+----------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ПД (без учета | 14.28 | 14.39 | 14.31 | 14.22 | 14.15 |
| выпуска 25030) | | | | | |
+----------------------------+--------+--------+--------+--------+--------+
| Инвестиционные | 15.78 | 16.02 | 16.53 | 16.57 | 15.21 |
+----------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ФД | 15.65 | 15.86 | 15.68 | 15.79 | 15.65 |
+----------------------------+--------+--------+--------+--------+--------+
|б) оборота рынка <**> | | | | | |
+----------------------------+--------+--------+--------+--------+--------+
| ГКО | 13.90 | 14.51 | 13.82 | 14.58 | 12.91 |
+----------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ПД (без учета | 17.32 | 18.27 | 18.21 | 17.18 | 18.06 |
| выпуска 25030) | | | | | |
+----------------------------+--------+--------+--------+--------+--------+
| Инвестиционные | 15.78 | 16.02 | 16.53 | 16.57 | 15.21 |
+----------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ФД | 15.59 | 15.76 | 15.43 | 15.49 | 15.51 |
+----------------------------+--------+--------+--------+--------+--------+
|2. Коэффициенты | | | | | |
| оборачиваемости | | | | | |
+----------------------------+--------+--------+--------+--------+--------+
| ГКО | 0.01 | 0.18 | 0.02 | 0.04 | 0.03 |
+----------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ПД (без учета | | | | | |
| выпуска 25030) | 0.62 | 0.14 | 0.05 | 0.45 | 0.05 |
+----------------------------+--------+--------+--------+--------+--------+
| Инвестиционные | 1.26 | 0.91 | 0.44 | 0.90 | 0.63 |
+----------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ФД | 0.33 | 0.48 | 0.35 | 0.16 | 0.23 |
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----------
| | 26.11.01| 27.11.01| 28.11.01| 29.11.01| 30.11.01|
+------------------------+---------+---------+---------+---------+---------+
|Номинальная стоимость, |182498.82|182335.10|178817.10|178817.10|178817.10|
|млн. руб. | | | | | |
+------------------------+---------+---------+---------+---------+---------+ |
| ГКО | 15421.79| 15421.79| 17406.61| 17406.61| 17406.61|
+------------------------+---------+---------+---------+---------+---------+
| ОФЗ-ПД (без учета | 2257.09| 2093.37| 2093.37| 2093.37| 2093.37|
| выпуска 25030) | | | | | |
+------------------------+---------+---------+---------+---------+---------+
| Инвестиционные | 26341.72| 26341.72| 20838.89| 20838.89| 20838.89|
+------------------------+---------+---------+---------+---------+---------+
| ОФЗ-ФД |138478.23|138478.23|138478.23|138478.23|138478.23|
+------------------------+---------+---------+---------+---------+---------+
|Рыночная стоимость, |180319.23|179911.57|176242.09|176183.66|176467.62|
|млн. руб. | | | | | |
+------------------------+---------+---------+---------+---------+---------+
| ГКО | 15025.91| 15026.86| 16511.96| 16526.73| 16544.40|
+------------------------+---------+---------+---------+---------+---------+
| ОФЗ-ПД (без учета | 2105.74| 1912.32| 1916.21| 1920.03| 1923.35|
| выпуска 25030) | | | | | |
+------------------------+---------+---------+---------+---------+---------+
| Инвестиционные | 26141.52| 26149.42| 20690.94| 20699.27| 20718.03|
+------------------------+---------+---------+---------+---------+---------+
| ОФЗ-ФД |137046.07|136822.97|137122.98|137037.63|137281.84|
+------------------------+---------+---------+---------+---------+---------+
|Дюрация <*>, дней | 344.95| 344.23| 357.88| 356.69| 355.81|
+------------------------+---------+---------+---------+---------+---------+
| ГКО | 65.29| 64.29| 134.10| 133.18| 132.13|
+------------------------+---------+---------+---------+---------+---------+
| ОФЗ-ПД (без учета | 584.33| 644.47| 644.61| 644.16| 643.87|
| выпуска 25030) | | | | | |
+------------------------+---------+---------+---------+---------+---------+
| Инвестиционные | 19.00| 18.00| 17.00| 16.00| 15.00|
+------------------------+---------+---------+---------+---------+---------+
| ОФЗ-ФД | 434.10| 433.13| 432.26| 431.08| 430.16|
L------------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный
по объемам в обращении.
Департамент операций
на открытом рынке
Банка России
|
