БЮЛЛЕТЕНЬ ЦБ РФ от 02.11.2001 n 41 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ, ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 2 ноября 2001 г. N 41
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 33.058 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.)¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦14.11.01 ¦01.11.01¦ 99.65¦ 99.65¦ 99.65¦ 9.86¦ 1.52¦ 21150¦
+---------+--------+------+------+------+--------+-------+-------+
¦21.11.01 ¦29.10.01¦ 99.06¦ 99.06¦ 99.06¦ 15.06¦ 1.01¦ 21151¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦30.10.01¦ 99.16¦ 99.25¦ 99.25¦ 13.38¦ 3.00¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦02.11.01¦ 99.20¦ 99.20¦ 99.20¦ 15.49¦ 0.70¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦28.11.01 ¦30.10.01¦ 98.90¦ 98.90¦ 98.90¦ 14.00¦ 1.68¦ 21152¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦31.10.01¦ 98.96¦ 98.96¦ 98.96¦ 13.70¦ 0.08¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦01.11.01¦ 99.10¦ 99.10¦ 99.10¦ 12.28¦ 0.45¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦02.11.01¦ 99.20¦ 99.20¦ 99.20¦ 11.32¦ 2.00¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦30.01.02 ¦29.10.01¦ 96.97¦ 96.97¦ 96.97¦ 12.26¦ 0.12¦ 21153¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦31.10.01¦ 97.07¦ 97.07¦ 97.07¦ 12.11¦ 0.00¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦20.02.02 ¦30.10.01¦ 96.20¦ 96.20¦ 96.20¦ 12.76¦ 18.50¦ 21154¦
+---------+--------+------+------+------+--------+-------+-------+
¦03.04.02 ¦29.10.01¦ 94.80¦ 94.80¦ 94.80¦ 12.83¦ 2.00¦ 21155¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦02.11.01¦ 94.85¦ 94.85¦ 94.85¦ 13.04¦ 2.00¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 1244.928 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 ¦29.10.01¦ 0.00 ¦ 98.36¦ 98.40¦ 98.37¦ 13.61¦ 118.98¦ 25030¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.10.01¦ 0.00 ¦ 98.35¦ 98.45¦ 98.35¦ 13.84¦ 103.30¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.10.01¦ 0.00 ¦ 98.38¦ 98.43¦ 98.42¦ 13.88¦ 41.65¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.11.01¦ 0.00 ¦ 98.43¦ 98.53¦ 98.47¦ 13.64¦ 33.49¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦02.11.01¦ 0.00 ¦ 98.49¦ 98.59¦ 98.59¦ 13.59¦ 86.94¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦06.02.02 ¦29.10.01¦ 3.30 ¦100.30¦100.50¦100.45¦ 13.92¦ 7.94¦ 27001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.10.01¦ 3.40 ¦100.40¦100.47¦100.40¦ 13.66¦ 33.37¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.10.01¦ 3.40 ¦100.39¦100.45¦100.42¦ 13.98¦ 18.17¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.11.01¦ 3.50 ¦100.40¦100.40¦100.40¦ 13.76¦ 3.52¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦02.11.01¦ 3.50 ¦100.41¦100.68¦100.68¦ 13.23¦ 1.41¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.05.02 ¦29.10.01¦ 2.80 ¦100.60¦100.75¦100.73¦ 14.03¦ 5.83¦ 27002¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.10.01¦ 2.80 ¦100.70¦100.80¦100.70¦ 14.04¦ 12.05¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.10.01¦ 2.80 ¦100.80¦100.90¦100.80¦ 14.00¦ 5.90¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.11.01¦ 2.90 ¦100.86¦100.88¦100.88¦ 13.80¦ 4.06¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦02.11.01¦ 2.90 ¦100.84¦100.93¦100.92¦ 13.78¦ 4.64¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.06.02 ¦29.10.01¦ 2.20 ¦100.75¦100.82¦100.76¦ 14.11¦ 2.01¦ 27003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.10.01¦ 2.20 ¦100.71¦100.85¦100.80¦ 14.20¦ 21.03¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.10.01¦ 2.30 ¦100.85¦100.90¦100.85¦ 13.84¦ 13.60¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.11.01¦ 2.30 ¦100.85¦100.90¦100.90¦ 13.91¦ 2.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦02.11.01¦ 2.40 ¦100.84¦100.95¦100.84¦ 13.81¦ 2.41¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦18.09.02 ¦29.10.01¦ 1.60 ¦100.75¦100.85¦100.85¦ 14.62¦ 16.44¦ 27004¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.10.01¦ 1.70 ¦100.77¦100.84¦100.77¦ 14.52¦ 41.53¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.10.01¦ 1.70 ¦100.81¦100.91¦100.89¦ 14.48¦ 56.26¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.11.01¦ 1.70 ¦100.50¦101.00¦101.00¦ 14.48¦ 6.16¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦02.11.01¦ 1.80 ¦100.80¦100.95¦100.94¦ 14.41¦ 3.82¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦09.10.02 ¦29.10.01¦ 0.80 ¦ 99.95¦ 99.96¦ 99.95¦ 14.35¦ 9.64¦ 27005¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.10.01¦ 0.80 ¦ 99.90¦ 99.99¦ 99.90¦ 14.42¦ 9.31¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.10.01¦ 0.90 ¦ 99.95¦ 99.96¦ 99.96¦ 14.31¦ 13.62¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦02.11.01¦ 0.90 ¦ 99.99¦100.00¦ 99.99¦ 14.37¦ 2.07¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.01.03 ¦29.10.01¦ 0.20 ¦ 98.75¦ 99.00¦ 99.00¦ 14.71¦ 17.56¦ 27006¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.10.01¦ 0.20 ¦ 98.90¦ 98.95¦ 98.95¦ 14.74¦ 12.17¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.10.01¦ 0.30 ¦ 98.97¦ 99.00¦ 98.99¦ 14.62¦ 12.64¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.11.01¦ 0.30 ¦ 99.05¦ 99.09¦ 99.06¦ 14.57¦ 0.01¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦02.11.01¦ 0.40 ¦ 99.10¦ 99.16¦ 99.15¦ 14.44¦ 19.92¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.02.03 ¦29.10.01¦ 3.30 ¦ 98.75¦ 98.90¦ 98.82¦ 14.84¦ 10.55¦ 27007¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.10.01¦ 3.40 ¦ 98.60¦ 98.80¦ 98.80¦ 14.93¦ 8.67¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.10.01¦ 3.40 ¦ 98.70¦ 98.80¦ 98.80¦ 14.91¦ 1.65¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.11.01¦ 3.50 ¦ 98.82¦ 99.00¦ 99.00¦ 14.67¦ 2.14¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦02.11.01¦ 3.50 ¦ 99.00¦ 99.00¦ 99.00¦ 14.65¦ 10.00¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.03 ¦01.11.01¦ 6.33 ¦ 91.99¦ 91.99¦ 91.99¦ 16.88¦ 0.50¦ 26001¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.05.03 ¦29.10.01¦ 2.80 ¦ 97.30¦ 97.43¦ 97.40¦ 15.41¦ 0.67¦ 27008¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.10.01¦ 2.80 ¦ 97.35¦ 97.60¦ 97.35¦ 15.28¦ 33.01¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.10.01¦ 2.80 ¦ 97.45¦ 97.67¦ 97.55¦ 15.21¦ 22.55¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.11.01¦ 2.90 ¦ 97.63¦ 97.75¦ 97.75¦ 15.06¦ 1.03¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦02.11.01¦ 2.90 ¦ 97.69¦ 97.69¦ 97.69¦ 15.14¦ 0.37¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.06.03 ¦29.10.01¦ 2.20 ¦ 97.10¦ 97.35¦ 97.35¦ 15.43¦ 2.69¦ 27009¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.10.01¦ 2.20 ¦ 97.50¦ 97.65¦ 97.60¦ 15.32¦ 11.37¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.10.01¦ 2.30 ¦ 97.50¦ 97.70¦ 97.55¦ 15.15¦ 12.99¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦02.11.01¦ 2.40 ¦ 97.65¦ 97.79¦ 97.79¦ 15.11¦ 6.69¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦17.09.03 ¦29.10.01¦ 1.60 ¦ 96.00¦ 96.30¦ 96.23¦ 15.65¦ 7.99¦ 27010¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.10.01¦ 1.70 ¦ 96.20¦ 96.40¦ 96.40¦ 15.51¦ 11.80¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.10.01¦ 1.70 ¦ 96.34¦ 96.40¦ 96.40¦ 15.51¦ 16.47¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.11.01¦ 1.70 ¦ 96.55¦ 96.80¦ 96.80¦ 15.35¦ 9.18¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦02.11.01¦ 1.80 ¦ 96.70¦ 96.97¦ 96.90¦ 15.13¦ 19.33¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦08.10.03 ¦29.10.01¦ 0.80 ¦ 94.30¦ 94.50¦ 94.45¦ 16.12¦ 2.58¦ 27011¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.10.01¦ 0.80 ¦ 94.10¦ 94.60¦ 94.55¦ 16.16¦ 14.76¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.10.01¦ 0.90 ¦ 94.40¦ 94.55¦ 94.46¦ 16.11¦ 26.94¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.11.01¦ 0.90 ¦ 94.55¦ 94.70¦ 94.55¦ 15.98¦ 0.04¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦02.11.01¦ 0.90 ¦ 94.65¦ 94.90¦ 94.90¦ 15.89¦ 8.51¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦19.11.03 ¦29.10.01¦ 4.40 ¦ 89.30¦ 89.35¦ 89.35¦ 16.99¦ 4.84¦ 27012¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.10.01¦ 4.40 ¦ 89.25¦ 89.45¦ 89.45¦ 16.95¦ 13.28¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.10.01¦ 4.40 ¦ 89.44¦ 89.47¦ 89.46¦ 16.94¦ 28.20¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.11.01¦ 4.50 ¦ 89.49¦ 89.50¦ 89.50¦ 16.87¦ 3.65¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦02.11.01¦ 4.50 ¦ 89.50¦ 89.85¦ 89.85¦ 16.66¦ 13.52¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.01.04 ¦29.10.01¦ 0.20 ¦ 92.05¦ 92.28¦ 92.28¦ 17.02¦ 1.21¦ 28001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.10.01¦ 0.20 ¦ 92.20¦ 92.39¦ 92.35¦ 16.96¦ 19.55¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.10.01¦ 0.30 ¦ 92.20¦ 92.35¦ 92.21¦ 16.96¦ 26.88¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.11.01¦ 0.30 ¦ 92.25¦ 92.42¦ 92.40¦ 16.92¦ 32.64¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦02.11.01¦ 0.40 ¦ 92.45¦ 92.70¦ 92.70¦ 16.68¦ 28.06¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.02.04 ¦29.10.01¦ 3.60 ¦ 94.65¦ 94.65¦ 94.65¦ 16.84¦ 7.09¦ 27015¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.10.01¦ 3.64 ¦ 94.60¦ 94.70¦ 94.70¦ 16.84¦ 7.89¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.10.01¦ 3.68 ¦ 94.61¦ 94.70¦ 94.70¦ 16.82¦ 4.02¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.11.01¦ 3.73 ¦ 94.76¦ 94.76¦ 94.76¦ 16.77¦ 9.67¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.04 ¦01.11.01¦ 6.33 ¦ 85.80¦ 85.80¦ 85.80¦ 17.74¦ 5.60¦ 26002¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦02.11.01¦ 6.36 ¦ 86.00¦ 86.00¦ 86.00¦ 17.63¦ 1.31¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦02.06.04 ¦29.10.01¦ 2.37 ¦ 94.09¦ 94.09¦ 94.09¦ 16.82¦ 2.03¦ 27013¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.10.01¦ 2.41 ¦ 94.05¦ 94.11¦ 94.05¦ 16.82¦ 12.81¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.10.01¦ 2.46 ¦ 94.23¦ 94.35¦ 94.35¦ 16.73¦ 3.91¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.12.04 ¦29.10.01¦ 1.75 ¦ 92.30¦ 92.50¦ 92.50¦ 17.03¦ 7.19¦ 27014¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.10.01¦ 1.80 ¦ 92.48¦ 92.56¦ 92.56¦ 17.01¦ 5.08¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.10.01¦ 1.84 ¦ 92.55¦ 92.65¦ 92.60¦ 16.99¦ 7.05¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.11.01¦ 1.89 ¦ 92.84¦ 93.00¦ 93.00¦ 16.80¦ 2.60¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦02.11.01¦ 1.93 ¦ 92.95¦ 94.00¦ 92.95¦ 16.76¦ 0.36¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.05 ¦29.10.01¦ 6.25 ¦ 78.63¦ 78.85¦ 78.85¦ 18.97¦ 2.51¦ 26003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.10.01¦ 6.27 ¦ 78.92¦ 79.00¦ 79.00¦ 18.89¦ 5.34¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.10.01¦ 6.30 ¦ 79.20¦ 79.20¦ 79.20¦ 18.78¦ 0.58¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦02.11.01¦ 6.36 ¦ 79.50¦ 79.76¦ 79.50¦ 18.61¦ 2.12¦ ¦
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 ¦ 133 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25027 ¦ 27.11.2001 ¦ 25 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2001 ¦ 25 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2001 ¦ 25 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 26.11.2001 ¦ 24 ¦ 2.00 ¦ 18.36 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2002 ¦ 133 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2002 ¦ 133 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2002 ¦ 133 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2001 ¦ 25 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 26.11.2001 ¦ 24 ¦ 2.00 ¦ 18.36 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 27.11.2001 ¦ 25 ¦ 2.00 ¦ 18.41 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 29.11.2001 ¦ 27 ¦ 2.00 ¦ 18.52 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 30.11.2001 ¦ 28 ¦ 2.00 ¦ 18.58 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27001 ¦ 07.11.2001 ¦ 5 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27002 ¦ 21.11.2001 ¦ 19 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27003 ¦ 05.12.2001 ¦ 33 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27004 ¦ 19.12.2001 ¦ 47 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27005 ¦ 09.01.2002 ¦ 68 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 23.01.2002 ¦ 82 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 07.11.2001 ¦ 5 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 21.11.2001 ¦ 19 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 05.12.2001 ¦ 33 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 19.12.2001 ¦ 47 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 09.01.2002 ¦ 68 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 21.11.2001 ¦ 19 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 05.12.2001 ¦ 33 ¦ 16.00 ¦ 39.89 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 19.12.2001 ¦ 47 ¦ 16.00 ¦ 39.89 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 08.11.2001 ¦ 6 ¦ 16.00 ¦ 40.33 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 23.01.2002 ¦ 82 ¦ 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¦ 131 ¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21150 ¦16.05.01¦14.11.01¦ 12 ¦ 1 ¦ 3 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21151 ¦27.06.01¦21.11.01¦ 19 ¦ 1 ¦ 9 ¦ ¦ 4000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21152 ¦25.07.01¦28.11.01¦ 26 ¦ 1 ¦ 1 ¦ ¦ 4000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21153 ¦22.08.01¦30.01.02¦ 89 ¦ 1 ¦ 13 ¦ ¦ 4731.806¦ 268.194¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21154 ¦19.09.01¦20.02.02¦ 110 ¦ 1 ¦ 4 ¦ ¦ 2181.942¦ 1818.058¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21155 ¦03.10.01¦03.04.02¦ 152 ¦ 1 ¦ 3 ¦ ¦ 1508.041¦ 3491.959¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 133 ¦ 1 ¦ ¦ ¦ 32.200¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 25 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 390 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 755 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 43 ¦ ¦ ¦ 2 ¦ 31968.540¦ 1598.262¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦1480 ¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 498 ¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 864 ¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦1229 ¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦1121 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦1844 ¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦2209 ¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦2575 ¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦2940 ¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 96 ¦ ¦ ¦ ¦ 9542.008¦ 446.743¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 201 ¦ ¦ ¦ ¦ 9542.008¦ 446.743¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 215 ¦ ¦ ¦ ¦ 9542.008¦ 446.743¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 320 ¦ ¦ ¦ ¦ 9542.008¦ 446.743¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 341 ¦ ¦ ¦ ¦ 9542.008¦ 446.743¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 446 ¦ ¦ ¦ ¦ 9542.008¦ 446.743¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 460 ¦ ¦ ¦ ¦ 9542.008¦ 446.743¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 565 ¦ ¦ ¦ ¦ 9542.008¦ 446.743¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 579 ¦ ¦ ¦ ¦ 9542.008¦ 446.743¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 684 ¦ ¦ ¦ ¦ 9542.008¦ 446.743¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 705 ¦ ¦ ¦ ¦ 9542.008¦ 446.743¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 747 ¦ ¦ ¦ ¦ 9111.338¦ 8495.062¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 943 ¦ 1 ¦ 25 ¦ ¦ 3323.646¦ 1676.354¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦1139 ¦ 1 ¦ 14 ¦ ¦ 2506.724¦ 2493.276¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 824 ¦ 1 ¦ 16 ¦ ¦ 3394.373¦ 1605.627¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 810 ¦ ¦ ¦ ¦ 9542.008¦ 446.743¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦189487.595¦26807.704¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦29.10.01¦30.10.01¦31.10.01¦01.11.01¦02.11.01¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 12.56 ¦ 12.75 ¦ 12.63 ¦ 12.51 ¦ 12.64 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 14.50 ¦ 14.46 ¦ 14.40 ¦ 14.27 ¦ 14.27 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 13.61 ¦ 13.84 ¦ 13.88 ¦ 13.64 ¦ 13.59 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 15.73 ¦ 15.70 ¦ 15.65 ¦ 15.54 ¦ 15.45 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 12.97 ¦ 12.81 ¦ 13.58 ¦ 10.77 ¦ 12.88 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 18.97 ¦ 18.89 ¦ 18.78 ¦ 17.70 ¦ 18.29 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 13.61 ¦ 13.84 ¦ 13.88 ¦ 13.64 ¦ 13.59 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 15.65 ¦ 15.72 ¦ 15.80 ¦ 16.41 ¦ 15.69 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.01 ¦ 0.10 ¦ 0.00 ¦ 0.01 ¦ 0.02 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.10 ¦ 0.22 ¦ 0.02 ¦ 0.27 ¦ 0.15 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.37 ¦ 0.32 ¦ 0.13 ¦ 0.10 ¦ 0.27 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.08 ¦ 0.20 ¦ 0.20 ¦ 0.06 ¦ 0.09 ¦
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---------¬
¦ ¦ 29.10.01¦ 30.10.01¦ 31.10.01¦ 01.11.01¦ 02.11.01¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦189450.53¦189455.53¦189455.53¦189455.53¦189487.60¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+ ¦
¦ ГКО ¦ 22421.79¦ 22421.79¦ 22421.79¦ 22421.79¦ 22421.79¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД (без учета ¦ 2257.09¦ 2257.09¦ 2257.09¦ 2257.09¦ 2257.09¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 31968.54¦ 31968.54¦ 31968.54¦ 31968.54¦ 31968.54¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦132803.11¦132808.11¦132808.11¦132808.11¦132840.18¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦187273.84¦187405.53¦187555.95¦187756.54¦188000.21¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 21857.44¦ 21881.18¦ 21888.32¦ 21898.42¦ 21903.17¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД (без учета ¦ 2071.50¦ 2073.93¦ 2076.94¦ 2079.58¦ 2084.93¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 31447.45¦ 31450.65¦ 31460.24¦ 31479.42¦ 31492.21¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦131897.45¦131999.76¦132130.45¦132299.12¦132519.30¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 338.69¦ 337.78¦ 336.88¦ 336.06¦ 335.34¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 70.06¦ 69.02¦ 68.02¦ 67.00¦ 66.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД (без учета ¦ 597.69¦ 597.58¦ 597.61¦ 597.47¦ 597.74¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 47.00¦ 46.00¦ 45.00¦ 44.00¦ 43.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 448.68¦ 447.77¦ 446.81¦ 445.97¦ 445.20¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

<ПИСЬМО> МНС РФ от 02.11.2001 n ММ-6-09/839@ ОБ ОСОБЕННОСТЯХ УЧЕТА НАЛОГОПЛАТЕЛЬЩИКОВ ПРИ РЕОРГАНИЗАЦИИ НАЛОГОВЫХ ОРГАНОВ (вместе с РЕКОМЕНДАЦИЯМИ ПО ВОПРОСАМ ОРГАНИЗАЦИИ УЧЕТА НАЛОГОПЛАТЕЛЬЩИКОВ С ПРИМЕНЕНИЕМ КОДОВ ОБОЗНАЧЕНИЯ ИНСПЕКЦИЙ МНС РОССИИ, УПРАЗДНЕННЫХ ПРИ СОЗДАНИИ СООТВЕТСТВУЮЩИХ ИНСПЕКЦИЙ МНС РОССИИ МЕЖРАЙОННОГО УРОВНЯ)  »
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