БЮЛЛЕТЕНЬ ЦБ РФ от 26.10.2001 n 40 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 26 октября 2001 г. N 40
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 66.317 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 ¦24.10.01¦ 99.38¦ 99.38¦ 99.38¦ 10.84 ¦ 0.13 ¦ 21150 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦25.10.01¦ 99.50¦ 99.50¦ 99.50¦ 9.17 ¦ 3.00 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦30.01.02 ¦22.10.01¦ 96.44¦ 96.55¦ 96.54¦ 13.16 ¦ 15.16 ¦ 21153 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦23.10.01¦ 96.55¦ 96.56¦ 96.56¦ 13.17 ¦ 7.20 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦24.10.01¦ 96.60¦ 96.67¦ 96.67¦ 12.95 ¦ 4.86 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦25.10.01¦ 96.80¦ 96.80¦ 96.80¦ 12.44 ¦ 1.00 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦20.02.02 ¦22.10.01¦ 95.70¦ 95.80¦ 95.80¦ 13.29 ¦ 4.20 ¦ 21154 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦23.10.01¦ 95.85¦ 95.89¦ 95.89¦ 13.14 ¦ 5.85 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦24.10.01¦ 95.90¦ 95.93¦ 95.93¦ 13.08 ¦ 4.50 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦25.10.01¦ 96.12¦ 96.12¦ 96.12¦ 12.49 ¦ 1.00 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦13.03.02 ¦23.10.01¦ 95.15¦ 95.15¦ 95.15¦ 13.19 ¦ 1.42 ¦ 21147 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦24.10.01¦ 95.17¦ 95.17¦ 95.17¦ 13.23 ¦ 3.00 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦03.04.02 ¦22.10.01¦ 94.45¦ 94.45¦ 94.45¦ 13.16 ¦ 5.00 ¦ 21155 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦24.10.01¦ 94.65¦ 94.65¦ 94.65¦ 12.81 ¦ 3.00 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦25.10.01¦ 94.70¦ 94.70¦ 94.70¦ 12.77 ¦ 1.00 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦26.10.01¦ 94.70¦ 94.70¦ 94.70¦ 12.85 ¦ 6.00 ¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 1245.658 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 ¦22.10.01¦ 0.00 ¦ 98.00¦ 98.10¦ 98.08¦ 13.92¦ 81.76 ¦ 25030¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.10.01¦ 0.00 ¦ 98.10¦ 98.19¦ 98.19¦ 13.64¦ 13.40 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.10.01¦ 0.00 ¦ 98.15¦ 99.21¦ 98.15¦ 13.19¦ 24.38 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.10.01¦ 0.00 ¦ 98.18¦ 98.39¦ 98.39¦ 13.22¦ 18.62 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.10.01¦ 0.00 ¦ 98.27¦ 98.35¦ 98.30¦ 13.33¦ 26.33 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦06.02.02 ¦22.10.01¦ 3.00 ¦100.21¦100.54¦100.51¦ 13.85¦ 15.57 ¦ 27001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.10.01¦ 3.10 ¦100.50¦100.55¦100.55¦ 13.53¦ 9.52 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.10.01¦ 3.10 ¦100.50¦100.60¦100.60¦ 13.71¦ 16.78 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.10.01¦ 3.20 ¦100.40¦100.61¦100.55¦ 13.49¦ 21.33 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.10.01¦ 3.20 ¦100.41¦100.55¦100.51¦ 13.60¦ 8.95 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.05.02 ¦22.10.01¦ 2.50 ¦100.65¦100.83¦100.83¦ 13.99¦ 8.24 ¦ 27002¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.10.01¦ 2.50 ¦100.71¦100.75¦100.75¦ 14.18¦ 2.22 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.10.01¦ 2.60 ¦100.60¦100.81¦100.61¦ 14.06¦ 14.80 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.10.01¦ 2.60 ¦100.41¦100.81¦100.80¦ 14.05¦ 16.60 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.10.01¦ 2.60 ¦100.71¦100.81¦100.81¦ 14.11¦ 11.90 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.06.02 ¦22.10.01¦ 1.90 ¦100.62¦100.71¦100.71¦ 14.39¦ 0.31 ¦ 27003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.10.01¦ 2.00 ¦100.05¦100.77¦100.77¦ 14.72¦ 11.28 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.10.01¦ 2.00 ¦100.44¦100.80¦100.60¦ 14.26¦ 15.01 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.10.01¦ 2.00 ¦100.41¦100.85¦100.76¦ 14.26¦ 35.61 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.10.01¦ 2.10 ¦100.75¦100.80¦100.80¦ 14.08¦ 40.06 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦18.09.02 ¦22.10.01¦ 1.30 ¦100.65¦100.76¦100.75¦ 14.73¦ 4.41 ¦ 27004¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.10.01¦ 1.40 ¦100.65¦100.85¦100.84¦ 14.56¦ 23.50 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.10.01¦ 1.40 ¦100.65¦100.82¦100.72¦ 14.63¦ 8.55 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.10.01¦ 1.50 ¦100.41¦100.86¦100.86¦ 14.50¦ 31.24 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.10.01¦ 1.50 ¦100.78¦100.85¦100.80¦ 14.57¦ 41.12 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦09.10.02 ¦22.10.01¦ 0.50 ¦ 99.69¦ 99.90¦ 99.77¦ 14.53¦ 3.79 ¦ 27005¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.10.01¦ 0.50 ¦ 99.80¦ 99.87¦ 99.87¦ 14.57¦ 9.20 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.10.01¦ 0.60 ¦ 99.86¦ 99.96¦ 99.95¦ 14.40¦ 22.05 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.10.01¦ 0.60 ¦ 99.55¦100.00¦ 99.99¦ 14.37¦ 2.78 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.10.01¦ 0.70 ¦ 99.94¦100.00¦ 99.95¦ 14.33¦ 12.10 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.01.03 ¦22.10.01¦ 3.60 ¦ 98.00¦ 98.95¦ 98.92¦ 14.75¦ 14.87 ¦ 27006¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.10.01¦ 3.70 ¦ 98.01¦ 98.60¦ 98.55¦ 15.12¦ 9.99 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.10.01¦ 0.00 ¦ 98.48¦ 98.70¦ 98.70¦ 14.96¦ 12.70 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.10.01¦ 0.00 ¦ 98.70¦ 98.97¦ 98.85¦ 14.86¦ 16.97 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.10.01¦ 0.10 ¦ 98.82¦ 99.01¦ 99.01¦ 14.66¦ 11.22 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.02.03 ¦22.10.01¦ 3.00 ¦ 98.30¦ 98.90¦ 98.87¦ 14.85¦ 18.76 ¦ 27007¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.10.01¦ 3.10 ¦ 98.70¦ 98.80¦ 98.80¦ 14.90¦ 8.67 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.10.01¦ 3.10 ¦ 98.50¦ 98.76¦ 98.75¦ 14.95¦ 5.91 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.10.01¦ 3.20 ¦ 96.71¦ 98.97¦ 98.97¦ 14.73¦ 9.48 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.10.01¦ 3.20 ¦ 98.90¦ 99.00¦ 99.00¦ 14.70¦ 7.93 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.03 ¦25.10.01¦ 6.14 ¦ 92.00¦ 92.00¦ 92.00¦ 16.78¦ 0.33 ¦ 26001¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.05.03 ¦22.10.01¦ 2.50 ¦ 97.00¦ 97.15¦ 97.13¦ 15.58¦ 15.01 ¦ 27008¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.10.01¦ 2.50 ¦ 96.94¦ 97.05¦ 96.94¦ 15.71¦ 10.21 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.10.01¦ 2.60 ¦ 97.00¦ 97.15¦ 97.13¦ 15.56¦ 9.77 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.10.01¦ 2.60 ¦ 97.13¦ 97.45¦ 97.40¦ 15.37¦ 14.43 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.10.01¦ 2.60 ¦ 97.30¦ 97.50¦ 97.43¦ 15.40¦ 2.99 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.06.03 ¦22.10.01¦ 1.90 ¦ 96.97¦ 97.20¦ 97.02¦ 15.70¦ 0.50 ¦ 27009¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.10.01¦ 2.00 ¦ 96.80¦ 96.97¦ 96.80¦ 15.71¦ 5.40 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.10.01¦ 2.00 ¦ 96.96¦ 97.08¦ 97.05¦ 15.67¦ 1.95 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.10.01¦ 2.00 ¦ 96.52¦ 97.50¦ 97.50¦ 15.42¦ 18.30 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.10.01¦ 2.10 ¦ 97.20¦ 97.40¦ 97.33¦ 15.43¦ 51.86 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦17.09.03 ¦22.10.01¦ 1.30 ¦ 95.86¦ 95.96¦ 95.95¦ 15.85¦ 2.69 ¦ 27010¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.10.01¦ 1.40 ¦ 95.87¦ 95.95¦ 95.87¦ 15.84¦ 11.74 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.10.01¦ 1.40 ¦ 95.80¦ 95.96¦ 95.94¦ 15.84¦ 22.93 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.10.01¦ 1.50 ¦ 95.92¦ 96.25¦ 96.20¦ 15.65¦ 12.73 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.10.01¦ 1.50 ¦ 96.19¦ 96.35¦ 96.35¦ 15.57¦ 13.02 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦08.10.03 ¦22.10.01¦ 0.50 ¦ 93.56¦ 94.10¦ 93.90¦ 16.49¦ 7.17 ¦ 27011¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.10.01¦ 0.50 ¦ 93.75¦ 93.83¦ 93.83¦ 16.65¦ 12.95 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.10.01¦ 0.60 ¦ 93.80¦ 93.99¦ 93.99¦ 16.48¦ 11.53 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.10.01¦ 0.60 ¦ 93.91¦ 94.35¦ 94.34¦ 16.32¦ 11.16 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.10.01¦ 0.70 ¦ 94.34¦ 94.49¦ 94.40¦ 16.14¦ 21.46 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦19.11.03 ¦22.10.01¦ 4.20 ¦ 88.90¦ 88.97¦ 88.97¦ 17.20¦ 6.71 ¦ 27012¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.10.01¦ 4.20 ¦ 88.90¦ 88.97¦ 88.90¦ 17.24¦ 3.12 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.10.01¦ 4.20 ¦ 89.00¦ 89.15¦ 89.03¦ 17.16¦ 24.48 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.10.01¦ 4.30 ¦ 89.10¦ 89.23¦ 89.10¦ 17.05¦ 28.74 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.10.01¦ 4.30 ¦ 89.05¦ 89.26¦ 89.05¦ 17.08¦ 0.15 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.01.04 ¦22.10.01¦ 3.60 ¦ 91.80¦ 91.95¦ 91.90¦ 17.23¦ 12.28 ¦ 28001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.10.01¦ 3.70 ¦ 91.70¦ 91.90¦ 91.79¦ 17.29¦ 18.27 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.10.01¦ 0.00 ¦ 91.90¦ 92.10¦ 92.10¦ 17.16¦ 20.48 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.10.01¦ 0.00 ¦ 91.90¦ 92.25¦ 92.15¦ 17.15¦ 41.07 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.10.01¦ 0.10 ¦ 92.02¦ 92.25¦ 92.07¦ 17.09¦ 24.93 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.02.04 ¦22.10.01¦ 3.29 ¦ 94.41¦ 94.41¦ 94.41¦ 17.00¦ 44.63 ¦ 27015¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.10.01¦ 3.33 ¦ 94.30¦ 94.50¦ 94.30¦ 17.03¦ 2.10 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.10.01¦ 3.38 ¦ 94.41¦ 94.50¦ 94.50¦ 16.94¦ 6.14 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.10.01¦ 3.42 ¦ 94.50¦ 94.58¦ 94.55¦ 16.91¦ 28.23 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.10.01¦ 3.46 ¦ 94.57¦ 94.57¦ 94.57¦ 16.89¦ 3.15 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.04 ¦25.10.01¦ 6.14 ¦ 85.00¦ 85.00¦ 85.00¦ 18.18¦ 1.03 ¦ 26002¦
+---------+--------+-------+------+------+------+------+-------+------+
¦02.06.04 ¦22.10.01¦ 2.06 ¦ 93.95¦ 93.95¦ 93.95¦ 16.91¦ 0.21 ¦ 27013¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.10.01¦ 2.10 ¦ 93.30¦ 93.31¦ 93.30¦ 17.28¦ 1.35 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.10.01¦ 2.15 ¦ 93.80¦ 93.80¦ 93.80¦ 16.99¦ 0.63 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.10.01¦ 2.19 ¦ 94.00¦ 94.05¦ 94.00¦ 16.86¦ 2.20 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.10.01¦ 2.24 ¦ 94.05¦ 94.09¦ 94.09¦ 16.85¦ 3.52 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.12.04 ¦22.10.01¦ 1.45 ¦ 92.15¦ 92.39¦ 92.15¦ 17.15¦ 5.73 ¦ 27014¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.10.01¦ 1.49 ¦ 92.30¦ 92.35¦ 92.35¦ 17.13¦ 0.55 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.10.01¦ 1.53 ¦ 92.35¦ 92.45¦ 92.45¦ 17.11¦ 1.21 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.10.01¦ 1.58 ¦ 92.40¦ 92.46¦ 92.40¦ 17.07¦ 12.80 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.10.01¦ 1.62 ¦ 92.60¦ 92.68¦ 92.60¦ 16.99¦ 0.07 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.05 ¦22.10.01¦ 6.06 ¦ 78.00¦ 78.38¦ 78.38¦ 19.29¦ 3.35 ¦ 26003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.10.01¦ 6.11 ¦ 78.30¦ 78.50¦ 78.50¦ 19.10¦ 4.72 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.10.01¦ 6.14 ¦ 78.50¦ 78.78¦ 78.78¦ 19.03¦ 9.34 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.10.01¦ 6.16 ¦ 78.45¦ 78.80¦ 78.45¦ 19.04¦ 8.49 ¦ ¦
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 ¦ 140 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25027 ¦ 27.11.2001 ¦ 32 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2001 ¦ 32 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2001 ¦ 32 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 26.11.2001 ¦ 31 ¦ 2.00 ¦ 18.36 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2002 ¦ 140 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2002 ¦ 140 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2002 ¦ 140 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2001 ¦ 32 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 26.11.2001 ¦ 31 ¦ 2.00 ¦ 18.36 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 27.11.2001 ¦ 32 ¦ 2.00 ¦ 18.41 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 29.11.2001 ¦ 34 ¦ 2.00 ¦ 18.52 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 30.11.2001 ¦ 35 ¦ 2.00 ¦ 18.58 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27001 ¦ 07.11.2001 ¦ 12 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27002 ¦ 21.11.2001 ¦ 26 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27003 ¦ 05.12.2001 ¦ 40 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27004 ¦ 19.12.2001 ¦ 54 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27005 ¦ 09.01.2002 ¦ 75 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 23.01.2002 ¦ 89 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 07.11.2001 ¦ 12 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 21.11.2001 ¦ 26 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 05.12.2001 ¦ 40 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 19.12.2001 ¦ 54 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 09.01.2002 ¦ 75 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 21.11.2001 ¦ 26 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 05.12.2001 ¦ 40 ¦ 16.00 ¦ 39.89 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 19.12.2001 ¦ 54 ¦ 16.00 ¦ 39.89 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 08.11.2001 ¦ 13 ¦ 16.00 ¦ 40.33 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 23.01.2002 ¦ 89 ¦ 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¦ 138¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21150 ¦16.05.01¦14.11.01¦ 19¦ 1 ¦ 3 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21151 ¦27.06.01¦21.11.01¦ 26¦ 1 ¦ 9 ¦ ¦ 4000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21152 ¦25.07.01¦28.11.01¦ 33¦ 1 ¦ 1 ¦ ¦ 4000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21153 ¦22.08.01¦30.01.02¦ 96¦ 1 ¦ 13 ¦ ¦ 4731.806¦ 268.194¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21154 ¦19.09.01¦20.02.02¦ 117¦ 1 ¦ 4 ¦ ¦ 2181.942¦ 1818.058¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21155 ¦03.10.01¦03.04.02¦ 159¦ 1 ¦ 3 ¦ ¦ 1508.041¦ 3491.959¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 140¦ 1 ¦ ¦ ¦ 32.200¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 32¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 397¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 762¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 50¦ ¦ ¦ 2 ¦ 31968.487¦ 1598.315¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 1487¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 505¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 871¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1236¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 1128¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1851¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 2216¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2582¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2947¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 103¦ ¦ ¦ ¦ 9541.992¦ 446.758¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 208¦ ¦ ¦ ¦ 9541.992¦ 446.758¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 222¦ ¦ ¦ ¦ 9541.992¦ 446.758¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 327¦ ¦ ¦ ¦ 9541.992¦ 446.758¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 348¦ ¦ ¦ ¦ 9541.992¦ 446.758¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 453¦ ¦ ¦ ¦ 9541.992¦ 446.758¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 467¦ ¦ ¦ ¦ 9541.992¦ 446.758¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 572¦ ¦ ¦ ¦ 9541.992¦ 446.758¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 586¦ ¦ ¦ ¦ 9541.992¦ 446.758¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 691¦ ¦ ¦ ¦ 9541.992¦ 446.758¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 712¦ ¦ ¦ ¦ 9541.992¦ 446.758¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 754¦ ¦ ¦ ¦ 9079.269¦ 8527.131¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 950¦ 1 ¦ 23 ¦ ¦ 3316.705¦ 1683.295¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 1146¦ 1 ¦ 14 ¦ ¦ 2506.724¦ 2493.276¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 831¦ 1 ¦ 15 ¦ ¦ 3387.283¦ 1612.717¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 817¦ ¦ ¦ ¦ 9541.992¦ 446.758¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦189441.255¦26854.044¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦22.10.01¦23.10.01¦24.10.01¦25.10.01¦26.10.01¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 13.08 ¦ 13.00 ¦ 12.82 ¦ 12.27 ¦ 12.30 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 14.64 ¦ 14.71 ¦ 14.55 ¦ 14.53 ¦ 14.53 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 13.92 ¦ 13.64 ¦ 13.19 ¦ 13.22 ¦ 13.33 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 15.90 ¦ 15.99 ¦ 15.89 ¦ 15.77 ¦ 15.72 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 13.18 ¦ 13.16 ¦ 13.01 ¦ 12.10 ¦ 12.85 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 19.29 ¦ 0.00 ¦ 19.10 ¦ 18.93 ¦ 19.04 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 13.92 ¦ 13.64 ¦ 13.19 ¦ 13.22 ¦ 13.33 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 16.30 ¦ 15.93 ¦ 16.01 ¦ 16.14 ¦ 15.52 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.11 ¦ 0.06 ¦ 0.07 ¦ 0.03 ¦ 0.03 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.14 ¦ 0.00 ¦ 0.19 ¦ 0.44 ¦ 0.35 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.26 ¦ 0.04 ¦ 0.08 ¦ 0.06 ¦ 0.08 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.12 ¦ 0.11 ¦ 0.15 ¦ 0.23 ¦ 0.19 ¦
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---------¬
¦ ¦ 22.10.01¦ 23.10.01¦ 24.10.01¦ 25.10.01¦ 26.10.01¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦189411.07¦189411.07¦189411.07¦189440.91¦189441.25¦
¦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 ¦ 31968.49¦ 31968.49¦ 31968.49¦ 31968.49¦ 31968.49¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦132763.70¦132763.70¦132763.70¦132793.55¦132793.89¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦187177.63¦187139.11¦186673.84¦186957.77¦187081.52¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 21801.45¦ 21809.11¦ 21824.98¦ 21841.49¦ 21841.49¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 2058.09¦ 2058.61¦ 2063.55¦ 2067.36¦ 2067.88¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 31357.89¦ 31380.27¦ 31409.04¦ 31418.63¦ 31425.02¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦131960.21¦131891.12¦131376.28¦131630.29¦131747.14¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 343.84¦ 342.67¦ 343.14¦ 342.44¦ 341.57¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 77.03¦ 76.05¦ 75.05¦ 74.06¦ 73.06¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 599.93¦ 599.14¦ 599.85¦ 599.69¦ 599.05¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 54.00¦ 53.00¦ 52.00¦ 51.00¦ 50.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 452.80¦ 451.67¦ 453.25¦ 452.49¦ 451.59¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

ПОСТАНОВЛЕНИЕ Госстандарта РФ от 26.10.2001 n 438-ст О ВВЕДЕНИИ В ДЕЙСТВИЕ МЕЖГОСУДАРСТВЕННОГО СТАНДАРТА  »
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