БЮЛЛЕТЕНЬ ЦБ РФ от 19.10.2001 n 39 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 19 октября 2001 г. N 39
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 66.553 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 ¦16.10.01¦ 98.93¦ 99.00¦ 99.00¦ 12.97 ¦ 6.89 ¦ 21150 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦18.10.01¦ 99.05¦ 99.05¦ 99.05¦ 12.97 ¦ 2.00 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦19.10.01¦ 99.15¦ 99.15¦ 99.15¦ 12.03 ¦ 2.00 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦21.11.01 ¦17.10.01¦ 98.85¦ 98.85¦ 98.85¦ 12.13 ¦ 2.10 ¦ 21151 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦18.10.01¦ 98.93¦ 98.93¦ 98.93¦ 11.61 ¦ 1.02 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦19.10.01¦ 98.90¦ 98.90¦ 98.90¦ 12.30 ¦ 5.04 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦28.11.01 ¦16.10.01¦ 96.20¦ 98.50¦ 98.50¦ 13.01 ¦ 8.11 ¦ 21152 ¦
+---------+--------+------+------+------+--------+-------+-------+
¦30.01.02 ¦15.10.01¦ 98.41¦ 96.20¦ 96.20¦ 13.47 ¦ 3.18 ¦ 21153 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦16.10.01¦ 96.25¦ 96.26¦ 96.26¦ 13.42 ¦ 0.32 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦17.10.01¦ 96.35¦ 96.44¦ 96.41¦ 13.06 ¦ 2.64 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦18.10.01¦ 96.38¦ 96.44¦ 96.40¦ 13.07 ¦ 5.36 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦19.10.01¦ 96.44¦ 96.46¦ 96.46¦ 13.08 ¦ 1.09 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦20.02.02 ¦17.10.01¦ 95.65¦ 95.70¦ 95.70¦ 13.02 ¦ 20.01 ¦ 21154 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦18.10.01¦ 95.70¦ 95.70¦ 95.70¦ 13.12 ¦ 6.00 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦13.03.02 ¦17.10.01¦ 95.00¦ 95.00¦ 95.00¦ 13.07 ¦ 0.48 ¦ 21147 ¦
+---------+--------+------+------+------+--------+-------+-------+
¦03.04.02 ¦18.10.01¦ 94.35¦ 94.44¦ 94.35¦ 12.92 ¦ 0.33 ¦ 21155 ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 2039.661 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 ¦15.10.01¦ 0.00 ¦ 97.76¦ 97.83¦ 97.77¦ 14.24¦ 96.53¦ 25030¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.10.01¦ 0.00 ¦ 97.78¦ 97.90¦ 97.90¦ 14.28¦ 132.54¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.10.01¦ 0.00 ¦ 97.84¦ 98.00¦ 97.97¦ 13.53¦ 184.81¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.10.01¦ 0.00 ¦ 97.93¦ 98.00¦ 97.95¦ 13.85¦ 105.22¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.10.01¦ 0.00 ¦ 97.96¦ 97.99¦ 97.97¦ 13.96¦ 142.83¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦06.02.02 ¦15.10.01¦ 2.80 ¦100.45¦100.50¦100.50¦ 13.82¦ 0.40¦ 27001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.10.01¦ 2.80 ¦100.50¦100.60¦100.60¦ 13.59¦ 10.04¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.10.01¦ 2.80 ¦100.57¦100.65¦100.60¦ 13.54¦ 10.11¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.10.01¦ 2.90 ¦100.55¦100.57¦100.55¦ 13.53¦ 1.62¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.10.01¦ 2.90 ¦100.51¦100.60¦100.60¦ 13.51¦ 0.32¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.05.02 ¦15.10.01¦ 2.20 ¦100.65¦100.72¦100.72¦ 14.32¦ 15.77¦ 27002¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.10.01¦ 2.20 ¦100.70¦101.00¦101.00¦ 14.10¦ 14.04¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.10.01¦ 2.30 ¦100.83¦101.00¦101.00¦ 13.67¦ 21.01¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.10.01¦ 2.30 ¦100.75¦100.98¦100.94¦ 13.97¦ 19.69¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.10.01¦ 2.40 ¦100.70¦101.04¦101.04¦ 13.57¦ 22.13¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.06.02 ¦15.10.01¦ 1.60 ¦100.60¦100.71¦100.71¦ 14.53¦ 15.37¦ 27003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.10.01¦ 1.70 ¦100.67¦100.90¦100.90¦ 14.12¦ 41.92¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.10.01¦ 1.70 ¦100.81¦101.00¦100.90¦ 13.86¦ 80.32¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.10.01¦ 1.70 ¦100.72¦101.00¦100.90¦ 14.03¦ 34.28¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.10.01¦ 1.80 ¦100.61¦100.95¦100.95¦ 13.90¦ 7.89¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦18.09.02 ¦15.10.01¦ 1.10 ¦100.50¦100.60¦100.60¦ 14.90¦ 14.64¦ 27004¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.10.01¦ 1.10 ¦100.60¦100.80¦100.80¦ 14.72¦ 36.39¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.10.01¦ 1.10 ¦100.74¦100.94¦100.89¦ 14.58¦ 46.37¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.10.01¦ 1.20 ¦100.75¦100.84¦100.84¦ 14.54¦ 28.61¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.10.01¦ 1.20 ¦100.60¦100.89¦100.87¦ 14.58¦ 44.83¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦09.10.02 ¦15.10.01¦ 0.20 ¦ 99.85¦ 99.90¦ 99.90¦ 14.56¦ 10.80¦ 27005¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.10.01¦ 0.20 ¦ 99.85¦ 99.95¦ 99.95¦ 14.60¦ 3.51¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.10.01¦ 0.30 ¦ 99.88¦100.04¦100.04¦ 14.37¦ 6.66¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.10.01¦ 0.30 ¦ 99.90¦100.00¦100.00¦ 14.44¦ 11.10¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.10.01¦ 0.40 ¦ 99.90¦100.00¦100.00¦ 14.33¦ 18.18¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.01.03 ¦15.10.01¦ 3.30 ¦ 98.20¦ 98.49¦ 98.49¦ 15.36¦ 3.34¦ 27006¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.10.01¦ 3.40 ¦ 98.40¦ 98.50¦ 98.47¦ 15.14¦ 6.75¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.10.01¦ 3.40 ¦ 98.50¦ 98.93¦ 98.93¦ 14.84¦ 20.37¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.10.01¦ 3.50 ¦ 98.50¦ 98.95¦ 98.95¦ 14.72¦ 2.10¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.10.01¦ 3.50 ¦ 98.85¦ 98.90¦ 98.90¦ 14.75¦ 11.97¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.02.03 ¦15.10.01¦ 2.80 ¦ 98.00¦ 98.49¦ 98.49¦ 15.21¦ 15.63¦ 27007¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.10.01¦ 2.80 ¦ 98.40¦ 98.60¦ 98.60¦ 15.10¦ 25.29¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.10.01¦ 2.80 ¦ 98.59¦ 98.91¦ 98.91¦ 14.89¦ 9.83¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.10.01¦ 2.90 ¦ 98.33¦ 98.80¦ 98.80¦ 14.96¦ 14.80¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.10.01¦ 2.90 ¦ 98.70¦ 98.85¦ 98.85¦ 14.89¦ 13.85¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.03 ¦18.10.01¦ 5.95 ¦ 91.50¦ 91.50¦ 91.50¦ 17.14¦ 2.08¦ 26001¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.05.03 ¦15.10.01¦ 2.20 ¦ 96.80¦ 96.96¦ 96.90¦ 15.86¦ 23.76¦ 27008¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.10.01¦ 2.20 ¦ 96.80¦ 96.89¦ 96.85¦ 15.87¦ 10.94¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.10.01¦ 2.30 ¦ 96.85¦ 97.25¦ 97.00¦ 15.61¦ 38.59¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.10.01¦ 2.30 ¦ 96.50¦ 97.02¦ 96.61¦ 15.71¦ 4.52¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.10.01¦ 2.40 ¦ 96.95¦ 97.06¦ 97.06¦ 15.64¦ 2.05¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.06.03 ¦15.10.01¦ 1.60 ¦ 96.87¦ 97.00¦ 97.00¦ 15.80¦ 22.15¦ 27009¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.10.01¦ 1.70 ¦ 96.76¦ 96.90¦ 96.88¦ 15.78¦ 1.82¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.10.01¦ 1.70 ¦ 96.76¦ 97.25¦ 97.01¦ 15.58¦ 17.04¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.10.01¦ 1.70 ¦ 96.71¦ 97.00¦ 97.00¦ 15.78¦ 0.19¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.10.01¦ 1.80 ¦ 96.96¦ 97.05¦ 96.97¦ 15.70¦ 2.13¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦17.09.03 ¦15.10.01¦ 1.10 ¦ 95.65¦ 95.75¦ 95.75¦ 15.99¦ 3.67¦ 27010¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.10.01¦ 1.10 ¦ 95.50¦ 95.70¦ 95.70¦ 16.10¦ 18.61¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.10.01¦ 1.10 ¦ 95.58¦ 96.05¦ 96.00¦ 15.86¦ 46.67¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.10.01¦ 1.20 ¦ 95.80¦ 95.94¦ 95.89¦ 15.87¦ 3.34¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.10.01¦ 1.20 ¦ 95.83¦ 95.95¦ 95.94¦ 15.85¦ 12.58¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦08.10.03 ¦15.10.01¦ 0.20 ¦ 94.11¦ 94.30¦ 94.15¦ 16.39¦ 4.46¦ 27011¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.10.01¦ 0.20 ¦ 93.87¦ 94.15¦ 94.15¦ 16.44¦ 5.61¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.10.01¦ 0.30 ¦ 94.10¦ 94.30¦ 94.20¦ 16.32¦ 20.76¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.10.01¦ 0.30 ¦ 94.00¦ 94.22¦ 94.00¦ 16.48¦ 5.28¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.10.01¦ 0.40 ¦ 93.99¦ 94.00¦ 93.99¦ 16.46¦ 50.01¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦19.11.03 ¦15.10.01¦ 4.00 ¦ 88.50¦ 88.60¦ 88.60¦ 17.36¦ 3.11¦ 27012¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.10.01¦ 4.00 ¦ 88.70¦ 88.74¦ 88.70¦ 17.31¦ 20.83¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.10.01¦ 4.00 ¦ 88.85¦ 89.05¦ 88.93¦ 17.17¦ 64.25¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.10.01¦ 4.10 ¦ 88.95¦ 89.08¦ 88.95¦ 17.11¦ 6.55¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.10.01¦ 4.10 ¦ 88.82¦ 89.00¦ 88.90¦ 17.20¦ 46.06¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.01.04 ¦15.10.01¦ 3.30 ¦ 91.63¦ 91.72¦ 91.72¦ 17.38¦ 17.06¦ 28001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.10.01¦ 3.40 ¦ 91.58¦ 91.73¦ 91.71¦ 17.32¦ 8.83¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.10.01¦ 3.40 ¦ 91.70¦ 92.10¦ 91.70¦ 17.15¦ 26.45¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.10.01¦ 3.50 ¦ 91.70¦ 92.09¦ 91.90¦ 17.25¦ 2.86¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.10.01¦ 3.50 ¦ 91.85¦ 91.95¦ 91.95¦ 17.22¦ 9.11¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.02.04 ¦15.10.01¦ 2.98 ¦ 94.10¦ 94.14¦ 94.10¦ 17.19¦ 5.04¦ 27015¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.10.01¦ 3.03 ¦ 94.08¦ 94.10¦ 94.10¦ 17.20¦ 3.65¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.10.01¦ 3.07 ¦ 94.15¦ 94.23¦ 94.20¦ 17.14¦ 29.03¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.10.01¦ 3.11 ¦ 94.25¦ 94.30¦ 94.30¦ 17.09¦ 9.76¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.10.01¦ 3.16 ¦ 94.32¦ 94.42¦ 94.42¦ 17.00¦ 4.50¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦02.06.04 ¦15.10.01¦ 1.75 ¦ 93.50¦ 93.50¦ 93.50¦ 17.17¦ 1.17¦ 27013¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.10.01¦ 1.80 ¦ 93.20¦ 93.45¦ 93.45¦ 17.22¦ 22.76¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.10.01¦ 1.84 ¦ 93.42¦ 93.55¦ 93.53¦ 17.16¦ 19.22¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.10.01¦ 1.89 ¦ 93.55¦ 93.77¦ 93.77¦ 17.11¦ 14.24¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.10.01¦ 1.93 ¦ 93.74¦ 93.80¦ 93.79¦ 17.01¦ 33.60¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.12.04 ¦15.10.01¦ 1.14 ¦ 92.00¦ 92.08¦ 92.00¦ 17.27¦ 1.70¦ 27014¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.10.01¦ 1.18 ¦ 91.80¦ 92.10¦ 91.81¦ 17.37¦ 4.36¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.10.01¦ 1.23 ¦ 92.20¦ 92.24¦ 92.23¦ 17.20¦ 12.63¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.10.01¦ 1.27 ¦ 92.20¦ 92.30¦ 92.30¦ 17.17¦ 28.85¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.10.01¦ 1.32 ¦ 92.34¦ 92.40¦ 92.40¦ 17.10¦ 20.26¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.05 ¦15.10.01¦ 5.86 ¦ 78.09¦ 78.39¦ 78.10¦ 19.23¦ 13.54¦ 26003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.10.01¦ 5.89 ¦ 78.00¦ 78.00¦ 78.00¦ 19.29¦ 3.52¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.10.01¦ 5.92 ¦ 78.00¦ 78.05¦ 78.05¦ 19.29¦ 8.13¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.10.01¦ 5.97 ¦ 78.00¦ 78.00¦ 78.00¦ 19.31¦ 0.50¦ ¦
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 ¦ 147 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25027 ¦ 27.11.2001 ¦ 39 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2001 ¦ 39 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2001 ¦ 39 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 26.11.2001 ¦ 38 ¦ 2.00 ¦ 18.36 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2002 ¦ 147 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2002 ¦ 147 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2002 ¦ 147 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2001 ¦ 39 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 26.11.2001 ¦ 38 ¦ 2.00 ¦ 18.36 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 27.11.2001 ¦ 39 ¦ 2.00 ¦ 18.41 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 29.11.2001 ¦ 41 ¦ 2.00 ¦ 18.52 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 30.11.2001 ¦ 42 ¦ 2.00 ¦ 18.58 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27001 ¦ 07.11.2001 ¦ 19 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27002 ¦ 21.11.2001 ¦ 33 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27003 ¦ 05.12.2001 ¦ 47 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27004 ¦ 19.12.2001 ¦ 61 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27005 ¦ 09.01.2002 ¦ 82 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 24.10.2001 ¦ 5 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 07.11.2001 ¦ 19 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 21.11.2001 ¦ 33 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 05.12.2001 ¦ 47 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 19.12.2001 ¦ 61 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 09.01.2002 ¦ 82 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 21.11.2001 ¦ 33 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 05.12.2001 ¦ 47 ¦ 16.00 ¦ 39.89 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 19.12.2001 ¦ 61 ¦ 16.00 ¦ 39.89 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 08.11.2001 ¦ 20 ¦ 16.00 ¦ 40.33 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 24.10.2001 ¦ 5 ¦ 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¦ 145¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21150 ¦16.05.01¦14.11.01¦ 26¦ 1 ¦ 3 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21151 ¦27.06.01¦21.11.01¦ 33¦ 1 ¦ 9 ¦ ¦ 4000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21152 ¦25.07.01¦28.11.01¦ 40¦ 1 ¦ 1 ¦ ¦ 4000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21153 ¦22.08.01¦30.01.02¦ 103¦ 1 ¦ 13 ¦ ¦ 4731.806¦ 268.194¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21154 ¦19.09.01¦20.02.02¦ 124¦ 1 ¦ 4 ¦ ¦ 2181.942¦ 1818.058¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21155 ¦03.10.01¦03.04.02¦ 166¦ 1 ¦ 3 ¦ ¦ 1508.041¦ 3491.959¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 147¦ 1 ¦ ¦ ¦ 32.200¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 39¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 404¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 769¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 57¦ ¦ ¦ 2 ¦ 31968.487¦ 1598.315¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 1494¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 512¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 878¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1243¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 1135¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1858¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 2223¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2589¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2954¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 110¦ ¦ ¦ ¦ 9541.992¦ 446.758¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 215¦ ¦ ¦ ¦ 9541.992¦ 446.758¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 229¦ ¦ ¦ ¦ 9541.992¦ 446.758¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 334¦ ¦ ¦ ¦ 9541.992¦ 446.758¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 355¦ ¦ ¦ ¦ 9541.992¦ 446.758¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 460¦ ¦ ¦ ¦ 9541.992¦ 446.758¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 474¦ ¦ ¦ ¦ 9541.992¦ 446.758¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 579¦ ¦ ¦ ¦ 9541.992¦ 446.758¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 593¦ ¦ ¦ ¦ 9541.992¦ 446.758¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 698¦ ¦ ¦ ¦ 9541.992¦ 446.758¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 719¦ ¦ ¦ ¦ 9541.992¦ 446.758¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 761¦ ¦ ¦ ¦ 9078.929¦ 8527.471¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 957¦ 1 ¦ 23 ¦ ¦ 3316.705¦ 1683.295¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 1153¦ 1 ¦ 13 ¦ ¦ 2500.879¦ 2499.121¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 838¦ 1 ¦ 14 ¦ ¦ 3363.283¦ 1636.717¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 824¦ ¦ ¦ ¦ 9541.992¦ 446.758¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ Итого: ¦ ¦ ¦ ¦ ¦ ¦ ¦189411.069¦26884.230¦
L--------+--------+--------+-----+-------+------+--------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦15.10.01¦16.10.01¦17.10.01¦18.10.01¦19.10.01¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 13.08 ¦ 13.00 ¦ 12.81 ¦ 12.88 ¦ 12.88 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 14.61 ¦ 14.64 ¦ 14.63 ¦ 14.62 ¦ 14.64 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 14.24 ¦ 14.28 ¦ 13.53 ¦ 13.85 ¦ 13.96 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 16.07 ¦ 16.03 ¦ 15.84 ¦ 15.90 ¦ 15.85 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 13.47 ¦ 13.02 ¦ 13.00 ¦ 13.05 ¦ 12.52 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 19.23 ¦ 19.29 ¦ 19.29 ¦ 17.14 ¦ 19.31 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 14.24 ¦ 14.28 ¦ 13.53 ¦ 13.85 ¦ 13.96 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 15.96 ¦ 16.05 ¦ 16.11 ¦ 16.13 ¦ 16.31 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.01 ¦ 0.06 ¦ 0.11 ¦ 0.07 ¦ 0.04 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.55 ¦ 0.14 ¦ 0.33 ¦ 0.10 ¦ 0.02 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.30 ¦ 0.41 ¦ 0.58 ¦ 0.33 ¦ 0.45 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.12 ¦ 0.18 ¦ 0.35 ¦ 0.14 ¦ 0.22 ¦
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---------¬
¦ ¦ 15.10.01¦ 16.10.01¦ 17.10.01¦ 18.10.01¦ 19.10.01¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦192346.02¦192346.02¦189375.39¦189375.39¦189411.07¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 25421.79¦ 25421.79¦ 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 ¦132698.65¦132698.65¦132728.03¦132728.03¦132763.70¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦189346.84¦189482.32¦186914.85¦186888.14¦187051.43¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 24746.85¦ 24754.61¦ 21785.83¦ 21792.24¦ 21795.46¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 2054.65¦ 2054.04¦ 2054.68¦ 2055.20¦ 2055.62¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 31265.18¦ 31274.77¦ 31319.53¦ 31316.33¦ 31322.72¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦131280.16¦131398.90¦131754.82¦131724.37¦131877.62¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 344.84¦ 343.81¦ 348.61¦ 347.57¦ 346.73¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 74.14¦ 73.13¦ 82.03¦ 81.02¦ 80.02¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 604.43¦ 603.47¦ 602.88¦ 602.32¦ 601.59¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 61.00¦ 60.00¦ 59.00¦ 58.00¦ 57.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 459.41¦ 458.29¦ 457.56¦ 456.54¦ 455.66¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

ПРИКАЗ Минфина РФ от 19.10.2001 n 84н ОБ УТВЕРЖДЕНИИ ПОЛОЖЕНИЯ О ПЕРЕЧИСЛЕНИИ УПРАВЛЕНИЯМИ ФЕДЕРАЛЬНОГО КАЗНАЧЕЙСТВА МИНИСТЕРСТВА ФИНАНСОВ РОССИЙСКОЙ ФЕДЕРАЦИИ ПО СУБЪЕКТАМ РОССИЙСКОЙ ФЕДЕРАЦИИ ДОХОДОВ ФЕДЕРАЛЬНОГО БЮДЖЕТА, ПОСТУПИВШИХ НА ИХ СЧЕТ ПО УЧЕТУ ДОХОДОВ ФЕДЕРАЛЬНОГО БЮДЖЕТА, НА ФИНАНСИРОВАНИЕ РАСХОДОВ ФЕДЕРАЛЬНОГО БЮДЖЕТА  »
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