БЮЛЛЕТЕНЬ ЦБ РФ от 05.10.2001 n 37 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 5 октября 2001 г. N 37
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 111.962 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.)¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦17.10.01 ¦02.10.01¦ 99.57¦ 99.59¦ 99.59¦ 10.26 ¦ 7.62 ¦ 21149 ¦
+---------+--------+------+------+------+--------+-------+-------+
¦14.11.01 ¦03.10.01¦ 98.53¦ 98.53¦ 98.53¦ 12.97 ¦ 4.09 ¦ 21150 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦04.10.01¦ 98.60¦ 98.60¦ 98.60¦ 12.64 ¦ 2.00 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦21.11.01 ¦04.10.01¦ 98.31¦ 98.35¦ 98.35¦ 12.76 ¦ 10.50 ¦ 21151 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦05.10.01¦ 98.40¦ 98.40¦ 98.40¦ 12.63 ¦ 3.83 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦28.11.01 ¦05.10.01¦ 98.16¦ 98.25¦ 98.25¦ 12.25 ¦ 2.20 ¦ 21152 ¦
+---------+--------+------+------+------+--------+-------+-------+
¦30.01.02 ¦01.10.01¦ 95.70¦ 95.72¦ 95.70¦ 13.55 ¦ 1.25 ¦ 21153 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦02.10.01¦ 95.70¦ 95.71¦ 95.70¦ 13.67 ¦ 0.54 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦03.10.01¦ 95.70¦ 95.72¦ 95.70¦ 13.78 ¦ 28.23 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦04.10.01¦ 95.90¦ 95.99¦ 95.99¦ 13.06 ¦ 1.71 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦05.10.01¦ 95.90¦ 96.10¦ 96.10¦ 13.00 ¦ 2.00 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦20.02.02 ¦03.10.01¦ 95.00¦ 95.00¦ 95.00¦ 13.72 ¦ 5.00 ¦ 21154 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦05.10.01¦ 95.35¦ 95.40¦ 95.40¦ 12.75 ¦ 2.10 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦13.03.02 ¦01.10.01¦ 94.20¦ 94.20¦ 94.20¦ 13.79 ¦ 0.50 ¦ 21147 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦04.10.01¦ 94.30¦ 94.30¦ 94.30¦ 13.79 ¦ 0.50 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦03.04.02 ¦03.10.01¦ 93.50¦ 93.69¦ 93.69¦ 14.03 ¦ 12.00 ¦ 21155 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦04.10.01¦ 93.62¦ 93.75¦ 93.75¦ 13.54 ¦ 8.99 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦05.10.01¦ 93.83¦ 93.97¦ 93.97¦ 13.22 ¦ 18.89 ¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 3692.661 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 ¦01.10.01¦ 0.00 ¦ 97.37¦ 97.41¦ 97.39¦ 13.74¦ 52.72¦ 25030¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦02.10.01¦ 0.00 ¦ 97.38¦ 97.47¦ 97.43¦ 13.70¦ 75.63¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦03.10.01¦ 0.00 ¦ 97.48¦ 97.51¦ 97.50¦ 13.50¦1059.33¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.10.01¦ 0.00 ¦ 97.52¦ 97.66¦ 97.66¦ 13.05¦ 17.26¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.10.01¦ 0.00 ¦ 97.57¦ 97.80¦ 97.75¦ 12.53¦ 42.32¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦06.02.02 ¦01.10.01¦ 2.20 ¦100.65¦100.73¦100.73¦ 13.33¦ 51.04¦ 27001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦02.10.01¦ 2.20 ¦100.60¦100.75¦100.74¦ 13.42¦ 60.06¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦03.10.01¦ 2.30 ¦100.42¦100.70¦100.70¦ 13.57¦ 15.50¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.10.01¦ 2.30 ¦100.65¦100.91¦100.91¦ 13.32¦ 13.58¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.10.01¦ 2.40 ¦100.50¦100.90¦100.90¦ 12.51¦ 4.16¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.05.02 ¦01.10.01¦ 1.60 ¦100.75¦100.88¦100.80¦ 14.21¦ 64.05¦ 27002¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦02.10.01¦ 1.70 ¦100.70¦100.82¦100.81¦ 14.12¦ 38.54¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦03.10.01¦ 1.70 ¦100.63¦100.75¦100.70¦ 14.39¦ 25.62¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.10.01¦ 1.70 ¦100.74¦101.10¦101.10¦ 14.07¦ 47.43¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.10.01¦ 1.80 ¦100.55¦101.15¦101.15¦ 13.70¦ 23.77¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.06.02 ¦01.10.01¦ 1.10 ¦100.31¦100.50¦100.44¦ 14.77¦ 95.51¦ 27003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦02.10.01¦ 1.10 ¦100.38¦100.49¦100.41¦ 14.89¦ 65.17¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦03.10.01¦ 1.10 ¦100.39¦100.46¦100.42¦ 15.01¦ 48.86¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.10.01¦ 1.20 ¦100.45¦100.64¦100.64¦ 14.72¦ 32.55¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.10.01¦ 1.20 ¦100.63¦100.84¦100.82¦ 14.30¦ 92.27¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦18.09.02 ¦01.10.01¦ 0.50 ¦100.42¦100.50¦100.44¦ 15.09¦ 48.67¦ 27004¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦02.10.01¦ 0.50 ¦100.32¦100.42¦100.36¦ 15.26¦ 65.97¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦03.10.01¦ 0.60 ¦100.34¦100.45¦100.42¦ 15.12¦ 43.60¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.10.01¦ 0.60 ¦100.41¦100.75¦100.70¦ 14.83¦ 56.67¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.10.01¦ 0.70 ¦100.40¦100.85¦100.81¦ 14.61¦ 47.68¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦09.10.02 ¦01.10.01¦ 3.30 ¦ 99.92¦ 99.97¦ 99.95¦ 14.54¦ 49.50¦ 27005¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦02.10.01¦ 3.40 ¦ 99.50¦ 99.85¦ 99.50¦ 14.72¦ 5.83¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦03.10.01¦ 3.40 ¦ 99.70¦ 99.74¦ 99.74¦ 14.78¦ 1.92¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.10.01¦ 3.50 ¦ 99.66¦ 99.96¦ 99.80¦ 14.61¦ 44.38¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.10.01¦ 3.50 ¦ 99.65¦ 99.97¦ 99.95¦ 14.58¦ 17.14¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.01.03 ¦01.10.01¦ 2.80 ¦ 97.70¦ 97.87¦ 97.87¦ 15.79¦ 30.01¦ 27006¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦02.10.01¦ 2.80 ¦ 97.60¦ 97.79¦ 97.65¦ 15.93¦ 11.78¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦03.10.01¦ 2.80 ¦ 97.59¦ 97.71¦ 97.71¦ 16.00¦ 12.48¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.10.01¦ 2.90 ¦ 97.80¦ 98.20¦ 98.10¦ 15.59¦ 41.85¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.10.01¦ 2.90 ¦ 97.91¦ 98.49¦ 98.49¦ 15.23¦ 7.58¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.02.03 ¦01.10.01¦ 2.20 ¦ 97.55¦ 97.73¦ 97.70¦ 15.94¦ 13.69¦ 27007¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦02.10.01¦ 2.20 ¦ 97.55¦ 97.69¦ 97.55¦ 16.12¦ 4.78¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦03.10.01¦ 2.30 ¦ 97.43¦ 97.45¦ 97.45¦ 16.18¦ 6.41¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.10.01¦ 2.30 ¦ 97.80¦ 98.20¦ 98.19¦ 15.75¦ 42.31¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.10.01¦ 2.40 ¦ 97.80¦ 98.49¦ 98.40¦ 15.27¦ 15.89¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.03 ¦03.10.01¦ 5.53 ¦ 90.50¦ 90.50¦ 90.50¦ 17.85¦ 3.09¦ 26001¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.05.03 ¦01.10.01¦ 1.60 ¦ 96.00¦ 96.20¦ 96.12¦ 16.43¦ 20.37¦ 27008¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦02.10.01¦ 1.70 ¦ 95.80¦ 96.10¦ 96.00¦ 16.51¦ 72.27¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦03.10.01¦ 1.70 ¦ 95.95¦ 96.05¦ 96.00¦ 16.53¦ 25.07¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.10.01¦ 1.70 ¦ 96.10¦ 96.50¦ 96.15¦ 16.36¦ 41.65¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.10.01¦ 1.80 ¦ 96.50¦ 96.89¦ 96.89¦ 15.92¦ 29.36¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.06.03 ¦01.10.01¦ 1.10 ¦ 96.07¦ 96.10¦ 96.10¦ 16.42¦ 12.40¦ 27009¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦02.10.01¦ 1.10 ¦ 95.90¦ 96.10¦ 95.90¦ 16.52¦ 59.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦03.10.01¦ 1.10 ¦ 95.99¦ 96.01¦ 96.00¦ 16.56¦ 5.81¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.10.01¦ 1.20 ¦ 96.10¦ 96.37¦ 96.37¦ 16.35¦ 29.50¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.10.01¦ 1.20 ¦ 96.40¦ 96.81¦ 96.80¦ 15.95¦ 54.41¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦17.09.03 ¦01.10.01¦ 0.50 ¦ 94.96¦ 95.07¦ 95.03¦ 16.47¦ 20.35¦ 27010¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦02.10.01¦ 0.50 ¦ 94.50¦ 95.07¦ 94.70¦ 16.63¦ 28.98¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦03.10.01¦ 0.60 ¦ 94.70¦ 95.94¦ 94.80¦ 16.61¦ 39.91¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.10.01¦ 0.60 ¦ 94.86¦ 95.28¦ 95.28¦ 16.40¦ 24.01¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.10.01¦ 0.70 ¦ 94.96¦ 95.62¦ 95.62¦ 16.10¦ 23.01¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦08.10.03 ¦01.10.01¦ 3.30 ¦ 92.91¦ 93.00¦ 93.00¦ 17.23¦ 10.53¦ 27011¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦02.10.01¦ 3.40 ¦ 92.61¦ 93.00¦ 92.61¦ 17.26¦ 24.30¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦03.10.01¦ 3.40 ¦ 92.52¦ 92.88¦ 92.80¦ 17.35¦ 16.55¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.10.01¦ 3.50 ¦ 93.00¦ 93.30¦ 93.30¦ 17.06¦ 53.05¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.10.01¦ 3.50 ¦ 93.40¦ 93.78¦ 93.78¦ 16.73¦ 33.70¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦19.11.03 ¦01.10.01¦ 3.60 ¦ 87.10¦ 88.25¦ 87.40¦ 17.64¦ 35.73¦ 27012¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦02.10.01¦ 3.60 ¦ 87.90¦ 88.14¦ 87.97¦ 17.72¦ 0.90¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦03.10.01¦ 3.70 ¦ 87.80¦ 88.00¦ 87.81¦ 17.76¦ 17.58¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.10.01¦ 3.70 ¦ 88.00¦ 88.45¦ 88.45¦ 17.54¦ 59.66¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.10.01¦ 3.70 ¦ 88.35¦ 88.60¦ 88.45¦ 17.36¦ 3.38¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.01.04 ¦01.10.01¦ 2.80 ¦ 90.95¦ 91.25¦ 90.96¦ 17.76¦ 40.79¦ 28001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦02.10.01¦ 2.80 ¦ 90.76¦ 91.00¦ 90.76¦ 17.86¦ 4.96¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦03.10.01¦ 2.80 ¦ 90.93¦ 91.07¦ 91.00¦ 17.81¦ 35.05¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.10.01¦ 2.90 ¦ 90.96¦ 91.39¦ 91.35¦ 17.66¦ 36.08¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.10.01¦ 2.90 ¦ 91.26¦ 91.71¦ 91.71¦ 17.38¦ 11.93¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.02.04 ¦02.10.01¦ 2.41 ¦ 93.15¦ 93.64¦ 93.15¦ 17.76¦ 22.47¦ 27015¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦03.10.01¦ 2.46 ¦ 93.17¦ 93.80¦ 93.17¦ 17.76¦ 13.05¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.10.01¦ 2.50 ¦ 93.30¦ 93.60¦ 93.60¦ 17.63¦ 24.10¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.10.01¦ 2.54 ¦ 93.65¦ 94.05¦ 93.99¦ 17.34¦ 18.11¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦02.06.04 ¦01.10.01¦ 1.14 ¦ 92.70¦ 92.85¦ 92.70¦ 17.61¦ 2.00¦ 27013¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦02.10.01¦ 1.18 ¦ 92.20¦ 92.75¦ 92.20¦ 17.86¦ 6.94¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦03.10.01¦ 1.23 ¦ 92.20¦ 92.30¦ 92.30¦ 17.89¦ 11.11¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.10.01¦ 1.27 ¦ 92.39¦ 93.00¦ 93.00¦ 17.77¦ 47.02¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.10.01¦ 1.32 ¦ 93.10¦ 93.10¦ 93.10¦ 17.41¦ 0.21¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.12.04 ¦01.10.01¦ 0.53 ¦ 90.80¦ 91.49¦ 91.00¦ 17.69¦ 13.37¦ 27014¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦02.10.01¦ 0.57 ¦ 90.90¦ 91.25¦ 90.90¦ 17.78¦ 9.86¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦03.10.01¦ 0.61 ¦ 90.70¦ 91.10¦ 90.94¦ 17.88¦ 13.06¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.10.01¦ 0.66 ¦ 91.14¦ 91.50¦ 91.50¦ 17.70¦ 64.72¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.10.01¦ 0.70 ¦ 91.60¦ 91.84¦ 91.84¦ 17.43¦ 12.79¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.05 ¦01.10.01¦ 5.48 ¦ 76.72¦ 77.73¦ 76.80¦ 19.70¦ 1.20¦ 26003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦02.10.01¦ 5.51 ¦ 76.40¦ 77.00¦ 76.52¦ 19.96¦ 2.93¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦03.10.01¦ 5.53 ¦ 76.82¦ 77.00¦ 76.82¦ 19.79¦ 1.50¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.10.01¦ 5.56 ¦ 77.00¦ 77.50¦ 77.50¦ 19.56¦ 1.37¦ ¦
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 ¦ 161 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25027 ¦ 27.11.2001 ¦ 53 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2001 ¦ 53 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2001 ¦ 53 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2002 ¦ 161 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2002 ¦ 161 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2002 ¦ 161 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2001 ¦ 53 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27001 ¦ 07.11.2001 ¦ 33 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27002 ¦ 21.11.2001 ¦ 47 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27003 ¦ 05.12.2001 ¦ 61 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27004 ¦ 19.12.2001 ¦ 75 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27005 ¦ 10.10.2001 ¦ 5 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 24.10.2001 ¦ 19 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 07.11.2001 ¦ 33 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 21.11.2001 ¦ 47 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 05.12.2001 ¦ 61 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 19.12.2001 ¦ 75 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 10.10.2001 ¦ 5 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 21.11.2001 ¦ 47 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 05.12.2001 ¦ 61 ¦ 16.00 ¦ 39.89 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 19.12.2001 ¦ 75 ¦ 16.00 ¦ 39.89 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 08.11.2001 ¦ 34 ¦ 16.00 ¦ 40.33 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 24.10.2001 ¦ 19 ¦ 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¦ 159 ¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21149 ¦18.04.01¦17.10.01¦ 12 ¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21150 ¦16.05.01¦14.11.01¦ 40 ¦ 1 ¦ 3 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21151 ¦27.06.01¦21.11.01¦ 47 ¦ 1 ¦ 9 ¦ ¦ 4000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21152 ¦25.07.01¦28.11.01¦ 54 ¦ 1 ¦ 1 ¦ ¦ 4000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21153 ¦22.08.01¦30.01.02¦ 117 ¦ 1 ¦ 13 ¦ ¦ 4731.806¦ 268.194¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21154 ¦19.09.01¦20.02.02¦ 138 ¦ 1 ¦ 3 ¦ ¦ 2154.942¦ 1845.058¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21155 ¦03.10.01¦03.04.02¦ 180 ¦ 1 ¦ ¦ ¦ 1288.839¦ 3711.161¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 161 ¦ 1 ¦ ¦ ¦ 32.200¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 53 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 418 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 783 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 71 ¦ ¦ ¦ 2 ¦ 31968.435¦ 1598.367¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 526 ¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 892 ¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦1257 ¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦1149 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 124 ¦ ¦ ¦ ¦ 9541.977¦ 446.774¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 229 ¦ ¦ ¦ ¦ 9541.977¦ 446.774¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 243 ¦ ¦ ¦ ¦ 9541.977¦ 446.774¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 348 ¦ ¦ ¦ ¦ 9541.977¦ 446.774¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 369 ¦ ¦ ¦ ¦ 9541.977¦ 446.774¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 474 ¦ ¦ ¦ ¦ 9541.977¦ 446.774¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 488 ¦ ¦ ¦ ¦ 9541.977¦ 446.774¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 593 ¦ ¦ ¦ ¦ 9541.977¦ 446.774¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 607 ¦ ¦ ¦ ¦ 9541.977¦ 446.774¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 712 ¦ ¦ ¦ ¦ 9541.977¦ 446.774¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 733 ¦ ¦ ¦ ¦ 9541.977¦ 446.774¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 775 ¦ ¦ ¦ ¦ 9076.440¦ 8529.960¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 971 ¦ 1 ¦ 20 ¦ ¦ 3281.023¦ 1718.977¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦1167 ¦ 1 ¦ 12 ¦ ¦ 2485.616¦ 2514.384¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 852 ¦ 1 ¦ 13 ¦ ¦ 3347.786¦ 1652.214¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 838 ¦ ¦ ¦ ¦ 9541.977¦ 446.774¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ Итого: ¦ ¦ ¦ ¦ ¦ ¦ ¦192070.524¦27199.597¦
L--------+--------+--------+-----+-------+------+--------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦01.10.01¦02.10.01¦03.10.01¦04.10.01¦05.10.01¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 12.82 ¦ 12.87 ¦ 13.22 ¦ 12.95 ¦ 12.86 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 14.79 ¦ 14.96 ¦ 14.89 ¦ 14.74 ¦ 14.49 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 13.74 ¦ 13.70 ¦ 13.50 ¦ 13.05 ¦ 12.53 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 16.48 ¦ 16.60 ¦ 16.63 ¦ 16.40 ¦ 16.08 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 13.63 ¦ 11.47 ¦ 13.84 ¦ 13.31 ¦ 13.12 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 19.70 ¦ 19.96 ¦ 18.81 ¦ 19.56 ¦ 0.00 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 13.74 ¦ 13.70 ¦ 13.50 ¦ 13.05 ¦ 12.53 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 16.12 ¦ 16.31 ¦ 16.96 ¦ 16.76 ¦ 15.88 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.01 ¦ 0.03 ¦ 0.19 ¦ 0.09 ¦ 0.11 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.05 ¦ 0.12 ¦ 0.21 ¦ 0.06 ¦ 0.00 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.16 ¦ 0.24 ¦ 0.17 ¦ 0.05 ¦ 0.13 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.39 ¦ 0.37 ¦ 0.29 ¦ 0.49 ¦ 0.30 ¦
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---------¬
¦ ¦ 01.10.01¦ 02.10.01¦ 03.10.01¦ 04.10.01¦ 05.10.01¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦193777.15¦193777.56¦192066.45¦192066.45¦192070.52¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 26886.75¦ 26886.75¦ 25175.59¦ 25175.59¦ 25175.59¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 2231.91¦ 2231.91¦ 2231.91¦ 2231.91¦ 2231.91¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 31967.44¦ 31967.53¦ 31967.53¦ 31967.53¦ 31968.44¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦132691.05¦132691.37¦132691.42¦132691.42¦132694.59¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦189981.88¦189880.38¦188117.86¦188589.24¦189177.64¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 26174.93¦ 26178.83¦ 24389.38¦ 24423.53¦ 24447.51¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 2030.85¦ 2025.62¦ 2029.35¦ 2035.09¦ 2035.60¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 31133.09¦ 31145.97¦ 31168.34¦ 31203.51¦ 31242.75¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦130643.00¦130529.96¦130530.78¦130927.11¦131451.78¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 352.01¦ 350.76¦ 354.25¦ 353.59¦ 353.12¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 72.98¦ 71.97¦ 85.17¦ 84.18¦ 83.20¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 609.12¦ 606.83¦ 607.35¦ 608.21¦ 608.15¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 75.00¦ 74.00¦ 73.00¦ 72.00¦ 71.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 469.93¦ 468.74¦ 467.75¦ 467.00¦ 466.42¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

ПРИКАЗ ЦБ РФ от 05.10.2001 n ОД-343 ОБ ОТЗЫВЕ ЛИЦЕНЗИИ НА ОСУЩЕСТВЛЕНИЕ БАНКОВСКИХ ОПЕРАЦИЙ У ЗАКРЫТОГО АКЦИОНЕРНОГО ОБЩЕСТВА КОММЕРЧЕСКИЙ БАНК ВЫСТАВКИ ДОСТИЖЕНИЙ НАРОДНОГО ХОЗЯЙСТВА, ЗАО БАНК ВДНХ (Г. МОСКВА)  »
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