БЮЛЛЕТЕНЬ ЦБ РФ от 28.09.2001 n 36 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 28 сентября 2001 г. N 36
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 151.196 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.)¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦03.10.01 ¦28.09.01¦ 99.86¦ 99.90¦ 99.90¦ 8.77 ¦ 6.31 ¦ 21148 ¦
+---------+--------+------+------+------+--------+-------+-------+
¦17.10.01 ¦26.09.01¦ 99.31¦ 99.40¦ 99.40¦ 11.02 ¦ 2.50 ¦ 21149 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦28.09.01¦ 99.45¦ 99.45¦ 99.45¦ 10.62 ¦ 13.20 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦14.11.01 ¦24.09.01¦ 98.15¦ 98.15¦ 98.15¦ 13.49 ¦ 0.03 ¦ 21150 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦27.09.01¦ 98.45¦ 98.45¦ 98.45¦ 11.97 ¦ 0.13 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦30.01.02 ¦24.09.01¦ 95.47¦ 95.63¦ 95.63¦ 13.12 ¦ 5.17 ¦ 21153 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦25.09.01¦ 95.63¦ 95.65¦ 95.65¦ 13.10 ¦ 10.48 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦26.09.01¦ 95.68¦ 95.73¦ 95.70¦ 13.05 ¦ 38.75 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦27.09.01¦ 95.70¦ 95.70¦ 95.70¦ 13.12 ¦ 1.65 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦28.09.01¦ 95.80¦ 95.80¦ 95.80¦ 12.90 ¦ 0.22 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦20.02.02 ¦24.09.01¦ 94.84¦ 94.84¦ 94.84¦ 13.33 ¦ 70.97 ¦ 21154 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦27.09.01¦ 94.91¦ 95.00¦ 95.00¦ 13.16 ¦ 1.00 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦13.03.02 ¦26.09.01¦ 93.71¦ 93.71¦ 93.71¦ 14.58 ¦ 0.50 ¦ 21147 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦28.09.01¦ 93.71¦ 94.00¦ 94.00¦ 14.51 ¦ 0.30 ¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 3427.124 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 ¦24.09.01¦ 0.00 ¦ 97.06¦ 97.15¦ 97.06¦ 13.94¦ 33.23¦ 25030¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.09.01¦ 0.00 ¦ 97.10¦ 97.21¦ 97.20¦ 13.81¦ 58.98¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.09.01¦ 0.00 ¦ 97.16¦ 97.22¦ 97.22¦ 13.83¦ 110.96¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.09.01¦ 0.00 ¦ 97.19¦ 97.27¦ 97.27¦ 13.91¦ 446.09¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.09.01¦ 0.00 ¦ 97.25¦ 97.35¦ 97.35¦ 13.72¦ 64.93¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦06.02.02 ¦24.09.01¦ 1.90 ¦100.53¦101.05¦101.05¦ 12.98¦ 4.40¦ 27001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.09.01¦ 2.00 ¦100.17¦101.00¦100.88¦ 12.59¦ 23.98¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.09.01¦ 2.00 ¦100.70¦100.79¦100.77¦ 13.25¦ 42.95¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.09.01¦ 2.00 ¦100.60¦100.81¦100.80¦ 13.30¦ 38.28¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.09.01¦ 2.10 ¦100.58¦100.80¦100.80¦ 13.13¦ 52.64¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.05.02 ¦24.09.01¦ 1.30 ¦100.65¦101.40¦101.26¦ 13.44¦ 33.21¦ 27002¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.09.01¦ 1.40 ¦100.60¦101.29¦101.05¦ 13.62¦ 95.34¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.09.01¦ 1.40 ¦100.87¦101.05¦100.90¦ 13.99¦ 71.67¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.09.01¦ 1.50 ¦100.20¦101.00¦100.95¦ 13.89¦ 58.18¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.09.01¦ 1.50 ¦100.80¦101.40¦101.00¦ 14.00¦ 40.75¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.06.02 ¦24.09.01¦ 0.80 ¦101.10¦101.60¦101.10¦ 13.70¦ 3.12¦ 27003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.09.01¦ 0.80 ¦100.61¦101.10¦100.66¦ 13.94¦ 10.80¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.09.01¦ 0.90 ¦100.70¦101.01¦100.70¦ 14.14¦ 28.72¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.09.01¦ 0.90 ¦100.72¦100.90¦100.73¦ 14.35¦ 2.27¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.09.01¦ 0.90 ¦100.62¦100.75¦100.68¦ 14.60¦ 46.42¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦18.09.02 ¦24.09.01¦ 0.20 ¦100.35¦101.75¦101.15¦ 14.18¦ 13.42¦ 27004¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.09.01¦ 0.20 ¦100.75¦100.95¦100.86¦ 14.67¦ 31.71¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.09.01¦ 0.30 ¦100.70¦100.85¦100.70¦ 14.74¦ 63.83¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.09.01¦ 0.30 ¦100.70¦100.78¦100.70¦ 14.82¦ 92.01¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.09.01¦ 0.40 ¦100.63¦100.70¦100.65¦ 14.83¦ 45.12¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦09.10.02 ¦24.09.01¦ 3.00 ¦100.20¦100.45¦100.30¦ 14.16¦ 21.95¦ 27005¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.09.01¦ 3.10 ¦ 99.95¦100.20¦ 99.95¦ 14.41¦ 35.07¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.09.01¦ 3.10 ¦ 99.90¦100.03¦ 99.97¦ 14.53¦ 59.29¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.09.01¦ 3.20 ¦ 99.90¦ 99.97¦ 99.97¦ 14.48¦ 55.21¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.09.01¦ 3.20 ¦ 99.90¦100.00¦ 99.95¦ 14.51¦ 102.76¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.01.03 ¦24.09.01¦ 2.50 ¦ 97.99¦ 98.45¦ 98.10¦ 15.45¦ 15.09¦ 27006¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.09.01¦ 2.50 ¦ 97.75¦ 98.00¦ 97.75¦ 15.83¦ 10.69¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.09.01¦ 2.60 ¦ 97.45¦ 97.80¦ 97.55¦ 16.06¦ 43.57¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.09.01¦ 2.60 ¦ 97.51¦ 97.80¦ 97.65¦ 16.00¦ 35.87¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.09.01¦ 2.60 ¦ 97.65¦ 97.80¦ 97.80¦ 15.90¦ 14.88¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.02.03 ¦24.09.01¦ 1.90 ¦ 97.70¦ 98.05¦ 97.90¦ 15.75¦ 14.22¦ 27007¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.09.01¦ 2.00 ¦ 97.60¦ 97.95¦ 97.60¦ 15.88¦ 46.36¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.09.01¦ 2.00 ¦ 97.40¦ 97.70¦ 97.48¦ 16.11¦ 79.33¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.09.01¦ 2.00 ¦ 97.50¦ 97.65¦ 97.60¦ 16.06¦ 112.95¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.09.01¦ 2.10 ¦ 97.60¦ 97.70¦ 97.67¦ 15.97¦ 129.66¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.03 ¦25.09.01¦ 5.32 ¦ 91.00¦ 91.00¦ 91.00¦ 17.29¦ 0.96¦ 26001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.09.01¦ 5.40 ¦ 90.99¦ 91.00¦ 91.00¦ 17.33¦ 0.80¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.05.03 ¦24.09.01¦ 1.30 ¦ 96.50¦ 97.25¦ 96.50¦ 15.98¦ 16.76¦ 27008¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.09.01¦ 1.40 ¦ 95.67¦ 96.75¦ 96.25¦ 16.13¦ 45.55¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.09.01¦ 1.40 ¦ 95.80¦ 96.35¦ 96.00¦ 16.59¦ 69.49¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.09.01¦ 1.50 ¦ 95.55¦ 96.10¦ 95.95¦ 16.52¦ 36.72¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.09.01¦ 1.50 ¦ 96.02¦ 96.20¦ 96.20¦ 16.43¦ 14.64¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.06.03 ¦24.09.01¦ 0.80 ¦ 96.70¦ 97.30¦ 96.70¦ 15.72¦ 18.30¦ 27009¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.09.01¦ 0.80 ¦ 95.54¦ 96.80¦ 95.54¦ 16.02¦ 26.64¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.09.01¦ 0.90 ¦ 95.76¦ 96.20¦ 95.98¦ 16.46¦ 15.25¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.09.01¦ 0.90 ¦ 95.85¦ 96.05¦ 96.00¦ 16.52¦ 54.45¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.09.01¦ 0.90 ¦ 96.00¦ 96.20¦ 96.20¦ 16.45¦ 40.52¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦17.09.03 ¦24.09.01¦ 0.20 ¦ 95.10¦ 95.60¦ 95.10¦ 16.22¦ 18.92¦ 27010¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.09.01¦ 0.20 ¦ 94.99¦ 95.30¦ 94.99¦ 16.45¦ 8.15¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.09.01¦ 0.30 ¦ 94.50¦ 95.00¦ 94.60¦ 16.71¦ 22.39¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.09.01¦ 0.30 ¦ 94.51¦ 94.61¦ 94.60¦ 16.83¦ 23.17¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.09.01¦ 0.40 ¦ 94.80¦ 95.00¦ 94.85¦ 16.59¦ 47.08¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦08.10.03 ¦24.09.01¦ 3.00 ¦ 93.31¦ 93.68¦ 93.31¦ 16.80¦ 32.25¦ 27011¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.09.01¦ 3.10 ¦ 93.02¦ 93.41¦ 93.02¦ 16.93¦ 34.25¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.09.01¦ 3.10 ¦ 92.71¦ 93.10¦ 92.71¦ 17.22¦ 51.74¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.09.01¦ 3.20 ¦ 92.70¦ 92.93¦ 92.90¦ 17.27¦ 10.67¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.09.01¦ 3.20 ¦ 93.00¦ 93.17¦ 93.17¦ 17.11¦ 20.38¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦19.11.03 ¦24.09.01¦ 3.40 ¦ 88.10¦ 88.50¦ 88.20¦ 17.38¦ 21.28¦ 27012¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.09.01¦ 3.40 ¦ 87.90¦ 88.20¦ 87.95¦ 17.64¦ 8.23¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.09.01¦ 3.50 ¦ 87.83¦ 87.95¦ 87.83¦ 17.66¦ 27.76¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.09.01¦ 3.50 ¦ 87.70¦ 87.94¦ 87.85¦ 17.73¦ 45.84¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.09.01¦ 3.50 ¦ 88.00¦ 88.27¦ 88.20¦ 17.51¦ 25.80¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.01.04 ¦24.09.01¦ 2.50 ¦ 91.36¦ 91.83¦ 91.36¦ 17.41¦ 20.96¦ 28001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.09.01¦ 2.50 ¦ 91.02¦ 91.36¦ 91.20¦ 17.62¦ 39.77¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.09.01¦ 2.60 ¦ 90.61¦ 91.08¦ 90.63¦ 17.87¦ 42.67¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.09.01¦ 2.60 ¦ 90.77¦ 90.97¦ 90.92¦ 17.84¦ 40.47¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.09.01¦ 2.60 ¦ 90.95¦ 91.04¦ 91.00¦ 17.81¦ 15.16¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.02.04 ¦24.09.01¦ 2.06 ¦ 93.75¦ 94.01¦ 93.75¦ 17.37¦ 9.25¦ 27015¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.09.01¦ 2.15 ¦ 93.40¦ 93.40¦ 93.40¦ 17.65¦ 1.36¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.09.01¦ 2.19 ¦ 93.30¦ 93.55¦ 93.39¦ 17.69¦ 11.42¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.09.01¦ 2.24 ¦ 93.50¦ 93.54¦ 93.53¦ 17.56¦ 19.95¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.04 ¦24.09.01¦ 5.29 ¦ 84.69¦ 84.69¦ 84.69¦ 18.10¦ 1.20¦ 26002¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.09.01¦ 5.32 ¦ 84.30¦ 84.30¦ 84.30¦ 18.35¦ 1.20¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.09.01¦ 5.40 ¦ 84.70¦ 84.70¦ 84.70¦ 18.13¦ 0.27¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦02.06.04 ¦24.09.01¦ 0.83 ¦ 93.10¦ 93.40¦ 93.10¦ 17.30¦ 4.17¦ 27013¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.09.01¦ 0.88 ¦ 92.85¦ 93.00¦ 92.95¦ 17.49¦ 17.62¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.09.01¦ 0.92 ¦ 92.70¦ 93.00¦ 92.82¦ 17.58¦ 8.94¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.09.01¦ 0.96 ¦ 92.67¦ 92.90¦ 92.67¦ 17.62¦ 18.10¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.09.01¦ 1.01 ¦ 92.83¦ 92.90¦ 92.84¦ 17.56¦ 11.89¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.12.04 ¦24.09.01¦ 0.22 ¦ 92.16¦ 92.85¦ 92.16¦ 17.20¦ 14.56¦ 27014¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.09.01¦ 0.26 ¦ 91.70¦ 91.85¦ 91.70¦ 17.43¦ 12.08¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.09.01¦ 0.31 ¦ 91.42¦ 91.70¦ 91.50¦ 17.56¦ 7.91¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.09.01¦ 0.35 ¦ 91.10¦ 91.40¦ 91.10¦ 17.66¦ 61.42¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.09.01¦ 0.40 ¦ 91.40¦ 91.50¦ 91.45¦ 17.59¦ 15.54¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.05 ¦24.09.01¦ 5.29 ¦ 77.66¦ 78.00¦ 77.90¦ 19.18¦ 1.76¦ 26003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.09.01¦ 5.32 ¦ 76.80¦ 77.34¦ 76.80¦ 19.62¦ 3.20¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.09.01¦ 5.37 ¦ 77.00¦ 77.20¦ 77.00¦ 19.67¦ 3.41¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.09.01¦ 5.40 ¦ 76.90¦ 77.34¦ 76.90¦ 19.68¦ 14.97¦ ¦
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 ¦ 168 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25027 ¦ 27.11.2001 ¦ 60 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2001 ¦ 60 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2001 ¦ 60 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2002 ¦ 168 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2002 ¦ 168 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2002 ¦ 168 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2001 ¦ 60 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27001 ¦ 07.11.2001 ¦ 40 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27002 ¦ 21.11.2001 ¦ 54 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27003 ¦ 05.12.2001 ¦ 68 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27004 ¦ 19.12.2001 ¦ 82 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27005 ¦ 10.10.2001 ¦ 12 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 24.10.2001 ¦ 26 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 07.11.2001 ¦ 40 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 21.11.2001 ¦ 54 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 05.12.2001 ¦ 68 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 19.12.2001 ¦ 82 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 10.10.2001 ¦ 12 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 21.11.2001 ¦ 54 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 05.12.2001 ¦ 68 ¦ 16.00 ¦ 39.89 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 19.12.2001 ¦ 82 ¦ 16.00 ¦ 39.89 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 08.11.2001 ¦ 41 ¦ 16.00 ¦ 40.33 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 24.10.2001 ¦ 26 ¦ 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¦ 166¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21148 ¦28.03.01¦03.10.01¦ 5¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21149 ¦18.04.01¦17.10.01¦ 19¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21150 ¦16.05.01¦14.11.01¦ 47¦ 1 ¦ 3 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21151 ¦27.06.01¦21.11.01¦ 54¦ 1 ¦ 9 ¦ ¦ 4000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21152 ¦25.07.01¦28.11.01¦ 61¦ 1 ¦ 1 ¦ ¦ 4000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21153 ¦22.08.01¦30.01.02¦ 124¦ 1 ¦ 13 ¦ ¦ 4731.806¦ 268.194¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21154 ¦19.09.01¦20.02.02¦ 145¦ 1 ¦ 3 ¦ ¦ 2154.942¦ 1845.058¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 168¦ 1 ¦ ¦ ¦ 32.200¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 60¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 425¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 790¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 78¦ ¦ ¦ 2 ¦ 31967.441¦ 1599.361¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 533¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 899¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1264¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 1156¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 131¦ ¦ ¦ ¦ 9541.687¦ 447.064¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 236¦ ¦ ¦ ¦ 9541.687¦ 447.064¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 250¦ ¦ ¦ ¦ 9541.687¦ 447.064¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 355¦ ¦ ¦ ¦ 9541.687¦ 447.064¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 376¦ ¦ ¦ ¦ 9541.687¦ 447.064¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 481¦ ¦ ¦ ¦ 9541.687¦ 447.064¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 495¦ ¦ ¦ ¦ 9541.687¦ 447.064¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 600¦ ¦ ¦ ¦ 9541.687¦ 447.064¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 614¦ ¦ ¦ ¦ 9541.687¦ 447.064¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 719¦ ¦ ¦ ¦ 9541.687¦ 447.064¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 740¦ ¦ ¦ ¦ 9541.687¦ 447.064¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 782¦ ¦ ¦ ¦ 9076.387¦ 8530.013¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 978¦ 1 ¦ 20 ¦ ¦ 3281.023¦ 1718.977¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 1174¦ 1 ¦ 12 ¦ ¦ 2485.616¦ 2514.384¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 859¦ 1 ¦ 13 ¦ ¦ 3347.786¦ 1652.214¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 845¦ ¦ ¦ ¦ 9541.687¦ 447.064¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦193777.155¦23492.966¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦24.09.01¦25.09.01¦26.09.01¦27.09.01¦28.09.01¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОБР ¦ 7.34 ¦ 7.34 ¦ 7.34 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 13.05 ¦ 12.92 ¦ 13.16 ¦ 13.01 ¦ 12.79 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ ¦ ¦ ¦ ¦ ¦
¦ выпуска 25030) ¦ 14.48 ¦ 14.75 ¦ 14.87 ¦ 14.82 ¦ 14.77 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 13.94 ¦ 13.81 ¦ 13.83 ¦ 13.91 ¦ 13.72 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 16.04 ¦ 16.26 ¦ 16.50 ¦ 16.53 ¦ 16.44 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОБР ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 13.32 ¦ 13.10 ¦ 13.05 ¦ 13.12 ¦ 11.14 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 18.81 ¦ 19.12 ¦ 0.00 ¦ 19.67 ¦ 19.59 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 13.94 ¦ 13.81 ¦ 13.83 ¦ 13.91 ¦ 13.72 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 16.27 ¦ 16.08 ¦ 16.27 ¦ 16.53 ¦ 16.09 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОБР ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.28 ¦ 0.04 ¦ 0.15 ¦ 0.01 ¦ 0.08 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.12 ¦ 0.23 ¦ 0.00 ¦ 0.14 ¦ 0.66 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.10 ¦ 0.18 ¦ 0.35 ¦ 0.44 ¦ 0.20 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.20 ¦ 0.34 ¦ 0.48 ¦ 0.52 ¦ 0.49 ¦
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---------¬
¦ ¦ 24.09.01¦ 25.09.01¦ 26.09.01¦ 27.09.01¦ 28.09.01¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦193775.37¦193777.15¦193777.15¦193777.15¦193777.15¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+ ¦
¦ОБР ¦ 434.93¦ 434.93¦ 434.93¦ 0.00¦ 0.00¦
+----------------------+---------+---------+---------+---------+---------+ ¦
¦ГКО ¦ 26886.75¦ 26886.75¦ 26886.75¦ 26886.75¦ 26886.75¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 2231.91¦ 2231.91¦ 2231.91¦ 2231.91¦ 2231.91¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 31967.44¦ 31967.44¦ 31967.44¦ 31967.44¦ 31967.44¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦132689.27¦132691.05¦132691.05¦132691.05¦132691.05¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦190104.11¦189854.85¦189569.63¦189601.47¦189832.62¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ОБР ¦ 433.58¦ 433.58¦ 433.58¦ 0.00¦ 0.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 26108.25¦ 26110.15¦ 26124.51¦ 26137.43¦ 26167.97¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 2037.82¦ 2027.58¦ 2028.09¦ 2027.71¦ 2029.29¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 31043.58¦ 31062.76¦ 31072.35¦ 31078.75¦ 31101.12¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦130914.45¦130654.37¦130344.67¦130357.57¦130534.24¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 359.65¦ 358.21¦ 356.80¦ 355.73¦ 354.95¦
+----------------------+---------+---------+---------+---------+---------+
¦ОБР ¦ 3.00¦ 2.00¦ 1.00¦ 0.00¦ 0.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 79.98¦ 78.98¦ 77.99¦ 76.99¦ 75.95¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 616.55¦ 613.04¦ 612.17¦ 611.48¦ 611.01¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 82.00¦ 81.00¦ 80.00¦ 79.00¦ 78.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 477.27¦ 475.96¦ 474.69¦ 473.62¦ 472.88¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

ПРИКАЗ ГТК РФ от 28.09.2001 n 954 ОБ ОРГАНИЗАЦИОННО - ШТАТНЫХ МЕРОПРИЯТИЯХ В ТАМОЖЕННЫХ ОРГАНАХ ЦЕНТРАЛЬНОГО ТАМОЖЕННОГО УПРАВЛЕНИЯ И РАМЕНСКОЙ ТАМОЖНЕ  »
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