БЮЛЛЕТЕНЬ ЦБ РФ от 21.09.2001 n 35 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 21 сентября 2001 г. N 35
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 231.225 млн. руб. по номиналу имела следующие параметры:
----------T--------T--------------------T----------T--------T-------¬
¦ Дата ¦ Дата ¦ Цены облигаций ¦Доходность¦ Оборот ¦Номер ¦
¦погашения¦ торгов +------T------T------+ (% год.) ¦ (млн. ¦выпуска¦
¦ ¦ ¦ мин. ¦макс. ¦закр. ¦ ¦ руб. ¦(спра- ¦
¦ ¦ ¦ ¦ ¦ ¦ ¦ по ¦вочно) ¦
¦ ¦ ¦ ¦ ¦ ¦ ¦ номин.)¦ ¦
+---------+--------+------+------+------+----------+--------+-------+
¦03.10.01 ¦18.09.01¦ 99.20¦ 99.20¦ 99.20¦ 19.62 ¦ 0.50 ¦ 21148 ¦
+---------+--------+------+------+------+----------+--------+-------+
¦14.11.01 ¦18.09.01¦ 98.20¦ 98.21¦ 98.21¦ 11.74 ¦ 0.91 ¦ 21150 ¦
¦ +--------+------+------+------+----------+--------+ ¦
¦ ¦20.09.01¦ 98.22¦ 98.23¦ 98.22¦ 12.03 ¦ 5.56 ¦ ¦
+---------+--------+------+------+------+----------+--------+-------+
¦21.11.01 ¦19.09.01¦ 97.90¦ 98.00¦ 98.00¦ 11.94 ¦ 2.16 ¦ 21151 ¦
¦ +--------+------+------+------+----------+--------+ ¦
¦ ¦20.09.01¦ 98.00¦ 98.00¦ 98.00¦ 12.01 ¦ 4.79 ¦ ¦
+---------+--------+------+------+------+----------+--------+-------+
¦28.11.01 ¦21.09.01¦ 98.00¦ 98.00¦ 98.00¦ 10.95 ¦ 0.00 ¦ 21152 ¦
+---------+--------+------+------+------+----------+--------+-------+
¦30.01.02 ¦17.09.01¦ 95.28¦ 95.28¦ 95.28¦ 13.39 ¦ 15.00 ¦ 21153 ¦
¦ +--------+------+------+------+----------+--------+ ¦
¦ ¦18.09.01¦ 95.23¦ 95.24¦ 95.24¦ 13.61 ¦ 3.11 ¦ ¦
¦ +--------+------+------+------+----------+--------+ ¦
¦ ¦19.09.01¦ 95.30¦ 95.37¦ 95.37¦ 13.38 ¦ 21.53 ¦ ¦
¦ +--------+------+------+------+----------+--------+ ¦
¦ ¦20.09.01¦ 95.50¦ 95.50¦ 95.50¦ 13.03 ¦ 0.00 ¦ ¦
¦ +--------+------+------+------+----------+--------+ ¦
¦ ¦21.09.01¦ 95.53¦ 95.53¦ 95.53¦ 13.04 ¦ 0.03 ¦ ¦
+---------+--------+------+------+------+----------+--------+-------+
¦20.02.02 ¦19.09.01¦ 94.56¦ 94.60¦ 94.59¦ 13.90 ¦ 146.00 ¦ 21154 ¦
¦ +--------+------+------+------+----------+--------+ ¦
¦ ¦20.09.01¦ 94.70¦ 94.74¦ 94.73¦ 13.27 ¦ 31.53 ¦ ¦
+---------+--------+------+------+------+----------+--------+-------+
¦13.03.02 ¦17.09.01¦ 92.94¦ 92.94¦ 92.94¦ 15.66 ¦ 0.03 ¦ 21147 ¦
¦ +--------+------+------+------+----------+--------+ ¦
¦ ¦19.09.01¦ 93.40¦ 93.60¦ 93.60¦ 14.43 ¦ 0.08 ¦ ¦
L---------+--------+------+------+------+----------+--------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 2849.703 млн. руб. по номиналу имела следующие параметры:
----------T--------T-------T--------------------T----------T-------T-------¬
¦ Дата ¦ Дата ¦Накоп- ¦ Цены облигаций ¦Доходность¦Оборот ¦Номер ¦
¦погашения¦ торгов ¦ленный +------T------T------+ (% год.) ¦(млн. ¦выпуска¦
¦ ¦ ¦доход ¦ мин. ¦ макс.¦закр. ¦ ¦ руб. ¦(спра- ¦
¦ ¦ ¦(% от ¦ ¦ ¦ ¦ ¦ по ¦вочно) ¦
¦ ¦ ¦номин.)¦ ¦ ¦ ¦ ¦номин.)¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦15.12.01 ¦17.09.01¦ 0.00 ¦ 96.90¦ 97.02¦ 97.02¦ 13.26 ¦ 58.23¦ 25030 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦18.09.01¦ 0.00 ¦ 96.90¦ 96.99¦ 96.95¦ 13.66 ¦ 60.39¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦19.09.01¦ 0.00 ¦ 96.96¦ 97.01¦ 97.00¦ 13.73 ¦ 987.11¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦20.09.01¦ 0.00 ¦ 96.96¦ 97.01¦ 97.01¦ 13.95 ¦ 111.63¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦21.09.01¦ 0.00 ¦ 96.96¦ 97.10¦ 97.08¦ 13.72 ¦ 96.28¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦06.02.02 ¦17.09.01¦ 1.60 ¦100.80¦100.90¦100.83¦ 13.15 ¦ 25.66 ¦ 27001 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦18.09.01¦ 1.70 ¦100.77¦100.85¦100.85¦ 13.11 ¦ 19.13 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦19.09.01¦ 1.70 ¦100.77¦100.94¦100.94¦ 13.12 ¦ 6.18 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦20.09.01¦ 1.70 ¦100.85¦101.05¦101.03¦ 12.66 ¦ 9.34 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦21.09.01¦ 1.80 ¦101.00¦101.40¦101.06¦ 12.32 ¦ 6.25 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦22.05.02 ¦17.09.01¦ 1.10 ¦100.80¦101.26¦101.25¦ 13.43 ¦ 87.25 ¦ 27002 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦18.09.01¦ 1.10 ¦101.24¦101.26¦101.26¦ 13.49 ¦ 59.91 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦19.09.01¦ 1.10 ¦100.30¦101.33¦101.33¦ 13.50 ¦ 78.94 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦20.09.01¦ 1.20 ¦101.25¦101.50¦101.49¦ 13.06 ¦ 44.06 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦21.09.01¦ 1.20 ¦100.59¦101.70¦101.40¦ 13.24 ¦ 16.07 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦05.06.02 ¦17.09.01¦ 0.50 ¦101.00¦101.21¦101.21¦ 13.78 ¦ 11.82 ¦ 27003 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦18.09.01¦ 0.50 ¦101.20¦101.27¦101.27¦ 13.67 ¦ 15.68 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦19.09.01¦ 0.60 ¦101.25¦101.60¦101.30¦ 13.49 ¦ 7.85 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦20.09.01¦ 0.60 ¦101.26¦101.60¦101.50¦ 13.22 ¦ 39.84 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦21.09.01¦ 0.70 ¦101.00¦101.65¦101.00¦ 13.09 ¦ 0.66 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦18.09.02 ¦17.09.01¦ 4.90 ¦101.00¦101.52¦101.50¦ 14.10 ¦ 5.64 ¦ 27004 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦18.09.01¦ 4.90 ¦101.30¦101.60¦101.34¦ 14.13 ¦ 4.53 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦19.09.01¦ 0.00 ¦101.25¦101.90¦101.31¦ 14.07 ¦ 11.52 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦20.09.01¦ 0.00 ¦101.23¦101.70¦101.55¦ 13.80 ¦ 16.47 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦21.09.01¦ 0.10 ¦101.35¦101.74¦101.60¦ 13.62 ¦ 2.27 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦09.10.02 ¦17.09.01¦ 2.80 ¦100.01¦100.20¦100.20¦ 14.22 ¦ 19.50 ¦ 27005 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦18.09.01¦ 2.80 ¦100.15¦100.21¦100.20¦ 14.27 ¦ 10.32 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦19.09.01¦ 2.80 ¦100.20¦100.26¦100.25¦ 14.25 ¦ 17.77 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦20.09.01¦ 2.90 ¦100.10¦100.27¦100.27¦ 14.20 ¦ 7.39 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦21.09.01¦ 2.90 ¦100.35¦100.48¦100.48¦ 14.01 ¦ 2.05 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦22.01.03 ¦17.09.01¦ 2.20 ¦ 97.98¦ 98.17¦ 98.00¦ 15.58 ¦ 6.25 ¦ 27006 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦18.09.01¦ 2.20 ¦ 97.90¦ 97.90¦ 97.90¦ 15.79 ¦ 0.02 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦19.09.01¦ 2.30 ¦ 98.25¦ 98.25¦ 98.25¦ 15.40 ¦ 0.05 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦20.09.01¦ 2.30 ¦ 98.22¦ 98.50¦ 98.50¦ 15.32 ¦ 1.56 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦21.09.01¦ 2.40 ¦ 98.37¦ 98.95¦ 98.95¦ 15.23 ¦ 6.70 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦05.02.03 ¦17.09.01¦ 1.60 ¦ 97.51¦ 97.90¦ 97.90¦ 15.84 ¦ 1.03 ¦ 27007 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦18.09.01¦ 1.70 ¦ 97.76¦ 97.95¦ 97.93¦ 15.74 ¦ 81.12 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦19.09.01¦ 1.70 ¦ 97.85¦ 98.38¦ 98.15¦ 15.55 ¦ 30.21 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦20.09.01¦ 1.70 ¦ 98.15¦ 98.18¦ 98.17¦ 15.56 ¦ 6.23 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦21.09.01¦ 1.80 ¦ 98.30¦ 98.45¦ 98.33¦ 15.32 ¦ 31.02 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦21.05.03 ¦17.09.01¦ 1.10 ¦ 96.56¦ 96.85¦ 96.70¦ 15.82 ¦ 2.58 ¦ 27008 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦18.09.01¦ 1.10 ¦ 96.76¦ 96.85¦ 96.79¦ 15.89 ¦ 18.54 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦19.09.01¦ 1.10 ¦ 96.95¦ 97.08¦ 97.08¦ 15.75 ¦ 50.99 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦20.09.01¦ 1.20 ¦ 97.07¦ 97.30¦ 97.25¦ 15.55 ¦ 8.94 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦21.09.01¦ 1.20 ¦ 97.30¦ 97.38¦ 97.38¦ 15.49 ¦ 16.70 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦04.06.03 ¦17.09.01¦ 0.50 ¦ 96.60¦ 96.80¦ 96.65¦ 16.02 ¦ 12.54 ¦ 27009 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦18.09.01¦ 0.50 ¦ 95.69¦ 96.90¦ 96.45¦ 16.20 ¦ 9.31 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦19.09.01¦ 0.60 ¦ 96.67¦ 97.00¦ 96.67¦ 15.90 ¦ 15.44 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦20.09.01¦ 0.60 ¦ 96.95¦ 97.05¦ 97.02¦ 15.74 ¦ 9.41 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦21.09.01¦ 0.70 ¦ 97.20¦ 97.32¦ 97.32¦ 15.51 ¦ 15.91 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦17.09.03 ¦17.09.01¦ 4.90 ¦ 95.24¦ 95.80¦ 95.24¦ 16.22 ¦ 4.83 ¦ 27010 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦18.09.01¦ 4.90 ¦ 95.20¦ 95.45¦ 95.22¦ 16.39 ¦ 7.24 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦19.09.01¦ 0.00 ¦ 94.00¦ 95.70¦ 95.52¦ 16.13 ¦ 13.62 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦20.09.01¦ 0.00 ¦ 95.60¦ 95.70¦ 95.70¦ 16.10 ¦ 83.53 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦21.09.01¦ 0.10 ¦ 95.61¦ 95.90¦ 95.85¦ 15.94 ¦ 20.30 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦08.10.03 ¦17.09.01¦ 2.80 ¦ 92.35¦ 93.00¦ 92.80¦ 17.34 ¦ 19.65 ¦ 27011 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦18.09.01¦ 2.80 ¦ 92.70¦ 92.90¦ 92.80¦ 17.32 ¦ 88.05 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦19.09.01¦ 2.80 ¦ 93.00¦ 93.10¦ 93.10¦ 17.21 ¦ 56.15 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦20.09.01¦ 2.90 ¦ 93.05¦ 93.50¦ 93.35¦ 16.91 ¦ 6.09 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦21.09.01¦ 2.90 ¦ 93.45¦ 93.83¦ 93.83¦ 16.77 ¦ 8.86 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦19.11.03 ¦17.09.01¦ 3.20 ¦ 87.80¦ 88.22¦ 87.85¦ 17.59 ¦ 16.54 ¦ 27012 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦18.09.01¦ 3.20 ¦ 87.70¦ 88.00¦ 87.90¦ 17.67 ¦ 3.61 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦19.09.01¦ 3.30 ¦ 88.00¦ 88.04¦ 88.04¦ 17.52 ¦ 5.44 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦20.09.01¦ 3.30 ¦ 88.00¦ 88.32¦ 88.32¦ 17.40 ¦ 41.09 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦21.09.01¦ 3.30 ¦ 88.30¦ 88.40¦ 88.40¦ 17.34 ¦ 29.78 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦21.01.04 ¦17.09.01¦ 2.20 ¦ 91.01¦ 91.50¦ 91.10¦ 17.58 ¦ 5.47 ¦ 28001 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦18.09.01¦ 2.20 ¦ 91.25¦ 91.45¦ 91.25¦ 17.56 ¦ 1.99 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦19.09.01¦ 2.30 ¦ 91.36¦ 91.52¦ 91.40¦ 17.48 ¦ 11.27 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦20.09.01¦ 2.30 ¦ 91.33¦ 91.65¦ 91.54¦ 17.45 ¦ 8.39 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦21.09.01¦ 2.40 ¦ 91.65¦ 91.95¦ 91.88¦ 17.19 ¦ 14.46 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦04.02.04 ¦17.09.01¦ 1.75 ¦ 93.65¦ 93.65¦ 93.65¦ 17.50 ¦ 0.21 ¦ 27015 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦19.09.01¦ 1.84 ¦ 93.70¦ 93.70¦ 93.70¦ 17.47 ¦ 8.36 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦20.09.01¦ 1.89 ¦ 93.80¦ 93.82¦ 93.82¦ 17.40 ¦ 12.25 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦21.09.01¦ 1.93 ¦ 93.95¦ 94.05¦ 94.05¦ 17.26 ¦ 5.27 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦15.03.04 ¦18.09.01¦ 5.12 ¦ 84.70¦ 84.70¦ 84.70¦ 18.05 ¦ 0.10 ¦ 26002 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦19.09.01¦ 5.15 ¦ 84.50¦ 84.70¦ 84.50¦ 18.11 ¦ 4.00 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦02.06.04 ¦17.09.01¦ 0.53 ¦ 92.70¦ 92.90¦ 92.70¦ 17.59 ¦ 6.65 ¦ 27013 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦18.09.01¦ 0.57 ¦ 92.80¦ 92.84¦ 92.84¦ 17.59 ¦ 3.90 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦19.09.01¦ 0.61 ¦ 92.70¦ 93.05¦ 93.00¦ 17.49 ¦ 16.61 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦20.09.01¦ 0.66 ¦ 93.05¦ 93.20¦ 93.20¦ 17.38 ¦ 32.68 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦21.09.01¦ 0.70 ¦ 93.40¦ 93.80¦ 93.76¦ 17.10 ¦ 20.97 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦15.12.04 ¦17.09.01¦ 2.98 ¦ 92.00¦ 92.10¦ 92.08¦ 17.30 ¦ 2.71 ¦ 27014 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦18.09.01¦ 3.02 ¦ 91.60¦ 92.08¦ 92.08¦ 17.37 ¦ 2.09 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦19.09.01¦ 0.00 ¦ 92.15¦ 92.20¦ 92.17¦ 17.25 ¦ 50.94 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦20.09.01¦ 0.04 ¦ 92.15¦ 92.25¦ 92.20¦ 17.24 ¦ 42.47 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦21.09.01¦ 0.09 ¦ 92.51¦ 92.85¦ 92.55¦ 17.06 ¦ 0.22 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦15.03.05 ¦17.09.01¦ 5.10 ¦ 76.34¦ 76.38¦ 76.35¦ 19.93 ¦ 3.45 ¦ 26003 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦18.09.01¦ 5.12 ¦ 76.22¦ 76.39¦ 76.39¦ 19.94 ¦ 21.21 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦19.09.01¦ 5.15 ¦ 76.90¦ 76.90¦ 76.90¦ 19.67 ¦ 1.32 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦20.09.01¦ 5.18 ¦ 77.00¦ 77.50¦ 77.50¦ 19.48 ¦ 2.68 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦21.09.01¦ 5.21 ¦ 77.62¦ 77.75¦ 77.75¦ 19.30 ¦ 0.94 ¦ ¦
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 ¦ 175 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+---------+-------------+
¦ 25027 ¦ 27.11.2001 ¦ 67 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+---------+-------------+
¦ 25028 ¦ 27.11.2001 ¦ 67 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+---------+-------------+
¦ 25029 ¦ 27.11.2001 ¦ 67 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+---------+-------------+
¦ 26001 ¦ 15.03.2002 ¦ 175 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+---------+-------------+
¦ 26002 ¦ 15.03.2002 ¦ 175 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+---------+-------------+
¦ 26003 ¦ 15.03.2002 ¦ 175 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+---------+-------------+
¦ 26032 ¦ 27.11.2001 ¦ 67 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+---------+-------------+
¦ 27001 ¦ 07.11.2001 ¦ 47 ¦ 15.00 ¦ 0.37 ¦
+--------+-----------------------+-------+---------+-------------+
¦ 27002 ¦ 21.11.2001 ¦ 61 ¦ 15.00 ¦ 0.37 ¦
+--------+-----------------------+-------+---------+-------------+
¦ 27003 ¦ 05.12.2001 ¦ 75 ¦ 15.00 ¦ 0.37 ¦
+--------+-----------------------+-------+---------+-------------+
¦ 27004 ¦ 19.12.2001 ¦ 89 ¦ 15.00 ¦ 0.37 ¦
+--------+-----------------------+-------+---------+-------------+
¦ 27005 ¦ 10.10.2001 ¦ 19 ¦ 15.00 ¦ 0.37 ¦
+--------+-----------------------+-------+---------+-------------+
¦ 27006 ¦ 24.10.2001 ¦ 33 ¦ 15.00 ¦ 0.37 ¦
+--------+-----------------------+-------+---------+-------------+
¦ 27007 ¦ 07.11.2001 ¦ 47 ¦ 15.00 ¦ 0.37 ¦
+--------+-----------------------+-------+---------+-------------+
¦ 27008 ¦ 21.11.2001 ¦ 61 ¦ 15.00 ¦ 0.37 ¦
+--------+-----------------------+-------+---------+-------------+
¦ 27009 ¦ 05.12.2001 ¦ 75 ¦ 15.00 ¦ 0.37 ¦
+--------+-----------------------+-------+---------+-------------+
¦ 27010 ¦ 19.12.2001 ¦ 89 ¦ 15.00 ¦ 0.37 ¦
+--------+-----------------------+-------+---------+-------------+
¦ 27011 ¦ 10.10.2001 ¦ 19 ¦ 15.00 ¦ 0.37 ¦
+--------+-----------------------+-------+---------+-------------+
¦ 27012 ¦ 21.11.2001 ¦ 61 ¦ 10.00 ¦ 0.50 ¦
+--------+-----------------------+-------+---------+-------------+
¦ 27013 ¦ 05.12.2001 ¦ 75 ¦ 16.00 ¦ 39.89 ¦
+--------+-----------------------+-------+---------+-------------+
¦ 27014 ¦ 19.12.2001 ¦ 89 ¦ 16.00 ¦ 39.89 ¦
+--------+-----------------------+-------+---------+-------------+
¦ 27015 ¦ 08.11.2001 ¦ 48 ¦ 16.00 ¦ 40.33 ¦
+--------+-----------------------+-------+---------+-------------+
¦ 28001 ¦ 24.10.2001 ¦ 33 ¦ 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¦ 173¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21148 ¦28.03.01¦03.10.01¦ 12¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21149 ¦18.04.01¦17.10.01¦ 26¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21150 ¦16.05.01¦14.11.01¦ 54¦ 1 ¦ 3 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21151 ¦27.06.01¦21.11.01¦ 61¦ 1 ¦ 9 ¦ ¦ 4000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21152 ¦25.07.01¦28.11.01¦ 68¦ 1 ¦ 1 ¦ ¦ 4000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21153 ¦22.08.01¦30.01.02¦ 131¦ 1 ¦ 13 ¦ ¦ 4731.806¦ 268.194¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21154 ¦19.09.01¦20.02.02¦ 152¦ 1 ¦ 2 ¦ ¦ 2083.973¦ 1916.027¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 175¦ 1 ¦ ¦ ¦ 32.200¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 67¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 432¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 797¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 85¦ ¦ ¦ 2 ¦ 31967.441¦ 1599.361¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 540¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 906¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1271¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 1163¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 138¦ ¦ ¦ ¦ 9541.687¦ 447.064¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 243¦ ¦ ¦ ¦ 9541.687¦ 447.064¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 257¦ ¦ ¦ ¦ 9541.687¦ 447.064¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 362¦ ¦ ¦ ¦ 9541.687¦ 447.064¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 383¦ ¦ ¦ ¦ 9541.687¦ 447.064¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 488¦ ¦ ¦ ¦ 9541.687¦ 447.064¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 502¦ ¦ ¦ ¦ 9541.687¦ 447.064¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 607¦ ¦ ¦ ¦ 9541.687¦ 447.064¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 621¦ ¦ ¦ ¦ 9541.687¦ 447.064¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 726¦ ¦ ¦ ¦ 9541.687¦ 447.064¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 747¦ ¦ ¦ ¦ 9541.687¦ 447.064¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 789¦ ¦ ¦ ¦ 9074.606¦ 8531.794¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 985¦ 1 ¦ 20 ¦ ¦ 3281.023¦ 1718.977¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 1181¦ 1 ¦ 12 ¦ ¦ 2485.616¦ 2514.384¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 866¦ 1 ¦ 13 ¦ ¦ 3347.786¦ 1652.214¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 852¦ ¦ ¦ ¦ 9541.687¦ 447.064¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ BR005 ¦06.09.01¦27.09.01¦ 6¦ 1 ¦ ¦ ¦ 434.929¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ Итого: ¦ ¦ ¦ ¦ ¦ ¦ ¦193704.404¦23565.717¦
L--------+--------+--------+-----+-------+------+--------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦17.09.01¦18.09.01¦19.09.01¦20.09.01¦21.09.01¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОБР ¦ 7.65 ¦ 7.58 ¦ 7.49 ¦ 7.34 ¦ 7.34 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 12.98 ¦ 13.40 ¦ 13.20 ¦ 12.95 ¦ 12.71 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 14.86 ¦ 14.86 ¦ 14.71 ¦ 14.61 ¦ 14.49 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 13.26 ¦ 13.66 ¦ 13.73 ¦ 13.95 ¦ 13.72 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 16.17 ¦ 16.23 ¦ 16.07 ¦ 15.94 ¦ 15.78 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОБР ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 13.40 ¦ 13.50 ¦ 13.83 ¦ 13.13 ¦ 12.99 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 19.93 ¦ 19.94 ¦ 18.57 ¦ 19.48 ¦ 19.30 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 13.26 ¦ 13.66 ¦ 13.73 ¦ 13.95 ¦ 13.72 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 15.63 ¦ 16.14 ¦ 16.33 ¦ 16.35 ¦ 16.26 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОБР ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.06 ¦ 0.02 ¦ 0.62 ¦ 0.15 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.14 ¦ 0.86 ¦ 0.23 ¦ 0.11 ¦ 0.04 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.18 ¦ 0.19 ¦ 0.18 ¦ 0.35 ¦ 0.30 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.17 ¦ 0.25 ¦ 0.29 ¦ 0.27 ¦ 0.15 ¦
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---------¬
¦ ¦ 17.09.01¦ 18.09.01¦ 19.09.01¦ 20.09.01¦ 21.09.01¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦190774.32¦190774.32¦193570.02¦193704.40¦193704.40¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ОБР ¦ 854.50¦ 854.50¦ 854.50¦ 434.93¦ 434.93¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 24731.81¦ 24731.81¦ 26801.18¦ 26815.78¦ 26815.78¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 2231.91¦ 2231.91¦ 2231.91¦ 2231.91¦ 2231.91¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 31821.20¦ 31821.20¦ 31954.50¦ 31967.44¦ 31967.44¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦131989.40¦131989.40¦132582.43¦132689.27¦132689.27¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦187601.28¦187550.19¦189505.60¦189911.86¦190237.74¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ОБР ¦ 852.48¦ 852.48¦ 852.48¦ 433.58¦ 433.58¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 24021.76¦ 24010.87¦ 25993.31¦ 26021.22¦ 26037.44¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 2016.23¦ 2016.61¦ 2023.21¦ 2028.02¦ 2032.84¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 30869.75¦ 30853.84¦ 30989.48¦ 30998.83¦ 31024.40¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦130693.54¦130668.88¦130499.60¦130863.78¦131143.06¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 365.94¦ 364.91¦ 364.25¦ 363.61¦ 362.95¦
+----------------------+---------+---------+---------+---------+---------+
¦ОБР ¦ 6.56¦ 5.56¦ 4.56¦ 7.00¦ 6.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 80.99¦ 80.01¦ 84.73¦ 83.79¦ 82.78¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 615.86¦ 615.22¦ 616.36¦ 616.97¦ 617.59¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 89.00¦ 88.00¦ 87.00¦ 86.00¦ 85.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 479.86¦ 478.78¦ 481.86¦ 481.09¦ 480.39¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

ПРИКАЗ Минтранса РФ от 21.09.2001 n 143 ОБ УСТАНОВЛЕНИИ МИНИМАЛЬНОГО СОСТАВА ЭКИПАЖЕЙ СУДОВ С ЯДЕРНЫМИ ЭНЕРГЕТИЧЕСКИМИ УСТАНОВКАМИ И СУДОВ АТОМНО-ТЕХНОЛОГИЧЕСКОГО ОБСЛУЖИВАНИЯ  »
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