БЮЛЛЕТЕНЬ ЦБ РФ от 07.09.2001 n 33 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 7 сентября 2001 г. N 33
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 191.361 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 ¦03.09.01¦ 98.44¦ 98.44¦ 98.44¦ 13.15 ¦ 0.20 ¦ 21149 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦05.09.01¦ 98.50¦ 98.50¦ 98.50¦ 13.23 ¦ 0.08 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦06.09.01¦ 98.65¦ 98.75¦ 98.65¦ 11.27 ¦ 5.09 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦14.11.01 ¦03.09.01¦ 97.40¦ 97.40¦ 97.40¦ 13.53 ¦ 0.03 ¦ 21150 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦04.09.01¦ 97.50¦ 97.50¦ 97.50¦ 13.18 ¦ 0.15 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦05.09.01¦ 97.40¦ 97.40¦ 97.40¦ 13.92 ¦ 0.01 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦06.09.01¦ 97.50¦ 97.79¦ 97.50¦ 12.01 ¦ 6.02 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦07.09.01¦ 97.75¦ 97.82¦ 97.82¦ 12.13 ¦ 5.47 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦28.11.01 ¦06.09.01¦ 97.30¦ 97.30¦ 97.30¦ 12.20 ¦ 4.26 ¦ 21152 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦07.09.01¦ 97.35¦ 97.35¦ 97.35¦ 12.12 ¦ 5.13 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦30.01.02 ¦03.09.01¦ 94.40¦ 94.44¦ 94.40¦ 14.53 ¦ 5.07 ¦ 21153 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦04.09.01¦ 94.45¦ 94.45¦ 94.45¦ 14.49 ¦ 0.66 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦05.09.01¦ 94.47¦ 94.50¦ 94.50¦ 14.48 ¦ 80.94 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦06.09.01¦ 94.60¦ 94.65¦ 94.65¦ 14.19 ¦ 51.86 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦07.09.01¦ 94.70¦ 94.70¦ 94.70¦ 14.09 ¦ 25.92 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦13.03.02 ¦03.09.01¦ 92.80¦ 92.80¦ 92.80¦ 14.83 ¦ 0.48 ¦ 21147 ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 1495.436 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)¦
+---------+--------+-------+------+------+------+------+-------+------+
¦12.09.01 ¦03.09.01¦ 6.64 ¦100.00¦100.04¦100.03¦ 12.70¦ 9.59 ¦ 25023¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.09.01¦ 6.67 ¦100.01¦100.03¦100.01¦ 13.04¦ 15.00 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.09.01¦ 6.71 ¦100.01¦100.03¦100.03¦ 12.86¦ 66.29 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.09.01¦ 6.75 ¦100.02¦100.02¦100.02¦ 12.70¦ 3.32 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.09.01¦ 6.79 ¦ 99.95¦100.03¦100.02¦ 12.46¦ 24.98 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.12.01 ¦03.09.01¦ 0.00 ¦ 96.20¦ 96.27¦ 96.27¦ 14.55¦ 28.50 ¦ 25030¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.09.01¦ 0.00 ¦ 96.27¦ 96.31¦ 96.30¦ 14.44¦ 74.77 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.09.01¦ 0.00 ¦ 96.31¦ 96.38¦ 96.38¦ 14.42¦ 28.35 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.09.01¦ 0.00 ¦ 96.35¦ 96.47¦ 96.43¦ 14.28¦ 34.85 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.09.01¦ 0.00 ¦ 96.36¦ 96.51¦ 96.50¦ 14.17¦116.23 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦06.02.02 ¦03.09.01¦ 1.10 ¦100.35¦100.40¦100.40¦ 14.45¦ 10.42 ¦ 27001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.09.01¦ 1.10 ¦100.21¦100.45¦100.43¦ 14.60¦ 19.97 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.09.01¦ 1.10 ¦100.31¦100.50¦100.50¦ 14.41¦ 36.48 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.09.01¦ 1.20 ¦100.46¦100.58¦100.58¦ 14.18¦ 15.88 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.09.01¦ 1.20 ¦100.00¦100.60¦100.60¦ 14.09¦ 16.91 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.05.02 ¦03.09.01¦ 0.50 ¦100.40¦100.54¦100.53¦ 14.79¦ 9.58 ¦ 27002¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.09.01¦ 0.50 ¦100.50¦100.57¦100.52¦ 14.82¦ 6.95 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.09.01¦ 0.60 ¦100.40¦100.56¦100.56¦ 14.74¦ 16.19 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.09.01¦ 0.60 ¦100.45¦100.79¦100.78¦ 14.55¦ 15.46 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.09.01¦ 0.70 ¦100.10¦100.84¦100.84¦ 14.66¦ 62.02 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.06.02 ¦03.09.01¦ 4.90 ¦100.51¦100.51¦100.51¦ 14.91¦ 3.00 ¦ 27003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.09.01¦ 4.90 ¦100.40¦100.64¦100.40¦ 14.88¦ 2.45 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.09.01¦ 0.00 ¦100.38¦100.56¦100.55¦ 14.83¦ 5.34 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.09.01¦ 0.00 ¦100.60¦100.75¦100.75¦ 14.57¦ 8.52 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.09.01¦ 0.10 ¦100.74¦100.82¦100.82¦ 14.42¦ 13.22 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦18.09.02 ¦03.09.01¦ 4.10 ¦100.57¦100.84¦100.57¦ 15.00¦ 4.15 ¦ 27004¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.09.01¦ 4.20 ¦100.50¦100.75¦100.60¦ 15.19¦ 5.82 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.09.01¦ 4.20 ¦100.40¦100.90¦100.84¦ 15.07¦ 14.42 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.09.01¦ 4.30 ¦100.60¦100.88¦100.85¦ 14.87¦ 17.74 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.09.01¦ 4.30 ¦ 99.31¦101.00¦101.00¦ 14.87¦ 7.09 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦09.10.02 ¦04.09.01¦ 2.20 ¦ 99.30¦ 99.50¦ 99.30¦ 15.13¦ 0.38 ¦ 27005¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.09.01¦ 2.30 ¦ 99.27¦ 99.40¦ 99.30¦ 15.28¦ 0.31 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.09.01¦ 2.30 ¦ 99.40¦ 99.65¦ 99.63¦ 14.98¦ 6.54 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.09.01¦ 2.40 ¦ 99.41¦100.00¦100.00¦ 14.52¦ 0.93 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.01.03 ¦04.09.01¦ 1.70 ¦ 97.75¦ 98.00¦ 98.00¦ 15.70¦ 6.85 ¦ 27006¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.09.01¦ 1.70 ¦ 97.00¦ 98.16¦ 98.16¦ 15.67¦ 7.76 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.09.01¦ 1.70 ¦ 98.01¦ 98.15¦ 98.15¦ 15.58¦ 0.21 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.09.01¦ 1.80 ¦ 97.03¦ 98.47¦ 98.30¦ 15.31¦ 1.25 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.02.03 ¦04.09.01¦ 1.10 ¦ 97.40¦ 97.60¦ 97.60¦ 16.05¦ 0.35 ¦ 27007¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.09.01¦ 1.10 ¦ 97.00¦ 97.60¦ 97.60¦ 16.10¦ 0.95 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.09.01¦ 1.20 ¦ 97.61¦ 97.85¦ 97.85¦ 15.89¦ 15.55 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.09.01¦ 1.20 ¦ 97.00¦ 97.97¦ 97.97¦ 15.77¦ 21.16 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.05.03 ¦03.09.01¦ 0.50 ¦ 96.20¦ 96.20¦ 96.20¦ 16.36¦ 0.10 ¦ 27008¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.09.01¦ 0.50 ¦ 96.15¦ 96.40¦ 96.40¦ 16.32¦ 10.53 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.09.01¦ 0.60 ¦ 96.25¦ 96.71¦ 96.71¦ 15.97¦ 5.82 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.09.01¦ 0.60 ¦ 96.40¦ 98.55¦ 98.55¦ 15.45¦ 7.37 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.09.01¦ 0.70 ¦ 96.20¦ 97.50¦ 96.95¦ 16.00¦ 15.75 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.06.03 ¦03.09.01¦ 4.90 ¦ 96.10¦ 96.24¦ 96.24¦ 16.44¦ 0.76 ¦ 27009¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.09.01¦ 4.90 ¦ 96.10¦ 96.44¦ 96.44¦ 16.32¦ 22.61 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.09.01¦ 0.00 ¦ 95.56¦ 96.75¦ 96.72¦ 16.03¦ 34.42 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.09.01¦ 0.00 ¦ 96.66¦ 96.80¦ 96.77¦ 15.98¦ 12.46 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.09.01¦ 0.10 ¦ 95.82¦ 96.95¦ 96.95¦ 15.80¦ 10.05 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦17.09.03 ¦04.09.01¦ 4.20 ¦ 94.51¦ 95.70¦ 95.30¦ 16.54¦ 0.92 ¦ 27010¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.09.01¦ 4.20 ¦ 95.14¦ 95.70¦ 95.60¦ 16.24¦ 7.52 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.09.01¦ 4.30 ¦ 95.60¦ 95.80¦ 95.80¦ 16.17¦ 16.16 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.09.01¦ 4.30 ¦ 95.02¦ 96.00¦ 96.00¦ 16.05¦ 17.44 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦08.10.03 ¦03.09.01¦ 2.20 ¦ 92.00¦ 92.28¦ 92.20¦ 17.73¦ 3.23 ¦ 27011¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.09.01¦ 2.20 ¦ 92.01¦ 92.40¦ 92.40¦ 17.62¦ 0.36 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.09.01¦ 2.30 ¦ 91.50¦ 92.75¦ 92.75¦ 17.49¦ 0.81 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.09.01¦ 2.30 ¦ 92.50¦ 93.00¦ 92.99¦ 17.30¦ 5.78 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.09.01¦ 2.40 ¦ 92.71¦ 93.00¦ 93.00¦ 17.15¦ 28.31 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦19.11.03 ¦03.09.01¦ 2.80 ¦ 85.78¦ 86.70¦ 86.70¦ 18.36¦ 7.62 ¦ 27012¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.09.01¦ 2.90 ¦ 86.70¦ 86.80¦ 86.74¦ 18.23¦ 9.44 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.09.01¦ 2.90 ¦ 86.16¦ 86.89¦ 86.88¦ 18.28¦ 73.17 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.09.01¦ 2.90 ¦ 86.70¦ 87.18¦ 87.18¦ 18.04¦ 23.69 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.09.01¦ 2.90 ¦ 87.01¦ 87.30¦ 87.30¦ 17.95¦ 17.31 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.01.04 ¦03.09.01¦ 1.60 ¦ 89.85¦ 90.35¦ 90.35¦ 18.35¦ 22.81 ¦ 28001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.09.01¦ 1.70 ¦ 90.18¦ 90.60¦ 90.59¦ 18.01¦ 23.52 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.09.01¦ 1.70 ¦ 90.50¦ 90.94¦ 90.92¦ 17.90¦ 28.31 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.09.01¦ 1.70 ¦ 90.60¦ 91.80¦ 91.30¦ 17.62¦ 25.47 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.09.01¦ 1.80 ¦ 91.10¦ 91.30¦ 91.29¦ 17.59¦ 14.36 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.02.04 ¦05.09.01¦ 1.23 ¦ 92.85¦ 92.91¦ 92.91¦ 17.97¦ 4.60 ¦ 27015¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.09.01¦ 1.27 ¦ 93.00¦ 93.10¦ 93.00¦ 17.90¦ 50.14 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.09.01¦ 1.32 ¦ 93.05¦ 93.08¦ 93.08¦ 17.86¦ 44.70 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.04 ¦03.09.01¦ 4.71 ¦ 83.00¦ 83.00¦ 83.00¦ 18.95¦ 1.00 ¦ 26002¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.09.01¦ 4.74 ¦ 83.00¦ 83.00¦ 83.00¦ 18.95¦ 1.32 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.09.01¦ 4.82 ¦ 83.80¦ 83.80¦ 83.80¦ 18.50¦ 3.00 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦02.06.04 ¦03.09.01¦ 3.90 ¦ 91.30¦ 91.72¦ 91.72¦ 18.33¦ 4.08 ¦ 27013¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.09.01¦ 3.95 ¦ 91.90¦ 91.90¦ 91.90¦ 18.12¦ 4.26 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.09.01¦ 0.00 ¦ 91.90¦ 92.35¦ 92.35¦ 17.99¦ 12.54 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.09.01¦ 0.04 ¦ 92.35¦ 92.50¦ 92.40¦ 17.83¦ 68.74 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.09.01¦ 0.09 ¦ 92.51¦ 92.53¦ 92.53¦ 17.77¦ 45.04 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.12.04 ¦03.09.01¦ 2.37 ¦ 89.99¦ 90.60¦ 90.60¦ 18.11¦ 9.90 ¦ 27014¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.09.01¦ 2.41 ¦ 90.65¦ 90.70¦ 90.65¦ 18.01¦ 4.14 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.09.01¦ 2.45 ¦ 90.70¦ 91.15¦ 91.15¦ 17.88¦ 8.69 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.09.01¦ 2.50 ¦ 91.69¦ 91.71¦ 91.71¦ 17.50¦ 7.49 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.09.01¦ 2.54 ¦ 91.75¦ 91.83¦ 91.80¦ 17.45¦ 6.96 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.05 ¦03.09.01¦ 4.71 ¦ 74.24¦ 74.78¦ 74.78¦ 20.77¦ 1.50 ¦ 26003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.09.01¦ 4.74 ¦ 75.10¦ 75.28¦ 75.28¦ 20.39¦ 0.41 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.09.01¦ 4.77 ¦ 75.80¦ 75.88¦ 75.80¦ 20.11¦ 2.36 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.09.01¦ 4.80 ¦ 75.80¦ 76.00¦ 75.85¦ 20.07¦ 11.28 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.09.01¦ 4.82 ¦ 74.51¦ 76.08¦ 75.90¦ 20.09¦ 1.50 ¦ ¦
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 ¦ 189 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25023 ¦ 12.09.2001 ¦ 5 ¦ 14.00 ¦ 69.81 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25027 ¦ 27.11.2001 ¦ 81 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2001 ¦ 81 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2001 ¦ 81 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2002 ¦ 189 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2002 ¦ 189 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2002 ¦ 189 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2001 ¦ 81 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27001 ¦ 07.11.2001 ¦ 61 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27002 ¦ 21.11.2001 ¦ 75 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27003 ¦ 05.12.2001 ¦ 89 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27004 ¦ 19.09.2001 ¦ 12 ¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27005 ¦ 10.10.2001 ¦ 33 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 24.10.2001 ¦ 47 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 07.11.2001 ¦ 61 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 21.11.2001 ¦ 75 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 05.12.2001 ¦ 89 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 19.09.2001 ¦ 12 ¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 10.10.2001 ¦ 33 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 21.11.2001 ¦ 75 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 05.12.2001 ¦ 89 ¦ 16.00 ¦ 39.89 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 19.09.2001 ¦ 12 ¦ 16.00 ¦ 30.68 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 08.11.2001 ¦ 62 ¦ 16.00 ¦ 40.33 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 24.10.2001 ¦ 47 ¦ 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¦ 187¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21148 ¦28.03.01¦03.10.01¦ 26¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21149 ¦18.04.01¦17.10.01¦ 40¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21150 ¦16.05.01¦14.11.01¦ 68¦ 1 ¦ 3 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21151 ¦27.06.01¦21.11.01¦ 75¦ 1 ¦ 9 ¦ ¦ 4000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21152 ¦25.07.01¦28.11.01¦ 82¦ 1 ¦ 1 ¦ ¦ 4000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21153 ¦22.08.01¦30.01.02¦ 145¦ 1 ¦ 9 ¦ ¦ 4603.404¦ 396.596¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 189¦ 1 ¦ ¦ ¦ 32.200¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 5¦ 7 ¦ 19 ¦ ¦ 13078.548¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 81¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 446¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 811¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 99¦ ¦ ¦ 2 ¦ 31820.017¦ 1746.785¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 554¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 920¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1285¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 1177¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 152¦ ¦ ¦ ¦ 9498.762¦ 489.989¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 257¦ ¦ ¦ ¦ 9498.762¦ 489.989¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 271¦ ¦ ¦ ¦ 9498.762¦ 489.989¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 376¦ ¦ ¦ ¦ 9498.762¦ 489.989¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 397¦ ¦ ¦ ¦ 9498.762¦ 489.989¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 502¦ ¦ ¦ ¦ 9498.762¦ 489.989¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 516¦ ¦ ¦ ¦ 9498.762¦ 489.989¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 621¦ ¦ ¦ ¦ 9498.762¦ 489.989¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 635¦ ¦ ¦ ¦ 9498.762¦ 489.989¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 740¦ ¦ ¦ ¦ 9498.762¦ 489.989¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 761¦ ¦ ¦ ¦ 9498.762¦ 489.989¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 803¦ ¦ ¦ ¦ 8953.169¦ 8653.231¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 999¦ 1 ¦ 15 ¦ ¦ 3061.000¦ 1939.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 1195¦ 1 ¦ 10 ¦ ¦ 2453.076¦ 2546.924¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 880¦ 1 ¦ 9 ¦ ¦ 3282.794¦ 1717.206¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 866¦ ¦ ¦ ¦ 9498.762¦ 489.989¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ BR004 ¦06.09.01¦20.09.01¦ 13¦ 1 ¦ ¦ ¦ 419.567¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ BR005 ¦06.09.01¦27.09.01¦ 20¦ 1 ¦ ¦ ¦ 434.929¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ Итого: ¦ ¦ ¦ ¦ ¦ ¦ ¦203469.061¦22910.354¦
L--------+--------+--------+-----+-------+------+--------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦03.09.01¦04.09.01¦05.09.01¦06.09.01¦07.09.01¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОБР ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 10.56 ¦ 10.57 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 13.97 ¦ 13.89 ¦ 14.07 ¦ 13.18 ¦ 13.16 ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦ ОФЗ-ПД (без учета ¦ 15.22 ¦ 15.04 ¦ 14.90 ¦ 14.86 ¦ 14.90 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦ Инвестиционные ¦ 14.55 ¦ 14.44 ¦ 14.42 ¦ 14.28 ¦ 14.17 ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦ ОФЗ-ФД ¦ 16.73 ¦ 16.67 ¦ 16.57 ¦ 16.36 ¦ 16.29 ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОБР ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦ ГКО ¦ 14.55 ¦ 14.36 ¦ 14.48 ¦ 13.92 ¦ 13.74 ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦ ОФЗ-ПД (без учета ¦ 19.85 ¦ 18.65 ¦ 18.86 ¦ 20.06 ¦ 18.89 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦ Инвестиционные ¦ 14.55 ¦ 14.44 ¦ 14.42 ¦ 14.28 ¦ 14.17 ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦ ОФЗ-ФД ¦ 17.74 ¦ 17.00 ¦ 17.25 ¦ 17.24 ¦ 16.92 ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОБР ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦ ГКО ¦ 0.02 ¦ 0.00 ¦ 0.32 ¦ 0.27 ¦ 0.15 ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦ ОФЗ-ПД (без учета ¦ 0.08 ¦ 0.11 ¦ 0.46 ¦ 0.08 ¦ 0.19 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦ Инвестиционные ¦ 0.09 ¦ 0.23 ¦ 0.09 ¦ 0.11 ¦ 0.37 ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦ ОФЗ-ФД ¦ 0.06 ¦ 0.09 ¦ 0.19 ¦ 0.22 ¦ 0.24 ¦
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---------¬
¦ ¦ 03.09.01¦ 04.09.01¦ 05.09.01¦ 06.09.01¦ 07.09.01¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦203120.36¦203120.36¦203202.49¦203361.75¦203469.06¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ОБР ¦ 0.00¦ 0.00¦ 0.00¦ 854.50¦ 854.50¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 24446.69¦ 24446.69¦ 24525.63¦ 24577.49¦ 24603.40¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 15310.46¦ 15310.46¦ 15310.46¦ 15310.46¦ 15310.46¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 31819.97¦ 31819.97¦ 31819.97¦ 31820.02¦ 31820.02¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦131543.25¦131543.25¦131546.43¦131653.79¦131735.18¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦199743.54¦199954.77¦199224.44¦199812.93¦200098.90¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ОБР ¦ 0.00¦ 0.00¦ 0.00¦ 850.38¦ 850.38¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 23520.57¦ 23525.80¦ 23600.97¦ 23691.27¦ 23721.32¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 15930.68¦ 15943.35¦ 15955.31¦ 15961.83¦ 15969.09¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 30623.54¦ 30642.63¦ 30655.36¦ 30677.68¦ 30696.77¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦129668.76¦129842.99¦129012.81¦129482.15¦129711.72¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 350.54¦ 349.82¦ 350.95¦ 350.52¦ 349.78¦
+----------------------+---------+---------+---------+---------+---------+
¦ОБР ¦ 0.00¦ 0.00¦ 0.00¦ 17.56¦ 16.56¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 94.51¦ 93.51¦ 92.68¦ 91.78¦ 90.84¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 84.73¦ 84.38¦ 83.87¦ 82.98¦ 82.09¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 103.00¦ 102.00¦ 101.00¦ 100.00¦ 99.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 488.09¦ 487.35¦ 490.63¦ 490.20¦ 489.44¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
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<ИНФОРМАЦИЯ> ЦБ РФ СПИСОК ДИЛЕРОВ НА РЫНКЕ ГКО - ОФЗ ПО СОСТОЯНИЮ НА 7 СЕНТЯБРЯ 2001 ГОДА  »
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