БЮЛЛЕТЕНЬ ЦБ РФ от 31.08.2001 n 32 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 31 августа 2001 г. N 32
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 29.767 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 ¦30.08.01¦ 98.07¦ 98.28¦ 98.07¦ 13.39 ¦ 4.67 ¦ 21149 ¦
+---------+--------+------+------+------+--------+-------+-------+
¦14.11.01 ¦28.08.01¦ 96.66¦ 96.67¦ 96.66¦ 16.12 ¦ 1.13 ¦ 21150 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦29.08.01¦ 97.02¦ 97.02¦ 97.02¦ 14.56 ¦ 0.01 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦30.08.01¦ 97.10¦ 97.10¦ 97.10¦ 14.34 ¦ 0.01 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦31.08.01¦ 97.40¦ 97.50¦ 97.40¦ 12.73 ¦ 0.01 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦28.11.01 ¦27.08.01¦ 96.47¦ 96.54¦ 96.54¦ 14.07 ¦ 5.99 ¦ 21152 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦28.08.01¦ 96.59¦ 96.59¦ 96.59¦ 14.01 ¦ 10.00 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦31.08.01¦ 96.90¦ 96.90¦ 96.90¦ 13.12 ¦ 0.15 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦30.01.02 ¦27.08.01¦ 94.01¦ 94.01¦ 94.01¦ 14.91 ¦ 1.50 ¦ 21153 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦28.08.01¦ 94.07¦ 94.07¦ 94.07¦ 14.84 ¦ 0.00 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦29.08.01¦ 94.10¦ 94.11¦ 94.10¦ 14.83 ¦ 5.19 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦30.08.01¦ 94.15¦ 94.20¦ 94.20¦ 14.69 ¦ 0.51 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦31.08.01¦ 94.25¦ 94.29¦ 94.29¦ 14.57 ¦ 0.60 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦13.03.02 ¦28.08.01¦ 92.25¦ 92.25¦ 92.25¦ 15.57 ¦ 0.01 ¦ 21147 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦29.08.01¦ 92.30¦ 92.30¦ 92.30¦ 15.54 ¦ 0.01 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦31.08.01¦ 92.50¦ 92.50¦ 92.50¦ 15.25 ¦ 0.01 ¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 1441.568 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 ¦27.08.01¦ 6.37 ¦100.00¦100.02¦100.02¦ 13.79¦ 20.14¦ 25023¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.08.01¦ 6.41 ¦100.00¦100.01¦100.01¦ 13.75¦ 9.13¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.08.01¦ 6.44 ¦100.02¦100.02¦100.02¦ 13.46¦ 24.35¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.08.01¦ 6.48 ¦100.02¦100.04¦100.04¦ 12.83¦ 101.76¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.08.01¦ 6.52 ¦100.04¦100.08¦100.08¦ 12.07¦ 17.46¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.12.01 ¦27.08.01¦ 0.00 ¦ 95.80¦ 95.88¦ 95.88¦ 15.14¦ 36.46¦ 25030¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.08.01¦ 0.00 ¦ 95.87¦ 95.95¦ 95.93¦ 14.97¦ 33.67¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.08.01¦ 0.00 ¦ 95.98¦ 96.05¦ 96.05¦ 14.79¦ 59.38¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.08.01¦ 0.00 ¦ 95.97¦ 96.08¦ 96.07¦ 14.70¦ 56.76¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.08.01¦ 0.00 ¦ 96.14¦ 96.20¦ 96.20¦ 14.43¦ 49.53¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦06.02.02 ¦27.08.01¦ 0.80 ¦100.15¦100.29¦100.22¦ 15.09¦ 5.76¦ 27001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.08.01¦ 0.80 ¦100.18¦100.24¦100.21¦ 15.14¦ 26.52¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.08.01¦ 0.90 ¦100.20¦100.30¦100.30¦ 14.74¦ 56.26¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.08.01¦ 0.90 ¦100.28¦100.45¦100.45¦ 14.76¦ 29.78¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.08.01¦ 0.90 ¦100.01¦100.40¦100.35¦ 14.84¦ 9.99¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.02 ¦27.08.01¦ 4.52 ¦ 97.10¦ 97.10¦ 97.10¦ 15.56¦ 0.22¦ 25014¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.05.02 ¦27.08.01¦ 0.20 ¦100.20¦100.45¦100.20¦ 15.27¦ 4.90¦ 27002¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.08.01¦ 0.20 ¦100.20¦100.25¦100.23¦ 15.36¦ 31.33¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.08.01¦ 0.30 ¦100.26¦100.32¦100.32¦ 15.18¦ 20.55¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.08.01¦ 0.30 ¦100.29¦100.50¦100.50¦ 15.00¦ 35.68¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.08.01¦ 0.40 ¦100.41¦100.55¦100.50¦ 14.85¦ 7.67¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.06.02 ¦27.08.01¦ 4.50 ¦100.20¦100.21¦100.20¦ 15.57¦ 7.00¦ 27003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.08.01¦ 4.60 ¦100.18¦100.25¦100.20¦ 15.46¦ 32.36¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.08.01¦ 4.60 ¦100.25¦100.35¦100.30¦ 15.39¦ 19.90¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.08.01¦ 4.70 ¦100.30¦100.45¦100.45¦ 15.20¦ 30.16¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.08.01¦ 4.70 ¦100.35¦100.57¦100.53¦ 14.97¦ 6.86¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦18.09.02 ¦27.08.01¦ 3.70 ¦100.20¦100.38¦100.20¦ 15.83¦ 1.64¦ 27004¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.08.01¦ 3.80 ¦100.20¦100.32¦100.27¦ 15.72¦ 10.98¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.08.01¦ 3.80 ¦100.25¦100.38¦100.38¦ 15.67¦ 4.46¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.08.01¦ 3.90 ¦100.34¦100.67¦100.41¦ 15.48¦ 19.47¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.08.01¦ 4.00 ¦100.37¦100.70¦100.70¦ 15.29¦ 4.66¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦09.10.02 ¦27.08.01¦ 1.90 ¦ 99.10¦ 99.35¦ 99.15¦ 15.53¦ 2.40¦ 27005¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.08.01¦ 2.00 ¦ 99.05¦ 99.43¦ 99.43¦ 15.39¦ 8.73¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.08.01¦ 2.00 ¦ 99.15¦ 99.15¦ 99.15¦ 15.47¦ 0.03¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.08.01¦ 2.00 ¦ 99.15¦ 99.20¦ 99.18¦ 15.48¦ 10.55¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.08.01¦ 2.10 ¦ 99.15¦ 99.28¦ 99.28¦ 15.31¦ 0.40¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.01.03 ¦27.08.01¦ 1.30 ¦ 97.35¦ 97.50¦ 97.50¦ 16.19¦ 0.80¦ 27006¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.08.01¦ 1.40 ¦ 97.40¦ 97.50¦ 97.41¦ 16.19¦ 14.12¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.08.01¦ 1.40 ¦ 97.24¦ 97.35¦ 97.35¦ 16.39¦ 0.02¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.08.01¦ 1.50 ¦ 97.25¦ 97.45¦ 97.45¦ 16.15¦ 2.08¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.08.01¦ 1.50 ¦ 97.40¦ 97.70¦ 97.50¦ 15.99¦ 6.15¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.02.03 ¦27.08.01¦ 0.80 ¦ 97.00¦ 97.43¦ 97.29¦ 16.32¦ 0.86¦ 27007¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.08.01¦ 0.80 ¦ 97.07¦ 97.24¦ 97.07¦ 16.52¦ 0.30¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.08.01¦ 0.90 ¦ 97.00¦ 97.26¦ 97.26¦ 16.43¦ 7.84¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.08.01¦ 0.90 ¦ 97.13¦ 97.27¦ 97.25¦ 16.34¦ 2.11¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.08.01¦ 0.90 ¦ 96.56¦ 97.56¦ 97.56¦ 16.15¦ 6.65¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.03 ¦30.08.01¦ 4.60 ¦ 88.60¦ 88.60¦ 88.60¦ 19.05¦ 0.05¦ 26001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.08.01¦ 4.63 ¦ 88.65¦ 88.65¦ 88.65¦ 19.02¦ 0.11¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.05.03 ¦27.08.01¦ 0.20 ¦ 95.31¦ 95.90¦ 95.79¦ 16.67¦ 13.87¦ 27008¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.08.01¦ 0.20 ¦ 95.70¦ 95.80¦ 95.71¦ 16.76¦ 25.55¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.08.01¦ 0.30 ¦ 95.50¦ 95.71¦ 95.71¦ 16.78¦ 6.19¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.08.01¦ 0.30 ¦ 95.67¦ 95.75¦ 95.72¦ 16.79¦ 37.53¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.08.01¦ 0.40 ¦ 95.85¦ 96.21¦ 96.21¦ 16.43¦ 31.10¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.06.03 ¦27.08.01¦ 4.50 ¦ 95.75¦ 95.83¦ 95.75¦ 16.80¦ 13.30¦ 27009¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.08.01¦ 4.60 ¦ 95.65¦ 96.00¦ 95.65¦ 16.84¦ 20.46¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.08.01¦ 4.60 ¦ 95.51¦ 95.65¦ 95.51¦ 16.96¦ 7.42¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.08.01¦ 4.70 ¦ 95.55¦ 95.75¦ 95.71¦ 16.81¦ 24.40¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.08.01¦ 4.70 ¦ 95.82¦ 96.25¦ 96.25¦ 16.57¦ 51.13¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦17.09.03 ¦27.08.01¦ 3.70 ¦ 94.70¦ 94.85¦ 94.85¦ 16.88¦ 8.48¦ 27010¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.08.01¦ 3.80 ¦ 94.80¦ 94.95¦ 94.91¦ 16.78¦ 24.57¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.08.01¦ 3.80 ¦ 94.75¦ 94.85¦ 94.80¦ 16.87¦ 25.85¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.08.01¦ 3.90 ¦ 94.80¦ 95.10¦ 95.00¦ 16.73¦ 9.33¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.08.01¦ 4.00 ¦ 95.15¦ 95.59¦ 95.59¦ 16.31¦ 1.09¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦08.10.03 ¦27.08.01¦ 1.90 ¦ 91.52¦ 91.69¦ 91.69¦ 18.17¦ 10.86¦ 27011¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.08.01¦ 2.00 ¦ 91.56¦ 91.85¦ 91.70¦ 18.00¦ 15.70¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.08.01¦ 2.00 ¦ 91.50¦ 91.72¦ 91.70¦ 18.06¦ 14.67¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.08.01¦ 2.00 ¦ 91.70¦ 91.87¦ 91.87¦ 18.03¦ 5.22¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.08.01¦ 2.10 ¦ 92.00¦ 92.30¦ 92.10¦ 17.65¦ 9.80¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦19.11.03 ¦27.08.01¦ 2.60 ¦ 85.20¦ 85.40¦ 85.29¦ 19.24¦ 2.78¦ 27012¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.08.01¦ 2.70 ¦ 85.35¦ 85.45¦ 85.45¦ 19.08¦ 32.86¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.08.01¦ 2.70 ¦ 85.40¦ 85.45¦ 85.45¦ 19.09¦ 25.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.08.01¦ 2.70 ¦ 85.43¦ 85.80¦ 85.71¦ 19.01¦ 26.10¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.08.01¦ 2.70 ¦ 85.55¦ 85.99¦ 85.99¦ 18.90¦ 29.17¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.01.04 ¦27.08.01¦ 1.30 ¦ 89.25¦ 89.59¦ 89.50¦ 18.78¦ 6.02¦ 28001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.08.01¦ 1.40 ¦ 89.44¦ 89.50¦ 89.49¦ 18.71¦ 10.86¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.08.01¦ 1.40 ¦ 89.30¦ 89.48¦ 89.45¦ 18.75¦ 15.91¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.08.01¦ 1.50 ¦ 89.45¦ 89.55¦ 89.55¦ 18.69¦ 11.58¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.08.01¦ 1.50 ¦ 89.50¦ 89.89¦ 89.89¦ 18.58¦ 10.70¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.02.04 ¦27.08.01¦ 0.83 ¦ 92.47¦ 92.47¦ 92.47¦ 18.24¦ 0.00¦ 27015¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.08.01¦ 0.92 ¦ 92.10¦ 92.10¦ 92.10¦ 18.46¦ 0.19¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.08.01¦ 1.01 ¦ 92.57¦ 92.57¦ 92.57¦ 18.17¦ 0.01¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.04 ¦27.08.01¦ 4.52 ¦ 80.30¦ 80.70¦ 80.60¦ 20.41¦ 8.41¦ 26002¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.08.01¦ 4.60 ¦ 81.22¦ 81.40¦ 81.40¦ 19.92¦ 1.35¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦02.06.04 ¦28.08.01¦ 3.64 ¦ 90.31¦ 90.39¦ 90.39¦ 18.99¦ 14.48¦ 27013¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.08.01¦ 3.68 ¦ 90.35¦ 90.44¦ 90.44¦ 18.96¦ 10.32¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.08.01¦ 3.73 ¦ 90.45¦ 90.85¦ 90.85¦ 18.85¦ 9.34¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.08.01¦ 3.77 ¦ 90.87¦ 91.04¦ 91.04¦ 18.64¦ 2.00¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.12.04 ¦27.08.01¦ 2.06 ¦ 88.80¦ 88.80¦ 88.80¦ 18.94¦ 1.13¦ 27014¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.08.01¦ 2.10 ¦ 88.75¦ 88.80¦ 88.75¦ 18.95¦ 2.18¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.08.01¦ 2.15 ¦ 88.80¦ 88.98¦ 88.98¦ 18.92¦ 4.54¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.08.01¦ 2.19 ¦ 88.96¦ 89.00¦ 89.00¦ 18.84¦ 3.13¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.08.01¦ 2.24 ¦ 89.21¦ 89.55¦ 89.55¦ 18.61¦ 5.80¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.05 ¦27.08.01¦ 4.52 ¦ 72.03¦ 72.70¦ 72.70¦ 21.88¦ 2.80¦ 26003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.08.01¦ 4.55 ¦ 72.60¦ 72.60¦ 72.60¦ 21.75¦ 0.50¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.08.01¦ 4.58 ¦ 72.28¦ 73.25¦ 73.25¦ 21.58¦ 7.45¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦30.08.01¦ 4.60 ¦ 73.50¦ 73.58¦ 73.50¦ 21.26¦ 1.54¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.08.01¦ 4.63 ¦ 73.25¦ 73.91¦ 73.91¦ 21.15¦ 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 ¦ 196 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25023 ¦ 12.09.2001 ¦ 12 ¦ 14.00 ¦ 69.81 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25027 ¦ 27.11.2001 ¦ 88 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2001 ¦ 88 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2001 ¦ 88 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2002 ¦ 196 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2002 ¦ 196 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2002 ¦ 196 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2001 ¦ 88 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27001 ¦ 07.11.2001 ¦ 68 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27002 ¦ 21.11.2001 ¦ 82 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27003 ¦ 05.09.2001 ¦ 5 ¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27004 ¦ 19.09.2001 ¦ 19 ¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27005 ¦ 10.10.2001 ¦ 40 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 24.10.2001 ¦ 54 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 07.11.2001 ¦ 68 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 21.11.2001 ¦ 82 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 05.09.2001 ¦ 5 ¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 19.09.2001 ¦ 19 ¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 10.10.2001 ¦ 40 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 21.11.2001 ¦ 82 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 05.09.2001 ¦ 5 ¦ 16.00 ¦ 39.89 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 19.09.2001 ¦ 19 ¦ 16.00 ¦ 30.68 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 08.11.2001 ¦ 69 ¦ 16.00 ¦ 40.33 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 24.10.2001 ¦ 54 ¦ 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¦ 194¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21148 ¦28.03.01¦03.10.01¦ 33¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21149 ¦18.04.01¦17.10.01¦ 47¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21150 ¦16.05.01¦14.11.01¦ 75¦ 1 ¦ 3 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21151 ¦27.06.01¦21.11.01¦ 82¦ 1 ¦ 9 ¦ ¦ 4000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21152 ¦25.07.01¦28.11.01¦ 89¦ 1 ¦ 1 ¦ ¦ 4000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21153 ¦22.08.01¦30.01.02¦ 152¦ 1 ¦ 6 ¦ ¦ 4446.687¦ 553.313¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 196¦ 1 ¦ ¦ ¦ 32.200¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 12¦ 7 ¦ 19 ¦ ¦ 13078.548¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 88¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 453¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 818¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 106¦ ¦ ¦ 2 ¦ 31819.966¦ 1746.836¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 561¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 927¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1292¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 1184¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 159¦ ¦ ¦ ¦ 9498.747¦ 490.004¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 264¦ ¦ ¦ ¦ 9498.747¦ 490.004¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 278¦ ¦ ¦ ¦ 9498.747¦ 490.004¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 383¦ ¦ ¦ ¦ 9498.747¦ 490.004¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 404¦ ¦ ¦ ¦ 9498.747¦ 490.004¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 509¦ ¦ ¦ ¦ 9498.747¦ 490.004¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 523¦ ¦ ¦ ¦ 9498.747¦ 490.004¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 628¦ ¦ ¦ ¦ 9498.747¦ 490.004¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 642¦ ¦ ¦ ¦ 9498.747¦ 490.004¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 747¦ ¦ ¦ ¦ 9498.747¦ 490.004¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 768¦ ¦ ¦ ¦ 9498.747¦ 490.004¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 810¦ ¦ ¦ ¦ 8953.169¦ 8653.231¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 1006¦ 1 ¦ 13 ¦ ¦ 2963.971¦ 2036.029¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 1202¦ 1 ¦ 10 ¦ ¦ 2453.076¦ 2546.924¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 887¦ 1 ¦ 6 ¦ ¦ 3188.073¦ 1811.927¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 873¦ ¦ ¦ ¦ 9498.747¦ 490.004¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦ ¦ ¦ ¦ ¦ ¦203120.364¦23259.052¦
L--------+--------+--------+-----+-------+------+--------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦27.08.01¦28.08.01¦29.08.01¦30.08.01¦31.08.01¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 14.73 ¦ 14.74 ¦ 14.24 ¦ 14.27 ¦ 13.76 ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦ ОФЗ-ПД (без учета ¦ 15.82 ¦ 15.78 ¦ 15.70 ¦ 15.46 ¦ 15.35 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦ Инвестиционные ¦ 15.14 ¦ 14.97 ¦ 14.79 ¦ 14.70 ¦ 14.43 ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦ ОФЗ-ФД ¦ 17.22 ¦ 17.19 ¦ 17.22 ¦ 17.13 ¦ 16.90 ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦ ГКО ¦ 14.31 ¦ 14.19 ¦ 14.83 ¦ 13.71 ¦ 14.38 ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦ ОФЗ-ПД (без учета ¦ 20.56 ¦ 19.90 ¦ 21.19 ¦ 17.91 ¦ 19.35 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦ Инвестиционные ¦ 15.14 ¦ 14.97 ¦ 14.79 ¦ 14.70 ¦ 14.43 ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦ ОФЗ-ФД ¦ 17.20 ¦ 17.29 ¦ 17.46 ¦ 17.02 ¦ 17.21 ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦ ГКО ¦ 0.03 ¦ 0.05 ¦ 0.02 ¦ 0.02 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦ ОФЗ-ПД (без учета ¦ 0.20 ¦ 0.06 ¦ 0.20 ¦ 0.70 ¦ 0.12 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦ Инвестиционные ¦ 0.11 ¦ 0.11 ¦ 0.19 ¦ 0.18 ¦ 0.16 ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦ ОФЗ-ФД ¦ 0.06 ¦ 0.21 ¦ 0.17 ¦ 0.20 ¦ 0.14 ¦
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---------¬
¦ ¦ 27.08.01¦ 28.08.01¦ 29.08.01¦ 30.08.01¦ 31.08.01¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦203112.56¦203112.56¦203120.36¦203120.36¦203120.36¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 24441.49¦ 24441.49¦ 24446.69¦ 24446.69¦ 24446.69¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 15310.46¦ 15310.46¦ 15310.46¦ 15310.46¦ 15310.46¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 31819.22¦ 31819.22¦ 31819.97¦ 31819.97¦ 31819.97¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦131541.38¦131541.38¦131543.25¦131543.25¦131543.25¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦198366.61¦198530.54¦198603.30¦198838.81¦199308.52¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 23423.65¦ 23445.41¦ 23464.08¦ 23470.18¦ 23502.64¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 15857.59¦ 15865.92¦ 15876.56¦ 15894.34¦ 15905.14¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 30495.54¦ 30521.00¦ 30547.17¦ 30566.26¦ 30598.08¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦128589.84¦128698.22¦128715.50¦128908.03¦129302.67¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 356.39¦ 355.50¦ 354.37¦ 353.57¦ 353.04¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 101.31¦ 100.43¦ 99.44¦ 98.45¦ 97.47¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 89.38¦ 88.61¦ 87.92¦ 87.57¦ 86.77¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 110.00¦ 109.00¦ 108.00¦ 107.00¦ 106.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 494.21¦ 493.33¦ 492.18¦ 491.28¦ 490.71¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

<ПИСЬМО> МНС РФ от 31.08.2001 n ШС-6-14/673 О ПОСТАНОВЛЕНИИ ПРЕЗИДИУМА ВЫСШЕГО АРБИТРАЖНОГО СУДА РОССИЙСКОЙ ФЕДЕРАЦИИ ОТ 26.06.2001 n 1115/01  »
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