БЮЛЛЕТЕНЬ ЦБ РФ от 24.08.2001 n 31 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 24 августа 2001 г. N 31
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 262.357 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 ¦20.08.01¦ 98.22¦ 98.40¦ 98.40¦ 13.92¦ 53.65¦ 21148 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦22.08.01¦ 98.11¦ 98.11¦ 98.11¦ 16.74¦ 0.63¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦17.10.01 ¦21.08.01¦ 98.15¦ 98.16¦ 98.15¦ 12.00¦ 3.76¦ 21149 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦22.08.01¦ 98.27¦ 98.29¦ 98.29¦ 11.41¦ 0.72¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦14.11.01 ¦20.08.01¦ 96.80¦ 96.90¦ 96.90¦ 13.80¦ 5.90¦ 21150 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦22.08.01¦ 96.95¦ 96.95¦ 96.95¦ 13.67¦ 1.35¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦28.11.01 ¦21.08.01¦ 96.35¦ 96.39¦ 96.39¦ 13.93¦ 5.01¦ 21152 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦22.08.01¦ 96.41¦ 96.41¦ 96.41¦ 13.87¦ 5.03¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦23.08.01¦ 96.41¦ 96.42¦ 96.42¦ 13.97¦ 16.63¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦24.08.01¦ 96.47¦ 96.47¦ 96.47¦ 13.91¦ 0.03¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦30.01.02 ¦22.08.01¦ 93.82¦ 93.87¦ 93.82¦ 14.93¦ 104.22¦ 21153 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦23.08.01¦ 93.87¦ 93.88¦ 93.87¦ 14.87¦ 44.83¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦24.08.01¦ 93.90¦ 93.92¦ 93.91¦ 14.89¦ 20.61¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 1626.382 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 ¦20.08.01¦ 6.10 ¦100.00¦100.18¦100.18¦ 11.18¦ 40.01¦ 25023¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.08.01¦ 6.14 ¦100.10¦100.15¦100.11¦ 11.93¦ 33.97¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.08.01¦ 6.18 ¦ 99.99¦100.06¦100.06¦ 14.03¦ 5.79¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.08.01¦ 6.21 ¦100.01¦100.08¦100.08¦ 13.06¦ 21.95¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.08.01¦ 6.25 ¦100.01¦100.05¦100.02¦ 13.42¦ 7.40¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.12.01 ¦20.08.01¦ 0.00 ¦ 95.61¦ 95.67¦ 95.66¦ 14.85¦ 18.81¦ 25030¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.08.01¦ 0.00 ¦ 95.68¦ 95.71¦ 95.71¦ 14.83¦ 26.91¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.08.01¦ 0.00 ¦ 95.70¦ 95.74¦ 95.71¦ 14.93¦ 129.38¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.08.01¦ 0.00 ¦ 95.69¦ 95.80¦ 95.80¦ 14.96¦ 53.79¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.08.01¦ 0.00 ¦ 95.76¦ 95.78¦ 95.76¦ 14.98¦ 49.64¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦06.02.02 ¦20.08.01¦ 0.50 ¦100.29¦100.33¦100.33¦ 14.89¦ 16.19¦ 27001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.08.01¦ 0.50 ¦100.30¦100.35¦100.35¦ 14.88¦ 27.45¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.08.01¦ 0.60 ¦100.30¦100.34¦100.30¦ 14.80¦ 3.38¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.08.01¦ 0.60 ¦100.26¦100.30¦100.30¦ 14.92¦ 42.07¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.08.01¦ 0.70 ¦100.21¦100.25¦100.25¦ 14.92¦ 28.31¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.02 ¦23.08.01¦ 4.41 ¦ 97.20¦ 97.20¦ 97.20¦ 15.25¦ 0.53¦ 25014¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.05.02 ¦20.08.01¦ 4.90 ¦100.26¦100.40¦100.40¦ 15.17¦ 10.24¦ 27002¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.08.01¦ 4.90 ¦100.15¦100.50¦100.50¦ 15.14¦ 34.47¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.08.01¦ 0.00 ¦100.30¦100.47¦100.45¦ 15.08¦ 42.34¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.08.01¦ 0.00 ¦100.00¦101.00¦100.45¦ 14.97¦ 33.64¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.08.01¦ 0.10 ¦100.23¦100.47¦100.23¦ 15.06¦ 6.70¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.06.02 ¦20.08.01¦ 4.10 ¦100.50¦100.50¦100.50¦ 15.28¦ 1.13¦ 27003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.08.01¦ 4.20 ¦100.00¦100.50¦100.50¦ 15.57¦ 16.47¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.08.01¦ 4.20 ¦100.30¦100.47¦100.40¦ 15.33¦ 9.76¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.08.01¦ 4.30 ¦100.40¦100.50¦100.49¦ 15.18¦ 24.74¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.08.01¦ 4.30 ¦100.28¦100.44¦100.28¦ 15.39¦ 16.12¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦18.09.02 ¦20.08.01¦ 3.40 ¦100.50¦100.50¦100.50¦ 15.52¦ 0.06¦ 27004¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.08.01¦ 3.40 ¦100.20¦100.50¦100.45¦ 15.69¦ 4.29¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.08.01¦ 3.50 ¦100.40¦100.50¦100.50¦ 15.52¦ 23.96¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.08.01¦ 3.50 ¦100.48¦100.59¦100.55¦ 15.48¦ 6.63¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.08.01¦ 3.60 ¦100.35¦100.50¦100.38¦ 15.56¦ 26.59¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦09.10.02 ¦20.08.01¦ 1.60 ¦ 99.36¦ 99.40¦ 99.36¦ 15.29¦ 4.96¦ 27005¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.08.01¦ 1.70 ¦ 99.25¦ 99.40¦ 99.38¦ 15.20¦ 9.07¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.08.01¦ 1.70 ¦ 99.31¦ 99.40¦ 99.37¦ 15.24¦ 3.95¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.08.01¦ 1.70 ¦ 99.30¦ 99.35¦ 99.34¦ 15.34¦ 11.58¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.08.01¦ 1.80 ¦ 99.20¦ 99.35¦ 99.35¦ 15.42¦ 7.21¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.01.03 ¦20.08.01¦ 1.10 ¦ 97.40¦ 97.40¦ 97.40¦ 16.19¦ 4.16¦ 27006¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.08.01¦ 1.10 ¦ 97.30¦ 97.45¦ 97.35¦ 16.26¦ 0.13¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.08.01¦ 1.10 ¦ 97.32¦ 97.45¦ 97.32¦ 16.28¦ 16.22¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.08.01¦ 1.20 ¦ 97.20¦ 97.40¦ 97.40¦ 16.26¦ 16.30¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.08.01¦ 1.20 ¦ 97.34¦ 97.36¦ 97.34¦ 16.30¦ 3.22¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.02.03 ¦20.08.01¦ 0.50 ¦ 97.30¦ 97.30¦ 97.30¦ 16.31¦ 0.06¦ 27007¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.08.01¦ 0.50 ¦ 97.30¦ 97.35¦ 97.30¦ 16.33¦ 0.12¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.08.01¦ 0.60 ¦ 97.30¦ 97.40¦ 97.35¦ 16.23¦ 14.54¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.08.01¦ 0.60 ¦ 97.20¦ 97.36¦ 97.25¦ 16.32¦ 6.02¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.08.01¦ 0.70 ¦ 97.05¦ 97.25¦ 97.16¦ 16.36¦ 21.70¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.05.03 ¦20.08.01¦ 4.90 ¦ 95.81¦ 95.83¦ 95.82¦ 16.68¦ 6.06¦ 27008¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.08.01¦ 4.90 ¦ 95.81¦ 95.93¦ 95.93¦ 16.65¦ 21.53¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.08.01¦ 0.00 ¦ 95.81¦ 96.15¦ 95.81¦ 16.54¦ 29.05¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.08.01¦ 0.00 ¦ 95.90¦ 96.09¦ 95.99¦ 16.56¦ 28.39¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.08.01¦ 0.10 ¦ 95.81¦ 96.01¦ 95.95¦ 16.56¦ 20.79¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.06.03 ¦20.08.01¦ 4.10 ¦ 95.82¦ 95.86¦ 95.86¦ 16.81¦ 0.06¦ 27009¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.08.01¦ 4.20 ¦ 95.81¦ 95.92¦ 95.92¦ 16.73¦ 14.27¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.08.01¦ 4.20 ¦ 95.91¦ 96.20¦ 95.95¦ 16.69¦ 16.72¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.08.01¦ 4.30 ¦ 96.00¦ 96.09¦ 96.00¦ 16.64¦ 27.94¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.08.01¦ 4.30 ¦ 93.95¦ 96.00¦ 95.80¦ 17.03¦ 36.72¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦17.09.03 ¦20.08.01¦ 3.40 ¦ 94.80¦ 95.05¦ 94.80¦ 16.77¦ 0.17¦ 27010¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.08.01¦ 3.40 ¦ 94.70¦ 95.00¦ 94.93¦ 16.86¦ 25.03¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.08.01¦ 3.50 ¦ 94.97¦ 95.05¦ 94.97¦ 16.72¦ 42.26¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.08.01¦ 3.50 ¦ 94.97¦ 95.04¦ 95.00¦ 16.77¦ 24.51¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.08.01¦ 3.60 ¦ 94.80¦ 94.99¦ 94.80¦ 16.83¦ 15.00¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦08.10.03 ¦20.08.01¦ 1.60 ¦ 91.60¦ 91.60¦ 91.60¦ 18.14¦ 0.64¦ 27011¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.08.01¦ 1.70 ¦ 91.40¦ 91.62¦ 91.60¦ 18.10¦ 25.74¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.08.01¦ 1.70 ¦ 91.67¦ 91.77¦ 91.70¦ 18.03¦ 13.42¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.08.01¦ 1.70 ¦ 91.75¦ 92.00¦ 91.77¦ 18.04¦ 33.98¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.08.01¦ 1.80 ¦ 91.56¦ 91.80¦ 91.57¦ 18.10¦ 78.46¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦19.11.03 ¦20.08.01¦ 2.40 ¦ 85.09¦ 85.10¦ 85.10¦ 19.26¦ 5.75¦ 27012¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.08.01¦ 2.50 ¦ 85.15¦ 85.15¦ 85.15¦ 19.18¦ 4.74¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.08.01¦ 2.50 ¦ 85.38¦ 85.40¦ 85.39¦ 19.05¦ 6.37¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.08.01¦ 2.50 ¦ 85.35¦ 85.40¦ 85.38¦ 19.08¦ 10.77¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.08.01¦ 2.60 ¦ 85.15¦ 85.40¦ 85.15¦ 19.12¦ 6.11¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.01.04 ¦20.08.01¦ 1.10 ¦ 89.05¦ 89.35¦ 89.20¦ 18.79¦ 4.13¦ 28001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.08.01¦ 1.10 ¦ 89.01¦ 89.55¦ 89.55¦ 18.75¦ 11.49¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.08.01¦ 1.10 ¦ 89.40¦ 89.50¦ 89.50¦ 18.73¦ 17.37¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.08.01¦ 1.20 ¦ 89.40¦ 89.63¦ 89.40¦ 18.69¦ 26.92¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.08.01¦ 1.20 ¦ 89.20¦ 89.50¦ 89.27¦ 18.86¦ 44.02¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.02.04 ¦20.08.01¦ 0.53 ¦ 92.00¦ 92.00¦ 92.00¦ 18.53¦ 0.16¦ 27015¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.08.01¦ 0.57 ¦ 92.00¦ 92.00¦ 92.00¦ 18.53¦ 0.32¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.08.01¦ 0.61 ¦ 92.00¦ 92.00¦ 92.00¦ 18.53¦ 0.08¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.08.01¦ 0.70 ¦ 92.00¦ 92.15¦ 92.00¦ 18.48¦ 1.60¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.04 ¦21.08.01¦ 4.36 ¦ 79.50¦ 80.70¦ 80.70¦ 21.00¦ 5.02¦ 26002¦
+---------+--------+-------+------+------+------+------+-------+------+
¦02.06.04 ¦20.08.01¦ 3.29 ¦ 90.05¦ 90.35¦ 90.05¦ 19.04¦ 22.28¦ 27013¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.08.01¦ 3.33 ¦ 89.55¦ 90.30¦ 90.30¦ 19.07¦ 7.16¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.08.01¦ 3.38 ¦ 90.25¦ 90.50¦ 90.31¦ 18.98¦ 29.42¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.08.01¦ 3.42 ¦ 90.50¦ 90.58¦ 90.52¦ 18.89¦ 14.73¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.08.01¦ 3.46 ¦ 90.27¦ 90.28¦ 90.27¦ 19.03¦ 1.15¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.12.04 ¦20.08.01¦ 1.75 ¦ 88.45¦ 88.50¦ 88.45¦ 19.09¦ 0.42¦ 27014¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.08.01¦ 1.80 ¦ 88.40¦ 88.45¦ 88.45¦ 19.12¦ 13.55¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.08.01¦ 1.84 ¦ 88.71¦ 88.87¦ 88.87¦ 18.92¦ 6.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.08.01¦ 1.89 ¦ 88.83¦ 88.96¦ 88.87¦ 18.91¦ 10.79¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.08.01¦ 1.93 ¦ 88.62¦ 88.86¦ 88.62¦ 19.00¦ 26.75¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.05 ¦20.08.01¦ 4.33 ¦ 72.41¦ 73.15¦ 73.15¦ 21.40¦ 1.50¦ 26003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.08.01¦ 4.36 ¦ 72.80¦ 72.81¦ 72.80¦ 21.59¦ 1.43¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.08.01¦ 4.38 ¦ 72.80¦ 72.80¦ 72.80¦ 21.60¦ 0.20¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.08.01¦ 4.41 ¦ 73.25¦ 73.25¦ 73.25¦ 21.37¦ 1.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.08.01¦ 4.44 ¦ 72.53¦ 73.20¦ 72.53¦ 21.68¦ 2.48¦ ¦
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 ¦ 203 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25023 ¦ 12.09.2001 ¦ 19 ¦ 14.00 ¦ 69.81 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25027 ¦ 27.11.2001 ¦ 95 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2001 ¦ 95 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2001 ¦ 95 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2002 ¦ 203 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2002 ¦ 203 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2002 ¦ 203 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2001 ¦ 95 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27001 ¦ 07.11.2001 ¦ 75 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27002 ¦ 21.11.2001 ¦ 89 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27003 ¦ 05.09.2001 ¦ 12 ¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27004 ¦ 19.09.2001 ¦ 26 ¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27005 ¦ 10.10.2001 ¦ 47 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 24.10.2001 ¦ 61 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 07.11.2001 ¦ 75 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 21.11.2001 ¦ 89 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 05.09.2001 ¦ 12 ¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 19.09.2001 ¦ 26 ¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 10.10.2001 ¦ 47 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 21.11.2001 ¦ 89 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 05.09.2001 ¦ 12 ¦ 16.00 ¦ 39.89 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 19.09.2001 ¦ 26 ¦ 16.00 ¦ 30.68 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 08.11.2001 ¦ 76 ¦ 16.00 ¦ 40.33 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 24.10.2001 ¦ 61 ¦ 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¦ 201 ¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21148 ¦28.03.01¦03.10.01¦ 40 ¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21149 ¦18.04.01¦17.10.01¦ 54 ¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21150 ¦16.05.01¦14.11.01¦ 82 ¦ 1 ¦ 3 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21151 ¦27.06.01¦21.11.01¦ 89 ¦ 1 ¦ 9 ¦ ¦ 4000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21152 ¦25.07.01¦28.11.01¦ 96 ¦ 1 ¦ 1 ¦ ¦ 4000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21153 ¦22.08.01¦30.01.02¦ 159 ¦ 1 ¦ 3 ¦ ¦ 4439.992¦ 560.008¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 203 ¦ 1 ¦ ¦ ¦ 32.200¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 19 ¦ 7 ¦ 19 ¦ ¦ 13078.548¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 95 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 460 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 825 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 113 ¦ ¦ ¦ 2 ¦ 31819.220¦ 1747.582¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 568 ¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 934 ¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦1299 ¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦1191 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 166 ¦ ¦ ¦ ¦ 9498.591¦ 490.159¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 271 ¦ ¦ ¦ ¦ 9498.591¦ 490.159¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 285 ¦ ¦ ¦ ¦ 9498.591¦ 490.159¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 390 ¦ ¦ ¦ ¦ 9498.591¦ 490.159¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 411 ¦ ¦ ¦ ¦ 9498.591¦ 490.159¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 516 ¦ ¦ ¦ ¦ 9498.591¦ 490.159¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 530 ¦ ¦ ¦ ¦ 9498.591¦ 490.159¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 635 ¦ ¦ ¦ ¦ 9498.591¦ 490.159¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 649 ¦ ¦ ¦ ¦ 9498.591¦ 490.159¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 754 ¦ ¦ ¦ ¦ 9498.591¦ 490.159¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 775 ¦ ¦ ¦ ¦ 9498.591¦ 490.159¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 817 ¦ ¦ ¦ ¦ 8807.890¦ 8798.510¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦1013 ¦ 1 ¦ 13 ¦ ¦ 2963.971¦ 2036.029¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦1209 ¦ 1 ¦ 10 ¦ ¦ 2453.076¦ 2546.924¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 894 ¦ 1 ¦ 6 ¦ ¦ 3188.073¦ 1811.927¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 880 ¦ ¦ ¦ ¦ 9498.591¦ 490.159¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦202965.777¦23413.638¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦20.08.01¦21.08.01¦22.08.01¦23.08.01¦24.08.01¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 14.35 ¦ 14.51 ¦ 14.62 ¦ 14.56 ¦ 14.60 ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦ ОФЗ-ПД (без учета ¦ 15.15 ¦ 15.40 ¦ 15.71 ¦ 15.48 ¦ 15.70 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦ Инвестиционные ¦ 14.85 ¦ 14.83 ¦ 14.93 ¦ 14.96 ¦ 14.98 ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦ ОФЗ-ФД ¦ 17.17 ¦ 17.18 ¦ 17.10 ¦ 17.10 ¦ 17.20 ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦ ГКО ¦ 13.90 ¦ 13.34 ¦ 14.89 ¦ 14.70 ¦ 14.89 ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦ ОФЗ-ПД (без учета ¦ 17.28 ¦ 19.93 ¦ 18.58 ¦ 18.44 ¦ 21.20 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦ Инвестиционные ¦ 14.85 ¦ 14.83 ¦ 14.93 ¦ 14.96 ¦ 14.98 ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦ ОФЗ-ФД ¦ 17.93 ¦ 17.29 ¦ 17.20 ¦ 17.23 ¦ 17.66 ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦ ГКО ¦ 0.30 ¦ 0.04 ¦ 0.45 ¦ 0.25 ¦ 0.08 ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦ ОФЗ-ПД (без учета ¦ 0.28 ¦ 0.26 ¦ 0.04 ¦ 0.16 ¦ 0.06 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦ Инвестиционные ¦ 0.06 ¦ 0.08 ¦ 0.41 ¦ 0.17 ¦ 0.16 ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦ ОФЗ-ФД ¦ 0.06¦ 0.17 ¦ 0.21 ¦ 0.24 ¦ 0.26 ¦
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---------¬
¦ ¦ 20.08.01¦ 21.08.01¦ 22.08.01¦ 23.08.01¦ 24.08.01¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦198525.09¦198525.13¦202899.68¦202944.52¦202965.78¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 20000.00¦ 20000.00¦ 24374.55¦ 24419.39¦ 24439.99¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 15310.46¦ 15310.46¦ 15310.46¦ 15310.46¦ 15310.46¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 31819.21¦ 31819.22¦ 31819.22¦ 31819.22¦ 31819.22¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦131395.42¦131395.45¦131395.45¦131395.45¦131396.11¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦194615.51¦194673.68¦198001.65¦198127.86¦198067.70¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 19230.00¦ 19241.60¦ 23347.21¦ 23392.32¦ 23415.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 15846.22¦ 15840.35¦ 15830.29¦ 15848.11¦ 15844.54¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 30438.25¦ 30450.99¦ 30454.18¦ 30463.72¦ 30473.27¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦129101.04¦129140.73¦128369.98¦128423.71¦128334.90¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 365.46¦ 364.48¦ 361.26¦ 360.24¦ 359.02¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 96.46¦ 95.44¦ 106.15¦ 105.25¦ 104.30¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 96.53¦ 95.28¦ 94.39¦ 93.77¦ 92.36¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 117.00¦ 116.00¦ 115.00¦ 114.00¦ 113.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 497.12¦ 496.18¦ 498.98¦ 497.99¦ 496.84¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

ПРИКАЗ ГТК РФ от 24.08.2001 n 857 ОБ ОТМЕНЕ ПРИКАЗА ГТК РОССИИ ОТ 19.03.2001 n 266  »
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