БЮЛЛЕТЕНЬ ЦБ РФ от 17.08.2001 n 30 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 17 августа 2001 г. N 30
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 36.721 млн. руб. по номиналу имела следующие параметры:
-----------T----------T-----------------T--------T-------T-------¬
¦ Дата ¦ Дата ¦ Цены облигаций ¦Доход- ¦Оборот ¦Номер ¦
¦погашения ¦ торгов ¦ (% от номинала) ¦ность ¦ (млн. ¦выпуска¦
¦ ¦ +-----T-----T-----+(% год.)¦ руб. ¦(спра- ¦
¦ ¦ ¦ мин.¦макс.¦закр.¦ ¦ по ¦вочно) ¦
¦ ¦ ¦ ¦ ¦ ¦ ¦номин.)¦ ¦
+----------+----------+-----+-----+-----+--------+-------+-------+
¦17.10.2001¦16.08.2001¦97.68¦97.80¦97.80¦ 13.49 ¦ 3.50 ¦ 21149 ¦
+----------+----------+-----+-----+-----+--------+-------+-------+
¦14.11.2001¦13.08.2001¦96.50¦96.65¦96.50¦ 13.94 ¦ 1.15 ¦ 21150 ¦
+----------+----------+-----+-----+-----+--------+-------+-------+
¦14.11.2001¦14.08.2001¦96.60¦96.60¦96.60¦ 13.96 ¦ 0.82 ¦ 21150 ¦
+----------+----------+-----+-----+-----+--------+-------+-------+
¦21.11.2001¦13.08.2001¦96.10¦96.10¦96.10¦ 14.81 ¦ 0.50 ¦ 21151 ¦
+----------+----------+-----+-----+-----+--------+-------+-------+
¦21.11.2001¦14.08.2001¦96.10¦96.15¦96.12¦ 14.92 ¦ 3.70 ¦ 21151 ¦
+----------+----------+-----+-----+-----+--------+-------+-------+
¦28.11.2001¦13.08.2001¦96.14¦96.20¦96.14¦ 13.62 ¦ 3.16 ¦ 21152 ¦
+----------+----------+-----+-----+-----+--------+-------+-------+
¦28.11.2001¦15.08.2001¦96.14¦96.14¦96.14¦ 13.96 ¦ 3.00 ¦ 21152 ¦
+----------+----------+-----+-----+-----+--------+-------+-------+
¦28.11.2001¦16.08.2001¦96.19¦96.24¦96.24¦ 13.75 ¦ 6.50 ¦ 21152 ¦
+----------+----------+-----+-----+-----+--------+-------+-------+
¦28.11.2001¦17.08.2001¦96.30¦96.40¦96.37¦ 13.35 ¦12.22 ¦ 21152 ¦
+----------+----------+-----+-----+-----+--------+-------+-------+
¦13.03.2002¦15.08.2001¦91.40¦91.40¦91.40¦ 16.35 ¦ 2.17 ¦ 21147 ¦
L----------+----------+-----+-----+-----+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 1751.399 млн. руб. по номиналу имела следующие параметры:
-----------T----------T-------T--------------------T------T-------T------¬
¦ Дата ¦ Дата ¦Накоп- ¦ Цены облигаций ¦Доход-¦Оборот ¦Номер ¦
¦погашения ¦ торгов ¦ленный ¦ (% от номинала) ¦ность ¦ (млн. ¦выпус-¦
¦ ¦ ¦доход +------T------T------+(% ¦ руб. ¦ка ¦
¦ ¦ ¦(% от ¦ мин. ¦макс. ¦закр. ¦год.) ¦ по ¦(спра-¦
¦ ¦ ¦номин.)¦ ¦ ¦ ¦ ¦номин.)¦вочно)¦
+----------+----------+-------+------+------+------+------+-------+------+
¦12.09.2001¦13.08.2001¦ 5.83 ¦ 99.91¦100.00¦100.00¦ 14.20¦ 4.89 ¦25023 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦12.09.2001¦14.08.2001¦ 5.87 ¦100.08¦100.12¦100.12¦ 12.84¦ 58.50 ¦25023 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦12.09.2001¦15.08.2001¦ 5.91 ¦100.09¦100.15¦100.13¦ 12.25¦ 87.41 ¦25023 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦12.09.2001¦16.08.2001¦ 5.95 ¦100.14¦100.17¦100.15¦ 11.90¦105.08 ¦25023 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦12.09.2001¦17.08.2001¦ 5.98 ¦100.15¦100.18¦100.18¦ 11.66¦100.54 ¦25023 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦15.12.2001¦13.08.2001¦ 0.00 ¦ 95.25¦ 95.39¦ 95.30¦ 15.12¦ 21.99 ¦25030 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦15.12.2001¦14.08.2001¦ 0.00 ¦ 95.26¦ 95.30¦ 95.30¦ 15.39¦ 55.15 ¦25030 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦15.12.2001¦15.08.2001¦ 0.00 ¦ 95.36¦ 95.52¦ 95.52¦ 14.91¦ 24.34 ¦25030 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦15.12.2001¦16.08.2001¦ 0.00 ¦ 95.41¦ 95.75¦ 95.65¦ 14.72¦ 59.48 ¦25030 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦15.12.2001¦17.08.2001¦ 0.00 ¦ 95.53¦ 95.68¦ 95.57¦ 14.63¦ 59.82 ¦25030 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦06.02.2002¦13.08.2001¦ 0.20 ¦100.24¦100.30¦100.25¦ 15.06¦ 15.42 ¦27001 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦06.02.2002¦14.08.2001¦ 0.20 ¦100.10¦100.25¦100.24¦ 15.30¦ 22.05 ¦27001 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦06.02.2002¦15.08.2001¦ 0.30 ¦100.20¦100.25¦100.25¦ 15.08¦ 15.16 ¦27001 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦06.02.2002¦16.08.2001¦ 0.30 ¦100.26¦100.35¦100.30¦ 15.00¦ 22.57 ¦27001 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦06.02.2002¦17.08.2001¦ 0.40 ¦100.27¦100.33¦100.28¦ 14.85¦ 83.11 ¦27001 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦22.05.2002¦13.08.2001¦ 4.50 ¦100.25¦100.29¦100.25¦ 15.48¦ 8.46 ¦27002 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦22.05.2002¦14.08.2001¦ 4.60 ¦100.27¦100.30¦100.27¦ 15.32¦ 3.61 ¦27002 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦22.05.2002¦15.08.2001¦ 4.60 ¦100.04¦100.28¦100.27¦ 15.57¦ 35.16 ¦27002 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦22.05.2002¦16.08.2001¦ 4.70 ¦100.20¦100.35¦100.35¦ 15.36¦ 28.34 ¦27002 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦22.05.2002¦17.08.2001¦ 4.70 ¦100.24¦100.29¦100.26¦ 15.42¦ 14.55 ¦27002 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦05.06.2002¦13.08.2001¦ 3.70 ¦100.40¦100.41¦100.41¦ 15.60¦ 3.12 ¦27003 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦05.06.2002¦15.08.2001¦ 3.80 ¦100.39¦100.40¦100.40¦ 15.57¦ 2.46 ¦27003 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦05.06.2002¦16.08.2001¦ 3.90 ¦100.29¦100.47¦100.44¦ 15.52¦ 10.63 ¦27003 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦05.06.2002¦17.08.2001¦ 4.00 ¦100.22¦100.40¦100.40¦ 15.46¦ 12.64 ¦27003 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦18.09.2002¦13.08.2001¦ 3.00 ¦100.20¦100.45¦100.43¦ 15.73¦ 19.75 ¦27004 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦18.09.2002¦14.08.2001¦ 3.00 ¦100.45¦100.50¦100.47¦ 15.71¦ 16.56 ¦27004 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦18.09.2002¦15.08.2001¦ 3.10 ¦100.47¦100.55¦100.55¦ 15.64¦ 13.41 ¦27004 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦18.09.2002¦16.08.2001¦ 3.10 ¦100.49¦100.57¦100.57¦ 15.60¦ 2.69 ¦27004 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦18.09.2002¦17.08.2001¦ 3.20 ¦100.30¦100.60¦100.45¦ 15.67¦ 12.02 ¦27004 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦09.10.2002¦13.08.2001¦ 1.30 ¦ 98.95¦ 99.15¦ 99.00¦ 15.72¦ 12.40 ¦27005 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦09.10.2002¦14.08.2001¦ 1.40 ¦ 99.00¦ 99.13¦ 99.00¦ 15.63¦ 8.32 ¦27005 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦09.10.2002¦15.08.2001¦ 1.40 ¦ 98.70¦ 99.40¦ 99.40¦ 15.33¦ 10.22 ¦27005 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦09.10.2002¦16.08.2001¦ 1.50 ¦ 99.30¦ 99.40¦ 99.40¦ 15.18¦ 0.31 ¦27005 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦09.10.2002¦17.08.2001¦ 1.50 ¦ 99.10¦ 99.41¦ 99.36¦ 15.24¦ 10.14 ¦27005 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦22.01.2003¦13.08.2001¦ 0.80 ¦ 96.80¦ 97.10¦ 97.10¦ 16.51¦ 12.79 ¦27006 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦22.01.2003¦14.08.2001¦ 0.80 ¦ 97.15¦ 97.20¦ 97.20¦ 16.43¦ 5.75 ¦27006 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦22.01.2003¦15.08.2001¦ 0.90 ¦ 97.10¦ 97.35¦ 97.35¦ 16.33¦ 8.15 ¦27006 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦22.01.2003¦16.08.2001¦ 0.90 ¦ 97.24¦ 97.40¦ 97.40¦ 16.32¦ 2.21 ¦27006 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦22.01.2003¦17.08.2001¦ 0.90 ¦ 97.20¦ 97.40¦ 97.40¦ 16.27¦ 0.15 ¦27006 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦05.02.2003¦13.08.2001¦ 0.20 ¦ 96.98¦ 97.12¦ 97.12¦ 16.53¦ 16.81 ¦27007 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦05.02.2003¦14.08.2001¦ 0.20 ¦ 97.10¦ 97.20¦ 97.15¦ 16.54¦ 2.08 ¦27007 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦05.02.2003¦15.08.2001¦ 0.30 ¦ 97.15¦ 97.37¦ 97.31¦ 16.35¦ 10.89 ¦27007 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦05.02.2003¦16.08.2001¦ 0.30 ¦ 97.30¦ 97.50¦ 97.50¦ 16.24¦ 8.39 ¦27007 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦05.02.2003¦17.08.2001¦ 0.40 ¦ 97.15¦ 97.42¦ 97.39¦ 16.26¦ 34.31 ¦27007 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦15.03.2003¦16.08.2001¦ 4.22 ¦ 88.30¦ 88.30¦ 88.30¦ 19.10¦ 0.84 ¦26001 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦21.05.2003¦13.08.2001¦ 4.50 ¦ 95.50¦ 95.60¦ 95.60¦ 16.94¦ 13.00 ¦27008 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦21.05.2003¦14.08.2001¦ 4.60 ¦ 95.65¦ 95.70¦ 95.70¦ 16.83¦ 14.27 ¦27008 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦21.05.2003¦15.08.2001¦ 4.60 ¦ 95.74¦ 95.95¦ 95.95¦ 16.73¦ 47.51 ¦27008 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦21.05.2003¦16.08.2001¦ 4.70 ¦ 95.85¦ 96.00¦ 96.00¦ 16.61¦ 12.29 ¦27008 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦21.05.2003¦17.08.2001¦ 4.70 ¦ 95.80¦ 96.10¦ 96.00¦ 16.59¦ 3.17 ¦27008 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦04.06.2003¦13.08.2001¦ 3.70 ¦ 95.62¦ 95.62¦ 95.62¦ 17.07¦ 0.14 ¦27009 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦04.06.2003¦14.08.2001¦ 3.80 ¦ 95.50¦ 95.60¦ 95.60¦ 17.05¦ 0.31 ¦27009 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦04.06.2003¦15.08.2001¦ 3.80 ¦ 95.69¦ 95.99¦ 95.99¦ 16.91¦ 6.08 ¦27009 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦04.06.2003¦16.08.2001¦ 3.90 ¦ 95.82¦ 96.00¦ 95.86¦ 16.78¦ 6.61 ¦27009 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦04.06.2003¦17.08.2001¦ 4.00 ¦ 95.90¦ 96.04¦ 96.04¦ 16.66¦ 4.51 ¦27009 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦17.09.2003¦13.08.2001¦ 3.00 ¦ 94.75¦ 95.01¦ 94.99¦ 16.84¦ 4.20 ¦27010 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦17.09.2003¦14.08.2001¦ 3.00 ¦ 95.00¦ 95.03¦ 95.01¦ 16.85¦ 1.35 ¦27010 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦17.09.2003¦15.08.2001¦ 3.10 ¦ 95.00¦ 95.02¦ 95.02¦ 16.81¦ 31.15 ¦27010 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦17.09.2003¦16.08.2001¦ 3.10 ¦ 94.90¦ 95.03¦ 95.03¦ 16.84¦ 79.25 ¦27010 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦17.09.2003¦17.08.2001¦ 3.20 ¦ 94.90¦ 95.10¦ 95.10¦ 16.81¦ 11.63 ¦27010 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦08.10.2003¦13.08.2001¦ 1.30 ¦ 91.25¦ 91.30¦ 91.28¦ 18.35¦ 16.90 ¦27011 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦08.10.2003¦14.08.2001¦ 1.40 ¦ 91.32¦ 91.35¦ 91.35¦ 18.27¦ 6.00 ¦27011 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦08.10.2003¦15.08.2001¦ 1.40 ¦ 91.35¦ 91.50¦ 91.47¦ 18.22¦ 18.31 ¦27011 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦08.10.2003¦16.08.2001¦ 1.50 ¦ 91.53¦ 91.70¦ 91.70¦ 18.06¦ 10.55 ¦27011 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦08.10.2003¦17.08.2001¦ 1.50 ¦ 91.75¦ 91.79¦ 91.79¦ 18.00¦ 0.32 ¦27011 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦19.11.2003¦13.08.2001¦ 2.30 ¦ 84.65¦ 84.78¦ 84.67¦ 19.40¦ 18.92 ¦27012 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦19.11.2003¦14.08.2001¦ 2.30 ¦ 84.80¦ 84.85¦ 84.85¦ 19.32¦ 12.08 ¦27012 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦19.11.2003¦15.08.2001¦ 2.30 ¦ 84.90¦ 85.07¦ 85.07¦ 19.27¦ 15.64 ¦27012 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦19.11.2003¦16.08.2001¦ 2.30 ¦ 84.70¦ 85.10¦ 85.10¦ 19.25¦ 11.09 ¦27012 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦19.11.2003¦17.08.2001¦ 2.40 ¦ 85.00¦ 85.02¦ 85.02¦ 19.23¦ 3.38 ¦27012 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦21.01.2004¦13.08.2001¦ 0.80 ¦ 89.24¦ 89.35¦ 89.25¦ 18.81¦ 7.55 ¦28001 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦21.01.2004¦14.08.2001¦ 0.80 ¦ 89.25¦ 89.31¦ 89.29¦ 18.84¦ 14.42 ¦28001 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦21.01.2004¦15.08.2001¦ 0.90 ¦ 89.26¦ 89.44¦ 89.37¦ 18.74¦ 33.89 ¦28001 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦21.01.2004¦16.08.2001¦ 0.90 ¦ 89.29¦ 89.55¦ 89.55¦ 18.75¦ 13.30 ¦28001 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦21.01.2004¦17.08.2001¦ 0.90 ¦ 89.29¦ 89.60¦ 89.40¦ 18.82¦ 2.43 ¦28001 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦04.02.2004¦13.08.2001¦ 0.22 ¦ 91.68¦ 91.70¦ 91.70¦ 18.72¦ 97.14 ¦27015 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦04.02.2004¦14.08.2001¦ 0.26 ¦ 91.70¦ 91.72¦ 91.72¦ 18.70¦ 19.57 ¦27015 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦04.02.2004¦15.08.2001¦ 0.31 ¦ 91.99¦ 91.99¦ 91.99¦ 18.54¦ 0.00 ¦27015 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦04.02.2004¦16.08.2001¦ 0.35 ¦ 91.80¦ 91.83¦ 91.82¦ 18.65¦ 62.20 ¦27015 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦04.02.2004¦17.08.2001¦ 0.40 ¦ 91.82¦ 91.83¦ 91.82¦ 18.64¦ 8.82 ¦27015 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦15.03.2004¦16.08.2001¦ 4.22 ¦ 78.50¦ 79.20¦ 79.20¦ 21.36¦ 8.73 ¦26002 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦15.03.2004¦17.08.2001¦ 4.25 ¦ 78.50¦ 81.00¦ 81.00¦ 20.75¦ 0.33 ¦26002 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦02.06.2004¦13.08.2001¦ 2.98 ¦ 89.85¦ 90.01¦ 90.00¦ 19.19¦ 8.06 ¦27013 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦02.06.2004¦14.08.2001¦ 3.03 ¦ 90.00¦ 90.08¦ 90.02¦ 19.16¦ 9.25 ¦27013 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦02.06.2004¦15.08.2001¦ 3.07 ¦ 90.10¦ 90.31¦ 90.31¦ 19.10¦ 10.46 ¦27013 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦02.06.2004¦16.08.2001¦ 3.11 ¦ 90.20¦ 90.25¦ 90.20¦ 19.07¦ 5.35 ¦27013 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦02.06.2004¦17.08.2001¦ 3.16 ¦ 90.40¦ 90.40¦ 90.40¦ 18.96¦ 4.09 ¦27013 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦15.12.2004¦13.08.2001¦ 1.45 ¦ 87.80¦ 88.05¦ 88.05¦ 19.37¦ 3.25 ¦27014 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦15.12.2004¦14.08.2001¦ 1.49 ¦ 87.96¦ 88.48¦ 87.96¦ 19.25¦ 0.35 ¦27014 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦15.12.2004¦15.08.2001¦ 1.53 ¦ 87.98¦ 88.04¦ 88.00¦ 19.34¦ 10.69 ¦27014 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦15.12.2004¦16.08.2001¦ 1.58 ¦ 88.29¦ 88.43¦ 88.31¦ 19.19¦ 11.15 ¦27014 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦15.12.2004¦17.08.2001¦ 1.62 ¦ 88.40¦ 88.43¦ 88.40¦ 19.14¦ 3.14 ¦27014 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦15.03.2005¦13.08.2001¦ 4.14 ¦ 72.12¦ 72.20¦ 72.20¦ 21.88¦ 2.42 ¦26003 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦15.03.2005¦14.08.2001¦ 4.16 ¦ 72.20¦ 72.20¦ 72.20¦ 21.86¦ 0.27 ¦26003 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦15.03.2005¦15.08.2001¦ 4.19 ¦ 72.27¦ 72.30¦ 72.27¦ 21.83¦ 0.65 ¦26003 ¦
+----------+----------+-------+------+------+------+------+-------+------+
¦15.03.2005¦16.08.2001¦ 4.22 ¦ 72.40¦ 72.50¦ 72.50¦ 21.72¦ 2.60 ¦26003 ¦
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 ¦ 210 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25023 ¦ 12.09.2001 ¦ 26 ¦ 14.00 ¦ 69.81 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25027 ¦ 27.11.2001 ¦ 102 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2001 ¦ 102 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2001 ¦ 102 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2002 ¦ 210 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2002 ¦ 210 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2002 ¦ 210 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2001 ¦ 102 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27001 ¦ 07.11.2001 ¦ 82 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27002 ¦ 22.08.2001 ¦ 5 ¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27003 ¦ 05.09.2001 ¦ 19 ¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27004 ¦ 19.09.2001 ¦ 33 ¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27005 ¦ 10.10.2001 ¦ 54 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 24.10.2001 ¦ 68 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 07.11.2001 ¦ 82 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 22.08.2001 ¦ 5 ¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 05.09.2001 ¦ 19 ¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 19.09.2001 ¦ 33 ¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 10.10.2001 ¦ 54 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 21.11.2001 ¦ 96 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 05.09.2001 ¦ 19 ¦ 16.00 ¦ 39.89 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 19.09.2001 ¦ 33 ¦ 16.00 ¦ 30.68 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 08.11.2001 ¦ 83 ¦ 16.00 ¦ 40.33 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 24.10.2001 ¦ 68 ¦ 15.00 ¦ 0.37 ¦
L--------+------------------------+-------+--------+--------------
Часть 3
ОСНОВНЫЕ ХАРАКТЕРИСТИКИ ОБРАЩАЮЩИХСЯ ВЫПУСКОВ
ГКО - ОФЗ - ОБР НА КОНЕЦ НЕДЕЛИ
---------T----------T----------T-----T-------T------T--------T---------T---------¬
¦Регистр.¦ Дата ¦ Дата ¦Срок ¦Кол-во ¦Кол-во¦ Кол-во ¦ Объем ¦Неразмещ.¦
¦ номер ¦размещения¦погашения ¦до ¦траншей¦дораз-¦досрочн.¦в обращ.,¦остаток, ¦
¦выпуска ¦ ¦ ¦пога-¦ (вкл. ¦меще- ¦выкупов ¦млн. руб.¦млн. руб.¦
¦ ¦ ¦ ¦шения¦ осн.) ¦ний ¦ ¦ ¦ ¦
+--------+----------+----------+-----+-------+------+--------+---------+---------+
¦ 21147 ¦21.03.2001¦13.03.2002¦ 208¦ 1 ¦ 1 ¦ 0 ¦ 3000.000¦ 0.000¦
+--------+----------+----------+-----+-------+------+--------+---------+---------+
¦ 21148 ¦28.03.2001¦03.10.2001¦ 47¦ 1 ¦ 1 ¦ 0 ¦ 3000.000¦ 0.000¦
+--------+----------+----------+-----+-------+------+--------+---------+---------+
¦ 21149 ¦18.04.2001¦17.10.2001¦ 61¦ 1 ¦ 1 ¦ 0 ¦ 3000.000¦ 0.000¦
+--------+----------+----------+-----+-------+------+--------+---------+---------+
¦ 21150 ¦16.05.2001¦14.11.2001¦ 89¦ 1 ¦ 3 ¦ 0 ¦ 3000.000¦ 0.000¦
+--------+----------+----------+-----+-------+------+--------+---------+---------+
¦ 21151 ¦27.06.2001¦21.11.2001¦ 96¦ 1 ¦ 9 ¦ 0 ¦ 4000.000¦ 0.000¦
+--------+----------+----------+-----+-------+------+--------+---------+---------+
¦ 21152 ¦25.07.2001¦28.11.2001¦ 103¦ 1 ¦ 1 ¦ 0 ¦ 4000.000¦ 0.000¦
+--------+----------+----------+-----+-------+------+--------+---------+---------+
¦ 25014 ¦15.03.1997¦15.03.2002¦ 210¦ 1 ¦ 0 ¦ 0 ¦ 32.200¦ 0.000¦
+--------+----------+----------+-----+-------+------+--------+---------+---------+
¦ 25023 ¦18.03.1998¦12.09.2001¦ 26¦ 7 ¦ 19 ¦ 0 ¦13078.548¦ 30.746¦
+--------+----------+----------+-----+-------+------+--------+---------+---------+
¦ 25027 ¦27.11.1998¦27.11.2001¦ 102¦ 0 ¦ 0 ¦ 0 ¦ 163.722¦ 0.000¦
+--------+----------+----------+-----+-------+------+--------+---------+---------+
¦ 25028 ¦27.11.1998¦27.11.2002¦ 467¦ 0 ¦ 0 ¦ 0 ¦ 163.722¦ 0.000¦
+--------+----------+----------+-----+-------+------+--------+---------+---------+
¦ 25029 ¦27.11.1998¦27.11.2003¦ 832¦ 0 ¦ 0 ¦ 0 ¦ 163.722¦ 0.000¦
+--------+----------+----------+-----+-------+------+--------+---------+---------+
¦ 25030 ¦15.12.1998¦15.12.2001¦ 120¦ 0 ¦ 0 ¦ 2 ¦31819.208¦ 1747.594¦
+--------+----------+----------+-----+-------+------+--------+---------+---------+
¦ 26001 ¦15.03.1997¦15.03.2003¦ 575¦ 1 ¦ 0 ¦ 0 ¦ 148.091¦ 0.000¦
+--------+----------+----------+-----+-------+------+--------+---------+---------+
¦ 26002 ¦15.03.1997¦15.03.2004¦ 941¦ 1 ¦ 0 ¦ 0 ¦ 265.174¦ 0.000¦
+--------+----------+----------+-----+-------+------+--------+---------+---------+
¦ 26003 ¦15.03.1997¦15.03.2005¦ 1306¦ 1 ¦ 0 ¦ 0 ¦ 1131.559¦ 0.000¦
+--------+----------+----------+-----+-------+------+--------+---------+---------+
¦ 26032 ¦27.11.1998¦27.11.2004¦ 1198¦ 0 ¦ 0 ¦ 0 ¦ 163.722¦ 0.000¦
+--------+----------+----------+-----+-------+------+--------+---------+---------+
¦ 27001 ¦19.08.1998¦06.02.2002¦ 173¦ 0 ¦ 0 ¦ 0 ¦ 9498.589¦ 490.162¦
+--------+----------+----------+-----+-------+------+--------+---------+---------+
¦ 27002 ¦19.08.1998¦22.05.2002¦ 278¦ 0 ¦ 0 ¦ 0 ¦ 9498.589¦ 490.162¦
+--------+----------+----------+-----+-------+------+--------+---------+---------+
¦ 27003 ¦19.08.1998¦05.06.2002¦ 292¦ 0 ¦ 0 ¦ 0 ¦ 9498.589¦ 490.162¦
+--------+----------+----------+-----+-------+------+--------+---------+---------+
¦ 27004 ¦19.08.1998¦18.09.2002¦ 397¦ 0 ¦ 0 ¦ 0 ¦ 9498.589¦ 490.162¦
+--------+----------+----------+-----+-------+------+--------+---------+---------+
¦ 27005 ¦19.08.1998¦09.10.2002¦ 418¦ 0 ¦ 0 ¦ 0 ¦ 9498.589¦ 490.162¦
+--------+----------+----------+-----+-------+------+--------+---------+---------+
¦ 27006 ¦19.08.1998¦22.01.2003¦ 523¦ 0 ¦ 0 ¦ 0 ¦ 9498.589¦ 490.162¦
+--------+----------+----------+-----+-------+------+--------+---------+---------+
¦ 27007 ¦19.08.1998¦05.02.2003¦ 537¦ 0 ¦ 0 ¦ 0 ¦ 9498.589¦ 490.162¦
+--------+----------+----------+-----+-------+------+--------+---------+---------+
¦ 27008 ¦19.08.1998¦21.05.2003¦ 642¦ 0 ¦ 0 ¦ 0 ¦ 9498.589¦ 490.162¦
+--------+----------+----------+-----+-------+------+--------+---------+---------+
¦ 27009 ¦19.08.1998¦04.06.2003¦ 656¦ 0 ¦ 0 ¦ 0 ¦ 9498.589¦ 490.162¦
+--------+----------+----------+-----+-------+------+--------+---------+---------+
¦ 27010 ¦19.08.1998¦17.09.2003¦ 761¦ 0 ¦ 0 ¦ 0 ¦ 9498.589¦ 490.162¦
+--------+----------+----------+-----+-------+------+--------+---------+---------+
¦ 27011 ¦19.08.1998¦08.10.2003¦ 782¦ 0 ¦ 0 ¦ 0 ¦ 9498.589¦ 490.162¦
+--------+----------+----------+-----+-------+------+--------+---------+---------+
¦ 27012 ¦14.11.1999¦19.11.2003¦ 824¦ 0 ¦ 0 ¦ 0 ¦ 8807.235¦ 8799.165¦
+--------+----------+----------+-----+-------+------+--------+---------+---------+
¦ 27013 ¦06.06.2001¦02.06.2004¦ 1020¦ 1 ¦ 13 ¦ 0 ¦ 2963.971¦ 2036.029¦
+--------+----------+----------+-----+-------+------+--------+---------+---------+
¦ 27014 ¦11.07.2001¦15.12.2004¦ 1216¦ 1 ¦ 10 ¦ 0 ¦ 2453.076¦ 2546.924¦
+--------+----------+----------+-----+-------+------+--------+---------+---------+
¦ 27015 ¦08.08.2001¦04.02.2004¦ 901¦ 1 ¦ 6 ¦ 0 ¦ 3188.073¦ 1811.927¦
+--------+----------+----------+-----+-------+------+--------+---------+---------+
¦ 28001 ¦19.08.1998¦21.01.2004¦ 887¦ 0 ¦ 0 ¦ 0 ¦ 9498.589¦ 490.162¦
L--------+----------+----------+-----+-------+------+--------+---------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T------T------T-------T-------T-------¬
¦ ¦13.08.¦14.08.¦15.08. ¦16.08. ¦17.08. ¦
¦ ¦ 2001 ¦ 2001 ¦ 2001 ¦ 2001 ¦ 2001 ¦
+--------------------------+------+------+-------+-------+-------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+------+------+-------+-------+-------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+------+------+-------+-------+-------+
¦ ГКО ¦ 14.84¦ 14.80¦ 14.69 ¦ 14.48 ¦ 14.19 ¦
+--------------------------+------+------+-------+-------+-------+
¦ ОФЗ-ПД (без учета ¦ 15.75¦ 15.50¦ 15.38 ¦ 15.34 ¦ 15.24 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+------+------+-------+-------+-------+
¦ Инвестиционные ¦ 15.12¦ 15.39¦ 14.91 ¦ 14.72 ¦ 14.63 ¦
+--------------------------+------+------+-------+-------+-------+
¦ ОФЗ-ФД ¦ 17.37¦ 17.33¦ 17.25 ¦ 17.18 ¦ 17.16 ¦
+--------------------------+------+------+-------+-------+-------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+------+------+-------+-------+-------+
¦ ГКО ¦ 13.81¦ 14.76¦ 15.35 ¦ 13.69 ¦ 13.35 ¦
+--------------------------+------+------+-------+-------+-------+
¦ ОФЗ-ПД (без учета ¦ 21.40¦ 14.00¦ 14.10 ¦ 19.08 ¦ 12.41 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+------+------+-------+-------+-------+
¦ Инвестиционные ¦ 15.12¦ 15.39¦ 14.91 ¦ 14.72 ¦ 14.63 ¦
+--------------------------+------+------+-------+-------+-------+
¦ ОФЗ-ФД ¦ 18.10¦ 17.85¦ 17.49 ¦ 17.64 ¦ 16.53 ¦
+--------------------------+------+------+-------+-------+-------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+------+------+-------+-------+-------+
¦ ГКО ¦ 0.02¦ 0.02¦ 0.03 ¦ 0.05 ¦ 0.06 ¦
+--------------------------+------+------+-------+-------+-------+
¦ ОФЗ-ПД (без учета ¦ ¦ ¦ ¦ ¦ ¦
¦ выпуска 25030) ¦ 0.04¦ 0.35¦ 0.59 ¦ 0.77 ¦ 0.68 ¦
+--------------------------+------+------+-------+-------+-------+
¦ Инвестиционные ¦ 0.07¦ 0.17¦ 0.08 ¦ 0.19 ¦ 0.19 ¦
+--------------------------+------+------+-------+-------+-------+
¦ ОФЗ-ФД ¦ 0.19¦ 0.10¦ 0.20 ¦ 0.22 ¦ 0.16 ¦
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----------¬
¦ ¦13.08.2001¦14.08.2001¦15.08.2001 ¦16.08.2001¦17.08.2001¦
+--------------------+----------+----------+-----------+----------+----------+
¦Номинальная ¦200285.918¦200301.485¦198454.065 ¦198516.265¦198525.086¦
¦стоимость, млн. руб.¦ ¦ ¦ ¦ ¦ ¦
+--------------------+----------+----------+-----------+----------+----------+
¦ГКО ¦ 20000.000¦ 20000.000¦ 20000.000 ¦ 20000.000¦ 20000.000¦
+--------------------+----------+----------+-----------+----------+----------+
¦ОФЗ-ПД (без учета ¦ 17157.880¦ 17157.880¦ 15310.460 ¦ 15310.460¦ 15310.460¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------+----------+----------+-----------+----------+----------+
¦ Инвестиционные ¦ 31819.208¦ 31819.208¦ 31819.208 ¦ 31819.208¦ 31819.208¦
+--------------------+----------+----------+-----------+----------+----------+
¦ ОФЗ-ФД ¦131308.830¦131324.397¦131324.397 ¦131386.597¦131395.418¦
+--------------------+----------+----------+-----------+----------+----------+
¦Рыночная стоимость, ¦195622.212¦195762.467¦193975.382 ¦194244.033¦194369.855¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+--------------------+----------+----------+-----------+----------+----------+
¦ГКО ¦ 19165.700¦ 19167.000¦ 19166.800 ¦ 19181.200¦ 19186.800¦
+--------------------+----------+----------+-----------+----------+----------+
¦ОФЗ-ПД (без учета ¦ 17798.348¦ 17818.627¦ 15799.613 ¦ 15811.323¦ 15820.837¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------+----------+----------+-----------+----------+----------+
¦ Инвестиционные ¦ 30333.251¦ 30320.523¦ 30374.616 ¦ 30403.253¦ 30422.345¦
+--------------------+----------+----------+-----------+----------+----------+
¦ ОФЗ-ФД ¦128324.913¦128456.317¦128634.353 ¦128848.257¦128939.873¦
+--------------------+----------+----------+-----------+----------+----------+
¦Дюрация <*>, дней ¦ 368.090¦ 367.230¦ 370.190 ¦ 369.390¦ 368.470¦
+--------------------+----------+----------+-----------+----------+----------+
¦ГКО ¦ 103.580¦ 102.580¦ 101.580 ¦ 100.560¦ 99.560¦
+--------------------+----------+----------+-----------+----------+----------+
¦ОФЗ-ПД (без учета ¦ 90.950¦ 89.970¦ 100.500 ¦ 99.720¦ 98.900¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------+----------+----------+-----------+----------+----------+
¦ Инвестиционные ¦ 124.000¦ 123.000¦ 122.000 ¦ 121.000¦ 120.000¦
+--------------------+----------+----------+-----------+----------+----------+
¦ ОФЗ-ФД ¦ 503.730¦ 502.830¦ 501.950 ¦ 501.110¦ 500.180¦
L--------------------+----------+----------+-----------+----------+-----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

<ПИСЬМО> ГТК РФ от 17.08.2001 n 05-22/33196 О НЕПРИМЕНЕНИИ ПОЛОЖЕНИЯ О ПОРЯДКЕ СБОРА, ПЕРЕРАБОТКИ И ТРАНСПОРТИРОВКИ ЛОМА ОТХОДОВ УГЛЕРОДИСТЫХ И ЛЕГИРОВАННЫХ ЧЕРНЫХ МЕТАЛЛОВ  »
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