БЮЛЛЕТЕНЬ ЦБ РФ от 10.08.2001 n 29 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 10 августа 2001 г. N 29
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 26.832 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 ¦07.08.01¦ 97.40¦ 97.40¦ 97.40¦ 13.72 ¦ 1.00 ¦ 21149 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦08.08.01¦ 97.40¦ 97.40¦ 97.40¦ 13.92 ¦ 0.05 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦14.11.01 ¦06.08.01¦ 96.55¦ 96.55¦ 96.55¦ 13.04 ¦ 3.00 ¦ 21150 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦07.08.01¦ 96.58¦ 96.58¦ 96.58¦ 13.06 ¦ 1.19 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦08.08.01¦ 96.58¦ 96.60¦ 96.60¦ 13.19 ¦ 2.59 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦10.08.01¦ 96.75¦ 96.75¦ 96.75¦ 12.77 ¦ 0.04 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦21.11.01 ¦06.08.01¦ 96.05¦ 96.10¦ 96.07¦ 13.99 ¦ 4.24 ¦ 21151 ¦
+---------+--------+------+------+------+--------+-------+-------+
¦28.11.01 ¦06.08.01¦ 96.00¦ 96.00¦ 96.00¦ 13.34 ¦ 1.49 ¦ 21152 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦07.08.01¦ 95.92¦ 95.96¦ 95.95¦ 13.63 ¦ 8.72 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦09.08.01¦ 96.05¦ 96.05¦ 96.05¦ 13.52 ¦ 4.52 ¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 2001.307 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)¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.08.01 ¦06.08.01¦ 9.48 ¦100.20¦100.27¦100.26¦ 8.98¦ 55.44 ¦ 25024¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.08.01¦ 9.54 ¦100.20¦100.23¦100.21¦ 9.93¦138.84 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.08.01¦ 9.59 ¦100.10¦100.20¦100.20¦ 9.12¦ 10.17 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦09.08.01¦ 9.64 ¦100.13¦100.20¦100.13¦ 11.65¦ 1.05 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦10.08.01¦ 9.70 ¦100.00¦100.00¦100.00¦ 19.97¦ 0.44 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦12.09.01 ¦06.08.01¦ 5.56 ¦100.08¦100.12¦100.10¦ 12.91¦ 24.96 ¦ 25023¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.08.01¦ 5.60 ¦100.00¦100.11¦100.06¦ 12.88¦ 55.81 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.08.01¦ 5.64 ¦100.09¦100.16¦100.16¦ 12.95¦ 86.65 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦09.08.01¦ 5.68 ¦100.10¦100.18¦100.18¦ 12.58¦ 36.53 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦10.08.01¦ 5.72 ¦100.06¦100.28¦100.28¦ 12.06¦ 33.47 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.12.01 ¦06.08.01¦ 0.00 ¦ 95.25¦ 95.35¦ 95.35¦ 14.29¦ 40.76 ¦ 25030¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.08.01¦ 0.00 ¦ 95.25¦ 95.35¦ 95.33¦ 14.44¦ 79.16 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.08.01¦ 0.00 ¦ 95.30¦ 95.36¦ 95.34¦ 14.46¦ 51.48 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦09.08.01¦ 0.00 ¦ 95.32¦ 95.37¦ 95.33¦ 14.51¦ 6.41 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦10.08.01¦ 0.00 ¦ 95.34¦ 95.48¦ 95.48¦ 14.39¦ 46.25 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦06.02.02 ¦06.08.01¦ 4.90 ¦100.10¦100.30¦100.29¦ 15.10¦ 29.01 ¦ 27001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.08.01¦ 4.90 ¦100.20¦100.31¦100.24¦ 15.24¦ 1.32 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.08.01¦ 0.00 ¦100.20¦100.30¦100.29¦ 15.10¦ 11.15 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦09.08.01¦ 0.00 ¦100.20¦100.29¦100.29¦ 15.19¦ 20.00 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦10.08.01¦ 0.10 ¦100.15¦100.29¦100.29¦ 15.05¦ 16.89 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.02 ¦10.08.01¦ 4.06 ¦ 95.00¦ 95.00¦ 95.00¦ 19.28¦ 0.53 ¦ 25014¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.05.02 ¦06.08.01¦ 4.10 ¦100.25¦100.30¦100.30¦ 15.60¦ 4.58 ¦ 27002¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.08.01¦ 4.20 ¦100.20¦100.49¦100.49¦ 15.57¦ 1.87 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.08.01¦ 4.20 ¦100.21¦100.75¦100.55¦ 15.18¦ 20.46 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦09.08.01¦ 4.30 ¦100.15¦100.35¦100.35¦ 15.47¦ 7.81 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦10.08.01¦ 4.30 ¦100.20¦100.20¦100.20¦ 15.69¦ 0.05 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.06.02 ¦06.08.01¦ 3.40 ¦100.10¦100.33¦100.25¦ 15.82¦ 8.56 ¦ 27003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.08.01¦ 3.40 ¦100.10¦100.26¦100.26¦ 15.97¦ 2.51 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.08.01¦ 3.50 ¦100.11¦100.45¦100.45¦ 15.79¦ 0.11 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦09.08.01¦ 3.50 ¦100.26¦100.33¦100.28¦ 15.84¦ 4.61 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦18.09.02 ¦06.08.01¦ 2.60 ¦100.30¦100.40¦100.35¦ 15.95¦ 13.47 ¦ 27004¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.08.01¦ 2.60 ¦100.20¦100.33¦100.30¦ 16.07¦ 27.94 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.08.01¦ 2.70 ¦100.25¦100.33¦100.33¦ 15.96¦ 6.02 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦09.08.01¦ 2.70 ¦100.10¦100.30¦100.11¦ 16.12¦ 20.09 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦10.08.01¦ 2.80 ¦100.40¦100.40¦100.40¦ 15.84¦ 1.30 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦09.10.02 ¦06.08.01¦ 1.10 ¦ 98.40¦ 98.55¦ 98.55¦ 16.15¦ 3.08 ¦ 27005¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.08.01¦ 1.10 ¦ 98.00¦ 98.35¦ 98.35¦ 16.42¦ 31.83 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.08.01¦ 1.10 ¦ 98.20¦ 98.60¦ 98.60¦ 16.30¦ 8.76 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦09.08.01¦ 1.20 ¦ 98.30¦ 98.51¦ 98.40¦ 16.31¦ 15.45 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦10.08.01¦ 1.20 ¦ 98.75¦ 98.75¦ 98.75¦ 15.95¦ 0.03 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.01.03 ¦06.08.01¦ 0.50 ¦ 96.51¦ 96.56¦ 96.55¦ 16.98¦ 19.36 ¦ 27006¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.08.01¦ 0.50 ¦ 96.43¦ 96.48¦ 96.47¦ 17.10¦ 31.23 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.08.01¦ 0.60 ¦ 96.41¦ 96.83¦ 96.70¦ 16.85¦ 35.04 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦09.08.01¦ 0.60 ¦ 96.40¦ 96.50¦ 96.45¦ 17.13¦ 19.97 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦10.08.01¦ 0.70 ¦ 96.60¦ 96.70¦ 96.70¦ 16.82¦ 5.04 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.02.03 ¦06.08.01¦ 4.90 ¦ 96.45¦ 96.52¦ 96.45¦ 17.05¦ 1.78 ¦ 27007¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.08.01¦ 4.90 ¦ 96.30¦ 96.47¦ 96.45¦ 17.17¦ 9.20 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.08.01¦ 0.00 ¦ 96.46¦ 96.90¦ 96.90¦ 16.81¦ 33.89 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦09.08.01¦ 0.00 ¦ 96.50¦ 96.90¦ 96.60¦ 17.00¦ 17.09 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦10.08.01¦ 0.10 ¦ 96.40¦ 96.80¦ 96.80¦ 16.84¦ 4.76 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.03 ¦10.08.01¦ 4.06 ¦ 87.20¦ 87.20¦ 87.20¦ 19.97¦ 0.09 ¦ 26001¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.05.03 ¦06.08.01¦ 4.10 ¦ 95.00¦ 95.43¦ 95.28¦ 17.22¦ 15.56 ¦ 27008¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.08.01¦ 4.20 ¦ 95.20¦ 95.22¦ 95.21¦ 17.26¦ 5.11 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.08.01¦ 4.20 ¦ 95.30¦ 95.45¦ 95.45¦ 17.14¦ 14.03 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦09.08.01¦ 4.30 ¦ 95.10¦ 95.37¦ 95.30¦ 17.24¦ 54.10 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦10.08.01¦ 4.30 ¦ 95.23¦ 95.58¦ 95.58¦ 17.02¦ 16.43 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.06.03 ¦06.08.01¦ 3.40 ¦ 95.30¦ 95.30¦ 95.30¦ 17.31¦ 7.92 ¦ 27009¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.08.01¦ 3.40 ¦ 95.25¦ 95.40¦ 95.33¦ 17.30¦ 37.45 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.08.01¦ 3.50 ¦ 95.41¦ 95.59¦ 95.59¦ 17.18¦ 10.10 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦09.08.01¦ 3.50 ¦ 95.12¦ 95.47¦ 95.35¦ 17.36¦ 19.86 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦10.08.01¦ 3.60 ¦ 95.30¦ 95.30¦ 95.30¦ 17.29¦ 0.03 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦17.09.03 ¦06.08.01¦ 2.60 ¦ 94.23¦ 94.50¦ 94.50¦ 17.27¦ 13.83 ¦ 27010¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.08.01¦ 2.60 ¦ 94.40¦ 94.47¦ 94.40¦ 17.31¦ 53.17 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.08.01¦ 2.70 ¦ 94.38¦ 94.70¦ 94.70¦ 17.15¦ 33.33 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦09.08.01¦ 2.70 ¦ 94.30¦ 94.80¦ 94.70¦ 17.20¦ 17.58 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦10.08.01¦ 2.80 ¦ 94.57¦ 95.05¦ 95.04¦ 16.92¦ 3.88 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦08.10.03 ¦06.08.01¦ 1.10 ¦ 90.97¦ 91.03¦ 91.03¦ 18.48¦ 1.43 ¦ 27011¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.08.01¦ 1.10 ¦ 91.00¦ 91.15¦ 91.10¦ 18.48¦ 25.68 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.08.01¦ 1.10 ¦ 91.11¦ 91.20¦ 91.20¦ 18.40¦ 0.34 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦09.08.01¦ 1.20 ¦ 91.00¦ 91.17¦ 91.17¦ 18.45¦ 17.72 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦10.08.01¦ 1.20 ¦ 91.15¦ 91.20¦ 91.15¦ 18.39¦ 3.38 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦19.11.03 ¦06.08.01¦ 2.10 ¦ 84.18¦ 84.30¦ 84.19¦ 19.66¦ 35.17 ¦ 27012¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.08.01¦ 2.10 ¦ 84.10¦ 84.25¦ 84.21¦ 19.73¦ 56.57 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.08.01¦ 2.10 ¦ 84.42¦ 84.54¦ 84.53¦ 19.53¦ 55.58 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦09.08.01¦ 2.10 ¦ 84.40¦ 84.69¦ 84.58¦ 19.53¦ 46.48 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦10.08.01¦ 2.20 ¦ 84.54¦ 84.60¦ 84.54¦ 19.47¦ 31.51 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.01.04 ¦06.08.01¦ 0.50 ¦ 89.21¦ 89.35¦ 89.21¦ 18.84¦ 13.86 ¦28001 ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.08.01¦ 0.50 ¦ 89.05¦ 89.20¦ 89.13¦ 18.95¦ 4.51 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.08.01¦ 0.60 ¦ 89.25¦ 89.38¦ 89.38¦ 18.76¦ 8.13 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦09.08.01¦ 0.60 ¦ 88.95¦ 89.35¦ 89.03¦ 18.97¦ 36.40 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦10.08.01¦ 0.70 ¦ 89.00¦ 89.45¦ 89.45¦ 18.81¦ 19.25 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.02.04 ¦08.08.01¦ 0.00 ¦ 91.40¦ 91.42¦ 91.42¦ 18.93¦ 95.46 ¦ 27015¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦09.08.01¦ 0.04 ¦ 91.45¦ 91.47¦ 91.47¦ 18.86¦ 25.99 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦10.08.01¦ 0.09 ¦ 91.60¦ 91.89¦ 91.89¦ 18.77¦ 1.85 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.04 ¦07.08.01¦ 3.97 ¦ 79.00¦ 79.00¦ 79.00¦ 21.17¦ 0.50 ¦ 26002¦
+---------+--------+-------+------+------+------+------+-------+------+
¦02.06.04 ¦06.08.01¦ 2.67 ¦ 89.48¦ 89.50¦ 89.49¦ 19.47¦ 18.00 ¦ 27013¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.08.01¦ 2.72 ¦ 89.49¦ 89.50¦ 89.50¦ 19.47¦ 4.00 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.08.01¦ 2.76 ¦ 89.55¦ 89.55¦ 89.55¦ 19.43¦ 2.62 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦09.08.01¦ 2.81 ¦ 89.60¦ 89.89¦ 89.60¦ 19.39¦ 0.65 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦10.08.01¦ 2.85 ¦ 89.97¦ 89.99¦ 89.99¦ 19.18¦ 5.99 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.12.04 ¦06.08.01¦ 1.14 ¦ 87.05¦ 87.19¦ 87.12¦ 19.80¦ 8.33 ¦ 27014¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.08.01¦ 1.18 ¦ 87.14¦ 87.15¦ 87.15¦ 19.78¦ 17.54 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.08.01¦ 1.23 ¦ 87.30¦ 87.40¦ 87.30¦ 19.70¦ 5.59 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦09.08.01¦ 1.27 ¦ 87.30¦ 87.50¦ 87.50¦ 19.63¦ 34.46 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦10.08.01¦ 1.32 ¦ 87.53¦ 87.59¦ 87.59¦ 19.57¦ 8.43 ¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.05 ¦06.08.01¦ 3.95 ¦ 72.11¦ 72.11¦ 72.11¦ 21.85¦ 0.05 ¦ 26003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.08.01¦ 3.97 ¦ 72.00¦ 72.15¦ 72.00¦ 21.91¦ 2.50 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦08.08.01¦ 4.00 ¦ 72.20¦ 72.40¦ 72.25¦ 21.79¦ 6.55 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦09.08.01¦ 4.03 ¦ 72.20¦ 72.20¦ 72.20¦ 21.83¦ 0.50 ¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦10.08.01¦ 4.06 ¦ 72.20¦ 72.25¦ 72.24¦ 21.82¦ 1.66 ¦ ¦
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 ¦ 217 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25023 ¦ 12.09.2001 ¦ 33 ¦ 14.00 ¦ 69.81 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25024 ¦ 15.08.2001 ¦ 5 ¦ 20.00 ¦ 99.73 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25027 ¦ 27.11.2001 ¦ 109 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2001 ¦ 109 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2001 ¦ 109 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2002 ¦ 217 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2002 ¦ 217 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2002 ¦ 217 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2001 ¦ 109 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27001 ¦ 07.11.2001 ¦ 89 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27002 ¦ 22.08.2001 ¦ 12 ¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27003 ¦ 05.09.2001 ¦ 26 ¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27004 ¦ 19.09.2001 ¦ 40 ¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27005 ¦ 10.10.2001 ¦ 61 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 24.10.2001 ¦ 75 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 07.11.2001 ¦ 89 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 22.08.2001 ¦ 12 ¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 05.09.2001 ¦ 26 ¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 19.09.2001 ¦ 40 ¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 10.10.2001 ¦ 61 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 21.11.2001 ¦ 103 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 05.09.2001 ¦ 26 ¦ 16.00 ¦ 39.89 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 19.09.2001 ¦ 40 ¦ 16.00 ¦ 30.68 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 08.11.2001 ¦ 90 ¦ 16.00 ¦ 40.33 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 24.10.2001 ¦ 75 ¦ 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¦ 215¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21148 ¦28.03.01¦03.10.01¦ 54¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21149 ¦18.04.01¦17.10.01¦ 68¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21150 ¦16.05.01¦14.11.01¦ 96¦ 1 ¦ 3 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21151 ¦27.06.01¦21.11.01¦ 103¦ 1 ¦ 9 ¦ ¦ 4000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21152 ¦25.07.01¦28.11.01¦ 110¦ 1 ¦ 1 ¦ ¦ 4000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 217¦ 1 ¦ ¦ ¦ 32.200¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 33¦ 7 ¦ 19 ¦ ¦ 13078.548¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25024 ¦22.07.98¦15.08.01¦ 5¦ 1 ¦ ¦ ¦ 1847.420¦ 4343.224¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 109¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 474¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 839¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 127¦ ¦ ¦ 2 ¦ 31819.208¦ 1747.594¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 582¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 948¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1313¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 1205¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 180¦ ¦ ¦ ¦ 9498.589¦ 490.162¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 285¦ ¦ ¦ ¦ 9498.589¦ 490.162¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 299¦ ¦ ¦ ¦ 9498.589¦ 490.162¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 404¦ ¦ ¦ ¦ 9498.589¦ 490.162¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 425¦ ¦ ¦ ¦ 9498.589¦ 490.162¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 530¦ ¦ ¦ ¦ 9498.589¦ 490.162¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 544¦ ¦ ¦ ¦ 9498.589¦ 490.162¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 649¦ ¦ ¦ ¦ 9498.589¦ 490.162¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 663¦ ¦ ¦ ¦ 9498.589¦ 490.162¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 768¦ ¦ ¦ ¦ 9498.589¦ 490.162¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 789¦ ¦ ¦ ¦ 9498.589¦ 490.162¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 831¦ ¦ ¦ ¦ 8807.235¦ 8799.165¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 1027¦ 1 ¦ 13 ¦ ¦ 2963.971¦ 2036.029¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 1223¦ 1 ¦ 10 ¦ ¦ 2453.076¦ 2546.924¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 908¦ 1 ¦ 2 ¦ ¦ 3004.346¦ 1995.654¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 894¦ ¦ ¦ ¦ 9498.589¦ 490.162¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦200188.779¦27381.280¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦06.08.01¦07.08.01¦08.08.01¦09.08.01¦10.08.01¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 14.13 ¦ 14.36 ¦ 14.21 ¦ 14.20 ¦ 14.03 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 15.36 ¦ 15.41 ¦ 15.37 ¦ 15.36 ¦ 15.28 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 14.29 ¦ 14.44 ¦ 14.46 ¦ 14.51 ¦ 14.39 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 17.58 ¦ 17.66 ¦ 17.54 ¦ 17.65 ¦ 17.50 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 13.56 ¦ 13.58 ¦ 13.20 ¦ 13.52 ¦ 12.77 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 11.79 ¦ 16.34 ¦ 18.74 ¦ 15.04 ¦ 17.79 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 14.29 ¦ 14.44 ¦ 14.46 ¦ 14.51 ¦ 14.39 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 18.19 ¦ 18.04 ¦ 18.18 ¦ 18.23 ¦ 18.49 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.04 ¦ 0.05 ¦ 0.01 ¦ 0.02 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.49 ¦ 1.20 ¦ 0.61 ¦ 0.23 ¦ 0.21 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.13 ¦ 0.25 ¦ 0.16 ¦ 0.02 ¦ 0.15 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.15 ¦ 0.24 ¦ 0.25 ¦ 0.27 ¦ 0.09 ¦
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---------¬
¦ ¦ 06.08.01¦ 07.08.01¦ 08.08.01¦ 09.08.01¦ 10.08.01¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦197181.88¦197181.88¦200165.71¦200186.23¦200188.78¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 20000.00¦ 20000.00¦ 20000.00¦ 20000.00¦ 20000.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 17157.88¦ 17157.88¦ 17157.88¦ 17157.88¦ 17157.88¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 31818.48¦ 31818.48¦ 31818.48¦ 31818.48¦ 31819.21¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦128205.52¦128205.52¦131189.35¦131209.87¦131211.69¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦192902.21¦192849.27¦194947.18¦194878.02¦195211.09¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 19157.10¦ 19156.00¦ 19156.00¦ 19160.00¦ 19165.10¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 17771.39¦ 17775.97¦ 17783.69¦ 17792.26¦ 17803.16¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 30329.38¦ 30326.19¦ 30335.74¦ 30342.10¦ 30365.07¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦125644.34¦125591.10¦127671.75¦127583.66¦127877.76¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 366.52¦ 365.46¦ 372.31¦ 371.21¦ 370.52¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 110.58¦ 109.58¦ 108.58¦ 107.58¦ 106.58¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 97.55¦ 96.53¦ 95.74¦ 94.73¦ 93.81¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 131.00¦ 130.00¦ 129.00¦ 128.00¦ 127.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 500.44¦ 499.41¦ 508.22¦ 507.20¦ 506.43¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

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