БЮЛЛЕТЕНЬ ЦБ РФ от 03.08.2001 n 28 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 3 августа 2001 г. N 28
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 35.055 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 ¦30.07.01¦ 97.10¦ 97.12¦ 97.12¦ 13.70 ¦ 1.31 ¦ 21149 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦02.08.01¦ 97.17¦ 97.17¦ 97.17¦ 13.99 ¦ 1.50 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦03.08.01¦ 97.40¦ 97.40¦ 97.40¦ 12.99 ¦ 0.79 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦14.11.01 ¦30.07.01¦ 96.05¦ 96.05¦ 96.05¦ 14.03 ¦ 0.27 ¦ 21150 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦31.07.01¦ 96.00¦ 96.00¦ 96.00¦ 14.35 ¦ 5.00 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦21.11.01 ¦31.07.01¦ 95.73¦ 95.76¦ 95.73¦ 14.34 ¦ 7.40 ¦ 21151 ¦
+---------+--------+------+------+------+--------+-------+-------+
¦28.11.01 ¦30.07.01¦ 95.40¦ 95.49¦ 95.49¦ 14.48 ¦ 2.28 ¦ 21152 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦31.07.01¦ 95.49¦ 95.60¦ 95.49¦ 14.27 ¦ 7.43 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦01.08.01¦ 95.60¦ 95.65¦ 95.65¦ 14.02 ¦ 2.00 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦03.08.01¦ 95.80¦ 95.80¦ 95.80¦ 13.68 ¦ 1.78 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦13.03.02 ¦01.08.01¦ 91.19¦ 91.19¦ 91.19¦ 15.74 ¦ 0.15 ¦ 21147 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦02.08.01¦ 91.19¦ 91.19¦ 91.19¦ 15.81 ¦ 0.34 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦03.08.01¦ 91.30¦ 91.50¦ 91.50¦ 15.51 ¦ 4.80 ¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 2945.995 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 ¦30.07.01¦ 9.10 ¦100.20¦100.25¦100.25¦ 15.13¦ 5.17¦ 25024¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.07.01¦ 9.15 ¦100.21¦100.28¦100.28¦ 13.28¦ 1.45¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.08.01¦ 9.21 ¦100.40¦100.40¦100.40¦ 9.11¦ 0.15¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦02.08.01¦ 9.26 ¦100.34¦100.37¦100.34¦ 9.42¦ 19.40¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦12.09.01 ¦30.07.01¦ 5.29 ¦100.06¦100.08¦100.06¦ 13.57¦ 32.51¦ 25023¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.07.01¦ 5.33 ¦100.03¦100.10¦100.06¦ 13.36¦ 28.07¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.08.01¦ 5.37 ¦100.07¦100.10¦100.10¦ 13.25¦ 13.98¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦02.08.01¦ 5.41 ¦100.06¦100.10¦100.09¦ 13.23¦ 22.52¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦03.08.01¦ 5.45 ¦100.08¦100.50¦100.23¦ 12.42¦ 45.73¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.12.01 ¦30.07.01¦ 0.00 ¦ 94.43¦ 94.64¦ 94.49¦ 15.85¦ 277.45¦ 25030¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.07.01¦ 0.00 ¦ 94.30¦ 94.70¦ 94.67¦ 15.84¦ 110.43¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.08.01¦ 0.00 ¦ 94.63¦ 94.85¦ 94.85¦ 15.54¦ 65.33¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦02.08.01¦ 0.00 ¦ 94.90¦ 95.00¦ 95.00¦ 14.97¦ 22.02¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦03.08.01¦ 0.00 ¦ 95.00¦ 95.34¦ 95.30¦ 14.04¦ 38.30¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦06.02.02 ¦30.07.01¦ 4.50 ¦ 99.90¦ 99.99¦ 99.91¦ 16.19¦ 3.34¦ 27001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.07.01¦ 4.60 ¦ 99.90¦100.15¦100.09¦ 15.61¦ 107.10¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.08.01¦ 4.60 ¦100.09¦100.19¦100.17¦ 15.59¦ 48.20¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦02.08.01¦ 4.70 ¦100.15¦100.20¦100.20¦ 15.41¦ 14.56¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦03.08.01¦ 4.70 ¦100.16¦100.30¦100.23¦ 15.28¦ 13.52¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.02 ¦31.07.01¦ 3.78 ¦ 94.90¦ 94.90¦ 94.90¦ 19.08¦ 0.08¦ 25014¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.05.02 ¦30.07.01¦ 3.70 ¦ 99.90¦ 99.95¦ 99.90¦ 16.33¦ 7.76¦ 27002¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.07.01¦ 3.80 ¦100.00¦100.10¦100.00¦ 15.97¦ 25.96¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.08.01¦ 3.80 ¦ 99.90¦100.17¦100.17¦ 16.01¦ 36.73¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦02.08.01¦ 3.90 ¦100.10¦100.14¦100.13¦ 15.89¦ 5.92¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦03.08.01¦ 4.00 ¦100.12¦100.35¦100.35¦ 15.61¦ 11.26¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.06.02 ¦30.07.01¦ 3.00 ¦ 99.89¦100.10¦ 99.89¦ 16.46¦ 24.29¦ 27003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.07.01¦ 3.00 ¦100.02¦100.20¦100.16¦ 16.18¦ 66.94¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.08.01¦ 3.10 ¦100.10¦100.20¦100.20¦ 16.16¦ 2.24¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦02.08.01¦ 3.10 ¦100.09¦100.30¦100.25¦ 16.07¦ 5.84¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦03.08.01¦ 3.20 ¦100.20¦100.35¦100.31¦ 15.85¦ 7.86¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦18.09.02 ¦30.07.01¦ 2.20 ¦ 99.80¦100.00¦ 99.82¦ 16.64¦ 13.61¦ 27004¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.07.01¦ 2.30 ¦ 99.95¦100.05¦100.00¦ 16.36¦ 7.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.08.01¦ 2.30 ¦ 99.95¦ 99.98¦ 99.98¦ 16.45¦ 15.13¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦02.08.01¦ 2.40 ¦100.00¦100.14¦100.14¦ 16.32¦ 2.37¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦03.08.01¦ 2.40 ¦100.06¦100.35¦100.32¦ 16.07¦ 38.37¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦09.10.02 ¦30.07.01¦ 0.80 ¦ 97.75¦ 98.10¦ 97.95¦ 16.84¦ 21.03¦ 27005¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.07.01¦ 0.80 ¦ 97.85¦ 98.05¦ 98.05¦ 16.73¦ 25.95¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.08.01¦ 0.90 ¦ 97.85¦ 97.95¦ 97.95¦ 16.81¦ 12.66¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦02.08.01¦ 0.90 ¦ 97.99¦ 98.20¦ 98.11¦ 16.55¦ 18.98¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦03.08.01¦ 0.90 ¦ 98.16¦ 98.50¦ 98.50¦ 16.38¦ 20.32¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.01.03 ¦30.07.01¦ 0.20 ¦ 96.20¦ 96.25¦ 96.25¦ 17.26¦ 6.01¦ 27006¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.07.01¦ 0.20 ¦ 96.21¦ 96.45¦ 96.21¦ 17.16¦ 35.17¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.08.01¦ 0.30 ¦ 96.20¦ 96.40¦ 96.35¦ 17.20¦ 24.77¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦02.08.01¦ 0.30 ¦ 96.30¦ 96.49¦ 96.49¦ 17.14¦ 28.82¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦03.08.01¦ 0.40 ¦ 96.46¦ 96.58¦ 96.56¦ 16.97¦ 123.29¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.02.03 ¦30.07.01¦ 4.50 ¦ 96.08¦ 96.12¦ 96.08¦ 17.48¦ 4.01¦ 27007¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.07.01¦ 4.60 ¦ 96.20¦ 96.35¦ 96.21¦ 17.27¦ 13.07¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.08.01¦ 4.60 ¦ 96.15¦ 96.38¦ 96.38¦ 17.26¦ 18.97¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦02.08.01¦ 4.70 ¦ 95.80¦ 96.47¦ 96.47¦ 17.13¦ 11.54¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦03.08.01¦ 4.70 ¦ 96.40¦ 96.69¦ 96.69¦ 17.08¦ 3.22¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.03 ¦31.07.01¦ 3.78 ¦ 86.00¦ 86.00¦ 86.00¦ 20.86¦ 0.00¦ 26001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦03.08.01¦ 3.86 ¦ 86.40¦ 86.40¦ 86.40¦ 20.56¦ 0.38¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.05.03 ¦30.07.01¦ 3.70 ¦ 94.60¦ 94.70¦ 94.65¦ 17.80¦ 12.67¦ 27008¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.07.01¦ 3.80 ¦ 94.75¦ 95.04¦ 94.75¦ 17.61¦ 14.63¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.08.01¦ 3.80 ¦ 94.72¦ 94.89¦ 94.88¦ 17.64¦ 9.98¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦02.08.01¦ 3.90 ¦ 94.90¦ 95.05¦ 95.00¦ 17.50¦ 15.40¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦03.08.01¦ 4.00 ¦ 95.03¦ 95.49¦ 95.43¦ 17.14¦ 58.14¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.06.03 ¦30.07.01¦ 3.00 ¦ 94.65¦ 95.00¦ 94.65¦ 17.87¦ 37.09¦ 27009¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.07.01¦ 3.00 ¦ 94.81¦ 95.09¦ 95.06¦ 17.63¦ 25.27¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.08.01¦ 3.10 ¦ 94.60¦ 94.90¦ 94.80¦ 17.81¦ 21.98¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦02.08.01¦ 3.10 ¦ 94.80¦ 95.00¦ 95.00¦ 17.68¦ 12.21¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦03.08.01¦ 3.20 ¦ 95.00¦ 95.44¦ 95.40¦ 17.32¦ 31.84¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦17.09.03 ¦30.07.01¦ 2.20 ¦ 93.70¦ 94.20¦ 93.75¦ 17.81¦ 34.34¦ 27010¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.07.01¦ 2.30 ¦ 93.90¦ 94.02¦ 94.01¦ 17.61¦ 14.64¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.08.01¦ 2.30 ¦ 93.85¦ 94.05¦ 94.03¦ 17.62¦ 1.81¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦02.08.01¦ 2.40 ¦ 94.00¦ 94.24¦ 94.20¦ 17.55¦ 45.39¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦03.08.01¦ 2.40 ¦ 94.05¦ 94.50¦ 94.40¦ 17.30¦ 59.05¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦08.10.03 ¦30.07.01¦ 0.80 ¦ 90.30¦ 90.94¦ 90.45¦ 18.91¦ 23.95¦ 27011¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.07.01¦ 0.80 ¦ 90.00¦ 90.88¦ 90.72¦ 18.74¦ 44.38¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.08.01¦ 0.90 ¦ 90.30¦ 90.75¦ 90.50¦ 18.91¦ 26.03¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦02.08.01¦ 0.90 ¦ 90.38¦ 90.98¦ 90.98¦ 18.69¦ 51.94¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦03.08.01¦ 0.90 ¦ 90.60¦ 91.10¦ 91.08¦ 18.54¦ 32.89¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦19.11.03 ¦30.07.01¦ 1.90 ¦ 83.78¦ 83.78¦ 83.78¦ 19.89¦ 0.03¦ 27012¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.07.01¦ 1.90 ¦ 84.00¦ 84.13¦ 84.00¦ 19.72¦ 33.77¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.08.01¦ 1.90 ¦ 83.70¦ 84.00¦ 84.00¦ 19.94¦ 47.01¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦02.08.01¦ 2.00 ¦ 84.00¦ 84.10¦ 84.08¦ 19.75¦ 98.46¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦03.08.01¦ 2.00 ¦ 84.00¦ 84.40¦ 84.35¦ 19.57¦ 16.04¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.01.04 ¦30.07.01¦ 0.20 ¦ 89.00¦ 89.23¦ 89.10¦ 18.94¦ 12.79¦ 28001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.07.01¦ 0.20 ¦ 89.13¦ 89.30¦ 89.22¦ 18.88¦ 125.33¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.08.01¦ 0.30 ¦ 88.85¦ 89.20¦ 89.17¦ 18.89¦ 12.46¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦02.08.01¦ 0.30 ¦ 89.06¦ 89.20¦ 89.17¦ 18.90¦ 8.47¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦03.08.01¦ 0.40 ¦ 89.00¦ 96.10¦ 89.35¦ 18.88¦ 22.83¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.04 ¦30.07.01¦ 3.75 ¦ 79.00¦ 79.00¦ 79.00¦ 21.09¦ 0.50¦ 26002¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.07.01¦ 3.78 ¦ 78.60¦ 78.60¦ 78.60¦ 21.35¦ 0.50¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦02.08.01¦ 3.84 ¦ 79.00¦ 79.00¦ 79.00¦ 21.12¦ 0.50¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦02.06.04 ¦31.07.01¦ 2.41 ¦ 89.40¦ 89.62¦ 89.45¦ 19.47¦ 26.14¦ 27013¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.08.01¦ 2.46 ¦ 89.25¦ 89.45¦ 89.40¦ 19.53¦ 21.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦02.08.01¦ 2.50 ¦ 89.44¦ 89.46¦ 89.44¦ 19.48¦ 52.39¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦03.08.01¦ 2.54 ¦ 89.43¦ 89.50¦ 89.50¦ 19.46¦ 23.25¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.12.04 ¦31.07.01¦ 0.88 ¦ 87.15¦ 87.27¦ 87.15¦ 19.73¦ 68.75¦ 27014¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.08.01¦ 0.92 ¦ 87.01¦ 87.18¦ 87.18¦ 19.76¦ 1.24¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦02.08.01¦ 0.96 ¦ 87.03¦ 87.17¦ 87.17¦ 19.78¦ 15.68¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦03.08.01¦ 1.01 ¦ 87.14¦ 87.21¦ 87.19¦ 19.78¦ 269.43¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.05 ¦30.07.01¦ 3.75 ¦ 72.30¦ 72.39¦ 72.39¦ 21.67¦ 0.06¦ 26003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.07.01¦ 3.78 ¦ 72.00¦ 72.20¦ 72.00¦ 21.86¦ 1.26¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦01.08.01¦ 3.81 ¦ 71.76¦ 71.76¦ 71.76¦ 22.00¦ 0.04¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦02.08.01¦ 3.84 ¦ 71.70¦ 72.00¦ 72.00¦ 21.89¦ 0.67¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦03.08.01¦ 3.86 ¦ 72.00¦ 72.29¦ 72.20¦ 21.83¦ 5.04¦ ¦
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 ¦ 224 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25023 ¦ 12.09.2001 ¦ 40 ¦ 14.00 ¦ 69.81 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25024 ¦ 15.08.2001 ¦ 12 ¦ 20.00 ¦ 99.73 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25027 ¦ 27.11.2001 ¦ 116 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2001 ¦ 116 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2001 ¦ 116 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2002 ¦ 224 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2002 ¦ 224 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2002 ¦ 224 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2001 ¦ 116 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27001 ¦ 08.08.2001 ¦ 5 ¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27002 ¦ 22.08.2001 ¦ 19 ¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27003 ¦ 05.09.2001 ¦ 33 ¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27004 ¦ 19.09.2001 ¦ 47 ¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27005 ¦ 10.10.2001 ¦ 68 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 24.10.2001 ¦ 82 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 08.08.2001 ¦ 5 ¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 22.08.2001 ¦ 19 ¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 05.09.2001 ¦ 33 ¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 19.09.2001 ¦ 47 ¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 10.10.2001 ¦ 68 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 21.11.2001 ¦ 110 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 05.09.2001 ¦ 33 ¦ 16.00 ¦ 39.89 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 19.09.2001 ¦ 47 ¦ 16.00 ¦ 30.68 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 24.10.2001 ¦ 82 ¦ 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¦ 222 ¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21148 ¦28.03.01¦03.10.01¦ 61 ¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21149 ¦18.04.01¦17.10.01¦ 75 ¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21150 ¦16.05.01¦14.11.01¦ 103 ¦ 1 ¦ 3 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21151 ¦27.06.01¦21.11.01¦ 110 ¦ 1 ¦ 9 ¦ ¦ 4000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21152 ¦25.07.01¦28.11.01¦ 117 ¦ 1 ¦ 1 ¦ ¦ 4000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 224 ¦ 1 ¦ ¦ ¦ 32.200¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 40 ¦ 7 ¦ 19 ¦ ¦ 13078.548¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25024 ¦22.07.98¦15.08.01¦ 12 ¦ 1 ¦ ¦ ¦ 1847.420¦ 4343.224¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 116 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 481 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 846 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 134 ¦ ¦ ¦ 2 ¦ 31818.480¦ 1748.322¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 589 ¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 955 ¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦1320 ¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦1212 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 187 ¦ ¦ ¦ ¦ 9498.437¦ 490.314¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 292 ¦ ¦ ¦ ¦ 9498.437¦ 490.314¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 306 ¦ ¦ ¦ ¦ 9498.437¦ 490.314¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 411 ¦ ¦ ¦ ¦ 9498.437¦ 490.314¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 432 ¦ ¦ ¦ ¦ 9498.437¦ 490.314¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 537 ¦ ¦ ¦ ¦ 9498.437¦ 490.314¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 551 ¦ ¦ ¦ ¦ 9498.437¦ 490.314¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 656 ¦ ¦ ¦ ¦ 9498.437¦ 490.314¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 670 ¦ ¦ ¦ ¦ 9498.437¦ 490.314¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 775 ¦ ¦ ¦ ¦ 9498.437¦ 490.314¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 796 ¦ ¦ ¦ ¦ 9498.437¦ 490.314¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 838 ¦ ¦ ¦ ¦ 8807.235¦ 8799.165¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦1034 ¦ 1 ¦ 12 ¦ ¦ 2955.971¦ 2044.029¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦1230 ¦ 1 ¦ 10 ¦ ¦ 2453.076¦ 2546.924¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 901 ¦ ¦ ¦ ¦ 9498.437¦ 490.314¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ Итого: ¦ ¦197173.883¦25396.176¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦30.07.01¦31.07.01¦01.08.01¦02.08.01¦03.08.01¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 15.32 ¦ 15.14 ¦ 14.56 ¦ 14.46 ¦ 13.91 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 15.40 ¦ 15.42 ¦ 15.41 ¦ 15.37 ¦ 15.17 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 15.85 ¦ 15.84 ¦ 15.54 ¦ 14.97 ¦ 14.04 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 18.02 ¦ 17.82 ¦ 17.89 ¦ 17.78 ¦ 17.60 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 14.25 ¦ 14.31 ¦ 14.22 ¦ 14.69 ¦ 15.10 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 15.29 ¦ 18.00 ¦ 13.75 ¦ 16.53 ¦ 19.19 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 15.85 ¦ 15.84 ¦ 15.54 ¦ 14.97 ¦ 14.04 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 17.80 ¦ 18.41 ¦ 18.22 ¦ 18.70 ¦ 18.65 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.01 ¦ 0.09 ¦ 0.01 ¦ 0.01 ¦ 0.04 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.23 ¦ 0.18 ¦ 0.08 ¦ 0.26 ¦ 0.30 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.87 ¦ 0.35 ¦ 0.21 ¦ 0.07 ¦ 0.12 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.16 ¦ 0.49 ¦ 0.23 ¦ 0.29 ¦ 0.55 ¦
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---------¬
¦ ¦ 30.07.01¦ 31.07.01¦ 01.08.01¦ 02.08.01¦ 03.08.01¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦202792.69¦199839.49¦196839.49¦196893.88¦197173.88¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 26000.00¦ 23000.00¦ 20000.00¦ 20000.00¦ 20000.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 17157.88¦ 17157.88¦ 17157.88¦ 17157.88¦ 17157.88¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 31818.13¦ 31818.48¦ 31818.48¦ 31818.48¦ 31818.48¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦127816.68¦127863.13¦127863.13¦127917.52¦128197.52¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦197172.68¦194582.68¦191565.86¦191923.59¦192634.46¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 25095.00¦ 22115.90¦ 19099.30¦ 19100.80¦ 19120.20¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 17719.20¦ 17725.40¦ 17732.97¦ 17742.41¦ 17761.44¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 30096.77¦ 30109.83¦ 30151.19¦ 30218.01¦ 30319.83¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦124261.72¦124631.55¦124582.40¦124862.37¦125432.99¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 360.72¦ 365.63¦ 370.21¦ 369.50¦ 369.44¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 89.46¦ 100.42¦ 115.57¦ 114.57¦ 113.59¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 104.47¦ 103.22¦ 102.05¦ 101.31¦ 100.41¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 138.00¦ 137.00¦ 136.00¦ 135.00¦ 134.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 505.98¦ 505.24¦ 504.09¦ 503.36¦ 503.44¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

ПОСТАНОВЛЕНИЕ Госстандарта РФ от 03.08.2001 n 318-ст О ПЕРЕНОСЕ ДАТЫ ВВЕДЕНИЯ В ДЕЙСТВИЕ ПУНКТА СТАНДАРТА  »
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