БЮЛЛЕТЕНЬ ЦБ РФ от 27.07.2001 n 27 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 27 июля 2001 г. N 27
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 1076.002 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.)¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦31.07.01 ¦25.07.01¦ 99.70¦ 99.75¦ 99.75¦ 17.69 ¦ 3.03¦ 21145 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦26.07.01¦ 99.50¦ 99.50¦ 99.50¦ 36.68 ¦ 0.85¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦27.07.01¦ 99.60¦ 99.60¦ 99.60¦ 36.65 ¦ 1.00¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦17.10.01 ¦23.07.01¦ 96.69¦ 96.75¦ 96.75¦ 14.39 ¦ 0.93¦ 21149 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦25.07.01¦ 96.77¦ 96.78¦ 96.78¦ 14.46 ¦ 1.33¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦14.11.01 ¦23.07.01¦ 95.70¦ 95.70¦ 95.70¦ 14.39 ¦ 0.23¦ 21150 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦25.07.01¦ 95.50¦ 95.72¦ 95.50¦ 14.61 ¦ 1.22¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦26.07.01¦ 95.71¦ 95.75¦ 95.75¦ 14.60 ¦ 8.97¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦27.07.01¦ 95.90¦ 95.95¦ 95.95¦ 14.15 ¦ 2.73¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦21.11.01 ¦24.07.01¦ 95.25¦ 95.30¦ 95.25¦ 15.10 ¦ 2.50¦ 21151 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦27.07.01¦ 95.57¦ 95.61¦ 95.61¦ 14.39 ¦ 3.56¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦28.11.01 ¦25.07.01¦ 95.10¦ 95.21¦ 95.21¦ 14.93 ¦1046.85¦ 21152 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦27.07.01¦ 95.35¦ 95.41¦ 95.41¦ 14.32 ¦ 2.10¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦13.03.02 ¦25.07.01¦ 89.99¦ 89.99¦ 89.99¦ 17.58 ¦ 0.70¦ 21147 ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 2729.155 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 ¦23.07.01¦ 8.71 ¦100.46¦100.50¦100.46¦ 12.12¦ 0.52¦ 25024¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.07.01¦ 8.77 ¦100.30¦100.30¦100.30¦ 14.71¦ 7.79¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.07.01¦ 8.82 ¦100.35¦100.55¦100.53¦ 10.52¦ 51.76¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.07.01¦ 8.88 ¦100.45¦100.54¦100.54¦ 9.87¦ 19.44¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.07.01¦ 8.93 ¦100.46¦100.50¦100.50¦ 9.94¦ 27.28¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦12.09.01 ¦23.07.01¦ 5.03 ¦100.04¦100.05¦100.05¦ 13.73¦ 7.00¦ 25023¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.07.01¦ 5.06 ¦100.01¦100.07¦100.05¦ 13.80¦ 30.15¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.07.01¦ 5.10 ¦100.04¦100.08¦100.08¦ 13.63¦ 13.22¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.07.01¦ 5.14 ¦100.03¦100.10¦100.09¦ 13.45¦ 59.77¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.07.01¦ 5.18 ¦100.07¦100.13¦100.11¦ 13.27¦ 52.42¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.12.01 ¦23.07.01¦ 0.00 ¦ 94.17¦ 94.25¦ 94.25¦ 16.11¦ 79.52¦ 25030¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.07.01¦ 0.00 ¦ 94.20¦ 94.35¦ 94.31¦ 16.10¦ 52.48¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.07.01¦ 0.00 ¦ 94.30¦ 94.38¦ 94.35¦ 16.07¦ 142.87¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.07.01¦ 0.00 ¦ 94.38¦ 94.45¦ 94.45¦ 15.87¦ 424.59¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.07.01¦ 0.00 ¦ 93.45¦ 95.94¦ 94.52¦ 15.99¦ 140.16¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦06.02.02 ¦23.07.01¦ 4.10 ¦ 99.95¦100.15¦100.11¦ 15.95¦ 17.80¦ 27001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.07.01¦ 4.20 ¦ 99.98¦100.10¦100.08¦ 15.94¦ 23.47¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.07.01¦ 4.20 ¦100.04¦100.11¦100.11¦ 15.98¦ 14.02¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.07.01¦ 4.30 ¦100.00¦100.15¦100.15¦ 15.70¦ 42.66¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.07.01¦ 4.30 ¦100.03¦100.15¦100.10¦ 15.88¦ 15.61¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.05.02 ¦23.07.01¦ 3.40 ¦100.00¦100.00¦100.00¦ 16.20¦ 4.09¦ 27002¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.07.01¦ 3.40 ¦100.00¦100.06¦100.05¦ 16.20¦ 16.04¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.07.01¦ 3.50 ¦100.00¦100.12¦100.12¦ 16.12¦ 14.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.07.01¦ 3.50 ¦100.05¦101.02¦100.25¦ 15.94¦ 14.84¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.07.01¦ 3.60 ¦ 99.97¦100.18¦100.00¦ 16.05¦ 10.57¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.06.02 ¦23.07.01¦ 2.60 ¦100.00¦100.09¦100.07¦ 16.42¦ 18.79¦ 27003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.07.01¦ 2.60 ¦ 99.97¦100.09¦100.08¦ 16.50¦ 26.23¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.07.01¦ 2.70 ¦100.02¦100.17¦100.16¦ 16.28¦ 21.55¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.07.01¦ 2.70 ¦100.03¦100.27¦100.22¦ 16.24¦ 32.51¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.07.01¦ 2.80 ¦ 99.99¦100.26¦100.00¦ 16.30¦ 51.80¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦18.09.02 ¦23.07.01¦ 1.80 ¦ 99.90¦ 99.98¦ 99.95¦ 16.61¦ 0.35¦ 27004¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.07.01¦ 1.90 ¦ 99.94¦ 99.99¦ 99.98¦ 16.53¦ 5.35¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.07.01¦ 1.90 ¦ 99.96¦100.10¦100.10¦ 16.49¦ 8.68¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.07.01¦ 2.00 ¦100.00¦100.05¦100.00¦ 16.43¦ 9.57¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.07.01¦ 2.00 ¦ 99.95¦100.20¦ 99.95¦ 16.45¦ 20.21¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦09.10.02 ¦23.07.01¦ 0.50 ¦ 98.00¦ 98.15¦ 98.00¦ 16.65¦ 17.73¦ 27005¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.07.01¦ 0.50 ¦ 97.75¦ 98.02¦ 98.00¦ 16.75¦ 4.10¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.07.01¦ 0.60 ¦ 97.85¦ 98.01¦ 98.01¦ 16.69¦ 4.57¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.07.01¦ 0.60 ¦ 98.10¦ 98.15¦ 98.12¦ 16.59¦ 27.58¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.07.01¦ 0.70 ¦ 97.85¦ 98.13¦ 97.85¦ 16.68¦ 15.42¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.01.03 ¦23.07.01¦ 4.90 ¦ 96.35¦ 96.50¦ 96.44¦ 17.05¦ 3.48¦ 27006¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.07.01¦ 4.90 ¦ 96.10¦ 96.40¦ 96.40¦ 17.26¦ 22.95¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.07.01¦ 0.00 ¦ 96.15¦ 96.49¦ 96.45¦ 17.18¦ 31.38¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.07.01¦ 0.00 ¦ 96.50¦ 96.70¦ 96.68¦ 16.95¦ 35.53¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.07.01¦ 0.10 ¦ 96.30¦ 96.62¦ 96.30¦ 16.96¦ 32.46¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.02.03 ¦23.07.01¦ 4.10 ¦ 96.35¦ 96.40¦ 96.40¦ 17.33¦ 0.10¦ 27007¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.07.01¦ 4.20 ¦ 96.20¦ 96.50¦ 96.50¦ 17.36¦ 22.99¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.07.01¦ 4.30 ¦ 96.47¦ 96.58¦ 96.58¦ 17.14¦ 15.95¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.07.01¦ 4.30 ¦ 96.20¦ 96.46¦ 96.22¦ 17.37¦ 10.19¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.03 ¦25.07.01¦ 3.62 ¦ 85.50¦ 85.50¦ 85.50¦ 21.20¦ 0.05¦ 26001¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.05.03 ¦23.07.01¦ 3.40 ¦ 94.80¦ 94.85¦ 94.81¦ 17.68¦ 0.53¦ 27008¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.07.01¦ 3.40 ¦ 94.68¦ 94.76¦ 94.71¦ 17.80¦ 29.04¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.07.01¦ 3.50 ¦ 94.71¦ 95.10¦ 95.00¦ 17.59¦ 22.44¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.07.01¦ 3.50 ¦ 95.15¦ 95.26¦ 95.26¦ 17.39¦ 39.19¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.07.01¦ 3.60 ¦ 94.80¦ 95.20¦ 94.80¦ 17.50¦ 26.37¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.06.03 ¦23.07.01¦ 2.60 ¦ 94.78¦ 94.78¦ 94.78¦ 17.85¦ 0.08¦ 27009¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.07.01¦ 2.60 ¦ 94.70¦ 94.85¦ 94.85¦ 17.92¦ 14.23¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.07.01¦ 2.70 ¦ 94.70¦ 95.04¦ 95.04¦ 17.79¦ 23.22¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.07.01¦ 2.70 ¦ 95.00¦ 95.38¦ 95.20¦ 17.55¦ 12.78¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.07.01¦ 2.80 ¦ 94.80¦ 95.20¦ 94.80¦ 17.78¦ 7.76¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦17.09.03 ¦23.07.01¦ 1.80 ¦ 93.83¦ 93.98¦ 93.98¦ 17.79¦ 0.72¦ 27010¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.07.01¦ 1.90 ¦ 93.75¦ 93.91¦ 93.91¦ 17.79¦ 20.18¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.07.01¦ 1.90 ¦ 93.81¦ 94.10¦ 94.08¦ 17.70¦ 25.41¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.07.01¦ 2.00 ¦ 93.98¦ 94.45¦ 94.28¦ 17.48¦ 23.34¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.07.01¦ 2.00 ¦ 93.85¦ 94.40¦ 94.03¦ 17.61¦ 39.01¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦08.10.03 ¦23.07.01¦ 0.50 ¦ 90.51¦ 90.80¦ 90.55¦ 18.79¦ 28.86¦ 27011¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.07.01¦ 0.50 ¦ 90.35¦ 90.50¦ 90.50¦ 18.89¦ 43.36¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.07.01¦ 0.60 ¦ 90.44¦ 90.59¦ 90.59¦ 18.77¦ 27.67¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.07.01¦ 0.60 ¦ 90.65¦ 90.96¦ 90.96¦ 18.58¦ 94.11¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.07.01¦ 0.70 ¦ 90.58¦ 96.12¦ 90.71¦ 18.64¦ 60.76¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦19.11.03 ¦23.07.01¦ 1.70 ¦ 84.05¦ 84.05¦ 84.05¦ 19.64¦ 2.71¦ 27012¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.07.01¦ 1.70 ¦ 83.90¦ 83.90¦ 83.90¦ 19.77¦ 0.37¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.07.01¦ 1.70 ¦ 84.05¦ 84.18¦ 84.18¦ 19.61¦ 4.23¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.07.01¦ 1.80 ¦ 84.00¦ 84.56¦ 84.39¦ 19.51¦ 2.90¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.07.01¦ 1.80 ¦ 83.85¦ 84.30¦ 83.85¦ 19.62¦ 0.61¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.01.04 ¦23.07.01¦ 4.90 ¦ 88.75¦ 89.20¦ 88.80¦ 19.08¦ 0.57¦ 28001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.07.01¦ 4.90 ¦ 88.71¦ 88.80¦ 88.80¦ 19.16¦ 50.28¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.07.01¦ 0.00 ¦ 88.75¦ 89.05¦ 89.00¦ 19.08¦ 39.53¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.07.01¦ 0.00 ¦ 89.14¦ 89.27¦ 89.18¦ 18.90¦ 47.61¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.07.01¦ 0.10 ¦ 89.01¦ 89.30¦ 89.01¦ 18.90¦ 2.44¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.04 ¦24.07.01¦ 3.59 ¦ 79.00¦ 79.00¦ 79.00¦ 21.03¦ 1.13¦ 26002¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.07.01¦ 3.64 ¦ 79.00¦ 79.00¦ 79.00¦ 21.05¦ 0.50¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.07.01¦ 3.67 ¦ 79.00¦ 79.20¦ 79.00¦ 20.98¦ 0.50¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦02.06.04 ¦23.07.01¦ 2.06 ¦ 89.30¦ 89.30¦ 89.30¦ 19.57¦ 5.00¦ 27013¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.07.01¦ 2.10 ¦ 89.30¦ 89.30¦ 89.30¦ 19.57¦ 2.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.07.01¦ 2.15 ¦ 89.31¦ 89.35¦ 89.31¦ 19.54¦ 17.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.07.01¦ 2.19 ¦ 89.50¦ 89.59¦ 89.50¦ 19.44¦ 15.36¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.07.01¦ 2.24 ¦ 89.29¦ 89.46¦ 89.29¦ 19.51¦ 6.78¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.12.04 ¦23.07.01¦ 0.53 ¦ 86.89¦ 86.91¦ 86.89¦ 19.91¦ 36.14¦ 27014¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.07.01¦ 0.57 ¦ 86.80¦ 86.90¦ 86.88¦ 19.92¦ 45.60¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.07.01¦ 0.61 ¦ 86.86¦ 86.90¦ 86.89¦ 19.91¦ 65.94¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.07.01¦ 0.66 ¦ 87.01¦ 87.25¦ 87.15¦ 19.78¦ 69.47¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.07.01¦ 0.70 ¦ 87.00¦ 87.12¦ 87.04¦ 19.82¦ 39.63¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.05 ¦24.07.01¦ 3.59 ¦ 71.40¦ 71.60¦ 71.59¦ 22.05¦ 9.15¦ 26003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦25.07.01¦ 3.62 ¦ 71.40¦ 71.40¦ 71.40¦ 22.14¦ 0.06¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦26.07.01¦ 3.64 ¦ 71.85¦ 72.00¦ 72.00¦ 21.88¦ 2.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦27.07.01¦ 3.67 ¦ 71.80¦ 72.00¦ 71.80¦ 21.89¦ 1.00¦ ¦
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 ¦ 231 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25023 ¦ 12.09.2001 ¦ 47 ¦ 14.00 ¦ 69.81 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25024 ¦ 15.08.2001 ¦ 19 ¦ 20.00 ¦ 99.73 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25027 ¦ 27.11.2001 ¦ 123 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2001 ¦ 123 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2001 ¦ 123 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2002 ¦ 231 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2002 ¦ 231 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2002 ¦ 231 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2001 ¦ 123 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27001 ¦ 08.08.2001 ¦ 12 ¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27002 ¦ 22.08.2001 ¦ 26 ¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27003 ¦ 05.09.2001 ¦ 40 ¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27004 ¦ 19.09.2001 ¦ 54 ¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27005 ¦ 10.10.2001 ¦ 75 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 24.10.2001 ¦ 89 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 08.08.2001 ¦ 12 ¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 22.08.2001 ¦ 26 ¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 05.09.2001 ¦ 40 ¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 19.09.2001 ¦ 54 ¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 10.10.2001 ¦ 75 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 21.11.2001 ¦ 117 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 05.09.2001 ¦ 40 ¦ 16.00 ¦ 39.89 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 19.09.2001 ¦ 54 ¦ 16.00 ¦ 30.68 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 24.10.2001 ¦ 89 ¦ 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 ¦ ¦ ¦ ¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21144 ¦31.01.01¦01.08.01¦ 5¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21145 ¦07.02.01¦31.07.01¦ 4¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21147 ¦21.03.01¦13.03.02¦ 229¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21148 ¦28.03.01¦03.10.01¦ 68¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21149 ¦18.04.01¦17.10.01¦ 82¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21150 ¦16.05.01¦14.11.01¦ 110¦ 1 ¦ 3 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21151 ¦27.06.01¦21.11.01¦ 117¦ 1 ¦ 9 ¦ ¦ 4000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21152 ¦25.07.01¦28.11.01¦ 124¦ 1 ¦ 1 ¦ ¦ 4000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 231¦ 1 ¦ ¦ ¦ 32.200¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 47¦ 7 ¦ 19 ¦ ¦ 13078.548¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25024 ¦22.07.98¦15.08.01¦ 19¦ 1 ¦ ¦ ¦ 1847.420¦ 4343.224¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 123¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 488¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 853¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 141¦ ¦ ¦ 2 ¦ 31818.126¦ 1748.676¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 596¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 962¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1327¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 1219¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 194¦ ¦ ¦ ¦ 9498.334¦ 490.417¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 299¦ ¦ ¦ ¦ 9498.334¦ 490.417¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 313¦ ¦ ¦ ¦ 9498.334¦ 490.417¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 418¦ ¦ ¦ ¦ 9498.334¦ 490.417¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 439¦ ¦ ¦ ¦ 9498.334¦ 490.417¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 544¦ ¦ ¦ ¦ 9498.334¦ 490.417¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 558¦ ¦ ¦ ¦ 9498.334¦ 490.417¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 663¦ ¦ ¦ ¦ 9498.334¦ 490.417¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 677¦ ¦ ¦ ¦ 9498.334¦ 490.417¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 782¦ ¦ ¦ ¦ 9498.334¦ 490.417¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 803¦ ¦ ¦ ¦ 9498.334¦ 490.417¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 845¦ ¦ ¦ ¦ 8807.235¦ 8799.165¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 1041¦ 1 ¦ 9 ¦ ¦ 2878.464¦ 2121.536¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 1237¦ 1 ¦ 7 ¦ ¦ 2150.980¦ 2849.020¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 908¦ ¦ ¦ ¦ 9498.334¦ 490.417¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ Итого: ¦ ¦ ¦ ¦ ¦ ¦ ¦202792.687¦25777.372¦
L--------+--------+--------+-----+-------+------+--------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦23.07.01¦24.07.01¦25.07.01¦26.07.01¦27.07.01¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 15.15 ¦ 15.80 ¦ 15.62 ¦ 15.63 ¦ 15.31 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 15.35 ¦ 15.44 ¦ 15.42 ¦ 15.29 ¦ 15.27 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 16.11 ¦ 16.10 ¦ 16.07 ¦ 15.87 ¦ 15.99 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 17.92 ¦ 18.01 ¦ 17.89 ¦ 17.72 ¦ 17.82 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 14.39 ¦ 15.10 ¦ 14.93 ¦ 14.69 ¦ 14.39 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 13.68 ¦ 20.71 ¦ 12.08 ¦ 16.52 ¦ 15.35 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 16.11 ¦ 16.10 ¦ 16.07 ¦ 15.87 ¦ 15.99 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 18.78 ¦ 18.59 ¦ 18.60 ¦ 18.33 ¦ 18.05 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.01 ¦ 0.01 ¦ 4.00 ¦ 0.04 ¦ 0.04 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.04 ¦ 0.27 ¦ 0.40 ¦ 0.49 ¦ 0.49 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.25 ¦ 0.16 ¦ 0.45 ¦ 1.33 ¦ 0.44 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.10 ¦ 0.23 ¦ 0.26 ¦ 0.37 ¦ 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---------¬
¦ ¦ 23.07.01¦ 24.07.01¦ 25.07.01¦ 26.07.01¦ 27.07.01¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦198669.36¦198685.49¦202723.83¦202761.33¦202792.69¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 22000.00¦ 22000.00¦ 26000.00¦ 26000.00¦ 26000.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 17157.88¦ 17157.88¦ 17157.88¦ 17157.88¦ 17157.88¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 31818.05¦ 31818.05¦ 31818.05¦ 31818.05¦ 31818.13¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦127693.43¦127709.56¦127747.90¦127785.40¦127816.68¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦193738.97¦193733.92¦196835.77¦197217.52¦197196.84¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 21243.60¦ 21248.00¦ 25052.30¦ 25047.20¦ 25078.20¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 17671.67¦ 17672.69¦ 17681.71¦ 17696.68¦ 17705.56¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 29985.33¦ 29998.06¦ 30013.97¦ 30045.78¦ 30045.86¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦124838.37¦124815.17¦124087.80¦124427.86¦124367.22¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 370.26¦ 369.17¦ 365.57¦ 365.07¦ 363.96¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 90.75¦ 89.75¦ 94.41¦ 93.44¦ 92.45¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 110.76¦ 109.75¦ 108.57¦ 107.96¦ 107.01¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 145.00¦ 144.00¦ 143.00¦ 142.00¦ 141.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 508.67¦ 507.58¦ 510.77¦ 510.17¦ 509.16¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

РАСПОРЯЖЕНИЕ Госкомимущества РФ от 25.09.1995 n 1367-р (с изм. от 27.07.2001) <ОБ АКЦИОНЕРНОМ ОБЩЕСТВЕ ОТКРЫТОГО ТИПА ВОСТОЧНАЯ НЕФТЯНАЯ КОМПАНИЯ; ОБ АКЦИОНЕРНОМ ОБЩЕСТВЕ НОВОСИБИРСКНЕФТЕПРОДУКТ>  »
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