БЮЛЛЕТЕНЬ ЦБ РФ от 20.07.2001 n 26 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 20 июля 2001 г. N 26
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 916.571 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. по¦(спра- ¦
¦ ¦ ¦ ¦ ¦ ¦ ¦номин.)¦вочно) ¦
+---------+--------+------+------+------+--------+-------+-------+
¦31.07.01 ¦17.07.01¦ 99.68¦ 99.69¦ 99.69¦ 8.11¦ 10.03¦ 21145 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦19.07.01¦ 99.71¦ 99.77¦ 99.77¦ 7.32¦ 1.66¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦20.07.01¦ 99.77¦ 99.77¦ 99.77¦ 7.65¦ 2.43¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦03.10.01 ¦17.07.01¦ 96.99¦ 96.99¦ 96.99¦ 14.52¦ 0.00¦ 21148 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦19.07.01¦ 97.16¦ 97.16¦ 97.16¦ 14.04¦ 2.70¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦17.10.01 ¦17.07.01¦ 96.38¦ 96.38¦ 96.38¦ 14.90¦ 1.00¦ 21149 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦18.07.01¦ 96.47¦ 96.47¦ 96.47¦ 14.68¦ 2.50¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦19.07.01¦ 96.55¦ 96.55¦ 96.55¦ 14.49¦ 0.20¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦20.07.01¦ 96.51¦ 96.66¦ 96.66¦ 14.57¦ 0.92¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦14.11.01 ¦18.07.01¦ 95.42¦ 95.42¦ 95.42¦ 14.72¦ 0.10¦ 21150 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦19.07.01¦ 95.42¦ 95.42¦ 95.42¦ 14.85¦ 0.40¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦20.07.01¦ 95.40¦ 95.60¦ 95.60¦ 14.73¦ 1.58¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦21.11.01 ¦16.07.01¦ 94.83¦ 94.83¦ 94.83¦ 15.55¦ 1.00¦ 21151 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦17.07.01¦ 95.07¦ 95.10¦ 95.10¦ 14.84¦ 42.82¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦18.07.01¦ 95.09¦ 95.09¦ 95.09¦ 14.96¦ 30.00¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦19.07.01¦ 95.16¦ 95.16¦ 95.16¦ 14.85¦ 599.40¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦13.03.02 ¦17.07.01¦ 89.87¦ 89.87¦ 89.87¦ 17.21¦ 0.15¦ 21147 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦19.07.01¦ 89.88¦ 89.88¦ 89.88¦ 17.34¦ 219.69¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦20.07.01¦ 89.99¦ 89.99¦ 89.99¦ 17.20¦ 0.00¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 3013.038 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 ¦16.07.01¦ 8.33 ¦100.50¦100.50¦100.50¦ 13.57¦ 0.50¦ 25024¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.07.01¦ 8.44 ¦100.47¦100.57¦100.57¦ 12.70¦ 52.40¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦12.09.01 ¦16.07.01¦ 4.76 ¦ 99.88¦ 99.90¦ 99.88¦ 14.90¦ 4.65¦ 25023¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.07.01¦ 4.80 ¦ 99.90¦ 99.99¦ 99.99¦ 14.48¦ 59.11¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.07.01¦ 4.83 ¦ 99.97¦100.00¦100.00¦ 14.20¦ 22.21¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.07.01¦ 4.87 ¦100.00¦100.05¦100.02¦ 13.92¦ 14.92¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.07.01¦ 4.91 ¦100.01¦100.08¦100.08¦ 13.76¦ 20.86¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.12.01 ¦16.07.01¦ 0.00 ¦ 93.90¦ 93.95¦ 93.92¦ 16.26¦ 15.89¦ 25030¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.07.01¦ 0.00 ¦ 93.91¦ 94.00¦ 93.98¦ 16.19¦ 109.76¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.07.01¦ 0.00 ¦ 94.00¦ 94.02¦ 94.00¦ 16.25¦ 68.52¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.07.01¦ 0.00 ¦ 94.09¦ 94.15¦ 94.11¦ 16.03¦ 5.04¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.07.01¦ 0.00 ¦ 94.08¦ 94.15¦ 94.10¦ 16.15¦ 93.39¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦06.02.02 ¦16.07.01¦ 3.70 ¦ 99.87¦ 99.90¦ 99.90¦ 16.64¦ 15.42¦ 27001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.07.01¦ 3.80 ¦ 99.85¦ 99.90¦ 99.87¦ 16.54¦ 33.58¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.07.01¦ 3.80 ¦ 99.95¦100.07¦100.07¦ 16.31¦ 0.50¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.07.01¦ 3.90 ¦100.00¦100.00¦100.00¦ 16.25¦ 0.15¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.07.01¦ 4.00 ¦ 99.97¦100.05¦100.05¦ 16.15¦ 24.49¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.05.02 ¦16.07.01¦ 3.00 ¦ 99.80¦ 99.85¦ 99.81¦ 16.60¦ 5.81¦ 27002¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.07.01¦ 3.00 ¦ 99.75¦ 99.80¦ 99.80¦ 16.71¦ 19.88¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.07.01¦ 3.10 ¦ 99.91¦ 99.91¦ 99.91¦ 16.45¦ 2.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.07.01¦ 3.10 ¦ 99.95¦ 99.95¦ 99.95¦ 16.46¦ 0.09¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.07.01¦ 3.20 ¦ 99.95¦100.10¦100.10¦ 16.30¦ 8.08¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.06.02 ¦16.07.01¦ 2.20 ¦ 99.80¦ 99.83¦ 99.83¦ 16.90¦ 2.31¦ 27003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.07.01¦ 2.30 ¦ 99.70¦ 99.90¦ 99.90¦ 16.82¦ 2.74¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.07.01¦ 2.30 ¦ 99.90¦ 99.90¦ 99.90¦ 16.74¦ 15.88¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.07.01¦ 2.40 ¦ 99.92¦100.00¦100.00¦ 16.54¦ 10.29¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.07.01¦ 2.40 ¦100.00¦100.01¦100.01¦ 16.59¦ 5.57¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦18.09.02 ¦16.07.01¦ 1.40 ¦ 99.82¦ 99.83¦ 99.83¦ 16.84¦ 3.14¦ 27004¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.07.01¦ 1.50 ¦ 99.82¦ 99.87¦ 99.87¦ 16.75¦ 17.97¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.07.01¦ 1.50 ¦ 99.92¦ 99.95¦ 99.95¦ 16.70¦ 8.48¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.07.01¦ 1.60 ¦ 99.89¦100.00¦100.00¦ 16.68¦ 1.39¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.07.01¦ 1.60 ¦ 99.93¦100.00¦100.00¦ 16.65¦ 20.74¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦09.10.02 ¦16.07.01¦ 0.20 ¦ 97.70¦ 97.80¦ 97.80¦ 16.96¦ 29.60¦ 27005¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.07.01¦ 0.20 ¦ 97.75¦ 97.83¦ 97.80¦ 16.96¦ 7.30¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.07.01¦ 0.30 ¦ 97.70¦ 97.88¦ 97.87¦ 16.85¦ 7.03¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.07.01¦ 0.30 ¦ 97.87¦ 97.99¦ 97.99¦ 16.79¦ 1.62¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.07.01¦ 0.40 ¦ 98.00¦ 98.05¦ 98.00¦ 16.68¦ 12.22¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.01.03 ¦16.07.01¦ 4.50 ¦ 95.79¦ 95.82¦ 95.79¦ 17.74¦ 34.92¦ 27006¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.07.01¦ 4.60 ¦ 95.80¦ 95.85¦ 95.80¦ 17.69¦ 34.30¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.07.01¦ 4.60 ¦ 96.00¦ 96.28¦ 96.20¦ 17.42¦ 35.20¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.07.01¦ 4.70 ¦ 96.20¦ 96.25¦ 96.25¦ 17.31¦ 32.74¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.07.01¦ 4.70 ¦ 96.38¦ 96.84¦ 96.84¦ 16.95¦ 59.89¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.02.03 ¦16.07.01¦ 3.70 ¦ 96.00¦ 96.00¦ 96.00¦ 17.72¦ 1.08¦ 27007¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.07.01¦ 3.80 ¦ 95.90¦ 95.95¦ 95.95¦ 17.71¦ 3.44¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.07.01¦ 3.80 ¦ 96.00¦ 96.30¦ 96.30¦ 17.57¦ 12.24¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.07.01¦ 3.90 ¦ 96.20¦ 96.40¦ 96.40¦ 17.37¦ 8.81¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.07.01¦ 4.00 ¦ 96.33¦ 96.40¦ 96.36¦ 17.27¦ 1.34¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.05.03 ¦16.07.01¦ 3.00 ¦ 94.70¦ 94.70¦ 94.70¦ 17.84¦ 1.00¦ 27008¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.07.01¦ 3.00 ¦ 94.50¦ 94.70¦ 94.50¦ 17.98¦ 10.25¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.07.01¦ 3.10 ¦ 94.75¦ 94.90¦ 94.90¦ 17.77¦ 1.17¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.07.01¦ 3.10 ¦ 94.75¦ 94.85¦ 94.82¦ 17.77¦ 6.82¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.07.01¦ 3.20 ¦ 94.50¦ 95.00¦ 95.00¦ 17.67¦ 8.55¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.06.03 ¦16.07.01¦ 2.20 ¦ 94.75¦ 94.79¦ 94.78¦ 17.92¦ 5.02¦ 27009¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.07.01¦ 2.30 ¦ 94.25¦ 94.75¦ 94.68¦ 17.96¦ 39.11¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.07.01¦ 2.30 ¦ 94.55¦ 94.70¦ 94.70¦ 17.97¦ 2.05¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.07.01¦ 2.40 ¦ 94.75¦ 94.95¦ 94.95¦ 17.77¦ 5.14¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.07.01¦ 2.40 ¦ 94.90¦ 94.97¦ 94.97¦ 17.76¦ 6.59¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦17.09.03 ¦16.07.01¦ 1.40 ¦ 93.91¦ 94.00¦ 93.96¦ 17.81¦ 9.07¦ 27010¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.07.01¦ 1.50 ¦ 93.75¦ 93.90¦ 93.86¦ 17.83¦ 34.95¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.07.01¦ 1.50 ¦ 93.90¦ 94.00¦ 93.95¦ 17.82¦ 34.53¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.07.01¦ 1.60 ¦ 93.81¦ 94.12¦ 94.12¦ 17.74¦ 9.17¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.07.01¦ 1.60 ¦ 93.97¦ 94.12¦ 94.12¦ 17.71¦ 8.51¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦08.10.03 ¦16.07.01¦ 0.20 ¦ 90.10¦ 90.49¦ 90.30¦ 18.92¦ 2.66¦ 27011¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.07.01¦ 0.20 ¦ 90.20¦ 90.29¦ 90.29¦ 19.02¦ 25.06¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.07.01¦ 0.30 ¦ 90.35¦ 90.60¦ 90.50¦ 18.89¦ 14.99¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.07.01¦ 0.30 ¦ 90.38¦ 90.56¦ 90.48¦ 18.83¦ 6.07¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.07.01¦ 0.40 ¦ 90.59¦ 90.70¦ 90.70¦ 18.70¦ 16.65¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦19.11.03 ¦16.07.01¦ 1.50 ¦ 83.75¦ 83.86¦ 83.80¦ 19.73¦ 22.77¦ 27012¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.07.01¦ 1.50 ¦ 83.55¦ 83.75¦ 83.69¦ 19.86¦ 57.82¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.07.01¦ 1.50 ¦ 83.56¦ 84.08¦ 83.95¦ 19.68¦ 23.41¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.07.01¦ 1.60 ¦ 83.99¦ 84.00¦ 84.00¦ 19.63¦ 35.29¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.07.01¦ 1.60 ¦ 84.05¦ 84.20¦ 84.20¦ 19.62¦ 22.10¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.01.04 ¦16.07.01¦ 4.50 ¦ 89.10¦ 89.11¦ 89.10¦ 18.98¦ 2.00¦ 28001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.07.01¦ 4.60 ¦ 88.10¦ 89.20¦ 88.91¦ 19.05¦ 18.87¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.07.01¦ 4.60 ¦ 88.71¦ 89.06¦ 88.95¦ 19.08¦ 42.07¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.07.01¦ 4.70 ¦ 88.90¦ 89.00¦ 89.00¦ 19.03¦ 32.50¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.07.01¦ 4.70 ¦ 89.00¦ 89.20¦ 89.20¦ 18.96¦ 8.68¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.04 ¦16.07.01¦ 3.37 ¦ 78.80¦ 78.80¦ 78.80¦ 21.07¦ 0.43¦ 26002¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.07.01¦ 3.48 ¦ 79.00¦ 79.00¦ 79.00¦ 20.99¦ 0.50¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦02.06.04 ¦16.07.01¦ 1.75 ¦ 89.10¦ 89.27¦ 89.10¦ 19.67¦ 5.26¦ 27013¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.07.01¦ 1.80 ¦ 89.05¦ 89.10¦ 89.05¦ 19.70¦ 20.64¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.07.01¦ 1.89 ¦ 89.00¦ 89.24¦ 89.24¦ 19.60¦ 306.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.07.01¦ 1.93 ¦ 89.30¦ 89.41¦ 89.41¦ 19.51¦ 32.45¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.12.04 ¦16.07.01¦ 0.22 ¦ 86.70¦ 86.80¦ 86.70¦ 19.99¦ 5.39¦ 27014¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.07.01¦ 0.26 ¦ 86.72¦ 86.76¦ 86.72¦ 19.99¦ 6.54¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.07.01¦ 0.31 ¦ 86.80¦ 86.90¦ 86.88¦ 19.92¦ 18.66¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.07.01¦ 0.35 ¦ 86.74¦ 86.95¦ 86.88¦ 19.92¦ 935.03¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.07.01¦ 0.39 ¦ 86.87¦ 86.93¦ 86.89¦ 19.90¦ 215.31¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.05 ¦16.07.01¦ 3.37 ¦ 71.89¦ 71.90¦ 71.90¦ 21.81¦ 0.90¦ 26003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.07.01¦ 3.40 ¦ 71.50¦ 71.90¦ 71.90¦ 21.86¦ 0.24¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.07.01¦ 3.43 ¦ 71.50¦ 71.55¦ 71.50¦ 22.03¦ 3.03¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.07.01¦ 3.45 ¦ 71.25¦ 71.75¦ 71.50¦ 22.06¦ 0.53¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.07.01¦ 3.48 ¦ 71.50¦ 71.70¦ 71.70¦ 21.97¦ 1.85¦ ¦
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 ¦ 238¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25023 ¦ 12.09.2001 ¦ 54¦ 14.00 ¦ 69.81 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25024 ¦ 15.08.2001 ¦ 26¦ 20.00 ¦ 99.73 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25027 ¦ 27.11.2001 ¦ 130¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2001 ¦ 130¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2001 ¦ 130¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2002 ¦ 238¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2002 ¦ 238¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2002 ¦ 238¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2001 ¦ 130¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27001 ¦ 08.08.2001 ¦ 19¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27002 ¦ 22.08.2001 ¦ 33¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27003 ¦ 05.09.2001 ¦ 47¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27004 ¦ 19.09.2001 ¦ 61¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27005 ¦ 10.10.2001 ¦ 82¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 25.07.2001 ¦ 5¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 08.08.2001 ¦ 19¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 22.08.2001 ¦ 33¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 05.09.2001 ¦ 47¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 19.09.2001 ¦ 61¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 10.10.2001 ¦ 82¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 21.11.2001 ¦ 124¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 05.09.2001 ¦ 47¦ 16.00 ¦ 39.89 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 19.09.2001 ¦ 61¦ 16.00 ¦ 30.68 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 25.07.2001 ¦ 5¦ 20.00 ¦ 0.50 ¦
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¦ 12¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21145 ¦07.02.01¦31.07.01¦ 11¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21147 ¦21.03.01¦13.03.02¦ 236¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21148 ¦28.03.01¦03.10.01¦ 75¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21149 ¦18.04.01¦17.10.01¦ 89¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21150 ¦16.05.01¦14.11.01¦ 117¦ 1 ¦ 3 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21151 ¦27.06.01¦21.11.01¦ 124¦ 1 ¦ 9 ¦ ¦ 4000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 238¦ 1 ¦ ¦ ¦ 32.200¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 54¦ 7 ¦ 19 ¦ ¦ 13078.548¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25024 ¦22.07.98¦15.08.01¦ 26¦ 1 ¦ ¦ ¦ 1847.420¦ 4343.224¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 130¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 495¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 860¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 148¦ ¦ ¦ 2 ¦ 31818.049¦ 1748.753¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 603¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 969¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1334¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 1226¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 201¦ ¦ ¦ ¦ 9498.311¦ 490.440¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 306¦ ¦ ¦ ¦ 9498.311¦ 490.440¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 320¦ ¦ ¦ ¦ 9498.311¦ 490.440¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 425¦ ¦ ¦ ¦ 9498.311¦ 490.440¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 446¦ ¦ ¦ ¦ 9498.311¦ 490.440¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 551¦ ¦ ¦ ¦ 9498.311¦ 490.440¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 565¦ ¦ ¦ ¦ 9498.311¦ 490.440¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 670¦ ¦ ¦ ¦ 9498.311¦ 490.440¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 684¦ ¦ ¦ ¦ 9498.311¦ 490.440¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 789¦ ¦ ¦ ¦ 9498.311¦ 490.440¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 810¦ ¦ ¦ ¦ 9498.311¦ 490.440¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 852¦ ¦ ¦ ¦ 8807.235¦ 8799.165¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 1048¦ 1 ¦ 7 ¦ ¦ 2872.927¦ 2127.073¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 1244¦ 1 ¦ 2 ¦ ¦ 2019.399¦ 2980.601¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 915¦ ¦ ¦ ¦ 9498.311¦ 490.440¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦198655.221¦25914.839¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦16.07.01¦17.07.01¦18.07.01¦19.07.01¦20.07.01¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 14.89 ¦ 15.09 ¦ 15.29 ¦ 15.38 ¦ 15.35 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 15.58 ¦ 15.49 ¦ 15.44 ¦ 15.37 ¦ 15.32 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 16.26 ¦ 16.19 ¦ 16.25 ¦ 16.03 ¦ 16.15 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 18.09 ¦ 18.12 ¦ 18.02 ¦ 17.97 ¦ 17.89 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 15.55 ¦ 14.68 ¦ 14.94 ¦ 15.83 ¦ 14.03 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 20.27 ¦ 14.94 ¦ 17.72 ¦ 16.96 ¦ 18.97 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 16.26 ¦ 16.19 ¦ 16.25 ¦ 16.03 ¦ 16.15 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 18.27 ¦ 18.56 ¦ 18.53 ¦ 19.75 ¦ 19.21 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.25 ¦ 0.15 ¦ 3.64 ¦ 0.02 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.04 ¦ 0.35 ¦ 0.47 ¦ 0.09 ¦ 0.13 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.05 ¦ 0.34 ¦ 0.22 ¦ 0.02 ¦ 0.29 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.11 ¦ 0.26 ¦ 0.17 ¦ 0.99 ¦ 0.33 ¦
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---------¬
¦ ¦ 16.07.01¦ 17.07.01¦ 18.07.01¦ 19.07.01¦ 20.07.01¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦196442.54¦196473.54¦196503.54¦198528.62¦198655.22¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+ ¦
¦ГКО ¦ 21119.92¦ 21150.92¦ 21180.92¦ 22000.00¦ 22000.00¦
+----------------------+---------+---------+---------+---------+---------+
¦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¦ 31818.05¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦126346.69¦126346.69¦126346.69¦127552.69¦127679.29¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦190810.56¦190898.76¦191156.79¦193222.24¦193533.55¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 20361.82¦ 20415.18¦ 20446.40¦ 21226.50¦ 21232.80¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 17607.55¦ 17621.13¦ 17630.04¦ 17641.18¦ 17653.11¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 29883.51¦ 29902.60¦ 29908.97¦ 29943.97¦ 29943.97¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦122957.68¦122959.85¦123171.38¦124410.59¦124703.67¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 374.46¦ 373.26¦ 372.37¦ 373.81¦ 373.33¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 95.35¦ 94.46¦ 93.51¦ 94.72¦ 93.74¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 117.73¦ 116.68¦ 115.48¦ 114.46¦ 113.65¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 152.00¦ 151.00¦ 150.00¦ 149.00¦ 148.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 511.52¦ 510.37¦ 509.43¦ 512.31¦ 511.80¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

ПРИКАЗ МАП РФ от 20.07.2001 n 851 ОБ УТВЕРЖДЕНИИ РЕШЕНИЯ ПРАВЛЕНИЯ (вместе с РЕШЕНИЕМ Правления МАП РФ от 20.07.2001 n 30/05-1)  »
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