БЮЛЛЕТЕНЬ ЦБ РФ от 13.07.2001 n 25 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 13 июля 2001 г. N 25
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 26.736 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 ¦11.07.01¦ 99.10¦ 99.10¦ 99.10¦ 16.57¦ 0.07¦ 21145 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦13.07.01¦ 99.65¦ 99.65¦ 99.65¦ 7.12¦ 0.00¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦03.10.01 ¦09.07.01¦ 96.75¦ 96.75¦ 96.75¦ 14.26¦ 2.30¦ 21148 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦10.07.01¦ 96.77¦ 96.79¦ 96.79¦ 14.29¦ 2.50¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦11.07.01¦ 96.79¦ 96.80¦ 96.80¦ 14.36¦ 0.80¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦17.10.01 ¦09.07.01¦ 96.10¦ 96.15¦ 96.14¦ 14.65¦ 4.20¦ 21149 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦10.07.01¦ 96.09¦ 96.15¦ 96.10¦ 14.96¦ 10.80¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦12.07.01¦ 96.34¦ 96.34¦ 96.34¦ 14.30¦ 0.30¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦13.07.01¦ 96.40¦ 96.44¦ 96.44¦ 14.20¦ 0.22¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦14.11.01 ¦12.07.01¦ 95.42¦ 95.42¦ 95.42¦ 14.02¦ 0.50¦ 21150 ¦
+---------+--------+------+------+------+--------+-------+-------+
¦21.11.01 ¦09.07.01¦ 94.49¦ 94.49¦ 94.49¦ 15.77¦ 1.00¦ 21151 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦10.07.01¦ 94.78¦ 94.78¦ 94.78¦ 15.00¦ 1.05¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦12.07.01¦ 94.66¦ 94.70¦ 94.70¦ 15.51¦ 3.00¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 2299.69 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. ¦(% год.)¦ руб. ¦ка ¦
¦ ¦ ¦(% от ¦ ¦ ¦ ¦ ¦ по ¦(спра-¦
¦ ¦ ¦номин.)¦ ¦ ¦ ¦ ¦номин.)¦вочно)¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.08.01 ¦09.07.01¦ 7.95 ¦100.45¦100.70¦100.70¦ 14.06¦ 16.04¦ 25024¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.07.01¦ 8.06 ¦100.50¦100.50¦100.50¦ 14.49¦ 1.50¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.07.01¦ 8.11 ¦100.56¦100.56¦100.56¦ 13.65¦ 0.63¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.07.01¦ 8.17 ¦100.45¦100.45¦100.45¦ 14.73¦ 36.67¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦12.09.01 ¦09.07.01¦ 4.49 ¦ 99.90¦ 99.96¦ 99.96¦ 14.71¦ 2.57¦ 25023¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.07.01¦ 4.53 ¦ 99.91¦ 99.95¦ 99.94¦ 14.53¦ 41.56¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.07.01¦ 4.57 ¦ 99.80¦ 99.98¦ 99.94¦ 14.53¦ 24.70¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.07.01¦ 4.60 ¦ 99.91¦ 99.99¦ 99.99¦ 14.28¦ 8.08¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.07.01¦ 4.64 ¦ 99.87¦ 99.95¦ 99.87¦ 14.87¦ 71.60¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.12.01 ¦09.07.01¦ 0.00 ¦ 93.60¦ 93.65¦ 93.64¦ 16.28¦ 9.43¦ 25030¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.07.01¦ 0.00 ¦ 93.59¦ 93.70¦ 93.64¦ 16.42¦ 50.83¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.07.01¦ 0.00 ¦ 93.60¦ 93.69¦ 93.68¦ 16.45¦ 174.24¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.07.01¦ 0.00 ¦ 93.66¦ 93.85¦ 93.85¦ 16.27¦ 489.46¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.07.01¦ 0.00 ¦ 93.73¦ 93.89¦ 93.89¦ 16.33¦ 77.62¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦06.02.02 ¦09.07.01¦ 3.40 ¦ 99.82¦ 99.95¦ 99.95¦ 16.51¦ 24.92¦ 27001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.07.01¦ 3.40 ¦ 99.90¦100.04¦100.04¦ 16.57¦ 9.54¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.07.01¦ 3.50 ¦ 99.80¦ 99.98¦ 99.90¦ 16.50¦ 8.63¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.07.01¦ 3.50 ¦ 99.92¦100.00¦100.00¦ 16.57¦ 16.70¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.07.01¦ 3.60 ¦ 99.90¦ 99.97¦ 99.90¦ 16.47¦ 48.67¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.05.02 ¦09.07.01¦ 2.60 ¦ 99.70¦100.00¦100.00¦ 16.49¦ 5.66¦ 27002¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.07.01¦ 2.60 ¦ 99.80¦ 99.95¦ 99.95¦ 16.65¦ 8.93¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.07.01¦ 2.70 ¦ 99.51¦100.05¦ 99.93¦ 16.58¦ 7.89¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.07.01¦ 2.70 ¦ 99.87¦ 99.95¦ 99.90¦ 16.66¦ 30.51¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.07.01¦ 2.80 ¦ 99.82¦ 99.87¦ 99.87¦ 16.66¦ 2.51¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.06.02 ¦09.07.01¦ 1.80 ¦ 99.75¦100.00¦100.00¦ 16.79¦ 9.32¦ 27003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.07.01¦ 1.90 ¦ 99.90¦100.00¦100.00¦ 16.72¦ 16.13¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.07.01¦ 1.90 ¦ 99.90¦ 99.95¦ 99.95¦ 16.88¦ 2.67¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.07.01¦ 2.00 ¦ 99.80¦ 99.89¦ 99.85¦ 16.88¦ 25.03¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.07.01¦ 2.00 ¦ 99.78¦ 99.98¦ 99.98¦ 16.96¦ 27.74¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦18.09.02 ¦09.07.01¦ 1.00 ¦ 99.80¦100.00¦100.00¦ 16.82¦ 4.89¦ 27004¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.07.01¦ 1.10 ¦ 99.80¦ 99.99¦ 99.99¦ 16.76¦ 17.48¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.07.01¦ 1.20 ¦ 99.91¦ 99.98¦ 99.97¦ 16.67¦ 0.17¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.07.01¦ 1.20 ¦ 99.90¦100.00¦100.00¦ 16.76¦ 45.09¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.07.01¦ 1.30 ¦ 99.80¦ 99.86¦ 99.86¦ 16.81¦ 28.59¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦09.10.02 ¦09.07.01¦ 4.90 ¦ 97.78¦ 98.28¦ 97.85¦ 16.72¦ 62.04¦ 27005¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.07.01¦ 4.90 ¦ 97.88¦ 98.28¦ 98.05¦ 16.65¦ 62.79¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.07.01¦ 0.00 ¦ 97.70¦ 97.70¦ 97.70¦ 17.01¦ 0.02¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.07.01¦ 0.00 ¦ 97.70¦ 97.82¦ 97.82¦ 17.00¦ 53.03¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.07.01¦ 0.10 ¦ 97.70¦ 97.85¦ 97.76¦ 16.95¦ 14.11¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.01.03 ¦09.07.01¦ 4.10 ¦ 95.90¦ 96.05¦ 96.05¦ 17.66¦ 32.65¦ 27006¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.07.01¦ 4.20 ¦ 95.92¦ 96.20¦ 96.20¦ 17.47¦ 22.13¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.07.01¦ 4.20 ¦ 96.05¦ 96.35¦ 96.20¦ 17.45¦ 22.12¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.07.01¦ 4.30 ¦ 95.81¦ 96.14¦ 96.00¦ 17.54¦ 5.78¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.07.01¦ 4.30 ¦ 95.75¦ 96.00¦ 95.87¦ 17.74¦ 4.61¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.02.03 ¦09.07.01¦ 3.40 ¦ 95.81¦ 96.03¦ 96.03¦ 17.74¦ 6.40¦ 27007¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.07.01¦ 3.40 ¦ 95.86¦ 96.40¦ 96.40¦ 17.69¦ 19.02¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.07.01¦ 3.50 ¦ 95.90¦ 96.00¦ 96.00¦ 17.78¦ 3.02¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.07.01¦ 3.50 ¦ 95.75¦ 96.10¦ 96.00¦ 17.73¦ 3.08¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.07.01¦ 3.60 ¦ 96.00¦ 96.10¦ 96.10¦ 17.66¦ 3.15¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.05.03 ¦09.07.01¦ 2.60 ¦ 94.55¦ 94.75¦ 94.75¦ 17.96¦ 9.75¦ 27008¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.07.01¦ 2.60 ¦ 94.60¦ 94.80¦ 94.80¦ 17.87¦ 6.24¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.07.01¦ 2.70 ¦ 94.65¦ 94.65¦ 94.65¦ 17.93¦ 0.14¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.07.01¦ 2.70 ¦ 94.50¦ 94.70¦ 94.60¦ 17.98¦ 9.61¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.07.01¦ 2.80 ¦ 94.65¦ 94.78¦ 94.78¦ 17.87¦ 24.07¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦04.06.03 ¦09.07.01¦ 1.80 ¦ 94.61¦ 94.83¦ 94.83¦ 17.99¦ 18.07¦ 27009¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.07.01¦ 1.90 ¦ 94.80¦ 94.85¦ 94.85¦ 17.91¦ 8.16¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.07.01¦ 1.90 ¦ 94.70¦ 94.70¦ 94.70¦ 18.04¦ 0.03¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.07.01¦ 2.00 ¦ 94.70¦ 94.81¦ 94.80¦ 17.95¦ 4.15¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.07.01¦ 2.00 ¦ 94.67¦ 94.80¦ 94.80¦ 17.98¦ 3.79¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦17.09.03 ¦09.07.01¦ 1.00 ¦ 93.75¦ 93.87¦ 93.87¦ 17.97¦ 21.63¦ 27010¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.07.01¦ 1.10 ¦ 93.85¦ 93.99¦ 93.99¦ 17.86¦ 30.24¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.07.01¦ 1.20 ¦ 93.75¦ 93.94¦ 93.94¦ 17.82¦ 0.12¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.07.01¦ 1.20 ¦ 93.70¦ 93.90¦ 93.90¦ 17.87¦ 22.92¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.07.01¦ 1.30 ¦ 93.65¦ 94.00¦ 94.00¦ 17.79¦ 40.61¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦08.10.03 ¦09.07.01¦ 4.90 ¦ 90.70¦ 90.93¦ 90.70¦ 18.67¦ 15.03¦ 27011¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.07.01¦ 4.90 ¦ 90.90¦ 91.03¦ 91.03¦ 18.54¦ 1.57¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.07.01¦ 0.00 ¦ 90.40¦ 90.81¦ 90.50¦ 18.83¦ 48.79¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.07.01¦ 0.00 ¦ 90.50¦ 90.62¦ 90.55¦ 18.81¦ 4.31¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.07.01¦ 0.10 ¦ 90.50¦ 90.60¦ 90.54¦ 18.80¦ 25.75¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦19.11.03 ¦09.07.01¦ 1.30 ¦ 84.10¦ 84.10¦ 84.10¦ 19.48¦ 0.15¦ 27012¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.07.01¦ 1.30 ¦ 84.00¦ 84.10¦ 84.02¦ 19.56¦ 35.27¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.07.01¦ 1.40 ¦ 83.71¦ 84.03¦ 83.95¦ 19.61¦ 13.28¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.07.01¦ 1.40 ¦ 83.90¦ 84.00¦ 83.90¦ 19.65¦ 11.66¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.01.04 ¦09.07.01¦ 4.10 ¦ 89.40¦ 89.53¦ 89.43¦ 18.81¦ 20.65¦ 28001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.07.01¦ 4.20 ¦ 89.33¦ 89.49¦ 89.49¦ 18.80¦ 14.47¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.07.01¦ 4.20 ¦ 89.30¦ 89.40¦ 89.40¦ 18.85¦ 8.06¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.07.01¦ 4.30 ¦ 89.30¦ 89.43¦ 89.43¦ 18.83¦ 19.38¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.07.01¦ 4.30 ¦ 89.15¦ 89.30¦ 89.30¦ 18.93¦ 7.47¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦02.06.04 ¦09.07.01¦ 1.45 ¦ 89.40¦ 89.50¦ 89.50¦ 19.48¦ 18.00¦ 27013¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.07.01¦ 1.49 ¦ 89.40¦ 89.45¦ 89.40¦ 19.50¦ 10.38¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.07.01¦ 1.53 ¦ 89.00¦ 89.22¦ 89.10¦ 19.72¦ 73.77¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.07.01¦ 1.58 ¦ 89.20¦ 89.50¦ 89.30¦ 19.56¦ 15.78¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.07.01¦ 1.62 ¦ 89.40¦ 89.40¦ 89.40¦ 19.51¦ 3.50¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.12.04 ¦12.07.01¦ 0.04 ¦ 86.72¦ 87.74¦ 86.88¦ 19.94¦ 39.68¦ 27014¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.07.01¦ 0.09 ¦ 86.88¦ 86.99¦ 86.90¦ 19.91¦ 47.91¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.05 ¦09.07.01¦ 3.18 ¦ 71.80¦ 72.01¦ 72.00¦ 21.71¦ 2.52¦ 26003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.07.01¦ 3.21 ¦ 71.56¦ 72.00¦ 71.56¦ 21.74¦ 1.00¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.07.01¦ 3.23 ¦ 71.50¦ 71.50¦ 71.50¦ 21.99¦ 0.05¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.07.01¦ 3.26 ¦ 71.50¦ 71.89¦ 71.89¦ 21.85¦ 1.78¦ ¦
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 ¦ 245 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25023 ¦ 12.09.2001 ¦ 61 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25024 ¦ 15.08.2001 ¦ 33 ¦ 20.00 ¦ 99.73 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25027 ¦ 27.11.2001 ¦ 137 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2001 ¦ 137 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2001 ¦ 137 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2002 ¦ 245 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2002 ¦ 245 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2002 ¦ 245 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2001 ¦ 137 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27001 ¦ 08.08.2001 ¦ 26 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27002 ¦ 22.08.2001 ¦ 40 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27003 ¦ 05.09.2001 ¦ 54 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27004 ¦ 19.09.2001 ¦ 68 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27005 ¦ 10.10.2001 ¦ 89 ¦ 15.00 ¦ 0.37 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27006 ¦ 25.07.2001 ¦ 12 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27007 ¦ 08.08.2001 ¦ 26 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27008 ¦ 22.08.2001 ¦ 40 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27009 ¦ 05.09.2001 ¦ 54 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27010 ¦ 19.09.2001 ¦ 68 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27011 ¦ 10.10.2001 ¦ 89 ¦ 15.00 ¦ 0.37 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27012 ¦ 21.11.2001 ¦ 131 ¦ 10.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27013 ¦ 05.09.2001 ¦ 54 ¦ 16.00 ¦ 39.89 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27014 ¦ 19.09.2001 ¦ 68 ¦ 16.00 ¦ 30.68 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 28001 ¦ 25.07.2001 ¦ 12 ¦ 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¦ 19 ¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21145 ¦07.02.01¦31.07.01¦ 18 ¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21147 ¦21.03.01¦13.03.02¦ 243 ¦ 1 ¦ ¦ ¦ 2780.313¦ 219.687¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21148 ¦28.03.01¦03.10.01¦ 82 ¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21149 ¦18.04.01¦17.10.01¦ 96 ¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21150 ¦16.05.01¦14.11.01¦ 124 ¦ 1 ¦ 3 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21151 ¦27.06.01¦21.11.01¦ 131 ¦ 1 ¦ 5 ¦ ¦ 3338.605¦ 661.395¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 245 ¦ 1 ¦ ¦ ¦ 32.200¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 61 ¦ 7 ¦ 19 ¦ ¦ 13078.548¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25024 ¦22.07.98¦15.08.01¦ 33 ¦ 1 ¦ ¦ ¦ 1847.420¦ 4343.224¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.96¦27.11.01¦ 137 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 502 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 867 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 155 ¦ ¦ ¦ 2 ¦ 31818.049¦ 1748.753¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 610 ¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 976 ¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦1341 ¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦1233 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 208 ¦ ¦ ¦ ¦ 9498.311¦ 490.440¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 313 ¦ ¦ ¦ ¦ 9498.311¦ 490.440¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 327 ¦ ¦ ¦ ¦ 9498.311¦ 490.440¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 432 ¦ ¦ ¦ ¦ 9498.311¦ 490.440¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 453 ¦ ¦ ¦ ¦ 9498.311¦ 490.440¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 558 ¦ ¦ ¦ ¦ 9498.311¦ 490.440¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 572 ¦ ¦ ¦ ¦ 9498.311¦ 490.440¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 677 ¦ ¦ ¦ ¦ 9498.311¦ 490.440¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 691 ¦ ¦ ¦ ¦ 9498.311¦ 490.440¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 796 ¦ ¦ ¦ ¦ 9498.311¦ 490.440¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 817 ¦ ¦ ¦ ¦ 9498.311¦ 490.440¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 859 ¦ ¦ ¦ ¦ 8807.235¦ 8799.165¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦1055 ¦ 1 ¦ 5 ¦ ¦ 2549.927¦ 2450.073¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦1251 ¦ 1 ¦ ¦ ¦ 1009.801¦ 3990.199¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 922 ¦ ¦ ¦ ¦ 9498.311¦ 490.440¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ Итого: ¦ ¦ ¦ ¦ ¦ ¦ ¦196441.541¦28128.519¦
L--------+--------+--------+-----+-------+------+--------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦09.07.01¦10.07.01¦11.07.01¦12.07.01¦13.07.01¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 15.48 ¦ 15.30 ¦ 15.39 ¦ 15.30 ¦ 15.03 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 15.43 ¦ 15.39 ¦ 15.52 ¦ 15.36 ¦ 15.56 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 16.28 ¦ 16.42 ¦ 16.45 ¦ 16.27 ¦ 16.33 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 17.98 ¦ 17.93 ¦ 18.05 ¦ 18.05 ¦ 18.05 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 14.75 ¦ 14.86 ¦ 14.41 ¦ 15.24 ¦ 14.17 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 19.84 ¦ 16.41 ¦ 14.80 ¦ 20.03 ¦ 14.84 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 16.28 ¦ 16.42 ¦ 16.45 ¦ 16.27 ¦ 16.33 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 17.90 ¦ 17.92 ¦ 19.06 ¦ 18.31 ¦ 18.12 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.04 ¦ 0.07 ¦ 0.00 ¦ 0.02 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.13 ¦ 0.25 ¦ 0.16 ¦ 0.06 ¦ 0.65 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.03 ¦ 0.16 ¦ 0.55 ¦ 0.05 ¦ 0.24 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.20 ¦ 0.21 ¦ 0.13 ¦ 0.24 ¦ 0.21 ¦
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---------¬
¦ ¦ 09.07.01¦ 10.07.01¦ 11.07.01¦ 12.07.01¦ 13.07.01¦
+-----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость, ¦195430.74¦195430.74¦196440.54¦196441.54¦196441.54¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 21117.92¦ 21117.92¦ 21117.92¦ 21118.92¦ 21118.92¦
+-----------------------+---------+---------+---------+---------+---------+
¦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 ¦125336.89¦125336.89¦126346.69¦126346.69¦126346.69¦
+-----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦190424.15¦190570.04¦190449.76¦190558.88¦190621.79¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 20307.17¦ 20316.55¦ 20320.15¦ 20337.90¦ 20356.20¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 17568.40¦ 17578.36¦ 17578.51¦ 17594.52¦ 17587.23¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 29794.42¦ 29791.24¦ 29800.78¦ 29832.60¦ 29838.97¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦122754.16¦122883.89¦122750.31¦122793.86¦122839.39¦
+-----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 376.86¦ 375.99¦ 379.50¦ 378.51¦ 377.52¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 102.39¦ 101.40¦ 100.39¦ 99.40¦ 98.34¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 124.61¦ 123.60¦ 122.31¦ 121.52¦ 120.62¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 159.00¦ 158.00¦ 157.00¦ 156.00¦ 155.00¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 511.25¦ 510.34¦ 516.56¦ 515.62¦ 514.61¦
L-----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

ПОСТАНОВЛЕНИЕ Госгортехнадзора РФ от 13.07.2001 n 31 ОБ УТВЕРЖДЕНИИ И ВВОДЕ В ДЕЙСТВИЕ ИЗМЕНЕНИЯ n 1 К НОРМАМ РАСЧЕТА НА ПРОЧНОСТЬ СТАЦИОНАРНЫХ КОТЛОВ И ТРУБОПРОВОДОВ ПАРА И ГОРЯЧЕЙ ВОДЫ  »
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