БЮЛЛЕТЕНЬ ЦБ РФ от 06.07.2001 n 24 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 6 июля 2001 г. N 24
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 54.672 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 ¦02.07.01¦ 99.05¦ 99.06¦ 99.06¦ 11.94¦ 1.00¦ 21145 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦03.07.01¦ 99.02¦ 99.02¦ 99.02¦ 12.90¦ 1.06¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦05.07.01¦ 99.38¦ 99.38¦ 99.38¦ 8.76¦ 0.00¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦06.07.01¦ 99.00¦ 99.25¦ 99.00¦ 14.75¦ 2.19¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦03.10.01 ¦03.07.01¦ 96.50¦ 96.50¦ 96.50¦ 14.39¦ 2.41¦ 21148 ¦
+---------+--------+------+------+------+--------+-------+-------+
¦17.10.01 ¦04.07.01¦ 95.95¦ 96.05¦ 96.05¦ 14.48¦ 4.72¦ 21149 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦05.07.01¦ 96.10¦ 96.10¦ 96.10¦ 14.24¦ 1.00¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦14.11.01 ¦06.07.01¦ 95.00¦ 95.00¦ 95.00¦ 14.66¦ 1.00¦ 21150 ¦
+---------+--------+------+------+------+--------+-------+-------+
¦21.11.01 ¦03.07.01¦ 94.25¦ 94.25¦ 94.25¦ 15.79¦ 2.75¦ 21151 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦04.07.01¦ 94.20¦ 94.25¦ 94.20¦ 16.02¦ 5.30¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦05.07.01¦ 94.30¦ 94.32¦ 94.32¦ 15.84¦ 29.04¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦06.07.01¦ 94.35¦ 94.35¦ 94.35¦ 15.84¦ 1.20¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦13.03.02 ¦06.07.01¦ 89.55¦ 89.55¦ 89.55¦ 17.04¦ 3.00¦ 21147 ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 3277.347 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 ¦02.07.01¦ 7.56 ¦100.63¦100.63¦100.63¦ 14.50¦ 0.20¦ 25024¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦03.07.01¦ 7.62 ¦100.63¦100.63¦100.63¦ 14.37¦ 0.32¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.07.01¦ 7.67 ¦100.50¦100.51¦100.51¦ 15.43¦ 6.07¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.07.01¦ 7.73 ¦100.54¦100.60¦100.54¦ 14.47¦ 5.92¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.07.01¦ 7.78 ¦100.49¦100.51¦100.50¦ 15.20¦ 20.08¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦12.09.01 ¦02.07.01¦ 4.22 ¦ 99.95¦ 99.97¦ 99.96¦ 14.46¦ 2.23¦ 25023¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦03.07.01¦ 4.26 ¦ 99.82¦ 99.97¦ 99.82¦ 14.68¦ 8.79¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.07.01¦ 4.30 ¦ 99.83¦ 99.95¦ 99.95¦ 14.63¦ 19.67¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.07.01¦ 4.33 ¦ 99.90¦ 99.98¦ 99.98¦ 14.40¦ 8.68¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.07.01¦ 4.37 ¦ 99.90¦ 99.95¦ 99.95¦ 14.52¦ 24.82¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.12.01 ¦02.07.01¦ 0.00 ¦ 92.99¦ 93.04¦ 93.00¦ 17.27¦ 26.25¦ 25030¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦03.07.01¦ 0.00 ¦ 93.05¦ 93.35¦ 93.05¦ 16.91¦ 50.34¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.07.01¦ 0.00 ¦ 93.23¦ 93.31¦ 93.27¦ 16.72¦ 79.37¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.07.01¦ 0.00 ¦ 93.29¦ 93.33¦ 93.30¦ 16.80¦ 43.50¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.07.01¦ 0.00 ¦ 93.38¦ 93.50¦ 93.40¦ 16.43¦ 984.25¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦06.02.02 ¦02.07.01¦ 3.00 ¦ 99.80¦ 99.90¦ 99.80¦ 16.98¦ 31.30¦ 27001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦03.07.01¦ 3.00 ¦ 99.80¦ 99.91¦ 99.80¦ 16.99¦ 54.30¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.07.01¦ 3.10 ¦ 99.91¦ 99.95¦ 99.95¦ 16.67¦ 10.61¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.07.01¦ 3.10 ¦ 99.97¦100.01¦100.00¦ 16.66¦ 30.99¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.07.01¦ 3.20 ¦ 99.90¦100.00¦ 99.90¦ 16.69¦ 33.82¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.02 ¦03.07.01¦ 3.01 ¦ 94.90¦ 94.90¦ 94.90¦ 18.13¦ 0.01¦ 25014¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.05.02 ¦02.07.01¦ 2.20 ¦ 99.78¦ 99.90¦ 99.78¦ 16.89¦ 218.58¦ 27002¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦03.07.01¦ 2.30 ¦ 99.70¦ 99.81¦ 99.70¦ 16.92¦ 26.07¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.07.01¦ 2.30 ¦ 99.81¦ 99.99¦ 99.90¦ 16.76¦ 45.32¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.07.01¦ 2.40 ¦ 99.94¦100.00¦ 99.96¦ 16.57¦ 10.17¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.07.01¦ 2.40 ¦ 99.80¦ 99.99¦ 99.88¦ 16.80¦ 12.34¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.06.02 ¦02.07.01¦ 1.40 ¦ 99.75¦ 99.83¦ 99.75¦ 17.20¦ 102.13¦ 27003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦03.07.01¦ 1.50 ¦ 99.71¦ 99.81¦ 99.75¦ 17.15¦ 26.77¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.07.01¦ 1.50 ¦ 99.89¦ 99.99¦ 99.95¦ 16.95¦ 27.93¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.07.01¦ 1.60 ¦ 99.89¦100.00¦ 99.97¦ 16.84¦ 104.64¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.07.01¦ 1.60 ¦ 99.80¦ 99.99¦ 99.93¦ 16.95¦ 34.37¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦18.09.02 ¦02.07.01¦ 0.70 ¦ 99.66¦ 99.70¦ 99.66¦ 17.07¦ 99.71¦ 27004¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦03.07.01¦ 0.70 ¦ 99.69¦ 99.75¦ 99.70¦ 17.11¦ 39.19¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.07.01¦ 0.80 ¦ 99.84¦ 99.91¦ 99.84¦ 16.89¦ 34.80¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.07.01¦ 0.80 ¦ 99.85¦100.00¦ 99.95¦ 16.85¦ 96.37¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.07.01¦ 0.90 ¦ 99.81¦ 99.94¦ 99.94¦ 16.82¦ 11.24¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦09.10.02 ¦02.07.01¦ 4.50 ¦ 97.60¦ 97.80¦ 97.60¦ 17.16¦ 16.01¦ 27005¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦03.07.01¦ 4.60 ¦ 97.55¦ 97.70¦ 97.58¦ 17.12¦ 23.70¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.07.01¦ 4.60 ¦ 97.61¦ 97.90¦ 97.61¦ 16.96¦ 22.20¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.07.01¦ 4.70 ¦ 97.65¦ 97.91¦ 97.90¦ 16.95¦ 16.28¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.07.01¦ 4.70 ¦ 97.70¦ 97.90¦ 97.70¦ 17.01¦ 5.94¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.01.03 ¦02.07.01¦ 3.70 ¦ 96.00¦ 96.10¦ 96.10¦ 17.66¦ 13.18¦ 27006¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦03.07.01¦ 3.80 ¦ 95.90¦ 96.00¦ 95.95¦ 17.74¦ 17.86¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.07.01¦ 3.80 ¦ 96.10¦ 96.40¦ 96.40¦ 17.45¦ 26.05¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.07.01¦ 3.90 ¦ 96.25¦ 96.36¦ 96.36¦ 17.39¦ 11.74¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.07.01¦ 4.00 ¦ 95.90¦ 96.31¦ 95.90¦ 17.63¦ 48.20¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.02.03 ¦02.07.01¦ 3.00 ¦ 96.00¦ 96.16¦ 96.00¦ 17.70¦ 14.00¦ 27007¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦03.07.01¦ 3.00 ¦ 96.00¦ 96.15¦ 96.00¦ 17.75¦ 22.39¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.07.01¦ 3.10 ¦ 96.10¦ 96.32¦ 96.20¦ 17.54¦ 11.39¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.07.01¦ 3.10 ¦ 96.21¦ 96.35¦ 96.30¦ 17.56¦ 14.95¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.07.01¦ 3.20 ¦ 95.95¦ 96.10¦ 95.95¦ 17.76¦ 26.10¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.05.03 ¦02.07.01¦ 2.20 ¦ 94.50¦ 94.73¦ 94.60¦ 18.02¦ 18.02¦ 27008¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦03.07.01¦ 2.30 ¦ 94.50¦ 94.75¦ 94.50¦ 17.97¦ 14.82¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.07.01¦ 2.30 ¦ 94.75¦ 94.90¦ 94.90¦ 17.88¦ 41.13¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.07.01¦ 2.40 ¦ 94.84¦ 94.90¦ 94.90¦ 17.80¦ 20.81¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.07.01¦ 2.40 ¦ 94.65¦ 94.90¦ 94.65¦ 17.89¦ 17.58¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦04.06.03 ¦02.07.01¦ 1.40 ¦ 94.51¦ 94.51¦ 94.51¦ 18.25¦ 0.00¦ 27009¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦03.07.01¦ 1.50 ¦ 94.60¦ 94.70¦ 94.67¦ 18.09¦ 34.41¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.07.01¦ 1.50 ¦ 94.75¦ 94.86¦ 94.86¦ 18.05¦ 24.09¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.07.01¦ 1.60 ¦ 94.85¦ 94.91¦ 94.90¦ 17.93¦ 24.46¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.07.01¦ 1.60 ¦ 94.80¦ 94.88¦ 94.86¦ 17.98¦ 13.47¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦17.09.03 ¦02.07.01¦ 0.70 ¦ 93.70¦ 93.90¦ 93.90¦ 17.95¦ 7.37¦ 27010¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦03.07.01¦ 0.70 ¦ 93.60¦ 93.90¦ 93.60¦ 18.00¦ 30.71¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.07.01¦ 0.80 ¦ 93.70¦ 93.90¦ 93.80¦ 18.01¦ 14.63¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.07.01¦ 0.80 ¦ 93.80¦ 93.95¦ 93.95¦ 17.94¦ 16.85¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.07.01¦ 0.90 ¦ 93.70¦ 93.90¦ 93.80¦ 17.97¦ 14.12¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦08.10.03 ¦02.07.01¦ 4.50 ¦ 90.75¦ 90.99¦ 90.75¦ 18.68¦ 5.83¦ 27011¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦03.07.01¦ 4.60 ¦ 90.65¦ 90.90¦ 90.65¦ 18.67¦ 29.76¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.07.01¦ 4.60 ¦ 90.90¦ 91.00¦ 91.00¦ 18.56¦ 30.03¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.07.01¦ 4.70 ¦ 90.95¦ 91.10¦ 91.10¦ 18.47¦ 15.32¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.07.01¦ 4.70 ¦ 90.95¦ 91.09¦ 91.02¦ 18.52¦ 9.16¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦19.11.03 ¦02.07.01¦ 1.10 ¦ 83.85¦ 83.90¦ 83.90¦ 19.56¦ 7.39¦ 27012¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦03.07.01¦ 1.10 ¦ 83.90¦ 83.90¦ 83.90¦ 19.58¦ 0.80¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.07.01¦ 1.20 ¦ 82.91¦ 83.95¦ 83.90¦ 19.58¦ 55.04¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.07.01¦ 1.20 ¦ 83.95¦ 84.00¦ 83.95¦ 19.51¦ 5.03¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.07.01¦ 1.20 ¦ 84.00¦ 84.10¦ 84.00¦ 19.49¦ 2.26¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.01.04 ¦02.07.01¦ 3.70 ¦ 89.65¦ 89.70¦ 89.65¦ 18.72¦ 0.06¦ 28001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦03.07.01¦ 3.80 ¦ 89.41¦ 89.79¦ 89.46¦ 18.79¦ 55.35¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.07.01¦ 3.80 ¦ 89.50¦ 89.60¦ 89.60¦ 18.78¦ 40.87¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.07.01¦ 3.90 ¦ 89.45¦ 89.88¦ 89.88¦ 18.64¦ 59.60¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.07.01¦ 4.00 ¦ 89.40¦ 89.74¦ 89.60¦ 18.67¦ 22.94¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.04 ¦02.07.01¦ 2.99 ¦ 79.00¦ 79.80¦ 79.80¦ 20.57¦ 0.00¦ 26002¦
+---------+--------+-------+------+------+------+------+-------+------+
¦02.06.04 ¦02.07.01¦ 1.14 ¦ 89.90¦ 89.96¦ 89.90¦ 19.23¦ 9.10¦ 27013¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.07.01¦ 1.32 ¦ 89.75¦ 89.81¦ 89.75¦ 19.28¦ 6.59¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.05 ¦02.07.01¦ 2.99 ¦ 72.00¦ 72.20¦ 72.20¦ 21.63¦ 3.97¦ 26003¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦03.07.01¦ 3.01 ¦ 71.90¦ 72.00¦ 71.90¦ 21.71¦ 1.03¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.07.01¦ 3.04 ¦ 72.00¦ 72.00¦ 72.00¦ 21.68¦ 0.85¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.07.01¦ 3.07 ¦ 71.86¦ 72.05¦ 72.05¦ 21.67¦ 2.72¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.07.01¦ 3.10 ¦ 72.10¦ 72.10¦ 72.10¦ 21.64¦ 0.07¦ ¦
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 ¦ 252 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25023 ¦ 12.09.2001 ¦ 68 ¦ 14.00 ¦ 69.81 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25024 ¦ 15.08.2001 ¦ 40 ¦ 20.00 ¦ 99.73 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25027 ¦ 27.11.2001 ¦ 144 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2001 ¦ 144 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2001 ¦ 144 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2002 ¦ 252 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2002 ¦ 252 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2002 ¦ 252 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2001 ¦ 144 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27001 ¦ 08.08.2001 ¦ 33 ¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27002 ¦ 22.08.2001 ¦ 47 ¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27003 ¦ 05.09.2001 ¦ 61 ¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27004 ¦ 19.09.2001 ¦ 75 ¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27005 ¦ 11.07.2001 ¦ 5 ¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 25.07.2001 ¦ 19 ¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 08.08.2001 ¦ 33 ¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 22.08.2001 ¦ 47 ¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 05.09.2001 ¦ 61 ¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 19.09.2001 ¦ 75 ¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 11.07.2001 ¦ 5 ¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 21.11.2001 ¦ 138 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 05.09.2001 ¦ 61 ¦ 16.00 ¦ 39.89 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 25.07.2001 ¦ 19 ¦ 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¦ 26¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21145 ¦07.02.01¦31.07.01¦ 25¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21147 ¦21.03.01¦13.03.02¦ 250¦ 1 ¦ ¦ ¦ 2780.313¦ 219.687¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21148 ¦28.03.01¦03.10.01¦ 89¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21149 ¦18.04.01¦17.10.01¦ 103¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21150 ¦16.05.01¦14.11.01¦ 131¦ 1 ¦ 3 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21151 ¦27.06.01¦21.11.01¦ 138¦ 1 ¦ 4 ¦ ¦ 3337.605¦ 662.395¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 252¦ 1 ¦ ¦ ¦ 32.200¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 68¦ 7 ¦ 19 ¦ ¦ 13078.548¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25024 ¦22.07.98¦15.08.01¦ 40¦ 1 ¦ ¦ ¦ 1847.420¦ 4343.224¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 144¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 509¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 874¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 162¦ ¦ ¦ 2 ¦ 31818.049¦ 1748.753¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 617¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 983¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1348¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 1240¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 215¦ ¦ ¦ ¦ 9498.311¦ 490.440¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 320¦ ¦ ¦ ¦ 9498.311¦ 490.440¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 334¦ ¦ ¦ ¦ 9498.311¦ 490.440¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 439¦ ¦ ¦ ¦ 9498.311¦ 490.440¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 460¦ ¦ ¦ ¦ 9498.311¦ 490.440¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 565¦ ¦ ¦ ¦ 9498.311¦ 490.440¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 579¦ ¦ ¦ ¦ 9498.311¦ 490.440¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 684¦ ¦ ¦ ¦ 9498.311¦ 490.440¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 698¦ ¦ ¦ ¦ 9498.311¦ 490.440¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 803¦ ¦ ¦ ¦ 9498.311¦ 490.440¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 824¦ ¦ ¦ ¦ 9498.311¦ 490.440¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 866¦ ¦ ¦ ¦ 8807.235¦ 8799.165¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 1062¦ 1 ¦ 5 ¦ ¦ 2549.927¦ 2450.073¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 929¦ ¦ ¦ ¦ 9498.311¦ 490.440¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦195430.740¦24139.320¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦02.07.01¦03.07.01¦04.07.01¦05.07.01¦06.07.01¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 14.67 ¦ 14.74 ¦ 15.10 ¦ 14.80 ¦ 15.51 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 15.28 ¦ 15.39 ¦ 15.39 ¦ 15.29 ¦ 15.35 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 17.27 ¦ 16.91 ¦ 16.72 ¦ 16.80 ¦ 16.43 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 18.08 ¦ 18.09 ¦ 17.98 ¦ 17.90 ¦ 17.98 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 11.94 ¦ 15.16 ¦ 15.40 ¦ 15.80 ¦ 16.43 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 21.32 ¦ 18.93 ¦ 17.03 ¦ 19.86 ¦ 14.91 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 17.27 ¦ 16.91 ¦ 16.72 ¦ 16.80 ¦ 16.43 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 17.33 ¦ 17.98 ¦ 18.14 ¦ 17.63 ¦ 17.83 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.03 ¦ 0.05 ¦ 0.14 ¦ 0.03 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.03 ¦ 0.06 ¦ 0.16 ¦ 0.10 ¦ 0.27 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.08 ¦ 0.16 ¦ 0.25 ¦ 0.14 ¦ 0.06 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.45 ¦ 0.30 ¦ 0.30 ¦ 0.35 ¦ 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---------¬
¦ ¦ 02.07.01¦ 03.07.01¦ 04.07.01¦ 05.07.01¦ 06.07.01¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦195407.75¦195410.50¦195410.50¦195429.54¦195430.74¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+ ¦
¦ГКО ¦ 21094.93¦ 21097.68¦ 21097.68¦ 21116.72¦ 21117.92¦
+----------------------+---------+---------+---------+---------+---------+
¦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¦125336.89¦125336.89¦125336.89¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦189617.11¦189726.49¦189968.79¦190186.95¦190170.91¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 20283.14¦ 20290.83¦ 20274.50¦ 20309.57¦ 20293.80¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 17529.32¦ 17529.32¦ 17535.64¦ 17549.24¦ 17552.51¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 29593.97¦ 29648.06¦ 29683.06¦ 29686.24¦ 29740.33¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦122210.68¦122258.28¦122475.59¦122641.90¦122584.27¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 383.89¦ 382.83¦ 381.95¦ 381.09¦ 379.99¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 109.39¦ 108.40¦ 107.40¦ 106.40¦ 105.39¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 131.38¦ 130.32¦ 129.43¦ 128.45¦ 127.57¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 166.00¦ 165.00¦ 164.00¦ 163.00¦ 162.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 518.42¦ 517.40¦ 516.38¦ 515.52¦ 514.48¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

ПРИКАЗ Минсельхоза РФ от 06.07.2001 n 804 О ВНЕСЕНИИ ИЗМЕНЕНИЙ В СОСТАВ КОМИССИИ ПО ПРОВЕДЕНИЮ КОНКУРСА НА ЗАМЕЩЕНИЕ ДОЛЖНОСТИ РУКОВОДИТЕЛЯ ФЕДЕРАЛЬНОГО ГОСУДАРСТВЕННОГО УНИТАРНОГО ПРЕДПРИЯТИЯ  »
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