БЮЛЛЕТЕНЬ ЦБ РФ от 29.06.2001 n 23 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 29 июня 2001 г. N 23
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 13.591 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 ¦27.06.01¦ 98.78¦ 98.80¦ 98.80¦ 13.15 ¦ 2.60 ¦ 21145 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦28.06.01¦ 98.80¦ 98.90¦ 98.82¦ 13.32 ¦ 6.20 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦29.06.01¦ 98.80¦ 98.85¦ 98.85¦ 13.85 ¦ 3.77 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦03.10.01 ¦29.06.01¦ 96.50¦ 96.50¦ 96.50¦ 13.79 ¦ 0.00 ¦ 21148 ¦
+---------+--------+------+------+------+--------+-------+-------+
¦17.10.01 ¦28.06.01¦ 96.50¦ 96.50¦ 96.50¦ 11.93 ¦ 0.01 ¦ 21149 ¦
+---------+--------+------+------+------+--------+-------+-------+
¦14.11.01 ¦25.06.01¦ 94.00¦ 94.00¦ 94.00¦ 16.41 ¦ 0.25 ¦ 21150 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦27.06.01¦ 94.33¦ 94.33¦ 94.33¦ 15.67 ¦ 0.25 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦29.06.01¦ 94.95¦ 94.95¦ 94.95¦ 14.07 ¦ 0.00 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦21.11.01 ¦29.06.01¦ 94.06¦ 94.06¦ 94.06¦ 15.90 ¦ 0.01 ¦ 21151 ¦
+---------+--------+------+------+------+--------+-------+-------+
¦13.03.02 ¦28.06.01¦ 89.53¦ 89.55¦ 89.55¦ 16.51 ¦ 0.50 ¦ 21147 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦29.06.01¦ 89.85¦ 89.85¦ 69.85¦ 16.04 ¦ 0.00 ¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 2247.857 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 ¦26.06.01¦ 7.23 ¦100.68¦100.71¦100.71¦ 14.72 ¦ 5.40¦ 25024¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.06.01¦ 7.29 ¦100.63¦100.64¦100.63¦ 15.09 ¦ 4.50¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.06.01¦ 7.34 ¦100.68¦100.68¦100.68¦ 14.57 ¦ 1.62¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦12.09.01 ¦25.06.01¦ 3.95 ¦ 99.70¦ 99.90¦ 99.90¦ 15.73 ¦ 56.64¦ 25023¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.06.01¦ 3.99 ¦ 99.79¦ 99.90¦ 99.88¦ 14.97 ¦ 7.63¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.06.01¦ 4.03 ¦ 99.85¦ 99.93¦ 99.85¦ 14.76 ¦ 42.29¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.06.01¦ 4.07 ¦ 99.85¦ 99.92¦ 99.90¦ 14.77 ¦ 55.66¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.06.01¦ 4.10 ¦ 99.89¦ 99.93¦ 99.90¦ 14.72 ¦ 201.44¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.12.01 ¦25.06.01¦ 0.00 ¦ 92.79¦ 92.89¦ 92.80¦ 17.00 ¦ 16.91¦ 25030¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.06.01¦ 0.00 ¦ 92.85¦ 92.94¦ 92.94¦ 16.97 ¦ 57.67¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.06.01¦ 0.00 ¦ 92.82¦ 93.25¦ 92.93¦ 16.67 ¦ 157.74¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.06.01¦ 0.00 ¦ 92.88¦ 93.08¦ 92.90¦ 17.00 ¦ 72.01¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.06.01¦ 0.00 ¦ 92.95¦ 93.10¦ 93.10¦ 16.97 ¦ 121.07¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦06.02.02 ¦25.06.01¦ 2.60 ¦ 99.99¦100.01¦ 99.99¦ 16.79 ¦ 34.15¦ 27001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.06.01¦ 2.60 ¦ 99.91¦100.20¦100.09¦ 16.87 ¦ 22.83¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.06.01¦ 2.70 ¦ 99.87¦100.05¦100.01¦ 16.72 ¦ 13.42¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.06.01¦ 2.70 ¦ 99.94¦100.00¦ 99.95¦ 16.93 ¦ 52.35¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.06.01¦ 2.80 ¦ 99.90¦100.00¦ 99.98¦ 16.82 ¦ 64.65¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.05.02 ¦25.06.01¦ 1.80 ¦ 99.67¦ 99.99¦ 99.86¦ 17.18 ¦ 0.36¦ 27002¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.06.01¦ 1.90 ¦ 99.69¦ 99.90¦ 99.90¦ 17.04 ¦ 5.70¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.06.01¦ 1.90 ¦ 99.61¦ 99.85¦ 99.81¦ 17.01 ¦ 26.63¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.06.01¦ 2.00 ¦ 99.76¦ 99.85¦ 99.78¦ 16.92 ¦ 55.87¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.06.01¦ 2.00 ¦ 99.77¦ 99.85¦ 99.82¦ 16.97 ¦ 58.41¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.06.02 ¦25.06.01¦ 1.00 ¦ 99.81¦ 99.90¦ 99.90¦ 17.15 ¦ 4.16¦ 27003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.06.01¦ 1.10 ¦ 99.70¦ 99.99¦ 99.99¦ 17.20 ¦ 33.25¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.06.01¦ 1.20 ¦ 99.80¦ 99.90¦ 99.82¦ 17.12 ¦ 27.75¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.06.01¦ 1.20 ¦ 99.82¦ 99.90¦ 99.89¦ 17.11 ¦ 42.19¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.06.01¦ 1.30 ¦ 99.80¦ 99.90¦ 99.85¦ 17.07 ¦ 57.51¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦18.09.02 ¦25.06.01¦ 0.30 ¦ 99.75¦ 99.95¦ 99.75¦ 17.11 ¦ 1.50¦ 27004¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.06.01¦ 0.30 ¦ 99.70¦ 99.78¦ 99.76¦ 17.15 ¦ 15.18¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.06.01¦ 0.40 ¦ 99.76¦ 99.83¦ 99.80¦ 17.05 ¦ 32.70¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.06.01¦ 0.40 ¦ 99.80¦ 99.87¦ 99.81¦ 17.06 ¦ 47.01¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.06.01¦ 0.50 ¦ 99.75¦ 99.85¦ 99.80¦ 17.04 ¦ 58.35¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦09.10.02 ¦25.06.01¦ 4.10 ¦ 97.60¦ 97.70¦ 97.70¦ 17.21 ¦ 4.02¦ 27005¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.06.01¦ 4.20 ¦ 97.65¦ 97.75¦ 97.70¦ 17.17 ¦ 13.36¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.06.01¦ 4.20 ¦ 97.72¦ 98.00¦ 97.82¦ 16.95 ¦ 15.79¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.06.01¦ 4.30 ¦ 97.40¦ 97.88¦ 97.50¦ 17.06 ¦ 41.75¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.06.01¦ 4.30 ¦ 97.77¦ 97.85¦ 97.83¦ 17.05 ¦ 19.85¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.01.03 ¦25.06.01¦ 3.40 ¦ 96.00¦ 96.39¦ 96.15¦ 17.58 ¦ 6.48¦ 27006¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.06.01¦ 3.40 ¦ 96.00¦ 96.20¦ 96.02¦ 17.72 ¦ 12.64¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.06.01¦ 3.50 ¦ 95.95¦ 96.13¦ 95.96¦ 17.70 ¦ 38.59¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.06.01¦ 3.50 ¦ 96.00¦ 96.25¦ 96.05¦ 17.63 ¦ 13.00¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.06.01¦ 3.60 ¦ 95.99¦ 96.35¦ 96.35¦ 17.56 ¦ 29.96¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.02.03 ¦25.06.01¦ 2.60 ¦ 96.20¦ 96.25¦ 96.20¦ 17.67 ¦ 11.03¦ 27007¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.06.01¦ 2.60 ¦ 96.00¦ 99.01¦ 96.10¦ 17.82 ¦ 14.82¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.06.01¦ 2.70 ¦ 96.09¦ 96.15¦ 96.10¦ 17.76 ¦ 16.66¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.06.01¦ 2.70 ¦ 96.00¦ 96.10¦ 96.00¦ 17.87 ¦ 17.83¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.06.01¦ 2.80 ¦ 96.05¦ 96.20¦ 96.20¦ 17.73 ¦ 16.71¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.03 ¦28.06.01¦ 2.88 ¦ 85.68¦ 85.69¦ 85.68¦ 20.61 ¦ 0.32¦ 26001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.06.01¦ 2.90 ¦ 87.10¦ 87.10¦ 87.10¦ 19.44 ¦ 0.00¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.05.03 ¦25.06.01¦ 1.80 ¦ 94.75¦ 94.89¦ 94.89¦ 17.97 ¦ 9.97¦ 27008¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.06.01¦ 1.90 ¦ 94.70¦ 95.00¦ 94.79¦ 17.95 ¦ 14.65¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.06.01¦ 1.90 ¦ 94.70¦ 94.79¦ 94.76¦ 17.98 ¦ 5.62¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.06.01¦ 2.00 ¦ 94.65¦ 94.77¦ 94.65¦ 18.00 ¦ 5.00¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.06.01¦ 2.00 ¦ 94.75¦ 94.91¦ 94.87¦ 17.92 ¦ 20.46¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦04.06.03 ¦25.06.01¦ 1.00 ¦ 95.00¦ 95.10¦ 95.01¦ 17.96 ¦ 9.30¦ 27009¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.06.01¦ 1.10 ¦ 94.80¦ 94.93¦ 94.85¦ 18.02 ¦ 33.59¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.06.01¦ 1.20 ¦ 94.87¦ 95.20¦ 94.87¦ 17.95 ¦ 18.76¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.06.01¦ 1.20 ¦ 94.66¦ 94.76¦ 94.76¦ 18.09 ¦ 8.06¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.06.01¦ 1.30 ¦ 94.75¦ 94.95¦ 94.75¦ 17.97 ¦ 19.51¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦17.09.03 ¦25.06.01¦ 0.30 ¦ 93.65¦ 93.91¦ 93.90¦ 17.98 ¦ 2.42¦ 27010¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.06.01¦ 0.30 ¦ 93.70¦ 93.93¦ 93.75¦ 18.09 ¦ 18.36¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.06.01¦ 0.40 ¦ 93.76¦ 93.99¦ 93.80¦ 18.02 ¦ 53.32¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.06.01¦ 0.40 ¦ 93.70¦ 93.85¦ 93.85¦ 18.04 ¦ 30.32¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.06.01¦ 0.50 ¦ 93.75¦ 94.00¦ 93.97¦ 17.91 ¦ 32.66¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦08.10.03 ¦25.06.01¦ 4.10 ¦ 90.89¦ 91.00¦ 91.00¦ 18.60 ¦ 5.86¦ 27011¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.06.01¦ 4.20 ¦ 90.81¦ 91.00¦ 90.87¦ 18.65 ¦ 7.95¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.06.01¦ 4.20 ¦ 90.85¦ 90.95¦ 90.85¦ 18.64 ¦ 5.25¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.06.01¦ 4.30 ¦ 90.81¦ 90.90¦ 90.81¦ 18.66 ¦ 4.87¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.06.01¦ 4.30 ¦ 90.86¦ 91.00¦ 90.86¦ 18.61 ¦ 9.52¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦19.11.03 ¦25.06.01¦ 0.90 ¦ 83.90¦ 83.90¦ 83.90¦ 19.50 ¦ 0.08¦ 27012¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.06.01¦ 0.90 ¦ 83.81¦ 83.95¦ 83.85¦ 19.54 ¦ 19.79¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.06.01¦ 1.00 ¦ 83.80¦ 84.00¦ 83.88¦ 19.43 ¦ 7.35¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.06.01¦ 1.00 ¦ 83.70¦ 83.90¦ 83.90¦ 19.53 ¦ 7.71¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.06.01¦ 1.00 ¦ 83.99¦ 84.00¦ 84.00¦ 19.47 ¦ 0.13¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.01.04 ¦25.06.01¦ 3.40 ¦ 89.80¦ 90.00¦ 89.87¦ 18.61 ¦ 13.74¦ 28001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.06.01¦ 3.40 ¦ 89.90¦ 90.05¦ 89.90¦ 18.59 ¦ 6.24¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.06.01¦ 3.50 ¦ 89.71¦ 90.00¦ 89.85¦ 18.60 ¦ 20.62¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.06.01¦ 3.50 ¦ 89.60¦ 89.90¦ 89.60¦ 18.68 ¦ 24.27¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.06.01¦ 3.60 ¦ 89.75¦ 89.95¦ 89.85¦ 18.59 ¦ 19.19¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.04 ¦29.06.01¦ 2.90 ¦ 79.50¦ 79.50¦ 79.50¦ 20.49 ¦ 0.00¦ 26002¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦02.06.04 ¦25.06.01¦ 0.83 ¦ 89.95¦ 89.95¦ 89.95¦ 19.20 ¦ 0.01¦ 27013¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.06.01¦ 0.88 ¦ 89.80¦ 89.94¦ 89.94¦ 19.23 ¦ 11.00¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.06.01¦ 0.92 ¦ 89.75¦ 89.89¦ 89.77¦ 19.30 ¦ 25.10¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.06.01¦ 0.96 ¦ 89.85¦ 89.85¦ 89.85¦ 19.25 ¦ 0.35¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.06.01¦ 1.01 ¦ 89.85¦ 89.90¦ 89.85¦ 19.23 ¦ 40.86¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.05 ¦25.06.01¦ 2.80 ¦ 72.05¦ 72.24¦ 72.18¦ 21.52 ¦ 5.65¦ 26003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.06.01¦ 2.85 ¦ 72.05¦ 72.20¦ 72.20¦ 21.56 ¦ 0.27¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.06.01¦ 2.88 ¦ 72.00¦ 72.26¦ 72.00¦ 21.52 ¦ 1.80¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.06.01¦ 2.90 ¦ 72.00¦ 72.50¦ 72.00¦ 21.62 ¦ 0.50¦ ¦
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 ¦ 259 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25023 ¦ 12.09.2001 ¦ 75 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25024 ¦ 15.08.2001 ¦ 47 ¦ 20.00 ¦ 99.73 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25027 ¦ 27.11.2001 ¦ 151 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2001 ¦ 151 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2001 ¦ 151 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2002 ¦ 259 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2002 ¦ 259 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2002 ¦ 259 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2001 ¦ 151 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27001 ¦ 08.08.2001 ¦ 40 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27002 ¦ 22.08.2001 ¦ 54 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27003 ¦ 05.09.2001 ¦ 68 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27004 ¦ 19.09.2001 ¦ 82 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27005 ¦ 11.07.2001 ¦ 12 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27006 ¦ 25.07.2001 ¦ 26 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27007 ¦ 08.08.2001 ¦ 40 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27008 ¦ 22.08.2001 ¦ 54 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27009 ¦ 05.09.2001 ¦ 68 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27010 ¦ 19.09.2001 ¦ 82 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27011 ¦ 11.07.2001 ¦ 12 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27012 ¦ 21.11.2001 ¦ 145 ¦ 10.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27013 ¦ 05.09.2001 ¦ 68 ¦ 16.00 ¦ 39.89 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26001 ¦ 25.07.2001 ¦ 26 ¦ 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¦ 33¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21145 ¦07.02.01¦31.07.01¦ 32¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21147 ¦21.03.01¦13.03.02¦ 257¦ 1 ¦ ¦ ¦ 2780.313¦ 219.687¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21148 ¦28.03.01¦03.10.01¦ 96¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21149 ¦18.04.01¦17.10.01¦ 110¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21150 ¦16.05.01¦14.11.01¦ 138¦ 1 ¦ 3 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21151 ¦27.06.01¦21.11.01¦ 145¦ 1 ¦ 1 ¦ ¦ 3314.615¦ 685.385¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 259¦ 1 ¦ ¦ ¦ 32.200¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 75¦ 7 ¦ 19 ¦ ¦ 13078.548¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25024 ¦22.07.98¦15.08.01¦ 47¦ 1 ¦ ¦ ¦ 1847.420¦ 4343.224¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 151¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 516¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 881¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 169¦ ¦ ¦ 2 ¦ 31818.049¦ 1748.753¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 624¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 990¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1355¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 1247¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 222¦ ¦ ¦ ¦ 9498.311¦ 490.440¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 327¦ ¦ ¦ ¦ 9498.311¦ 490.440¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 341¦ ¦ ¦ ¦ 9498.311¦ 490.440¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 446¦ ¦ ¦ ¦ 9498.311¦ 190.440¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 467¦ ¦ ¦ ¦ 9498.311¦ 490.440¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 572¦ ¦ ¦ ¦ 9498.311¦ 490.440¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 586¦ ¦ ¦ ¦ 9498.311¦ 490.440¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 691¦ ¦ ¦ ¦ 9498.311¦ 490.440¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08. 9¦04.06.03¦ 705¦ ¦ ¦ ¦ 9498.311¦ 490.440¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 810¦ ¦ ¦ ¦ 9498.311¦ 490.440¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 831¦ ¦ ¦ ¦ 9498.311¦ 490.440¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 873¦ ¦ ¦ ¦ 8807.235¦ 8799.165¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 1069¦ 1 ¦ 5 ¦ ¦ 2549.927¦ 2450.073¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 936¦ ¦ ¦ ¦ 9498.311¦ 490.440¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ Итого: ¦ ¦ ¦ ¦ ¦ ¦ ¦195407.750¦24162.310¦
L--------+--------+--------+-----+-------+------+--------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦25.06.01¦26.06.01¦27.06.01¦28.06.01¦29.06.01¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 16.09 ¦ 15.82 ¦ 15.52 ¦ 15.26 ¦ 14.70 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 15.76 ¦ 15.44 ¦ 15.40 ¦ 15.39 ¦ 15.36 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 17.00 ¦ 16.97 ¦ 16.67 ¦ 17.00 ¦ 16.97 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 18.03 ¦ 16.07 ¦ 18.02 ¦ 18.06 ¦ 17.99 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 16.41 ¦ 0.00 ¦ 13.83 ¦ 14.47 ¦ 13.88 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 18.90 ¦ 14.89 ¦ 15.24 ¦ 16.80 ¦ 14.93 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 17.00 ¦ 16.97 ¦ 16.67 ¦ 17.00 ¦ 16.97 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 17.87 ¦ 18.09 ¦ 18.00 ¦ 17.63 ¦ 17.82 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.00 ¦ 0.01 ¦ 0.03 ¦ 0.02 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.36 ¦ 0.08 ¦ 0.28 ¦ 0.35 ¦ 1.20 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.05 ¦ 0.18 ¦ 0.50 ¦ 0.23 ¦ 0.38 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.08 ¦ 0.18 ¦ 0.25 ¦ 0.29 ¦ 0.36 ¦
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---------¬
¦ ¦ 25.06.01¦ 26.06.01¦ 27.06.01¦ 28.06.01¦ 29.06.01¦
+-----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость, ¦195080.13¦195080.13¦195394.74¦195394.74¦195407.75¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 20780.31¦ 20780.31¦ 21094.92¦ 21094.92¦ 21094.93¦
+-----------------------+---------+---------+---------+---------+---------+
¦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 ¦125323.89¦125323.89¦125323.89¦125323.89¦125336.89¦
+-----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦188849.48¦188885.67¦189277.45¦189281.34¦189543.87¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 19975.80¦ 19975.80¦ 20173.30¦ 20209.37¦ 20275.34¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 17447.29¦ 17475.43¦ 17485.74¦ 17494.13¦ 17504.00¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 29536.69¦ 29552.60¦ 29600.33¦ 29574.88¦ 29590.79¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦121889.70¦ 21881.83¦122018.07¦122002.96¦122173.75¦
+-----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 388.99¦ 387.88¦ 388.94¦ 387.87¦ 386.99¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 94.27¦ 93.27¦ 114.15¦ 113.36¦ 112.42¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 138.18¦ 137.14¦ 136.14¦ 135.23¦ 134.28¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 173.00¦ 172.00¦ 171.00¦ 170.00¦ 169.00¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 525.53¦ 524.46¦ 523.47¦ 522.39¦ 521.57¦
L-----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

ПРИКАЗ Минтранса РФ от 29.06.2001 n 110 О РЕОРГАНИЗАЦИИ ФЕДЕРАЛЬНЫХ ГОСУДАРСТВЕННЫХ УЧРЕЖДЕНИЙ МОРСКАЯ АДМИНИСТРАЦИЯ ПОРТА КОРСАКОВ, МОРСКАЯ АДМИНИСТРАЦИЯ ПОРТА ХОЛМСК, МОРСКАЯ АДМИНИСТРАЦИЯ ПОРТА ШАХТЕРСК  »
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