БЮЛЛЕТЕНЬ ЦБ РФ от 22.06.2001 n 22 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 22 июня 2001 г. N 22
Часть 1
ИТОГИ ТОРГОВЛИ
ГОСУДАРСТВЕННЫМИ КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ
(ГКО) И ОБЛИГАЦИЯМИ ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 18.804 млн. руб. по номиналу имела следующие параметры:
----------T--------T------------------T----------T-------T-------¬
¦ Дата ¦ Дата ¦ Цены облигаций ¦Доходность¦Оборот ¦Номер ¦
¦погашения¦ торгов ¦ ¦ (% год.) ¦(млн. ¦выпуска¦
¦ ¦ ¦ ¦ ¦ руб. ¦(спра- ¦
¦ ¦ +-----T------T-----+ ¦ по ¦вочно) ¦
¦ ¦ ¦мин. ¦ макс.¦закр.¦ ¦номин.)¦ ¦
+---------+--------+-----+------+-----+----------+-------+-------+
¦31.07.01 ¦18.06.01¦98.38¦ 98.45¦98.45¦ 13.63 ¦ 1.62 ¦ 21145 ¦
¦ +--------+-----+------+-----+----------+-------+ ¦
¦ ¦19.06.01¦98.42¦ 98.44¦98.44¦ 13.86 ¦ 4.27 ¦ ¦
¦ +--------+-----+------+-----+----------+-------+ ¦
¦ ¦20.06.01¦98.43¦ 98.46¦98.43¦ 14.02 ¦ 8.68 ¦ ¦
¦ +--------+-----+------+-----+----------+-------+ ¦
¦ ¦21.06.01¦98.40¦ 98.52¦98.40¦ 14.46 ¦ 1.86 ¦ ¦
+---------+--------+-----+------+-----+----------+-------+-------+
¦17.10.01 ¦18.06.01¦95.20¦ 95.20¦95.20¦ 15.21 ¦ 2.21 ¦ 21149 ¦
¦ +--------+-----+------+-----+----------+-------+ ¦
¦ ¦22.06.01¦95.70¦ 96.90¦95.70¦ 11.99 ¦ 0.02 ¦ ¦
+---------+--------+-----+------+-----+----------+-------+-------+
¦13.03.02 ¦18.06.01¦88.49¦ 88.49¦88.49¦ 17.71 ¦ 0.15 ¦ 21147 ¦
L---------+--------+-----+------+-----+----------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 2512.242 млн. руб. по номиналу имела следующие параметры:
----------T--------T-------T--------------------T------T-------T-------¬
¦ Дата ¦ Дата ¦Накоп- ¦ Цены облигаций ¦Доход-¦Оборот ¦Номер ¦
¦погашения¦ торгов ¦ленный ¦ ¦ность ¦(млн. ¦выпуска¦
¦ ¦ ¦доход ¦ ¦(% ¦ руб. ¦(спра- ¦
¦ ¦ ¦(% от +------T------T------+год.) ¦ по ¦вочно) ¦
¦ ¦ ¦номин.)¦ мин.¦ макс.¦закр. ¦ ¦номин.)¦ ¦
+---------+--------+-------+------+------+------+------+-------+-------+
¦15.08.01 ¦18.06.01¦ 6.80 ¦100.50¦100.61¦100.55¦16.30 ¦ 6.24¦ 25024 ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.06.01¦ 6.85 ¦100.58¦100.60¦100.60¦16.09 ¦ 9.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.06.01¦ 6.90 ¦100.85¦101.17¦100.85¦12.70 ¦ 1.50¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.06.01¦ 6.96 ¦101.00¦101.00¦101.00¦13.05 ¦ 0.10¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.06.01¦ 7.01 ¦100.58¦100.58¦100.58¦15.93 ¦ 1.00¦ ¦
+---------+--------+-------+------+------+------+------+-------+-------+
¦12.09.01 ¦18.06.01¦ 3.68 ¦ 99.70¦ 99.90¦ 99.70¦15.25 ¦ 137.31¦ 25023 ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.06.01¦ 3.72 ¦ 99.80¦ 99.88¦ 99.83¦15.12 ¦ 60.99¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.06.01¦ 3.76 ¦ 99.91¦100.00¦100.00¦14.31 ¦ 58.15¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.06.01¦ 3.80 ¦ 99.95¦100.00¦ 99.95¦14.40 ¦ 2.78¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.06.01¦ 3.84 ¦ 99.80¦ 99.96¦ 99.80¦14.89 ¦ 44.20¦ ¦
+---------+--------+-------+------+------+------+------+-------+-------+
¦15.12.01 ¦18.06.01¦ 0.00 ¦ 92.43¦ 92.50¦ 92.45¦17.26 ¦ 78.89¦ 25030 ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.06.01¦ 0.00 ¦ 92.52¦ 92.82¦ 92.76¦16.77 ¦ 111.36¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.06.01¦ 0.00 ¦ 92.73¦ 92.98¦ 92.95¦16.38 ¦ 88.37¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.06.01¦ 0.00 ¦ 92.77¦ 93.00¦ 92.88¦16.53 ¦ 206.54¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.06.01¦ 0.00 ¦ 92.85¦ 92.92¦ 92.91¦16.58 ¦ 43.44¦ ¦
+---------+--------+-------+------+------+------+------+-------+-------+
¦06.02.02 ¦18.06.01¦ 2.20 ¦ 99.90¦ 99.95¦ 99.95¦17.12 ¦ 7.46¦ 27001 ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.06.01¦ 2.30 ¦ 99.70¦100.01¦100.00¦16.88 ¦ 70.94¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.06.01¦ 2.30 ¦ 99.97¦100.10¦100.00¦16.91 ¦ 62.40¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.06.01¦ 2.40 ¦ 99.99¦100.04¦100.04¦16.84 ¦ 33.42¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.06.01¦ 2.40 ¦100.00¦100.01¦100.00¦16.92 ¦ 40.51¦ ¦
+---------+--------+-------+------+------+------+------+-------+-------+
¦15.03.02 ¦20.06.01¦ 2.66 ¦ 94.00¦ 94.00¦ 94.00¦19.26 ¦ 0.01¦ 25014 ¦
+---------+--------+-------+------+------+------+------+-------+-------+
¦22.05.02 ¦18.06.01¦ 1.40 ¦ 99.60¦ 99.90¦ 99.90¦17.30 ¦ 16.10¦ 27002 ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.06.01¦ 1.50 ¦ 99.85¦ 99.97¦ 99.85¦16.89 ¦ 50.02¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.06.01¦ 1.50 ¦ 99.94¦100.02¦ 99.95¦16.87 ¦ 5.35¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.06.01¦ 1.60 ¦ 99.95¦ 99.96¦ 99.95¦16.86 ¦ 13.81¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.06.01¦ 1.60 ¦ 99.80¦ 99.95¦ 99.95¦17.02 ¦ 72.81¦ ¦
+---------+--------+-------+------+------+------+------+-------+-------+
¦05.06.02 ¦18.06.01¦ 0.70 ¦ 99.70¦100.00¦ 99.93¦17.29 ¦ 52.94¦ 27003 ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.06.01¦ 0.70 ¦ 99.90¦100.00¦ 99.98¦17.12 ¦ 5.39¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.06.01¦ 0.80 ¦ 99.92¦100.00¦ 99.99¦17.01 ¦ 4.75¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.06.01¦ 0.80 ¦ 99.91¦100.00¦ 99.97¦17.09 ¦ 14.83¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.06.01¦ 0.90 ¦ 99.90¦ 99.99¦ 99.99¦17.04 ¦ 41.16¦ ¦
+---------+--------+-------+------+------+------+------+-------+-------+
¦18.09.02 ¦18.06.01¦ 4.90 ¦ 99.60¦ 99.80¦ 99.75¦17.35 ¦ 41.07¦ 27004 ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.06.01¦ 4.90 ¦ 99.71¦ 99.90¦ 99.80¦17.16 ¦ 91.67¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.06.01¦ 0.00 ¦ 99.86¦100.00¦ 99.95¦17.02 ¦ 5.35¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.06.01¦ 0.10 ¦ 99.95¦100.19¦ 99.99¦16.89 ¦ 18.10¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.06.01¦ 0.10 ¦ 99.91¦100.05¦ 99.91¦16.99 ¦ 3.10¦ ¦
+---------+--------+-------+------+------+------+------+-------+-------+
¦09.10.02 ¦18.06.01¦ 3.70 ¦ 97.61¦ 97.75¦ 97.75¦17.26 ¦ 0.51¦ 27005 ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.06.01¦ 3.80 ¦ 97.73¦ 97.78¦ 97.75¦17.18 ¦ 29.60¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.06.01¦ 3.80 ¦ 97.75¦ 97.99¦ 97.90¦17.08 ¦ 14.13¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.06.01¦ 3.90 ¦ 97.91¦100.00¦ 98.00¦16.17 ¦ 41.96¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.06.01¦ 4.00 ¦ 97.80¦ 97.91¦ 97.81¦17.04 ¦ 11.12¦ ¦
+---------+--------+-------+------+------+------+------+-------+-------+
¦22.01.03 ¦18.06.01¦ 3.00 ¦ 96.15¦ 96.21¦ 96.21¦17.61 ¦ 1.01¦ 27006 ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.06.01¦ 3.00 ¦ 96.15¦ 96.34¦ 96.34¦17.65 ¦ 8.12¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.06.01¦ 3.10 ¦ 96.20¦ 96.55¦ 96.55¦17.40 ¦ 8.17¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.06.01¦ 3.10 ¦ 96.44¦ 96.60¦ 96.50¦17.41 ¦ 8.49¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.06.01¦ 3.20 ¦ 96.40¦ 96.55¦ 96.40¦17.36 ¦ 5.41¦ ¦
+---------+--------+-------+------+------+------+------+-------+-------+
¦05.02.03 ¦18.06.01¦ 2.20 ¦ 96.26¦ 96.26¦ 96.26¦17.72 ¦ 0.01¦ 27007 ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.06.01¦ 2.30 ¦ 95.90¦ 96.40¦ 96.11¦17.61 ¦ 4.98¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.06.01¦ 2.30 ¦ 96.31¦ 96.50¦ 96.33¦17.56 ¦ 20.39¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.06.01¦ 2.40 ¦ 96.30¦ 96.50¦ 96.41¦17.54 ¦ 42.52¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.06.01¦ 2.40 ¦ 96.40¦ 96.50¦ 96.50¦17.56 ¦ 6.40¦ ¦
+---------+--------+-------+------+------+------+------+-------+-------+
¦21.05.03 ¦18.06.01¦ 1.40 ¦ 94.46¦ 94.50¦ 94.46¦18.27 ¦ 5.35¦ 27008 ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.06.01¦ 1.50 ¦ 94.50¦ 94.60¦ 94.55¦18.18 ¦ 25.66¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.06.01¦ 1.50 ¦ 94.70¦ 95.00¦ 94.72¦17.98 ¦ 11.29¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.06.01¦ 1.60 ¦ 94.67¦ 94.90¦ 94.74¦18.00 ¦ 59.56¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.06.01¦ 1.60 ¦ 94.89¦ 95.00¦ 94.99¦17.95 ¦ 9.20¦ ¦
+---------+--------+-------+------+------+------+------+-------+-------+
¦04.06.03 ¦18.06.01¦ 0.70 ¦ 94.30¦ 94.65¦ 94.50¦18.37 ¦ 32.39¦ 27009 ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.06.01¦ 0.70 ¦ 94.43¦ 94.85¦ 94.75¦18.13 ¦ 27.61¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.06.01¦ 0.80 ¦ 94.81¦ 95.20¦ 95.05¦17.89 ¦ 18.89¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.06.01¦ 0.80 ¦ 94.95¦ 95.20¦ 95.05¦17.87 ¦ 27.42¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.06.01¦ 0.90 ¦ 95.15¦ 95.30¦ 95.18¦17.80 ¦ 21.73¦ ¦
+---------+--------+-------+------+------+------+------+-------+-------+
¦17.09.03 ¦18.06.01¦ 4.90 ¦ 93.37¦ 93.37¦ 93.37¦18.38 ¦ 1.01¦ 27010 ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.06.01¦ 4.90 ¦ 93.50¦ 93.90¦ 93.60¦18.22 ¦ 41.88¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.06.01¦ 0.00 ¦ 93.84¦ 94.04¦ 93.93¦17.97 ¦ 59.57¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.06.01¦ 0.10 ¦ 93.73¦ 94.07¦ 93.90¦17.95 ¦ 65.63¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.06.01¦ 0.10 ¦ 93.94¦ 94.00¦ 93.97¦17.97 ¦ 14.24¦ ¦
+---------+--------+-------+------+------+------+------+-------+-------+
¦08.10.03 ¦18.06.01¦ 3.70 ¦ 90.80¦ 90.90¦ 90.90¦18.73 ¦ 0.01¦ 27011 ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.06.01¦ 3.80 ¦ 91.00¦ 91.10¦ 91.01¦18.60 ¦ 5.55¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.06.01¦ 3.80 ¦ 91.01¦ 91.15¦ 91.15¦18.58 ¦ 6.10¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.06.01¦ 3.90 ¦ 91.15¦ 91.24¦ 91.15¦18.50 ¦ 0.82¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.06.01¦ 4.00 ¦ 91.00¦ 91.29¦ 91.00¦18.52 ¦ 59.72¦ ¦
+---------+--------+-------+------+------+------+------+-------+-------+
¦19.11.03 ¦18.06.01¦ 0.70 ¦ 83.95¦ 84.00¦ 83.95¦19.37 ¦ 0.10¦ 27012 ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.06.01¦ 0.70 ¦ 83.90¦ 84.29¦ 84.00¦19.36 ¦ 5.34¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.06.01¦ 0.80 ¦ 84.02¦ 84.15¦ 84.02¦19.29 ¦ 11.16¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.06.01¦ 0.80 ¦ 83.90¦ 84.05¦ 83.90¦19.45 ¦ 41.33¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.06.01¦ 0.80 ¦ 83.90¦ 83.96¦ 83.90¦19.46 ¦ 45.43¦ ¦
+---------+--------+-------+------+------+------+------+-------+-------+
¦21.01.04 ¦18.06.01¦ 3.00 ¦ 89.75¦ 90.00¦ 89.75¦18.68 ¦ 2.76¦ 28001 ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.06.01¦ 3.00 ¦ 89.86¦ 89.96¦ 89.91¦18.66 ¦ 10.84¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.06.01¦ 3.10 ¦ 90.00¦ 90.25¦ 90.25¦18.48 ¦ 12.41¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.06.01¦ 3.10 ¦ 90.00¦ 90.22¦ 90.10¦18.49 ¦ 8.39¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.06.01¦ 3.20 ¦ 90.03¦ 90.20¦ 90.03¦18.54 ¦ 101.32¦ ¦
+---------+--------+-------+------+------+------+------+-------+-------+
¦15.03.04 ¦19.06.01¦ 2.63 ¦ 77.00¦ 77.00¦ 77.00¦21.94 ¦ 1.59¦ 26002 ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.06.01¦ 2.69 ¦ 78.69¦ 78.80¦ 78.80¦20.87 ¦ 4.86¦ ¦
+---------+--------+-------+------+------+------+------+-------+-------+
¦02.06.04 ¦18.06.01¦ 0.53 ¦ 89.79¦ 89.89¦ 89.79¦19.28 ¦ 13.32¦ 27013 ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.06.01¦ 0.57 ¦ 89.75¦ 89.75¦ 89.75¦19.31 ¦ 2.77¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.06.01¦ 0.61 ¦ 89.80¦ 89.90¦ 89.80¦19.25 ¦ 35.88¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.06.01¦ 0.66 ¦ 89.85¦ 89.95¦ 89.85¦19.25 ¦ 12.45¦ ¦
+---------+--------+-------+------+------+------+------+-------+-------+
¦15.03.05 ¦18.06.01¦ 2.60 ¦ 71.71¦ 72.15¦ 71.75¦21.70 ¦ 3.23¦ 26003 ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.06.01¦ 2.63 ¦ 71.90¦ 71.99¦ 71.90¦21.63 ¦ 0.32¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.06.01¦ 2.71 ¦ 72.00¦ 72.29¦ 72.29¦21.48 ¦ 1.24¦ ¦
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 ¦ 266 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25023 ¦ 12.09.2001 ¦ 82 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25024 ¦ 15.08.2001 ¦ 54 ¦ 20.00 ¦ 99.73 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25027 ¦ 27.11.2001 ¦ 158 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25028 ¦ 27.11.2001 ¦ 158 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25029 ¦ 27.11.2001 ¦ 158 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26001 ¦ 15.03.2002 ¦ 266 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26002 ¦ 15.03.2002 ¦ 266 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26003 ¦ 15.03.2002 ¦ 266 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26032 ¦ 27.11.2001 ¦ 158 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27001 ¦ 08.08.2001 ¦ 47 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27002 ¦ 22.08.2001 ¦ 61 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27003 ¦ 05.09.2001 ¦ 75 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27004 ¦ 19.09.2001 ¦ 89 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27005 ¦ 11.07.2001 ¦ 19 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27006 ¦ 25.07.2001 ¦ 33 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27007 ¦ 08.08.2001 ¦ 47 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27008 ¦ 22.08.2001 ¦ 61 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27009 ¦ 05.09.2001 ¦ 75 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27010 ¦ 19.09.2001 ¦ 89 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27011 ¦ 11.07.2001 ¦ 19 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27012 ¦ 21.11.2001 ¦ 152 ¦ 10.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27013 ¦ 05.09.2001 ¦ 75 ¦ 16.00 ¦ 39.89 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 28001 ¦ 25.07.2001 ¦ 33 ¦ 20.00 ¦ 0.50 ¦
L--------+-----------------------+-------+--------+---------------
Часть 3
ОСНОВНЫЕ ХАРАКТЕРИСТИКИ ОБРАЩАЮЩИХСЯ
ВЫПУСКОВ ГКО - ОФЗ - ОБР
-------T--------T--------T-----T------T------T------T----------T---------¬
¦Ре- ¦Дата ¦Дата ¦Срок ¦Кол-во¦Кол-во¦Кол-во¦ Объем ¦Неразмещ.¦
¦гистр.¦размеще-¦погаше- ¦до ¦тран- ¦дораз-¦до- ¦ в обращ.,¦остаток, ¦
¦номер ¦ния ¦ния ¦пога-¦шей ¦меще- ¦срочн.¦ млн. руб.¦млн. руб.¦
¦выпу- ¦ ¦ ¦шения¦(вкл. ¦ний ¦выку- ¦ ¦ ¦
¦ска ¦ ¦ ¦ ¦осн.) ¦ ¦пов ¦ ¦ ¦
+------+--------+--------+-----+------+------+------+----------+---------+
¦21144 ¦31.01.01¦01.08.01¦ 40¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+------+--------+--------+-----+------+------+------+----------+---------+
¦21145 ¦07.02.01¦31.07.01¦ 39¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+------+--------+--------+-----+------+------+------+----------+---------+
¦21146 ¦28.02.01¦27.06.01¦ 5¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+------+--------+--------+-----+------+------+------+----------+---------+
¦21147 ¦21.03.01¦13.03.02¦ 264¦ 1 ¦ ¦ ¦ 2780.313¦ 219.687¦
+------+--------+--------+-----+------+------+------+----------+---------+
¦21148 ¦28.03.01¦03.10.01¦ 103¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+------+--------+--------+-----+------+------+------+----------+---------+
¦21149 ¦18.04.01¦17.10.01¦ 117¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+------+--------+--------+-----+------+------+------+----------+---------+
¦21150 ¦16.05.01¦14.11.01¦ 145¦ 1 ¦ 3 ¦ ¦ 3000.000¦ 0.000¦
+------+--------+--------+-----+------+------+------+----------+---------+
¦25014 ¦15.03.97¦15.03.02¦ 266¦ 1 ¦ ¦ ¦ 32.200¦ 0.000¦
+------+--------+--------+-----+------+------+------+----------+---------+
¦25023 ¦18.03.98¦12.09.01¦ 82¦ 7 ¦ 19 ¦ ¦ 13078.548¦ 30.746¦
+------+--------+--------+-----+------+------+------+----------+---------+
¦25024 ¦22.07.98¦15.08.01¦ 54¦ 1 ¦ ¦ ¦ 1847.420¦ 4343.224¦
+------+--------+--------+-----+------+------+------+----------+---------+
¦25027 ¦27.11.98¦27.11.01¦ 158¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+------+--------+--------+-----+------+------+------+----------+---------+
¦25028 ¦27.11.98¦27.11.02¦ 523¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+------+--------+--------+-----+------+------+------+----------+---------+
¦25029 ¦27.11.98¦27.11.03¦ 888¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+------+--------+--------+-----+------+------+------+----------+---------+
¦25030 ¦15.12.98¦15.12.01¦ 176¦ ¦ ¦ 2 ¦ 31818.049¦ 1748.753¦
+------+--------+--------+-----+------+------+------+----------+---------+
¦26001 ¦15.03.97¦15.03.03¦ 631¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+------+--------+--------+-----+------+------+------+----------+---------+
¦26002 ¦15.03.97¦15.03.04¦ 997¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+------+--------+--------+-----+------+------+------+----------+---------+
¦26003 ¦15.03.97¦15.03.05¦ 1362¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+------+--------+--------+-----+------+------+------+----------+---------+
¦26032 ¦27.11.98¦27.11.04¦ 1254¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+------+--------+--------+-----+------+------+------+----------+---------+
¦27001 ¦19.08.98¦06.02.02¦ 229¦ ¦ ¦ ¦ 9498.311¦ 490.440¦
+------+--------+--------+-----+------+------+------+----------+---------+
¦27002 ¦19.08.98¦22.05.02¦ 334¦ ¦ ¦ ¦ 9498.311¦ 490.440¦
+------+--------+--------+-----+------+------+------+----------+---------+
¦27003 ¦19.08.98¦05.06.02¦ 348¦ ¦ ¦ ¦ 9498.311¦ 490.440¦
+------+--------+--------+-----+------+------+------+----------+---------+
¦27004 ¦19.08.98¦18.09.02¦ 453¦ ¦ ¦ ¦ 9498.311¦ 490.440¦
+------+--------+--------+-----+------+------+------+----------+---------+
¦27005 ¦19.08.98¦09.10.02¦ 474¦ ¦ ¦ ¦ 9498.311¦ 490.440¦
+------+--------+--------+-----+------+------+------+----------+---------+
¦27006 ¦19.08.98¦22.01.03¦ 579¦ ¦ ¦ ¦ 9498.311¦ 490.440¦
+------+--------+--------+-----+------+------+------+----------+---------+
¦27007 ¦19.08.98¦05.02.03¦ 593¦ ¦ ¦ ¦ 9498.311¦ 490.440¦
+------+--------+--------+-----+------+------+------+----------+---------+
¦27008 ¦19.08.98¦21.05.03¦ 698¦ ¦ ¦ ¦ 9498.311¦ 490.440¦
+------+--------+--------+-----+------+------+------+----------+---------+
¦27009 ¦19.08.98¦04.06.03¦ 712¦ ¦ ¦ ¦ 9498.311¦ 490.440¦
+------+--------+--------+-----+------+------+------+----------+---------+
¦27010 ¦19.08.98¦17.09.03¦ 817¦ ¦ ¦ ¦ 9498.311¦ 490.440¦
+------+--------+--------+-----+------+------+------+----------+---------+
¦27011 ¦19.08.98¦08.10.03¦ 838¦ ¦ ¦ ¦ 9498.311¦ 490.440¦
+------+--------+--------+-----+------+------+------+----------+---------+
¦27012 ¦14.11.99¦19.11.03¦ 880 ¦ ¦ ¦ ¦ 8807.235 ¦ 8799.165¦
+------+--------+--------+-----+------+------+------+----------+---------+
¦27013 ¦06.06.01¦02.06.04¦ 1076¦ 1 ¦ 4 ¦ ¦ 2536.927¦ 2463.073¦
+------+--------+--------+-----+------+------+------+----------+---------+
¦28001 ¦19.08.98¦21.01.04¦ 943¦ ¦ ¦ ¦ 9498.311¦ 490.440¦
+------+--------+--------+-----+------+------+------+----------+---------+
¦Итого:¦ ¦ ¦ ¦ ¦ ¦ ¦195080.135¦23489.925¦
L------+--------+--------+-----+------+------+------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦18.06.01¦19.06.01¦20.06.01¦21.06.01¦22.06.01¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 16.07 ¦ 15.85 ¦ 15.54 ¦ 15.62 ¦ 15.45 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 15.60 ¦ 15.59 ¦ 15.13 ¦ 15.16 ¦ 15.41 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 17.26 ¦ 16.77 ¦ 16.38 ¦ 16.53 ¦ 16.58 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 18.18 ¦ 18.07 ¦ 17.93 ¦ 17.87 ¦ 17.94 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 15.15 ¦ 13.86 ¦ 14.02 ¦ 14.46 ¦ 11.99 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 16.58 ¦ 16.59 ¦ 14.28 ¦ 20.48 ¦ 16.51 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 17.26 ¦ 16.77 ¦ 16.38 ¦ 16.53 ¦ 16.58 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 17.95 ¦ 17.69 ¦ 18.13 ¦ 17.89 ¦ 18.22 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.02 ¦ 0.02 ¦ 0.04 ¦ 0.01 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.87 ¦ 0.43 ¦ 0.35 ¦ 0.04 ¦ 0.27 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.25 ¦ 0.35 ¦ 0.28 ¦ 0.09 ¦ 0.14 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.14 ¦ 0.31 ¦ 0.22 ¦ 0.28 ¦ 0.34 ¦
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---------¬
¦ ¦ 18.06.01¦ 19.06.01¦ 20.06.01¦ 21.06.01¦ 22.06.01¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦195080.13¦195080.13¦195080.13¦195080.13¦195080.13¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 20780.31¦ 20780.31¦ 20780.31¦ 20780.31¦ 20780.31¦
+----------------------+---------+---------+---------+---------+---------+
¦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¦125323.89¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦188981.15¦189293.41¦188699.40¦188847.10¦188826.49¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 19942.20¦ 19942.50¦ 19943.10¦ 19942.80¦ 19975.80¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 17407.18¦ 17414.77¦ 17452.37¦ 17459.60¦ 17449.02¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 29415.79¦ 29488.97¦ 29549.42¦ 29543.06¦ 29549.42¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦122215.98¦122447.17¦121754.51¦121901.64¦121852.25¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 393.61¦ 392.71¦ 393.90¦ 392.98¦ 391.97¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 101.24¦ 100.24¦ 99.24¦ 98.24¦ 97.27¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 144.60¦ 143.49¦ 142.43¦ 141.69¦ 141.03¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 180.00¦ 179.00¦ 178.00¦ 177.00¦ 176.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 528.20¦ 527.25¦ 530.61¦ 529.53¦ 528.59¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

ПОСТАНОВЛЕНИЕ Госстандарта РФ от 22.06.2001 n 60 О РЕГИСТРАЦИИ СИСТЕМЫ СЕРТИФИКАЦИИ В ГРАЖДАНСКОЙ АВИАЦИИ РОССИЙСКОЙ ФЕДЕРАЦИИ  »
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