БЮЛЛЕТЕНЬ ЦБ РФ от 25.05.2001 n 18 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 25 мая 2001 г. N 18
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 20.1 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 ¦22.05.01¦ 97.84¦ 97.85¦ 97.85¦ 11.51 ¦ 4.08 ¦ 21145 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦23.05.01¦ 97.85¦ 97.85¦ 97.85¦ 11.62 ¦ 0.92 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦25.05.01¦ 97.89¦ 97.90¦ 97.89¦ 11.69 ¦ 0.54 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦17.10.01 ¦22.05.01¦ 94.40¦ 94.50¦ 94.40¦ 14.41 ¦ 3.00 ¦ 21149 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦25.05.01¦ 94.55¦ 94.55¦ 94.55¦ 14.51 ¦ 2.29 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦14.11.01 ¦22.05.01¦ 93.39¦ 93.40¦ 93.39¦ 14.65 ¦ 6.25 ¦ 21150 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦23.05.01¦ 93.65¦ 93.65¦ 93.65¦ 14.14 ¦ 1.00 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦24.05.01¦ 93.79¦ 93.80¦ 93.80¦ 13.89 ¦ 1.22 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦25.05.01¦ 93.77¦ 93.79¦ 93.79¦ 14.02 ¦ 0.57 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦13.03.02 ¦25.05.01¦ 88.11¦ 88.25¦ 88.25¦ 16.74 ¦ 0.23 ¦ 21147 ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 2655.383 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 ¦21.05.01¦ 5.26 ¦101.55¦101.60¦101.60¦ 13.19 ¦ 2.75 ¦ 25024¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.05.01¦ 5.32 ¦101.55¦101.60¦101.60¦ 12.92 ¦ 53.00 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.05.01¦ 5.37 ¦101.57¦101.59¦101.59¦ 12.83 ¦ 0.47 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.05.01¦ 5.43 ¦101.50¦101.50¦101.50¦ 13.16 ¦ 5.00 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.05.01¦ 5.48 ¦101.56¦101.60¦101.59¦ 12.69 ¦ 15.08 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦12.09.01 ¦21.05.01¦ 2.61 ¦ 99.90¦100.07¦100.00¦ 14.30 ¦ 52.60 ¦ 25023¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.05.01¦ 2.65 ¦ 99.95¦100.08¦100.02¦ 14.26 ¦ 73.39 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.05.01¦ 2.69 ¦100.00¦100.03¦100.02¦ 14.25 ¦114.82 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.05.01¦ 2.72 ¦100.05¦100.09¦100.07¦ 14.03 ¦109.68 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.05.01¦ 2.76 ¦100.06¦100.09¦100.07¦ 13.99 ¦ 31.67 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.12.01 ¦21.05.01¦ 0.00 ¦ 92.00¦ 92.25¦ 92.25¦ 15.29 ¦ 23.65 ¦ 25030¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.05.01¦ 0.00 ¦ 92.08¦ 92.30¦ 92.12¦ 15.62 ¦ 21.39 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.05.01¦ 0.00 ¦ 92.10¦ 92.30¦ 92.30¦ 15.34 ¦ 21.45 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.05.01¦ 0.00 ¦ 92.14¦ 92.35¦ 92.31¦ 15.29 ¦ 9.31 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.05.01¦ 0.00 ¦ 92.40¦ 92.60¦ 92.45¦ 15.06 ¦ 41.56 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦06.02.02 ¦21.05.01¦ 0.70 ¦100.50¦100.70¦100.55¦ 16.48 ¦ 26.34 ¦ 27001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.05.01¦ 0.70 ¦100.40¦100.57¦100.55¦ 16.65 ¦ 44.51 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.05.01¦ 0.80 ¦100.40¦100.58¦100.55¦ 16.50 ¦ 48.91 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.05.01¦ 0.80 ¦100.42¦100.63¦100.45¦ 16.64 ¦ 82.48 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.05.01¦ 0.90 ¦100.32¦100.49¦100.45¦ 16.73 ¦ 57.17 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.05.02 ¦21.05.01¦ 4.90 ¦100.20¦100.25¦100.20¦ 16.96 ¦ 9.65 ¦ 27002¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.05.01¦ 4.90 ¦100.00¦100.20¦100.10¦ 17.14 ¦ 28.71 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.05.01¦ 0.00 ¦100.10¦100.19¦100.19¦ 17.05 ¦ 13.16 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.05.01¦ 0.10 ¦100.10¦100.40¦100.10¦ 16.80 ¦152.91 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.05.01¦ 0.10 ¦100.00¦100.74¦100.24¦ 17.17 ¦ 32.01 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.06.02 ¦21.05.01¦ 4.10 ¦100.37¦100.39¦100.37¦ 17.00 ¦ 7.00 ¦ 27003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.05.01¦ 4.20 ¦100.00¦100.20¦100.12¦ 17.22 ¦ 10.16 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.05.01¦ 4.20 ¦100.10¦100.23¦100.17¦ 17.23 ¦ 22.24 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.05.01¦ 4.30 ¦100.26¦100.45¦100.27¦ 16.94 ¦ 36.32 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.05.01¦ 4.30 ¦100.20¦100.39¦100.35¦ 17.06 ¦ 16.45 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦18.09.02 ¦21.05.01¦ 3.40 ¦ 99.90¦100.00¦ 99.90¦ 17.25 ¦ 16.10 ¦ 27004¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.05.01¦ 3.40 ¦ 99.87¦ 99.99¦ 99.98¦ 17.34 ¦ 22.57 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.05.01¦ 3.50 ¦ 99.90¦100.00¦ 99.99¦ 17.20 ¦ 36.24 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.05.01¦ 3.50 ¦100.07¦100.20¦100.08¦ 17.08 ¦ 66.27 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.05.01¦ 3.60 ¦100.00¦100.16¦100.10¦ 17.17 ¦ 33.99 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦09.10.02 ¦21.05.01¦ 2.20 ¦ 97.80¦ 98.05¦ 97.85¦ 17.41 ¦ 36.76 ¦ 27005¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.05.01¦ 2.30 ¦ 97.70¦ 97.81¦ 97.75¦ 17.47 ¦ 9.87 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.05.01¦ 2.30 ¦ 97.75¦ 97.90¦ 97.90¦ 17.43 ¦ 19.99 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.05.01¦ 2.40 ¦ 97.81¦ 98.05¦ 98.00¦ 17.19 ¦ 43.31 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.05.01¦ 2.40 ¦ 98.00¦ 98.10¦ 98.10¦ 17.23 ¦ 15.03 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.01.03 ¦21.05.01¦ 1.40 ¦ 96.12¦ 97.00¦ 96.50¦ 17.67 ¦ 28.51 ¦ 27006¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.05.01¦ 1.50 ¦ 96.40¦ 96.60¦ 96.40¦ 17.67 ¦ 34.92 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.05.01¦ 1.50 ¦ 96.40¦ 96.60¦ 96.60¦ 17.70 ¦ 22.31 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.05.01¦ 1.60 ¦ 96.60¦ 97.00¦ 96.80¦ 17.33 ¦ 26.52 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.05.01¦ 1.60 ¦ 96.40¦ 97.18¦ 97.04¦ 17.32 ¦ 34.86 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.02.03 ¦21.05.01¦ 0.70 ¦ 96.50¦ 96.50¦ 96.50¦ 17.75 ¦ 9.46 ¦ 27007¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.05.01¦ 0.70 ¦ 96.21¦ 96.50¦ 96.21¦ 17.84 ¦ 20.11 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.05.01¦ 0.80 ¦ 96.40¦ 96.55¦ 96.50¦ 17.75 ¦ 19.56 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.05.01¦ 0.80 ¦ 96.50¦ 96.99¦ 96.57¦ 17.48 ¦ 26.13 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.05.01¦ 0.90 ¦ 96.86¦ 97.50¦ 96.90¦ 17.39 ¦ 16.36 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.03 ¦24.05.01¦ 1.92 ¦ 86.50¦ 86.50¦ 86.50¦ 19.46 ¦ 0.40 ¦ 26001¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.05.03 ¦21.05.01¦ 4.90 ¦ 94.05¦ 94.35¦ 94.32¦ 18.58 ¦ 32.23 ¦ 27008¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.05.01¦ 4.90 ¦ 94.30¦ 94.41¦ 94.35¦ 18.62 ¦ 44.25 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.05.01¦ 0.00 ¦ 94.30¦ 94.60¦ 94.60¦ 18.48 ¦ 40.79 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.05.01¦ 0.10 ¦ 94.55¦ 94.85¦ 94.80¦ 18.18 ¦ 61.08 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.05.01¦ 0.10 ¦ 94.90¦ 95.15¦ 95.00¦ 18.07 ¦ 7.60 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦04.06.03 ¦21.05.01¦ 4.10 ¦ 94.20¦ 94.37¦ 94.37¦ 18.71 ¦ 6.21 ¦ 27009¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.05.01¦ 4.20 ¦ 94.41¦ 94.50¦ 94.49¦ 18.54 ¦ 57.76 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.05.01¦ 4.20 ¦ 94.46¦ 94.69¦ 94.69¦ 18.50 ¦ 22.03 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.05.01¦ 4.30 ¦ 94.65¦ 94.90¦ 94.85¦ 18.27 ¦ 38.84 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.05.01¦ 4.30 ¦ 94.95¦ 95.50¦ 95.25¦ 18.15 ¦ 11.04 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦17.09.03 ¦21.05.01¦ 3.40 ¦ 92.66¦ 93.00¦ 92.99¦ 18.78 ¦ 46.22 ¦ 27010¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.05.01¦ 3.40 ¦ 92.75¦ 93.01¦ 93.00¦ 18.81 ¦ 53.12 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.05.01¦ 3.50 ¦ 93.00¦ 93.90¦ 93.28¦ 18.44 ¦ 47.78 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.05.01¦ 3.50 ¦ 93.54¦ 93.82¦ 93.77¦ 18.29 ¦ 18.29 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.05.01¦ 3.60 ¦ 93.78¦ 94.22¦ 94.20¦ 18.10 ¦ 63.19 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦08.10.03 ¦21.05.01¦ 2.20 ¦ 90.64¦ 90.70¦ 90.64¦ 19.05 ¦ 9.39 ¦ 27011¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.05.01¦ 2.30 ¦ 90.60¦ 90.70¦ 90.67¦ 19.01 ¦ 35.63 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.05.01¦ 2.30 ¦ 90.75¦ 91.00¦ 91.00¦ 18.93 ¦ 5.11 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.05.01¦ 2.40 ¦ 90.90¦ 91.20¦ 91.15¦ 18.72 ¦ 42.38 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.05.01¦ 2.40 ¦ 91.10¦ 91.60¦ 91.59¦ 18.50 ¦ 49.52 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦19.11.03 ¦21.05.01¦ 4.90 ¦ 81.99¦ 82.05¦ 82.05¦ 20.43 ¦ 5.19 ¦ 27012¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.05.01¦ 5.00 ¦ 81.77¦ 81.80¦ 81.78¦ 20.54 ¦ 8.06 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.05.01¦ 0.00 ¦ 81.86¦ 82.05¦ 82.05¦ 20.48 ¦ 7.18 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.05.01¦ 0.00 ¦ 82.00¦ 82.48¦ 82.44¦ 20.18 ¦ 19.44 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.05.01¦ 0.10 ¦ 82.41¦ 82.94¦ 82.94¦ 19.85 ¦ 15.65 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.01.04 ¦21.05.01¦ 1.40 ¦ 89.50¦ 89.75¦ 89.50¦ 19.03 ¦ 57.16 ¦ 28001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.05.01¦ 1.50 ¦ 89.34¦ 89.65¦ 89.55¦ 19.07 ¦ 49.60 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.05.01¦ 1.50 ¦ 89.50¦ 89.72¦ 89.72¦ 19.02 ¦ 30.43 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.05.01¦ 1.60 ¦ 89.75¦ 90.07¦ 90.00¦ 18.78 ¦ 11.68 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.05.01¦ 1.60 ¦ 89.99¦ 90.38¦ 90.35¦ 18.67 ¦ 32.17 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.04 ¦21.05.01¦ 1.84 ¦ 75.00¦ 75.30¦ 75.30¦ 22.83 ¦ 0.70 ¦ 26002¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.05.01¦ 1.86 ¦ 75.30¦ 75.50¦ 75.50¦ 22.66 ¦ 0.40 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.05.01¦ 1.89 ¦ 75.50¦ 75.69¦ 75.69¦ 22.60 ¦ 6.59 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.05.01¦ 1.92 ¦ 75.90¦ 76.10¦ 76.10¦ 22.28 ¦ 0.71 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.05.01¦ 1.95 ¦ 76.40¦ 77.39¦ 77.39¦ 21.72 ¦ 0.03 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.05 ¦21.05.01¦ 1.84 ¦ 68.50¦ 69.50¦ 68.50¦ 22.83 ¦ 0.45 ¦ 26003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.05.01¦ 1.86 ¦ 68.65¦ 69.00¦ 69.00¦ 23.11 ¦ 1.11 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.05.01¦ 1.89 ¦ 68.63¦ 69.40¦ 69.39¦ 23.00 ¦ 4.58 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.05.01¦ 1.92 ¦ 68.70¦ 70.00¦ 70.00¦ 22.89 ¦ 4.43 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.05.01¦ 1.95 ¦ 69.21¦ 70.29¦ 70.00¦ 22.66 ¦ 4.28 ¦ ¦
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 ¦ 294 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25023 ¦ 12.09.2001 ¦ 110 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25024 ¦ 15.08.2001 ¦ 82 ¦ 20.00 ¦ 99.73 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25027 ¦ 27.11.2001 ¦ 186 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2001 ¦ 186 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2001 ¦ 186 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2002 ¦ 294 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2002 ¦ 294 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2002 ¦ 294 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2001 ¦ 186 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27001 ¦ 08.08.2001 ¦ 75 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27002 ¦ 22.08.2001 ¦ 89 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27003 ¦ 06.06.2001 ¦ 12 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27004 ¦ 20.06.2001 ¦ 26 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27005 ¦ 11.07.2001 ¦ 47 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27006 ¦ 25.07.2001 ¦ 61 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27007 ¦ 08.08.2001 ¦ 75 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27008 ¦ 22.08.2001 ¦ 89 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27009 ¦ 06.06.2001 ¦ 12 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27010 ¦ 20.06.2001 ¦ 26 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27011 ¦ 11.07.2001 ¦ 47 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27012 ¦ 21.11.2001 ¦ 180 ¦ 10.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 28001 ¦ 25.07.2001 ¦ 61 ¦ 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¦ 68 ¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21145 ¦07.02.01¦31.07.01¦ 67 ¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21146 ¦28.02.01¦27.06.01¦ 33 ¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21147 ¦21.03.01¦13.03.02¦ 292 ¦ 1 ¦ ¦ ¦ 2780.313¦ 219.687¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21148 ¦28.03.01¦03.10.01¦ 131 ¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21149 ¦18.04.01¦17.10.01¦ 145 ¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21150 ¦16.05.01¦14.11.01¦ 173 ¦ 1 ¦ 2 ¦ ¦ 2194.374¦ 805.626¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 294 ¦ 1 ¦ ¦ ¦ 32.200¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 110 ¦ 7 ¦ 19 ¦ ¦ 13078.548¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25024 ¦22.07.98¦15.08.01¦ 82 ¦ 1 ¦ ¦ ¦ 1847.420¦ 4343.224¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 186 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 551 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 916 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 204 ¦ ¦ ¦ 2 ¦ 31817.595¦ 1749.207¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 659 ¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦1025 ¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦1390 ¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦1282 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 257 ¦ ¦ ¦ ¦ 9498.178¦ 490.573¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 362 ¦ ¦ ¦ ¦ 9498.178¦ 490.573¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 376 ¦ ¦ ¦ ¦ 9498.178¦ 490.573¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 481 ¦ ¦ ¦ ¦ 9498.178¦ 490.573¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 502 ¦ ¦ ¦ ¦ 9498.178¦ 490.573¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 607 ¦ ¦ ¦ ¦ 9498.178¦ 490.573¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 621 ¦ ¦ ¦ ¦ 9498.178¦ 490.573¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 726 ¦ ¦ ¦ ¦ 9498.178¦ 490.573¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 740 ¦ ¦ ¦ ¦ 9498.178¦ 490.573¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 845 ¦ ¦ ¦ ¦ 9498.178¦ 490.573¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 866 ¦ ¦ ¦ ¦ 9498.178¦ 490.573¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 908 ¦ ¦ ¦ ¦ 8807.235¦ 8799.165¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 971 ¦ ¦ ¦ ¦ 9498.178¦ 490.573¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦ ¦ ¦ ¦ ¦ ¦191735.534¦21834.525¦
L--------+--------+--------+-----+-------+------+--------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦21.05.01¦22.05.01¦23.05.01¦24.05.01¦25.05.01¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 14.86 ¦ 14.89 ¦ 14.72 ¦ 14.60 ¦ 14.86 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 15.31 ¦ 15.34 ¦ 15.32 ¦ 15.21 ¦ 15.10 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 15.29 ¦ 15.62 ¦ 15.34 ¦ 15.29 ¦ 15.06 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 18.36 ¦ 18.40 ¦ 18.30 ¦ 18.07 ¦ 17.99 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 14.09 ¦ 13.45 ¦ 13.89 ¦ 14.48 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 15.37 ¦ 14.62 ¦ 17.80 ¦ 16.41 ¦ 17.76 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 15.29 ¦ 15.62 ¦ 15.34 ¦ 15.29 ¦ 15.06 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 18.39 ¦ 18.45 ¦ 18.13 ¦ 17.71 ¦ 17.95 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.07 ¦ 0.01 ¦ 0.01 ¦ 0.02 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.34 ¦ 0.77 ¦ 0.74 ¦ 0.71 ¦ 0.30 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.07 ¦ 0.07 ¦ 0.07 ¦ 0.03 ¦ 0.13 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.23 ¦ 0.34 ¦ 0.28 ¦ 0.52 ¦ 0.28 ¦
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---------¬
¦ ¦ 21.05.01¦ 22.05.01¦ 23.05.01¦ 24.05.01¦ 25.05.01¦
+-----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость, ¦191735.53¦191735.53¦191735.53¦191735.53¦191735.53¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 19974.69¦ 19974.69¦ 19974.69¦ 19974.69¦ 19974.69¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 17157.88¦ 17157.88¦ 17157.88¦ 17157.88¦ 17157.88¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 31817.60¦ 31817.60¦ 31817.60¦ 31817.60¦ 31817.60¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦122785.37¦122785.37¦122785.37¦122785.37¦122785.37¦
+-----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦186066.07¦186039.58¦184915.69¦185352.48¦185594.64¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 19067.92¦ 19086.98¦ 19092.77¦ 19095.84¦ 19107.62¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 17232.99¦ 17236.72¦ 17245.92¦ 17263.12¦ 17279.95¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 29339.00¦ 29304.00¦ 29354.91¦ 29374.00¦ 29418.55¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦120426.17¦120411.87¦119222.08¦119619.52¦119788.52¦
+-----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 409.60¦ 408.59¦ 410.86¦ 410.38¦ 409.75¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 127.19¦ 126.19¦ 125.20¦ 124.21¦ 123.28¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 169.09¦ 167.79¦ 167.00¦ 166.26¦ 165.72¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 208.00¦ 207.00¦ 206.00¦ 205.00¦ 204.00¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 537.84¦ 536.88¦ 542.33¦ 541.74¦ 541.18¦
L-----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

ПРИКАЗ Минфина РФ от 25.05.2001 n 146 О ВОЗОБНОВЛЕНИИ ДЕЙСТВИЯ ЛИЦЕНЗИЙ НА ОСУЩЕСТВЛЕНИЕ СТРАХОВОЙ ДЕЯТЕЛЬНОСТИ, ВЫДАННЫХ СТРАХОВЫМ ОРГАНИЗАЦИЯМ  »
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