БЮЛЛЕТЕНЬ ЦБ РФ от 18.05.2001 n 17 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 18 мая 2001 г. N 17
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 230.878 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 ¦14.05.01¦97.50 ¦97.50 ¦97.50 ¦ 12.00 ¦ 0.00 ¦ 21145 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦15.05.01¦97.53 ¦97.53 ¦97.53 ¦ 12.00 ¦ 0.26 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦17.05.01¦97.60 ¦97.60 ¦97.60 ¦ 11.97 ¦ 1.00 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦03.10.01 ¦17.05.01¦94.30 ¦94.36 ¦94.36 ¦ 15.75 ¦ 7.41 ¦ 21148 ¦
+---------+--------+------+------+------+--------+-------+-------+
¦17.10.01 ¦14.05.01¦94.25 ¦94.25 ¦94.25 ¦ 14.27 ¦ 0.00 ¦ 21149 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦15.05.01¦94.20 ¦94.30 ¦94.20 ¦ 14.34 ¦ 1.00 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦14.11.01 ¦17.05.01¦93.15 ¦93.25 ¦93.15 ¦ 14.83 ¦ 95.83 ¦ 21150 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦18.05.01¦93.16 ¦93.20 ¦93.16 ¦ 14.89 ¦123.17 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦13.03.02 ¦14.05.01¦87.65 ¦87.65 ¦87.65 ¦ 16.97 ¦ 0.17 ¦ 21147 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦15.05.01¦87.67 ¦87.67 ¦87.67 ¦ 17.00 ¦ 0.50 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦16.05.01¦87.70 ¦87.86 ¦87.70 ¦ 16.87 ¦ 0.65 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦17.05.01¦87.84 ¦87.90 ¦87.90 ¦ 16.78 ¦ 0.89 ¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 1554.485 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 ¦14.05.01¦ 4.88 ¦101.68¦101.74¦101.68¦ 12.93 ¦ 4.00 ¦ 25024¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.05.01¦ 4.99 ¦101.50¦101.50¦101.50¦ 13.79 ¦ 0.20 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.05.01¦ 5.04 ¦101.35¦101.55¦101.50¦ 14.02 ¦ 19.06 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.05.01¦ 5.10 ¦101.60¦101.60¦101.60¦ 13.21 ¦ 0.59 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦12.09.01 ¦14.05.01¦ 2.34 ¦ 99.72¦100.06¦ 99.94¦ 14.62 ¦ 5.49 ¦ 25023¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.05.01¦ 2.38 ¦ 99.90¦100.00¦ 99.96¦ 14.38 ¦ 45.49 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.05.01¦ 2.42 ¦100.00¦100.15¦100.13¦ 13.97 ¦ 33.70 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.05.01¦ 2.46 ¦ 99.90¦100.00¦100.00¦ 14.41 ¦ 35.45 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.05.01¦ 2.49 ¦ 99.90¦100.22¦100.22¦ 14.41 ¦ 29.10 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.12.01 ¦14.05.01¦ 0.00 ¦ 91.66¦ 91.90¦ 91.66¦ 15.55 ¦ 43.12 ¦ 25030¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.05.01¦ 0.00 ¦ 91.68¦ 91.75¦ 91.74¦ 15.84 ¦ 24.69 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.05.01¦ 0.00 ¦ 91.87¦ 92.30¦ 92.30¦ 15.30 ¦ 58.84 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.05.01¦ 0.00 ¦ 91.90¦ 92.00¦ 92.00¦ 15.46 ¦ 15.46 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.05.01¦ 0.00 ¦ 91.90¦ 92.28¦ 92.28¦ 15.15 ¦ 44.81 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦06.02.02 ¦14.05.01¦ 0.30 ¦100.40¦100.57¦100.50¦ 16.83 ¦ 15.90 ¦ 27001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.05.01¦ 0.30 ¦100.40¦100.45¦100.40¦ 16.98 ¦ 13.50 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.05.01¦ 0.40 ¦100.50¦100.65¦100.60¦ 16.61 ¦ 26.03 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.05.01¦ 0.40 ¦100.30¦100.50¦100.42¦ 17.01 ¦ 28.08 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.05.01¦ 0.50 ¦100.40¦100.67¦100.67¦ 16.60 ¦ 32.61 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.05.02 ¦14.05.01¦ 4.50 ¦ 99.90¦100.00¦ 99.90¦ 17.38 ¦ 17.58 ¦ 27002¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.05.01¦ 4.60 ¦ 99.90¦100.02¦100.02¦ 17.37 ¦ 19.99 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.05.01¦ 4.60 ¦100.08¦100.16¦100.15¦ 17.18 ¦ 24.31 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.05.01¦ 4.70 ¦ 99.90¦100.00¦100.00¦ 17.33 ¦ 47.68 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.05.01¦ 4.70 ¦100.10¦100.30¦100.30¦ 17.05 ¦ 16.54 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.06.02 ¦14.05.01¦ 3.70 ¦100.00¦100.01¦100.00¦ 17.54 ¦ 7.74 ¦ 27003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.05.01¦ 3.80 ¦100.00¦100.05¦100.00¦ 17.44 ¦ 25.86 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.05.01¦ 3.80 ¦100.18¦100.23¦100.22¦ 17.28 ¦ 13.17 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.05.01¦ 3.90 ¦100.03¦100.20¦100.08¦ 17.36 ¦ 14.38 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.05.01¦ 4.00 ¦100.09¦100.25¦100.25¦ 17.21 ¦ 8.55 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦18.09.02 ¦14.05.01¦ 3.00 ¦ 99.46¦ 99.79¦ 99.50¦ 17.68 ¦ 32.60 ¦ 27004¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.05.01¦ 3.00 ¦ 99.43¦ 99.66¦ 99.66¦ 17.76 ¦ 18.69 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.05.01¦ 3.10 ¦ 99.70¦ 99.85¦ 99.80¦ 17.47 ¦ 27.23 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.05.01¦ 3.10 ¦ 99.65¦ 99.80¦ 99.70¦ 17.60 ¦ 10.38 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.05.01¦ 3.20 ¦ 99.80¦ 99.86¦ 99.86¦ 17.41 ¦ 24.30 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦09.10.02 ¦14.05.01¦ 1.80 ¦ 97.30¦ 97.73¦ 97.42¦ 17.79 ¦ 13.84 ¦ 27005¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.05.01¦ 1.90 ¦ 97.45¦ 97.77¦ 97.60¦ 17.73 ¦ 30.24 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.05.01¦ 1.90 ¦ 97.70¦ 97.83¦ 97.73¦ 17.59 ¦ 23.87 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.05.01¦ 2.00 ¦ 97.50¦ 97.90¦ 97.58¦ 17.69 ¦ 30.62 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.05.01¦ 2.00 ¦ 97.75¦ 97.80¦ 97.76¦ 17.55 ¦ 24.61 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.01.03 ¦14.05.01¦ 1.00 ¦ 96.00¦ 96.01¦ 96.00¦ 18.16 ¦ 9.08 ¦ 27006¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.05.01¦ 1.10 ¦ 95.80¦ 96.03¦ 96.03¦ 18.17 ¦ 15.06 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.05.01¦ 1.20 ¦ 96.10¦ 96.30¦ 96.10¦ 17.91 ¦ 31.12 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.05.01¦ 1.20 ¦ 96.05¦ 96.40¦ 96.07¦ 17.92 ¦ 15.77 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.05.01¦ 1.30 ¦ 96.35¦ 96.50¦ 96.50¦ 17.71 ¦ 13.94 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.02.03 ¦14.05.01¦ 0.30 ¦ 95.90¦ 96.00¦ 95.90¦ 18.22 ¦ 2.97 ¦ 27007¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.05.01¦ 0.30 ¦ 96.00¦ 96.10¦ 96.00¦ 18.22 ¦ 4.67 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.05.01¦ 0.40 ¦ 96.15¦ 96.25¦ 96.15¦ 18.08 ¦ 9.27 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.05.01¦ 0.40 ¦ 96.10¦ 96.85¦ 96.15¦ 18.07 ¦ 17.34 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.05.01¦ 0.50 ¦ 96.25¦ 97.99¦ 96.35¦ 17.30 ¦ 32.45 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.03 ¦14.05.01¦ 1.64 ¦ 86.00¦ 86.00¦ 86.00¦ 19.73 ¦ 0.10 ¦ 26001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.05.01¦ 1.67 ¦ 86.00¦ 86.00¦ 86.00¦ 19.74 ¦ 0.03 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.05.03 ¦14.05.01¦ 4.50 ¦ 93.98¦ 94.05¦ 94.00¦ 18.86 ¦ 8.74 ¦ 27008¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.05.01¦ 4.60 ¦ 93.70¦ 94.01¦ 93.80¦ 18.96 ¦ 31.86 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.05.01¦ 4.60 ¦ 93.82¦ 93.90¦ 93.84¦ 18.97 ¦ 8.16 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.05.01¦ 4.70 ¦ 93.70¦ 93.90¦ 93.76¦ 18.99 ¦ 22.88 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.05.01¦ 4.70 ¦ 93.80¦ 94.00¦ 93.90¦ 18.91 ¦ 19.50 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦04.06.03 ¦14.05.01¦ 3.70 ¦ 93.95¦ 94.05¦ 94.00¦ 18.97 ¦ 9.79 ¦ 27009¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.05.01¦ 3.80 ¦ 93.80¦ 94.05¦ 93.88¦ 19.04 ¦ 23.54 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.05.01¦ 3.80 ¦ 93.80¦ 93.96¦ 93.95¦ 19.03 ¦ 27.65 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.05.01¦ 3.90 ¦ 93.75¦ 93.95¦ 93.95¦ 19.01 ¦ 15.44 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.05.01¦ 4.00 ¦ 93.88¦ 94.00¦ 93.98¦ 18.92 ¦ 22.86 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦17.09.03 ¦14.05.01¦ 3.00 ¦ 92.50¦ 92.55¦ 92.55¦ 19.13 ¦ 0.04 ¦ 27010¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.05.01¦ 3.00 ¦ 92.30¦ 92.53¦ 92.44¦ 19.23 ¦ 10.76 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.05.01¦ 3.10 ¦ 92.71¦ 92.80¦ 92.75¦ 18.99 ¦ 10.80 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.05.01¦ 3.10 ¦ 92.49¦ 92.71¦ 92.50¦ 19.15 ¦ 30.48 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.05.01¦ 3.20 ¦ 91.50¦ 92.65¦ 92.63¦ 19.13 ¦ 29.90 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦08.10.03 ¦14.05.01¦ 1.80 ¦ 90.30¦ 90.74¦ 90.30¦ 19.15 ¦ 0.02 ¦ 27011¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.05.01¦ 1.90 ¦ 90.11¦ 90.40¦ 90.30¦ 19.34 ¦ 19.79 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.05.01¦ 1.90 ¦ 90.30¦ 90.40¦ 90.40¦ 19.31 ¦ 5.17 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.05.01¦ 2.00 ¦ 90.21¦ 90.39¦ 90.22¦ 19.33 ¦ 21.37 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.05.01¦ 2.00 ¦ 90.30¦ 90.36¦ 90.36¦ 19.31 ¦ 23.92 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦19.11.03 ¦14.05.01¦ 4.80 ¦ 81.67¦ 81.75¦ 81.70¦ 20.49 ¦ 1.32 ¦ 27012¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.05.01¦ 4.80 ¦ 81.67¦ 81.82¦ 81.70¦ 20.53 ¦ 8.19 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.05.01¦ 4.80 ¦ 81.80¦ 82.00¦ 81.80¦ 20.44 ¦ 2.60 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.05.01¦ 4.80 ¦ 81.60¦ 82.00¦ 81.60¦ 20.57 ¦ 17.09 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.05.01¦ 4.90 ¦ 81.55¦ 81.72¦ 81.60¦ 20.59 ¦ 17.26 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.01.04 ¦14.05.01¦ 1.00 ¦ 89.02¦ 89.29¦ 89.29¦ 19.35 ¦ 6.21 ¦ 28001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.05.01¦ 1.10 ¦ 88.91¦ 89.21¦ 89.20¦ 19.34 ¦ 13.85 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.05.01¦ 1.20 ¦ 89.30¦ 89.50¦ 89.35¦ 19.21 ¦ 8.91 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.05.01¦ 1.20 ¦ 89.05¦ 89.45¦ 89.25¦ 19.28 ¦ 29.83 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.05.01¦ 1.30 ¦ 89.25¦ 94.90¦ 89.30¦ 17.94 ¦ 40.79 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.04 ¦15.05.01¦ 1.67 ¦ 74.50¦ 74.50¦ 74.50¦ 23.17 ¦ 0.55 ¦ 26002¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.05.01¦ 1.70 ¦ 74.52¦ 75.00¦ 74.52¦ 23.09 ¦ 0.47 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.05.01¦ 1.73 ¦ 74.52¦ 74.80¦ 74.52¦ 23.03 ¦ 0.07 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.05.01¦ 1.75 ¦ 74.50¦ 74.50¦ 74.50¦ 23.20 ¦ 0.01 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.05 ¦14.05.01¦ 1.64 ¦ 67.80¦ 67.80¦ 67.80¦ 23.59 ¦ 0.50 ¦ 26003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.05.01¦ 1.67 ¦ 67.80¦ 68.12¦ 68.10¦ 23.44 ¦ 0.91 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.05.01¦ 1.70 ¦ 68.00¦ 68.00¦ 68.00¦ 23.49 ¦ 0.00 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.05.01¦ 1.73 ¦ 67.90¦ 68.39¦ 68.20¦ 23.48 ¦ 2.60 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.05.01¦ 1.75 ¦ 68.00¦ 68.12¦ 68.00¦ 23.45 ¦ 0.60 ¦ ¦
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 ¦ 301 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25023 ¦ 12.09.2001 ¦ 117 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25024 ¦ 15.08.2001 ¦ 89 ¦ 20.00 ¦ 99.73 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25027 ¦ 27.11.2001 ¦ 193 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2001 ¦ 193 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2001 ¦ 193 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2002 ¦ 301 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2002 ¦ 301 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2002 ¦ 301 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2001 ¦ 193 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27001 ¦ 08.08.2001 ¦ 82 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27002 ¦ 23.05.2001 ¦ 5 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27003 ¦ 06.06.2001 ¦ 19 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27004 ¦ 20.06.2001 ¦ 33 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27005 ¦ 11.07.2001 ¦ 54 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27006 ¦ 25.07.2001 ¦ 68 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27007 ¦ 08.08.2001 ¦ 82 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27008 ¦ 23.05.2001 ¦ 5 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27009 ¦ 06.06.2001 ¦ 19 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27010 ¦ 20.06.2001 ¦ 33 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27011 ¦ 11.07.2001 ¦ 54 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27012 ¦ 23.05.2001 ¦ 5 ¦ 10.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 28001 ¦ 25.07.2001 ¦ 68 ¦ 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¦ 75 ¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21145 ¦07.02.01¦31.07.01¦ 74 ¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21146 ¦28.02.01¦27.06.01¦ 40 ¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21147 ¦21.03.01¦13.03.02¦ 299 ¦ 1 ¦ ¦ ¦ 2780.313¦ 219.687¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21148 ¦28.03.01¦03.10.01¦ 138 ¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21149 ¦18.04.01¦17.10.01¦ 152 ¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21150 ¦16.05.01¦14.11.01¦ 180 ¦ 1 ¦ 2 ¦ ¦ 2194.374¦ 805.626¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 301 ¦ 1 ¦ ¦ ¦ 32.200¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 117 ¦ 7 ¦ 19 ¦ ¦ 13078.548¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25024 ¦22.07.98¦15.08.01¦ 89 ¦ 1 ¦ ¦ ¦ 1847.420¦ 4343.224¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 193 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 558 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 923 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 211 ¦ ¦ ¦ 2 ¦ 31817.595¦ 1749.207¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 666 ¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦1032 ¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦1397 ¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦1289 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 264 ¦ ¦ ¦ ¦ 9498.178¦ 490.573¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21002 ¦19.08.98¦22.05.02¦ 369 ¦ ¦ ¦ ¦ 9498.178¦ 490.573¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 383 ¦ ¦ ¦ ¦ 9498.178¦ 490.573¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 488 ¦ ¦ ¦ ¦ 9498.178¦ 490.573¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 509 ¦ ¦ ¦ ¦ 9498.178¦ 490.573¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 614 ¦ ¦ ¦ ¦ 9498.178¦ 490.573¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 628 ¦ ¦ ¦ ¦ 9498.178¦ 490.573¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 733 ¦ ¦ ¦ ¦ 9498.178¦ 490.573¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 747 ¦ ¦ ¦ ¦ 9498.178¦ 490.573¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 852 ¦ ¦ ¦ ¦ 9498.178¦ 490.573¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 873 ¦ ¦ ¦ ¦ 9498.178¦ 490.573¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 915 ¦ ¦ ¦ ¦ 8807.235¦ 8799.165¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 978 ¦ ¦ ¦ ¦ 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--------¬
¦ ¦14.05.01¦15.05.01¦16.05.01¦17.05.01¦18.05.01¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 15.11 ¦ 15.13 ¦ 14.87 ¦ 15.09 ¦ 14.81 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 15.55 ¦ 15.45 ¦ 15.33 ¦ 15.54 ¦ 15.25 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 15.55 ¦ 15.84 ¦ 15.30 ¦ 15.46 ¦ 15.15 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 18.68 ¦ 18.73 ¦ 18.59 ¦ 18.67 ¦ 18.37 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 16.94 ¦ 15.37 ¦ 16.87 ¦ 14.90 ¦ 14.89 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 17.00 ¦ 16.05 ¦ 14.69 ¦ 16.95 ¦ 15.17 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 15.55 ¦ 15.84 ¦ 15.30 ¦ 15.46 ¦ 15.15 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 18.09 ¦ 18.61 ¦ 18.17 ¦ 18.64 ¦ 18.32 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.01 ¦ 0.00 ¦ 0.52 ¦ 0.60 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.06 ¦ 0.28 ¦ 0.20 ¦ 0.34 ¦ 0.18 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.14 ¦ 0.08 ¦ 0.18 ¦ 0.05 ¦ 0.14 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.11 ¦ 0.19 ¦ 0.18 ¦ 0.25 ¦ 0.25 ¦
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---------¬
¦ ¦ 14.05.01¦ 15.05.01¦ 16.05.01¦ 17.05.01¦ 18.05.01¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦189541.16¦189541.16¦191516.53¦191612.36¦191735.53¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 17780.31¦ 17780.31¦ 19755.69¦ 19851.52¦ 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, ¦182934.58¦182906.64¦185125.67¦185148.89¦185833.09¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 16997.74¦ 16999.50¦ 18841.51¦ 18952.96¦ 19067.92¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 17158.56¦ 17179.46¦ 17196.73¦ 17185.66¦ 17195.32¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 29221.28¦ 29189.46¦ 29281.73¦ 29269.01¦ 29326.28¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦119557.00¦119538.21¦119805.69¦119741.26¦120243.58¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 418.51¦ 417.44¦ 414.23¦ 413.06¦ 412.61¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 128.13¦ 127.14¦ 131.62¦ 130.88¦ 130.19¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 174.60¦ 173.89¦ 172.86¦ 172.00¦ 171.04¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 215.00¦ 214.00¦ 213.00¦ 212.00¦ 211.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 544.54¦ 543.41¦ 542.51¦ 541.46¦ 541.12¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

ПРИКАЗ ЦБ РФ от 18.05.2001 n ОД-152 ОБ ОТЗЫВЕ ЛИЦЕНЗИИ НА ОСУЩЕСТВЛЕНИЕ БАНКОВСКИХ ОПЕРАЦИЙ У ОТКРЫТОГО АКЦИОНЕРНОГО ОБЩЕСТВА МАХАЧКАЛИНСКИЙ АКЦИОНЕРНЫЙ ИНВЕСТИЦИОННО-КОММЕРЧЕСКИЙ ПРОМЫШЛЕННО-СТРОИТЕЛЬНЫЙ БАНК, ОАО МАХАЧКАЛАПРОМСТРОЙБАНК (РЕСПУБЛИКА ДАГЕСТАН, Г. МАХАЧКАЛА)  »
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