БЮЛЛЕТЕНЬ ЦБ РФ от 11.05.2001 n 16 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 11 мая 2001 г. N 16
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 13.925 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 ¦11.05.01¦ 97.20¦ 97.43¦ 97.43¦ 12.03 ¦ 7.27 ¦ 21145 ¦
+---------+--------+------+------+------+--------+-------+-------+
¦03.10.01 ¦04.05.01¦ 93.80¦ 93.80¦ 93.80¦ 15.87 ¦ 1.00 ¦ 21148 ¦
+---------+--------+------+------+------+--------+-------+-------+
¦17.10.01 ¦04.05.01¦ 93.51¦ 93.51¦ 93.51¦ 15.26 ¦ 0.65 ¦ 21149 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦10.05.01¦ 94.00¦ 94.00¦ 94.00¦ 14.56 ¦ 0.75 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦13.03.02 ¦04.05.01¦ 86.98¦ 87.15¦ 87.15¦ 17.36 ¦ 1.97 ¦ 21147 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦07.05.01¦ 87.30¦ 87.58¦ 87.58¦ 16.91 ¦ 2.29 ¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 1702.466 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 ¦04.05.01¦ 4.33 ¦101.75¦101.75¦101.75¦ 13.63 ¦ 0.50 ¦ 25024¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.05.01¦ 4.49 ¦101.74¦101.83¦101.83¦ 13.34 ¦ 9.00 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.05.01¦ 4.55 ¦101.84¦101.84¦101.84¦ 13.00 ¦ 0.25 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.05.01¦ 4.66 ¦101.72¦101.79¦101.72¦ 13.24 ¦ 12.00 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.05.01¦ 4.71 ¦101.59¦101.72¦101.59¦ 13.73 ¦ 10.64 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦12.09.01 ¦03.05.01¦ 1.92 ¦ 99.56¦ 99.58¦ 99.56¦ 15.69 ¦ 10.00 ¦ 25023¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.05.01¦ 1.96 ¦ 99.60¦ 99.98¦ 99.98¦ 15.26 ¦ 25.94 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.05.01¦ 2.07 ¦ 99.80¦100.05¦100.05¦ 14.27 ¦ 20.20 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.05.01¦ 2.11 ¦100.10¦100.15¦100.15¦ 13.98 ¦ 12.42 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.05.01¦ 2.19 ¦100.07¦100.09¦100.09¦ 14.07 ¦ 34.71 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.05.01¦ 2.23 ¦100.00¦100.10¦100.10¦ 14.09 ¦122.06 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.12.01 ¦03.05.01¦ 0.00 ¦ 90.95¦ 91.03¦ 91.00¦ 16.41 ¦ 59.65 ¦ 25030¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.05.01¦ 0.00 ¦ 91.20¦ 91.25¦ 91.25¦ 16.01 ¦ 37.46 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.05.01¦ 0.00 ¦ 91.40¦ 91.75¦ 91.75¦ 15.50 ¦ 8.60 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.05.01¦ 0.00 ¦ 91.60¦ 92.00¦ 92.00¦ 15.28 ¦ 30.83 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.05.01¦ 0.00 ¦ 91.60¦ 91.79¦ 91.66¦ 15.62 ¦ 31.88 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.05.01¦ 0.00 ¦ 91.66¦ 9l.90¦ 91.90¦ 15.55 ¦ 11.31 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦06.02.02 ¦03.05.01¦ 4.70 ¦100.02¦100.22¦100.22¦ 17.46 ¦ 2.56 ¦27001 ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.05.01¦ 4.70 ¦100.25¦100.67¦100.64¦ 17.13 ¦ 9.81 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.05.01¦ 4.90 ¦100.36¦100.70¦100.70¦ 16.92 ¦ 28.61 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.05.01¦ 4.90 ¦100.50¦100.80¦100.77¦ 16.57 ¦ 45.17 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.05.01¦ 0.10 ¦100.50¦100.70¦100.70¦ 16.63 ¦ 12.53 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.05.01¦ 0.10 ¦100.23¦100.73¦100.61¦ 16.76 ¦ 25.05 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.05.02 ¦03.05.01¦ 3.90 ¦ 99.40¦ 99.90¦ 99.90¦ 17.99 ¦ 0.57 ¦ 27002¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.05.01¦ 4.00 ¦ 99.60¦100.00¦100.00¦ 17.54 ¦ 0.16 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.05.01¦ 4.10 ¦ 99.80¦100.10¦100.10¦ 17.39 ¦ 21.86 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.05.01¦ 4.20 ¦100.10¦100.23¦100.22¦ 17.11 ¦ 2.23 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.05.01¦ 4.30 ¦100.06¦100.15¦100.15¦ 17.23 ¦ 13.52 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.05.01¦ 4.30 ¦100.00¦100.17¦100.17¦ 17.31 ¦ 15.82 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.06.02 ¦03.05.01¦ 3.10 ¦ 98.80¦ 98.81¦ 98.80¦ 19.05 ¦ 0.39 ¦ 27003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.05.01¦ 3.20 ¦ 99.40¦100.00¦100.00¦ 17.88 ¦ 15.87 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.05.01¦ 3.40 ¦ 99.75¦100.05¦100.05¦ 17.50 ¦ 4.73 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.05.01¦ 3.40 ¦100.00¦100.22¦100.15¦ 17.38 ¦ 13.13 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.05.01¦ 3.50 ¦100.10¦100.17¦100.14¦ 17.40 ¦ 20.88 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.05.01¦ 3.60 ¦100.00¦100.17¦100.04¦ 17.45 ¦ 23.44 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦18.09.02 ¦03.05.01¦ 2.40 ¦ 98.60¦ 98.85¦ 98.80¦ 18.50 ¦ 3.62 ¦ 27004¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.05.01¦ 2.40 ¦ 98.80¦ 99.35¦ 99.35¦ 18.42 ¦ 20.69 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.05.01¦ 2.60 ¦ 98.95¦ 99.70¦ 99.60¦ 17.79 ¦ 11.00 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.05.01¦ 2.60 ¦ 99.60¦ 99.80¦ 99.80¦ 17.63 ¦ 7.29 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.05.01¦ 2.70 ¦ 99.79¦ 99.88¦ 99.88¦ 17.55 ¦ 13.99 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.05.01¦ 2.80 ¦ 99.85¦ 99.94¦ 99.87¦ 17.44 ¦ 37.11 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦09.10.02 ¦03.05.01¦ 1.20 ¦ 96.40¦ 96.60¦ 96.58¦ 18.80 ¦ 8.04 ¦ 27005¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.05.01¦ 1.30 ¦ 96.56¦ 97.25¦ 97.25¦ 18.40 ¦ 38.91 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.05.01¦ 1.40 ¦ 97.00¦ 97.65¦ 97.60¦ 17.84 ¦ 20.18 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.05.01¦ 1.50 ¦ 97.60¦ 97.79¦ 97.75¦ 17.61 ¦ 38.88 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.05.01¦ 1.60 ¦ 97.60¦ 97.80¦ 97.75¦ 17.61 ¦ 27.14 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.05.01¦ 1.60 ¦ 97.77¦ 97.81¦ 97.78¦ 17.61 ¦ 34.44 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.01.03 ¦03.05.01¦ 0.40 ¦ 93.85¦ 94.63¦ 94.63¦ 19.43 ¦ 11.77 ¦ 27006¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.05.01¦ 0.50 ¦ 94.67¦ 95.00¦ 94.81¦ 19.10 ¦ 11.37 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.05.01¦ 0.70 ¦ 95.00¦ 96.03¦ 96.03¦ 18.24 ¦ 52.70 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.05.01¦ 0.70 ¦ 96.00¦ 96.23¦ 96.23¦ 18.02 ¦ 19.29 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.05.01¦ 0.80 ¦ 95.95¦ 96.05¦ 95.96¦ 18.18 ¦ 10.98 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.05.01¦ 0.90 ¦ 96.00¦ 96.17¦ 96.02¦ 18.04 ¦ 27.91 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.02.03 ¦03.05.01¦ 4.70 ¦ 94.00¦ 94.26¦ 94.26¦ 19.71 ¦ 4.75 ¦ 27007¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.05.01¦ 4.70 ¦ 94.24¦ 95.00¦ 95.00¦ 19.42 ¦ 19.10 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.05.01¦ 4.90 ¦ 94.70¦ 96.01¦ 96.01¦ 18.48 ¦ 12.58 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.05.01¦ 4.90 ¦ 95.00¦ 96.10¦ 96.08¦ 18.33 ¦ 11.50 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.05.01¦ 0.10 ¦ 95.87¦ 96.03¦ 95.91¦ 18.25 ¦ 11.48 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.05.01¦ 0.10 ¦ 96.00¦ 96.20¦ 96.19¦ 18.22 ¦ 8.75 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.03 ¦10.05.01¦ 1.53 ¦ 84.05¦ 84.05¦ 84.05¦ 21.23 ¦ 0.03 ¦ 26001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.05.01¦ 1.56 ¦ 86.67¦ 86.67¦ 86.67¦ 19.17 ¦ 0.01 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.05.03 ¦03.05.01¦ 3.90 ¦ 92.00¦ 92.47¦ 92.27¦ 20.19 ¦ 15.76 ¦ 27008¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.05.01¦ 4.00 ¦ 92.70¦ 93.33¦ 93.11¦ 19.58 ¦ 8.38 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.05.01¦ 4.10 ¦ 93.05¦ 93.89¦ 93.67¦ 19.15 ¦ 22.66 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.05.01¦ 4.20 ¦ 93.75¦ 94.07¦ 93.95¦ 18.90 ¦ 13.98 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.05.01¦ 4.30 ¦ 93.97¦ 94.00¦ 93.97¦ 18.89 ¦ 3.71 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.05.01¦ 4.30 ¦ 94.00¦ 94.10¦ 94.01¦ 18.87 ¦ 10.95 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦04.06.03 ¦03.05.01¦ 3.10 ¦ 92.02¦ 92.33¦ 92.26¦ 20.26 ¦ 43.49 ¦ 27009¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.05.01¦ 3.20 ¦ 92.29¦ 92.70¦ 92.41¦ 20.17 ¦ 8.67 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.05.01¦ 3.40 ¦ 92.75¦ 93.85¦ 93.70¦ 19.15 ¦ 12.90 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.05.01¦ 3.40 ¦ 93.80¦ 94.09¦ 94.05¦ 18.96 ¦ 19.87 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.05.01¦ 3.50 ¦ 93.50¦ 94.00¦ 93.88¦ 19.03 ¦ 11.30 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.05.01¦ 3.60 ¦ 94.00¦ 94.13¦ 94.10¦ 18.86 ¦ 5.57 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦17.09.03 ¦03.05.01¦ 2.40 ¦ 91.00¦ 91.00¦ 91.00¦ 20.19 ¦ 1.41 ¦ 27010¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.05.01¦ 2.40 ¦ 91.00¦ 92.00¦ 92.00¦ 20.04 ¦ 10.17 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.05.01¦ 2.60 ¦ 91.75¦ 92.60¦ 92.60¦ 19.22 ¦ 14.99 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.05.01¦ 2.60 ¦ 92.60¦ 93.00¦ 93.00¦ 19.06 ¦ 2.96 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.05.01¦ 2.70 ¦ 92.50¦ 92.68¦ 92.68¦ 19.13 ¦ 1.54 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.05.01¦ 2.80 ¦ 92.70¦ 92.86¦ 92.80¦ 19.00 ¦ 2.65 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦08.10.03 ¦03.05.01¦ 1.20 ¦ 88.25¦ 89.05¦ 89.05¦ 20.40 ¦ 3.78 ¦ 27011¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.05.01¦ 1.30 ¦ 88.99¦ 89.79¦ 89.79¦ 19.90 ¦ 9.82 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.05.01¦ 1.40 ¦ 89.66¦ 90.50¦ 90.50¦ 19.37 ¦ 4.84 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.05.01¦ 1.50 ¦ 90.40¦ 90.88¦ 90.88¦ 19.08 ¦ 19.73 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.05.01¦ 1.60 ¦ 90.50¦ 90.80¦ 90.80¦ 19.15 ¦ 8.33 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.05.01¦ 1.60 ¦ 90.70¦ 90.88¦ 90.88¦ 19.11 ¦ 12.53 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦19.11.03 ¦03.05.01¦ 4.50 ¦ 80.60¦ 80.60¦ 80.60¦ 21.10 ¦ 0.03 ¦ 27012¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.05.01¦ 4.50 ¦ 80.69¦ 81.00¦ 81.00¦ 21.03 ¦ 16.70 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.05.01¦ 4.60 ¦ 80.70¦ 81.50¦ 81.50¦ 20.70 ¦ 53.90 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.05.01¦ 4.60 ¦ 81.28¦ 81.98¦ 81.90¦ 20.33 ¦ 45.10 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.05.01¦ 4.60 ¦ 81.31¦ 81.70¦ 81.54¦ 20.65 ¦ 41.14 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.05.01¦ 4.70 ¦ 81.67¦ 81.67¦ 81.67¦ 20.50 ¦ 4.13 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.01.04 ¦03.05.01¦ 0.40 ¦ 87.15¦ 87.89¦ 87.89¦ 20.61 ¦ 1.72 ¦ 28001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.05.01¦ 0.50 ¦ 87.90¦ 88.50¦ 88.50¦ 19.93 ¦ 6.07 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.05.01¦ 0.70 ¦ 88.30¦ 89.40¦ 89.40¦ 19.43 ¦ 35.54 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.05.01¦ 0.70 ¦ 89.05¦ 89.84¦ 89.84¦ 19.12 ¦ 12.40 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.05.01¦ 0.80 ¦ 89.30¦ 89.50¦ 89.34¦ 19.27 ¦ 17.21 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.05.01¦ 0.90 ¦ 89.20¦ 89.50¦ 89.40¦ 19.29 ¦ 4.14 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.05 ¦04.05.01¦ 1.37 ¦ 66.64¦ 66.65¦ 66.65¦ 24.16 ¦ 1.29 ¦ 26003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.05.01¦ 1.45 ¦ 66.50¦ 66.71¦ 66.71¦ 24.21 ¦ 34.68 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.05.01¦ 1.48 ¦ 67.40¦ 67.40¦ 67.40¦ 23.77 ¦ 0.50 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.05.01¦ 1.53 ¦ 67.68¦ 67.68¦ 67.68¦ 23.63 ¦ 0.05 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.05.01¦ 1.56 ¦ 67.90¦ 67.90¦ 67.90¦ 23.51 ¦ 0.61 ¦ ¦
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 ¦ 308 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25023 ¦ 12.09.2001 ¦ 124 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25024 ¦ 15.08.2001 ¦ 96 ¦ 20.00 ¦ 99.73 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25027 ¦ 27.11.2001 ¦ 200 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2001 ¦ 200 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2001 ¦ 200 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2002 ¦ 308 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2002 ¦ 308 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2002 ¦ 308 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2001 ¦ 200 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27001 ¦ 08.08.2001 ¦ 89 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27002 ¦ 23.05.2001 ¦ 12 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27003 ¦ 06.06.2001 ¦ 26 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27004 ¦ 20.06.2001 ¦ 40 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27005 ¦ 11.07.2001 ¦ 61 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27006 ¦ 25.07.2001 ¦ 75 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27007 ¦ 08.08.2001 ¦ 89 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27008 ¦ 23.05.2001 ¦ 12 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27009 ¦ 06.06.2001 ¦ 26 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27010 ¦ 20.06.2001 ¦ 40 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27011 ¦ 11.07.2001 ¦ 61 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27012 ¦ 23.05.2001 ¦ 12 ¦ 10.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 28001 ¦ 25.07.2001 ¦ 75 ¦ 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¦ 82 ¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21145 ¦07.02.01¦31.07.01¦ 81 ¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21146 ¦28.02.01¦27.06.01¦ 47 ¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21147 ¦21.03.01¦13.03.02¦ 306 ¦ 1 ¦ ¦ ¦ 2780.313¦ 219.687¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21148 ¦28.03.01¦03.10.01¦ 145 ¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21149 ¦18.04.01¦17.10.01¦ 159 ¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 308 ¦ 1 ¦ ¦ ¦ 32.200¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 124 ¦ 7 ¦ 19 ¦ ¦ 13078.548¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25024 ¦22.07.98¦15.08.01¦ 96 ¦ 1 ¦ ¦ ¦ 1847.420¦ 4343.224¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 200 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 565 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 930 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 218 ¦ ¦ ¦ 2 ¦ 31817.595¦ 1749.207¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 673 ¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦1039 ¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦1404 ¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦1296 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 271 ¦ ¦ ¦ ¦ 9498.178¦ 490.573¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 376 ¦ ¦ ¦ ¦ 9498.178¦ 490.573¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 390 ¦ ¦ ¦ ¦ 9498.178¦ 490.573¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 495 ¦ ¦ ¦ ¦ 9498.178¦ 490.573¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 516 ¦ ¦ ¦ ¦ 9498.178¦ 490.573¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 621 ¦ ¦ ¦ ¦ 9498.178¦ 490.573¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 635 ¦ ¦ ¦ ¦ 9498.178¦ 490.573¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 740 ¦ ¦ ¦ ¦ 9498.178¦ 490.573¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 754 ¦ ¦ ¦ ¦ 9498.178¦ 490.573¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 859 ¦ ¦ ¦ ¦ 9498.178¦ 490.573¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 880 ¦ ¦ ¦ ¦ 9498.178¦ 490.573¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 922 ¦ ¦ ¦ ¦ 8807.235¦ 8799.165¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 985 ¦ ¦ ¦ ¦ 9498.178¦ 490.573¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ Итого: ¦ ¦ ¦ ¦ ¦ ¦ ¦189541.160¦21028.899¦
L--------+--------+--------+-----+-------+------+--------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------T--------¬
¦ ¦03.05.01¦04.05.01¦07.05.01¦08.05.01¦10.05.01¦11.05.01¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 16.07 ¦ 15.61 ¦ 15.07 ¦ 14.92 ¦ 15.07 ¦ 15.08 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 16.33 ¦ 15.99 ¦ 15.51 ¦ 15.25 ¦ 15.32 ¦ 15.30 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 16.41 ¦ 16.01 ¦ 15.50 ¦ 15.28 ¦ 15.62 ¦ 15.55 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 19.79 ¦ 19.41 ¦ 18.81 ¦ 18.57 ¦ 18.65 ¦ 18.60 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 16.82 ¦ 16.91 ¦ 0.00 ¦ 14.56 ¦ 12.03 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 15.69 ¦ 17.49 ¦ 23.17 ¦ 16.13 ¦ 13.98 ¦ 14.39 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 16.41 ¦ 16.01 ¦ 15.50 ¦ 15.28 ¦ 15.62 ¦ 15.55 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 19.96 ¦ 19.31 ¦ 19.07 ¦ 18.72 ¦ 18.89 ¦ 18.03 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.02 ¦ 0.01 ¦ 0.00 ¦ 0.00 ¦ 0.04 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.06 ¦ 0.16 ¦ 0.31 ¦ 0.08 ¦ 0.28 ¦ 0.80 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.19 ¦ 0.12 ¦ 0.03 ¦ 0.10 ¦ 0.10 ¦ 0.04 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.08 ¦ 0.14 ¦ 0.24 ¦ 0.20 ¦ 0.16 ¦ 0.18 ¦
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---------T---------¬
¦ ¦ 03.05.01¦ 04.05.01¦ 07.05.01¦ 08.05.01¦ 10.05.01¦ 11.05.01¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦189541.16¦189541.16¦189541.16¦189541.16¦189541.16¦189541.16¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦ГКО ¦ 17780.31¦ 17780.31¦ 17780.31¦ 17780.31¦ 17780.31¦ 17780.31¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 17157.88¦ 17157.88¦ 17157.88¦ 17157.88¦ 17157.88¦ 17157.88¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 31817.60¦ 31817.60¦ 31817.60¦ 31817.60¦ 31817.60¦ 31817.60¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦122785.37¦122785.37¦122785.37¦122785.37¦122785.37¦122785.37¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦181094.28¦181862.95¦183114.80¦183606.44¦182652.14¦182836.67¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦ГКО ¦ 16900.86¦ 16937.28¦ 16948.41¦ 16948.41¦ 16963.11¦ 16981.41¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 17019.72¦ 17051.05¦ 17111.14¦ 17139.78¦ 17150.27¦ 17159.39¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 28960.37¦ 29033.56¦ 29148.10¦ 29192.64¦ 29164.01¦ 29186.28¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦118213.32¦118841.06¦119907.15¦120325.61¦119374.75¦119509.59¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 424.95¦ 424.57¦ 422.78¦ 422.33¦ 422.39¦ 421.56¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦ГКО ¦ 138.81¦ 137.98¦ 135.10¦ 134.10¦ 132.12¦ 131.07¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 184.10¦ 183.34¦ 180.31¦ 179.90¦ 178.20¦ 177.53¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 226.00¦ 225.00¦ 222.00¦ 221.00¦ 219.00¦ 218.00¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 549.27¦ 548.78¦ 546.85¦ 546.30¦ 548.41¦ 547.58¦
L----------------------+---------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

ПОСТАНОВЛЕНИЕ Центризбиркома РФ от 11.05.2001 n 129/1259-3 О ПЕРЕДАЧЕ ОСВОБОДИВШЕГОСЯ МАНДАТА ДЕПУТАТА ГОСУДАРСТВЕННОЙ ДУМЫ ФЕДЕРАЛЬНОГО СОБРАНИЯ РОССИЙСКОЙ ФЕДЕРАЦИИ ТРЕТЬЕГО СОЗЫВА ИЗ ФЕДЕРАЛЬНОГО СПИСКА ИЗБИРАТЕЛЬНОГО БЛОКА БЛОК ЖИРИНОВСКОГО  »
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