БЮЛЛЕТЕНЬ ЦБ РФ от 20.04.2001 n 14 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 20 апреля 2001 г. N 14
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 2314.12 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 ¦17.04.01¦ 95.80¦ 95.87¦ 95.87¦ 15.16 ¦ 11.20¦ 21145¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦18.04.01¦ 95.80¦ 95.93¦ 95.93¦ 15.12 ¦ 0.35¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦19.04.01¦ 96.05¦ 96.20¦ 96.05¦ 14.19 ¦ 4.16¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦20.04.01¦ 96.05¦ 96.20¦ 96.05¦ 14.44 ¦ 2.45¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦03.10.01 ¦18.04.01¦ 93.10¦ 93.15¦ 93.15¦ 16.03 ¦ 2.96¦ 21148¦
+---------+--------+------+------+------+--------+-------+-------+
¦17.10.01 ¦19.04.01¦ 92.65¦ 92.69¦ 92.69¦ 15.93 ¦ 15.90¦ 21149¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦20.04.01¦ 92.73¦ 93.00¦ 93.00¦ 15.90 ¦2274.18¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦13.03.02 ¦16.04.01¦ 85.70¦ 85.70¦ 85.70¦ 18.40 ¦ 1.00¦ 21147¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦18.04.01¦ 85.90¦ 86.01¦ 86.01¦ 18.15 ¦ 1.92¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 2767.638 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 ¦19.04.01¦ 3.51 ¦101.60¦101.90¦101.80¦ 14.49 ¦ 17.00 ¦ 25024¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.04.01¦ 3.56 ¦101.71¦101.80¦101.71¦ 14.43 ¦ 2.00 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦12.09.01 ¦16.04.01¦ 1.27 ¦ 99.30¦ 99.40¦ 99.30¦ 16.24 ¦ 7.98 ¦ 25023¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.04.01¦ 1.30 ¦ 99.33¦ 99.41¦ 99.35¦ 16.17 ¦ 16.60 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.04.01¦ 1.34 ¦ 99.35¦ 99.45¦ 99.45¦ 16.17 ¦ 16.92 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.04.01¦ 1.38 ¦ 99.45¦ 99.69¦ 99.69¦ 15.44 ¦ 71.52 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.04.01¦ 1.42 ¦ 99.64¦ 99.78¦ 99.78¦ 15.21 ¦ 39.91 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.12.01 ¦16.04.01¦ 0.00 ¦ 89.70¦ 89.85¦ 89.85¦ 17.62 ¦ 16.43 ¦ 25030¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.04.01¦ 0.00 ¦ 89.75¦ 89.81¦ 89.81¦ 17.68 ¦ 90.37 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.04.01¦ 0.00 ¦ 89.75¦ 89.87¦ 89.87¦ 17.64 ¦ 17.76 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.04.01¦ 0.00 ¦ 89.85¦ 90.00¦ 89.94¦ 17.52 ¦ 69.87 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.04.01¦ 0.00 ¦ 90.00¦ 90.25¦ 90.25¦ 17.14 ¦ 22.84 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦06.02.02 ¦16.04.01¦ 3.70 ¦ 99.90¦100.09¦100.00¦ 18.20 ¦ 74.43 ¦ 27001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.04.01¦ 3.80 ¦ 99.80¦ 99.99¦ 99.90¦ 18.20 ¦ 56.55 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.04.01¦ 3.80 ¦ 99.97¦100.18¦100.05¦ 18.06 ¦ 34.21 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.04.01¦ 3.90 ¦100.10¦100.30¦100.30¦ 17.70 ¦ 1.37 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.04.01¦ 4.00 ¦100.18¦100.30¦100.30¦ 17.43 ¦ 8.40 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.05.02 ¦16.04.01¦ 3.00 ¦ 97.00¦ 99.70¦ 99.30¦ 20.00 ¦ 33.39 ¦ 27002¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.04.01¦ 3.00 ¦ 98.90¦ 99.20¦ 99.11¦ 18.84 ¦ 61.78 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.04.01¦ 3.10 ¦ 99.10¦ 99.40¦ 99.40¦ 18.56 ¦ 62.15 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.04.01¦ 3.10 ¦ 99.44¦ 99.65¦ 99.50¦ 18.27 ¦ 16.83 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.04.01¦ 3.20 ¦ 99.50¦ 99.71¦ 99.64¦ 17.98 ¦ 27.64 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.06.02 ¦16.04.01¦ 2.20 ¦ 97.50¦ 99.72¦ 99.40¦ 19.27 ¦ 12.31 ¦ 27003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.04.01¦ 2.30 ¦ 98.95¦ 99.24¦ 99.00¦ 18.86 ¦ 35.09 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.04.01¦ 2.30 ¦ 99.18¦ 99.30¦ 99.20¦ 18.68 ¦ 29.91 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.04.01¦ 2.40 ¦ 99.35¦ 99.51¦ 99.45¦ 18.30 ¦ 38.55 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.04.01¦ 2.40 ¦ 99.46¦ 99.70¦ 99.60¦ 18.21 ¦ 19.32 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦18.09.02 ¦16.04.01¦ 1.40 ¦ 98.10¦ 98.45¦ 98.40¦ 19.17 ¦ 9.72 ¦ 27004¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.04.01¦ 1.50 ¦ 97.90¦ 98.28¦ 98.20¦ 19.40 ¦ 20.84 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.04.01¦ 1.50 ¦ 96.00¦ 98.70¦ 98.70¦ 20.83 ¦123.12 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.04.01¦ 1.60 ¦ 98.70¦ 98.82¦ 98.82¦ 18.72 ¦ 30.65 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.04.01¦ 1.60 ¦ 98.26¦ 98.97¦ 98.87¦ 18.78 ¦ 59.03 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦09.10.02 ¦16.04.01¦ 0.30 ¦ 95.70¦ 96.10¦ 95.75¦ 19.52 ¦ 16.09 ¦ 27005¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.04.01¦ 0.30 ¦ 95.80¦ 95.90¦ 95.80¦ 19.66 ¦ 59.91 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.04.01¦ 0.40 ¦ 96.02¦ 96.25¦ 96.25¦ 19.35 ¦ 38.26 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.04.01¦ 0.40 ¦ 96.45¦ 96.60¦ 96.60¦ 18.98 ¦111.97 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.04.01¦ 0.50 ¦ 96.50¦ 96.75¦ 96.75¦ 18.85 ¦ 53.87 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.01.03 ¦16.04.01¦ 4.50 ¦ 92.50¦ 93.98¦ 93.50¦ 20.45 ¦ 58.34 ¦ 27006¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.04.01¦ 4.60 ¦ 92.10¦ 93.40¦ 93.25¦ 20.59 ¦ 49.33 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.04.01¦ 4.60 ¦ 93.31¦ 93.85¦ 93.85¦ 20.14 ¦ 5.61 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.04.01¦ 4.70 ¦ 94.05¦ 94.30¦ 94.30¦ 19.82 ¦ 13.43 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.04.01¦ 4.70 ¦ 94.25¦ 94.75¦ 94.75¦ 19.59 ¦ 16.03 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.02.03 ¦16.04.01¦ 3.70 ¦ 93.80¦ 93.80¦ 93.80¦ 20.21 ¦ 0.82 ¦ 27007¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.04.01¦ 3.80 ¦ 92.51¦ 93.41¦ 93.17¦ 20.79 ¦ 75.01 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.04.01¦ 3.80 ¦ 93.31¦ 93.88¦ 93.88¦ 20.37 ¦ 12.25 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.04.01¦ 3.90 ¦ 93.82¦ 94.20¦ 94.20¦ 19.93 ¦ 23.94 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.04.01¦ 4.00 ¦ 94.20¦ 94.35¦ 94.35¦ 19.70 ¦ 23.05 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.03 ¦20.04.01¦ 0.99 ¦ 84.00¦ 84.00¦ 84.00¦ 20.99 ¦ 1.00 ¦ 26001¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.05.03 ¦16.04.01¦ 3.00 ¦ 92.00¦ 92.10¦ 92.05¦ 20.43 ¦ 43.30 ¦ 27008¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.04.01¦ 3.00 ¦ 91.80¦ 92.00¦ 92.00¦ 20.51 ¦ 1.30 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.04.01¦ 3.10 ¦ 90.21¦ 92.10¦ 92.10¦ 21.50 ¦ 65.25 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.04.01¦ 3.10 ¦ 92.20¦ 92.65¦ 92.65¦ 20.21 ¦ 24.52 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.04.01¦ 3.20 ¦ 92.36¦ 92.70¦ 92.46¦ 20.06 ¦ 39.79 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦04.06.03 ¦16.04.01¦ 2.20 ¦ 92.15¦ 92.36¦ 92.30¦ 20.33 ¦ 13.75 ¦ 27009¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.04.01¦ 2.30 ¦ 91.75¦ 91.99¦ 91.90¦ 20.60 ¦ 2.66 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.04.01¦ 2.30 ¦ 90.00¦ 92.15¦ 92.15¦ 21.42 ¦137.76 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.04.01¦ 2.40 ¦ 92.20¦ 92.60¦ 92.25¦ 20.25 ¦ 31.19 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.04.01¦ 2.40 ¦ 92.33¦ 92.60¦ 92.33¦ 20.09 ¦ 35.05 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦17.09.03 ¦16.04.01¦ 1.40 ¦ 90.55¦ 90.60¦ 90.60¦ 20.61 ¦ 16.16 ¦ 27010¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.04.01¦ 1.50 ¦ 90.20¦ 90.35¦ 90.30¦ 20.75 ¦ 24.25 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.04.01¦ 1.50 ¦ 90.50¦ 90.70¦ 90.65¦ 20.59 ¦ 12.28 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.04.01¦ 1.60 ¦ 90.75¦ 91.30¦ 91.00¦ 20.25 ¦ 18.72 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.04.01¦ 1.60 ¦ 91.07¦ 91.40¦ 91.34¦ 20.11 ¦ 33.43 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦08.10.03 ¦16.04.01¦ 0.30 ¦ 88.35¦ 88.72¦ 88.70¦ 20.57 ¦ 3.25 ¦ 27011¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.04.01¦ 0.30 ¦ 87.80¦ 88.35¦ 88.13¦ 20.95 ¦ 33.21 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.04.01¦ 0.40 ¦ 88.70¦ 88.70¦ 88.70¦ 20.53 ¦ 2.33 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.04.01¦ 0.40 ¦ 88.90¦ 89.35¦ 89.00¦ 20.32 ¦ 88.94 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.04.01¦ 0.50 ¦ 89.10¦ 89.44¦ 89.10¦ 20.10 ¦ 27.27 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦19.11.03 ¦16.04.01¦ 4.00 ¦ 79.30¦ 79.50¦ 79.30¦ 21.78 ¦ 1.01 ¦ 27012¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.04.01¦ 4.00 ¦ 78.90¦ 79.50¦ 79.30¦ 21.86 ¦ 0.71 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.04.01¦ 4.00 ¦ 79.60¦ 79.70¦ 79.70¦ 21.63 ¦ 1.08 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.04.01¦ 4.10 ¦ 80.06¦ 80.30¦ 80.20¦ 21.19 ¦ 24.60 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.04.01¦ 4.10 ¦ 79.90¦ 80.68¦ 80.30¦ 21.33 ¦ 25.96 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.01.04 ¦16.04.01¦ 4.50 ¦ 86.75¦ 87.00¦ 86.80¦ 20.95 ¦ 20.18 ¦ 28001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.04.01¦ 4.60 ¦ 86.41¦ 86.51¦ 86.50¦ 21.11 ¦ 21.07 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.04.01¦ 4.60 ¦ 85.03¦ 86.65¦ 86.62¦ 21.90 ¦100.19 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.04.01¦ 4.70 ¦ 86.50¦ 87.30¦ 87.05¦ 20.86 ¦154.95 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.04.01¦ 4.70 ¦ 85.60¦ 87.72¦ 87.70¦ 20.49 ¦ 53.71 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.04 ¦19.04.01¦ 0.96 ¦ 73.50¦ 73.50¦ 73.50¦ 23.54 ¦ 0.50 ¦ 26002¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.05 ¦16.04.01¦ 0.88 ¦ 66.00¦ 66.00¦ 66.00¦ 24.40 ¦ 0.21 ¦ 26003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.04.01¦ 0.90 ¦ 65.98¦ 66.00¦ 65.98¦ 24.41 ¦ 0.98 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.04.01¦ 0.93 ¦ 65.81¦ 66.11¦ 66.11¦ 24.45 ¦ 1.09 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.04.01¦ 0.96 ¦ 65.80¦ 66.00¦ 66.00¦ 24.43 ¦ 1.12 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.04.01¦ 0.99 ¦ 66.00¦ 66.20¦ 66.10¦ 24.36 ¦ 2.51 ¦ ¦
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 ¦ 329 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25023 ¦ 12.09.2001 ¦ 145 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25024 ¦ 15.08.2001 ¦ 117 ¦ 20.00 ¦ 99.73 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25027 ¦ 27.11.2001 ¦ 221 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2001 ¦ 221 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2001 ¦ 221 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2002 ¦ 329 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2002 ¦ 329 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2002 ¦ 329 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2001 ¦ 221 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27001 ¦ 09.05.2001 ¦ 19 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27002 ¦ 23.05.2001 ¦ 33 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27003 ¦ 06.06.2001 ¦ 47 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27004 ¦ 20.06.2001 ¦ 61 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27005 ¦ 11.07.2001 ¦ 82 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27006 ¦ 25.04.2001 ¦ 5 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27007 ¦ 09.05.2001 ¦ 19 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27008 ¦ 23.05.2001 ¦ 33 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27009 ¦ 06.06.2001 ¦ 47 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27010 ¦ 20.06.2001 ¦ 61 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27011 ¦ 11.07.2001 ¦ 82 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27012 ¦ 23.05.2001 ¦ 33 ¦ 10.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 28001 ¦ 25.04.2001 ¦ 5 ¦ 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¦ 103¦ 1 ¦ ¦ ¦ 1985.709¦ 1014.291¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21145 ¦07.02.01¦31.07.01¦ 102¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21146 ¦28.02.01¦27.06.01¦ 68¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21147 ¦21.03.01¦13.03.02¦ 327¦ 1 ¦ ¦ ¦ 2780.313¦ 219.687¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21148 ¦28.03.01¦03.10.01¦ 166¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21149 ¦18.04.01¦17.10.01¦ 180¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 329¦ 1 ¦ ¦ ¦ 32.200¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 145¦ 7 ¦ 19 ¦ ¦ 13078.548¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25024 ¦22.07.98¦15.08.01¦ 117¦ 1 ¦ ¦ ¦ 1847.420¦ 4343.224¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 221¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 586¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 951¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 239¦ ¦ ¦ 1 ¦ 32972.399¦ 1749.403¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 694¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 1060¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1425¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 1317¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 292¦ ¦ ¦ ¦ 9498.123¦ 490.628¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 397¦ ¦ ¦ ¦ 9498.123¦ 490.628¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 411¦ ¦ ¦ ¦ 9498.123¦ 490.628¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 516¦ ¦ ¦ ¦ 9498.123¦ 490.628¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 537¦ ¦ ¦ ¦ 9498.123¦ 490.628¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 642¦ ¦ ¦ ¦ 9498.123¦ 490.628¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 656¦ ¦ ¦ ¦ 9498.123¦ 490.628¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 761¦ ¦ ¦ ¦ 9498.123¦ 490.628¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 775¦ ¦ ¦ ¦ 9498.123¦ 490.628¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 880¦ ¦ ¦ ¦ 9498.123¦ 490.628¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 901¦ ¦ ¦ ¦ 9498.123¦ 490.628¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 943¦ ¦ ¦ ¦ 8807.235¦ 8799.165¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 1006¦ ¦ ¦ ¦ 9498.123¦ 490.628¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ Итого: ¦ ¦189681.013¦22044.046¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦16.04.01¦17.04.01¦18.04.01¦19.04.01¦20.04.01¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 16.59 ¦ 16.37 ¦ 16.48 ¦ 15.96 ¦ 15.88 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ ¦ ¦ ¦ ¦ ¦
¦ выпуска 25030) ¦ 16.59 ¦ 16.57 ¦ 16.59 ¦ 16.14 ¦ 15.98 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 17.62 ¦ 17.68 ¦ 17.64 ¦ 17.52 ¦ 17.14 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 20.31 ¦ 20.42 ¦ 20.56 ¦ 19.87 ¦ 19.71 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 18.40 ¦ 15.16 ¦ 17.10 ¦ 15.69 ¦ 15.90 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ ¦ ¦ ¦ ¦ ¦
¦ выпуска 25030) ¦ 17.37 ¦ 18.37 ¦ 18.50 ¦ 16.17 ¦ 17.91 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 17.62 ¦ 17.68 ¦ 17.64 ¦ 17.52 ¦ 17.14 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 20.05 ¦ 20.10 ¦ 20.92 ¦ 20.14 ¦ 19.78 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.01 ¦ 0.08 ¦ 0.03 ¦ 0.14 ¦ 13.40 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ ¦ ¦ ¦ ¦ ¦
¦ выпуска 25030) ¦ 0.05 ¦ 0.10 ¦ 0.11 ¦ 0.54 ¦ 0.27 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.05 ¦ 0.27 ¦ 0.05 ¦ 0.21 ¦ 0.07 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.25 ¦ 0.37 ¦ 0.51 ¦ 0.46 ¦ 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---------¬
¦ ¦ 16.04.01¦ 17.04.01¦ 18.04.01¦ 19.04.01¦ 20.04.01¦
+-----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость, ¦ ¦ ¦ ¦ ¦ ¦
¦млн. руб. ¦186681.01¦186681.01¦187406.84¦187406.84¦189681.01¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 13766.02¦ 13766.02¦ 14491.85¦ 14491.85¦ 16766.02¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ ¦ ¦ ¦ ¦ ¦
¦выпуска 25030) ¦ 17157.88¦ 17157.88¦ 17157.88¦ 17157.88¦ 17157.88¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 32972.40¦ 32972.40¦ 32972.40¦ 32972.40¦ 32972.40¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦122784.71¦122784.71¦122784.71¦122784.71¦122784.71¦
+-----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦ ¦ ¦ ¦ ¦ ¦
¦млн. руб. ¦176789.86¦176712.63¦177273.99¦178451.54¦180954.95¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 12953.84¦ 12953.54¦ 13636.28¦ 13646.71¦ 15755.01¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ ¦ ¦ ¦ ¦ ¦
¦выпуска 25030) ¦ 16871.61¦ 16882.02¦ 16887.98¦ 16931.90¦ 16952.78¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 29596.03¦ 29599.32¦ 29619.11¦ 29652.08¦ 29727.91¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦117368.38¦117277.75¦117130.62¦118220.85¦118519.24¦
+-----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 443.75¦ 442.29¦ 439.91¦ 440.27¦ 436.53¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 153.66¦ 152.66¦ 153.24¦ 152.21¦ 155.07¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ ¦ ¦ ¦ ¦ ¦
¦выпуска 25030) ¦ 200.19¦ 199.22¦ 198.20¦ 197.17¦ 196.36¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 243.00¦ 242.00¦ 241.00¦ 240.00¦ 239.00¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 561.40¦ 559.83¦ 558.43¦ 558.57¦ 557.84¦
L-----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

<ТЕЛЕТАЙПОГРАММА> ГТК РФ от 20.04.2001 n ТФ-9338 <О РАЗМЕЩЕНИИ ВВОЗИМЫХ ТОВАРОВ НА СВХ ЗАО ТЕРМИНАЛ>  »
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