БЮЛЛЕТЕНЬ ЦБ РФ от 13.04.2001 n 13 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 13 апреля 2001 г. N 13
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 1198.459 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.)¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦27.06.01 ¦10.04.01¦ 97.30¦ 97.30¦ 97.30¦ 12.99¦ 2.05¦ 21146 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦12.04.01¦ 97.35¦ 97.36¦ 97.35¦ 13.07¦ 755.51¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦31.07.01 ¦10.04.01¦ 95.55¦ 95.70¦ 95.70¦ 14.89¦ 2.00¦ 21145 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦12.04.01¦ 95.73¦ 95.83¦ 95.83¦ 14.44¦ 145.11¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦13.04.01¦ 95.80¦ 95.90¦ 95.84¦ 14.57¦ 1.91¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦03.10.01 ¦12.04.01¦ 93.00¦ 93.00¦ 93.00¦ 15.79¦ 289.78¦ 21148 ¦
+---------+--------+------+------+------+--------+-------+-------+
¦13.03.02 ¦11.04.01¦ 86.00¦ 86.01¦ 86.00¦ 17.68¦ 2.10¦ 21147 ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 2496.728 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 ¦10.04.01¦ 3.01 ¦101.42¦101.46¦101.46¦ 15.95¦ 11.00¦ 25024¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.04.01¦ 3.07 ¦101.50¦101.50¦101.50¦ 15.72¦ 12.50¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.04.01¦ 3.12 ¦101.50¦101.60¦101.60¦ 15.58¦ 30.70¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.04.01¦ 3.18 ¦101.59¦101.62¦101.61¦ 15.31¦ 18.00¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦12.09.01 ¦09.04.01¦ 1.00 ¦ 99.40¦ 99.43¦ 99.40¦ 16.00¦ 10.30¦ 25023¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.04.01¦ 1.04 ¦ 99.30¦ 99.34¦ 99.32¦ 16.27¦ 25.33¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.04.01¦ 1.07 ¦ 99.40¦ 99.58¦ 99.43¦ 15.87¦ 24.27¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.04.01¦ 1.11 ¦ 99.50¦ 99.60¦ 99.60¦ 15.66¦ 41.23¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.04.01¦ 1.15 ¦ 99.50¦ 99.56¦ 99.51¦ 15.69¦ 143.66¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.12.01 ¦09.04.01¦ 0.00 ¦ 89.33¦ 89.40¦ 89.37¦ 17.83¦ 21.36¦ 25030¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.04.01¦ 0.00 ¦ 89.26¦ 89.34¦ 89.32¦ 18.04¦ 62.72¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.04.01¦ 0.00 ¦ 89.35¦ 89.45¦ 89.45¦ 17.87¦ 30.53¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.04.01¦ 0.00 ¦ 89.32¦ 89.60¦ 89.56¦ 17.70¦ 50.95¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.04.01¦ 0.00 ¦ 89.50¦ 89.74¦ 89.70¦ 17.85¦ 355.97¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦06.02.02 ¦09.04.01¦ 3.40 ¦ 99.90¦100.08¦100.06¦ 17.93¦ 6.69¦ 27001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.04.01¦ 3.40 ¦ 99.90¦100.00¦ 99.97¦ 18.15¦ 33.43¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.04.01¦ 3.50 ¦ 99.97¦100.10¦100.10¦ 17.97¦ 9.05¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.04.01¦ 3.50 ¦100.00¦100.20¦100.10¦ 17.93¦ 44.38¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.04.01¦ 3.60 ¦ 99.95¦100.10¦100.07¦ 18.02¦ 23.98¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.05.02 ¦09.04.01¦ 2.60 ¦ 99.55¦ 99.67¦ 99.55¦ 18.17¦ 19.30¦ 27002¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.04.01¦ 2.60 ¦ 99.30¦ 99.54¦ 99.54¦ 18.43¦ 3.01¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.04.01¦ 2.70 ¦ 99.53¦ 99.79¦ 99.79¦ 18.02¦ 33.84¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.04.01¦ 2.70 ¦ 99.41¦ 99.84¦ 99.69¦ 18.08¦ 33.55¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.04.01¦ 2.80 ¦ 98.80¦ 99.65¦ 99.47¦ 18.52¦ 10.36¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.06.02 ¦09.04.01¦ 1.80 ¦ 99.52¦ 99.80¦ 99.52¦ 18.21¦ 5.71¦ 27003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.04.01¦ 1.90 ¦ 99.35¦ 99.65¦ 99.65¦ 18.48¦ 2.52¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.04.01¦ 1.90 ¦ 99.69¦ 99.80¦ 99.70¦ 18.19¦ 12.97¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.04.01¦ 2.00 ¦ 99.50¦ 99.85¦ 99.60¦ 18.17¦ 26.77¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.04.01¦ 2.00 ¦ 99.30¦ 99.51¦ 99.51¦ 18.53¦ 29.01¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦18.09.02 ¦09.04.01¦ 1.00 ¦ 98.25¦ 98.38¦ 98.38¦ 19.21¦ 4.19¦ 27004¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.04.01¦ 1.10 ¦ 98.23¦ 98.32¦ 98.24¦ 19.23¦ 8.01¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.04.01¦ 1.20 ¦ 98.32¦ 98.53¦ 98.50¦ 18.98¦ 15.68¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.04.01¦ 1.20 ¦ 98.50¦ 98.80¦ 98.58¦ 18.86¦ 106.70¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.04.01¦ 1.30 ¦ 98.16¦ 98.65¦ 98.44¦ 18.95¦ 29.18¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦09.10.02 ¦09.04.01¦ 4.90 ¦ 96.00¦ 96.10¦ 96.05¦ 19.42¦ 20.37¦ 27005¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.04.01¦ 4.90 ¦ 95.86¦ 96.00¦ 96.91¦ 19.61¦ 27.32¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.04.01¦ 0.00 ¦ 96.00¦ 96.24¦ 96.20¦ 19.40¦ 81.89¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.04.01¦ 0.10 ¦ 96.20¦ 96.45¦ 96.26¦ 19.13¦ 68.91¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.04.01¦ 0.10 ¦ 96.00¦ 96.20¦ 96.00¦ 19.36¦ 44.10¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.01.03 ¦09.04.01¦ 4.10 ¦ 93.40¦ 93.56¦ 93.45¦ 20.39¦ 3.66¦ 27006¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.04.01¦ 4.20 ¦ 93.40¦ 93.60¦ 93.60¦ 20.36¦ 12.29¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.04.01¦ 4.20 ¦ 93.55¦ 93.65¦ 93.63¦ 20.35¦ 6.81¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.04.01¦ 4.30 ¦ 93.65¦ 94.15¦ 93.91¦ 20.00¦ 32.04¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.04.01¦ 4.30 ¦ 93.59¦ 94.00¦ 93.87¦ 20.12¦ 5.47¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.02.03 ¦09.04.01¦ 3.40 ¦ 93.20¦ 93.44¦ 93.20¦ 20.55¦ 63.17¦ 27007¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.04.01¦ 3.40 ¦ 93.30¦ 93.38¦ 93.38¦ 20.59¦ 7.19¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.04.01¦ 3.50 ¦ 93.40¦ 93.75¦ 93.60¦ 20.27¦ 6.41¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.04.01¦ 3.50 ¦ 93.75¦ 94.15¦ 93.75¦ 20.03¦ 24.23¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.04.01¦ 3.60 ¦ 93.33¦ 93.90¦ 93.88¦ 20.14¦ 7.90¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.03 ¦10.04.01¦ 0.71 ¦ 82.35¦ 82.35¦ 82.35¦ 22.17¦ 0.23¦ 26001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.04.01¦ 0.77 ¦ 82.49¦ 82.60¦ 82.49¦ 22.08¦ 1.50¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.05.03 ¦09.04.01¦ 2.60 ¦ 91.42¦ 91.50¦ 91.43¦ 20.90¦ 17.89¦ 27008¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.04.01¦ 2.60 ¦ 91.40¦ 91.80¦ 91.80¦ 20.91¦ 8.72¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.04.01¦ 2.70 ¦ 91.49¦ 91.74¦ 91.74¦ 20.82¦ 30.52¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.04.01¦ 2.70 ¦ 92.00¦ 92.62¦ 92.50¦ 20.16¦ 54.81¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.04.01¦ 2.80 ¦ 91.75¦ 92.20¦ 92.20¦ 20.45¦ 0.80¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦04.06.03 ¦09.04.01¦ 1.80 ¦ 91.41¦ 91.47¦ 91.41¦ 20.96¦ 4.94¦ 27009¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.04.01¦ 1.90 ¦ 91.30¦ 91.60¦ 91.51¦ 20.95¦ 10.63¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.04.01¦ 1.90 ¦ 91.50¦ 91.65¦ 91.65¦ 20.91¦ 6.64¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.04.01¦ 2.00 ¦ 91.80¦ 92.65¦ 92.55¦ 20.21¦ 45.12¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.04.01¦ 2.00 ¦ 91.60¦ 92.50¦ 92.40¦ 20.31¦ 4.27¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦17.09.03 ¦09.04.01¦ 1.00 ¦ 90.09¦ 90.09¦ 90.09¦ 20.97¦ 0.01¦ 27010¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.04.01¦ 1.10 ¦ 90.00¦ 90.18¦ 90.18¦ 20.92¦ 60.52¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.04.01¦ 1.20 ¦ 89.00¦ 90.23¦ 90.23¦ 20.94¦ 42.57¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.04.01¦ 1.20 ¦ 90.30¦ 91.00¦ 90.91¦ 20.37¦ 80.35¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.04.01¦ 1.30 ¦ 90.55¦ 90.83¦ 90.55¦ 20.57¦ 10.20¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦08.10.03 ¦09.04.01¦ 4.90 ¦ 87.77¦ 87.95¦ 87.90¦ 21.11¦ 6.22¦ 27011¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.04.01¦ 4.90 ¦ 87.90¦ 88.10¦ 88.10¦ 21.12¦ 48.79¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.04.01¦ 0.00 ¦ 88.05¦ 88.30¦ 88.30¦ 20.97¦ 36.32¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.04.01¦ 0.10 ¦ 88.35¦ 89.00¦ 88.93¦ 20.41¦ 71.94¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.04.01¦ 0.10 ¦ 88.56¦ 88.91¦ 88.75¦ 20.56¦ 20.16¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦19.11.03 ¦09.04.01¦ 3.80 ¦ 77.99¦ 78.36¦ 78.36¦ 22.55¦ 2.58¦ 27012¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.04.01¦ 3.80 ¦ 78.15¦ 78.39¦ 78.39¦ 22.39¦ 27.66¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.04.01¦ 3.80 ¦ 78.34¦ 78.49¦ 78.49¦ 22.34¦ 13.68¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.04.01¦ 3.90 ¦ 78.50¦ 79.50¦ 79.50¦ 21.78¦ 48.59¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.04.01¦ 3.90 ¦ 79.01¦ 79.52¦ 79.52¦ 21.90¦ 15.65¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.01.04 ¦09.04.01¦ 4.10 ¦ 86.15¦ 86.15¦ 86.15¦ 21.39¦ 0.02¦ 28001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.04.01¦ 4.20 ¦ 86.21¦ 86.30¦ 86.30¦ 21.30¦ 33.29¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.04.01¦ 4.20 ¦ 86.25¦ 86.51¦ 86.51¦ 21.19¦ 11.44¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.04.01¦ 4.30 ¦ 86.65¦ 87.35¦ 87.28¦ 20.75¦ 40.49¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.04.01¦ 4.30 ¦ 86.70¦ 87.05¦ 86.82¦ 21.02¦ 28.09¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.04 ¦12.04.01¦ 0.77 ¦ 73.50¦ 73.50¦ 73.50¦ 23.47¦ 0.25¦ 26002¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.05 ¦09.04.01¦ 0.69 ¦ 65.30¦ 65.30¦ 65.30¦ 24.75¦ 0.27¦ 26003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.04.01¦ 0.71 ¦ 65.00¦ 65.00¦ 65.00¦ 24.93¦ 0.40¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.04.01¦ 0.74 ¦ 65.30¦ 65.30¦ 65.30¦ 24.76¦ 0.61¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.04.01¦ 0.77 ¦ 65.65¦ 66.00¦ 66.00¦ 24.42¦ 1.88¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.04.01¦ 0.80 ¦ 65.90¦ 66.00¦ 65.90¦ 24.43¦ 0.11¦ ¦
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 ¦ 336 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+--------+--------+-------------+
¦ 25023 ¦ 12.09.2001 ¦ 152 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+--------+--------+-------------+
¦ 25024 ¦ 15.08.2001 ¦ 124 ¦ 20.00 ¦ 99.73 ¦
+--------+-----------------------+--------+--------+-------------+
¦ 25027 ¦ 27.11.2001 ¦ 228 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+--------+--------+-------------+
¦ 25028 ¦ 27.11.2001 ¦ 228 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+--------+--------+-------------+
¦ 25029 ¦ 27.11.2001 ¦ 228 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+--------+--------+-------------+
¦ 26001 ¦ 15.03.2002 ¦ 336 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+--------+--------+-------------+
¦ 26002 ¦ 15.03.2002 ¦ 336 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+--------+--------+-------------+
¦ 26003 ¦ 15.03.2002 ¦ 336 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+--------+--------+-------------+
¦ 26032 ¦ 27.11.2001 ¦ 228 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+--------+--------+-------------+
¦ 27001 ¦ 09.05.2001 ¦ 26 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+--------+--------+-------------+
¦ 27002 ¦ 23.05.2001 ¦ 40 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+--------+--------+-------------+
¦ 27003 ¦ 06.06.2001 ¦ 54 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+--------+--------+-------------+
¦ 27004 ¦ 20.06.2001 ¦ 68 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+--------+--------+-------------+
¦ 27005 ¦ 11.07.2001 ¦ 89 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+--------+--------+-------------+
¦ 27006 ¦ 25.04.2001 ¦ 12 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+--------+--------+-------------+
¦ 27007 ¦ 09.05.2001 ¦ 26 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+--------+--------+-------------+
¦ 27008 ¦ 23.05.2001 ¦ 40 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+--------+--------+-------------+
¦ 27009 ¦ 06.06.2001 ¦ 54 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+--------+--------+-------------+
¦ 27010 ¦ 20.06.2001 ¦ 68 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+--------+--------+-------------+
¦ 27011 ¦ 11.07.2001 ¦ 89 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+--------+--------+-------------+
¦ 27012 ¦ 23.05.2001 ¦ 40 ¦ 10.00 ¦ 0.50 ¦
+--------+-----------------------+--------+--------+-------------+
¦ 28001 ¦ 25.04.2001 ¦ 12 ¦ 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¦ 110¦ 1 ¦ ¦ ¦ 1985.709¦ 1014.291¦
+--------+--------+--------+-----+-------+------+--------+---------+---------+
¦ 21145 ¦07.02.01¦31.07.01¦ 109¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+---------+---------+
¦ 21146 ¦28.02.01¦27.06.01¦ 75¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+---------+---------+
¦ 21147 ¦21.03.01¦13.03.02¦ 334¦ 1 ¦ ¦ ¦ 2780.313¦ 219.687¦
+--------+--------+--------+-----+-------+------+--------+---------+---------+
¦ 21148 ¦28.03.01¦03.10.01¦ 173¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+---------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 336¦ 1 ¦ ¦ ¦ 32.200¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+---------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 152¦ 7 ¦ 19 ¦ ¦13078.548¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+---------+---------+
¦ 25024 ¦22.07.98¦15.08.01¦ 124¦ 1 ¦ ¦ ¦ 1847.420¦ 4343.224¦
+--------+--------+--------+-----+-------+------+--------+---------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 228¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+---------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 593¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+---------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 958¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+---------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 246¦ ¦ ¦ 1 ¦32972.327¦ 1749.475¦
+--------+--------+--------+-----+-------+------+--------+---------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 701¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+---------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 1067¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+---------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1432¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+---------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 1324¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+---------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 299¦ ¦ ¦ ¦ 9498.108¦ 490.643¦
+--------+--------+--------+-----+-------+------+--------+---------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 404¦ ¦ ¦ ¦ 9498.108¦ 490.643¦
+--------+--------+--------+-----+-------+------+--------+---------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 418¦ ¦ ¦ ¦ 9498.108¦ 490.643¦
+--------+--------+--------+-----+-------+------+--------+---------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 523¦ ¦ ¦ ¦ 9498.108¦ 490.643¦
+--------+--------+--------+-----+-------+------+--------+---------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 544¦ ¦ ¦ ¦ 9498.108¦ 490.643¦
+--------+--------+--------+-----+-------+------+--------+---------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 649¦ ¦ ¦ ¦ 9498.108¦ 490.643¦
+--------+--------+--------+-----+-------+------+--------+---------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 663¦ ¦ ¦ ¦ 9498.108¦ 490.643¦
+--------+--------+--------+-----+-------+------+--------+---------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 768¦ ¦ ¦ ¦ 9498.108¦ 490.643¦
+--------+--------+--------+-----+-------+------+--------+---------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 782¦ ¦ ¦ ¦ 9498.108¦ 490.643¦
+--------+--------+--------+-----+-------+------+--------+---------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 887¦ ¦ ¦ ¦ 9498.108¦ 490.643¦
+--------+--------+--------+-----+-------+------+--------+---------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 908¦ ¦ ¦ ¦ 9498.108¦ 490.643¦
+--------+--------+--------+-----+-------+------+--------+---------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 950¦ ¦ ¦ ¦ 8807.235¦ 8799.165¦
+--------+--------+--------+-----+-------+------+--------+---------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 1013¦ ¦ ¦ ¦ 9498.108¦ 490.643¦
+--------+--------+--------+-----+-------+------+--------+---------+---------+
¦ Итого: ¦ ¦ ¦ ¦ ¦ ¦ ¦16680.760¦22044.300¦
L--------+--------+--------+-----+-------+------+--------+---------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦09.04.01¦10.04.01¦11.04.01¦12.04.01¦13.04.01¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 16.51 ¦ 16.32 ¦ 16.16 ¦ 16.05 ¦ 16.17 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 16.53 ¦ 16.67 ¦ 16.42 ¦ 16.28 ¦ 16.30 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 17.83 ¦ 18.04 ¦ 17.87 ¦ 17.70 ¦ 17.85 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 20.46 ¦ 20.49 ¦ 20.35 ¦ 19.95 ¦ 20.15 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 14.09 ¦ 17.68 ¦ 14.33 ¦ 14.57 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 17.14 ¦ 16.86 ¦ 16.65 ¦ 17.32 ¦ 15.69 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 17.83 ¦ 18.04 ¦ 17.87 ¦ 17.70 ¦ 17.85 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 20.19 ¦ 20.84 ¦ 20.23 ¦ 19.97 ¦ 19.97 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.03 ¦ 0.02 ¦ 8.83 ¦ 0.01 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.06 ¦ 0.22 ¦ 0.22 ¦ 0.45 ¦ 0.97 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.06 ¦ 0.19 ¦ 0.09 ¦ 0.15 ¦ 1.08 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.13 ¦ 0.23 ¦ 0.25 ¦ 0.55 ¦ 0.19 ¦
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---------¬
¦ ¦ 09.04.01¦ 10.04.01¦ 11.04.01¦ 12.04.01¦ 13.04.01¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦185710.16¦185710.72¦185710.93¦186897.61¦186680.76¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 12579.35¦ 12579.35¦ 12579.35¦ 13766.02¦ 13766.02¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 17157.88¦ 17157.88¦ 17157.88¦ 17157.88¦ 17157.88¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 33189.82¦ 33189.98¦ 33190.02¦ 33190.02¦ 32972.33¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦122783.12¦122783.52¦122783.68¦122783.68¦122784.53¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦175948.80¦175953.42¦175376.86¦177240.29¦176806.83¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 11772.11¦ 11792.68¦ 11813.54¦ 12962.18¦ 12962.18¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 16825.54¦ 16815.22¦ 16845.85¦ 16869.16¦ 16875.79¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 29661.74¦ 29638.65¦ 29681.84¦ 29724.98¦ 29516.83¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦117689.41¦117706.86¦117035.63¦117683.97¦117452.03¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 449.15¦ 448.29¦ 449.85¦ 447.72¦ 446.62¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 165.89¦ 164.76¦ 164.07¦ 157.77¦ 156.77¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 206.42¦ 205.28¦ 204.49¦ 203.89¦ 202.93¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 250.00¦ 249.00¦ 248.00¦ 247.00¦ 246.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 562.37¦ 561.60¦ 565.20¦ 565.31¦ 564.04¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

<ПИСЬМО> Минфина РФ от 13.04.2001 n 16-00-16/54 <О ПОРЯДКЕ ОТРАЖЕНИЯ В БУХГАЛТЕРСКОМ УЧЕТЕ СРЕДСТВ ЦЕЛЕВОГО ФИНАНСИРОВАНИЯ>  »
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