БЮЛЛЕТЕНЬ ЦБ РФ от 06.04.2001 n 12 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 6 апреля 2001 г. N 12
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 16.087 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 ¦03.04.01¦ 96.70¦ 97.00¦ 96.70¦ 14.47 ¦ 3.49 ¦ 21146 ¦
+---------+--------+------+------+------+--------+-------+-------+
¦31.07.01 ¦03.04.01¦ 95.45¦ 95.50¦ 95.45¦ 14.52 ¦ 7.36 ¦ 21145 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦05.04.01¦ 95.55¦ 95.55¦ 95.55¦ 14.53 ¦ 2.00 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦06.04.01¦ 95.35¦ 95.35¦ 95.35¦ 15.35 ¦ 3.20 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦03.10.01 ¦06.04.01¦ 92.95¦ 92.95¦ 92.95¦ 15.38 ¦ 0.03 ¦ 21148 ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 1862.087 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 ¦02.04.01¦ 2.58 ¦101.00¦101.00¦101.00¦ 17.59 ¦ 0.03¦ 25024¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.04.01¦ 2.63 ¦101.45¦101.50¦101.47¦ 16.12 ¦ 13.50¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.04.01¦ 2.69 ¦101.45¦101.50¦101.45¦ 16.06 ¦ 5.18¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.04.01¦ 2.74 ¦101.44¦101.48¦101.45¦ 16.11 ¦ 76.50¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.04 01¦ 2.80 ¦101.40¦101.50¦101.40¦ 16.01 ¦ 12.36¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦12.09.01 ¦02.04.01¦ 0.73 ¦ 99.19¦ 99.20¦ 99.20¦ 16.52 ¦ 3.97¦ 25023¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.04.01¦ 0.77 ¦ 99.33¦ 99.38¦ 99.35¦ 16.11 ¦ 34.07¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.04.01¦ 0.81 ¦ 99.44¦ 99.55¦ 99.45¦ 15.73 ¦ 55.78¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.04.01¦ 0.84 ¦ 99.58¦ 99.62¦ 99.58¦ 15.44 ¦ 30.65¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.04.01¦ 0.88 ¦ 99.50¦ 99.61¦ 99.51¦ 15.53 ¦ 33.50¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.12.01 ¦02.04.01¦ 0.00 ¦ 88.80¦ 89.00¦ 89.00¦ 18.06 ¦ 7.41¦ 25030¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.04.01¦ 0.00 ¦ 89.00¦ 89.10¦ 89.01¦ 18.04 ¦ 66.14¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.04.01¦ 0.00 ¦ 88.97¦ 89.17¦ 89.15¦ 17.87 ¦ 39.94¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.04.01¦ 0.00 ¦ 89.20¦ 89.42¦ 89.37¦ 17.62 ¦ 25.82¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.04.01¦ 0.00 ¦ 89.32¦ 89.35¦ 89.33¦ 17.68 ¦ 23.53¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦06.02.02 ¦02.04.01¦ 3.00 ¦ 99.76¦ 99.93¦ 99.93¦ 18.46 ¦ 0.01¦ 27001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.04.01¦ 3.00 ¦ 99.95¦100.00¦100.00¦ 18.19 ¦ 69.31¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.04.01¦ 3.10 ¦ 99.97¦100.00¦100.00¦ 18.12 ¦ 46.21¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.04.01¦ 3.10 ¦100.00¦100.15¦100.15¦ 18.04 ¦ 16.12¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.04.01¦ 3.20 ¦100.10¦100.16¦100.10¦ 17.93 ¦ 23.18¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.02 ¦05.04.01¦ 0.58 ¦ 92.80¦ 92.80¦ 92.80¦ 18.99 ¦ 0.01¦ 25014¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.05.02 ¦02.04.01¦ 2.20 ¦ 99.00¦ 99.15¦ 99.15¦ 18.82 ¦ 2.28¦ 27002¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.04.01¦ 2.30 ¦ 99.10¦ 99.44¦ 99.40¦ 18.46 ¦ 41.87¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.04.01¦ 2.30 ¦ 99.35¦ 99.42¦ 99.42¦ 18.45 ¦ 18.22¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.04.01¦ 2.40 ¦ 99.45¦ 99.50¦ 99.50¦ 18.30 ¦ 13.77¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.04.01¦ 2.40 ¦ 99.50¦ 99.65¦ 99.58¦ 18.22 ¦ 14.39¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.06.02 ¦02.04.01¦ 1.40 ¦ 99.00¦ 99.05¦ 99.05¦ 19.01 ¦ 5.18¦ 27003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.04.01¦ 1.50 ¦ 99.10¦ 99.60¦ 99.44¦ 18.48 ¦ 65.35¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.04.01¦ 1.50 ¦ 99.45¦ 99.53¦ 99.53¦ 18.55 ¦ 0.51¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.04.01¦ 1.60 ¦ 99.40¦ 99.59¦ 99.59¦ 18.37 ¦ 19.87¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.04.01¦ 1.60 ¦ 99.56¦ 99.70¦ 99.65¦ 18.32 ¦ 19.93¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦18.09.02 ¦02.04.01¦ 0.70 ¦ 97.35¦ 97.69¦ 97.50¦ 19.90 ¦ 4.86¦ 27004¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.04.01¦ 0.70 ¦ 97.75¦ 98.00¦ 98.00¦ 19.69 ¦ 12.65¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.04.01¦ 0.80 ¦ 97.86¦ 98.01¦ 98.00¦ 19.50 ¦ 34.82¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.04.01¦ 0.80 ¦ 98.00¦ 98.10¦ 98.10¦ 19.42 ¦ 12.30¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.04.01¦ 0.90 ¦ 98.16¦ 98.30¦ 98.22¦ 19.24 ¦ 16.65¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦09.10.02 ¦02.04.01¦ 4.50 ¦ 95.30¦ 95.60¦ 95.60¦ 20.06 ¦ 7.21¦ 27005¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.04.01¦ 4.60 ¦ 95.70¦ 95.86¦ 95.86¦ 19.68 ¦ 35.66¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.04.01¦ 4.60 ¦ 95.70¦ 95.92¦ 95.92¦ 19.65 ¦ 32.13¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.04.01¦ 4.70 ¦ 95.90¦ 96.00¦ 95.95¦ 19.54 ¦ 39.07¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.04.01¦ 4.70 ¦ 95.95¦ 96.25¦ 95.95¦ 19.38 ¦ 13.24¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.01.03 ¦02.04.01¦ 3.70 ¦ 92.50¦ 92.75¦ 92.60¦ 21.15 ¦ 6.50¦ 27006¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.04.01¦ 3.80 ¦ 92.85¦ 93.29¦ 93.29¦ 20.72 ¦ 42.04¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.04.01¦ 3.80 ¦ 93.01¦ 93.29¦ 93.29¦ 20.77 ¦ 15.28¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.04.01¦ 3.90 ¦ 93.25¦ 93.40¦ 93.40¦ 20.54 ¦ 7.35¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.04.01¦ 4.00 ¦ 93.30¦ 93.75¦ 93.35¦ 20.29 ¦ 22.83¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.02.03 ¦02.04.01¦ 3.00 ¦ 92.40¦ 92.67¦ 92.62¦ 21.17 ¦ 18.22¦ 27007¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.04.01¦ 3.00 ¦ 92.88¦ 93.27¦ 93.20¦ 20.75 ¦ 76.49¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.04.01¦ 3.10 ¦ 92.72¦ 93.18¦ 93.10¦ 20.80 ¦ 5.07¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.04.01¦ 3.10 ¦ 93.00¦ 93.30¦ 93.30¦ 20.75 ¦ 45.87¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.04.01¦ 3.20 ¦ 93.20¦ 93.44¦ 93.34¦ 20.59 ¦ 30.83¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.03 ¦02.04.01¦ 0.49 ¦ 81.00¦ 81.00¦ 81.00¦ 23.14 ¦ 1.00¦ 26001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.04.01¦ 0.60 ¦ 82.30¦ 82.30¦ 82.30¦ 22.15 ¦ 2.00¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.05.03 ¦02.04.01¦ 2.20 ¦ 90.80¦ 90.94¦ 90.94¦ 21.30 ¦ 8.98¦ 27008¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.04.01¦ 2.30 ¦ 91.00¦ 91.33¦ 91.18¦ 21.04 ¦ 64.67¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.04.01¦ 2.30 ¦ 91.00¦ 91.20¦ 91.14¦ 21.14 ¦ 1.19¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.04.01¦ 2.40 ¦ 91.00¦ 91.40¦ 91.40¦ 21.05 ¦ 30.72¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.04.01¦ 2.40 ¦ 91.40¦ 91.50¦ 91.49¦ 20.93 ¦ 20.36¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦04.06.03 ¦02.04.01¦ 1.40 ¦ 90.70¦ 90.80¦ 90.80¦ 21.50 ¦ 10.73¦ 27009¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.04.01¦ 1.50 ¦ 91.00¦ 91.39¦ 91.26¦ 21.08 ¦ 35.42¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.04.01¦ 1.50 ¦ 90.77¦ 91.31¦ 90.77¦ 21.25 ¦ 0.02¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.04.01¦ 1.60 ¦ 91.00¦ 91.65¦ 91.65¦ 21.02 ¦ 30.28¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.04.01¦ 1.60 ¦ 91.25¦ 91.52¦ 91.32¦ 21.02 ¦ 23.57¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦17.09.03 ¦02.04.01¦ 0.70 ¦ 89.01¦ 89.25¦ 89.25¦ 21.50 ¦ 2.12¦ 27010¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.04.01¦ 0.70 ¦ 89.30¦ 89.90¦ 89.90¦ 21.22 ¦ 40.03¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.04.01¦ 0.80 ¦ 89.30¦ 89.80¦ 89.39¦ 21.37 ¦ 26.58¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.04.01¦ 0.80 ¦ 89.45¦ 89.98¦ 89.98¦ 21.14 ¦ 12.36¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.04.01¦ 0.90 ¦ 89.77¦ 90.05¦ 89.77¦ 21.03 ¦ 27.48¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦08.10.03 ¦02.04.01¦ 4.50 ¦ 87.05¦ 87.40¦ 87.40¦ 21.59 ¦ 1.59¦ 27011¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.04.01¦ 4.60 ¦ 87.31¦ 87.80¦ 87.80¦ 21.24 ¦ 11.12¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.04.01¦ 4.60 ¦ 87.20¦ 87.77¦ 87.27¦ 21.31 ¦ 14.05¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.04.01¦ 4.70 ¦ 87.42¦ 87.93¦ 87.93¦ 21.22 ¦ 21.67¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.04.01¦ 4.70 ¦ 87.74¦ 87.99¦ 87.75¦ 21.17 ¦ 22.97¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦19.11.03 ¦02.04.01¦ 3.60 ¦ 77.50¦ 77.60¦ 77.60¦ 22.79 ¦ 2.20¦ 27012¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.04.01¦ 3.60 ¦ 77.58¦ 78.25¦ 78.25¦ 22.52 ¦ 37.38¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.04.01¦ 3.70 ¦ 77.30¦ 78.00¦ 77.30¦ 22.86 ¦ 10.50¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.04.01¦ 3.70 ¦ 77.70¦ 78.30¦ 78.20¦ 22.41 ¦ 32.92¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.04.01¦ 3.70 ¦ 78.15¦ 78.39¦ 78.25¦ 22.37 ¦ 23.58¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.01.04 ¦02.04.01¦ 3.70 ¦ 85.00¦ 85.71¦ 85.71¦ 21.85 ¦ 2.66¦ 28001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.04.01¦ 3.80 ¦ 85.75¦ 86.35¦ 86.35¦ 21.46 ¦ 26.57¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.04.01¦ 3.80 ¦ 85.90¦ 86.14¦ 85.95¦ 21.54 ¦ 7.94¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.04.01¦ 3.90 ¦ 86.00¦ 86.34¦ 86.34¦ 21.37 ¦ 26.25¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.04.01¦ 4.00 ¦ 86.29¦ 86.43¦ 86.30¦ 21.24 ¦ 18.35¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.04 ¦05.04.01¦ 0.58 ¦ 74.00¦ 74.00¦ 74.00¦ 23.09 ¦ 0.15¦ 26002¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.05 ¦02.04.01¦ 0.49 ¦ 64.82¦ 65.40¦ 64.82¦ 24.70 ¦ 0.21¦ 26003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.04.01¦ 0.52 ¦ 65.30¦ 65.50¦ 65.50¦ 24.60 ¦ 0.24¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.04.01¦ 0.55 ¦ 64.60¦ 64.60¦ 64.60¦ 25.12 ¦ 0.14¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.04.01¦ 0.58 ¦ 65.05¦ 65.80¦ 65.05¦ 24.44 ¦ 0.11¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.04.01¦ 0.60 ¦ 65.30¦ 65.30¦ 65.30¦ 24.73 ¦ 0.32¦ ¦
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 ¦ 343 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25023 ¦ 12.09.2001 ¦ 159 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25024 ¦ 15.08.2001 ¦ 131 ¦ 20.00 ¦ 99.73 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25027 ¦ 27.11.2001 ¦ 235 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2001 ¦ 235 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2001 ¦ 235 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2002 ¦ 343 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2002 ¦ 343 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2002 ¦ 343 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2001 ¦ 235 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27001 ¦ 09.05.2001 ¦ 33 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27002 ¦ 23.05.2001 ¦ 47 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27003 ¦ 06.06.2001 ¦ 61 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27004 ¦ 20.06.2001 ¦ 75 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27005 ¦ 11.04.2001 ¦ 5 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27006 ¦ 25.04.2001 ¦ 19 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27007 ¦ 09.05.2001 ¦ 33 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27008 ¦ 23.05.2001 ¦ 47 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27009 ¦ 06.06.2001 ¦ 61 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27010 ¦ 20.06.2001 ¦ 75 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27011 ¦ 11.04.2001 ¦ 5 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27012 ¦ 23.05.2001 ¦ 47 ¦ 10.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 28001 ¦ 25.04.2001 ¦ 19 ¦ 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¦ 117¦ 1 ¦ ¦ ¦ 1985.709¦ 1014.291¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21145 ¦07.02.01¦31.07.01¦ 116¦ 1 ¦ ¦ ¦ 2856.937¦ 143.063¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21146 ¦28.02.01¦27.06.01¦ 82¦ 1 ¦ ¦ ¦ 2246.166¦ 753.834¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21147 ¦21.03.01¦13.03.02¦ 341¦ 1 ¦ ¦ ¦ 2780.313¦ 219.687¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21148 ¦28.03.01¦03.10.01¦ 180¦ 1 ¦ ¦ ¦ 2710.221¦ 289.779¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 343¦ 1 ¦ ¦ ¦ 32.200¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 159¦ 7 ¦ 19 ¦ ¦ 13078.548¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25024 ¦22.07.98¦15.08.01¦ 131¦ 1 ¦ ¦ ¦ 1847.420¦ 4343.224¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 235¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 600¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 965¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 253¦ ¦ ¦ ¦ 33189.318¦ 1750.517¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 708¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 1074¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1439¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 1331¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 306¦ ¦ ¦ ¦ 9497.863¦ 490.888¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 411¦ ¦ ¦ ¦ 9497.863¦ 490.888¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 425¦ ¦ ¦ ¦ 9497.863¦ 490.888¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 530¦ ¦ ¦ ¦ 9497.863¦ 490.888¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 551¦ ¦ ¦ ¦ 9497.863¦ 490.888¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 656¦ ¦ ¦ ¦ 9497.863¦ 490.888¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 670¦ ¦ ¦ ¦ 9497.863¦ 490.888¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 775¦ ¦ ¦ ¦ 9497.863¦ 490.888¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 789¦ ¦ ¦ ¦ 9497.863¦ 490.888¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 894¦ ¦ ¦ ¦ 9497.863¦ 490.888¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 915¦ ¦ ¦ ¦ 9497.863¦ 490.888¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 957¦ ¦ ¦ ¦ 8807.235¦ 8799.165¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 1020¦ ¦ ¦ ¦ 9497.863¦ 490.888¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ Итого ¦ ¦ ¦ ¦ ¦ ¦ ¦185708.131¦23234.962¦
L--------+--------+--------+-----+-------+------+--------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦02.04.01¦03.04.01¦04.04.01¦05.04.01¦06.04.01¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 15.80 ¦ 16.01 ¦ 15.89 ¦ 15.76 ¦ 16.32 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 16.92 ¦ 16.58 ¦ 16.49 ¦ 16.17 ¦ 16.25 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 18.06 ¦ 18.04 ¦ 17.87 ¦ 17.62 ¦ 17.68 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 21.00 ¦ 20.66 ¦ 20.73 ¦ 20.56 ¦ 20.45 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 14.51 ¦ 0.00 ¦ 14.53 ¦ 15.35 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 20.30 ¦ 16.36 ¦ 15.87 ¦ 16.01 ¦ 16.83 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 18.06 ¦ 18.04 ¦ 17.87 ¦ 17.62 ¦ 17.68 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 21.04 ¦ 20.51 ¦ 20.29 ¦ 20.74 ¦ 20.58 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.09 ¦ 0.00 ¦ 0.02 ¦ 0.03 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.03 ¦ 0.29 ¦ 0.37 ¦ 0.66 ¦ 0.29 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.02 ¦ 0.20 ¦ 0.12 ¦ 0.08 ¦ 0.07 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.06 ¦ 0.46 ¦ 0.18 ¦ 0.25 ¦ 0.22 ¦
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---------¬
¦ ¦ 02.04.01¦ 03.04.01¦ 04.04.01¦ 05.04.01¦ 06.04.01¦
+-----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость, ¦185708.13¦185708.13¦185708.13¦185708.13¦185708.13¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 12579.35¦ 12579.35¦ 12579.35¦ 12579.35¦ 12579.35¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 17157.88¦ 17157.88¦ 17157.88¦ 17157.88¦ 17157.88¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 33189.32¦ 33189.32¦ 33189.32¦ 33189.32¦ 33189.32¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦122781.59¦122781.59¦122781.59¦122781.59¦122781.59¦
+-----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦174491.33¦175128.31¦175133.06¦175551.05¦175772.00¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 11782.73¦ 11777.18¦ 11777.18¦ 11779.18¦ 11772.11¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 16732.61¦ 16770.89¦ 16787.25¦ 16828.80¦ 16828.14¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 29528.54¦ 29545.13¦ 29588.28¦ 29644.70¦ 29648.02¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦116447.46¦117035.11¦116980.35¦117298.38¦117523.74¦
+-----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 455.09¦ 454.79¦ 453.40¦ 452.87¦ 452.10¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 172.83¦ 171.87¦ 170.87¦ 169.87¦ 168.89¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 212.83¦ 211.92¦ 210.22¦ 210.50¦ 209.24¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 257.00¦ 256.00¦ 255.00¦ 254.00¦ 253.00¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 568.70¦ 568.24¦ 566.93¦ 566.32¦ 565.47¦
L-----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

<ТЕЛЕТАЙПОГРАММА> ГТК РФ от 06.04.2001 n ТФ-8408 <О НАПРАВЛЕНИИ ГРУППЫ ВОЕННЫХ ИНСПЕКТОРОВ>  »
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