БЮЛЛЕТЕНЬ ЦБ РФ от 30.03.2001 n 11 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 30 марта 2001 г. N 11
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 14.665 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 ¦26.03.01¦ 94.84¦ 94.84¦ 94.84¦ 15.64 ¦ 1.00 ¦ 21145 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦27.03.01¦ 94.98¦ 95.00¦ 95.00¦ 15.28 ¦ 5.26 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦28.03.01¦ 94.80¦ 94.80¦ 94.80¦ 16.02 ¦ 1.55 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦29.03.01¦ 95.15¦ 95.40¦ 95.40¦ 14.74 ¦ 3.87 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦30.03.01¦ 95.45¦ 95.50¦ 95.47¦ 14.08 ¦ 1.05 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦03.10.01 ¦30.03.01¦ 93.00¦ 93.00¦ 93.00¦ 14.69 ¦ 0.01 ¦ 21148 ¦
+---------+--------+------+------+------+--------+-------+-------+
¦13.03.02 ¦28.03.01¦ 84.50¦ 84.50¦ 84.50¦ 19.13 ¦ 1.39 ¦ 21147 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦29.03.01¦ 84.65¦ 84.65¦ 84.65¦ 18.96 ¦ 0.50 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦30.03.01¦ 85.25¦ 85.25¦ 85.25¦ 18.15 ¦ 0.53 ¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 2697.253 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 ¦26.03.01¦ 2.19 ¦101.30¦101.35¦101.30¦ 16.87¦ 8.84¦ 25024¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.03.01¦ 2.25 ¦101.25¦101.25¦101.25¦ 17.01¦ 6.04¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.03.01¦ 2.30 ¦101.33¦101.42¦101.33¦ 16.75¦ 5.23¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.03.01¦ 2.36 ¦101.32¦101.45¦101.45¦ 16.72¦ 5.50¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.03.01¦ 2.41 ¦101.00¦101.45¦101.45¦ 16.48¦ 26.34¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦12.09.01 ¦26.03.01¦ 0.46 ¦ 98.81¦ 99.20¦ 98.88¦ 17.22¦ 32.86¦ 25023¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.03.01¦ 0.50 ¦ 98.82¦ 98.98¦ 98.94¦ 17.10¦ 112.31¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.03.01¦ 0.54 ¦ 99.02¦ 99.14¦ 99.04¦ 16.79¦ 124.17¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.03.01¦ 0.58 ¦ 99.00¦ 99.20¦ 99.11¦ 16.80¦ 30.83¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.03.01¦ 0.61 ¦ 99.11¦ 99.29¦ 99.17¦ 16.55¦ 40.98¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.12.01 ¦26.03.01¦ 0.00 ¦ 88.00¦ 88.25¦ 88.25¦ 19.11¦ 31.72¦ 25030¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.03.01¦ 0.00 ¦ 88.05¦ 88.38¦ 88.37¦ 18.76¦ 83.11¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.03.01¦ 0.00 ¦ 88.35¦ 88.75¦ 88.65¦ 18.37¦ 47.35¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.03.01¦ 0.00 ¦ 88.40¦ 88.72¦ 88.72¦ 18.37¦ 23.82¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.03.01¦ 0.00 ¦ 88.72¦ 88.85¦ 88.82¦ 18.15¦ 50.42¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦06.02.02 ¦26.03.01¦ 2.60 ¦ 99.30¦ 99.40¦ 99.37¦ 19.18¦ 34.49¦ 27001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.03.01¦ 2.60 ¦ 99.38¦ 99.73¦ 99.67¦ 18.76¦ 58.01¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.03.01¦ 2.70 ¦ 99.40¦ 99.86¦ 99.77¦ 18.57¦ 13.28¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.03.01¦ 2.70 ¦ 99.50¦ 99.90¦ 99.85¦ 18.54¦ 11.05¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.03.01¦ 2.80 ¦ 99.87¦100.00¦ 99.99¦ 18.31¦ 45.07¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.02 ¦28.03.01¦ 0.36 ¦ 92.13¦ 92.30¦ 92.30¦ 19.57¦ 1.00¦ 25014¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.03.01¦ 0.41 ¦ 93.45¦ 93.45¦ 93.45¦ 17.99¦ 0.22¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.05.02 ¦26.03.01¦ 1.80 ¦ 98.09¦ 98.20¦ 98.10¦ 19.99¦ 27.21¦ 27002¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.03.01¦ 1.90 ¦ 98.10¦ 98.50¦ 98.50¦ 19.61¦ 12.12¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.03.01¦ 1.90 ¦ 97.96¦ 98.87¦ 98.72¦ 19.23¦ 51.65¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.03.01¦ 2.00 ¦ 98.60¦ 98.81¦ 98.79¦ 19.18¦ 17.71¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.03.01¦ 2.00 ¦ 98.85¦ 99.00¦ 99.00¦ 19.01¦ 40.02¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.06.02 ¦26.03.01¦ 1.00 ¦ 98.10¦ 98.20¦ 98.10¦ 20.10¦ 55.02¦ 27003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.03.01¦ 1.10 ¦ 98.01¦ 98.55¦ 98.40¦ 19.83¦ 26.17¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.03.01¦ 1.20 ¦ 98.05¦ 98.79¦ 98.70¦ 19.36¦ 36.68¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.03.01¦ 1.20 ¦ 98.50¦ 98.85¦ 98.85¦ 19.32¦ 3.62¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.03.01¦ 1.30 ¦ 98.85¦ 99.02¦ 99.02¦ 19.03¦ 62.66¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦18.09.02 ¦26.03.01¦ 0.30 ¦ 96.85¦ 97.12¦ 96.92¦ 20.53¦ 20.13¦ 27004¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.03.01¦ 0.30 ¦ 96.92¦ 97.35¦ 97.25¦ 20.29¦ 9.48¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.03.01¦ 0.40 ¦ 97.15¦ 97.50¦ 97.45¦ 20.02¦ 32.70¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.03.01¦ 0.40 ¦ 97.10¦ 97.60¦ 97.10¦ 20.08¦ 73.65¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.03.01¦ 0.50 ¦ 97.45¦ 97.81¦ 97.81¦ 19.77¦ 34.30¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦09.10.02 ¦26.03.01¦ 4.10 ¦ 94.55¦ 94.95¦ 94.95¦ 20.64¦ 8.96¦ 27005¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.03.01¦ 4.20 ¦ 93.50¦ 95.25¦ 95.25¦ 20.55¦ 31.20¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.03.01¦ 4.20 ¦ 94.91¦ 95.27¦ 95.12¦ 20.36¦ 7.55¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.03.01¦ 4.30 ¦ 95.00¦ 95.38¦ 95.38¦ 20.24¦ 20.34¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.03.01¦ 4.30 ¦ 95.24¦ 95.68¦ 95.68¦ 20.03¦ 49.34¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.01.03 ¦26.03.01¦ 3.40 ¦ 91.57¦ 92.22¦ 92.10¦ 21.53¦ 27.12¦ 27006¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.03.01¦ 3.40 ¦ 91.91¦ 92.30¦ 92.25¦ 21.48¦ 24.79¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.03.01¦ 3.50 ¦ 92.01¦ 92.53¦ 92.22¦ 21.36¦ 43.24¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.03.01¦ 3.50 ¦ 92.01¦ 92.60¦ 92.60¦ 21.46¦ 42.65¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.03.01¦ 3.60 ¦ 92.50¦ 92.88¦ 92.80¦ 20.99¦ 32.49¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.02.03 ¦26.03.01¦ 2.60 ¦ 91.60¦ 92.27¦ 92.06¦ 21.65¦ 24.64¦ 27007¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.03.01¦ 2.60 ¦ 91.85¦ 92.24¦ 92.22¦ 21.58¦ 34.26¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.03.01¦ 2.70 ¦ 92.01¦ 92.48¦ 92.10¦ 21.40¦ 38.86¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.03.01¦ 2.70 ¦ 92.01¦ 92.54¦ 92.54¦ 21.55¦ 35.46¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.03.01¦ 2.80 ¦ 92.27¦ 92.80¦ 92.70¦ 21.15¦ 33.24¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.03 ¦30.03.01¦ 0.41 ¦ 82.00¦ 82.50¦ 82.00¦ 22.29¦ 3.01¦ 26001¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.05.03 ¦26.03.01¦ 1.80 ¦ 89.95¦ 90.24¦ 90.24¦ 21.98¦ 7.68¦ 27008¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.03.01¦ 1.90 ¦ 90.33¦ 90.69¦ 90.60¦ 21.58¦ 20.60¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.03.01¦ 1.90 ¦ 90.10¦ 90.85¦ 90.10¦ 21.52¦ 23.39¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.03.01¦ 2.00 ¦ 90.35¦ 90.74¦ 90.74¦ 21.60¦ 17.56¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.03.01¦ 2.00 ¦ 90.60¦ 91.05¦ 90.95¦ 21.32¦ 26.24¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦04.06.03 ¦26.03.01¦ 1.00 ¦ 89.82¦ 90.27¦ 90.27¦ 21.98¦ 7.86¦ 27009¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.03.01¦ 1.10 ¦ 90.29¦ 90.56¦ 90.56¦ 21.74¦ 14.26¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.03.01¦ 1.20 ¦ 90.40¦ 90.78¦ 90.60¦ 21.52¦ 30.72¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.03.01¦ 1.20 ¦ 90.36¦ 90.69¦ 90.69¦ 21.68¦ 31.53¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.03.01¦ 1.30 ¦ 90.72¦ 91.05¦ 90.95¦ 21.33¦ 58.27¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦17.09.03 ¦26.03.01¦ 0.30 ¦ 88.30¦ 88.55¦ 88.55¦ 22.05¦ 8.74¦ 27010¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.03.01¦ 0.30 ¦ 88.50¦ 88.68¦ 88.60¦ 22.01¦ 21.13¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.03.01¦ 0.40 ¦ 88.68¦ 88.92¦ 88.76¦ 21.82¦ 19.78¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.03.01¦ 0.40 ¦ 88.60¦ 89.21¦ 89.21¦ 21.84¦ 9.66¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.03.01¦ 0.50 ¦ 89.01¦ 89.30¦ 89.30¦ 21.55¦ 29.61¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦08.10.03 ¦26.03.01¦ 4.10 ¦ 86.35¦ 86.50¦ 86.40¦ 22.18¦ 6.24¦ 27011¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.03.01¦ 4.20 ¦ 86.46¦ 86.71¦ 86.70¦ 21.99¦ 33.36¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.03.01¦ 4.20 ¦ 86.65¦ 86.96¦ 86.71¦ 21.85¦ 14.51¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.03.01¦ 4.30 ¦ 86.67¦ 86.90¦ 86.85¦ 21.88¦ 25.19¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.03.01¦ 4.30 ¦ 86.89¦ 87.30¦ 87.29¦ 21.63¦ 41.33¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦19.11.03 ¦26.03.01¦ 3.40 ¦ 76.51¦ 76.96¦ 76.95¦ 23.13¦ 38.20¦ 27012¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.03.01¦ 3.40 ¦ 76.95¦ 77.09¦ 77.05¦ 23.11¦ 89.57¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.03.01¦ 3.50 ¦ 77.00¦ 77.16¦ 77.00¦ 23.01¦ 29.18¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.03.01¦ 3.50 ¦ 77.00¦ 77.25¦ 77.25¦ 23.04¦ 90.05¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.03.01¦ 3.50 ¦ 77.29¦ 77.51¦ 77.45¦ 22.85¦ 134.68¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.01.04 ¦26.03.01¦ 3.40 ¦ 84.72¦ 85.07¦ 85.00¦ 22.18¦ 14.96¦ 28001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.03.01¦ 3.40 ¦ 84.70¦ 85.24¦ 85.22¦ 22.06¦ 15.98¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.03.01¦ 3.50 ¦ 85.16¦ 85.45¦ 85.21¦ 21.89¦ 14.53¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.03.01¦ 3.50 ¦ 85.01¦ 85.40¦ 85.40¦ 21.97¦ 22.92¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.03.01¦ 3.60 ¦ 85.30¦ 85.71¦ 85.65¦ 21.74¦ 37.49¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.04 ¦29.03.01¦ 0.38 ¦ 73.00¦ 73.00¦ 73.00¦ 23.65¦ 0.07¦ 26002¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.03.01¦ 0.41 ¦ 71.00¦ 71.00¦ 71.00¦ 24.96¦ 0.62¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.05 ¦26.03.01¦ 0.30 ¦ 64.30¦ 66.00¦ 64.35¦ 25.20¦ 0.76¦ 26003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.03.01¦ 0.33 ¦ 64.51¦ 65.70¦ 64.51¦ 25.10¦ 0.30¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.03.01¦ 0.36 ¦ 65.00¦ 65.85¦ 65.85¦ 24.82¦ 0.20¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.03.01¦ 0.38 ¦ 65.85¦ 65.85¦ 65.85¦ 24.36¦ 0.07¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.03.01¦ 0.41 ¦ 65.05¦ 65.85¦ 65.55¦ 24.62¦ 7.15¦ ¦
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 ¦ 350 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25023 ¦ 12.09.2001 ¦ 166 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25024 ¦ 15.08.2001 ¦ 138 ¦ 20.00 ¦ 99.73 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25027 ¦ 27.11.2001 ¦ 242 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2001 ¦ 242 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2001 ¦ 242 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2002 ¦ 350 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2002 ¦ 350 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2002 ¦ 350 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2001 ¦ 242 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27001 ¦ 09.05.2001 ¦ 40 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27002 ¦ 23.05.2001 ¦ 54 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27003 ¦ 06.06.2001 ¦ 68 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27004 ¦ 20.06.2001 ¦ 82 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27005 ¦ 11.04.2001 ¦ 12 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27006 ¦ 25.04.2001 ¦ 26 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27007 ¦ 09.05.2001 ¦ 40 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27008 ¦ 23.05.2001 ¦ 54 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27009 ¦ 06.06.2001 ¦ 68 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27010 ¦ 20.06.2001 ¦ 82 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27011 ¦ 11.04.2001 ¦ 12 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27012 ¦ 23.05.2001 ¦ 54 ¦ 10.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 28001 ¦ 25.04.2001 ¦ 26 ¦ 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¦ 124¦ 1 ¦ ¦ ¦ 1985.709¦ 1014.291¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21145 ¦07.02.01¦31.07.01¦ 123¦ 1 ¦ ¦ ¦ 2856.937¦ 143.063¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21146 ¦28.02.01¦27.06.01¦ 89¦ 1 ¦ ¦ ¦ 2246.166¦ 753.834¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21147 ¦21.03.01¦13.03.02¦ 348¦ 1 ¦ ¦ ¦ 2780.313¦ 219.687¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21148 ¦28.03.01¦03.10.01¦ 187¦ 1 ¦ ¦ ¦ 2710.221¦ 289.779¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 350¦ 1 ¦ ¦ ¦ 32.200¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 166¦ 7 ¦ 19 ¦ ¦ 13078.548¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25024 ¦22.07.98¦15.08.01¦ 138¦ 1 ¦ ¦ ¦ 1847.420¦ 4343.224¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 242¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 607¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 972¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 260¦ ¦ ¦ ¦ 33189.318¦ 1750.517¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 715¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 1081¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1446¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 1338¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 313¦ ¦ ¦ ¦ 9497.863¦ 490.888¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 418¦ ¦ ¦ ¦ 9497.863¦ 490.888¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 432¦ ¦ ¦ ¦ 9497.863¦ 490.888¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 537¦ ¦ ¦ ¦ 9497.863¦ 490.888¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 558¦ ¦ ¦ ¦ 9497.863¦ 490.888¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 663¦ ¦ ¦ ¦ 9497.863¦ 490.888¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 677¦ ¦ ¦ ¦ 9497.863¦ 490.888¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 782¦ ¦ ¦ ¦ 9497.863¦ 490.888¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 796¦ ¦ ¦ ¦ 9497.863¦ 490.888¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 901¦ ¦ ¦ ¦ 9497.863¦ 490.888¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 922¦ ¦ ¦ ¦ 9497.863¦ 490.888¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 964¦ ¦ ¦ ¦ 8807.235¦ 8799.165¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 1027¦ ¦ ¦ ¦ 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--------¬
¦ ¦26.03.01¦27.03.01¦28.03.01¦29.03.01¦30.03.01¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 17.50 ¦ 17.01 ¦ 17.27 ¦ 16.61 ¦ 15.77 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 17.29 ¦ 17.22 ¦ 16.98 ¦ 16.88 ¦ 16.82 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 19.11 ¦ 18.76 ¦ 18.37 ¦ 18.37 ¦ 18.15 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 21.57 ¦ 21.40 ¦ 21.21 ¦ 21.26 ¦ 20.97 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 15.64 ¦ 15.28 ¦ 18.17 ¦ 15.77 ¦ 14.37 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 17.89 ¦ 17.21 ¦ 16.89 ¦ 16.93 ¦ 19.99 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 19.11 ¦ 18.76 ¦ 18.37 ¦ 18.37 ¦ 18.15 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 21.39 ¦ 21.68 ¦ 21.12 ¦ 21.62 ¦ 21.25 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.01 ¦ 0.05 ¦ 0.02 ¦ 0.04 ¦ 0.01 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.25 ¦ 0.71 ¦ 0.78 ¦ 0.22 ¦ 0.45 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.10 ¦ 0.25 ¦ 0.14 ¦ 0.07 ¦ 0.15 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.23 ¦ 0.31 ¦ 0.29 ¦ 0.32 ¦ 0.50 ¦
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---------¬
¦ ¦ 26.03.01¦ 27.03.01¦ 28.03.01¦ 29.03.01¦ 30.03.01¦
+-----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость, ¦182997.74¦182997.91¦185708.13¦185708.13¦185708.13¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------¦
¦ГКО ¦ 9869.13¦ 9869.13¦ 12579.35¦ 12579.35¦ 12579.35¦
+-----------------------+---------+---------+---------+---------+---------¦
¦ОФЗ-ПД (без учета ¦ 17157.88¦ 17157.88¦ 17157.88¦ 17157.88¦ 17157.88¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------¦
¦ Инвестиционные ¦ 33189.27¦ 33189.32¦ 33189.32¦ 33189.32¦ 33189.32¦
+-----------------------+---------+---------+---------+---------+---------¦
¦ ОФЗ-ФД ¦122781.46¦122781.59¦122781.59¦122781.59¦122781.59¦
+-----------------------+---------+---------+---------+---------+---------¦
¦Рыночная стоимость, ¦170255.94¦170677.01¦173643.49¦173683.42¦174289.50¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------¦
¦ГКО ¦ 9209.19¦ 9213.48¦ 11716.18¦ 11732.63¦ 11782.73¦
+-----------------------+---------+---------+---------+---------+---------¦
¦ОФЗ-ПД (без учета ¦ 16641.85¦ 16655.97¦ 16686.66¦ 16706.43¦ 16720.48¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------¦
¦ Инвестиционные ¦ 29246.38¦ 29322.76¦ 29405.74¦ 29419.01¦ 29472.11¦
+-----------------------+---------+---------+---------+---------+---------¦
¦ ОФЗ-ФД ¦115158.51¦115484.80¦115834.91¦115825.34¦116314.17¦
+-----------------------+---------+---------+---------+---------+---------¦
¦Дюрация <*>, дней ¦ 465.28¦ 464.47¦ 459.76¦ 458.67¦ 458.10¦
+-----------------------+---------+---------+---------+---------+---------¦
¦ГКО ¦ 176.23¦ 175.20¦ 177.59¦ 176.59¦ 175.83¦
+-----------------------+---------+---------+---------+---------+---------¦
¦ОФЗ-ПД (без учета ¦ 218.93¦ 218.09¦ 217.46¦ 217.32¦ 215.81¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------¦
¦ Инвестиционные ¦ 264.00¦ 263.00¦ 262.00¦ 261.00¦ 260.00¦
+-----------------------+---------+---------+---------+---------+---------¦
¦ ОФЗ-ФД ¦ 575.11¦ 574.24¦ 573.41¦ 572.26¦ 571.72¦
L-----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

ПРИКАЗ Минкультуры РФ от 30.03.2001 n 305 ОБ ИНВЕНТАРИЗАЦИИ ПЕРЕМЕЩЕННЫХ КУЛЬТУРНЫХ ЦЕННОСТЕЙ  »
Постановления и Указы »
Читайте также