БЮЛЛЕТЕНЬ ЦБ РФ от 23.03.2001 n 10 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 23 марта 2001 г. N 10
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 59.13 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 ¦23.03.01¦ 97.00¦ 97.00¦ 97.00¦ 11.76¦ 0.10¦ 21146 ¦
+---------+--------+------+------+------+--------+-------+-------+
¦31.07.01 ¦19.03.01¦ 94.15¦ 94.15¦ 94.15¦ 16.92¦ 0.00¦ 21145 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦20.03.01¦ 94.45¦ 94.65¦ 94.45¦ 15.67¦ 20.90¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦21.03.01¦ 94.35¦ 94.40¦ 94.35¦ 16.43¦ 7.97¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦22.03.01¦ 94.75¦ 94.80¦ 94.79¦ 15.31¦ 17.41¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦23.03.01¦ 94.79¦ 94.95¦ 94.80¦ 15.40¦ 10.10¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦13.03.02 ¦22.03.01¦ 84.00¦ 84.15¦ 84.00¦ 19.53¦ 0.10¦ 21147 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦23.03.01¦ 83.99¦ 84.05¦ 83.99¦ 19.60¦ 2.55¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 3375.019 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 ¦21.03.01¦ 1.92 ¦101.06¦101.06¦101.06¦ 17.72 ¦ 0.97¦ 25024¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.03.01¦ 1.97 ¦101.35¦101.40¦101.35¦ 16.82 ¦ 1.80¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.03.01¦ 2.03 ¦101.30¦101.50¦101.33¦ 16.82 ¦ 24.91¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦12.09.01 ¦19.03.01¦ 0.19 ¦ 98.65¦ 98.80¦ 98.65¦ 17.70 ¦ 11.94¦ 25023¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.03.01¦ 0.23 ¦ 98.56¦ 98.95¦ 98.56¦ 17.44 ¦ 91.76¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.03.01¦ 0.27 ¦ 98.50¦ 98.60¦ 98.57¦ 18.00 ¦ 57.08¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.03.01¦ 0.31 ¦ 98.95¦ 99.05¦ 99.00¦ 16.92 ¦ 80.52¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.03.01¦ 0.35 ¦ 98.75¦ 99.14¦ 98.85¦ 17.03 ¦ 89.74¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.12.01 ¦19.03.01¦ 0.00 ¦ 87.15¦ 87.34¦ 87.34¦ 20.17 ¦ 4.12¦ 25030¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.03.01¦ 0.00 ¦ 87.36¦ 87.55¦ 87.51¦ 19.78 ¦ 42.85¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.03.01¦ 0.00 ¦ 87.50¦ 87.85¦ 87.85¦ 19.64 ¦ 34.46¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.03.01¦ 0.00 ¦ 87.65¦ 88.10¦ 88.10¦ 18.96 ¦ 51.81¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.03.01¦ 0.00 ¦ 87.80¦ 88.05¦ 88.04¦ 19.02 ¦ 27.60¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦06.02.02 ¦19.03.01¦ 2.20 ¦ 98.20¦ 98.60¦ 98.59¦ 20.51 ¦ 109.14¦ 27001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.03.01¦ 2.30 ¦ 98.70¦ 99.00¦ 98.84¦ 19.81 ¦ 195.05¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.03.01¦ 2.30 ¦ 98.80¦ 99.10¦ 99.10¦ 19.99 ¦ 183.54¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.03.01¦ 2.40 ¦ 99.15¦ 99.35¦ 99.35¦ 19.20 ¦ 46.19¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.03.01¦ 2.40 ¦ 99.35¦ 99.52¦ 99.43¦ 19.06 ¦ 80.05¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.02 ¦22.03.01¦ 0.19 ¦ 92.00¦ 92.00¦ 92.00¦ 19.73 ¦ 0.05¦ 25014¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.05.02 ¦19.03.01¦ 1.40 ¦ 96.70¦ 97.86¦ 97.00¦ 21.33 ¦ 145.31¦ 27002¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.03.01¦ 1.50 ¦ 96.99¦ 97.36¦ 97.23¦ 20.98 ¦ 219.89¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.03.01¦ 1.50 ¦ 97.20¦ 97.60¦ 97.60¦ 20.76 ¦ 121.85¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.03.01¦ 1.60 ¦ 97.54¦ 98.23¦ 97.95¦ 20.15 ¦ 98.48¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.03.01¦ 1.60 ¦ 98.05¦ 98.12¦ 98.05¦ 20.08 ¦ 53.69¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.06.02 ¦19.03.01¦ 0.70 ¦ 96.60¦ 97.10¦ 96.88¦ 21.42 ¦ 55.98¦ 27003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.03.01¦ 0.70 ¦ 97.12¦ 97.37¦ 97.25¦ 21.03 ¦ 96.18¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.03.01¦ 0.80 ¦ 97.20¦ 97.57¦ 97.50¦ 20.85 ¦ 60.69¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.03.01¦ 0.80 ¦ 97.54¦ 98.24¦ 97.99¦ 20.22 ¦ 97.90¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.03.01¦ 0.90 ¦ 98.00¦ 98.16¦ 98.00¦ 20.11 ¦ 88.36¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦18.09.02 ¦19.03.01¦ 4.90 ¦ 95.62¦ 95.92¦ 95.92¦ 21.64 ¦ 6.41¦ 27004¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.03.01¦ 4.90 ¦ 95.78¦ 96.05¦ 95.90¦ 21.49 ¦ 23.52¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.03.01¦ 0.00 ¦ 96.00¦ 96.45¦ 96.38¦ 21.19 ¦ 64.04¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.03.01¦ 0.10 ¦ 96.30¦ 97.00¦ 96.71¦ 20.74 ¦ 49.43¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.03.01¦ 0.10 ¦ 96.70¦ 96.95¦ 96.95¦ 20.69 ¦ 10.30¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦09.10.02 ¦19.03.01¦ 3.70 ¦ 93.15¦ 93.56¦ 93.56¦ 22.21 ¦ 0.21¦ 27005¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.03.01¦ 3.80 ¦ 93.80¦ 94.20¦ 93.80¦ 21.49 ¦ 28.73¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.03.01¦ 3.80 ¦ 93.90¦ 94.06¦ 94.05¦ 21.45 ¦ 28.32¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.03.01¦ 3.90 ¦ 94.04¦ 94.92¦ 94.65¦ 20.75 ¦ 40.27¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.03.01¦ 4.00 ¦ 94.51¦ 94.62¦ 94.60¦ 20.82 ¦ 12.48¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.01.03 ¦19.03.01¦ 3.00 ¦ 90.55¦ 91.47¦ 91.47¦ 22.22 ¦ 27.98¦ 27006¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.03.01¦ 3.00 ¦ 91.00¦ 91.40¦ 91.00¦ 22.31 ¦ 12.52¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.03.01¦ 3.10 ¦ 90.83¦ 91.42¦ 91.30¦ 22.29 ¦ 36.20¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.03.01¦ 3.10 ¦ 91.50¦ 91.95¦ 91.65¦ 21.97 ¦ 65.24¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.03.01¦ 3.20 ¦ 91.60¦ 91.81¦ 91.78¦ 21.87 ¦ 96.71¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.02.03 ¦19.03.01¦ 2.20 ¦ 90.51¦ 91.35¦ 91.01¦ 22.29 ¦ 2.08¦ 27007¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.03.01¦ 2.30 ¦ 90.91¦ 91.40¦ 90.91¦ 22.37 ¦ 15.44¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.03.01¦ 2.30 ¦ 90.30¦ 91.40¦ 91.26¦ 22.33 ¦ 13.75¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.03.01¦ 2.40 ¦ 91.51¦ 91.85¦ 91.65¦ 21.97 ¦ 13.65¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.03.01¦ 2.40 ¦ 91.69¦ 91.80¦ 91.74¦ 21.95 ¦ 25.57¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.03 ¦20.03.01¦ 0.14 ¦ 81.50¦ 81.50¦ 81.50¦ 22.54 ¦ 0.09¦ 26001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.03.01¦ 0.19 ¦ 80.02¦ 80.02¦ 80.02¦ 23.77 ¦ 1.35¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.05.03 ¦19.03.01¦ 1.40 ¦ 88.75¦ 89.90¦ 89.90¦ 22.27 ¦ 1.18¦ 27008¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.03.01¦ 1.50 ¦ 89.10¦ 89.80¦ 89.43¦ 22.44 ¦ 26.12¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.03.01¦ 1.50 ¦ 89.40¦ 89.68¦ 89.44¦ 22.44 ¦ 34.00¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.03.01¦ 1.60 ¦ 89.49¦ 90.09¦ 90.00¦ 22.01 ¦ 19.55¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.03.01¦ 1.60 ¦ 89.95¦ 90.10¦ 90.00¦ 22.06 ¦ 51.65¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦04.06.03 ¦19.03.01¦ 0.70 ¦ 89.20¦ 89.50¦ 89.20¦ 22.61 ¦ 0.06¦ 27009¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.03.01¦ 0.70 ¦ 89.30¦ 89.51¦ 89.30¦ 22.60 ¦ 15.24¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.03.01¦ 0.80 ¦ 89.21¦ 89.60¦ 89.45¦ 22.46 ¦ 23.71¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.03.01¦ 0.80 ¦ 89.87¦ 90.14¦ 90.00¦ 22.13 ¦ 26.91¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.03.01¦ 0.90 ¦ 89.80¦ 89.93¦ 89.93¦ 22.15 ¦ 12.10¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦17.09.03 ¦19.03.01¦ 4.90 ¦ 87.40¦ 87.75¦ 87.75¦ 22.63 ¦ 3.53¦ 27010¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.03.01¦ 4.90 ¦ 87.69¦ 88.11¦ 87.73¦ 22.55 ¦ 34.80¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.03.01¦ 0.00 ¦ 87.60¦ 88.00¦ 87.92¦ 22.52 ¦ 11.54¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.03.01¦ 0.10 ¦ 88.21¦ 88.50¦ 88.42¦ 22.16 ¦ 29.37¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.03.01¦ 0.10 ¦ 88.29¦ 88.45¦ 88.45¦ 22.18 ¦ 15.13¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦08.10.03 ¦19.03.01¦ 3.70 ¦ 85.20¦ 85.70¦ 85.55¦ 22.68 ¦ 1.53¦ 27011¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.03.01¦ 3.80 ¦ 85.35¦ 86.07¦ 85.65¦ 22.63 ¦ 27.24¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.03.01¦ 3.80 ¦ 85.50¦ 86.14¦ 86.05¦ 22.57 ¦ 22.44¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.03.01¦ 3.90 ¦ 86.31¦ 86.52¦ 86.40¦ 22.18 ¦ 31.84¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.03.01¦ 4.00 ¦ 86.20¦ 86.40¦ 86.25¦ 22.21 ¦ 31.60¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦19.11.03 ¦19.03.01¦ 3.20 ¦ 75.89¦ 76.30¦ 76.30¦ 23.53 ¦ 0.08¦ 27012¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.03.01¦ 3.20 ¦ 76.28¦ 76.50¦ 76.50¦ 23.44 ¦ 7.36¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.03.01¦ 3.30 ¦ 76.67¦ 76.70¦ 76.70¦ 23.20 ¦ 3.72¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.03.01¦ 3.30 ¦ 76.90¦ 77.15¦ 77.03¦ 23.02 ¦ 46.11¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.03.01¦ 3.30 ¦ 76.80¦ 77.10¦ 76.94¦ 23.14 ¦ 18.58¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.01.04 ¦19.03.01¦ 3.00 ¦ 83.40¦ 83.95¦ 83.90¦ 22.95 ¦ 15.68¦ 28001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.03.01¦ 3.00 ¦ 84.00¦ 84.40¦ 84.20¦ 22.69 ¦ 27.60¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.03.01¦ 3.10 ¦ 83.95¦ 84.50¦ 84.50¦ 22.68 ¦ 28.14¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.03.01¦ 3.10 ¦ 84.20¦ 84.90¦ 84.90¦ 22.31 ¦ 14.75¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.03.01¦ 3.20 ¦ 84.89¦ 85.05¦ 85.00¦ 22.20 ¦ 27.60¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.04 ¦19.03.01¦ 0.11 ¦ 72.00¦ 72.00¦ 72.00¦ 24.19 ¦ 0.75¦ 26002¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.03.01¦ 0.14 ¦ 71.10¦ 71.50¦ 71.10¦ 24.55 ¦ 0.06¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.03.01¦ 0.19 ¦ 71.55¦ 71.55¦ 71.55¦ 24.52 ¦ 0.01¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.03.01¦ 0.22 ¦ 71.50¦ 71.50¦ 71.50¦ 24.56 ¦ 0.01¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.05 ¦19.03.01¦ 0.11 ¦ 61.01¦ 65.49¦ 64.43¦ 26.14 ¦ 8.83¦ 26003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.03.01¦ 0.14 ¦ 65.00¦ 66.98¦ 65.00¦ 23.91 ¦ 2.31¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.03.01¦ 0.16 ¦ 62.73¦ 65.50¦ 65.50¦ 25.65 ¦ 3.50¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.03.01¦ 0.19 ¦ 64.00¦ 64.00¦ 64.00¦ 25.38 ¦ 1.00¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.03.01¦ 0.22 ¦ 64.06¦ 67.50¦ 64.06¦ 23.70 ¦ 3.20¦ ¦
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 ¦ 357 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25023 ¦ 12.09.2001 ¦ 173 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25024 ¦ 15.08.2001 ¦ 145 ¦ 20.00 ¦ 99.73 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25027 ¦ 27.11.2001 ¦ 249 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2001 ¦ 249 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2001 ¦ 249 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2002 ¦ 357 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2002 ¦ 357 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2002 ¦ 357 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2001 ¦ 249 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27001 ¦ 09.05.2001 ¦ 47 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27002 ¦ 23.05.2001 ¦ 61 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27003 ¦ 06.06.2001 ¦ 75 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27004 ¦ 20.06.2001 ¦ 89 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27005 ¦ 11.04.2001 ¦ 19 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27006 ¦ 25.04.2001 ¦ 33 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27007 ¦ 09.05.2001 ¦ 47 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27008 ¦ 23.05.2001 ¦ 61 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27009 ¦ 06.06.2001 ¦ 75 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27010 ¦ 20.06.2001 ¦ 89 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27011 ¦ 11.04.2001 ¦ 19 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27012 ¦ 23.05.2001 ¦ 61 ¦ 10.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 28001 ¦ 25.04.2001 ¦ 33 ¦ 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¦ 131¦ 1 ¦ ¦ ¦ 1985.709¦ 1014.291¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21145 ¦07.02.01¦31.07.01¦ 130¦ 1 ¦ ¦ ¦ 2856.937¦ 143.063¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21146 ¦28.02.01¦27.06.01¦ 96¦ 1 ¦ ¦ ¦ 2246.166¦ 753.834¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21147 ¦21.03.01¦13.03.02¦ 355¦ 1 ¦ ¦ ¦ 2780.313¦ 219.687¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 357¦ 1 ¦ ¦ ¦ 32.200¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 173¦ 7 ¦ 19 ¦ ¦ 13078.548¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25024 ¦22.07.98¦15.08.01¦ 145¦ 1 ¦ ¦ ¦ 1847.420¦ 4343.224¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 249¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 614¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 979¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 267¦ ¦ ¦ ¦ 33189.269¦ 1750.566¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 722¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 1088¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1453¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 1345¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 320¦ ¦ ¦ ¦ 9497.852¦ 490.898¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 425¦ ¦ ¦ ¦ 9497.852¦ 490.898¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 439¦ ¦ ¦ ¦ 9497.852¦ 490.898¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 544¦ ¦ ¦ ¦ 9497.852¦ 490.898¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 565¦ ¦ ¦ ¦ 9497.852¦ 490.898¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 670¦ ¦ ¦ ¦ 9497.852¦ 490.898¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 684¦ ¦ ¦ ¦ 9497.852¦ 490.898¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 789¦ ¦ ¦ ¦ 9497.852¦ 490.898¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 803¦ ¦ ¦ ¦ 9497.852¦ 490.898¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 908¦ ¦ ¦ ¦ 9497.852¦ 490.898¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 929¦ ¦ ¦ ¦ 9497.852¦ 490.898¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 971¦ ¦ ¦ ¦ 8807.235¦ 8799.165¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 1034¦ ¦ ¦ ¦ 9497.852¦ 490.898¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ Итого ¦ ¦ ¦ ¦ ¦ ¦ ¦182997.737¦22945.355¦
L--------+--------+--------+-----+-------+------+--------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦19.03.01¦20.03.01¦21.03.01¦22.03.01¦23.03.01¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 14.79 ¦ 13.50 ¦ 17.73 ¦ 16.93 ¦ 17.36 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 17.86 ¦ 17.26 ¦ 17.79 ¦ 17.15 ¦ 16.91 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 20.17 ¦ 19.78 ¦ 19.64 ¦ 18.96 ¦ 19.02 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 22.35 ¦ 22.20 ¦ 22.12 ¦ 21.70 ¦ 21.68 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 16.92 ¦ 15.67 ¦ 16.43 ¦ 15.37 ¦ 16.97 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 24.35 ¦ 18.25 ¦ 19.82 ¦ 17.74 ¦ 17.91 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 20.17 ¦ 19.78 ¦ 19.64 ¦ 18.96 ¦ 19.02 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 21.38 ¦ 21.40 ¦ 21.41 ¦ 21.37 ¦ 21.38 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.29 ¦ 0.08 ¦ 0.18 ¦ 0.13 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.11 ¦ 0.56 ¦ 0.36 ¦ 0.50 ¦ 0.70 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.01 ¦ 0.13 ¦ 0.10 ¦ 0.16 ¦ 0.08 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.30 ¦ 0.62 ¦ 0.54 ¦ 0.48 ¦ 0.44 ¦
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---------¬
¦ ¦19.03.01 ¦20.03.01 ¦21.03.01 ¦22.03.01 ¦23.03.01 ¦
+-----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость, ¦180216.84¦180216.84¦182997.74¦182997.74¦182997.74¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 7088.81¦ 7088.81¦ 9869.13¦ 9869.13¦ 9869.13¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 17157.88¦ 17157.88¦ 17157.88¦ 17157.88¦ 17157.88¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 33189.10¦ 33189.10¦ 33189.27¦ 33189.27¦ 33189.27¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦122781.04¦122781.04¦122781.46¦122781.46¦122781.46¦
+-----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦166823.91¦167270.67¦168818.79¦169751.73¦169896.44¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 6828.02¦ 6840.87¦ 9157.82¦ 9181.76¦ 9208.05¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 16535.12¦ 16600.39¦ 16552.83¦ 16626.07¦ 16660.50¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 28957.49¦ 29040.46¦ 29080.44¦ 29216.51¦ 29219.83¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦114503.28¦114788.94¦114027.70¦114727.38¦114808.06¦
+-----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 470.20¦ 469.42¦ 469.55¦ 469.00¦ 468.13¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 123.57¦ 122.59¦ 181.30¦ 180.48¦ 179.23¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 224.58¦ 226.53¦ 223.30¦ 222.46¦ 223.77¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 271.00¦ 270.00¦ 269.00¦ 268.00¦ 267.00¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 576.72¦ 575.67¦ 579.59¦ 579.00¦ 577.95¦
L-----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

РЕШЕНИЕ Правления МАП РФ от 30.11.2000 n 36/05-67 (ред. от 23.03.2001) <ОБ ИЗМЕНЕНИИ ТАРИФОВ НА УСЛУГИ МЕЖДУГОРОДНОЙ ТЕЛЕФОННОЙ СВЯЗИ ОАО ТЮМЕНЬТЕЛЕКОМ> (Приложение к Приказу МАП РФ от 04.12.2000 n 925)  »
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