БЮЛЛЕТЕНЬ ЦБ РФ от 16.03.2001 n 9 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 16 марта 2001 г. N 9
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 50.711 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 ¦05.03.01¦ 94.65¦ 94.65¦ 94.65¦ 13.94¦ 1.50¦ 21145¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦06.03.01¦ 94.48¦ 94.55¦ 94.55¦ 14.48¦ 5.35¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦07.03.01¦ 94.65¦ 94.65¦ 94.65¦ 14.13¦ 6.20¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦11.03.01¦ 94.42¦ 94.42¦ 94.42¦ 15.19¦ 0.78¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦12.03.01¦ 94.40¦ 94.49¦ 94.40¦ 15.33¦ 9.21¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦13.03.01¦ 94.35¦ 94.48¦ 94.48¦ 15.41¦ 18.95¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦14.03.01¦ 94.55¦ 94.55¦ 94.55¦ 15.14¦ 1.10¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦15.03.01¦ 94.50¦ 94.63¦ 94.63¦ 15.19¦ 6.28¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦16.03.01¦ 94.15¦ 94.45¦ 94.37¦ 15.80¦ 1.35¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 4080.212 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 ¦06.03.01¦ 1.10 ¦102.20¦102.28¦102.20¦ 15.13¦ 7.77¦ 25024¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.03.01¦ 1.15 ¦102.25¦102.25¦102.25¦ 14.99¦ 0.90¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.03.01¦ 1.37 ¦102.44¦102.44¦102.44¦ 14.35¦ 0.07¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.03.01¦ 1.43 ¦102.00¦102.00¦102.00¦ 15.45¦ 4.83¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.03.01¦ 1.48 ¦101.82¦102.34¦101.84¦ 15.80¦ 1.43¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.03.01¦ 1.53 ¦101.50¦101.50¦101.50¦ 16.70¦ 12.06¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.03.01¦ 1.59 ¦101.25¦102.02¦101.35¦ 16.57¦ 1.61¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.03.01¦ 1.64 ¦100.50¦101.38¦100.50¦ 19.18¦ 2.96¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦12.09.01 ¦05.03.01¦ 6.64 ¦ 99.20¦ 99.32¦ 99.32¦ 16.06¦ 44.23¦ 25023¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.03.01¦ 6.67 ¦ 98.90¦ 99.29¦ 99.03¦ 16.61¦ 58.33¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.03.01¦ 6.71 ¦ 98.85¦ 99.20¦ 98.85¦ 16.71¦ 47.90¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.03.01¦ 6.87 ¦ 98.91¦ 99.19¦ 98.91¦ 16.66¦ 4.57¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.03.01¦ 6.90 ¦ 98.80¦ 98.90¦ 98.90¦ 17.19¦ 3.37¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.03.01¦ 6.94 ¦ 98.88¦ 98.95¦ 98.95¦ 16.97¦ 38.82¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.03.01¦ 0.00 ¦ 98.90¦ 99.05¦ 98.90¦ 16.85¦ 19.79¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.03.01¦ 0.04 ¦ 98.82¦ 99.00¦ 98.82¦ 17.02¦ 31.43¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.03.01¦ 0.08 ¦ 98.30¦ 98.92¦ 98.43¦ 17.85¦ 52.49¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.12.01 ¦05.03.01¦ 0.00 ¦ 87.60¦ 87.70¦ 87.70¦ 18.44¦ 6.08¦ 25030¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.03.01¦ 0.00 ¦ 87.21¦ 87.65¦ 87.21¦ 18.83¦ 133.18¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.03.01¦ 0.00 ¦ 87.15¦ 87.59¦ 87.16¦ 19.22¦ 48.01¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.03.01¦ 0.00 ¦ 87.35¦ 87.50¦ 87.40¦ 19.27¦ 27.23¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.03.01¦ 0.00 ¦ 87.20¦ 87.48¦ 87.47¦ 19.50¦ 63.48¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.03.01¦ 0.00 ¦ 87.39¦ 87.54¦ 87.49¦ 19.29¦ 62.62¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.03.01¦ 0.00 ¦ 87.37¦ 88.55¦ 87.37¦ 19.30¦ 53.40¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.03.01¦ 0.00 ¦ 87.28¦ 87.70¦ 87.28¦ 19.50¦ 66.50¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.03.01¦ 0.00 ¦ 86.98¦ 87.30¦ 87.00¦ 20.29¦ 28.53¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦06.02.02 ¦05.03.01¦ 1.40 ¦ 99.49¦ 99.91¦ 99.85¦ 18.75¦ 14.15¦ 27001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.03.01¦ 1.50 ¦ 99.20¦ 99.87¦ 99.45¦ 19.19¦ 94.36¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.03.01¦ 1.50 ¦ 99.14¦ 99.35¦ 99.25¦ 19.62¦ 12.29¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.03.01¦ 1.80 ¦ 99.19¦ 99.45¦ 99.44¦ 19.25¦ 31.64¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.03.01¦ 1.80 ¦ 99.04¦ 99.25¦ 99.15¦ 19.60¦ 32.34¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.03.01¦ 1.90 ¦ 99.10¦ 99.20¦ 99.16¦ 19.54¦ 183.02¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.03.01¦ 1.90 ¦ 99.14¦ 99.37¦ 99.14¦ 19.44¦ 67.18¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.03.01¦ 2.00 ¦ 98.94¦ 99.15¦ 99.00¦ 19.70¦ 92.12¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.03.01¦ 2.00 ¦ 98.20¦ 98.90¦ 98.42¦ 20.62¦ 74.46¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.05.02 ¦05.03.01¦ 0.70 ¦ 98.75¦ 99.00¦ 98.98¦ 19.21¦ 59.00¦ 27002¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.03.01¦ 0.70 ¦ 98.25¦ 98.81¦ 98.77¦ 19.57¦ 53.69¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.03.01¦ 0.80 ¦ 98.15¦ 98.30¦ 98.30¦ 19.99¦ 5.16¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.03.01¦ 1.00 ¦ 98.16¦ 98.40¦ 98.20¦ 19.92¦ 10.37¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.03.01¦ 1.00 ¦ 97.85¦ 98.21¦ 97.95¦ 20.31¦ 110.06¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.03.01¦ 1.10 ¦ 97.80¦ 97.95¦ 97.90¦ 20.30¦ 91.49¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.03.01¦ 1.20 ¦ 97.80¦ 98.07¦ 97.80¦ 20.20¦ 33.91¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.03.01¦ 1.20 ¦ 97.60¦ 97.90¦ 97.77¦ 20.40¦ 87.09¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.03.01¦ 1.30 ¦ 96.80¦ 97.69¦ 96.96¦ 21.21¦ 46.80¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.06.02 ¦05.03.01¦ 4.90 ¦ 98.60¦ 99.00¦ 98.90¦ 19.41¦ 31.42¦ 27003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.03.01¦ 4.90 ¦ 98.20¦ 98.80¦ 98.30¦ 19.84¦ 42.53¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.03.01¦ 0.00 ¦ 97.80¦ 98.31¦ 98.31¦ 20.36¦ 22.94¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.03.01¦ 0.20 ¦ 98.15¦ 98.35¦ 98.25¦ 20.03¦ 12.97¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.03.01¦ 0.30 ¦ 97.75¦ 98.01¦ 97.81¦ 20.35¦ 35.56¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.03.01¦ 0.30 ¦ 97.80¦ 97.95¦ 97.90¦ 20.46¦ 54.99¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.03.01¦ 0.40 ¦ 97.70¦ 98.05¦ 97.70¦ 20.46¦ 34.36¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.03.01¦ 0.40 ¦ 96.77¦ 97.81¦ 97.70¦ 20.65¦ 106.70¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.03.01¦ 0.50 ¦ 96.50¦ 97.67¦ 96.80¦ 21.40¦ 59.55¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦18.09.02 ¦05.03.01¦ 4.10 ¦ 97.70¦ 97.77¦ 97.75¦ 19.90¦ 5.73¦ 27004¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.03.01¦ 4.20 ¦ 97.00¦ 97.29¦ 97.15¦ 20.46¦ 39.61¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.03.01¦ 4.20 ¦ 96.90¦ 97.20¦ 96.90¦ 20.64¦ 14.21¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.03.01¦ 4.50 ¦ 96.72¦ 97.10¦ 97.01¦ 20.52¦ 13.91¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.03.01¦ 4.50 ¦ 96.30¦ 96.85¦ 96.75¦ 20.85¦ 12.95¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.03.01¦ 4.60 ¦ 96.60¦ 96.85¦ 96.75¦ 20.70¦ 29.48¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.03.01¦ 4.60 ¦ 96.64¦ 96.90¦ 96.72¦ 20.80¦ 8.12¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.03.01¦ 4.70 ¦ 96.16¦ 96.78¦ 96.16¦ 21.13¦ 23.11¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.03.01¦ 4.70 ¦ 95.05¦ 96.30¦ 95.47¦ 21.88¦ 25.95¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦09.10.02 ¦05.03.01¦ 3.00 ¦ 95.31¦ 95.65¦ 95.65¦ 20.04¦ 18.73¦ 27005¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.03.01¦ 3.00 ¦ 95.01¦ 95.16¦ 95.15¦ 20.53¦ 17.35¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.03.01¦ 3.10 ¦ 94.95¦ 95.10¦ 94.95¦ 20.51¦ 8.38¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.03.01¦ 3.30 ¦ 95.00¦ 95.10¦ 95.00¦ 20.51¦ 11.92¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.03.01¦ 3.40 ¦ 94.70¦ 94.90¦ 94.70¦ 20.71¦ 6.10¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.03.01¦ 3.40 ¦ 94.35¦ 94.90¦ 94.80¦ 20.79¦ 25.15¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.03.01¦ 3.50 ¦ 94.45¦ 95.00¦ 94.56¦ 20.88¦ 10.36¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.03.01¦ 3.50 ¦ 94.10¦ 94.65¦ 94.17¦ 21.18¦ 18.06¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.03.01¦ 3.60 ¦ 93.20¦ 94.28¦ 93.42¦ 21.66¦ 18.26¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.01.03 ¦05.03.01¦ 2.20 ¦ 92.91¦ 93.45¦ 93.35¦ 20.73¦ 34.28¦ 27006¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.03.01¦ 2.30 ¦ 92.13¦ 93.00¦ 92.13¦ 21.15¦ 30.96¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.03.01¦ 2.30 ¦ 92.40¦ 92.71¦ 92.45¦ 21.27¦ 7.03¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.03.01¦ 2.50 ¦ 92.46¦ 92.80¦ 92.46¦ 21.26¦ 10.16¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.03.01¦ 2.60 ¦ 92.00¦ 92.40¦ 92.20¦ 21.63¦ 20.19¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.03.01¦ 2.60 ¦ 92.00¦ 92.60¦ 92.00¦ 21.61¦ 13.51¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.03.01¦ 2.70 ¦ 92.10¦ 92.30¦ 92.15¦ 21.54¦ 44.13¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.03.01¦ 2.70 ¦ 91.69¦ 92.01¦ 91.70¦ 21.92¦ 49.14¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.03.01¦ 2.80 ¦ 90.70¦ 91.30¦ 90.80¦ 22.51¦ 21.98¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.02.03 ¦05.03.01¦ 1.40 ¦ 92.90¦ 93.65¦ 93.45¦ 20.64¦ 11.10¦ 27007¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.03.01¦ 1.50 ¦ 92.50¦ 93.20¦ 92.50¦ 21.09¦ 35.39¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.03.01¦ 1.50 ¦ 92.45¦ 92.86¦ 92.70¦ 21.28¦ 24.34¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.03.01¦ 1.80 ¦ 92.12¦ 92.67¦ 92.16¦ 21.49¦ 7.09¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.03.01¦ 1.80 ¦ 92.00¦ 92.50¦ 92.05¦ 21.71¦ 17.37¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.03.01¦ 1.90 ¦ 91.90¦ 92.10¦ 92.05¦ 21.69¦ 18.20¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.03.01¦ 1.90 ¦ 91.90¦ 92.22¦ 92.00¦ 21.74¦ 44.43¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.03.01¦ 2.00 ¦ 91.60¦ 92.00¦ 91.70¦ 21.99¦ 89.78¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.03.01¦ 2.00 ¦ 90.90¦ 91.30¦ 90.90¦ 22.52¦ 35.07¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.03 ¦07.03.01¦ 9.78 ¦ 79.21¦ 79.21¦ 79.21¦ 24.16¦ 0.06¦ 26001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.03.01¦ 9.97 ¦ 80.00¦ 80.00¦ 80.00¦ 23.66¦ 0.01¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.03.01¦ 0.03 ¦ 80.00¦ 81.00¦ 81.00¦ 23.51¦ 0.01¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.05.03 ¦05.03.01¦ 0.70 ¦ 90.57¦ 91.35¦ 91.24¦ 21.21¦ 19.32¦ 27008¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.03.01¦ 0.70 ¦ 90.56¦ 90.83¦ 90.70¦ 21.60¦ 29.23¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.03.01¦ 0.80 ¦ 90.45¦ 90.70¦ 90.68¦ 21.59¦ 8.73¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.03.01¦ 1.00 ¦ 90.20¦ 90.70¦ 90.25¦ 21.57¦ 2.32¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.03.01¦ 1.00 ¦ 89.90¦ 90.40¦ 90.14¦ 22.00¦ 14.68¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.03.01¦ 1.10 ¦ 89.98¦ 90.20¦ 90.01¦ 22.04¦ 22.47¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.03.01¦ 1.20 ¦ 90.00¦ 90.10¦ 90.05¦ 22.03¦ 24.16¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.03.01¦ 1.20 ¦ 89.70¦ 90.09¦ 89.70¦ 22.10¦ 30.65¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.03.01¦ 1.30 ¦ 88.70¦ 89.40¦ 88.70¦ 22.66¦ 18.04¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦04.06.03 ¦05.03.01¦ 4.90 ¦ 90.20¦ 90.95¦ 90.85¦ 21.51¦ 5.36¦ 27009¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.03.01¦ 4.90 ¦ 90.31¦ 90.53¦ 90.40¦ 21.87¦ 35.57¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.03.01¦ 0.00 ¦ 90.10¦ 90.40¦ 90.18¦ 21.98¦ 9.69¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.03.01¦ 0.20 ¦ 90.10¦ 90.50¦ 90.20¦ 21.86¦ 2.18¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.03.01¦ 0.30 ¦ 89.70¦ 90.20¦ 89.87¦ 22.16¦ 30.39¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.03.01¦ 0.30 ¦ 89.80¦ 90.18¦ 89.90¦ 22.16¦ 54.76¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.03.01¦ 0.40 ¦ 89.90¦ 90.35¦ 89.90¦ 22.09¦ 29.08¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.03.01¦ 0.40 ¦ 89.70¦ 90.05¦ 89.75¦ 22.24¦ 13.61¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.03.01¦ 0.50 ¦ 89.00¦ 89.60¦ 89.49¦ 22.71¦ 28.38¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦17.09.03 ¦05.03.01¦ 4.10 ¦ 88.70¦ 89.25¦ 89.25¦ 21.73¦ 6.11¦ 27010¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.03.01¦ 4.20 ¦ 88.80¦ 89.10¦ 88.82¦ 21.83¦ 49.10¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.03.01¦ 4.20 ¦ 88.66¦ 88.79¦ 88.66¦ 21.99¦ 12.11¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.03.01¦ 4.50 ¦ 88.20¦ 88.95¦ 88.30¦ 22.05¦ 7.72¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.03.01¦ 4.50 ¦ 87.90¦ 88.39¦ 88.05¦ 22.37¦ 21.91¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.03.01¦ 4.60 ¦ 88.15¦ 88.30¦ 88.18¦ 22.25¦ 12.02¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.03.01¦ 4.60 ¦ 88.25¦ 88.50¦ 88.37¦ 22.17¦ 22.94¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.03.01¦ 4.70 ¦ 87.90¦ 88.32¦ 88.11¦ 22.28¦ 16.46¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.03.01¦ 4.70 ¦ 87.40¦ 87.90¦ 87.60¦ 22.69¦ 25.48¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦08.10.03 ¦05.03.01¦ 3.00 ¦ 86.75¦ 87.00¦ 87.00¦ 21.83¦ 4.17¦ 27011¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.03.01¦ 3.00 ¦ 86.60¦ 86.80¦ 86.80¦ 22.06¦ 39.88¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.03.01¦ 3.10 ¦ 86.40¦ 86.85¦ 86.40¦ 22.21¦ 9.29¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.03.01¦ 3.30 ¦ 86.25¦ 86.70¦ 86.25¦ 22.11¦ 7.71¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.03.01¦ 3.40 ¦ 85.71¦ 86.40¦ 86.40¦ 22.56¦ 5.86¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.03.01¦ 3.40 ¦ 85.99¦ 86.35¦ 86.25¦ 22.35¦ 26.85¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.03.01¦ 3.50 ¦ 86.30¦ 86.45¦ 86.30¦ 22.17¦ 28.82¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.03.01¦ 3.50 ¦ 86.00¦ 86.48¦ 86.00¦ 22.31¦ 18.74¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.03.01¦ 3.60 ¦ 85.05¦ 85.65¦ 85.20¦ 22.84¦ 13.97¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦19.11.03 ¦05.03.01¦ 2.80 ¦ 76.86¦ 77.00¦ 76.86¦ 22.87¦ 7.18¦ 27012¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.03.01¦ 2.90 ¦ 76.70¦ 76.70¦ 76.70¦ 23.01¦ 7.15¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.03.01¦ 2.90 ¦ 76.70¦ 76.88¦ 76.70¦ 23.03¦ 6.62¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.03.01¦ 3.00 ¦ 76.50¦ 76.80¦ 76.65¦ 23.10¦ 0.53¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.03.01¦ 3.00 ¦ 76.20¦ 76.50¦ 76.30¦ 23.38¦ 10.83¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.03.01¦ 3.00 ¦ 76.60¦ 76.89¦ 76.74¦ 23.14¦ 12.50¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.03.01¦ 3.10 ¦ 76.30¦ 76.50¦ 76.40¦ 23.38¦ 2.80¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.03.01¦ 3.10 ¦ 75.40¦ 76.20¦ 76.20¦ 23.74¦ 18.15¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.01.04 ¦05.03.01¦ 2.20 ¦ 85.22¦ 85.50¦ 85.41¦ 21.95¦ 0.59¦ 28001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.03.01¦ 2.30 ¦ 85.01¦ 85.44¦ 85.30¦ 22.08¦ 27.37¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.03.01¦ 2.30 ¦ 85.05¦ 85.20¦ 85.15¦ 22.15¦ 16.51¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.03.01¦ 2.50 ¦ 85.03¦ 85.30¦ 85.20¦ 22.13¦ 11.47¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.03.01¦ 2.60 ¦ 84.48¦ 84.85¦ 84.83¦ 22.48¦ 7.72¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.03.01¦ 2.60 ¦ 84.40¦ 84.89¦ 84.83¦ 22.33¦ 13.62¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.03.01¦ 2.70 ¦ 84.55¦ 84.86¦ 84.55¦ 22.31¦ 6.88¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.03.01¦ 2.70 ¦ 84.25¦ 84.98¦ 84.35¦ 22.54¦ 35.96¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.03.01¦ 2.80 ¦ 83.01¦ 86.90¦ 83.66¦ 23.03¦ 33.99¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.04 ¦11.03.01¦ 9.89 ¦ 70.23¦ 70.23¦ 70.23¦ 25.25¦ 2.68¦ 26002¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.03.01¦ 9.95 ¦ 73.00¦ 73.00¦ 73.00¦ 23.49¦ 1.00¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.03.01¦ 9.97 ¦ 73.00¦ 73.00¦ 73.00¦ 23.51¦ 0.63¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.05 ¦07.03.01¦ 9.78 ¦ 66.50¦ 66.50¦ 66.50¦ 23.83¦ 0.50¦ 26003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.03.01¦ 9.97 ¦ 65.25¦ 65.25¦ 65.25¦ 24.59¦ 0.72¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.03.01¦ 0.03 ¦ 64.00¦ 65.26¦ 64.00¦ 24.77¦ 3.76¦ ¦
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 ¦ 364 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25023 ¦ 12.09.2001 ¦ 180 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25024 ¦ 15.08.2001 ¦ 152 ¦ 20.00 ¦ 99.73 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25027 ¦ 27.11.2001 ¦ 256 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2001 ¦ 256 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2001 ¦ 256 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2002 ¦ 364 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2002 ¦ 364 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2002 ¦ 364 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2001 ¦ 256 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27001 ¦ 09.05.2001 ¦ 54 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27002 ¦ 23.05.2001 ¦ 68 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27003 ¦ 06.06.2001 ¦ 82 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27004 ¦ 21.03.2001 ¦ 5 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27005 ¦ 11.04.2001 ¦ 26 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27006 ¦ 25.04.2001 ¦ 40 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27007 ¦ 09.05.2001 ¦ 54 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27008 ¦ 23.05.2001 ¦ 68 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27009 ¦ 06.06.2001 ¦ 82 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27010 ¦ 21.03.2001 ¦ 5 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27011 ¦ 11.04.2001 ¦ 26 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27012 ¦ 23.05.2001 ¦ 68 ¦ 10.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 28001 ¦ 25.04.2001 ¦ 40 ¦ 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¦ 138¦ 1 ¦ ¦ ¦ 1985.709¦ 1014.291¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21145 ¦07.02.01¦31.07.01¦ 137¦ 1 ¦ ¦ ¦ 2856.937¦ 143.063¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21146 ¦28.02.01¦27.06.01¦ 103¦ 1 ¦ ¦ ¦ 2246.166¦ 753.834¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 364¦ 1 ¦ ¦ ¦ 32.200¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 180¦ 7 ¦ 19 ¦ ¦ 13078.548¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25024 ¦22.07.98¦15.08.01¦ 152¦ 1 ¦ ¦ ¦ 1847.420¦ 4343.224¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 256¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 621¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 986¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 274¦ ¦ ¦ ¦ 33189.102¦ 1750.733¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 729¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 1095¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1460¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 1352¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 327¦ ¦ ¦ ¦ 9497.817¦ 490.933¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 432¦ ¦ ¦ ¦ 9497.817¦ 490.933¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 446¦ ¦ ¦ ¦ 9497.817¦ 490.933¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 551¦ ¦ ¦ ¦ 9497.817¦ 490.933¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 572¦ ¦ ¦ ¦ 9497.817¦ 490.933¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 677¦ ¦ ¦ ¦ 9497.817¦ 490.933¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 691¦ ¦ ¦ ¦ 9497.817¦ 490.933¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 796¦ ¦ ¦ ¦ 9497.817¦ 490.933¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 810¦ ¦ ¦ ¦ 9497.817¦ 490.933¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 915¦ ¦ ¦ ¦ 9497.817¦ 490.933¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 936¦ ¦ ¦ ¦ 9497.817¦ 490.933¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 978¦ ¦ ¦ ¦ 8807.235¦ 8799.165¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 1041¦ ¦ ¦ ¦ 9497.817¦ 490.933¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ Итого ¦ ¦ ¦ ¦ ¦ ¦ ¦180216.839¦22726.254¦
L--------+--------+--------+-----+-------+------+--------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------T--------T--------T--------T--------¬
¦ ¦05.03.01¦06.03.01¦07.03.01¦11.03.01¦12.03.01¦13.03.01¦14.03.01¦15.03.01¦16.03.01¦
+--------------------------+--------+--------+--------+--------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 13.75 ¦ 14.30 ¦ 13.78 ¦ 16.14 ¦ 15.31 ¦ 15.17 ¦ 14.00 ¦ 14.17 ¦ 13.59 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 16.46 ¦ 16.87 ¦ 16.97 ¦ 16.71 ¦ 17.33 ¦ 17.23 ¦ 17.22 ¦ 17.15 ¦ 17.66 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 18.44 ¦ 18.83 ¦ 19.22 ¦ 19.27 ¦ 19.50 ¦ 19.29 ¦ 19.30 ¦ 19.50 ¦ 20.29 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 21.02 ¦ 21.35 ¦ 21.50 ¦ 21.46 ¦ 21.79 ¦ 21.72 ¦ 21.68 ¦ 21.90 ¦ 22.46 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 13.94 ¦ 14.48 ¦ 14.13 ¦ 15.19 ¦ 15.33 ¦ 15.41 ¦ 15.14 ¦ 15.19 ¦ 15.80 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 16.06 ¦ 16.46 ¦ 17.09 ¦ 22.80 ¦ 16.24 ¦ 17.61 ¦ 18.23 ¦ 17.00 ¦ 19.71 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 18.44 ¦ 18.83 ¦ 19.22 ¦ 19.27 ¦ 19.50 ¦ 19.29 ¦ 19.30 ¦ 19.50 ¦ 20.29 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 20.34 ¦ 21.06 ¦ 21.43 ¦ 20.96 ¦ 21.31 ¦ 21.07 ¦ 21.39 ¦ 21.44 ¦ 22.21 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.02 ¦ 0.07 ¦ 0.09 ¦ 0.01 ¦ 0.13 ¦ 0.26 ¦ 0.02 ¦ 0.09 ¦ 0.02 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.26 ¦ 0.39 ¦ 0.29 ¦ 0.04 ¦ 0.05 ¦ 0.24 ¦ 0.20 ¦ 0.20 ¦ 0.35 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.02 ¦ 0.40 ¦ 0.14 ¦ 0.08 ¦ 0.19 ¦ 0.19 ¦ 0.16 ¦ 0.20 ¦ 0.09 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.18 ¦ 0.42 ¦ 0.13 ¦ 0.11 ¦ 0.27 ¦ 0.47 ¦ 0.29 ¦ 0.49 ¦ 0.35 ¦
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---------T---------T---------T---------T---------¬
¦ ¦ 05.03.01¦ 06.03.01¦ 07.03.01¦ 11.03.01¦ 12.03.01¦ 13.03.01¦ 14.03.01¦ 15.03.01¦ 16.03.01¦
+-----------------------+---------+---------+---------+---------+---------+---------+---------+---------+---------+
¦Номинальная стоимость, ¦180244.43¦180244.43¦180244.43¦180244.43¦180244.43¦180244.43¦180262.90¦180216.84¦180216.84¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+---------+---------+---------+---------+
¦ГКО ¦ 7088.81¦ 7088.81¦ 7088.81¦ 7088.81¦ 7088.81¦ 7088.81¦ 7088.81¦ 7088.81¦ 7088.81¦
+-----------------------+---------+---------+---------+---------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 17203.94¦ 17203.94¦ 17203.94¦ 17203.94¦ 17203.94¦ 17203.94¦ 17203.94¦ 17157.88¦ 17157.88¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦33 184.84¦ 33184.84¦ 33184.84¦ 33184.84¦ 33184.84¦ 33184.84¦ 33189.10¦ 33189.10¦ 33189.10¦
+-----------------------+---------+---------+---------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦122766.84¦122766.84¦122766.84¦122766.84¦122766.84¦122766.84¦122781.04¦122781.04¦122781.04¦
+-----------------------+---------+---------+---------+---------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦170227.61¦169693.14¦168524.58¦168910.42¦168405.09¦168648.10¦167879.38¦167383.13¦166417.83¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+---------+---------+---------+---------+
¦ГКО ¦ 6842.30¦ 6837.73¦ 6842.30¦ 6835.73¦ 6835.44¦ 6835.73¦ 6839.44¦ 6840.02¦ 6835.16¦
+-----------------------+---------+---------+---------+---------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 17704.42¦ 17677.52¦ 17689.62¦ 17726.46¦ 17696.08¦ 17720.38¦ 16802.29¦ 16592.09¦ 16533.80¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 29076.55¦ 29016.82¦ 28957.09¦ 29003.55¦ 28973.68¦ 29026.78¦ 29043.78¦ 29020.55¦ 28891.11¦
+-----------------------+---------+---------+---------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦116604.34¦116161.07¦115035.58¦115344.69¦114899.88¦115065.21¦115193.86¦114930.48¦114157.75¦
+-----------------------+---------+---------+---------+---------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 479.73¦ 478.40¦ 480.07¦ 476.15¦ 474.52¦ 473.76¦ 475.41¦ 474.65¦ 472.98¦
+-----------------------+---------+---------+---------+---------+---------+---------+---------+---------+---------+
¦ГКО ¦ 137.59¦ 136.59¦ 135.59¦ 131.58¦ 130.58¦ 129.58¦ 128.59¦ 127.59¦ 126.58¦
+-----------------------+---------+---------+---------+---------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 225.21¦ 224.28¦ 223.84¦ 220.24¦ 219.01¦ 218.27¦ 228.41¦ 230.23¦ 229.37¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 285.00¦ 284.00¦ 283.00¦ 279.00¦ 278.00¦ 277.00¦ 276.00¦ 275.00¦ 274.00¦
+-----------------------+---------+---------+---------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 587.01¦ 585.75¦ 589.56¦ 585.48¦ 583.89¦ 583.18¦ 582.31¦ 581.01¦ 579.37¦
L-----------------------+---------+---------+---------+---------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
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ПОСТАНОВЛЕНИЕ ФЭК РФ от 08.12.2000 n 72/4 (ред. от 16.03.2001) ОБ УТВЕРЖДЕНИИ ТАРИФА НА ЭЛЕКТРИЧЕСКУЮ ЭНЕРГИЮ, ПОСТАВЛЯЕМУЮ ЗАО ЛУТЭК НА ФЕДЕРАЛЬНЫЙ (ОБЩЕРОССИЙСКИЙ) ОПТОВЫЙ РЫНОК ЭЛЕКТРИЧЕСКОЙ ЭНЕРГИИ (МОЩНОСТИ)  »
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