БЮЛЛЕТЕНЬ ЦБ РФ от 02.03.2001 n 8 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 2 марта 2001 г. N 8
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 6.194 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 ¦26.02.01¦ 94.40¦ 94.51¦ 94.51¦ 13.73¦ 1.05¦ 21145¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦27.02.01¦ 94.40¦ 94.45¦ 94.40¦ 14.06¦ 0.08¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦28.02.01¦ 94.35¦ 94.35¦ 94.35¦ 14.29¦ 3.00¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦01.03.01¦ 94.35¦ 94.37¦ 94.37¦ 14.38¦ 1.10¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦02.03.01¦ 94.50¦ 94.54¦ 94.54¦ 14.01¦ 0.85¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦01.08.01 ¦28.02.01¦100.00¦100.00¦100.00¦ .00¦ 0.12¦ 21144¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 4011.7 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 ¦26.02.01¦ 0.66 ¦102.22¦102.22¦102.22¦ 15.39¦ 0.03¦ 25024¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.02.01¦ 0.71 ¦102.22¦102.22¦102.22¦ 15.36¦ 0.18¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.02.01¦ 0.77 ¦102.70¦102.70¦102.70¦ 14.17¦ 0.29¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.03.01¦ 0.82 ¦102.22¦102.34¦102.34¦ 15.05¦ 6.08¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦12.09.01 ¦26.02.01¦ 6.37 ¦ 99.10¦ 99.21¦ 99.17¦ 16.25¦ 23.59¦ 25023¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.02.01¦ 6.41 ¦ 98.80¦ 99.16¦ 99.00¦ 16.76¦ 41.20¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.02.01¦ 6.44 ¦ 98.52¦ 99.00¦ 99.00¦ 17.17¦ 124.27¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.03.01¦ 6.48 ¦ 98.65¦ 98.80¦ 98.79¦ 17.19¦ 20.90¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.03.01¦ 6.52 ¦ 98.95¦ 99.10¦ 99.10¦ 16.62¦ 49.85¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.12.01 ¦26.02.01¦ 0.00 ¦ 87.20¦ 87.45¦ 87.20¦ 18.62¦ 117.21¦ 25030¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.02.01¦ 0.00 ¦ 87.00¦ 87.21¦ 87.13¦ 18.95¦ 107.75¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.02.01¦ 0.00 ¦ 86.85¦ 87.19¦ 87.05¦ 19.26¦ 347.66¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.03.01¦ 0.00 ¦ 86.90¦ 87.19¦ 87.19¦ 19.23¦ 309.93¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.03.01¦ 0.00 ¦ 87.20¦ 87.50¦ 87.50¦ 18.54¦ 25.24¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦06.02.02 ¦26.02.01¦ 1.00 ¦ 99.60¦100.00¦ 99.90¦ 18.79¦ 26.84¦ 27001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.02.01¦ 1.10 ¦ 99.27¦ 99.50¦ 99.50¦ 19.48¦ 175.94¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.02.01¦ 1.20 ¦ 98.87¦ 99.44¦ 99.40¦ 19.75¦ 73.06¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.03.01¦ 1.20 ¦ 99.00¦ 99.19¦ 99.10¦ 19.87¦ 61.01¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.03.01¦ 1.30 ¦ 99.00¦ 99.65¦ 99.54¦ 19.49¦ 42.42¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.05.02 ¦26.02.01¦ 0.30 ¦ 98.60¦ 99.77¦ 98.95¦ 19.07¦ 31.12¦ 27002¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.02.01¦ 0.30 ¦ 98.51¦ 98.80¦ 98.75¦ 19.61¦ 59.36¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.02.01¦ 0.40 ¦ 97.80¦ 98.50¦ 98.45¦ 20.18¦ 75.57¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.03.01¦ 0.40 ¦ 97.90¦ 98.11¦ 98.00¦ 20.29¦ 23.55¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.03.01¦ 0.50 ¦ 98.10¦ 98.49¦ 98.42¦ 19.83¦ 36.73¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.06.02 ¦26.02.01¦ 4.50 ¦ 99.00¦ 99.20¦ 99.09¦ 19.15¦ 8.12¦ 27003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.02.01¦ 4.60 ¦ 98.50¦ 99.00¦ 99.00¦ 19.61¦ 132.88¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.02.01¦ 4.60 ¦ 97.81¦ 98.55¦ 98.55¦ 20.29¦ 64.93¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.03.01¦ 4.70 ¦ 97.90¦ 98.10¦ 98.10¦ 20.28¦ 41.14¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.03.01¦ 4.70 ¦ 98.00¦ 98.48¦ 98.35¦ 20.18¦ 22.46¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦18.09.02 ¦26.02.01¦ 3.70 ¦ 97.75¦ 98.29¦ 97.75¦ 19.74¦ 10.39¦ 27004¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.02.01¦ 3.80 ¦ 97.48¦ 97.70¦ 97.68¦ 20.05¦ 52.29¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.02.01¦ 3.80 ¦ 96.90¦ 97.70¦ 97.70¦ 20.50¦ 41.58¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.03.01¦ 3.90 ¦ 96.65¦ 97.29¦ 96.99¦ 20.63¦ 8.90¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.03.01¦ 4.00 ¦ 97.03¦ 97.50¦ 97.30¦ 20.27¦ 61.54¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦09.10.02 ¦26.02.01¦ 2.60 ¦ 95.11¦ 95.75¦ 95.58¦ 20.08¦ 59.21¦ 27005¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.02.01¦ 2.60 ¦ 95.00¦ 95.35¦ 95.35¦ 20.52¦ 71.04¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.02.01¦ 2.70 ¦ 94.70¦ 95.20¦ 95.20¦ 20.61¦ 72.51¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.03.01¦ 2.70 ¦ 94.60¦ 94.75¦ 94.75¦ 20.94¦ 7.08¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.03.01¦ 2.80 ¦ 95.00¦ 95.50¦ 95.25¦ 20.31¦ 95.21¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.01.03 ¦26.02.01¦ 1.80 ¦ 92.40¦ 93.60¦ 92.85¦ 20.99¦ 21.66¦ 27006¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.02.01¦ 1.90 ¦ 92.30¦ 92.75¦ 92.75¦ 21.44¦ 55.59¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.02.01¦ 1.90 ¦ 91.90¦ 92.37¦ 92.30¦ 21.69¦ 77.90¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.03.01¦ 2.00 ¦ 91.70¦ 92.10¦ 92.10¦ 21.79¦ 25.99¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.03.01¦ 2.00 ¦ 92.10¦ 93.10¦ 93.00¦ 21.00¦ 41.97¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.02.03 ¦26.02.01¦ 1.00 ¦ 92.60¦ 93.05¦ 92.61¦ 21.17¦ 20.28¦ 27007¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.02.01¦ 1.10 ¦ 92.30¦ 92.45¦ 92.40¦ 21.53¦ 36.03¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.02.01¦ 1.20 ¦ 91.70¦ 92.45¦ 92.35¦ 21.64¦ 23.75¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.03.01¦ 1.20 ¦ 91.70¦ 91.97¦ 91.86¦ 21.99¦ 12.99¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.03.01¦ 1.30 ¦ 92.20¦ 93.11¦ 93.00¦ 21.01¦ 20.55¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.03 ¦26.02.01¦ 9.53 ¦ 79.50¦ 79.50¦ 79.50¦ 23.74¦ 0.25¦ 26001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.02.01¦ 9.59 ¦ 80.30¦ 80.30¦ 80.30¦ 23.14¦ 0.05¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.05.03 ¦26.02.01¦ 0.30 ¦ 90.50¦ 91.20¦ 90.70¦ 21.57¦ 13.31¦ 27008¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.02.01¦ 0.30 ¦ 90.30¦ 90.70¦ 90.70¦ 21.88¦ 9.49¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.02.01¦ 0.40 ¦ 89.80¦ 90.50¦ 90.50¦ 21.84¦ 14.07¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.03.01¦ 0.40 ¦ 89.60¦ 89.97¦ 89.87¦ 22.28¦ 21.40¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.03.01¦ 0.50 ¦ 90.10¦ 90.65¦ 90.45¦ 21.71¦ 21.99¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦04.06.03 ¦26.02.01¦ 4.50 ¦ 90.25¦ 90.76¦ 90.64¦ 21.71¦ 7.89¦ 27009¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.02.01¦ 4.60 ¦ 89.91¦ 90.30¦ 90.20¦ 22.11¦ 96.31¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.02.01¦ 4.60 ¦ 89.66¦ 90.47¦ 89.99¦ 22.19¦ 90.99¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.03.01¦ 4.70 ¦ 89.40¦ 89.80¦ 89.40¦ 22.50¦ 71.38¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.03.01¦ 4.70 ¦ 90.00¦ 90.35¦ 90.27¦ 21.99¦ 47.04¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦17.09.03 ¦26.02.01¦ 3.70 ¦ 88.98¦ 89.50¦ 88.98¦ 21.81¦ 4.57¦ 27010¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.02.01¦ 3.80 ¦ 88.40¦ 88.90¦ 88.60¦ 22.17¦ 87.93¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.02.01¦ 3.80 ¦ 88.01¦ 88.53¦ 88.50¦ 22.35¦ 29.57¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.03.01¦ 3.90 ¦ 87.80¦ 88.25¦ 87.81¦ 22.54¦ 54.79¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.03.01¦ 4.00 ¦ 88.35¦ 88.79¦ 88.64¦ 22.03¦ 18.96¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦08.10.03 ¦26.02.01¦ 2.60 ¦ 86.79¦ 87.25¦ 86.79¦ 21.93¦ 6.54¦ 27011¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.02.01¦ 2.60 ¦ 86.50¦ 87.18¦ 86.65¦ 22.18¦ 29.58¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.02.01¦ 2.70 ¦ 85.95¦ 86.55¦ 86.30¦ 22.27¦ 85.72¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.03.01¦ 2.70 ¦ 85.93¦ 86.15¦ 85.95¦ 22.56¦ 46.03¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.03.01¦ 2.80 ¦ 86.50¦ 86.85¦ 86.78¦ 22.03¦ 52.14¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦19.11.03 ¦26.02.01¦ 2.60 ¦ 76.50¦ 76.73¦ 76.61¦ 23.01¦ 7.98¦ 27012¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.02.01¦ 2.70 ¦ 76.06¦ 76.51¦ 76.35¦ 23.17¦ 28.92¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.02.01¦ 2.70 ¦ 76.28¦ 76.45¦ 76.40¦ 23.20¦ 40.11¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.03.01¦ 2.70 ¦ 75.77¦ 76.00¦ 75.77¦ 23.59¦ 0.70¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.03.01¦ 2.70 ¦ 76.51¦ 76.79¦ 76.68¦ 23.03¦ 29.54¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.01.04 ¦26.02.01¦ 1.80 ¦ 85.60¦ 85.85¦ 85.60¦ 21.83¦ 4.29¦ 28001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.02.01¦ 1.90 ¦ 84.90¦ 85.30¦ 85.30¦ 22.20¦ 68.02¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.02.01¦ 1.90 ¦ 84.23¦ 85.23¦ 85.18¦ 22.24¦ 26.85¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.03.01¦ 2.00 ¦ 84.30¦ 84.84¦ 84.51¦ 22.62¦ 76.77¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.03.01¦ 2.00 ¦ 84.90¦ 85.50¦ 85.35¦ 22.03¦ 35.98¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.05 ¦27.02.01¦ 9.56 ¦ 65.60¦ 65.60¦ 65.60¦ 24.25¦ 8.00¦ 26003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.02.01¦ 9.59 ¦ 65.00¦ 65.60¦ 65.60¦ 24.30¦ 7.01¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.03.01¦ 9.62 ¦ 65.48¦ 65.48¦ 65.48¦ 24.33¦ 1.80¦ ¦
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.)¦ ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25013 ¦ 15.03.2001 ¦ 13 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25014 ¦ 15.03.2001 ¦ 13 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25023 ¦ 14.03.2001 ¦ 12 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25024 ¦ 15.08.2001 ¦ 166 ¦ 20.00 ¦ 99.73 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25027 ¦ 27.11.2001 ¦ 270 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2001 ¦ 270 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2001 ¦ 270 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2001 ¦ 13 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2001 ¦ 13 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2001 ¦ 13 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2001 ¦ 270 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27001 ¦ 09.05.2001 ¦ 68 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27002 ¦ 23.05.2001 ¦ 82 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27003 ¦ 07.03.2001 ¦ 5 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27004 ¦ 21.03.2001 ¦ 19 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27005 ¦ 11.04.2001 ¦ 40 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27006 ¦ 25.04.2001 ¦ 54 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27007 ¦ 09.05.2001 ¦ 68 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27008 ¦ 23.05.2001 ¦ 82 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27009 ¦ 07.03.2001 ¦ 5 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27010 ¦ 21.03.2001 ¦ 19 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27011 ¦ 11.04.2001 ¦ 40 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27012 ¦ 23.05.2001 ¦ 82 ¦ 10.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 28001 ¦ 25.04.2001 ¦ 54 ¦ 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¦ 152¦ 1 ¦ ¦ ¦ 1985.709¦ 1014.291¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21145 ¦07.02.01¦31.07.01¦ 151¦ 1 ¦ ¦ ¦ 2856.937¦ 143.063¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21146 ¦28.02.01¦27.06.01¦ 117¦ 1 ¦ ¦ ¦ 2246.166¦ 753.834¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25013 ¦15.03.97¦15.03.01¦ 13¦ 1 ¦ ¦ ¦ 46.059¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 378¦ 1 ¦ ¦ ¦ 32.200¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 194¦ 7 ¦ 19 ¦ ¦ 13078.548¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25024 ¦22.07.98¦15.08.01¦ 166¦ 1 ¦ ¦ ¦ 1847.420¦ 4343.224¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 270¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 635¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 1000¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 288¦ ¦ ¦ ¦ 33184.837¦ 1754.998¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 743¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 1109¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1474¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 1366¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 341¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 446¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 460¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 565¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 586¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 691¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 705¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 810¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 824¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 929¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 950¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 992¦ ¦ ¦ ¦ 8807.235¦ 8799.165¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 1055¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ Итого ¦ ¦ ¦ ¦ ¦ ¦ ¦180244.426¦22744.725¦
L--------+--------+--------+-----+-------+------+--------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦26.02.01¦27.02.01¦28.02.01¦01.03.01¦02.03.01¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 13.73 ¦ 14.06 ¦ 13.93 ¦ 14.41 ¦ 13.71 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 16.80 ¦ 17.07 ¦ 17.21 ¦ 17.30 ¦ 16.67 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 18.62 ¦ 18.95 ¦ 19.26 ¦ 19.23 ¦ 18.54 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 21.11 ¦ 21.48 ¦ 21.67 ¦ 21.93 ¦ 21.37 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 13.73 ¦ 14.06 ¦ 14.29 ¦ 14.38 ¦ 14.01 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 16.48 ¦ 20.51 ¦ 18.79 ¦ 18.78 ¦ 16.62 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 18.62 ¦ 18.95 ¦ 19.26 ¦ 19.23 ¦ 18.54 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 20.56 ¦ 21.47 ¦ 21.56 ¦ 22.04 ¦ 21.23 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.02 ¦ 0.00 ¦ 0.04 ¦ 0.02 ¦ 0.01 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.14 ¦ 0.28 ¦ 0.77 ¦ 0.17 ¦ 0.30 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.35 ¦ 0.32 ¦ 0.28 ¦ 0.10 ¦ 0.08 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.18 ¦ 0.57 ¦ 0.59 ¦ 0.37 ¦ 0.43 ¦
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---------¬
¦ ¦ 26.02.01¦ 27.02.01¦ 28.02.01¦ 01.03.01¦ 02.03.01¦
+-----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость, ¦177998.26¦177998.26¦180244.43¦180244.43¦180244.43¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 4842.65¦ 4842.65¦ 7088.81¦ 7088.81¦ 7088.81¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 17203.94¦ 17203.94¦ 17203.94¦ 17203.94¦ 17203.94¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 33184.84¦ 33184.84¦ 33184.84¦ 33184.84¦ 33184.84¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦122766.84¦122766.84¦122766.84¦122766.84¦122766.84¦
+-----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦167347.46¦166754.53¦168585.65¦168269.18¦169373.85¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 4724.94¦ 4722.37¦ 6833.73¦ 6833.73¦ 6838.59¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 17641.06¦ 17617.62¦ 17609.85¦ 17608.78¦ 17649.44¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 28947.13¦ 28897.36¦ 28850.90¦ 28870.81¦ 29016.82¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦116034.33¦115517.19¦115291.17¦114955.86¦115869.00¦
+-----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 490.99¦ 489.50¦ 483.82¦ 482.13¦ 482.27¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 155.43¦ 154.43¦ 142.58¦ 141.58¦ 140.59¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 231.81¦ 230.93¦ 229.98¦ 228.97¦ 228.30¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 292.00¦ 291.00¦ 290.00¦ 289.00¦ 288.00¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 593.70¦ 592.28¦ 591.33¦ 589.66¦ 589.77¦
L-----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

ОФИЦИАЛЬНОЕ СООБЩЕНИЕ ЦБ РФ от 02.03.2001 <ОБ АУКЦИОНЕ ПО РАЗМЕЩЕНИЮ ВЫПУСКА ГОСУДАРСТВЕННЫХ КРАТКОСРОЧНЫХ БЕСКУПОННЫХ ОБЛИГАЦИЙ n su21146rmfs>  »
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