БЮЛЛЕТЕНЬ ЦБ РФ от 23.02.2001 n 7 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 23 февраля 2001 г. N 7
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 103.621 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 ¦19.02.01¦ 94.25¦ 94.30¦ 94.30¦ 13.69¦ 25.95¦ 21145¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦20.02.01¦ 94.36¦ 94.40¦ 94.39¦ 13.50¦ 30.62¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦21.02.01¦ 94.08¦ 94.30¦ 94.08¦ 13.99¦ 17.30¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦22.02.01¦ 94.08¦ 94.15¦ 94.12¦ 14.37¦ 28.40¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦23.02.01¦ 94.18¦ 94.20¦ 94.18¦ 14.28¦ 1.30¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦01.08.01 ¦20.02.01¦102.00¦102.00¦102.00¦ -4.42¦ 0.05¦ 21144¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 4515.005 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 ¦20.02.01¦ 0.33 ¦102.68¦102.70¦102.70¦ 14.48¦ 0.22¦ 25024¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.02.01¦ 0.38 ¦101.82¦102.30¦101.82¦ 15.40¦ 2.60¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.02.01¦ 0.49 ¦102.70¦102.70¦102.70¦ 14.37¦ 0.07¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦12.09.01 ¦19.02.01¦ 6.10 ¦ 99.70¦ 99.75¦ 99.75¦ 14.99¦ 12.52¦ 25023¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.02.01¦ 6.14 ¦ 99.52¦ 99.75¦ 99.64¦ 15.22¦ 99.28¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.02.01¦ 6.18 ¦ 98.70¦ 99.51¦ 98.78¦ 16.11¦ 57.31¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.02.01¦ 6.21 ¦ 98.50¦ 99.01¦ 98.56¦ 17.42¦ 628.26¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.02.01¦ 6.25 ¦ 98.80¦ 99.30¦ 99.30¦ 16.28¦ 70.39¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.12.01 ¦19.02.01¦ 0.00 ¦ 87.51¦ 87.58¦ 87.57¦ 17.61¦ 20.63¦ 25030¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.02.01¦ 0.00 ¦ 87.40¦ 87.57¦ 87.40¦ 17.79¦ 196.15¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.02.01¦ 0.00 ¦ 86.70¦ 87.30¦ 86.80¦ 18.82¦ 157.57¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.02.01¦ 0.00 ¦ 86.60¦ 86.95¦ 86.84¦ 19.07¦ 805.96¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.02.01¦ 0.00 ¦ 87.00¦ 87.34¦ 87.34¦ 18.32¦ 211.53¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦06.02.02 ¦19.02.01¦ 0.70 ¦100.20¦100.30¦100.30¦ 18.25¦ 31.46¦ 27001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.02.01¦ 0.70 ¦100.23¦100.30¦100.27¦ 18.28¦ 33.47¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.02.01¦ 0.80 ¦ 99.10¦100.25¦ 99.42¦ 18.98¦ 87.95¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.02.01¦ 0.80 ¦ 99.21¦ 99.64¦ 99.64¦ 19.35¦ 115.91¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.02.01¦ 0.90 ¦ 99.90¦100.20¦100.05¦ 18.41¦ 43.96¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.02 ¦20.02.01¦ 9.37 ¦ 91.00¦ 91.00¦ 91.00¦ 20.17¦ 0.18¦ 25014¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.02.01¦ 9.43 ¦ 92.00¦ 92.00¦ 92.00¦ 18.99¦ 0.01¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.05.02 ¦19.02.01¦ 4.90 ¦ 99.29¦ 99.36¦ 99.32¦ 18.88¦ 13.29¦ 27002¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.02.01¦ 4.90 ¦ 99.36¦ 99.40¦ 99.36¦ 18.88¦ 10.04¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.02.01¦ 0.00 ¦ 97.90¦ 99.00¦ 98.00¦ 19.81¦ 123.94¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.02.01¦ 0.10 ¦ 97.71¦ 98.41¦ 98.30¦ 20.16¦ 31.64¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.02.01¦ 0.10 ¦ 98.70¦ 99.45¦ 99.38¦ 18.87¦ 20.06¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.06.02 ¦19.02.01¦ 4.10 ¦ 99.29¦ 99.37¦ 99.36¦ 18.96¦ 17.50¦ 27003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.02.01¦ 4.20 ¦ 99.29¦ 99.35¦ 99.29¦ 18.94¦ 31.93¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.02.01¦ 4.20 ¦ 96.55¦ 98.90¦ 97.75¦ 20.43¦ 53.99¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.02.01¦ 4.30 ¦ 97.00¦ 98.05¦ 98.05¦ 20.55¦ 23.68¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.02.01¦ 4.30 ¦ 99.00¦ 99.40¦ 99.20¦ 19.15¦ 5.08¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦18.09.02 ¦19.02.01¦ 3.40 ¦ 98.22¦ 98.28¦ 98.28¦ 19.47¦ 9.38¦ 27004¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.02.01¦ 3.40 ¦ 96.16¦ 98.44¦ 98.44¦ 19.51¦ 13.96¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.02.01¦ 3.50 ¦ 96.50¦ 98.00¦ 96.68¦ 20.63¦ 35.03¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.02.01¦ 3.50 ¦ 96.30¦ 97.60¦ 96.80¦ 20.88¦ 61.44¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.02.01¦ 3.60 ¦ 97.40¦ 98.30¦ 98.22¦ 19.53¦ 11.78¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦09.10.02 ¦19.02.01¦ 2.20 ¦ 95.74¦ 96.00¦ 96.00¦ 19.86¦ 28.67¦ 27005¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.02.01¦ 2.30 ¦ 95.90¦ 95.94¦ 95.90¦ 19.79¦ 11.18¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.02.01¦ 2.30 ¦ 94.12¦ 95.75¦ 94.97¦ 20.26¦ 20.91¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.02.01¦ 2.40 ¦ 94.00¦ 94.75¦ 94.75¦ 20.95¦ 37.53¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.02.01¦ 2.40 ¦ 94.98¦ 95.80¦ 95.76¦ 20.11¦ 64.52¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.01.03 ¦19.02.01¦ 1.40 ¦ 93.12¦ 93.38¦ 93.30¦ 20.81¦ 15.03¦ 27006¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.02.01¦ 1.50 ¦ 93.25¦ 93.60¦ 93.30¦ 20.71¦ 30.48¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.02.01¦ 1.50 ¦ 91.70¦ 93.00¦ 92.00¦ 21.52¦ 47.54¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.02.01¦ 1.60 ¦ 91.60¦ 92.20¦ 92.05¦ 21.84¦ 69.52¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.02.01¦ 1.60 ¦ 92.40¦ 93.30¦ 93.30¦ 20.93¦ 48.49¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.02.03 ¦19.02.01¦ 0.70 ¦ 93.15¦ 93.30¦ 93.28¦ 20.86¦ 41.34¦ 27007¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.02.01¦ 0.70 ¦ 93.20¦ 93.40¦ 93.27¦ 20.84¦ 16.19¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.02.01¦ 0.80 ¦ 91.78¦ 93.10¦ 91.90¦ 21.45¦ 48.76¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.02.01¦ 0.80 ¦ 91.30¦ 91.94¦ 91.94¦ 21.99¦ 31.32¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.02.01¦ 0.90 ¦ 92.39¦ 93.40¦ 93.18¦ 21.09¦ 21.97¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.03 ¦20.02.01¦ 9.37 ¦ 81.00¦ 81.00¦ 81.00¦ 22.45¦ 3.50¦ 26001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.02.01¦ 9.40 ¦ 78.00¦ 80.00¦ 78.00¦ 24.04¦ 2.00¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.02.01¦ 9.43 ¦ 78.50¦ 78.50¦ 78.50¦ 24.47¦ 1.00¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.02.01¦ 9.45 ¦ 79.50¦ 80.00¦ 80.00¦ 23.63¦ 3.62¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.05.03 ¦19.02.01¦ 4.90 ¦ 90.40¦ 90.87¦ 90.87¦ 21.76¦ 24.69¦ 27008¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.02.01¦ 4.90 ¦ 90.60¦ 90.95¦ 90.81¦ 21.60¦ 26.51¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.02.01¦ 0.00 ¦ 89.70¦ 90.51¦ 89.70¦ 22.04¦ 39.34¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.02.01¦ 0.10 ¦ 89.40¦ 89.75¦ 89.70¦ 22.37¦ 78.25¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.02.01¦ 0.10 ¦ 90.38¦ 91.40¦ 91.04¦ 21.44¦ 28.62¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦04.06.03 ¦19.02.01¦ 4.10 ¦ 90.60¦ 90.70¦ 90.70¦ 21.72¦ 3.16¦ 27009¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.02.01¦ 4.20 ¦ 90.60¦ 90.95¦ 90.80¦ 21.56¦ 65.13¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.02.01¦ 4.20 ¦ 89.30¦ 90.60¦ 89.31¦ 22.17¦ 23.74¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.02.01¦ 4.30 ¦ 89.25¦ 89.83¦ 89.70¦ 22.44¦ 35.60¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.02.01¦ 4.30 ¦ 90.55¦ 98.00¦ 91.11¦ 20.81¦ 13.44¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦17.09.03 ¦19.02.01¦ 3.40 ¦ 89.05¦ 89.40¦ 89.25¦ 21.71¦ 2.61¦ 27010¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.02.01¦ 3.40 ¦ 89.20¦ 89.45¦ 89.35¦ 21.60¦ 8.73¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.02.01¦ 3.50 ¦ 88.11¦ 89.30¦ 88.21¦ 22.01¦ 5.57¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.02.01¦ 3.50 ¦ 87.62¦ 88.41¦ 88.40¦ 22.47¦ 48.62¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.02.01¦ 3.60 ¦ 88.59¦ 89.42¦ 89.41¦ 21.76¦ 51.28¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦08.10.03 ¦19.02.01¦ 2.20 ¦ 87.35¦ 87.59¦ 87.59¦ 21.59¦ 1.23¦ 27011¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.02.01¦ 2.30 ¦ 87.25¦ 87.55¦ 87.25¦ 21.61¦ 30.91¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.02.01¦ 2.30 ¦ 86.35¦ 88.00¦ 86.35¦ 21.77¦ 44.67¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.02.01¦ 2.40 ¦ 85.51¦ 86.50¦ 86.50¦ 22.52¦ 46.22¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.02.01¦ 2.40 ¦ 87.00¦ 87.50¦ 87.35¦ 21.70¦ 56.40¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦19.11.03 ¦19.02.01¦ 2.40 ¦ 76.85¦ 77.10¦ 76.95¦ 22.73¦ 4.56¦ 27012¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.02.01¦ 2.50 ¦ 76.49¦ 77.00¦ 76.49¦ 22.82¦ 34.51¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.02.01¦ 2.50 ¦ 75.65¦ 76.40¦ 75.65¦ 23.38¦ 41.92¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.02.01¦ 2.50 ¦ 74.27¦ 75.80¦ 75.80¦ 23.78¦ 33.55¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.02.01¦ 2.60 ¦ 76.50¦ 76.90¦ 76.90¦ 22.90¦ 33.00¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.01.04 ¦19.02.01¦ 1.40 ¦ 85.81¦ 86.05¦ 86.02¦ 21.71¦ 9.04¦ 28001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.02.01¦ 1.50 ¦ 85.91¦ 86.04¦ 85.91¦ 21.70¦ 24.63¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.02.01¦ 1.50 ¦ 84.80¦ 87.00¦ 85.00¦ 22.06¦ 15.52¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.02.01¦ 1.60 ¦ 84.04¦ 86.00¦ 84.73¦ 22.59¦ 87.91¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.02.01¦ 1.60 ¦ 85.30¦ 86.09¦ 86.05¦ 21.72¦ 7.13¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.04 ¦20.02.01¦ 9.37 ¦ 71.50¦ 71.50¦ 71.50¦ 24.17¦ 0.11¦ 26002¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.02.01¦ 9.40 ¦ 70.00¦ 71.50¦ 70.00¦ 25.13¦ 0.95¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.02.01¦ 9.45 ¦ 70.00¦ 70.00¦ 70.00¦ 25.17¦ 0.50¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.05 ¦20.02.01¦ 9.37 ¦ 62.00¦ 62.00¦ 62.00¦ 26.26¦ 0.00¦ 26003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.02.01¦ 9.43 ¦ 64.00¦ 64.50¦ 64.00¦ 25.10¦ 1.10¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.02.01¦ 9.45 ¦ 65.00¦ 65.60¦ 65.00¦ 24.21¦ 4.13¦ ¦
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 ¦ 20 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25014 ¦ 15.03.2001 ¦ 20 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25023 ¦ 14.03.2001 ¦ 19 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25024 ¦ 15.08.2001 ¦ 173 ¦ 20.00 ¦ 99.73 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25027 ¦ 27.11.2001 ¦ 277 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2001 ¦ 277 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2001 ¦ 277 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2001 ¦ 20 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2001 ¦ 20 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2001 ¦ 20 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2001 ¦ 277 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27001 ¦ 09.05.2001 ¦ 75 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27002 ¦ 23.05.2001 ¦ 89 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27003 ¦ 07.03.2001 ¦ 12 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27004 ¦ 21.03.2001 ¦ 26 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27005 ¦ 11.04.2001 ¦ 47 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27006 ¦ 25.04.2001 ¦ 61 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27007 ¦ 09.05.2001 ¦ 75 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27008 ¦ 23.05.2001 ¦ 89 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27009 ¦ 07.03.2001 ¦ 12 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27010 ¦ 21.03.2001 ¦ 26 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27011 ¦ 11.04.2001 ¦ 47 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27012 ¦ 23.05.2001 ¦ 89 ¦ 10.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 28001 ¦ 25.04.2001 ¦ 61 ¦ 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¦ 159¦ 1 ¦ ¦ ¦ 1985.709¦ 1014.291¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21145 ¦07.02.01¦31.07.01¦ 158¦ 1 ¦ ¦ ¦ 2856.937¦ 143.063¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25013 ¦15.03.97¦15.03.01¦ 20¦ 1 ¦ ¦ ¦ 46.059¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 385¦ 1 ¦ ¦ ¦ 32.200¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 201¦ 7 ¦ 19 ¦ ¦ 13078.548¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25024 ¦22.07.98¦15.08.01¦ 173¦ 1 ¦ ¦ ¦ 1847.420¦ 4343.224¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 277¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 642¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 1007¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 295¦ ¦ ¦ ¦ 33184.837¦ 1754.998¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 750¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 1116¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1481¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 1373¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 348¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 453¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 467¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 572¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 593¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 698¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 712¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 817¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 831¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 936¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 957¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 999¦ ¦ ¦ ¦ 8807.235¦ 8799.165¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 1062¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ Итого:¦ ¦ ¦ ¦ ¦ ¦ ¦177998.260¦21990.891¦
L--------+--------+--------+-----+-------+------+--------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦19.02.01¦20.02.01¦21.02.01¦22.02.01¦23.02.01¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 13.69 ¦ 13.50 ¦ 13.99 ¦ 14.37 ¦ 14.28 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 16.07 ¦ 16.42 ¦ 18.12 ¦ 17.61 ¦ 16.69 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 17.61 ¦ 17.79 ¦ 18.82 ¦ 19.07 ¦ 18.32 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 20.93 ¦ 20.89 ¦ 21.50 ¦ 21.94 ¦ 20.92 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 13.69 ¦ 13.50 ¦ 13.99 ¦ 14.37 ¦ 14.28 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 14.99 ¦ 15.97 ¦ 17.27 ¦ 17.52 ¦ 18.82 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 17.61 ¦ 17.79 ¦ 18.82 ¦ 19.07 ¦ 18.32 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 20.48 ¦ 21.10 ¦ 21.20 ¦ 21.88 ¦ 21.07 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.51 ¦ 0.61 ¦ 0.35 ¦ 0.57 ¦ 0.03 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.07 ¦ 0.62 ¦ 0.37 ¦ 3.77 ¦ 0.46 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.06 ¦ 0.32 ¦ 0.33 ¦ 0.70 ¦ 0.23 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.17 ¦ 0.27 ¦ 0.37 ¦ 0.57 ¦ 0.33 ¦
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---------¬
¦ ¦ 19.02.01¦ 20.02.01¦ 21.02.01¦ 22.02.01¦ 23.02.01¦
+-----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость, ¦177998.26¦177998.26¦177998.26¦177998.26¦177998.26¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 4842.65¦ 4842.65¦ 4842.65¦ 4842.65¦ 4842.65¦
+-----------------------+---------+---------+---------+---------+---------+
¦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, ¦168440.94¦168362.58¦166242.29¦165549.54¦167458.64¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 4837.80¦ 4721.80¦ 4717.23¦ 4714.09¦ 4716.09¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 17699.06¦ 17635.86¦ 17573.12¦ 17522.18¦ 17626.41¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 29056.64¦ 29033.41¦ 28840.94¦ 28804.44¦ 28967.04¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦116847.43¦116971.51¦115111.00¦114508.84¦116149.10¦
+-----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 494.78¦ 493.99¦ 495.05¦ 493.51¦ 494.30¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 162.44¦ 161.43¦ 160.43¦ 159.43¦ 158.43¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 238.86¦ 235.16¦ 232.41¦ 234.65¦ 234.76¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 299.00¦ 298.00¦ 297.00¦ 296.00¦ 295.00¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 595.99¦ 595.08¦ 598.47¦ 596.56¦ 597.03¦
L-----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

<ПИСЬМО> МНС РФ от 23.02.2001 n СВР-6-31/162@ <О СКОРРЕКТИРОВАННОЙ ЗАЯВКЕ НА СПЕЦИАЛЬНЫЕ МАРКИ НА ТАБАЧНЫЕ ИЗДЕЛИЯ НА ii КВАРТАЛ 2001 ГОДА>  »
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