БЮЛЛЕТЕНЬ ЦБ РФ от 16.02.2001 n 6 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 16 февраля 2001 г. N 6
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 12.027 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 ¦12.02.01¦ 94.20¦ 94.20¦ 94.20¦ 13.30¦ 0.04¦ 21145¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦13.02.01¦ 94.17¦ 94.20¦ 94.20¦ 13.38¦ 5.89¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦14.02.01¦ 94.20¦ 94.20¦ 94.20¦ 13.46¦ 3.70¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦15.02.01¦ 94.17¦ 94.30¦ 94.30¦ 13.32¦ 1.13¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦16.02.01¦ 94.15¦ 94.16¦ 94.16¦ 13.74¦ 1.26¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦01.08.01 ¦13.02.01¦108.00¦108.00¦108.00¦ -16.00¦ 0.01¦ 21144¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 2850.953 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)¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.01 ¦14.02.01¦ 9.21 ¦100.10¦100.10¦100.10¦ 8.30¦ 1.29¦ 25013¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.02.01¦ 9.23 ¦ 99.85¦ 99.85¦ 99.85¦ 11.53¦ 0.01¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.08.01 ¦13.02.01¦ 9.92 ¦103.01¦103.01¦103.01¦ 14.05¦ 1.00¦ 25024¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.02.01¦ 0.06 ¦103.00¦103.00¦103.00¦ 14.00¦ 0.04¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦12.09.01 ¦12.02.01¦ 5.83 ¦ 99.90¦ 99.95¦ 99.92¦ 14.59¦ 56.97¦ 25023¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.02.01¦ 5.87 ¦ 99.85¦ 99.92¦ 99.88¦ 14.69¦ 39.78¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.02.01¦ 5.91 ¦ 99.73¦ 99.90¦ 99.80¦ 14.83¦ 104.32¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.02.01¦ 5.95 ¦ 99.70¦ 99.85¦ 99.72¦ 14.99¦ 121.20¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.02.01¦ 5.98 ¦ 99.67¦ 99.75¦ 99.74¦ 15.00¦ 24.69¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.12.01 ¦12.02.01¦ 0.00 ¦ 87.19¦ 87.45¦ 87.45¦ 17.44¦ 28.10¦ 25030¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.02.01¦ 0.00 ¦ 87.42¦ 87.54¦ 87.50¦ 17.36¦ 49.29¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.02.01¦ 0.00 ¦ 87.50¦ 87.75¦ 87.75¦ 17.16¦ 144.48¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.02.01¦ 0.00 ¦ 87.50¦ 87.65¦ 87.62¦ 17.31¦ 192.38¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.02.01¦ 0.00 ¦ 87.50¦ 87.60¦ 87.59¦ 17.42¦ 32.36¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦06.02.02 ¦12.02.01¦ 0.30 ¦ 99.99¦100.05¦100.03¦ 18.66¦ 168.75¦ 27001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.02.01¦ 0.30 ¦100.01¦100.35¦100.35¦ 18.44¦ 52.98¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.02.01¦ 0.40 ¦100.15¦100.37¦100.37¦ 18.26¦ 18.65¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.02.01¦ 0.40 ¦100.10¦100.40¦100.40¦ 18.24¦ 14.61¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.02.01¦ 0.50 ¦100.21¦100.30¦100.30¦ 18.28¦ 5.87¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.05.02 ¦12.02.01¦ 4.50 ¦ 98.79¦ 99.39¦ 99.00¦ 19.07¦ 12.80¦ 27002¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.02.01¦ 4.60 ¦ 99.03¦ 99.45¦ 99.32¦ 18.83¦ 33.37¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.02.01¦ 4.60 ¦ 99.35¦ 99.59¦ 99.57¦ 18.80¦ 80.41¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.02.01¦ 4.70 ¦ 99.10¦ 99.58¦ 99.54¦ 18.74¦ 16.78¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.02.01¦ 4.70 ¦ 99.32¦ 99.90¦ 99.34¦ 18.87¦ 66.62¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.06.02 ¦12.02.01¦ 3.70 ¦ 98.75¦ 99.33¦ 98.90¦ 19.25¦ 25.93¦ 27003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.02.01¦ 3.80 ¦ 99.36¦ 99.50¦ 99.36¦ 18.88¦ 56.50¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.02.01¦ 3.80 ¦ 99.10¦ 99.59¦ 99.50¦ 18.88¦ 60.15¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.02.01¦ 3.90 ¦ 99.10¦ 99.55¦ 99.52¦ 18.84¦ 24.72¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.02.01¦ 4.00 ¦ 99.30¦ 99.43¦ 99.36¦ 18.91¦ 21.94¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦18.09.02 ¦12.02.01¦ 3.00 ¦ 98.15¦ 98.40¦ 98.15¦ 19.52¦ 8.95¦ 27004¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.02.01¦ 3.00 ¦ 98.23¦ 98.57¦ 98.57¦ 19.36¦ 8.83¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.02.01¦ 3.10 ¦ 98.47¦ 98.60¦ 98.55¦ 19.25¦ 26.47¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.02.01¦ 3.10 ¦ 98.16¦ 98.55¦ 98.55¦ 19.36¦ 27.11¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.02.01¦ 3.20 ¦ 98.19¦ 98.50¦ 98.20¦ 19.49¦ 83.06¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦09.10.02 ¦12.02.01¦ 1.80 ¦ 95.30¦ 95.75¦ 95.50¦ 20.13¦ 16.24¦ 27005¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.02.01¦ 1.90 ¦ 95.75¦ 96.00¦ 96.00¦ 19.82¦ 11.03¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.02.01¦ 1.90 ¦ 95.93¦ 96.20¦ 96.20¦ 19.70¦ 28.20¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.02.01¦ 2.00 ¦ 95.90¦ 96.13¦ 96.13¦ 19.69¦ 35.34¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.02.01¦ 2.00 ¦ 95.78¦ 95.97¦ 95.80¦ 19.95¦ 71.63¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.01.03 ¦12.02.01¦ 1.00 ¦ 92.25¦ 93.25¦ 93.12¦ 21.04¦ 7.03¦ 27006¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.02.01¦ 1.10 ¦ 93.10¦ 93.56¦ 93.56¦ 20.82¦ 25.14¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.02.01¦ 1.20 ¦ 93.27¦ 93.70¦ 93.68¦ 20.56¦ 27.95¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.02.01¦ 1.20 ¦ 93.50¦ 94.00¦ 93.69¦ 20.52¦ 32.21¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.02.01¦ 1.30 ¦ 93.25¦ 93.50¦ 93.50¦ 20.61¦ 9.57¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.02.03 ¦12.02.01¦ 0.30 ¦ 92.80¦ 93.25¦ 93.15¦ 20.95¦ 9.19¦ 27007¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.02.01¦ 0.30 ¦ 93.19¦ 93.70¦ 93.65¦ 20.88¦ 16.11¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.02.01¦ 0.40 ¦ 93.04¦ 93.66¦ 93.45¦ 20.72¦ 23.55¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.02.01¦ 0.40 ¦ 93.20¦ 93.60¦ 93.52¦ 20.78¦ 23.82¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.02.01¦ 0.50 ¦ 93.15¦ 93.40¦ 93.35¦ 20.84¦ 9.15¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.05.03 ¦12.02.01¦ 4.50 ¦ 90.62¦ 91.11¦ 90.80¦ 21.45¦ 9.61¦ 27008¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.02.01¦ 4.60 ¦ 90.82¦ 91.20¦ 91.15¦ 21.32¦ 57.84¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.02.01¦ 4.60 ¦ 91.10¦ 91.35¦ 91.25¦ 21.29¦ 15.35¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.02.01¦ 4.70 ¦ 90.85¦ 91.24¦ 90.90¦ 21.42¦ 18.63¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.02.01¦ 4.70 ¦ 90.65¦ 90.81¦ 90.70¦ 21.66¦ 27.29¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦04.06.03 ¦12.02.01¦ 3.70 ¦ 90.80¦ 91.05¦ 90.80¦ 21.52¦ 12.29¦ 27009¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.02.01¦ 3.80 ¦ 90.82¦ 91.20¦ 91.20¦ 21.42¦ 47.38¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.02.01¦ 3.80 ¦ 91.00¦ 91.33¦ 91.29¦ 21.32¦ 27.83¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.02.01¦ 3.90 ¦ 91.00¦ 91.27¦ 91.05¦ 21.43¦ 49.50¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.02.01¦ 4.00 ¦ 90.65¦ 91.70¦ 90.75¦ 21.30¦ 28.14¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦17.09.03 ¦12.02.01¦ 3.00 ¦ 89.00¦ 89.37¦ 89.34¦ 21.74¦ 18.36¦ 27010¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.02.01¦ 3.00 ¦ 89.20¦ 89.60¦ 89.52¦ 21.55¦ 65.53¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.02.01¦ 3.10 ¦ 89.46¦ 89.78¦ 89.72¦ 21.38¦ 10.16¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.02.01¦ 3.10 ¦ 89.45¦ 89.72¦ 89.55¦ 21.51¦ 16.59¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.02.01¦ 3.20 ¦ 89.32¦ 89.50¦ 89.45¦ 21.55¦ 11.99¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦08.10.03 ¦12.02.01¦ 1.80 ¦ 87.05¦ 87.50¦ 87.50¦ 21.76¦ 40.72¦ 27011¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.02.01¦ 1.90 ¦ 87.43¦ 87.75¦ 87.62¦ 21.55¦ 18.54¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.02.01¦ 1.90 ¦ 87.41¦ 87.77¦ 87.75¦ 21.48¦ 46.61¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.02.01¦ 2.00 ¦ 87.50¦ 88.35¦ 87.56¦ 21.41¦ 28.43¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.02.01¦ 2.00 ¦ 87.40¦ 87.59¦ 87.55¦ 21.60¦ 11.81¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦19.11.03 ¦12.02.01¦ 2.30 ¦ 76.85¦ 77.11¦ 77.10¦ 22.50¦ 48.10¦ 27012¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.02.01¦ 2.30 ¦ 77.10¦ 77.20¦ 77.18¦ 22.50¦ 57.53¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.02.01¦ 2.30 ¦ 77.10¦ 77.20¦ 77.10¦ 22.50¦ 61.47¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.02.01¦ 2.30 ¦ 77.05¦ 77.15¦ 77.10¦ 22.58¦ 52.10¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.02.01¦ 2.40 ¦ 77.00¦ 77.00¦ 77.00¦ 22.61¦ 0.03¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.01.04 ¦12.02.01¦ 1.00 ¦ 85.80¦ 86.16¦ 86.09¦ 21.71¦ 31.30¦ 28001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.02.01¦ 1.10 ¦ 86.05¦ 86.30¦ 86.25¦ 21.60¦ 33.53¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.02.01¦ 1.20 ¦ 86.16¦ 86.45¦ 86.39¦ 21.46¦ 20.85¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.02.01¦ 1.20 ¦ 86.05¦ 87.15¦ 86.05¦ 21.43¦ 21.75¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.02.01¦ 1.30 ¦ 86.15¦ 86.30¦ 86.23¦ 21.57¦ 4.49¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.05 ¦12.02.01¦ 9.15 ¦ 66.30¦ 66.34¦ 66.30¦ 23.70¦ 0.12¦ 26003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.02.01¦ 9.18 ¦ 65.50¦ 66.35¦ 65.50¦ 23.81¦ 0.56¦ ¦
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 ¦ 27 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25014 ¦ 15.03.2001 ¦ 27 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25023 ¦ 14.03.2001 ¦ 26 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25024 ¦ 15.08.2001 ¦ 180 ¦ 20.00 ¦ 99.73 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25027 ¦ 27.11.2001 ¦ 284 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2001 ¦ 284 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2001 ¦ 284 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2001 ¦ 27 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2001 ¦ 27 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2001 ¦ 27 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2001 ¦ 284 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27001 ¦ 09.05.2001 ¦ 82 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27002 ¦ 21.02.2001 ¦ 5 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27003 ¦ 07.03.2001 ¦ 19 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27004 ¦ 21.03.2001 ¦ 33 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27005 ¦ 11.04.2001 ¦ 54 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27006 ¦ 25.04.2001 ¦ 68 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27007 ¦ 09.05.2001 ¦ 82 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27008 ¦ 21.02.2001 ¦ 5 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27009 ¦ 07.03.2001 ¦ 19 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27010 ¦ 21.03.2001 ¦ 33 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27011 ¦ 11.04.2001 ¦ 54 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27012 ¦ 23.05.2001 ¦ 96 ¦ 10.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 28001 ¦ 25.04.2001 ¦ 68 ¦ 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¦ 166¦ 1 ¦ ¦ ¦ 1985.709¦ 1014.291¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21145 ¦07.02.01¦31.07.01¦ 165¦ 1 ¦ ¦ ¦ 2856.937¦ 143.063¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25013 ¦15.03.97¦15.03.01¦ 27¦ 1 ¦ ¦ ¦ 46.059¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 392¦ 1 ¦ ¦ ¦ 32.200¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 208¦ 7 ¦ 19 ¦ ¦ 13078.548¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25024 ¦22.07.98¦15.08.01¦ 180¦ 1 ¦ ¦ ¦ 1847.420¦ 4343.224¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 284¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 649¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 1014¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 302¦ ¦ ¦ ¦ 33184.837¦ 1754.998¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 757¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 1123¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1488¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 1380¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 355¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 460¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 474¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 579¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 600¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 705¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 719¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 824¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 838¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 943¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 964¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 1006¦ ¦ ¦ ¦ 8807.235¦ 8799.165¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 1069¦ ¦ ¦ ¦ 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--------¬
¦ ¦12.02.01¦13.02.01¦14.02.01¦15.02.01¦16.02.01¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 13.30 ¦ 13.38 ¦ 13.46 ¦ 13.32 ¦ 13.74 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 15.55 ¦ 15.61 ¦ 15.59 ¦ 15.70 ¦ 15.97 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 17.44 ¦ 17.36 ¦ 17.16 ¦ 17.31 ¦ 17.42 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 20.97 ¦ 20.81 ¦ 20.70 ¦ 20.74 ¦ 20.83 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 13.30 ¦ 13.38 ¦ 13.46 ¦ 13.32 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 14.67 ¦ 15.24 ¦ 14.82 ¦ 14.99 ¦ 0.00 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 17.44 ¦ 17.36 ¦ 17.16 ¦ 17.31 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 20.71 ¦ 20.98 ¦ 20.61 ¦ 20.95 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.11 ¦ 0.07 ¦ 0.02 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.34 ¦ 0.24 ¦ 0.63 ¦ 0.73 ¦ 0.00 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.08 ¦ 0.15 ¦ 0.07 ¦ 0.16 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.33 ¦ 0.39 ¦ 0.37 ¦ 0.29 ¦ 0.00 ¦
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---------¬
¦ ¦ 12.02.01¦ 13.02.01¦ 14.02.01¦ 15.02.01¦ 16.02.01¦
+-----------------------+---------+---------+---------+---------+---------+
¦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, ¦167962.08¦168406.15¦168501.09¦168491.94¦168388.71¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 4746.44¦ 4835.80¦ 4835.80¦ 4838.37¦ 4834.37¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 17863.98¦ 17862.41¦ 17675.67¦ 17671.44¦ 17678.09¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 29000.23¦ 29030.10¦ 29083.19¦ 29066.60¦ 29056.64¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦116351.43¦116677.84¦116906.43¦116915.53¦116819.61¦
+-----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 501.37¦ 500.46¦ 500.24¦ 499.20¦ 498.01¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 169.43¦ 168.44¦ 167.44¦ 166.44¦ 165.44¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 243.51¦ 242.43¦ 244.18¦ 243.18¦ 241.89¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 306.00¦ 305.00¦ 304.00¦ 303.00¦ 302.00¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 603.20¦ 602.35¦ 601.54¦ 600.44¦ 599.29¦
L-----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

ПОСТАНОВЛЕНИЕ Госстандарта РФ от 16.02.2001 n 19 ОБ ОТМЕНЕ ПОСТАНОВЛЕНИЯ ГОССТАНДАРТА РОССИИ ОТ 10 ЯНВАРЯ 2001 Г. n 4 ОБ УТВЕРЖДЕНИИ ОБЩИХ ПРАВИЛ ПРИОСТАНОВЛЕНИЯ И ОТМЕНЫ ДЕЙСТВИЯ СЕРТИФИКАТОВ СООТВЕТСТВИЯ  »
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