БЮЛЛЕТЕНЬ ЦБ РФ от 09.02.2001 n 5 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 9 февраля 2001 г. N 5
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 22.9 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 ¦08.02.01¦ 94.20¦ 94.23¦ 94.20¦ 12.99¦ 19.11¦ 21145 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦09.02.01¦ 94.13¦ 94.23¦ 94.13¦ 13.19¦ 3.59¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦01.08.01 ¦06.02.01¦108.00¦108.00¦108.00¦ -15.36¦ 0.10¦ 21144 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦09.02.01¦103.50¦103.50¦103.50¦ -7.13¦ 0.10¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 3205.842 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 ¦09.02.01¦ 9.07 ¦ 99.80¦ 99.80¦ 99.80¦ 11.74¦ 0.19¦ 25013¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.08.01 ¦05.02.01¦ 9.48 ¦102.98¦103.01¦103.01¦ 14.31¦ 15.33¦ 25024¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.02.01¦ 9.54 ¦102.90¦103.23¦102.94¦ 14.43¦ 14.13¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.02.01¦ 9.59 ¦103.00¦103.24¦103.24¦ 13.83¦ 3.40¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.02.01¦ 9.64 ¦103.20¦103.34¦103.20¦ 13.69¦ 7.76¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.02.01¦ 9.70 ¦102.90¦103.04¦102.95¦ 14.21¦ 5.77¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦12.09.01 ¦05.02.01¦ 5.56 ¦ 99.82¦ 99.92¦ 99.82¦ 14.65¦ 26.31¦ 25023¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.02.01¦ 5.60 ¦ 99.81¦ 99.95¦ 99.90¦ 14.65¦ 37.09¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.02.01¦ 5.64 ¦ 99.85¦100.00¦100.00¦ 14.63¦ 87.01¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.02.01¦ 5.68 ¦100.00¦100.20¦100.10¦ 14.23¦ 110.76¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.02.01¦ 5.72 ¦ 99.65¦100.00¦ 99.65¦ 14.64¦ 36.50¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.12.01 ¦05.02.01¦ 0.00 ¦ 86.80¦ 87.15¦ 87.10¦ 17.52¦ 35.04¦ 25030¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.02.01¦ 0.00 ¦ 87.10¦ 87.20¦ 87.15¦ 17.47¦ 34.90¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.02.01¦ 0.00 ¦ 87.15¦ 87.45¦ 87.45¦ 17.22¦ 25.05¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.02.01¦ 0.00 ¦ 87.50¦ 87.60¦ 87.50¦ 17.01¦ 58.36¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.02.01¦ 0.00 ¦ 87.20¦ 87.55¦ 87.20¦ 17.48¦ 130.39¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦06.02.02 ¦05.02.01¦ 4.90 ¦ 99.95¦100.00¦100.00¦ 18.79¦ 64.01¦ 27001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.02.01¦ 4.90 ¦ 99.95¦100.00¦100.00¦ 18.84¦ 99.53¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.02.01¦ 0.00 ¦ 99.99¦100.20¦100.20¦ 18.70¦ 73.10¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.02.01¦ 0.10 ¦100.05¦100.40¦100.39¦ 18.35¦ 55.91¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.02.01¦ 0.10 ¦ 99.97¦100.10¦100.00¦ 18.69¦ 74.98¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.02 ¦05.02.01¦ 8.96 ¦ 87.81¦ 90.00¦ 90.00¦ 22.30¦ 0.58¦ 25014¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.02.01¦ 9.04 ¦ 91.65¦ 91.65¦ 91.65¦ 19.06¦ 0.11¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.05.02 ¦05.02.01¦ 4.10 ¦ 99.10¦ 99.32¦ 99.25¦ 19.06¦ 37.92¦ 27002¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.02.01¦ 4.20 ¦ 98.99¦ 99.30¦ 99.20¦ 19.18¦ 48.74¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.02.01¦ 4.20 ¦ 99.10¦ 99.65¦ 99.64¦ 18.86¦ 47.73¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.02.01¦ 4.30 ¦ 99.49¦ 99.75¦ 99.52¦ 18.70¦ 77.86¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.02.01¦ 4.30 ¦ 98.74¦ 99.00¦ 98.81¦ 19.54¦ 56.43¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.06.02 ¦05.02.01¦ 3.40 ¦ 99.10¦ 99.32¦ 99.32¦ 19.15¦ 22.10¦ 27003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.02.01¦ 3.40 ¦ 98.99¦ 99.19¦ 99.14¦ 19.29¦ 45.15¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.02.01¦ 3.50 ¦ 99.00¦ 99.50¦ 99.50¦ 18.93¦ 107.09¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.02.01¦ 3.50 ¦ 99.45¦100.40¦ 99.45¦ 18.82¦ 108.66¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.02.01¦ 3.60 ¦ 98.50¦ 99.60¦ 98.81¦ 19.60¦ 65.09¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦18.09.02 ¦05.02.01¦ 2.60 ¦ 97.50¦ 98.00¦ 98.00¦ 19.78¦ 29.79¦ 27004¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.02.01¦ 2.60 ¦ 97.65¦ 98.00¦ 97.84¦ 20.01¦ 28.72¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.02.01¦ 2.70 ¦ 97.98¦ 98.55¦ 98.55¦ 19.43¦ 50.39¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.02.01¦ 2.70 ¦ 98.90¦ 99.16¦ 98.96¦ 18.98¦ 41.59¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.02.01¦ 2.80 ¦ 98.00¦ 98.97¦ 98.10¦ 19.64¦ 25.20¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦09.10.02 ¦05.02.01¦ 1.40 ¦ 95.30¦ 95.60¦ 95.60¦ 20.24¦ 13.76¦ 27005¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.02.01¦ 1.50 ¦ 95.30¦ 95.60¦ 95.50¦ 20.25¦ 40.87¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.02.01¦ 1.50 ¦ 95.55¦ 96.00¦ 96.00¦ 20.13¦ 29.62¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.02.01¦ 1.60 ¦ 95.90¦ 96.56¦ 95.99¦ 19.83¦ 15.04¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.02.01¦ 1.60 ¦ 95.40¦ 95.95¦ 95.40¦ 20.35¦ 19.97¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.01.03 ¦05.02.01¦ 0.70 ¦ 93.15¦ 93.25¦ 93.25¦ 20.88¦ 23.36¦ 27006¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.02.01¦ 0.70 ¦ 92.65¦ 93.15¦ 93.09¦ 21.08¦ 22.55¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.02.01¦ 0.80 ¦ 93.11¦ 93.75¦ 93.70¦ 20.66¦ 31.75¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.02.01¦ 0.80 ¦ 93.25¦ 93.85¦ 93.75¦ 20.45¦ 8.58¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.02.01¦ 0.90 ¦ 92.36¦ 92.95¦ 92.80¦ 21.26¦ 23.98¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.02.03 ¦05.02.01¦ 4.90 ¦ 92.83¦ 93.00¦ 93.00¦ 21.19¦ 21.25¦ 27007¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.02.01¦ 4.90 ¦ 92.40¦ 92.65¦ 92.65¦ 21.58¦ 12.50¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.02.01¦ 0.00 ¦ 92.80¦ 93.55¦ 93.55¦ 20.93¦ 34.19¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.02.01¦ 0.10 ¦ 93.30¦ 93.42¦ 93.39¦ 20.81¦ 15.17¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.02.01¦ 0.10 ¦ 92.37¦ 93.30¦ 92.80¦ 21.32¦ 47.21¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.03 ¦05.02.01¦ 8.96 ¦ 82.09¦ 82.10¦ 82.10¦ 21.38¦ 0.75¦ 26001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.02.01¦ 9.01 ¦ 82.10¦ 82.20¦ 82.20¦ 21.40¦ 1.51¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.02.01¦ 9.07 ¦ 82.00¦ 82.00¦ 82.00¦ 21.51¦ 0.63¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.05.03 ¦05.02.01¦ 4.10 ¦ 90.80¦ 90.95¦ 90.95¦ 21.57¦ 15.74¦ 27008¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.02.01¦ 4.20 ¦ 90.30¦ 90.80¦ 90.40¦ 21.77¦ 16.06¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.02.01¦ 4.20 ¦ 90.85¦ 91.35¦ 91.35¦ 21.44¦ 41.59¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.02.01¦ 4.30 ¦ 91.10¦ 91.29¦ 91.21¦ 21.31¦ 32.40¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.02.01¦ 4.30 ¦ 90.40¦ 91.00¦ 90.62¦ 21.79¦ 20.79¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦04.06.03 ¦05.02.01¦ 3.40 ¦ 90.80¦ 90.91¦ 90.82¦ 21.59¦ 13.46¦ 27009¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.02.01¦ 3.40 ¦ 90.30¦ 90.40¦ 90.38¦ 21.96¦ 13.92¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.02.01¦ 3.50 ¦ 90.62¦ 91.30¦ 91.30¦ 21.40¦ 45.56¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.02.01¦ 3.50 ¦ 91.17¦ 91.30¦ 91.20¦ 21.38¦ 29.05¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.02.01¦ 3.60 ¦ 90.42¦ 90.70¦ 90.50¦ 21.84¦ 23.49¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦17.09.03 ¦05.02.01¦ 2.60 ¦ 89.28¦ 89.35¦ 89.30¦ 21.68¦ 12.38¦ 27010¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.02.01¦ 2.60 ¦ 87.63¦ 89.29¦ 89.07¦ 21.94¦ 36.27¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.02.01¦ 2.70 ¦ 89.25¦ 90.10¦ 90.09¦ 21.49¦ 65.62¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.02.01¦ 2.70 ¦ 89.27¦ 89.90¦ 89.60¦ 21.42¦ 51.19¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.02.01¦ 2.80 ¦ 89.00¦ 89.76¦ 89.09¦ 21.79¦ 23.74¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦08.10.03 ¦05.02.01¦ 1.40 ¦ 87.40¦ 87.55¦ 87.53¦ 21.66¦ 51.17¦ 27011¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.02.01¦ 1.50 ¦ 86.92¦ 87.50¦ 87.20¦ 21.94¦ 51.36¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.02.01¦ 1.50 ¦ 87.34¦ 87.90¦ 87.90¦ 21.56¦ 56.43¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.02.01¦ 1.60 ¦ 87.42¦ 87.75¦ 87.60¦ 21.53¦ 76.56¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.02.01¦ 1.60 ¦ 87.00¦ 87.60¦ 87.15¦ 21.90¦ 41.85¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦19.11.03 ¦05.02.01¦ 2.10 ¦ 77.05¦ 77.10¦ 77.10¦ 22.45¦ 10.00¦ 27012¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.02.01¦ 2.10 ¦ 76.80¦ 77.15¦ 77.00¦ 22.50¦ 46.68¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.02.01¦ 2.10 ¦ 76.40¦ 77.65¦ 77.65¦ 22.36¦ 71.37¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.02.01¦ 2.10 ¦ 77.21¦ 77.65¦ 77.50¦ 22.33¦ 30.27¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.02.01¦ 2.20 ¦ 76.77¦ 77.09¦ 76.77¦ 22.64¦ 11.55¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.01.04 ¦05.02.01¦ 0.70 ¦ 86.00¦ 86.15¦ 86.07¦ 21.70¦ 16.70¦ 28001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.02.01¦ 0.70 ¦ 85.48¦ 86.00¦ 85.59¦ 21.95¦ 42.97¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.02.01¦ 0.80 ¦ 86.00¦ 86.55¦ 86.40¦ 21.57¦ 36.26¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.02.01¦ 0.80 ¦ 86.10¦ 86.37¦ 86.30¦ 21.58¦ 28.91¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.02.01¦ 0.90 ¦ 85.69¦ 86.30¦ 85.80¦ 21.86¦ 28.92¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.04 ¦07.02.01¦ 9.01 ¦ 73.73¦ 73.73¦ 73.73¦ 22.64¦ 0.02¦ 26002¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.02.01¦ 9.04 ¦ 71.65¦ 73.79¦ 71.65¦ 23.77¦ 4.00¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.05 ¦06.02.01¦ 8.99 ¦ 64.50¦ 64.50¦ 64.50¦ 24.66¦ 3.22¦ 26003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.02.01¦ 9.01 ¦ 65.47¦ 65.79¦ 65.79¦ 24.08¦ 2.67¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.02.01¦ 9.04 ¦ 65.60¦ 66.02¦ 66.02¦ 23.87¦ 2.35¦ ¦
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 ¦ 34 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25014 ¦ 15.03.2001 ¦ 34 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25023 ¦ 14.03.2001 ¦ 33 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25024 ¦ 14.02.2001 ¦ 5 ¦ 20.00 ¦ 99.73 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25027 ¦ 27.11.2001 ¦ 291 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2001 ¦ 291 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2001 ¦ 291 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2001 ¦ 34 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2001 ¦ 34 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2001 ¦ 34 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2001 ¦ 291 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27001 ¦ 09.05.2001 ¦ 89 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27002 ¦ 21.02.2001 ¦ 12 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27003 ¦ 07.03.2001 ¦ 26 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27004 ¦ 21.03.2001 ¦ 40 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27005 ¦ 11.04.2001 ¦ 61 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27006 ¦ 25.04.2001 ¦ 75 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27007 ¦ 09.05.2001 ¦ 89 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27008 ¦ 21.02.2001 ¦ 12 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27009 ¦ 07.03.2001 ¦ 26 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27010 ¦ 21.03.2001 ¦ 40 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27011 ¦ 11.04.2001 ¦ 61 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27012 ¦ 23.05.2001 ¦ 103 ¦ 10.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 28001 ¦ 25.04.2001 ¦ 75 ¦ 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¦ 173¦ 1 ¦ ¦ ¦ 1985.709¦ 1014.291¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21145 ¦07.02.01¦31.07.01¦ 172¦ 1 ¦ ¦ ¦ 2856.937¦ 143.063¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25013 ¦15.03.97¦15.03.01¦ 34¦ 1 ¦ ¦ ¦ 46.059¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 399¦ 1 ¦ ¦ ¦ 32.200¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 215¦ 7 ¦ 19 ¦ ¦ 13078.548¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25024 ¦22.07.98¦15.08.01¦ 187¦ 1 ¦ ¦ ¦ 1847.420¦ 4343.224¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 291¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 656¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 1021¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 309¦ ¦ ¦ ¦ 33184.837¦ 1754.998¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 764¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 1130¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1495¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 1387¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 362¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 467¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 481¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 586¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 607¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 712¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 726¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 831¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 845¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 950¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 971¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 1013¦ ¦ ¦ ¦ 8807.235¦ 8799.165¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 1076¦ ¦ ¦ ¦ 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--------¬
¦ ¦05.02.01¦06.02.01¦07.02.01¦08.02.01¦09.02.01¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.00 ¦ 13.58 ¦ 12.99 ¦ 13.19 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 15.72 ¦ 15.79 ¦ 15.56 ¦ 15.33 ¦ 15.66 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 17.52 ¦ 17.47 ¦ 17.22 ¦ 17.01 ¦ 17.48 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 21.00 ¦ 21.21 ¦ 20.83 ¦ 20.70 ¦ 21.19 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 12.99 ¦ 13.19 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 15.05 ¦ 16.88 ¦ 16.00 ¦ 15.96 ¦ 14.88 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 17.52 ¦ 17.47 ¦ 17.22 ¦ 17.01 ¦ 17.48 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 20.75 ¦ 20.97 ¦ 20.76 ¦ 20.44 ¦ 20.84 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.01 ¦ 0.00 ¦ 0.37 ¦ 0.07 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.26 ¦ 0.32 ¦ 0.56 ¦ 0.73 ¦ 0.26 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.11 ¦ 0.11 ¦ 0.08 ¦ 0.18 ¦ 0.18 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.26 ¦ 0.42 ¦ 0.56 ¦ 0.47 ¦ 0.39 ¦
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---------¬
¦ ¦ 05.02.01¦ 06.02.01¦ 07.02.01¦ 08.02.01¦ 09.02.01¦
+-----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость, ¦175141.32¦175141.32¦177998.26¦177998.26¦177998.26¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 1985.71¦ 1985.71¦ 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, ¦165514.09¦165417.32¦167922.18¦168295.93¦167354.15¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 1999.41¦ 2144.57¦ 4827.80¦ 4835.80¦ 4745.02¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 17785.20¦ 17790.42¦ 17826.74¦ 17862.18¦ 17836.19¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 28894.04¦ 28917.27¦ 28983.64¦ 29040.05¦ 28953.77¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦116835.44¦116565.07¦116284.00¦116557.90¦115819.18¦
+-----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 510.77¦ 508.95¦ 506.38¦ 505.40¦ 503.89¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 177.00¦ 176.00¦ 174.44¦ 173.44¦ 172.43¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 248.72¦ 247.70¦ 248.00¦ 247.05¦ 246.06¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 313.00¦ 312.00¦ 311.00¦ 310.00¦ 309.00¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 605.28¦ 603.81¦ 608.47¦ 607.45¦ 605.90¦
L-----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

ОФИЦИАЛЬНОЕ СООБЩЕНИЕ ЦБ РФ от 09.02.2001 <ОБ АУКЦИОНЕ ПО РАЗМЕЩЕНИЮ ВЫПУСКА ГОСУДАРСТВЕННЫХ КРАТКОСРОЧНЫХ БЕСКУПОННЫХ ОБЛИГАЦИЙ n su21145rmfs>  »
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