БЮЛЛЕТЕНЬ ЦБ РФ от 02.02.2001 n 4 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 2 февраля 2001 г. N 4
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ОФЗ при суммарном объеме сделок за неделю 3379.83 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 ¦30.01.01¦ 8.80 ¦100.00¦100.00¦100.00¦ 9.57¦ 0.94¦ 25013¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.08.01 ¦29.01.01¦ 9.10 ¦102.45¦102.50¦102.45¦ 15.58¦ 15.40¦ 25024¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.01.01¦ 9.15 ¦102.50¦102.65¦102.60¦ 15.43¦ 15.29¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.01.01¦ 9.21 ¦102.59¦102.85¦102.85¦ 15.18¦ 24.67¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.02.01¦ 9.26 ¦102.71¦103.00¦102.71¦ 14.61¦ 1.19¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.02.01¦ 9.32 ¦102.80¦103.05¦102.95¦ 14.50¦ 20.72¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦12.09.01 ¦29.01.01¦ 5.29 ¦ 99.40¦ 99.70¦ 99.40¦ 15.44¦ 66.87¦ 25023¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.01.01¦ 5.33 ¦ 99.45¦ 99.60¦ 99.50¦ 15.27¦ 35.55¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.01.01¦ 5.37 ¦ 99.51¦ 99.69¦ 99.69¦ 15.16¦ 53.40¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.02.01¦ 5.41 ¦ 99.63¦ 99.79¦ 99.79¦ 15.07¦ 11.95¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.02.01¦ 5.45 ¦ 99.75¦100.04¦100.00¦ 14.49¦ 91.76¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.12.01 ¦29.01.01¦ 0.00 ¦ 86.05¦ 86.40¦ 86.40¦ 18.65¦ 286.59¦ 25030¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.01.01¦ 0.00 ¦ 86.07¦ 86.51¦ 86.40¦ 18.14¦ 364.62¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.01.01¦ 0.00 ¦ 86.55¦ 86.80¦ 86.80¦ 17.80¦ 58.91¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.02.01¦ 0.00 ¦ 86.45¦ 86.80¦ 86.80¦ 17.73¦ 40.12¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.02.01¦ 0.00 ¦ 87.00¦ 87.29¦ 87.16¦ 17.13¦ 145.35¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦06.02.02 ¦29.01.01¦ 4.50 ¦ 99.27¦ 99.60¦ 99.50¦ 19.40¦ 43.94¦ 27001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.01.01¦ 4.60 ¦ 99.52¦ 99.70¦ 99.67¦ 19.17¦ 103.59¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.01.01¦ 4.60 ¦ 99.65¦ 99.96¦ 99.90¦ 18.98¦ 17.47¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.02.01¦ 4.70 ¦ 99.90¦ 99.97¦ 99.94¦ 18.83¦ 87.03¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.02.01¦ 4.70 ¦ 99.95¦100.21¦100.09¦ 18.75¦ 183.64¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.02 ¦02.02.01¦ 8.88 ¦ 86.00¦ 86.00¦ 86.00¦ 25.91¦ 0.25¦ 25014¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.05.02 ¦29.01.01¦ 3.70 ¦ 98.15¦ 98.25¦ 98.25¦ 20.16¦ 12.62¦ 27002¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.01.01¦ 3.80 ¦ 98.11¦ 98.45¦ 98.36¦ 19.96¦ 51.17¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.01.01¦ 3.80 ¦ 98.35¦ 98.80¦ 98.74¦ 19.72¦ 17.29¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.02.01¦ 3.90 ¦ 98.80¦ 98.90¦ 98.84¦ 19.47¦ 23.72¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.02.01¦ 4.00 ¦ 98.98¦ 99.20¦ 99.20¦ 19.24¦ 34.17¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.06.02 ¦29.01.01¦ 3.00 ¦ 98.05¦ 98.25¦ 98.25¦ 20.21¦ 19.61¦ 27003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.01.01¦ 3.00 ¦ 98.25¦ 98.47¦ 98.45¦ 20.03¦ 54.27¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.01.01¦ 3.10 ¦ 98.51¦ 98.73¦ 98.60¦ 19.75¦ 70.91¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.02.01¦ 3.10 ¦ 98.65¦ 98.78¦ 98.77¦ 19.75¦ 24.61¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.02.01¦ 3.20 ¦ 98.70¦ 99.14¦ 99.14¦ 19.37¦ 21.88¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦18.09.02 ¦29.01.01¦ 2.20 ¦ 96.30¦ 96.60¦ 96.59¦ 21.12¦ 18.32¦ 27004¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.01.01¦ 2.30 ¦ 96.50¦ 96.99¦ 96.99¦ 20.88¦ 34.89¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.01.01¦ 2.30 ¦ 96.70¦ 97.15¦ 97.15¦ 20.65¦ 31.85¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.02.01¦ 2.40 ¦ 97.10¦ 97.33¦ 97.33¦ 20.43¦ 6.67¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.02.01¦ 2.40 ¦ 97.42¦ 97.80¦ 97.80¦ 20.12¦ 26.04¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦09.10.02 ¦29.01.01¦ 1.00 ¦ 94.25¦ 94.46¦ 94.40¦ 21.26¦ 8.21¦ 27005¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.01.01¦ 1.10 ¦ 94.50¦ 94.86¦ 94.86¦ 20.97¦ 36.17¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.01.01¦ 1.20 ¦ 94.80¦ 95.15¦ 95.15¦ 20.75¦ 18.98¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.02.01¦ 1.20 ¦ 95.10¦ 95.25¦ 95.20¦ 20.58¦ 12.71¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.02.01¦ 1.30 ¦ 95.20¦ 95.65¦ 95.65¦ 20.30¦ 32.81¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.01.03 ¦29.01.01¦ 0.30 ¦ 91.60¦ 91.85¦ 91.85¦ 22.04¦ 16.39¦ 27006¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.01.01¦ 0.30 ¦ 91.85¦ 92.35¦ 92.35¦ 21.85¦ 36.11¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.01.01¦ 0.40 ¦ 92.20¦ 92.64¦ 92.64¦ 21.50¦ 14.37¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.02.01¦ 0.40 ¦ 92.65¦ 92.89¦ 92.82¦ 21.32¦ 44.66¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.02.01¦ 0.50 ¦ 92.75¦ 93.60¦ 93.55¦ 20.98¦ 27.65¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.02.03 ¦29.01.01¦ 4.50 ¦ 91.10¦ 91.49¦ 91.48¦ 22.36¦ 13.45¦ 27007¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.01.01¦ 4.60 ¦ 91.55¦ 91.85¦ 91.85¦ 22.07¦ 32.69¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.01.01¦ 4.60 ¦ 91.51¦ 92.10¦ 92.10¦ 22.00¦ 8.48¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.02.01¦ 4.70 ¦ 91.97¦ 92.35¦ 92.33¦ 21.69¦ 11.40¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.02.01¦ 4.70 ¦ 92.35¦ 93.25¦ 92.81¦ 21.24¦ 33.52¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.03 ¦29.01.01¦ 8.77 ¦ 77.95¦ 78.80¦ 78.80¦ 24.40¦ 1.28¦ 26001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.01.01¦ 8.82 ¦ 78.90¦ 79.95¦ 79.95¦ 23.14¦ 5.91¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.02.01¦ 8.85 ¦ 80.00¦ 80.10¦ 80.10¦ 22.88¦ 4.24¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.02.01¦ 8.88 ¦ 80.01¦ 81.40¦ 81.40¦ 22.62¦ 4.77¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.05.03 ¦29.01.01¦ 3.70 ¦ 89.55¦ 89.82¦ 89.82¦ 22.38¦ 14.39¦ 27008¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.01.01¦ 3.80 ¦ 89.90¦ 90.10¦ 90.10¦ 22.20¦ 30.97¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.01.01¦ 3.80 ¦ 90.00¦ 90.50¦ 90.50¦ 21.98¦ 20.86¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.02.01¦ 3.90 ¦ 90.39¦ 90.51¦ 90.40¦ 21.89¦ 22.39¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.02.01¦ 4.00 ¦ 90.70¦ 91.10¦ 91.09¦ 21.50¦ 11.32¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦04.06.03 ¦29.01.01¦ 3.00 ¦ 89.40¦ 89.75¦ 89.75¦ 22.44¦ 3.44¦ 27009¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.01.01¦ 3.00 ¦ 89.81¦ 90.19¦ 90.00¦ 22.22¦ 29.71¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.01.01¦ 3.10 ¦ 90.00¦ 90.30¦ 90.20¦ 22.02¦ 12.55¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.02.01¦ 3.10 ¦ 90.40¦ 90.52¦ 90.40¦ 21.91¦ 14.84¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.02.01¦ 3.20 ¦ 90.69¦ 91.00¦ 90.82¦ 21.63¦ 21.11¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦17.09.03 ¦29.01.01¦ 2.20 ¦ 88.04¦ 88.15¦ 88.12¦ 22.49¦ 18.43¦ 27010¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.01.01¦ 2.30 ¦ 88.10¦ 88.60¦ 88.35¦ 22.31¦ 63.60¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.01.01¦ 2.30 ¦ 88.30¦ 88.70¦ 88.60¦ 22.17¦ 32.94¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.02.01¦ 2.40 ¦ 88.20¦ 88.80¦ 88.80¦ 22.06¦ 23.23¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.02.01¦ 2.40 ¦ 88.94¦ 89.47¦ 89.47¦ 21.79¦ 26.88¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦08.10.03 ¦29.01.01¦ 1.00 ¦ 86.00¦ 86.50¦ 86.28¦ 22.50¦ 12.56¦ 27011¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.01.01¦ 1.10 ¦ 85.50¦ 86.52¦ 86.40¦ 22.49¦ 32.31¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.01.01¦ 1.20 ¦ 86.25¦ 86.90¦ 86.90¦ 22.12¦ 16.29¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.02.01¦ 1.20 ¦ 86.70¦ 86.98¦ 86.98¦ 22.04¦ 34.48¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.02.01¦ 1.30 ¦ 87.01¦ 87.55¦ 87.55¦ 21.73¦ 26.40¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦19.11.03 ¦29.01.01¦ 1.90 ¦ 74.93¦ 75.18¦ 75.18¦ 23.67¦ 20.67¦ 27012¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.01.01¦ 1.90 ¦ 75.20¦ 75.73¦ 75.73¦ 23.42¦ 55.45¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.01.01¦ 1.90 ¦ 75.50¦ 76.24¦ 76.24¦ 23.08¦ 16.28¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.02.01¦ 2.00 ¦ 76.15¦ 76.56¦ 76.56¦ 22.85¦ 107.90¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.02.01¦ 2.00 ¦ 76.50¦ 77.16¦ 77.16¦ 22.49¦ 57.74¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.01.04 ¦29.01.01¦ 0.30 ¦ 84.35¦ 84.69¦ 84.69¦ 22.69¦ 10.02¦ 28001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.01.01¦ 0.30 ¦ 84.51¦ 85.25¦ 85.01¦ 22.45¦ 41.41¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.01.01¦ 0.40 ¦ 85.15¦ 85.54¦ 85.54¦ 22.12¦ 16.80¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.02.01¦ 0.40 ¦ 85.30¦ 85.69¦ 85.68¦ 22.04¦ 30.84¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.02.01¦ 0.50 ¦ 85.65¦ 86.19¦ 86.19¦ 21.75¦ 29.35¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.04 ¦31.01.01¦ 8.82 ¦ 69.20¦ 70.00¦ 70.00¦ 25.20¦ 5.00¦ 26002¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.05 ¦29.01.01¦ 8.77 ¦ 61.48¦ 61.50¦ 61.50¦ 26.32¦ 12.21¦ 26003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.01.01¦ 8.80 ¦ 61.90¦ 62.26¦ 62.26¦ 26.05¦ 13.07¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.01.01¦ 8.82 ¦ 62.00¦ 63.00¦ 63.00¦ 25.67¦ 13.22¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.02.01¦ 8.85 ¦ 63.30¦ 63.49¦ 63.49¦ 25.27¦ 0.11¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.02.01¦ 8.88 ¦ 64.50¦ 64.50¦ 64.50¦ 24.62¦ 0.06¦ ¦
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 ¦ 41 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25014 ¦ 15.03.2001 ¦ 41 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25023 ¦ 14.03.2001 ¦ 40 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25024 ¦ 14.02.2001 ¦ 12 ¦ 20.00 ¦ 99.73 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25027 ¦ 27.11.2001 ¦ 298 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2001 ¦ 298 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2001 ¦ 298 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2001 ¦ 41 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2001 ¦ 41 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2001 ¦ 41 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2001 ¦ 298 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27001 ¦ 07.02.2001 ¦ 5 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27002 ¦ 21.02.2001 ¦ 19 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27003 ¦ 07.03.2001 ¦ 33 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27004 ¦ 21.03.2001 ¦ 47 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27005 ¦ 11.04.2001 ¦ 68 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27006 ¦ 25.04.2001 ¦ 82 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27007 ¦ 07.02.2001 ¦ 5 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27008 ¦ 21.02.2001 ¦ 19 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27009 ¦ 07.03.2001 ¦ 33 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27010 ¦ 21.03.2001 ¦ 47 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27011 ¦ 11.04.2001 ¦ 68 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27012 ¦ 23.05.2001 ¦ 110 ¦ 10.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 28001 ¦ 25.04.2001 ¦ 82 ¦ 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¦ 180¦ 1 ¦ ¦ ¦ 1985.709¦ 1014.291¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25013 ¦15.03.97¦15.03.01¦ 41¦ 1 ¦ ¦ ¦ 46.059¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 406¦ 1 ¦ ¦ ¦ 32.200¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 222¦ 7 ¦ 19 ¦ ¦ 13078.548¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25024 ¦22.07.98¦15.08.01¦ 194¦ 1 ¦ ¦ ¦ 1847.420¦ 4343.224¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 298¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 663¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 1028¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 316¦ ¦ ¦ ¦ 33184.837¦ 1754.998¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 771¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 1137¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1502¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 1394¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 369¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 474¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 488¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 593¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 614¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 719¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 733¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 838¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 852¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 957¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 978¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 1020¦ ¦ ¦ ¦ 8807.235¦ 8799.165¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 1083¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ Итого: ¦ ¦ ¦ ¦ ¦ ¦ ¦175141.323¦21847.828¦
L--------+--------+--------+-----+-------+------+--------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦29.01.01¦30.01.01¦31.01.01¦01.02.01¦02.02.01¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 5.54 ¦ 5.54 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 16.59 ¦ 16.42 ¦ 16.28 ¦ 16.12 ¦ 15.69 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 18.65 ¦ 18.14 ¦ 17.80 ¦ 17.73 ¦ 17.13 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 21.98 ¦ 21.78 ¦ 21.54 ¦ 21.39 ¦ 21.08 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 19.83 ¦ 21.00 ¦ 20.62 ¦ 18.91 ¦ 15.43 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 18.65 ¦ 18.14 ¦ 17.80 ¦ 17.73 ¦ 17.13 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 21.77 ¦ 21.63 ¦ 21.27 ¦ 21.56 ¦ 20.72 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.55 ¦ 0.37 ¦ 0.58 ¦ 0.10 ¦ 0.70 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.86 ¦ 1.10 ¦ 0.18 ¦ 0.12 ¦ 0.44 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.18 ¦ 0.49 ¦ 0.24 ¦ 0.35 ¦ 0.44 ¦
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---------¬
¦ ¦ 29.01.01¦ 30.01.01¦ 31.01.01¦ 01.02.01¦ 02.02.01¦
+-----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость, ¦175267.81¦175267.81¦175141.32¦175141.32¦175141.32¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 2112.19¦ 2112.19¦ 1985.71¦ 1985.71¦ 1985.71¦
+-----------------------+---------+---------+---------+---------+---------+
¦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, ¦163131.06¦163656.27¦164115.54¦164469.59¦165231.10¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 2110.29¦ 2110.29¦ 1999.41¦ 1999.41¦ 1999.41¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 17629.47¦ 17654.44¦ 17683.49¦ 17709.93¦ 17771.56¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 28565.51¦ 28684.97¦ 28771.25¦ 28797.80¦ 28940.50¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦114825.79¦115206.56¦115661.39¦115962.45¦116519.63¦
+-----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 513.12¦ 512.44¦ 514.57¦ 513.90¦ 513.48¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 2.00¦ 1.00¦ 182.00¦ 181.00¦ 180.00¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 253.08¦ 252.46¦ 252.11¦ 251.66¦ 251.47¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 320.00¦ 319.00¦ 318.00¦ 317.00¦ 316.00¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 610.48¦ 609.81¦ 609.34¦ 608.58¦ 608.21¦
L-----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

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