БЮЛЛЕТЕНЬ ЦБ РФ от 26.01.2001 n 3 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 26 января 2001 г. N 3
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 3.648 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.)¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦31.01.01 ¦23.01.01¦ 99.84¦ 99.85¦ 99.84¦ 7.31¦ 3.25¦ 21143¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦25.01.01¦ 99.91¦ 99.91¦ 99.91¦ 5.48¦ 0.40¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 3824.236 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 ¦22.01.01¦ 8.71 ¦103.00¦103.20¦103.20¦ 14.45¦ 2.37¦ 25024¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.01.01¦ 8.82 ¦103.00¦103.10¦103.00¦ 14.48¦ 25.09¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.01.01¦ 8.88 ¦102.50¦102.50¦102.50¦ 15.62¦ 0.10¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦12.09.01 ¦22.01.01¦ 5.03 ¦ 99.49¦ 99.55¦ 99.50¦ 15.31¦ 128.58¦ 25023¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.01.01¦ 5.06 ¦ 99.53¦ 99.65¦ 99.60¦ 15.13¦ 15.57¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.01.01¦ 5.10 ¦ 99.60¦ 99.76¦ 99.64¦ 15.08¦ 12.69¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.01.01¦ 5.14 ¦ 99.40¦ 99.60¦ 99.55¦ 15.29¦ 22.73¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.01.01¦ 5.18 ¦ 99.50¦ 99.62¦ 99.61¦ 15.20¦ 21.60¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.12.01 ¦22.01.01¦ 0.00 ¦ 86.22¦ 86.75¦ 86.40¦ 17.94¦ 43.99¦ 25030¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.01.01¦ 0.00 ¦ 86.45¦ 86.61¦ 86.52¦ 17.60¦ 170.34¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.01.01¦ 0.00 ¦ 86.45¦ 86.60¦ 86.45¦ 17.67¦ 123.97¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.01.01¦ 0.00 ¦ 86.03¦ 86.42¦ 86.05¦ 18.38¦ 300.66¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.01.01¦ 0.00 ¦ 86.05¦ 86.17¦ 86.05¦ 18.46¦ 461.21¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦06.02.02 ¦22.01.01¦ 4.10 ¦ 99.30¦ 99.48¦ 99.43¦ 19.63¦ 39.18¦ 27001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.01.01¦ 4.20 ¦ 99.49¦ 99.52¦ 99.50¦ 19.44¦ 201.04¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.01.01¦ 4.20 ¦ 99.40¦ 99.50¦ 99.50¦ 19.52¦ 156.61¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.01.01¦ 4.30 ¦ 99.27¦ 99.49¦ 99.36¦ 19.62¦ 67.51¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.01.01¦ 4.30 ¦ 99.30¦ 99.60¦ 99.60¦ 19.45¦ 28.01¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.05.02 ¦22.01.01¦ 3.40 ¦ 98.00¦ 98.15¦ 98.09¦ 20.20¦ 7.86¦ 27002¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.01.01¦ 3.40 ¦ 98.03¦ 98.33¦ 98.03¦ 20.18¦ 82.71¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.01.01¦ 3.50 ¦ 97.90¦ 98.05¦ 97.90¦ 20.41¦ 55.08¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.01.01¦ 3.50 ¦ 97.80¦ 97.90¦ 97.90¦ 20.59¦ 107.98¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.01.01¦ 3.60 ¦ 97.98¦ 98.30¦ 98.22¦ 20.19¦ 15.83¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.06.02 ¦22.01.01¦ 2.60 ¦ 97.90¦ 98.09¦ 98.05¦ 20.43¦ 17.02¦ 27003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.01.01¦ 2.60 ¦ 97.95¦ 98.25¦ 98.00¦ 20.41¦ 127.90¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.01.01¦ 2.70 ¦ 97.90¦ 98.10¦ 97.92¦ 20.45¦ 27.58¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.01.01¦ 2.70 ¦ 97.80¦ 97.90¦ 97.80¦ 20.66¦ 36.56¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.01.01¦ 2.80 ¦ 97.82¦ 98.28¦ 98.18¦ 20.22¦ 105.50¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦18.09.02 ¦22.01.01¦ 1.80 ¦ 96.10¦ 96.12¦ 96.12¦ 21.47¦ 1.42¦ 27004¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.01.01¦ 1.90 ¦ 96.00¦ 96.30¦ 96.02¦ 21.36¦ 44.13¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.01.01¦ 1.90 ¦ 95.94¦ 96.18¦ 95.94¦ 21.51¦ 46.23¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.01.01¦ 2.00 ¦ 95.85¦ 96.00¦ 95.90¦ 21.59¦ 24.38¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.01.01¦ 2.00 ¦ 95.92¦ 96.43¦ 96.43¦ 21.36¦ 33.35¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦09.10.02 ¦22.01.01¦ 0.70 ¦ 93.50¦ 94.25¦ 94.08¦ 21.49¦ 7.02¦ 27005¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.01.01¦ 0.70 ¦ 93.92¦ 94.25¦ 93.92¦ 21.54¦ 44.36¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.01.01¦ 0.80 ¦ 93.80¦ 94.04¦ 93.91¦ 21.63¦ 46.77¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.01.01¦ 0.80 ¦ 93.70¦ 94.15¦ 94.15¦ 21.80¦ 27.01¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.01.01¦ 0.90 ¦ 93.85¦ 94.45¦ 94.45¦ 21.33¦ 11.98¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.01.03 ¦22.01.01¦ 4.90 ¦ 90.90¦ 91.10¦ 91.09¦ 22.64¦ 7.99¦ 27006¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.01.01¦ 4.90 ¦ 91.12¦ 91.25¦ 91.14¦ 22.57¦ 85.03¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.01.01¦ 0.00 ¦ 91.00¦ 91.20¦ 91.10¦ 22.60¦ 77.78¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.01.01¦ 0.10 ¦ 90.95¦ 91.22¦ 91.15¦ 22.56¦ 30.18¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.01.01¦ 0.10 ¦ 91.50¦ 91.65¦ 91.50¦ 22.21¦ 1.48¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.02.03 ¦22.01.01¦ 4.10 ¦ 90.95¦ 91.09¦ 91.08¦ 22.68¦ 12.62¦ 27007¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.01.01¦ 4.20 ¦ 91.01¦ 91.22¦ 91.01¦ 22.58¦ 21.96¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.01.01¦ 4.20 ¦ 90.70¦ 91.00¦ 90.72¦ 22.89¦ 44.15¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.01.01¦ 4.30 ¦ 90.60¦ 90.87¦ 90.87¦ 22.90¦ 45.56¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.01.01¦ 4.30 ¦ 90.70¦ 91.24¦ 91.16¦ 22.70¦ 20.99¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.03 ¦22.01.01¦ 8.58 ¦ 76.75¦ 76.90¦ 76.90¦ 25.18¦ 4.00¦ 26001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.01.01¦ 8.60 ¦ 76.95¦ 77.00¦ 77.00¦ 25.07¦ 4.07¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.01.01¦ 8.63 ¦ 77.10¦ 77.10¦ 77.10¦ 25.01¦ 2.00¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.01.01¦ 8.66 ¦ 77.50¦ 77.50¦ 77.50¦ 24.71¦ 0.06¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.01.01¦ 8.69 ¦ 77.50¦ 77.50¦ 77.50¦ 24.73¦ 1.00¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.05.03 ¦22.01.01¦ 3.40 ¦ 89.19¦ 89.40¦ 89.30¦ 22.69¦ 5.36¦ 27008¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.01.01¦ 3.40 ¦ 89.10¦ 89.23¦ 89.10¦ 22.80¦ 29.65¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.01.01¦ 3.50 ¦ 88.84¦ 89.15¦ 88.85¦ 22.95¦ 49.70¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.01.01¦ 3.50 ¦ 88.88¦ 89.25¦ 89.11¦ 22.83¦ 9.16¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.01.01¦ 3.60 ¦ 89.20¦ 89.49¦ 89.37¦ 22.63¦ 22.68¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦04.06.03 ¦22.01.01¦ 2.60 ¦ 89.30¦ 89.40¦ 89.30¦ 22.71¦ 4.90¦ 27009¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.01.01¦ 2.60 ¦ 89.00¦ 89.48¦ 89.06¦ 22.90¦ 22.24¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.01.01¦ 2.70 ¦ 88.94¦ 89.50¦ 89.00¦ 22.94¦ 51.10¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.01.01¦ 2.70 ¦ 89.00¦ 89.38¦ 89.38¦ 22.80¦ 3.59¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.01.01¦ 2.80 ¦ 89.20¦ 89.45¦ 89.45¦ 22.67¦ 17.69¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦17.09.03 ¦22.01.01¦ 1.80 ¦ 87.60¦ 87.80¦ 87.71¦ 22.78¦ 15.19¦ 27010¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.01.01¦ 1.90 ¦ 87.56¦ 87.70¦ 87.60¦ 22.77¦ 23.82¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.01.01¦ 1.90 ¦ 87.37¦ 87.85¦ 87.37¦ 22.89¦ 31.90¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.01.01¦ 2.00 ¦ 87.25¦ 87.60¦ 87.57¦ 22.93¦ 12.93¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.01.01¦ 2.00 ¦ 87.80¦ 87.90¦ 87.90¦ 22.71¦ 8.92¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦08.10.03 ¦22.01.01¦ 0.70 ¦ 85.70¦ 85.90¦ 85.75¦ 22.81¦ 23.83¦ 27011¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.01.01¦ 0.70 ¦ 85.60¦ 85.87¦ 85.80¦ 22.86¦ 23.33¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.01.01¦ 0.80 ¦ 85.40¦ 85.60¦ 85.42¦ 22.98¦ 16.78¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.01.01¦ 0.80 ¦ 85.40¦ 85.65¦ 85.56¦ 22.99¦ 26.98¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.01.01¦ 0.90 ¦ 85.50¦ 85.91¦ 85.82¦ 22.79¦ 10.90¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦19.11.03 ¦22.01.01¦ 1.70 ¦ 74.60¦ 74.85¦ 74.85¦ 23.87¦ 54.48¦ 27012¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.01.01¦ 1.70 ¦ 74.70¦ 74.94¦ 74.71¦ 23.79¦ 21.64¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.01.01¦ 1.70 ¦ 74.49¦ 74.76¦ 74.50¦ 24.01¦ 29.59¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.01.01¦ 1.80 ¦ 74.60¦ 74.72¦ 74.72¦ 23.94¦ 36.55¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.01.01¦ 1.80 ¦ 74.60¦ 74.95¦ 74.95¦ 23.76¦ 6.84¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.01.04 ¦22.01.01¦ 4.90 ¦ 83.66¦ 84.23¦ 84.23¦ 22.93¦ 9.28¦ 28001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.01.01¦ 4.90 ¦ 83.90¦ 84.23¦ 84.23¦ 22.98¦ 46.41¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.01.01¦ 0.00 ¦ 83.85¦ 84.11¦ 83.85¦ 23.04¦ 42.05¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.01.01¦ 0.10 ¦ 83.80¦ 84.12¦ 84.11¦ 23.01¦ 18.77¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.01.01¦ 0.10 ¦ 84.13¦ 84.39¦ 84.39¦ 22.88¦ 46.89¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.04 ¦23.01.01¦ 8.60 ¦ 68.30¦ 68.30¦ 68.30¦ 25.86¦ 2.00¦ 26002¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.01.01¦ 8.63 ¦ 68.30¦ 68.30¦ 68.30¦ 25.87¦ 2.00¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.01.01¦ 8.66 ¦ 68.40¦ 68.50¦ 68.50¦ 25.79¦ 1.00¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.05 ¦22.01.01¦ 8.58 ¦ 60.50¦ 60.80¦ 60.80¦ 26.77¦ 12.69¦ 26003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.01.01¦ 8.60 ¦ 60.80¦ 61.00¦ 61.00¦ 26.61¦ 5.46¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.01.01¦ 8.63 ¦ 60.80¦ 61.19¦ 60.80¦ 26.60¦ 6.00¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.01.01¦ 8.66 ¦ 61.00¦ 61.46¦ 61.46¦ 26.48¦ 4.18¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.01.01¦ 8.69 ¦ 61.00¦ 61.40¦ 61.20¦ 26.53¦ 17.00¦ ¦
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 ¦ 48 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25014 ¦ 15.03.2001 ¦ 48 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25023 ¦ 14.03.2001 ¦ 47 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25024 ¦ 14.02.2001 ¦ 19 ¦ 20.00 ¦ 99.73 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25027 ¦ 27.11.2001 ¦ 305 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2001 ¦ 305 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2001 ¦ 305 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2001 ¦ 48 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2001 ¦ 48 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2001 ¦ 48 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2001 ¦ 305 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27001 ¦ 07.02.2001 ¦ 12 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27002 ¦ 21.02.2001 ¦ 26 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27003 ¦ 07.03.2001 ¦ 40 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27004 ¦ 21.03.2001 ¦ 54 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27005 ¦ 11.04.2001 ¦ 75 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27006 ¦ 25.04.2001 ¦ 89 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27007 ¦ 07.02.2001 ¦ 12 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27008 ¦ 21.02.2001 ¦ 26 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27009 ¦ 07.03.2001 ¦ 40 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27010 ¦ 21.03.2001 ¦ 54 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27011 ¦ 11.04.2001 ¦ 75 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27012 ¦ 23.05.2001 ¦ 117 ¦ 10.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 28001 ¦ 25.04.2001 ¦ 89 ¦ 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 ¦ ¦ ¦ ¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21143 ¦25.10.00¦31.01.01¦ 5¦ 1 ¦ ¦ ¦ 2112.194¦ 887.806¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25013 ¦15.03.97¦15.03.01¦ 48¦ 1 ¦ ¦ ¦ 46.059¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 413¦ 1 ¦ ¦ ¦ 32.200¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 229¦ 7 ¦ 19 ¦ ¦ 13078.548¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25024 ¦22.07.98¦15.08.01¦ 201¦ 1 ¦ ¦ ¦ 1847.420¦ 4343.224¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 305¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 670¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 1035¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 323¦ ¦ ¦ ¦ 33184.837¦ 1754.998¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 778¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 1144¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1509¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 1401¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 376¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 481¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 495¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 600¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 621¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 726¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 740¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 845¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 859¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 964¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 985¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 1027¦ ¦ ¦ ¦ 8807.235¦ 8799.165¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 1090¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ Итого ¦ ¦ ¦ ¦ ¦ ¦ ¦175267.808¦21721.343¦
L--------+--------+--------+-----+-------+------+--------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦22.01.01¦23.01.01¦24.01.01¦25.01.01¦26.01.01¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 7.55 ¦ 7.31 ¦ 7.16 ¦ 5.48 ¦ 5.32 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 16.48 ¦ 16.36 ¦ 16.35 ¦ 16.53 ¦ 16.48 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 17.94 ¦ 17.60 ¦ 17.67 ¦ 18.38 ¦ 18.46 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 22.27 ¦ 22.27 ¦ 22.39 ¦ 22.40 ¦ 22.16 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 7.31 ¦ 0.00 ¦ 5.48 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 18.92 ¦ 23.02 ¦ 20.53 ¦ 20.61 ¦ 23.92 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 17.94 ¦ 17.60 ¦ 17.67 ¦ 18.38 ¦ 18.46 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 22.50 ¦ 21.50 ¦ 22.07 ¦ 21.93 ¦ 21.70 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.15 ¦ 0.00 ¦ 0.02 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.85 ¦ 0.14 ¦ 0.28 ¦ 0.16 ¦ 0.20 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.13 ¦ 0.24 ¦ 0.31 ¦ 0.91 ¦ 1.39 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.16 ¦ 0.66 ¦ 0.55 ¦ 0.37 ¦ 0.28 ¦
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---------¬
¦ ¦ 22.01.01¦ 23.01.01¦ 24.01.01¦ 25.01.01¦ 26.01.01¦
+-----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость, ¦175267.81¦175267.81¦175267.81¦175267.81¦175267.81¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 2112.19¦ 2112.19¦ 2112.19¦ 2112.19¦ 2112.19¦
+-----------------------+---------+---------+---------+---------+---------+
¦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, ¦163216.71¦163394.29¦162317.88¦162198.88¦162655.06¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 2106.91¦ 2108.81¦ 2108.81¦ 2110.29¦ 2110.29¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 17590.05¦ 17613.13¦ 17623.58¦ 17608.37¦ 17620.74¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 28625.24¦ 28711.52¦ 28708.20¦ 28568.83¦ 28565.51¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦114894.50¦114960.83¦113877.29¦113911.40¦114358.52¦
+-----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 516.07¦ 514.93¦ 516.68¦ 516.03¦ 515.48¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 9.00¦ 8.00¦ 7.00¦ 6.00¦ 5.00¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 259.09¦ 258.30¦ 257.37¦ 256.65¦ 255.64¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 327.00¦ 326.00¦ 325.00¦ 324.00¦ 323.00¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 611.82¦ 610.73¦ 614.58¦ 613.74¦ 613.01¦
L-----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

РАСПОРЯЖЕНИЕ Мингосимущества РФ от 22.03.1999 n 403-р (ред. от 26.01.2001) О РЕАЛИЗАЦИИ ВЫСВОБОЖДАЕМОГО ВОЕННОГО ИМУЩЕСТВА МИНОБОРОНЫ РОССИИ, НАХОДЯЩЕГОСЯ В МОСКОВСКОЙ ОБЛАСТИ  »
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