БЮЛЛЕТЕНЬ ЦБ РФ от 19.01.2001 n 2 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 19 января 2001 г. N 2
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 6.331 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 ¦17.01.01¦ 99.71¦ 99.71¦ 99.71¦ 7.58¦ 1.80¦ 21143¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦18.01.01¦ 99.75¦ 99.75¦ 99.75¦ 7.04¦ 4.53¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 3865.563 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)¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦17.01.01 ¦15.01.01¦ 7.40¦100.00¦100.00¦100.00¦ 14.95¦ 8.31¦ 25021¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.01.01¦ 7.44¦ 99.94¦ 99.96¦ 99.94¦ 40.94¦ 35.51¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.08.01 ¦16.01.01¦ 8.38¦103.00¦103.40¦103.40¦ 14.80¦ 17.20¦ 25024¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.01.01¦ 8.44¦102.70¦102.70¦102.70¦ 15.40¦ 0.74¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.01.01¦ 8.49¦102.80¦103.07¦102.89¦ 15.00¦ 73.47¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦12.09.01 ¦15.01.01¦ 4.76¦ 99.55¦ 99.95¦ 99.90¦ 14.52¦ 72.95¦ 25023¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.01.01¦ 4.80¦ 99.50¦ 99.95¦ 99.66¦ 14.89¦ 58.03¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.01.01¦ 4.83¦ 99.20¦ 99.62¦ 99.25¦ 15.47¦ 32.66¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.01.01¦ 4.87¦ 99.52¦ 99.95¦ 99.63¦ 14.87¦ 156.15¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.01.01¦ 4.91¦ 99.50¦ 99.63¦ 99.50¦ 15.23¦ 87.77¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.12.01 ¦15.01.01¦ 0.00¦ 86.62¦ 86.81¦ 86.65¦ 16.86¦ 117.49¦ 25030¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.01.01¦ 0.00¦ 86.25¦ 87.00¦ 86.28¦ 17.48¦ 134.83¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.01.01¦ 0.00¦ 86.00¦ 86.27¦ 86.13¦ 17.85¦ 113.88¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.01.01¦ 0.00¦ 86.06¦ 86.90¦ 86.17¦ 17.75¦ 260.48¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.01.01¦ 0.00¦ 86.16¦ 86.50¦ 86.16¦ 17.82¦ 51.26¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦06.02.02 ¦15.01.01¦ 3.70¦ 99.75¦ 99.85¦ 99.81¦ 19.20¦ 25.44¦ 27001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.01.01¦ 3.80¦ 98.95¦ 99.98¦ 99.29¦ 19.80¦ 107.34¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.01.01¦ 3.80¦ 99.05¦ 99.25¦ 99.25¦ 19.99¦ 98.77¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.01.01¦ 3.90¦ 99.30¦ 99.79¦ 99.50¦ 19.64¦ 88.35¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.01.01¦ 4.00¦ 99.25¦ 99.39¦ 99.31¦ 19.66¦ 103.25¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.05.02 ¦15.01.01¦ 3.00¦ 98.05¦ 98.38¦ 98.28¦ 20.09¦ 72.58¦ 27002¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.01.01¦ 3.00¦ 97.73¦ 98.20¦ 97.95¦ 20.57¦ 88.94¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.01.01¦ 3.10¦ 97.75¦ 98.00¦ 97.97¦ 20.54¦ 41.84¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.01.01¦ 3.10¦ 97.90¦ 98.25¦ 98.00¦ 20.40¦ 119.90¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.01.01¦ 3.20¦ 97.88¦ 98.19¦ 97.94¦ 20.49¦ 113.34¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.06.02 ¦15.01.01¦ 2.20¦ 98.15¦ 98.42¦ 98.15¦ 20.16¦ 34.75¦ 27003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.01.01¦ 2.30¦ 97.72¦ 98.02¦ 97.85¦ 20.58¦ 39.98¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.01.01¦ 2.30¦ 97.75¦ 98.00¦ 98.00¦ 20.62¦ 29.09¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.01.01¦ 2.40¦ 97.85¦ 98.15¦ 97.92¦ 20.46¦ 52.61¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.01.01¦ 2.40¦ 97.65¦ 97.95¦ 97.77¦ 20.73¦ 58.73¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦18.09.02 ¦15.01.01¦ 1.40¦ 96.08¦ 96.40¦ 96.27¦ 21.43¦ 18.26¦ 27004¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.01.01¦ 1.50¦ 95.69¦ 96.00¦ 95.90¦ 21.67¦ 15.28¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.01.01¦ 1.50¦ 95.70¦ 95.85¦ 95.78¦ 21.81¦ 21.99¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.01.01¦ 1.60¦ 95.85¦ 96.38¦ 96.06¦ 21.46¦ 53.97¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.01.01¦ 1.60¦ 95.86¦ 96.27¦ 95.86¦ 21.61¦ 42.23¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦09.10.02 ¦15.01.01¦ 0.30¦ 94.00¦ 94.45¦ 94.01¦ 21.53¦ 53.95¦ 27005¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.01.01¦ 0.30¦ 93.60¦ 93.80¦ 93.75¦ 21.89¦ 28.17¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.01.01¦ 0.40¦ 93.61¦ 93.95¦ 93.94¦ 21.83¦ 24.25¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.01.01¦ 0.40¦ 93.80¦ 94.10¦ 94.10¦ 21.71¦ 37.31¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.01.01¦ 0.50¦ 93.80¦ 94.13¦ 93.97¦ 21.66¦ 29.96¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.01.03 ¦15.01.01¦ 4.50¦ 91.10¦ 91.21¦ 91.20¦ 22.55¦ 22.40¦ 27006¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.01.01¦ 4.60¦ 90.80¦ 91.50¦ 90.80¦ 22.61¦ 29.73¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.01.01¦ 4.60¦ 90.75¦ 90.95¦ 90.80¦ 22.80¦ 35.94¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.01.01¦ 4.70¦ 91.00¦ 91.19¦ 91.13¦ 22.60¦ 24.02¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.01.01¦ 4.70¦ 90.82¦ 91.00¦ 90.85¦ 22.81¦ 8.26 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.02.03 ¦15.01.01¦ 3.70¦ 90.95¦ 91.36¦ 91.00¦ 22.63¦ 42.46¦ 27007¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.01.01¦ 3.80¦ 90.75¦ 91.00¦ 90.80¦ 22.79¦ 14.30¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.01.01¦ 3.80¦ 90.61¦ 90.81¦ 90.71¦ 22.99¦ 24.43¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.01.01¦ 3.90¦ 90.91¦ 91.10¦ 91.00¦ 22.69¦ 30.72¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.01.01¦ 4.00¦ 90.70¦ 90.92¦ 90.71¦ 22.77¦ 14.11¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.03 ¦15.01.01¦ 8.38¦ 76.50¦ 76.50¦ 76.50¦ 25.31¦ 2.00¦ 26001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.01.01¦ 8.41¦ 77.00¦ 77.00¦ 77.00¦ 24.93¦ 0.01¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.01.01¦ 8.44¦ 76.50¦ 76.50¦ 76.50¦ 25.35¦ 2.00¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.01.01¦ 8.47¦ 76.70¦ 76.90¦ 76.90¦ 25.20¦ 1.05¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.01.01¦ 8.49¦ 76.70¦ 76.70¦ 76.70¦ 25.23¦ 0.64¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.05.03 ¦15.01.01¦ 3.00¦ 89.27¦ 89.60¦ 89.45¦ 22.55¦ 19.00¦ 27008¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.01.01¦ 3.00¦ 89.07¦ 89.20¦ 89.09¦ 22.87¦ 23.78¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.01.01¦ 3.10¦ 88.82¦ 89.00¦ 89.00¦ 23.01¦ 18.61¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.01.01¦ 3.10¦ 89.11¦ 89.30¦ 89.30¦ 22.80¦ 33.24¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.01.01¦ 3.20¦ 89.08¦ 89.28¦ 89.18¦ 22.78¦ 18.51¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦04.06.03 ¦15.01.01¦ 2.20¦ 89.30¦ 89.55¦ 89.40¦ 22.66¦ 18.41¦ 27009¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.01.01¦ 2.30¦ 88.95¦ 89.50¦ 89.07¦ 22.87¦ 27.60¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.01.01¦ 2.30¦ 88.91¦ 89.00¦ 89.00¦ 23.01¦ 18.60¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.01.01¦ 2.40¦ 89.08¦ 89.30¦ 89.17¦ 22.82¦ 31.31¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.01.01¦ 2.40¦ 89.10¦ 89.20¦ 89.16¦ 22.86¦ 20.31¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦17.09.03 ¦15.01.01¦ 1.40¦ 88.02¦ 88.15¦ 88.02¦ 22.56¦ 10.54¦ 27010¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.01.01¦ 1.50¦ 86.91¦ 87.59¦ 87.54¦ 22.89¦ 18.41¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.01.01¦ 1.50¦ 87.30¦ 87.65¦ 87.65¦ 23.06¦ 25.73¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.01.01¦ 1.60¦ 87.50¦ 87.85¦ 87.75¦ 22.79¦ 48.44¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.01.01¦ 1.60¦ 87.60¦ 87.65¦ 87.65¦ 22.87¦ 44.56¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦08.10.03 ¦15.01.01¦ 0.30¦ 85.50¦ 86.18¦ 85.90¦ 22.68¦ 60.71¦ 27011¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.01.01¦ 0.30¦ 85.40¦ 85.90¦ 85.68¦ 22.99¦ 26.11¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.01.01¦ 0.40¦ 85.40¦ 85.60¦ 85.60¦ 23.03¦ 26.00¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.01.01¦ 0.40¦ 85.67¦ 85.98¦ 85.79¦ 22.83¦ 49.62¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.01.01¦ 0.50¦ 85.74¦ 85.80¦ 85.75¦ 22.83¦ 12.77¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦19.11.03 ¦15.01.01¦ 1.50¦ 74.41¦ 75.00¦ 74.88¦ 23.66¦ 44.79¦ 27012¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.01.01¦ 1.50¦ 74.40¦ 74.75¦ 74.42¦ 23.99¦ 30.61¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.01.01¦ 1.50¦ 74.42¦ 74.55¦ 74.55¦ 23.98¦ 45.74¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.01.01¦ 1.60¦ 74.61¦ 74.80¦ 74.61¦ 23.80¦ 89.95¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.01.01¦ 1.60¦ 74.51¦ 74.70¦ 74.61¦ 23.90¦ 50.81¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.01.04 ¦15.01.01¦ 4.50¦ 84.00¦ 84.35¦ 84.25¦ 22.89¦ 20.80¦ 28001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.01.01¦ 4.60¦ 83.80¦ 84.24¦ 83.99¦ 23.05¦ 61.77¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.01.01¦ 4.60¦ 83.80¦ 83.99¦ 83.94¦ 23.17¦ 13.65¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.01.01¦ 4.70¦ 83.80¦ 84.06¦ 83.83¦ 23.07¦ 45.15¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.01.01¦ 4.70¦ 83.80¦ 83.95¦ 83.81¦ 23.14¦ 15.81¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.04 ¦15.01.01¦ 8.38¦ 67.95¦ 67.95¦ 67.95¦ 25.98¦ 2.00¦ 26002¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.01.01¦ 8.44¦ 67.99¦ 68.00¦ 67.99¦ 25.98¦ 0.58¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.01.01¦ 8.47¦ 68.05¦ 68.05¦ 68.05¦ 25.95¦ 1.00¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.01.01¦ 8.49¦ 68.20¦ 68.40¦ 68.40¦ 25.82¦ 1.59¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.05 ¦15.01.01¦ 8.38¦ 61.50¦ 61.50¦ 61.50¦ 26.18¦ 2.00¦ 26003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.01.01¦ 8.41¦ 60.50¦ 61.00¦ 60.50¦ 26.67¦ 6.00¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.01.01¦ 8.44¦ 59.90¦ 60.50¦ 60.50¦ 27.00¦ 6.45¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.01.01¦ 8.47¦ 60.50¦ 60.70¦ 60.50¦ 26.73¦ 1.57¦ ¦
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 ¦ 55 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25014 ¦ 15.03.2001 ¦ 55 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25023 ¦ 14.03.2001 ¦ 54 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25024 ¦ 14.02.2001 ¦ 26 ¦ 20.00 ¦ 99.73 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25027 ¦ 27.11.2001 ¦ 312 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2001 ¦ 312 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2001 ¦ 312 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2001 ¦ 55 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2001 ¦ 55 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2001 ¦ 55 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2001 ¦ 312 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27001 ¦ 07.02.2001 ¦ 19 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27002 ¦ 21.02.2001 ¦ 33 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27003 ¦ 07.03.2001 ¦ 47 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27004 ¦ 21.03.2001 ¦ 61 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27005 ¦ 11.04.2001 ¦ 82 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27006 ¦ 24.01.2001 ¦ 5 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27007 ¦ 07.02.2001 ¦ 19 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27008 ¦ 21.02.2001 ¦ 33 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27009 ¦ 07.03.2001 ¦ 47 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27010 ¦ 21.03.2001 ¦ 61 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27011 ¦ 11.04.2001 ¦ 82 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27012 ¦ 23.05.2001 ¦ 124 ¦ 10.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 28001 ¦ 24.01.2001 ¦ 5 ¦ 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¦ 12¦ 1 ¦ ¦ ¦ 2112.194¦ 887.806¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25013 ¦15.03.97¦15.03.01¦ 55¦ 1 ¦ ¦ ¦ 46.059¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 420¦ 1 ¦ ¦ ¦ 32.200¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 236¦ 7 ¦ 19 ¦ ¦ 13078.548¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25024 ¦22.07.98¦15.08.01¦ 208¦ 1 ¦ ¦ ¦ 1847.420¦ 4343.224¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 312¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 677¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 1042¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 330¦ ¦ ¦ ¦ 33184.837¦ 1754.998¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 785¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 1151¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1516¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 1408¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 383¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 488¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 502¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 607¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 628¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 733¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 747¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 852¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 866¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 971¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 992¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 1034¦ ¦ ¦ ¦ 8807.235¦ 8799.165¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 1097¦ ¦ ¦ ¦ 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--------¬
¦ ¦15.01.01¦16.01.01¦17.01.01¦18.01.01¦19.01.01¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 10.42 ¦ 24.80 ¦ 7.58 ¦ 7.04 ¦ 7.53 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 15.96 ¦ 16.28 ¦ 16.67 ¦ 16.26 ¦ 16.19 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 16.86 ¦ 17.48 ¦ 17.85 ¦ 17.75 ¦ 17.82 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 22.14 ¦ 22.43 ¦ 22.53 ¦ 22.32 ¦ 22.40 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.00 ¦ 7.58 ¦ 7.04 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 16.95 ¦ 17.79 ¦ 21.04 ¦ 15.50 ¦ 16.01 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 16.86 ¦ 17.48 ¦ 17.85 ¦ 17.75 ¦ 17.82 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 22.03 ¦ 22.03 ¦ 22.24 ¦ 22.14 ¦ 21.81 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.00 ¦ 0.09 ¦ 0.21 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.33 ¦ 0.45 ¦ 0.24 ¦ 1.41 ¦ 0.53 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.35 ¦ 0.41 ¦ 0.34 ¦ 0.78 ¦ 0.15 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.36 ¦ 0.43 ¦ 0.35 ¦ 0.58 ¦ 0.45 ¦
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---------¬
¦ ¦ 15.01.01¦ 16.01.01¦ 17.01.01¦ 18.01.01¦ 19.01.01¦
+-----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость, ¦184162.83¦184162.83¦175267.81¦175267.81¦175267.81¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 2112.19¦ 2112.19¦ 2112.19¦ 2112.19¦ 2112.19¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 26098.96¦ 26098.96¦ 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, ¦172696.35¦172142.75¦162378.79¦162870.22¦162787.87¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 2103.96¦ 2103.96¦ 2106.07¦ 2106.91¦ 2106.91¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 27160.74¦ 27128.99¦ 17529.82¦ 17590.10¦ 17571.15¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 28774.57¦ 28648.47¦ 28578.78¦ 28615.28¦ 28611.97¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦114657.09¦114261.33¦114164.12¦114557.92¦114497.84¦
+-----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 494.06¦ 492.63¦ 520.44¦ 519.80¦ 518.80¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 16.00¦ 15.00¦ 14.00¦ 13.00¦ 12.00¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 173.34¦ 171.94¦ 263.55¦ 262.86¦ 262.46¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 334.00¦ 333.00¦ 332.00¦ 331.00¦ 330.00¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 618.97¦ 617.59¦ 616.39¦ 615.73¦ 614.65¦
L-----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

ПОСТАНОВЛЕНИЕ Госкомстата РФ от 10.09.1998 n 92 (ред. от 19.01.2001) ОБ УТВЕРЖДЕНИИ ФОРМ ФЕДЕРАЛЬНОГО ГОСУДАРСТВЕННОГО СТАТИСТИЧЕСКОГО НАБЛЮДЕНИЯ ЗА ДОРОЖНЫМ ХОЗЯЙСТВОМ  »
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