БЮЛЛЕТЕНЬ ЦБ РФ от 12.01.2001 n 1 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 12 января 2001 г. N 1
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 28.554 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 ¦09.01.01¦ 99.47¦ 99.50¦ 99.50¦ 8.50¦ 4.00¦ 21143¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦10.01.01¦ 99.45¦ 99.55¦ 99.55¦ 8.56¦ 11.29¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦11.01.01¦ 99.52¦ 99.55¦ 99.52¦ 8.43¦ 10.84¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦12.01.01¦ 99.60¦ 99.73¦ 99.73¦ 7.52¦ 2.43¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 4390.406 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 ¦09.01.01¦ 7.15 ¦100.04¦100.09¦100.08¦ 12.11¦ 14.70¦ 25021¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.01.01¦ 7.19 ¦100.05¦100.18¦100.10¦ 8.50¦ 31.99¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.01.01¦ 7.23 ¦100.06¦100.11¦100.06¦ 10.55¦ 110.40¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.01.01¦ 7.27 ¦100.06¦100.08¦100.08¦ 10.36¦ 13.84¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.01 ¦11.01.01¦ 8.27 ¦100.01¦100.01¦100.01¦ 9.54¦ 0.80¦ 25013¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.08.01 ¦09.01.01¦ 8.00 ¦101.75¦102.05¦102.00¦ 16.92¦ 29.87¦ 25024¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.01.01¦ 8.06 ¦102.69¦102.69¦102.69¦ 15.57¦ 0.36¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.01.01¦ 8.11 ¦102.60¦102.81¦102.79¦ 15.35¦ 24.25¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.01.01¦ 8.17 ¦102.40¦103.40¦103.20¦ 14.80¦ 34.63¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦12.09.01 ¦09.01.01¦ 4.53 ¦ 97.44¦ 98.48¦ 98.45¦ 17.67¦ 36.54¦ 25023¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.01.01¦ 4.57 ¦ 98.70¦ 99.20¦ 99.20¦ 16.19¦ 19.99¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.01.01¦ 4.60 ¦ 98.97¦ 99.35¦ 99.35¦ 15.67¦ 141.24¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.01.01¦ 4.64 ¦ 99.40¦ 99.67¦ 99.67¦ 15.22¦ 30.79¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.12.01 ¦09.01.01¦ 0.00 ¦ 83.50¦ 85.11¦ 85.11¦ 19.82¦1431.24¦ 25030¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.01.01¦ 0.00 ¦ 85.00¦ 86.35¦ 86.30¦ 17.57¦ 43.60¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.01.01¦ 0.00 ¦ 86.45¦ 86.66¦ 86.50¦ 16.92¦ 69.10¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.01.01¦ 0.00 ¦ 86.55¦ 86.85¦ 86.80¦ 16.57¦ 101.77¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦06.02.02 ¦09.01.01¦ 3.40 ¦ 98.40¦ 99.00¦ 99.00¦ 20.55¦ 2.33¦ 27001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.01.01¦ 3.50 ¦ 99.10¦ 99.45¦ 99.45¦ 19.78¦ 76.37¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.01.01¦ 3.50 ¦ 99.60¦ 99.80¦ 99.78¦ 19.27¦ 51.02¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.01.01¦ 3.60 ¦ 99.75¦ 99.90¦ 99.87¦ 19.13¦ 50.28¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.05.02 ¦09.01.01¦ 2.60 ¦ 96.50¦ 96.80¦ 96.80¦ 21.81¦ 28.93¦ 27002¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.01.01¦ 2.70 ¦ 97.23¦ 98.00¦ 97.98¦ 20.86¦ 21.72¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.01.01¦ 2.70 ¦ 97.93¦ 98.05¦ 97.95¦ 20.51¦ 32.52¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.01.01¦ 2.80 ¦ 98.00¦ 98.19¦ 98.19¦ 20.38¦ 57.38¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.06.02 ¦09.01.01¦ 1.90 ¦ 96.48¦ 96.95¦ 96.95¦ 21.94¦ 1.15¦ 27003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.01.01¦ 1.90 ¦ 97.20¦ 97.90¦ 97.88¦ 20.84¦ 52.67¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.01.01¦ 2.00 ¦ 97.91¦ 98.30¦ 98.05¦ 20.40¦ 76.59¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.01.01¦ 2.00 ¦ 98.06¦ 98.34¦ 98.34¦ 20.29¦ 30.00¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦18.09.02 ¦09.01.01¦ 1.10 ¦ 93.97¦ 94.65¦ 94.50¦ 22.87¦ 22.77¦ 27004¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.01.01¦ 1.20 ¦ 95.20¦ 95.65¦ 95.61¦ 21.95¦ 56.07¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.01.01¦ 1.20 ¦ 95.70¦ 96.20¦ 95.90¦ 21.54¦ 75.99¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.01.01¦ 1.30 ¦ 96.10¦ 96.30¦ 96.29¦ 21.37¦ 48.42¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦09.10.02 ¦09.01.01¦ 4.90 ¦ 92.00¦ 92.95¦ 92.35¦ 23.28¦ 11.61¦ 27005¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.01.01¦ 0.00 ¦ 93.25¦ 93.53¦ 93.47¦ 22.17¦ 88.65¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.01.01¦ 0.10 ¦ 93.70¦ 94.18¦ 94.05¦ 21.57¦ 62.77¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.01.01¦ 0.10 ¦ 94.10¦ 94.35¦ 94.35¦ 21.46¦ 50.48¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.01.03 ¦09.01.01¦ 4.20 ¦ 89.00¦ 90.10¦ 89.85¦ 23.65¦ 10.26¦ 27006¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.01.01¦ 4.20 ¦ 89.99¦ 90.80¦ 90.80¦ 23.03¦ 45.08¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.01.01¦ 4.30 ¦ 90.70¦ 91.22¦ 90.84¦ 22.79¦ 51.36¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.01.01¦ 4.30 ¦ 90.95¦ 91.15¦ 91.15¦ 22.70¦ 53.27¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.02.03 ¦09.01.01¦ 3.40 ¦ 89.45¦ 89.80¦ 89.58¦ 23.80¦ 13.38¦ 27007¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.01.01¦ 3.50 ¦ 89.90¦ 90.60¦ 90.55¦ 23.20¦ 66.18¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.01.01¦ 3.50 ¦ 90.63¦ 91.07¦ 90.85¦ 22.91¦ 78.10¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.01.01¦ 3.60 ¦ 90.85¦ 91.02¦ 90.90¦ 22.73¦ 24.35¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.03 ¦09.01.01¦ 8.22 ¦ 72.50¦ 72.50¦ 72.50¦ 28.50¦ 0.02¦ 26001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.01.01¦ 8.25 ¦ 75.00¦ 75.00¦ 75.00¦ 26.42¦ 0.88¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.01.01¦ 8.27 ¦ 75.05¦ 75.54¦ 75.54¦ 26.12¦ 1.44¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.01.01¦ 8.30 ¦ 75.56¦ 76.30¦ 76.30¦ 25.69¦ 6.00¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.05.03 ¦09.01.01¦ 2.60 ¦ 87.20¦ 87.75¦ 87.42¦ 23.96¦ 102.08¦ 27008¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.01.01¦ 2.70 ¦ 88.04¦ 88.87¦ 88.80¦ 23.26¦ 89.90¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.01.01¦ 2.70 ¦ 89.00¦ 89.34¦ 89.19¦ 22.84¦ 46.11¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.01.01¦ 2.80 ¦ 89.11¦ 89.49¦ 89.49¦ 22.79¦ 5.95¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦04.06.03 ¦09.01.01¦ 1.90 ¦ 87.50¦ 87.85¦ 87.75¦ 23.91¦ 36.39¦ 27009¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.01.01¦ 1.90 ¦ 88.10¦ 88.90¦ 88.70¦ 23.34¦ 43.87¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.01.01¦ 2.00 ¦ 89.15¦ 89.50¦ 89.23¦ 22.75¦ 24.12¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.01.01¦ 2.00 ¦ 89.20¦ 89.41¦ 89.41¦ 22.80¦ 11.92¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦17.09.03 ¦09.01.01¦ 1.10 ¦ 85.30¦ 86.10¦ 86.10¦ 24.01¦ 16.59¦ 27010¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.01.01¦ 1.20 ¦ 86.55¦ 87.40¦ 87.35¦ 23.13¦ 47.96¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.01.01¦ 1.20 ¦ 87.57¦ 88.05¦ 87.61¦ 22.71¦ 16.73¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.01.01¦ 1.30 ¦ 87.80¦ 88.10¦ 88.10¦ 22.65¦ 24.74¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦08.10.03 ¦09.01.01¦ 4.90 ¦ 84.00¦ 84.45¦ 84.34¦ 23.86¦ 41.61¦ 27011¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.01.01¦ 0.00 ¦ 84.65¦ 85.27¦ 85.26¦ 23.32¦ 74.68¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.01.01¦ 0.10 ¦ 85.46¦ 85.90¦ 85.65¦ 22.92¦ 53.94¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.01.01¦ 0.10 ¦ 85.64¦ 86.12¦ 86.12¦ 22.78¦ 23.36¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦19.11.03 ¦09.01.01¦ 1.30 ¦ 72.80¦ 73.15¦ 73.15¦ 24.86¦ 25.38¦ 27012¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.01.01¦ 1.30 ¦ 73.20¦ 74.50¦ 74.35¦ 24.14¦ 48.76¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.01.01¦ 1.40 ¦ 74.30¦ 74.75¦ 74.50¦ 23.81¦ 39.80¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.01.01¦ 1.40 ¦ 74.50¦ 74.92¦ 74.90¦ 23.76¦ 60.95¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.01.04 ¦09.01.01¦ 4.20 ¦ 82.10¦ 82.70¦ 82.70¦ 24.00¦ 41.52¦ 28001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.01.01¦ 4.20 ¦ 83.10¦ 83.75¦ 83.60¦ 23.43¦ 38.32¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.01.01¦ 4.30 ¦ 83.65¦ 84.25¦ 83.76¦ 23.12¦ 47.63¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.01.01¦ 4.30 ¦ 83.80¦ 84.20¦ 84.15¦ 23.09¦ 21.16¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.04 ¦12.01.01¦ 8.30 ¦ 67.80¦ 67.85¦ 67.85¦ 26.00¦ 2.12¦ 26002¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.05 ¦10.01.01¦ 8.25 ¦ 60.00¦ 60.50¦ 60.50¦ 26.98¦ 5.50¦ 26003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.01.01¦ 8.27 ¦ 60.16¦ 61.50¦ 61.00¦ 26.44¦ 10.68¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.01.01¦ 8.30 ¦ 61.00¦ 61.49¦ 61.00¦ 26.34¦ 5.51¦ ¦
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 ¦ 62 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25014 ¦ 15.03.2001 ¦ 62 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25021 ¦ 17.01.2001 ¦ 5 ¦ 15.00 ¦ 74.79 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25023 ¦ 14.03.2001 ¦ 61 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25024 ¦ 14.02.2001 ¦ 33 ¦ 20.00 ¦ 99.73 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25027 ¦ 27.11.2001 ¦ 319 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2001 ¦ 319 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2001 ¦ 319 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2001 ¦ 62 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2001 ¦ 62 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2001 ¦ 62 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2001 ¦ 319 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27001 ¦ 07.02.2001 ¦ 26 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27002 ¦ 21.02.2001 ¦ 40 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27003 ¦ 07.03.2001 ¦ 54 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27004 ¦ 21.03.2001 ¦ 68 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27005 ¦ 11.04.2001 ¦ 89 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27006 ¦ 24.01.2001 ¦ 12 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27007 ¦ 07.02.2001 ¦ 26 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27008 ¦ 21.02.2001 ¦ 40 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27009 ¦ 07.03.2001 ¦ 54 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27010 ¦ 21.03.2001 ¦ 68 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27011 ¦ 11.04.2001 ¦ 89 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27012 ¦ 23.05.2001 ¦ 131 ¦ 10.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 28001 ¦ 24.01.2001 ¦ 12 ¦ 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¦ 19 ¦ 1 ¦ ¦ ¦ 2112.194¦ 887.806¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25013 ¦15.03.97¦15.03.01¦ 62 ¦ 1 ¦ ¦ ¦ 46.059¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 427 ¦ 1 ¦ ¦ ¦ 32.200¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25021 ¦21.01.98¦17.01.01¦ 5 ¦ 6 ¦ 21 ¦ ¦ 8895.017¦ 5172.167¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 243 ¦ 7 ¦ 19 ¦ ¦ 13078.548¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25024 ¦22.07.98¦15.08.01¦ 215 ¦ 1 ¦ ¦ ¦ 1847.420¦ 4343.224¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 319 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 684 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦1049 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 337 ¦ ¦ ¦ ¦ 33184.837¦ 1754.998¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 792 ¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦1158 ¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦1523 ¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦1415 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 390 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 495 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 509 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 614 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 635 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 740 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 754 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 859 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 873 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 978 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 999 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦1041 ¦ ¦ ¦ ¦ 8807.235¦ 8799.165¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦1104 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ Итого: ¦ ¦ ¦ ¦ ¦ ¦ ¦184162.825¦26893.510¦
L--------+--------+--------+-----+-------+------+--------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------¬
¦ ¦09.01.01¦10.01.01¦11.01.01¦12.01.01¦
+--------------------------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+
¦ ГКО ¦ 8.50 ¦ 8.56 ¦ 8.43 ¦ 7.52 ¦
+--------------------------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 18.02 ¦ 17.00 ¦ 16.63 ¦ 16.31 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 19.82 ¦ 17.57 ¦ 16.92 ¦ 16.57 ¦
+--------------------------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 23.48 ¦ 22.74 ¦ 22.34 ¦ 22.25 ¦
+--------------------------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+
¦ ГКО ¦ 8.50 ¦ 8.56 ¦ 8.43 ¦ 7.52 ¦
+--------------------------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 17.31 ¦ 21.68 ¦ 17.88 ¦ 19.51 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 19.82 ¦ 17.57 ¦ 16.92 ¦ 16.57 ¦
+--------------------------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 23.80 ¦ 22.86 ¦ 22.23 ¦ 22.06 ¦
+--------------------------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+
¦ ГКО ¦ 0.19 ¦ 0.53 ¦ 0.51 ¦ 0.12 ¦
+--------------------------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.32 ¦ 0.22 ¦ 1.12 ¦ 0.35 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.05 ¦ 0.13 ¦ 0.21 ¦ 0.31 ¦
+--------------------------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.28 ¦ 0.57 ¦ 0.54 ¦ 0.38 ¦
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---------¬
¦ ¦ 09.01.01¦ 10.01.01¦ 11.01.01¦ 12.01.01¦
+-----------------------+---------+---------+---------+---------+
¦Номинальная стоимость, ¦184162.83¦184162.83¦184162.83¦184162.83¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+
¦ГКО ¦ 2112.19¦ 2112.19¦ 2112.19¦ 2112.19¦
+-----------------------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 26098.96¦ 26098.96¦ 26098.96¦ 26098.96¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 33184.84¦ 33184.84¦ 33184.84¦ 33184.84¦
+-----------------------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦122766.84¦122766.84¦122766.84¦122766.84¦
+-----------------------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦170057.38¦171007.55¦171925.50¦172284.09¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+
¦ГКО ¦ 2101.42¦ 2101.84¦ 2102.48¦ 2103.96¦
+-----------------------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 26813.34¦ 26958.65¦ 27016.71¦ 27078.43¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 28041.19¦ 28552.23¦ 28711.52¦ 28804.44¦
+-----------------------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦113101.43¦113394.82¦114094.80¦114297.27¦
+-----------------------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 495.02¦ 497.77¦ 497.57¦ 496.65¦
+-----------------------+---------+---------+---------+---------+
¦ГКО ¦ 22.00¦ 21.00¦ 20.00¦ 19.00¦
+-----------------------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 177.28¦ 176.77¦ 176.40¦ 175.93¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 340.00¦ 339.00¦ 338.00¦ 337.00¦
+-----------------------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 617.56¦ 622.90¦ 622.58¦ 621.66¦
L-----------------------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

ПОСТАНОВЛЕНИЕ ФЭК РФ от 21.07.2000 n 36/7 (ред. от 12.01.2001) ОБ УТВЕРЖДЕНИИ РАЗМЕРА АБОНЕНТНОЙ ПЛАТЫ ЗА УСЛУГИ РАО ЕЭС РОССИИ ПО ОРГАНИЗАЦИИ ФУНКЦИОНИРОВАНИЯ И РАЗВИТИЮ ЕДИНОЙ ЭНЕРГЕТИЧЕСКОЙ СИСТЕМЫ РОССИИ ДЛЯ ОАО ДАГЭНЕРГО  »
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