БЮЛЛЕТЕНЬ ЦБ РФ от 22.12.2000 n 47 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 22 декабря 2000 г. N 47
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 55.688 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 ¦18.12.00¦ 98.83¦ 98.83¦ 98.83¦ 9.82¦ 0.00¦ 21143¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦19.12.00¦ 98.40¦ 98.64¦ 98.47¦ 13.19¦ 6.65¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦20.12.00¦ 98.53¦ 98.69¦ 98.63¦ 12.25¦ 5.78¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦21.12.00¦ 98.57¦ 98.60¦ 98.58¦ 12.82¦ 29.88¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦22.12.00¦ 98.60¦ 98.65¦ 98.65¦ 12.67¦ 13.38¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 3147.73 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 ¦18.12.00¦ 6.25 ¦100.05¦100.08¦100.05¦ 14.28¦ 23.64¦ 25021¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.12.00¦ 6.29 ¦100.01¦100.06¦100.01¦ 14.53¦ 68.41¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.12.00¦ 6.33 ¦100.00¦100.05¦100.04¦ 15.07¦ 128.94¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.12.00¦ 6.37 ¦ 99.97¦100.00¦100.00¦ 15.36¦ 82.61¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.12.00¦ 6.41 ¦ 99.99¦100.06¦100.02¦ 14.75¦ 56.91¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.08.01 ¦20.12.00¦ 6.90 ¦102.00¦102.00¦102.00¦ 17.18¦ 1.60¦ 25024¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.12.00¦ 7.01 ¦102.00¦102.00¦102.00¦ 17.16¦ 2.50¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦12.09.01 ¦18.12.00¦ 3.68 ¦ 97.60¦ 97.71¦ 97.65¦ 18.23¦ 70.88¦ 25023¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.12.00¦ 3.72 ¦ 97.50¦ 97.71¦ 97.51¦ 18.28¦ 49.55¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.12.00¦ 3.76 ¦ 97.50¦ 97.70¦ 97.58¦ 18.36¦ 84.00¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.12.00¦ 3.80 ¦ 97.40¦ 97.59¦ 97.45¦ 18.58¦ 24.76¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.12.00¦ 3.84 ¦ 97.43¦ 97.90¦ 97.57¦ 18.52¦ 31.62¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.12.01 ¦18.12.00¦ 0.00 ¦ 82.65¦ 82.92¦ 82.85¦ 20.99¦ 99.19¦ 25030¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.12.00¦ 0.00 ¦ 82.82¦ 83.49¦ 83.48¦ 20.44¦ 60.22¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.12.00¦ 0.00 ¦ 83.00¦ 83.40¦ 83.15¦ 20.31¦ 35.90¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.12.00¦ 0.00 ¦ 82.85¦ 83.18¦ 83.00¦ 20.84¦ 84.18¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.12.00¦ 0.00 ¦ 83.01¦ 83.20¦ 83.20¦ 20.77¦ 38.62¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦06.02.02 ¦18.12.00¦ 2.20 ¦ 97.85¦ 98.15¦ 98.14¦ 21.40¦ 17.84¦ 27001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.12.00¦ 2.30 ¦ 97.90¦ 98.25¦ 98.19¦ 21.15¦ 24.60¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.12.00¦ 2.30 ¦ 98.05¦ 98.89¦ 98.12¦ 20.94¦ 30.18¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.12.00¦ 2.40 ¦ 97.50¦ 97.98¦ 97.50¦ 21.90¦ 45.85¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.12.00¦ 2.40 ¦ 97.56¦ 98.25¦ 98.20¦ 21.39¦ 16.50¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.05.02 ¦18.12.00¦ 1.40 ¦ 96.00¦ 96.25¦ 96.25¦ 22.35¦ 17.05¦ 27002¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.12.00¦ 1.50 ¦ 96.20¦ 96.35¦ 96.23¦ 22.18¦ 11.05¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.12.00¦ 1.50 ¦ 96.10¦ 96.30¦ 96.19¦ 22.34¦ 15.96¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.12.00¦ 1.60 ¦ 95.50¦ 96.00¦ 95.65¦ 22.80¦ 28.40¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.12.00¦ 1.60 ¦ 95.70¦ 96.35¦ 95.95¦ 22.68¦ 13.73¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.06.02 ¦18.12.00¦ 0.70 ¦ 96.00¦ 96.03¦ 96.02¦ 22.45¦ 135.45¦ 27003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.12.00¦ 0.70 ¦ 96.10¦ 96.30¦ 96.30¦ 22.32¦ 8.06¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.12.00¦ 0.80 ¦ 95.96¦ 96.10¦ 96.00¦ 22.39¦ 18.15¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.12.00¦ 0.80 ¦ 95.05¦ 96.00¦ 95.05¦ 23.02¦ 49.11¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.12.00¦ 0.90 ¦ 95.40¦ 95.65¦ 95.42¦ 22.98¦ 66.76¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦18.09.02 ¦18.12.00¦ 4.90 ¦ 94.12¦ 94.30¦ 94.30¦ 23.14¦ 69.46¦ 27004¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.12.00¦ 4.90 ¦ 94.15¦ 94.38¦ 94.38¦ 23.09¦ 42.07¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.12.00¦ 0.00 ¦ 94.18¦ 94.30¦ 94.20¦ 23.15¦ 20.72¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.12.00¦ 0.10 ¦ 93.39¦ 94.21¦ 93.41¦ 23.72¦ 127.17¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.12.00¦ 0.10 ¦ 93.70¦ 93.90¦ 93.80¦ 23.49¦ 47.78¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦09.10.02 ¦18.12.00¦ 3.70 ¦ 92.05¦ 92.25¦ 92.10¦ 23.29¦ 16.70¦ 27005¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.12.00¦ 3.80 ¦ 91.81¦ 92.35¦ 92.35¦ 23.15¦ 20.47¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.12.00¦ 3.80 ¦ 91.75¦ 92.30¦ 92.10¦ 23.28¦ 9.68¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.12.00¦ 3.90 ¦ 91.30¦ 92.15¦ 91.30¦ 23.68¦ 109.57¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.12.00¦ 4.00 ¦ 91.50¦ 92.00¦ 91.79¦ 23.65¦ 30.84¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.01.03 ¦18.12.00¦ 3.00 ¦ 89.76¦ 90.28¦ 90.00¦ 23.55¦ 32.05¦ 27006¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.12.00¦ 3.00 ¦ 89.91¦ 90.00¦ 89.92¦ 23.54¦ 9.06¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.12.00¦ 3.10 ¦ 89.52¦ 89.80¦ 89.58¦ 23.68¦ 1.93¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.12.00¦ 3.10 ¦ 88.51¦ 89.72¦ 88.51¦ 24.22¦ 38.87¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.12.00¦ 3.20 ¦ 89.00¦ 89.36¦ 89.09¦ 24.20¦ 32.42¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.02.03 ¦18.12.00¦ 2.20 ¦ 89.63¦ 89.88¦ 89.70¦ 23.67¦ 37.36¦ 27007¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.12.00¦ 2.30 ¦ 89.75¦ 89.99¦ 89.75¦ 23.54¦ 11.49¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.12.00¦ 2.30 ¦ 89.52¦ 89.80¦ 89.57¦ 23.72¦ 2.57¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.12.00¦ 2.40 ¦ 88.80¦ 89.71¦ 88.99¦ 24.21¦ 47.73¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.12.00¦ 2.40 ¦ 88.80¦ 89.20¦ 88.95¦ 24.26¦ 20.54¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.03 ¦19.12.00¦ 7.64 ¦ 73.00¦ 73.00¦ 73.00¦ 27.59¦ 0.06¦ 26001¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.05.03 ¦18.12.00¦ 1.40 ¦ 87.95¦ 88.20¦ 87.95¦ 23.70¦ 41.03¦ 27008¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.12.00¦ 1.50 ¦ 87.85¦ 88.15¦ 87.85¦ 23.68¦ 17.75¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.12.00¦ 1.50 ¦ 87.60¦ 87.90¦ 87.80¦ 23.86¦ 6.63¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.12.00¦ 1.60 ¦ 86.10¦ 87.81¦ 86.10¦ 24.40¦ 38.36¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.12.00¦ 1.60 ¦ 87.00¦ 87.22¦ 87.08¦ 24.40¦ 12.40¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦04.06.03 ¦18.12.00¦ 0.70 ¦ 87.81¦ 88.05¦ 87.91¦ 23.76¦ 23.35¦ 27009¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.12.00¦ 0.70 ¦ 87.92¦ 88.07¦ 88.00¦ 23.73¦ 67.44¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.12.00¦ 0.80 ¦ 87.71¦ 88.05¦ 87.80¦ 23.79¦ 9.13¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.12.00¦ 0.80 ¦ 86.55¦ 87.87¦ 86.55¦ 24.35¦ 39.66¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.12.00¦ 0.90 ¦ 86.86¦ 87.20¦ 87.05¦ 24.40¦ 38.64¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦17.09.03 ¦18.12.00¦ 4.90 ¦ 86.11¦ 86.35¦ 86.30¦ 23.80¦ 10.19¦ 27010¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.12.00¦ 4.90 ¦ 86.45¦ 86.63¦ 86.55¦ 23.64¦ 9.77¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.12.00¦ 0.00 ¦ 86.27¦ 86.45¦ 86.27¦ 23.79¦ 23.13¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.12.00¦ 0.10 ¦ 85.05¦ 86.30¦ 85.05¦ 24.29¦ 88.57¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.12.00¦ 0.10 ¦ 85.30¦ 85.69¦ 85.42¦ 24.42¦ 49.08¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦08.10.03 ¦18.12.00¦ 3.70 ¦ 84.00¦ 84.20¦ 84.12¦ 24.01¦ 18.85¦ 27011¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.12.00¦ 3.80 ¦ 84.25¦ 84.45¦ 84.35¦ 23.82¦ 26.34¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.12.00¦ 3.80 ¦ 83.96¦ 84.30¦ 84.05¦ 24.08¦ 47.40¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.12.00¦ 3.90 ¦ 83.23¦ 84.03¦ 83.23¦ 24.37¦ 44.65¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.12.00¦ 4.00 ¦ 83.10¦ 83.60¦ 83.21¦ 24.51¦ 55.85¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦19.11.03 ¦18.12.00¦ 0.70 ¦ 72.70¦ 72.90¦ 72.70¦ 24.80¦ 1.56¦ 27012¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.12.00¦ 0.70 ¦ 72.60¦ 72.80¦ 72.60¦ 24.87¦ 40.86¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.12.00¦ 0.80 ¦ 72.05¦ 72.60¦ 72.27¦ 25.07¦ 56.93¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.12.00¦ 0.80 ¦ 71.65¦ 72.59¦ 71.65¦ 25.32¦ 34.05¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.12.00¦ 0.80 ¦ 71.70¦ 72.80¦ 71.99¦ 25.39¦ 13.25¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.01.04 ¦18.12.00¦ 3.00 ¦ 82.40¦ 82.75¦ 82.59¦ 23.98¦ 12.63¦ 28001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.12.00¦ 3.00 ¦ 82.50¦ 82.70¦ 82.60¦ 24.00¦ 20.88¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.12.00¦ 3.10 ¦ 82.30¦ 82.50¦ 82.40¦ 24.13¦ 11.28¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.12.00¦ 3.10 ¦ 81.21¦ 82.38¦ 81.25¦ 24.66¦ 50.42¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.12.00¦ 3.20 ¦ 81.20¦ 81.70¦ 81.32¦ 24.81¦ 62.18¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.04 ¦22.12.00¦ 7.73 ¦ 64.00¦ 64.02¦ 64.02¦ 28.32¦ 0.57¦ 26002¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.05 ¦18.12.00¦ 7.62 ¦ 60.18¦ 60.30¦ 60.20¦ 26.68¦ 1.74¦ 26003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.12.00¦ 7.64 ¦ 60.59¦ 61.00¦ 60.59¦ 26.33¦ 2.00¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.12.00¦ 7.67 ¦ 59.90¦ 60.00¦ 59.90¦ 26.83¦ 0.14¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.12.00¦ 7.70 ¦ 59.01¦ 59.40¦ 59.15¦ 27.37¦ 0.23¦ ¦
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 ¦ 83 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25014 ¦ 15.03.2001 ¦ 83 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25021 ¦ 17.01.2001 ¦ 26 ¦ 15.00 ¦ 74.79 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25023 ¦ 14.03.2001 ¦ 82 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25024 ¦ 14.02.2001 ¦ 54 ¦ 20.00 ¦ 99.73 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25027 ¦ 27.11.2001 ¦ 340 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2001 ¦ 340 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2001 ¦ 340 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2001 ¦ 83 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2001 ¦ 83 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2001 ¦ 83 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2001 ¦ 340 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27001 ¦ 07.02.2001 ¦ 47 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27002 ¦ 21.02.2001 ¦ 61 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27003 ¦ 07.03.2001 ¦ 75 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27004 ¦ 21.03.2001 ¦ 89 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27005 ¦ 10.01.2001 ¦ 19 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27006 ¦ 24.01.2001 ¦ 33 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27007 ¦ 07.02.2001 ¦ 47 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27008 ¦ 21.02.2001 ¦ 61 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27009 ¦ 07.03.2001 ¦ 75 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27010 ¦ 21.03.2001 ¦ 89 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27011 ¦ 10.01.2001 ¦ 19 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27012 ¦ 23.05.2001 ¦ 152 ¦ 10.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 28001 ¦ 24.01.2001 ¦ 33 ¦ 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¦ 40¦ 1 ¦ ¦ ¦ 2112.194¦ 887.806¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25013 ¦15.03.97¦15.03.01¦ 83¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 448¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25021 ¦21.01.98¦17.01.01¦ 26¦ 6 ¦ 21 ¦ ¦ 14723.818¦ 5172.167¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 264¦ 7 ¦ 19 ¦ ¦ 20341.394¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25024 ¦22.07.98¦15.08.01¦ 236¦ 1 ¦ ¦ ¦ 5655.776¦ 4343.224¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 340¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 705¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 1070¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 358¦ ¦ ¦ ¦ 33184.862¦ 1754.998¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 813¦ 1 ¦ ¦ ¦ 6138.415¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 1179¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1544¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 1436¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 411¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 516¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 530¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 635¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 656¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 761¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 775¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 880¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 894¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 999¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 1020¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 1062¦ ¦ ¦ ¦ 8807.235¦ 8799.165¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 1125¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ Итого: ¦ ¦ ¦ ¦ ¦ ¦ ¦230146.185¦26893.510¦
L--------+--------+--------+-----+-------+------+--------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦18.12.00¦19.12.00¦20.12.00¦21.12.00¦22.12.00¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 9.82 ¦ 13.19 ¦ 12.25 ¦ 12.82 ¦ 12.67 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 23.35 ¦ 23.45 ¦ 23.56 ¦ 24.05 ¦ 23.94 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 20.99 ¦ 20.44 ¦ 20.31 ¦ 20.84 ¦ 20.77 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 23.53 ¦ 23.45 ¦ 23.58 ¦ 24.08 ¦ 24.08 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 9.82 ¦ 13.19 ¦ 12.25 ¦ 12.82 ¦ 12.67 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 18.78 ¦ 18.78 ¦ 17.91 ¦ 17.96 ¦ 18.31 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 20.99 ¦ 20.44 ¦ 20.31 ¦ 20.84 ¦ 20.77 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 23.51 ¦ 23.61 ¦ 23.79 ¦ 24.08 ¦ 24.14 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.31 ¦ 0.27 ¦ 1.41 ¦ 0.63 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ ¦ ¦ ¦ ¦ ¦
¦ выпуска 25030) ¦ 0.14 ¦ 0.18 ¦ 0.33 ¦ 0.16 ¦ 0.14 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.30 ¦ 0.18 ¦ 0.11 ¦ 0.25 ¦ 0.12 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.21 ¦ 0.25 ¦ 0.20 ¦ 0.52 ¦ 0.37 ¦
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---------¬
¦ ¦ 18.12.00¦ 19.12.00¦ 20.12.00¦ 21.12.00¦ 22.12.00¦
+-----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость, ¦230146.31¦230146.31¦230146.31¦230146.19¦230146.19¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 2112.19¦ 2112.19¦ 2112.19¦ 2112.19¦ 2112.19¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 72082.29¦ 72082.29¦ 72082.29¦ 72082.29¦ 72082.29¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 33184.98¦ 33184.98¦ 33184.98¦ 33184.86¦ 33184.86¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦122766.84¦122766.84¦122766.84¦122766.84¦122766.84¦
+-----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦210971.96¦211334.73¦210255.38¦209373.43¦209502.87¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 2087.48¦ 2079.88¦ 2082.83¦ 2082.20¦ 2083.26¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 68873.26¦ 68911.06¦ 68871.26¦ 68816.65¦ 68846.46¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 27470.53¦ 27609.91¦ 27653.05¦ 27546.75¦ 27576.62¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦112540.68¦112733.88¦111648.24¦110927.82¦110996.54¦
+-----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 492.12¦ 491.34¦ 491.97¦ 489.87¦ 488.64¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 44.00¦ 43.00¦ 42.00¦ 41.00¦ 40.00¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 324.86¦ 324.36¦ 322.54¦ 320.53¦ 319.37¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 362.00¦ 361.00¦ 360.00¦ 359.00¦ 358.00¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 634.56¦ 633.60¦ 637.57¦ 635.85¦ 634.51¦
L-----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

<ТЕЛЕГРАММА> ЦБ РФ от 22.12.2000 n 196/1-Т <ОБ УСТАНОВЛЕНИИ 23 ДЕКАБРЯ 2000 ГОДА РАБОЧИМ ДНЕМ ДЛЯ ПОЛЕВЫХ УЧРЕЖДЕНИЙ РОСЦЕНТРОБАНКА>  »
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