БЮЛЛЕТЕНЬ ЦБ РФ от 15.12.2000 n 46 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 15 декабря 2000 г. N 46
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 47.433 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 ¦05.12.00¦ 97.86¦ 97.90¦ 97.89¦ 13.80¦ 9.81¦ 21143¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦06.12.00¦ 97.89¦ 97.93¦ 97.89¦ 13.91¦ 7.80¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦07.12.00¦ 97.93¦ 97.99¦ 97.95¦ 13.89¦ 12.96¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦08.12.00¦ 97.99¦ 98.07¦ 98.07¦ 13.58¦ 14.76¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦13.12.00¦ 98.69¦ 99.00¦ 98.69¦ 9.89¦ 0.10¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦14.12.00¦ 98.78¦ 98.78¦ 98.78¦ 9.39¦ 0.07¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦15.12.00¦ 98.62¦ 98.62¦ 98.62¦ 10.87¦ 1.93¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 6283.554 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 ¦04.12.00¦ 5.67 ¦ 99.94¦ 99.98¦ 99.95¦ 15.47¦ 84.41¦ 25021¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.12.00¦ 5.71 ¦ 99.98¦100.04¦100.04¦ 15.02¦ 105.86¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.12.00¦ 5.75 ¦100.00¦100.05¦100.01¦ 14.92¦ 165.94¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.12.00¦ 5.79 ¦100.02¦100.07¦100.04¦ 14.62¦ 646.85¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.12.00¦ 5.84 ¦100.04¦100.15¦100.15¦ 14.31¦ 57.19¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.12.00¦ 5.88 ¦100.15¦100.25¦100.18¦ 12.89¦ 78.30¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.12.00¦ 6.04 ¦100.06¦100.25¦100.25¦ 13.17¦ 438.70¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.12.00¦ 6.08 ¦100.17¦100.26¦100.23¦ 12.66¦ 61.09¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.12.00¦ 6.12 ¦100.11¦100.15¦100.13¦ 13.53¦ 68.04¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.01 ¦15.12.00¦ 7.53 ¦ 98.90¦ 98.95¦ 98.95¦ 14.21¦ 3.19¦ 25013¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.08.01 ¦04.12.00¦ 6.03 ¦101.10¦101.50¦101.40¦ 18.43¦ 51.00¦ 25024¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.12.00¦ 6.08 ¦101.40¦101.50¦101.40¦ 18.35¦ 44.80¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.12.00¦ 6.14 ¦101.30¦101.40¦101.40¦ 18.55¦ 31.06¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.12.00¦ 6.19 ¦101.55¦101.60¦101.60¦ 18.06¦ 3.39¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.12.00¦ 6.25 ¦101.80¦102.00¦102.00¦ 17.49¦ 6.82¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.12.00¦ 6.30 ¦102.00¦102.00¦102.00¦ 17.32¦ 0.40¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.12.00¦ 6.58 ¦102.00¦102.00¦102.00¦ 17.26¦ 1.00¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦12.09.01 ¦04.12.00¦ 3.15 ¦ 96.75¦ 97.30¦ 96.75¦ 18.85¦ 14.65¦ 25023¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.12.00¦ 3.18 ¦ 97.13¦ 97.35¦ 97.30¦ 18.67¦ 55.11¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.12.00¦ 3.22 ¦ 97.23¦ 97.30¦ 97.25¦ 18.72¦ 32.98¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.12.00¦ 3.26 ¦ 97.37¦ 97.45¦ 97.44¦ 18.41¦ 21.26¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.12.00¦ 3.30 ¦ 97.49¦ 97.60¦ 97.49¦ 18.26¦ 38.54¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.12.00¦ 3.34 ¦ 97.55¦ 97.85¦ 97.85¦ 17.83¦ 7.44¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.12.00¦ 3.49 ¦ 97.74¦ 97.78¦ 97.78¦ 17.95¦ 8.46¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.12.00¦ 3.53 ¦ 97.70¦ 97.90¦ 97.90¦ 17.87¦ 38.78¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.12.00¦ 3.57 ¦ 97.65¦ 98.10¦ 97.70¦ 17.95¦ 55.26¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.12.01 ¦04.12.00¦ 0.00 ¦ 81.10¦ 81.60¦ 81.10¦ 22.19¦ 22.72¦ 25030¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.12.00¦ 0.00 ¦ 81.25¦ 81.60¦ 81.55¦ 22.28¦ 78.09¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.12.00¦ 0.00 ¦ 81.35¦ 81.81¦ 81.80¦ 22.04¦ 89.86¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.12.00¦ 0.00 ¦ 81.60¦ 82.16¦ 82.15¦ 21.42¦ 68.93¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.12.00¦ 0.00 ¦ 81.85¦ 82.30¦ 82.00¦ 21.51¦ 35.02¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.12.00¦ 0.00 ¦ 82.28¦ 82.40¦ 82.40¦ 21.04¦ 62.64¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.12.00¦ 0.00 ¦ 82.01¦ 82.55¦ 82.50¦ 21.22¦ 53.42¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.12.00¦ 0.00 ¦ 82.31¦ 82.80¦ 82.80¦ 21.00¦ 130.06¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.12.00¦ 0.00 ¦ 82.30¦ 82.87¦ 82.65¦ 21.05¦ 116.57¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦06.02.02 ¦04.12.00¦ 1.40 ¦ 96.75¦ 97.15¦ 96.83¦ 22.81¦ 30.68¦ 27001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.12.00¦ 1.50 ¦ 96.85¦ 97.15¦ 97.15¦ 22.71¦ 47.13¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.12.00¦ 1.50 ¦ 97.30¦ 97.48¦ 97.30¦ 22.19¦ 3.80¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.12.00¦ 1.60 ¦ 97.50¦ 97.67¦ 97.60¦ 21.90¦ 27.42¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.12.00¦ 1.60 ¦ 97.30¦ 97.65¦ 97.53¦ 22.06¦ 37.71¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.12.00¦ 1.70 ¦ 97.51¦ 97.90¦ 97.90¦ 21.60¦ 3.50¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.12.00¦ 1.90 ¦ 97.60¦ 98.25¦ 98.25¦ 21.51¦ 25.64¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.12.00¦ 2.00 ¦ 97.61¦ 98.30¦ 98.30¦ 21.35¦ 29.58¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.12.00¦ 2.00 ¦ 97.94¦ 98.20¦ 98.07¦ 21.43¦ 115.37¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.05.02 ¦04.12.00¦ 0.70 ¦ 94.62¦ 95.05¦ 94.62¦ 23.61¦ 44.75¦ 27002¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.12.00¦ 0.70 ¦ 94.85¦ 95.15¦ 95.15¦ 23.54¦ 26.35¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.12.00¦ 0.80 ¦ 95.40¦ 95.70¦ 95.48¦ 22.99¦ 214.88¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.12.00¦ 0.80 ¦ 95.61¦ 95.90¦ 95.80¦ 22.79¦ 25.67¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.12.00¦ 0.90 ¦ 95.50¦ 95.71¦ 95.67¦ 22.82¦ 86.22¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.12.00¦ 0.90 ¦ 95.97¦ 96.07¦ 96.00¦ 22.51¦ 14.02¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.12.00¦ 1.20 ¦ 95.80¦ 96.10¦ 96.07¦ 22.40¦ 16.48¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.12.00¦ 1.20 ¦ 96.00¦ 96.30¦ 96.25¦ 22.36¦ 39.10¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.12.00¦ 1.30 ¦ 96.00¦ 96.25¦ 96.12¦ 22.27¦ 60.49¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.06.02 ¦04.12.00¦ 4.90 ¦ 94.67¦ 95.35¦ 94.67¦ 23.57¦ 48.45¦ 27003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.12.00¦ 4.90 ¦ 94.88¦ 95.03¦ 94.96¦ 23.56¦ 40.83¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.12.00¦ 0.00 ¦ 95.22¦ 95.45¦ 95.45¦ 23.15¦ 12.15¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.12.00¦ 0.10 ¦ 95.50¦ 95.80¦ 95.80¦ 22.77¦ 59.97¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.12.00¦ 0.10 ¦ 95.50¦ 95.80¦ 95.63¦ 22.88¦ 33.61¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.12.00¦ 0.20 ¦ 95.97¦ 96.00¦ 96.00¦ 22.47¦ 9.37¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.12.00¦ 0.40 ¦ 95.80¦ 96.10¦ 96.01¦ 22.46¦ 8.06¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.12.00¦ 0.40 ¦ 96.00¦ 96.20¦ 96.10¦ 22.46¦ 10.57¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.12.00¦ 0.50 ¦ 96.01¦ 96.25¦ 96.11¦ 22.32¦ 52.91¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦18.09.02 ¦04.12.00¦ 4.10 ¦ 93.10¦ 94.15¦ 93.10¦ 23.93¦ 38.17¦ 27004¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.12.00¦ 4.20 ¦ 93.12¦ 93.40¦ 93.28¦ 23.92¦ 71.01¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.12.00¦ 4.20 ¦ 93.46¦ 93.88¦ 93.81¦ 23.60¦ 12.26¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.12.00¦ 4.30 ¦ 93.99¦ 94.30¦ 94.15¦ 23.14¦ 34.14¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.12.00¦ 4.30 ¦ 93.75¦ 94.30¦ 94.15¦ 23.40¦ 24.69¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.12.00¦ 4.40 ¦ 94.00¦ 94.40¦ 94.38¦ 23.21¦ 12.90¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.12.00¦ 4.60 ¦ 94.03¦ 94.20¦ 94.13¦ 23.20¦ 5.59¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.12.00¦ 4.70 ¦ 94.12¦ 94.50¦ 94.48¦ 22.93¦ 19.21¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.12.00¦ 4.70 ¦ 94.20¦ 94.47¦ 94.20¦ 23.01¦ 52.68¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦09.10.02 ¦04.12.00¦ 3.00 ¦ 91.00¦ 91.98¦ 91.00¦ 24.08¦ 50.56¦ 27005¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.12.00¦ 3.00 ¦ 91.13¦ 91.50¦ 91.50¦ 23.97¦ 30.25¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.12.00¦ 3.10 ¦ 91.50¦ 92.00¦ 91.80¦ 23.58¦ 12.43¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.12.00¦ 3.10 ¦ 91.95¦ 92.31¦ 92.28¦ 23.23¦ 33.52¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.12.00¦ 3.20 ¦ 91.80¦ 92.00¦ 91.90¦ 23.43¦ 10.08¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.12.00¦ 3.20 ¦ 92.20¦ 92.30¦ 92.30¦ 23.19¦ 1.93¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.12.00¦ 3.50 ¦ 91.86¦ 92.20¦ 92.15¦ 23.19¦ 7.63¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.12.00¦ 3.50 ¦ 92.08¦ 92.42¦ 92.42¦ 23.13¦ 96.05¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.12.00¦ 3.60 ¦ 92.15¦ 92.35¦ 92.20¦ 23.12¦ 56.23¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.01.03 ¦04.12.00¦ 2.20 ¦ 88.86¦ 89.21¦ 89.09¦ 24.23¦ 9.32¦ 27006¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.12.00¦ 2.30 ¦ 89.11¦ 89.35¦ 89.35¦ 24.02¦ 51.16¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.12.00¦ 2.30 ¦ 89.60¦ 89.81¦ 89.74¦ 23.72¦ 59.19¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.12.00¦ 2.40 ¦ 89.89¦ 90.10¦ 90.05¦ 23.47¦ 31.58¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.12.00¦ 2.40 ¦ 89.65¦ 89.95¦ 89.89¦ 23.62¦ 16.78¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.12.00¦ 2.50 ¦ 90.20¦ 90.43¦ 90.43¦ 23.20¦ 7.18¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.12.00¦ 2.70 ¦ 89.84¦ 90.18¦ 90.15¦ 23.40¦ 6.77¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.12.00¦ 2.70 ¦ 89.90¦ 90.55¦ 90.19¦ 23.45¦ 19.67¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.12.00¦ 2.80 ¦ 89.80¦ 90.10¦ 89.90¦ 23.49¦ 49.68¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.02.03 ¦04.12.00¦ 1.40 ¦ 88.83¦ 89.42¦ 88.84¦ 24.05¦ 11.27¦ 27007¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.12.00¦ 1.50 ¦ 89.15¦ 89.40¦ 89.35¦ 24.03¦ 25.14¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.12.00¦ 1.50 ¦ 89.69¦ 89.80¦ 89.73¦ 23.76¦ 34.28¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.12.00¦ 1.60 ¦ 89.95¦ 90.20¦ 89.98¦ 23.50¦ 33.91¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.12.00¦ 1.60 ¦ 89.55¦ 90.00¦ 89.90¦ 23.71¦ 21.63¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.12.00¦ 1.70 ¦ 89.80¦ 90.30¦ 90.30¦ 23.41¦ 9.71¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.12.00¦ 1.90 ¦ 89.86¦ 90.20¦ 90.10¦ 23.43¦ 16.98¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.12.00¦ 2.00 ¦ 89.97¦ 90.15¦ 90.15¦ 23.46¦ 32.42¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.12.00¦ 2.00 ¦ 89.90¦ 90.02¦ 89.90¦ 23.53¦ 46.82¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.03 ¦07.12.00¦ 7.32 ¦ 73.30¦ 73.30¦ 73.30¦ 27.09¦ 0.21¦ 26001¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.05.03 ¦04.12.00¦ 0.70 ¦ 87.25¦ 87.70¦ 87.25¦ 23.99¦ 18.24¦ 27008¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.12.00¦ 0.70 ¦ 87.33¦ 87.65¦ 87.65¦ 24.09¦ 27.54¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.12.00¦ 0.80 ¦ 87.90¦ 88.00¦ 87.92¦ 23.75¦ 19.23¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.12.00¦ 0.80 ¦ 87.99¦ 88.38¦ 88.31¦ 23.50¦ 32.79¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.12.00¦ 0.90 ¦ 88.01¦ 88.31¦ 88.20¦ 23.54¦ 27.93¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.12.00¦ 0.90 ¦ 88.30¦ 88.65¦ 88.50¦ 23.37¦ 6.77¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.12.00¦ 1.20 ¦ 88.43¦ 88.50¦ 88.44¦ 23.36¦ 13.03¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.12.00¦ 1.20 ¦ 88.30¦ 88.89¦ 88.50¦ 23.45¦ 21.30¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.12.00¦ 1.30 ¦ 88.02¦ 88.35¦ 88.05¦ 23.53¦ 39.27¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦04.06.03 ¦04.12.00¦ 4.90 ¦ 87.05¦ 87.90¦ 87.70¦ 23.96¦ 40.60¦ 27009¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.12.00¦ 4.90 ¦ 87.39¦ 87.85¦ 87.85¦ 24.09¦ 30.86¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.12.00¦ 0.00 ¦ 88.00¦ 88.07¦ 88.04¦ 23.73¦ 26.55¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.12.00¦ 0.10 ¦ 88.15¦ 88.42¦ 88.32¦ 23.50¦ 22.68¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.12.00¦ 0.10 ¦ 88.20¦ 88.39¦ 88.30¦ 23.56¦ 31.76¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.12.00¦ 0.20 ¦ 88.51¦ 88.83¦ 88.52¦ 23.18¦ 7.39¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.12.00¦ 0.40 ¦ 88.50¦ 88.80¦ 88.50¦ 23.18¦ 7.36¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.12.00¦ 0.40 ¦ 88.38¦ 88.90¦ 88.55¦ 23.44¦ 15.42¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.12.00¦ 0.50 ¦ 88.01¦ 88.40¦ 88.04¦ 23.56¦ 36.44¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦17.09.03 ¦04.12.00¦ 4.10 ¦ 85.90¦ 86.80¦ 86.10¦ 23.65¦ 91.56¦ 27010¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.12.00¦ 4.20 ¦ 85.99¦ 86.25¦ 86.25¦ 23.91¦ 18.37¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.12.00¦ 4.20 ¦ 86.12¦ 86.70¦ 86.50¦ 23.71¦ 8.69¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.12.00¦ 4.30 ¦ 86.76¦ 87.25¦ 87.24¦ 23.45¦ 21.42¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.12.00¦ 4.30 ¦ 86.65¦ 86.81¦ 86.72¦ 23.56¦ 12.23¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.12.00¦ 4.40 ¦ 87.00¦ 87.30¦ 87.00¦ 23.30¦ 8.25¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.12.00¦ 4.60 ¦ 86.76¦ 86.90¦ 86.90¦ 23.45¦ 2.81¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.12.00¦ 4.70 ¦ 86.80¦ 87.30¦ 87.15¦ 23.40¦ 18.59¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.12.00¦ 4.70 ¦ 86.41¦ 86.70¦ 86.60¦ 23.60¦ 20.39¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦08.10.03 ¦04.12.00¦ 3.00 ¦ 83.90¦ 84.53¦ 83.90¦ 24.05¦ 11.98¦ 27011¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.12.00¦ 3.00 ¦ 83.85¦ 84.40¦ 84.21¦ 24.07¦ 24.62¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.12.00¦ 3.10 ¦ 84.11¦ 84.55¦ 84.38¦ 23.79¦ 16.27¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.12.00¦ 3.10 ¦ 84.81¦ 84.93¦ 84.90¦ 23.55¦ 19.83¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.12.00¦ 3.20 ¦ 84.10¦ 84.87¦ 84.52¦ 23.67¦ 22.16¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.12.00¦ 3.20 ¦ 84.95¦ 85.25¦ 85.20¦ 23.39¦ 14.15¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.12.00¦ 3.50 ¦ 84.68¦ 85.00¦ 85.00¦ 23.47¦ 2.36¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.12.00¦ 3.50 ¦ 84.40¦ 84.97¦ 84.97¦ 23.66¦ 65.19¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.12.00¦ 3.60 ¦ 84.20¦ 84.40¦ 84.25¦ 23.87¦ 43.45¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦19.11.03 ¦04.12.00¦ 0.30 ¦ 72.10¦ 72.40¦ 72.10¦ 25.03¦ 12.19¦ 27012¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.12.00¦ 0.40 ¦ 72.39¦ 72.90¦ 72.90¦ 24.68¦ 16.98¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.12.00¦ 0.40 ¦ 73.00¦ 73.25¦ 73.10¦ 24.35¦ 25.30¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.12.00¦ 0.40 ¦ 73.10¦ 73.45¦ 73.45¦ 24.27¦ 29.72¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.12.00¦ 0.40 ¦ 72.91¦ 73.30¦ 73.15¦ 24.47¦ 39.56¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.12.00¦ 0.50 ¦ 73.11¦ 73.43¦ 73.42¦ 24.27¦ 37.99¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.12.00¦ 0.60 ¦ 73.11¦ 73.22¦ 73.21¦ 24.41¦ 3.70¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.12.00¦ 0.60 ¦ 72.99¦ 73.50¦ 73.11¦ 24.52¦ 8.54¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.12.00¦ 0.60 ¦ 72.87¦ 73.00¦ 72.91¦ 24.64¦ 48.84¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.01.04 ¦04.12.00¦ 2.20 ¦ 82.30¦ 83.00¦ 82.33¦ 24.03¦ 27.29¦ 28001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.12.00¦ 2.30 ¦ 82.37¦ 82.85¦ 82.85¦ 24.05¦ 19.08¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.12.00¦ 2.30 ¦ 82.65¦ 83.15¦ 82.65¦ 23.79¦ 27.33¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.12.00¦ 2.40 ¦ 83.26¦ 83.45¦ 83.45¦ 23.55¦ 24.10¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.12.00¦ 2.40 ¦ 83.15¦ 83.39¦ 83.15¦ 23.63¦ 14.36¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.12.00¦ 2.50 ¦ 83.46¦ 83.62¦ 83.60¦ 23.41¦ 10.18¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.12.00¦ 2.70 ¦ 83.11¦ 83.45¦ 83.40¦ 23.51¦ 9.47¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.12.00¦ 2.70 ¦ 83.17¦ 83.40¦ 83.40¦ 23.63¦ 61.30¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.12.00¦ 2.80 ¦ 82.75¦ 83.33¦ 82.75¦ 23.82¦ 36.20¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.04 ¦06.12.00¦ 7.29 ¦ 67.00¦ 67.05¦ 67.05¦ 26.06¦ 2.02¦ 26002¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.12.00¦ 7.32 ¦ 67.01¦ 67.01¦ 67.01¦ 26.07¦ 3.18¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.12.00¦ 7.34 ¦ 64.00¦ 66.10¦ 66.10¦ 27.02¦ 4.31¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.12.00¦ 7.48 ¦ 64.16¦ 64.16¦ 64.16¦ 28.07¦ 0.00¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.05 ¦04.12.00¦ 7.23 ¦ 59.70¦ 60.49¦ 60.34¦ 26.41¦ 2.01¦ 26003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.12.00¦ 7.26 ¦ 59.90¦ 60.40¦ 60.40¦ 26.45¦ 4.12¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.12.00¦ 7.29 ¦ 60.50¦ 60.50¦ 60.50¦ 26.38¦ 3.00¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.12.00¦ 7.32 ¦ 60.50¦ 60.65¦ 60.55¦ 26.31¦ 1.83¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.12.00¦ 7.34 ¦ 60.00¦ 60.00¦ 60.00¦ 26.70¦ 0.13¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.12.00¦ 7.37 ¦ 60.50¦ 60.60¦ 60.60¦ 26.36¦ 4.00¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.12.00¦ 7.48 ¦ 60.60¦ 60.60¦ 60.60¦ 26.39¦ 0.90¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.12.00¦ 7.51 ¦ 60.60¦ 60.60¦ 60.60¦ 26.40¦ 0.01¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.12.00¦ 7.53 ¦ 60.20¦ 60.50¦ 60.30¦ 26.56¦ 2.90¦ ¦
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 ¦ 90 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25014 ¦ 15.03.2001 ¦ 90 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25021 ¦ 17.01.2001 ¦ 33 ¦ 15.00 ¦ 74.79 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25023 ¦ 14.03.2001 ¦ 89 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25024 ¦ 14.02.2001 ¦ 61 ¦ 20.00 ¦ 99.73 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25027 ¦ 27.11.2001 ¦ 347 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2001 ¦ 347 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2001 ¦ 347 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2001 ¦ 90 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2001 ¦ 90 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2001 ¦ 90 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2001 ¦ 347 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27001 ¦ 07.02.2001 ¦ 54 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27002 ¦ 21.02.2001 ¦ 68 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27003 ¦ 07.03.2001 ¦ 82 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27004 ¦ 20.12.2000 ¦ 5 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27005 ¦ 10.01.2001 ¦ 26 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27006 ¦ 24.01.2001 ¦ 40 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27007 ¦ 07.02.2001 ¦ 54 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27008 ¦ 21.02.2001 ¦ 68 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27009 ¦ 07.03.2001 ¦ 82 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27010 ¦ 20.12.2000 ¦ 5 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27011 ¦ 10.01.2001 ¦ 26 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27012 ¦ 23.05.2001 ¦ 159 ¦ 10.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 28001 ¦ 24.01.2001 ¦ 40 ¦ 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¦ 47 ¦ 1 ¦ ¦ ¦ 2112.194¦ 887.806¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25013 ¦15.03.97¦15.03.01¦ 90 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 455 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25021 ¦21.01.98¦17.01.01¦ 33 ¦ 6 ¦ 21 ¦ ¦ 14723.818¦ 5172.167¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 271 ¦ 7 ¦ 19 ¦ ¦ 20341.394¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25024 ¦22.07.98¦15.08.01¦ 243 ¦ 1 ¦ ¦ ¦ 5655.776¦ 4343.224¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 347 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 712 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦1077 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 365 ¦ ¦ ¦ ¦ 33184.984¦ 1754.998¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 820 ¦ 1 ¦ ¦ ¦ 6138.415¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦1186 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦1551 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦1443 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 418 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 523 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 537 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 642 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 663 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 768 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 782 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 887 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 901 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦1006 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦1027 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦1069 ¦ ¦ ¦ ¦ 8807.235¦ 8799.165¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦1132 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ Итого: ¦ ¦ ¦ ¦ ¦ ¦ ¦230146.307¦26893.510¦
L--------+--------+--------+-----+-------+------+--------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
----------------------T--------T--------T--------T--------T--------T--------T--------T--------T--------¬
¦ ¦04.12.00¦05.12.00¦06.12.00¦07.12.00¦08.12.00¦09.12.00¦13.12.00¦14.12.00¦15.12.00¦
+---------------------+--------+--------+--------+--------+--------+--------+--------+--------+--------+
¦1. Индикаторы ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦
¦ (% годовых): ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦
+---------------------+--------+--------+--------+--------+--------+--------+--------+--------+--------+
¦а) рыночного ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦
¦ портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦
+---------------------+--------+--------+--------+--------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 14.62 ¦ 13.80 ¦ 13.91 ¦ 13.89 ¦ 13.58 ¦ 12.38 ¦ 9.89 ¦ 9.39 ¦ 10.87 ¦
+---------------------+--------+--------+--------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 23.24 ¦ 23.19 ¦ 22.97 ¦ 22.82 ¦ 23.03 ¦ 22.67 ¦ 22.99 ¦ 22.97 ¦ 23.18 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦
+---------------------+--------+--------+--------+--------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 22.19 ¦ 22.28 ¦ 22.04 ¦ 21.42 ¦ 21.51 ¦ 21.04 ¦ 21.22 ¦ 21.00 ¦ 21.05 ¦
+---------------------+--------+--------+--------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 23.97 ¦ 23.96 ¦ 23.63 ¦ 23.37 ¦ 23.50 ¦ 23.21 ¦ 23.26 ¦ 23.30 ¦ 23.39 ¦
+---------------------+--------+--------+--------+--------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**>¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦
+---------------------+--------+--------+--------+--------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 13.80 ¦ 13.91 ¦ 13.89 ¦ 13.58 ¦ 0.00 ¦ 9.89 ¦ 9.39 ¦ 10.87 ¦
+---------------------+--------+--------+--------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 18.70 ¦ 18.97 ¦ 18.93 ¦ 16.70 ¦ 19.41 ¦ 19.75 ¦ 18.11 ¦ 16.97 ¦ 18.59 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦
+---------------------+--------+--------+--------+--------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 22.19 ¦ 22.28 ¦ 22.04 ¦ 21.42 ¦ 21.51 ¦ 21.04 ¦ 21.22 ¦ 21.00 ¦ 21.05 ¦
+---------------------+--------+--------+--------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 23.83 ¦ 23.90 ¦ 23.74 ¦ 23.33 ¦ 23.41 ¦ 23.47 ¦ 23.01 ¦ 23.32 ¦ 23.40 ¦
+---------------------+--------+--------+--------+--------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦
+---------------------+--------+--------+--------+--------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.46 ¦ 0.37 ¦ 0.61 ¦ 0.70 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.09 ¦
+---------------------+--------+--------+--------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.23 ¦ 0.32 ¦ 0.36 ¦ 0.99 ¦ 0.16 ¦ 0.14 ¦ 0.07 ¦ 0.15 ¦ 0.19 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦
+---------------------+--------+--------+--------+--------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.07 ¦ 0.24 ¦ 0.27 ¦ 0.21 ¦ 0.11 ¦ 0.19 ¦ 0.16 ¦ 0.39 ¦ 0.35 ¦
+---------------------+--------+--------+--------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.36 ¦ 0.36 ¦ 0.22 ¦ 0.33 ¦ 0.31 ¦ 0.11 ¦ 0.10 ¦ 0.30 ¦ 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---------T---------T---------T---------T---------¬
¦ ¦ 04.12.00¦ 05.12.00¦ 06.12.00¦ 07.12.00¦ 08.12.00¦ 09.12.00¦ 13.12.00¦ 14.12.00¦ 15.12.00¦
+----------------------+---------+---------+---------+---------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦229745.76¦229770.08¦229938.96¦229965.16¦230142.77¦230142.77¦230146.31¦230146.31¦230146.31¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+---------+---------+---------+---------+
¦ГКО ¦ 2112.19¦ 2112.19¦ 2112.19¦ 2112.19¦ 2112.19¦ 2112.19¦ 2112.19¦ 2112.19¦ 2112.19¦
+----------------------+---------+---------+---------+---------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 72082.29¦ 72082.29¦ 72082.29¦ 72082.29¦ 72082.29¦ 72082.29¦ 72082.29¦ 72082.29¦ 72082.29¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 33184.98¦ 33184.98¦ 33184.98¦ 33184.98¦ 33184.98¦ 33184.98¦ 33184.98¦ 33184.98¦ 33184.98¦
+----------------------+---------+---------+---------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦122366.29¦122390.61¦122559.49¦122585.69¦122763.30¦122763.30¦122766.84¦122766.84¦122766.84¦
+----------------------+---------+---------+---------+---------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦209137.94¦209303.03¦209171.26¦209924.13¦209848.95¦210643.13¦210855.57¦210970.71¦210909.81¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+---------+---------+---------+---------+
¦ГКО ¦ 2062.35¦ 2067.63¦ 2068.05¦ 2068.89¦ 2070.58¦ 2070.58¦ 2084.52¦ 2086.43¦ 2083.05¦
+----------------------+---------+---------+---------+---------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 68527.16¦ 68584.15¦ 68609.54¦ 68704.33¦ 68646.69¦ 68790.53¦ 68788.24¦ 68831.90¦ 68847.01¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 26995.98¦ 26989.35¦ 27059.04¦ 27215.01¦ 27208.37¦ 27331.15¦ 27347.75¦ 27410.80¦ 27414.12¦
+----------------------+---------+---------+---------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦111552.44¦111661.91¦111434.64¦111935.90¦111923.31¦112450.86¦112635.07¦112641.59¦112565.63¦
+----------------------+---------+---------+---------+---------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 503.63¦ 502.62¦ 504.88¦ 504.31¦ 502.85¦ 502.43¦ 498.07¦ 496.81¦ 495.43¦
+----------------------+---------+---------+---------+---------+---------+---------+---------+---------+---------+
¦ГКО ¦ 58.00¦ 57.00¦ 56.00¦ 55.00¦ 54.00¦ 53.00¦ 49.00¦ 48.00¦ 47.00¦
+----------------------+---------+---------+---------+---------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 341.21¦ 340.11¦ 339.48¦ 338.56¦ 335.86¦ 335.38¦ 330.40¦ 329.33¦ 327.97¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 376.00¦ 375.00¦ 374.00¦ 373.00¦ 372.00¦ 371.00¦ 367.00¦ 366.00¦ 365.00¦
+----------------------+---------+---------+---------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 642.52¦ 641.54¦ 646.84¦ 646.28¦ 645.39¦ 644.85¦ 640.60¦ 639.30¦ 637.92¦
L----------------------+---------+---------+---------+---------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России
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<ПИСЬМО> Минфина РФ от 15.12.2000 n 29-01-506 <О ПОРЯДКЕ ПРОВЕДЕНИЯ ОТКРЫТОГО КОНКУРСА СРЕДИ КРЕДИТНЫХ ОРГАНИЗАЦИЙ ПО ОПРЕДЕЛЕНИЮ ПЛАТЕЖНОГО АГЕНТА ДЛЯ ОБСЛУЖИВАНИЯ ОБЛИГАЦИЙ ГОСУДАРСТВЕННОГО СБЕРЕГАТЕЛЬНОГО ЗАЙМА РОССИЙСКОЙ ФЕДЕРАЦИИ>  »
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