БЮЛЛЕТЕНЬ ЦБ РФ от 01.12.2000 n 45 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 1 декабря 2000 г. N 45
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 62.258 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 ¦27.11.00¦ 97.80¦ 97.84¦ 97.80¦ 12.57¦ 18.70¦ 21143¦
+---------+--------+------+------+------+--------+-------+-------+
¦ ¦28.11.00¦ 97.60¦ 97.75¦ 97.60¦ 13.49¦ 11.50¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦ ¦29.11.00¦ 97.60¦ 97.65¦ 97.63¦ 14.13¦ 19.15¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦ ¦30.11.00¦ 97.60¦ 97.72¦ 97.60¦ 14.23¦ 2.91¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦ ¦01.12.00¦ 97.64¦ 97.64¦ 97.64¦ 14.46¦ 10.00¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 3553.113 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 ¦27.11.00¦ 5.38 ¦ 99.99¦100.15¦100.15¦ 15.14 ¦ 125.32¦ 25021¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.11.00¦ 5.42 ¦ 99.94¦100.05¦ 99.97¦ 15.21 ¦ 394.10¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.11.00¦ 5.47 ¦ 99.95¦100.01¦ 99.97¦ 15.21 ¦ 165.81¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.11.00¦ 5.51 ¦ 99.94¦100.00¦ 99.97¦ 15.45 ¦ 46.04¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.12.00¦ 5.55 ¦ 99.95¦ 99.99¦ 99.99¦ 15.29 ¦ 68.91¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.01 ¦30.11.00¦ 7.12 ¦ 98.50¦ 98.50¦ 98.50¦ 15.16 ¦ 0.20¦ 25013¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.08.01 ¦27.11.00¦ 5.64 ¦102.20¦102.22¦102.20¦ 17.15 ¦ 8.60¦ 25024¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.11.00¦ 5.70 ¦101.50¦102.00¦101.50¦ 17.85 ¦ 15.61¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.11.00¦ 5.75 ¦101.50¦101.55¦101.50¦ 18.27 ¦ 8.00¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.11.00¦ 5.81 ¦101.40¦101.50¦101.40¦ 18.43 ¦ 21.50¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦12.09.01 ¦27.11.00¦ 2.88 ¦ 97.70¦ 97.90¦ 97.80¦ 17.70 ¦ 35.88¦ 25023¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.11.00¦ 2.92 ¦ 97.40¦ 97.70¦ 97.40¦ 18.24 ¦ 77.88¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.11.00¦ 2.95 ¦ 97.25¦ 97.45¦ 97.45¦ 18.45 ¦ 28.59¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.11.00¦ 2.99 ¦ 97.24¦ 97.35¦ 97.26¦ 18.59 ¦ 106.33¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.12.00¦ 3.03 ¦ 97.26¦ 97.32¦ 97.32¦ 18.57 ¦ 36.75¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.12.01 ¦27.11.00¦ 0.00 ¦ 81.80¦ 82.39¦ 81.80¦ 20.71 ¦ 60.45¦ 25030¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.11.00¦ 0.00 ¦ 81.40¦ 81.75¦ 81.50¦ 21.49 ¦ 44.82¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.11.00¦ 0.00 ¦ 81.12¦ 81.98¦ 81.98¦ 21.65 ¦ 104.03¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.11.00¦ 0.00 ¦ 81.65¦ 82.05¦ 81.65¦ 21.13 ¦ 53.27¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.12.00¦ 0.00 ¦ 81.35¦ 81.80¦ 81.80¦ 21.79 ¦ 61.30¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦06.02.02 ¦27.11.00¦ 1.00 ¦ 98.00¦ 98.05¦ 98.00¦ 21.52 ¦ 14.04¦ 27001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.11.00¦ 1.10 ¦ 97.30¦ 98.00¦ 97.65¦ 21.89 ¦ 91.60¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.11.00¦ 1.20 ¦ 97.00¦ 98.00¦ 97.95¦ 21.71 ¦ 29.38¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.11.00¦ 1.20 ¦ 97.55¦ 97.99¦ 97.60¦ 21.88 ¦ 47.91¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.12.00¦ 1.30 ¦ 97.25¦ 97.60¦ 97.27¦ 22.21 ¦ 8.45¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.05.02 ¦27.11.00¦ 0.30 ¦ 95.00¦ 96.45¦ 96.20¦ 22.24 ¦ 13.25¦ 27002¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.11.00¦ 0.30 ¦ 95.51¦ 96.30¦ 95.66¦ 22.71 ¦ 23.42¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.11.00¦ 0.40 ¦ 95.00¦ 96.10¦ 96.10¦ 22.74 ¦ 20.22¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.11.00¦ 0.40 ¦ 95.80¦ 96.95¦ 95.80¦ 21.84 ¦ 49.59¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.12.00¦ 0.50 ¦ 95.40¦ 96.00¦ 95.65¦ 22.99 ¦ 35.31¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.06.02 ¦27.11.00¦ 4.50 ¦ 96.25¦ 96.40¦ 96.30¦ 22.21 ¦ 24.97¦ 27003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.11.00¦ 4.60 ¦ 95.35¦ 96.30¦ 95.65¦ 22.56 ¦ 94.38¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.11.00¦ 4.60 ¦ 95.10¦ 95.95¦ 95.95¦ 22.85 ¦ 21.71¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.11.00¦ 4.70 ¦ 95.55¦ 97.00¦ 95.55¦ 21.89 ¦ 37.86¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.12.00¦ 4.70 ¦ 95.30¦ 96.00¦ 95.40¦ 22.71 ¦ 1.39¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦18.09.02 ¦27.11.00¦ 3.70 ¦ 95.00¦ 95.14¦ 95.10¦ 22.40 ¦ 51.85¦ 27004¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.11.00¦ 3.80 ¦ 94.25¦ 94.80¦ 94.30¦ 22.90 ¦ 35.53¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.11.00¦ 3.80 ¦ 93.36¦ 94.75¦ 94.75¦ 22.99 ¦ 47.56¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.11.00¦ 3.90 ¦ 94.30¦ 95.10¦ 94.30¦ 22.84 ¦ 54.44¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.12.00¦ 4.00 ¦ 93.65¦ 94.30¦ 93.65¦ 23.33 ¦ 11.23¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦09.10.02 ¦27.11.00¦ 2.60 ¦ 92.57¦ 92.65¦ 92.60¦ 22.86 ¦ 10.71¦ 27005¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.11.00¦ 2.60 ¦ 91.42¦ 92.23¦ 91.60¦ 23.59 ¦ 57.56¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.11.00¦ 2.70 ¦ 91.24¦ 92.13¦ 92.13¦ 23.59 ¦ 11.01¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.11.00¦ 2.70 ¦ 91.80¦ 93.20¦ 91.85¦ 23.05 ¦ 48.58¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.12.00¦ 2.80 ¦ 91.52¦ 92.00¦ 91.55¦ 23.63 ¦ 5.75¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.01.03 ¦27.11.00¦ 1.80 ¦ 90.15¦ 90.60¦ 90.15¦ 23.34 ¦ 9.71¦ 27006¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.11.00¦ 1.90 ¦ 88.71¦ 90.06¦ 89.69¦ 23.66 ¦ 18.61¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.11.00¦ 1.90 ¦ 89.37¦ 90.20¦ 90.20¦ 23.66 ¦ 11.97¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.11.00¦ 2.00 ¦ 89.83¦ 90.98¦ 89.85¦ 22.98 ¦ 60.34¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.12.00¦ 2.00 ¦ 89.40¦ 89.90¦ 89.40¦ 23.96 ¦ 2.01¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.02.03 ¦27.11.00¦ 1.00 ¦ 90.11¦ 90.35¦ 90.27¦ 23.36 ¦ 17.67¦ 27007¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.11.00¦ 1.10 ¦ 89.37¦ 90.48¦ 89.55¦ 23.83 ¦ 26.34¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.11.00¦ 1.20 ¦ 89.20¦ 89.96¦ 89.72¦ 23.74 ¦ 6.83¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.11.00¦ 1.20 ¦ 90.05¦ 90.75¦ 90.11¦ 23.22 ¦ 35.91¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.12.00¦ 1.30 ¦ 89.50¦ 90.00¦ 89.73¦ 23.80 ¦ 15.30¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.05.03 ¦27.11.00¦ 0.30 ¦ 87.40¦ 88.55¦ 88.25¦ 23.41 ¦ 13.25¦ 27008¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.11.00¦ 0.30 ¦ 87.90¦ 88.30¦ 87.90¦ 23.61 ¦ 9.02¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.11.00¦ 0.40 ¦ 87.62¦ 88.55¦ 88.55¦ 23.59 ¦ 51.96¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.11.00¦ 0.40 ¦ 88.38¦ 89.20¦ 88.41¦ 23.21 ¦ 54.72¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.12.00¦ 0.50 ¦ 87.80¦ 88.50¦ 87.86¦ 23.73 ¦ 42.47¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦04.06.03 ¦27.11.00¦ 4.50 ¦ 88.63¦ 88.78¦ 88.70¦ 23.26 ¦ 27.20¦ 27009¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.11.00¦ 4.60 ¦ 87.75¦ 88.65¦ 87.80¦ 23.52 ¦ 21.25¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.11.00¦ 4.60 ¦ 87.67¦ 88.55¦ 88.55¦ 23.67 ¦ 39.59¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.11.00¦ 4.70 ¦ 88.06¦ 89.40¦ 88.35¦ 23.21 ¦ 57.51¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.12.00¦ 4.70 ¦ 87.95¦ 88.50¦ 87.95¦ 23.74 ¦ 15.17¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦17.09.03 ¦27.11.00¦ 3.70 ¦ 87.40¦ 87.51¦ 87.51¦ 23.09 ¦ 24.91¦ 27010¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.11.00¦ 3.80 ¦ 86.45¦ 87.40¦ 86.50¦ 23.56 ¦ 43.07¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.11.00¦ 3.80 ¦ 86.22¦ 87.19¦ 87.19¦ 23.56 ¦ 14.93¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.11.00¦ 3.90 ¦ 87.00¦ 87.85¦ 87.00¦ 23.13 ¦ 67.29¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.12.00¦ 4.00 ¦ 86.55¦ 87.00¦ 86.60¦ 23.56 ¦ 30.21¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦08.10.03 ¦27.11.00¦ 2.60 ¦ 85.05¦ 85.52¦ 85.05¦ 23.41 ¦ 6.13¦ 27011¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.11.00¦ 2.60 ¦ 84.22¦ 84.75¦ 84.45¦ 23.88 ¦ 18.99¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.11.00¦ 2.70 ¦ 84.03¦ 85.07¦ 85.07¦ 23.81 ¦ 48.68¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.11.00¦ 2.70 ¦ 84.71¦ 85.80¦ 85.00¦ 23.32 ¦ 86.80¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.12.00¦ 2.80 ¦ 84.41¦ 85.00¦ 84.50¦ 23.77 ¦ 14.36¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦19.11.03 ¦27.11.00¦ 0.10 ¦ 72.70¦ 73.00¦ 73.00¦ 24.48 ¦ 30.29¦ 27012¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.11.00¦ 0.20 ¦ 72.00¦ 73.00¦ 72.55¦ 24.75 ¦ 82.52¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.11.00¦ 0.20 ¦ 72.00¦ 73.00¦ 73.00¦ 24.65 ¦ 65.62¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.11.00¦ 0.20 ¦ 72.75¦ 73.20¦ 73.10¦ 24.43 ¦ 35.84¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.12.00¦ 0.20 ¦ 72.31¦ 72.60¦ 72.50¦ 24.85 ¦ 13.02¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.01.04 ¦27.11.00¦ 1.80 ¦ 83.55¦ 84.00¦ 83.55¦ 23.40 ¦ 3.53¦ 28001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.11.00¦ 1.90 ¦ 83.01¦ 83.57¦ 83.01¦ 23.70 ¦ 10.72¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.11.00¦ 1.90 ¦ 82.73¦ 83.60¦ 83.60¦ 23.66 ¦ 26.40¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.11.00¦ 2.00 ¦ 83.38¦ 84.20¦ 83.45¦ 23.25 ¦ 57.48¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.12.00¦ 2.00 ¦ 83.00¦ 83.50¦ 83.35¦ 23.69 ¦ 0.42¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.04 ¦30.11.00¦ 7.12 ¦ 66.99¦ 66.99¦ 66.99¦ 26.00 ¦ 0.01¦ 26002¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.05 ¦27.11.00¦ 7.04 ¦ 61.15¦ 61.40¦ 61.15¦ 25.84 ¦ 2.51¦ 26003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.11.00¦ 7.07 ¦ 60.90¦ 61.25¦ 61.00¦ 25.93 ¦ 1.68¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.11.00¦ 7.10 ¦ 60.30¦ 60.55¦ 60.55¦ 26.38 ¦ 18.96¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.11.00¦ 7.12 ¦ 60.50¦ 60.50¦ 60.50¦ 26.32 ¦ 0.51¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.12.00¦ 7.15 ¦ 59.05¦ 60.35¦ 60.35¦ 26.55 ¦ 0.31¦ ¦
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 ¦ 104 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25014 ¦ 15.03.2001 ¦ 104 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25021 ¦ 17.01.2001 ¦ 47 ¦ 15.00 ¦ 74.79 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25023 ¦ 14.03.2001 ¦ 103 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25024 ¦ 14.02.2001 ¦ 75 ¦ 20.00 ¦ 99.73 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25027 ¦ 27.11.2001 ¦ 361 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2001 ¦ 361 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2001 ¦ 361 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2001 ¦ 104 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2001 ¦ 104 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2001 ¦ 104 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2001 ¦ 361 ¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27001 ¦ 07.02.2001 ¦ 68 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27002 ¦ 21.02.2001 ¦ 82 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27003 ¦ 06.12.2000 ¦ 5 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27004 ¦ 20.12.2000 ¦ 19 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27005 ¦ 10.01.2001 ¦ 40 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27006 ¦ 24.01.2001 ¦ 54 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27007 ¦ 07.02.2001 ¦ 68 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27008 ¦ 21.02.2001 ¦ 82 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27009 ¦ 06.12.2000 ¦ 5 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27010 ¦ 20.12.2000 ¦ 19 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27011 ¦ 10.01.2001 ¦ 40 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27012 ¦ 23.05.2001 ¦ 173 ¦ 10.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 28001 ¦ 24.01.2001 ¦ 54 ¦ 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¦ 61¦ 1 ¦ ¦ ¦ 2112.194¦ 887.806¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25013 ¦15.03.97¦15.03.01¦ 104¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 469¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25021 ¦21.01.98¦17.01.01¦ 47¦ 6 ¦ 21 ¦ ¦ 14723.818¦ 5172.167¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 285¦ 7 ¦ 19 ¦ ¦ 20341.394¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25024 ¦22.07.98¦15.08.01¦ 257¦ 1 ¦ ¦ ¦ 5655.776¦ 4343.224¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 361¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 726¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 1091¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 379¦ ¦ ¦ ¦ 33184.984¦ 1754.998¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 834¦ 1 ¦ ¦ ¦ 6138.415¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 1200¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1565¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 1457¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 432¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 537¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 551¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 656¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 677¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 782¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 796¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 901¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 915¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 1020¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 1041¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 1083¦ ¦ ¦ ¦ 8406.689¦ 9199.711¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 1146¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ Итого ¦ ¦ ¦ ¦ ¦ ¦ ¦229745.762¦27294.056¦
L--------+--------+--------+-----+-------+------+--------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦27.11.00¦28.11.00¦29.11.00¦30.11.00¦01.12.00¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 12.57 ¦ 13.49 ¦ 14.13 ¦ 14.23 ¦ 14.46 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 22.47 ¦ 22.83 ¦ 23.03 ¦ 22.72 ¦ 23.00 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 20.71 ¦ 21.49 ¦ 21.65 ¦ 21.13 ¦ 21.79 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 23.10 ¦ 23.49 ¦ 23.50 ¦ 23.04 ¦ 23.61 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 12.57 ¦ 13.49 ¦ 14.13 ¦ 14.23 ¦ 14.46 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 17.81 ¦ 17.19 ¦ 21.89 ¦ 18.39 ¦ 17.44 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 20.71 ¦ 21.49 ¦ 21.65 ¦ 21.13 ¦ 21.79 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 23.07 ¦ 23.41 ¦ 23.62 ¦ 23.06 ¦ 23.64 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.89 ¦ 0.54 ¦ 0.91 ¦ 0.14 ¦ 0.47 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.26 ¦ 0.75 ¦ 0.33 ¦ 0.17 ¦ 0.13 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.18 ¦ 0.14 ¦ 0.31 ¦ 0.16 ¦ 0.18 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.20 ¦ 0.44 ¦ 0.32 ¦ 0.57 ¦ 0.14 ¦
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---------¬
¦ ¦ 27.11.00¦ 28.11.00¦ 29.11.00¦ 30.11.00¦ 01.12.00¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦229605.70¦229605.70¦229605.70¦229745.76¦229745.76¦
¦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¦ 33184.98¦ 33184.98¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦122226.23¦122226.23¦122226.23¦122366.29¦122366.29¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦210180.73¦209356.18¦209327.97¦210500.73¦209500.04¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 2065.94¦ 2063.40¦ 2061.92¦ 2062.35¦ 2062.35¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 68473.81¦ 68394.95¦ 68332.89¦ 68458.42¦ 68468.27¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 27238.23¦ 27068.99¦ 27045.76¦ 27181.82¦ 27042.44¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦112402.75¦111828.84¦111887.40¦112798.15¦111926.98¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 511.31¦ 509.69¦ 508.62¦ 509.14¦ 506.98¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 65.00¦ 64.00¦ 63.00¦ 62.00¦ 61.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 347.79¦ 346.65¦ 344.96¦ 345.54¦ 343.99¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 383.00¦ 382.00¦ 381.00¦ 380.00¦ 379.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 650.23¦ 648.55¦ 647.62¦ 647.73¦ 645.83¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

ПОСТАНОВЛЕНИЕ ФЭК РФ от 22.09.2000 n 51/3 (с изм. от 01.12.2000) ОБ УТВЕРЖДЕНИИ ПЛАНОВЫХ БАЛАНСОВ ПРОИЗВОДСТВА И ПОСТАВОК ЭЛЕКТРИЧЕСКОЙ (ТЕПЛОВОЙ) ЭНЕРГИИ И ЭЛЕКТРИЧЕСКОЙ МОЩНОСТИ В РАМКАХ ЕДИНОЙ ЭНЕРГЕТИЧЕСКОЙ СИСТЕМЫ РОССИИ ПО СУБЪЕКТАМ ОПТОВОГО РЫНКА НА iv КВАРТАЛ 2000 ГОДА  »
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