БЮЛЛЕТЕНЬ ЦБ РФ от 24.11.2000 n 44 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 24 ноября 2000 г. N 44
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 45.274 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 ¦20.11.00¦97.70 ¦97.70 ¦97.70 ¦ 11.93¦ 0.04¦ 21143 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦21.11.00¦97.64 ¦97.72 ¦97.64 ¦ 12.43¦ 15.96¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦22.11.00¦97.55 ¦97.63 ¦97.63 ¦ 13.10¦ 5.75¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦23.11.00¦97.65 ¦97.72 ¦97.72 ¦ 12.51¦ 9.90¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦24.11.00¦97.75 ¦97.82 ¦97.81 ¦ 12.07¦ 13.63¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 3794.285 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 ¦20.11.00¦ 5.10 ¦100.05¦100.12¦100.10¦ 14.47¦ 14.59¦ 25021¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.11.00¦ 5.14 ¦100.01¦100.06¦100.04¦ 14.87¦ 73.81¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.11.00¦ 5.18 ¦100.00¦100.03¦100.00¦ 15.15¦ 109.97¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.11.00¦ 5.22 ¦100.00¦100.15¦100.00¦ 15.00¦ 166.98¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.11.00¦ 5.26 ¦100.00¦100.18¦100.02¦ 14.92¦ 445.17¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.01 ¦22.11.00¦ 6.90 ¦ 98.50¦ 98.50¦ 98.50¦ 14.78¦ 1.00¦ 25013¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.08.01 ¦23.11.00¦ 5.43 ¦101.80¦102.00¦102.00¦ 17.52¦ 2.34¦ 25024¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.11.00¦ 5.48 ¦102.10¦102.17¦102.10¦ 17.33¦ 13.71¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦12.09.01 ¦20.11.00¦ 2.61 ¦ 97.30¦ 97.80¦ 97.40¦ 17.96¦ 18.71¦ 25023¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.11.00¦ 2.65 ¦ 97.38¦ 97.79¦ 97.40¦ 18.25¦ 134.04¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.11.00¦ 2.69 ¦ 97.30¦ 97.50¦ 97.45¦ 18.24¦ 25.50¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.11.00¦ 2.72 ¦ 97.45¦ 97.63¦ 97.63¦ 18.02¦ 18.85¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.11.00¦ 2.76 ¦ 97.71¦ 97.80¦ 97.75¦ 17.74¦ 23.17¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.12.01 ¦20.11.00¦ 0.00 ¦ 81.00¦ 81.10¦ 81.10¦ 21.79¦ 108.23¦ 25030¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.11.00¦ 0.00 ¦ 81.10¦ 81.21¦ 81.21¦ 21.68¦ 128.14¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.11.00¦ 0.00 ¦ 81.14¦ 81.40¦ 81.40¦ 21.53¦ 19.98¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.11.00¦ 0.00 ¦ 81.60¦ 81.85¦ 81.75¦ 21.00¦ 23.92¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.11.00¦ 0.00 ¦ 82.00¦ 82.35¦ 82.00¦ 20.52¦ 14.44¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦06.02.02 ¦20.11.00¦ 0.70 ¦ 97.20¦ 97.60¦ 97.50¦ 22.01¦ 17.25¦ 27001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.11.00¦ 0.70 ¦ 97.25¦ 97.60¦ 97.35¦ 22.24¦ 329.58¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.11.00¦ 0.80 ¦ 97.40¦ 97.60¦ 97.57¦ 21.94¦ 31.35¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.11.00¦ 0.80 ¦ 97.65¦ 97.77¦ 97.70¦ 21.82¦ 45.70¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.11.00¦ 0.90 ¦ 97.91¦ 98.09¦ 97.99¦ 21.42¦ 25.25¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.05.02 ¦20.11.00¦ 4.90 ¦ 95.31¦ 95.55¦ 95.50¦ 23.08¦ 18.20¦ 27002¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.11.00¦ 4.90 ¦ 95.50¦ 95.75¦ 95.75¦ 22.87¦ 45.23¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.11.00¦ 0.00 ¦ 95.60¦ 95.89¦ 95.71¦ 22.76¦ 25.89¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.11.00¦ 0.10 ¦ 95.85¦ 95.99¦ 95.90¦ 22.54¦ 44.11¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.11.00¦ 0.10 ¦ 96.24¦ 96.41¦ 96.28¦ 22.20¦ 25.99¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.06.02 ¦20.11.00¦ 4.10 ¦ 95.14¦ 95.49¦ 95.45¦ 23.08¦ 31.65¦ 27003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.11.00¦ 4.20 ¦ 95.50¦ 95.70¦ 95.70¦ 22.90¦ 61.17¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.11.00¦ 4.20 ¦ 95.00¦ 95.81¦ 95.81¦ 22.82¦ 63.45¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.11.00¦ 4.30 ¦ 95.85¦ 96.00¦ 96.00¦ 22.54¦ 34.61¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.11.00¦ 4.30 ¦ 96.20¦ 96.50¦ 96.30¦ 22.23¦ 46.50¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦18.09.02 ¦20.11.00¦ 3.40 ¦ 93.78¦ 93.90¦ 93.85¦ 23.39¦ 21.86¦ 27004¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.11.00¦ 3.40 ¦ 94.10¦ 94.40¦ 94.35¦ 23.11¦ 37.73¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.11.00¦ 3.50 ¦ 94.30¦ 94.48¦ 94.45¦ 22.92¦ 59.03¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.11.00¦ 3.50 ¦ 94.30¦ 94.49¦ 94.49¦ 22.98¦ 28.17¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.11.00¦ 3.60 ¦ 94.76¦ 95.00¦ 94.92¦ 22.51¦ 45.00¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦09.10.02 ¦20.11.00¦ 2.20 ¦ 91.72¦ 91.90¦ 91.85¦ 23.47¦ 0.51¦ 27005¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.11.00¦ 2.30 ¦ 91.95¦ 92.20¦ 92.20¦ 23.24¦ 27.70¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.11.00¦ 2.30 ¦ 92.00¦ 92.26¦ 92.24¦ 23.22¦ 64.92¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.11.00¦ 2.40 ¦ 92.15¦ 92.30¦ 92.20¦ 23.18¦ 8.19¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.11.00¦ 2.40 ¦ 92.19¦ 92.67¦ 92.60¦ 22.89¦ 56.82¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.01.03 ¦20.11.00¦ 1.40 ¦ 89.56¦ 90.30¦ 90.30¦ 23.49¦ 1.20¦ 27006¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.11.00¦ 1.50 ¦ 90.02¦ 90.20¦ 90.09¦ 23.41¦ 21.80¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.11.00¦ 1.50 ¦ 90.10¦ 90.15¦ 90.15¦ 23.43¦ 55.16¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.11.00¦ 1.60 ¦ 90.00¦ 90.20¦ 90.10¦ 23.45¦ 10.02¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.11.00¦ 1.60 ¦ 90.25¦ 90.80¦ 90.40¦ 23.25¦ 13.02¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.02.03 ¦20.11.00¦ 0.70 ¦ 89.67¦ 90.16¦ 89.95¦ 23.58¦ 9.98¦ 27007¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.11.00¦ 0.70 ¦ 90.02¦ 90.25¦ 90.05¦ 23.45¦ 15.97¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.11.00¦ 0.80 ¦ 89.00¦ 90.12¦ 90.12¦ 23.60¦ 3.05¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.11.00¦ 0.80 ¦ 89.95¦ 90.10¦ 90.09¦ 23.50¦ 53.28¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.11.00¦ 0.90 ¦ 90.10¦ 90.55¦ 90.33¦ 23.32¦ 15.70¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.03 ¦22.11.00¦ 6.90 ¦ 73.29¦ 73.29¦ 73.29¦ 26.79¦ 0.03¦ 26001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.11.00¦ 6.96 ¦ 73.30¦ 73.30¦ 73.30¦ 26.82¦ 0.19¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.05.03 ¦20.11.00¦ 4.90 ¦ 87.70¦ 88.09¦ 88.03¦ 23.73¦ 31.77¦ 27008¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.11.00¦ 4.90 ¦ 87.20¦ 88.30¦ 88.30¦ 23.64¦ 19.29¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.11.00¦ 0.00 ¦ 88.20¦ 88.50¦ 88.30¦ 23.51¦ 38.78¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.11.00¦ 0.10 ¦ 88.26¦ 88.58¦ 88.30¦ 23.47¦ 13.59¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.11.00¦ 0.10 ¦ 88.45¦ 88.90¦ 88.50¦ 23.41¦ 29.55¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦04.06.03 ¦20.11.00¦ 4.10 ¦ 87.70¦ 88.46¦ 88.46¦ 23.55¦ 3.95¦ 27009¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.11.00¦ 4.20 ¦ 88.10¦ 89.30¦ 88.40¦ 23.45¦ 13.56¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.11.00¦ 4.20 ¦ 88.30¦ 88.50¦ 88.50¦ 23.49¦ 60.53¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.11.00¦ 4.30 ¦ 88.35¦ 88.58¦ 88.50¦ 23.43¦ 21.64¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.11.00¦ 4.30 ¦ 88.60¦ 89.04¦ 88.62¦ 23.35¦ 14.75¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦17.09.03 ¦20.11.00¦ 3.40 ¦ 86.54¦ 87.05¦ 86.86¦ 23.43¦ 0.24¦ 27010¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.11.00¦ 3.40 ¦ 87.00¦ 87.20¦ 87.20¦ 23.36¦ 16.19¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.11.00¦ 3.50 ¦ 87.00¦ 87.10¦ 87.10¦ 23.33¦ 45.12¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.11.00¦ 3.50 ¦ 87.05¦ 87.20¦ 87.20¦ 23.31¦ 42.56¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.11.00¦ 3.60 ¦ 86.62¦ 87.60¦ 87.00¦ 23.14¦ 27.63¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦08.10.03 ¦20.11.00¦ 2.20 ¦ 84.50¦ 85.00¦ 84.85¦ 23.58¦ 3.22¦ 27011¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.11.00¦ 2.30 ¦ 84.71¦ 85.00¦ 85.00¦ 23.52¦ 13.06¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.11.00¦ 2.30 ¦ 84.75¦ 85.00¦ 84.90¦ 23.62¦ 8.01¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.11.00¦ 2.40 ¦ 84.87¦ 85.00¦ 84.99¦ 23.48¦ 39.28¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.11.00¦ 2.40 ¦ 84.98¦ 85.50¦ 85.03¦ 23.42¦ 40.81¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦19.11.03 ¦20.11.00¦ 7.40 ¦ 72.15¦ 72.40¦ 72.33¦ 24.79¦ 68.22¦ 27012¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.11.00¦ 7.50 ¦ 72.30¦ 72.50¦ 72.37¦ 24.70¦ 140.34¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.11.00¦ 0.00 ¦ 72.25¦ 72.35¦ 72.34¦ 24.80¦ 25.18¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.11.00¦ 0.00 ¦ 72.30¦ 72.60¦ 72.55¦ 24.73¦ 73.74¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.11.00¦ 0.10 ¦ 72.70¦ 72.80¦ 72.78¦ 24.51¦ 56.76¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.01.04 ¦20.11.00¦ 1.40 ¦ 83.10¦ 83.50¦ 83.40¦ 23.63¦ 23.52¦ 28001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.11.00¦ 1.50 ¦ 83.50¦ 83.84¦ 83.80¦ 23.42¦ 67.08¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.11.00¦ 1.50 ¦ 83.25¦ 83.60¦ 83.29¦ 23.67¦ 29.24¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.11.00¦ 1.60 ¦ 83.15¦ 83.45¦ 83.40¦ 23.63¦ 30.31¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.11.00¦ 1.60 ¦ 83.50¦ 83.90¦ 83.50¦ 23.45¦ 48.57¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.04 ¦21.11.00¦ 6.88 ¦ 64.55¦ 64.55¦ 64.55¦ 27.49¦ 1.04¦ 26002¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.11.00¦ 6.90 ¦ 65.99¦ 66.00¦ 66.00¦ 26.54¦ 1.07¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.11.00¦ 6.93 ¦ 65.05¦ 65.06¦ 65.05¦ 27.18¦ 0.09¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.05 ¦20.11.00¦ 6.85 ¦ 60.81¦ 61.00¦ 61.00¦ 25.94¦ 0.48¦ 26003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.11.00¦ 6.88 ¦ 60.90¦ 61.10¦ 60.99¦ 25.94¦ 0.07¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.11.00¦ 6.90 ¦ 60.50¦ 61.00¦ 61.00¦ 26.08¦ 4.16¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.11.00¦ 6.93 ¦ 60.99¦ 61.08¦ 61.00¦ 25.96¦ 2.96¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.11.00¦ 6.96 ¦ 61.08¦ 61.08¦ 61.08¦ 25.93¦ 0.11¦ ¦
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 ¦ 111 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25014 ¦ 15.03.2001 ¦ 111 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25021 ¦ 17.01.2001 ¦ 54 ¦ 15.00 ¦ 74.79 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25023 ¦ 14.03.2001 ¦ 110 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25024 ¦ 14.02.2001 ¦ 82 ¦ 20.00 ¦ 99.73 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25026 ¦ 27.11.2000 ¦ 3 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25027 ¦ 27.11.2000 ¦ 3 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2000 ¦ 3 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2000 ¦ 3 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2001 ¦ 111 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2001 ¦ 111 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2001 ¦ 111 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2000 ¦ 3 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27001 ¦ 07.02.2001 ¦ 75 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27002 ¦ 21.02.2001 ¦ 89 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27003 ¦ 06.12.2000 ¦ 12 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27004 ¦ 20.12.2000 ¦ 26 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27005 ¦ 10.01.2001 ¦ 47 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27006 ¦ 24.01.2001 ¦ 61 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27007 ¦ 07.02.2001 ¦ 75 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27008 ¦ 21.02.2001 ¦ 89 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27009 ¦ 06.12.2000 ¦ 12 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27010 ¦ 20.12.2000 ¦ 26 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27011 ¦ 10.01.2001 ¦ 47 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27012 ¦ 23.05.2001 ¦ 180 ¦ 10.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 28001 ¦ 24.01.2001 ¦ 61 ¦ 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¦ 68¦ 1 ¦ ¦ ¦ 2112.194¦ 887.806¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25013 ¦15.03.97¦15.03.01¦ 111¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 476¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25021 ¦21.01.98¦17.01.01¦ 54¦ 6 ¦ 21 ¦ ¦ 14723.818¦ 5172.167¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 292¦ 7 ¦ 19 ¦ ¦ 20341.394¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25024 ¦22.07.98¦15.08.01¦ 264¦ 1 ¦ ¦ ¦ 5655.776¦ 4343.224¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25026 ¦27.11.98¦27.11.00¦ 3¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 368¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 733¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 1098¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 386¦ ¦ ¦ ¦ 33184.984¦ 1754.998¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 841¦ 1 ¦ ¦ ¦ 6138.415¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 1207¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1572¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 1464¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 439¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 544¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 558¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 663¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 684¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 789¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 803¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 908¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 922¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 1027¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 1048¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 1090¦ ¦ ¦ ¦ 8266.624¦ 9339.776¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 1153¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ Итого ¦ ¦ ¦ ¦ ¦ ¦ ¦229769.418¦27434.121¦
L--------+--------+--------+-----+-------+------+--------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦20.11.00¦21.11.00¦22.11.00¦23.11.00¦24.11.00¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 11.93 ¦ 12.43 ¦ 13.10 ¦ 12.51 ¦ 12.07 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 22.40 ¦ 22.53 ¦ 22.57 ¦ 22.58 ¦ 22.43 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 21.79 ¦ 21.68 ¦ 21.53 ¦ 21.00 ¦ 20.52 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 23.52 ¦ 23.40 ¦ 23.40 ¦ 23.32 ¦ 23.12 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 11.93 ¦ 12.43 ¦ 13.10 ¦ 12.51 ¦ 12.07 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 18.08 ¦ 18.19 ¦ 19.31 ¦ 17.77 ¦ 15.78 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 21.79 ¦ 21.68 ¦ 21.53 ¦ 21.00 ¦ 20.52 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 23.86 ¦ 23.37 ¦ 23.34 ¦ 23.44 ¦ 23.19 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.76 ¦ 0.27 ¦ 0.47 ¦ 0.65 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.05 ¦ 0.17 ¦ 0.21 ¦ 0.29 ¦ 0.74 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.33 ¦ 0.22 ¦ 0.06 ¦ 0.07 ¦ 0.04 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.19 ¦ 0.59 ¦ 0.24 ¦ 0.36 ¦ 0.36 ¦
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---------¬
¦ ¦ 20.11.00¦ 21.11.00¦ 22.11.00¦ 23.11.00¦ 24.11.00¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦229701.25¦229702.11¦229702.11¦229702.11¦229769.42¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 2112.19¦ 2112.19¦ 2112.19¦ 2112.19¦ 2112.19¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 72246.01¦ 72246.01¦ 72246.01¦ 72246.01¦ 72246.01¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 33184.98¦ 33184.98¦ 33184.98¦ 33184.98¦ 33184.98¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦122158.06¦122158.92¦122158.92¦122158.92¦122226.23¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦210081.84¦210394.78¦209004.21¦209347.76¦210014.99¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 2063.61¦ 2062.35¦ 2060.45¦ 2063.40¦ 2065.73¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 68346.05¦ 68360.79¦ 68425.83¦ 68442.86¦ 68520.22¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 26883.16¦ 26922.98¦ 26972.75¦ 27112.13¦ 27241.55¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦112789.02¦113048.66¦111545.18¦111729.36¦112187.49¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 513.17¦ 512.58¦ 515.50¦ 514.40¦ 513.76¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 72.00¦ 71.00¦ 70.00¦ 69.00¦ 68.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 352.97¦ 352.36¦ 352.22¦ 350.74¦ 349.82¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 390.00¦ 389.00¦ 388.00¦ 387.00¦ 386.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 647.67¦ 646.95¦ 654.72¦ 653.80¦ 653.13¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

<ТЕЛЕТАЙПОГРАММА> ГТК РФ от 24.11.2000 n ТФ-18281 <О ВОЗОБНОВЛЕНИИ ТАМОЖЕННОГО ОФОРМЛЕНИЯ В БЕЛГОРОДСКОЙ ТАМОЖНЕ>  »
Постановления и Указы »
Читайте также