БЮЛЛЕТЕНЬ ЦБ РФ от 17.11.2000 n 43 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 17 ноября 2000 г. N 43
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 103.183 млн. руб. по номиналу имела следующие параметры:
----------T--------T--------------------T--------T-------T-------¬
¦ Дата ¦ Дата ¦ Цены облигаций ¦Доход- ¦Оборот ¦Номер ¦
¦погашения¦ торгов ¦ ¦ность ¦ (млн. ¦выпуска¦
¦ ¦ +------T------T------+(% год.)¦ руб. ¦(спра- ¦
¦ ¦ ¦ мин. ¦макс. ¦закр. ¦ ¦ по ¦вочно) ¦
¦ ¦ ¦ ¦ ¦ ¦ ¦номин.)¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦15.11.00 ¦13.11.00¦114.60¦114.60¦114.60¦-2325.04¦ 24.65¦ 21137 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦14.11.00¦111.00¦113.85¦111.00¦-4035.36¦ 0.00¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦31.01.01 ¦13.11.00¦ 97.40¦ 97.70¦ 97.52¦ 11.80¦ 8.95¦ 21143 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦14.11.00¦ 97.50¦ 97.51¦ 97.50¦ 11.95¦ 1.78¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦15.11.00¦ 96.75¦ 97.15¦ 96.75¦ 14.46¦ 5.65¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦16.11.00¦ 97.22¦ 97.48¦ 97.22¦ 12.87¦ 7.16¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦17.11.00¦ 97.35¦ 97.59¦ 97.59¦ 13.15¦ 55.00¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 3416.073 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 ¦13.11.00¦ 4.81 ¦100.25¦100.30¦100.30¦ 13.59¦ 26.48¦ 25021¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.11.00¦ 4.85 ¦100.22¦100.40¦100.24¦ 13.68¦ 43.39¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.11.00¦ 4.89 ¦ 99.70¦100.15¦ 99.80¦ 15.30¦ 104.44¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.11.00¦ 4.93 ¦100.00¦100.20¦100.01¦ 15.11¦ 248.26¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.11.00¦ 4.97 ¦100.05¦100.10¦100.10¦ 14.64¦ 16.94¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.01 ¦14.11.00¦ 6.69 ¦ 99.00¦ 99.00¦ 99.00¦ 12.83¦ 0.21¦ 25013¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.08.01 ¦13.11.00¦ 4.88 ¦101.75¦101.80¦101.75¦ 17.97¦ 2.00¦ 25024¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.11.00¦ 4.93 ¦101.55¦101.76¦101.76¦ 18.03¦ 4.81¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.11.00¦ 4.99 ¦101.00¦101.00¦101.00¦ 19.19¦ 5.96¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.11.00¦ 5.04 ¦101.95¦101.95¦101.95¦ 17.68¦ 0.00¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦12.09.01 ¦13.11.00¦ 2.34 ¦ 97.40¦ 97.65¦ 97.40¦ 18.08¦ 44.56¦ 25023¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.11.00¦ 2.38 ¦ 97.05¦ 97.40¦ 97.30¦ 18.54¦ 45.94¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.11.00¦ 2.42 ¦ 96.70¦ 97.05¦ 96.70¦ 18.94¦ 11.45¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.11.00¦ 2.46 ¦ 97.00¦ 97.84¦ 97.07¦ 18.69¦ 6.13¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.11.00¦ 2.49 ¦ 97.10¦ 97.40¦ 97.40¦ 18.43¦ 9.83¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.12.01 ¦13.11.00¦ 0.00 ¦ 81.15¦ 81.50¦ 81.31¦ 21.01¦ 34.15¦ 25030¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.11.00¦ 0.00 ¦ 80.70¦ 81.45¦ 80.80¦ 21.41¦ 52.47¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.11.00¦ 0.00 ¦ 80.30¦ 80.95¦ 80.53¦ 22.17¦ 40.31¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.11.00¦ 0.00 ¦ 80.65¦ 81.50¦ 80.65¦ 21.68¦ 262.43¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.11.00¦ 0.00 ¦ 80.80¦ 81.10¦ 80.92¦ 21.80¦ 317.02¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦06.02.02 ¦13.11.00¦ 0.30 ¦ 97.40¦ 97.80¦ 97.40¦ 22.04¦ 48.34¦ 27001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.11.00¦ 0.30 ¦ 96.91¦ 97.58¦ 96.96¦ 22.57¦ 76.86¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.11.00¦ 0.40 ¦ 96.15¦ 97.00¦ 97.00¦ 23.42¦ 76.54¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.11.00¦ 0.40 ¦ 96.66¦ 97.05¦ 96.72¦ 22.95¦ 57.06¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.11.00¦ 0.50 ¦ 96.95¦ 97.55¦ 97.54¦ 22.44¦ 38.60¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.05.02 ¦13.11.00¦ 4.50 ¦ 95.45¦ 95.75¦ 95.60¦ 22.96¦ 82.75¦ 27002¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.11.00¦ 4.60 ¦ 94.75¦ 95.60¦ 95.00¦ 23.27¦ 80.60¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.11.00¦ 4.60 ¦ 94.15¦ 95.00¦ 94.98¦ 23.88¦ 32.16¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.11.00¦ 4.70 ¦ 94.65¦ 95.00¦ 94.65¦ 23.70¦ 39.72¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.11.00¦ 4.70 ¦ 95.00¦ 95.50¦ 95.50¦ 23.25¦ 16.23¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.06.02 ¦13.11.00¦ 3.70 ¦ 95.32¦ 95.70¦ 95.45¦ 22.97¦ 34.45¦ 27003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.11.00¦ 3.80 ¦ 94.70¦ 95.68¦ 94.85¦ 23.41¦ 23.15¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.11.00¦ 3.80 ¦ 94.16¦ 94.75¦ 94.75¦ 24.13¦ 54.08¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.11.00¦ 3.90 ¦ 94.58¦ 95.00¦ 94.63¦ 23.70¦ 96.35¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.11.00¦ 4.00 ¦ 94.75¦ 95.29¦ 95.29¦ 23.32¦ 17.62¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦18.09.02 ¦13.11.00¦ 3.00 ¦ 94.19¦ 94.40¦ 94.20¦ 23.03¦ 36.08¦ 27004¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.11.00¦ 3.00 ¦ 93.45¦ 94.87¦ 93.50¦ 23.55¦ 37.07¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.11.00¦ 3.10 ¦ 92.55¦ 93.20¦ 93.20¦ 24.06¦ 37.84¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.11.00¦ 3.10 ¦ 93.20¦ 93.70¦ 93.20¦ 23.79¦ 104.78¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.11.00¦ 3.20 ¦ 93.49¦ 93.80¦ 93.74¦ 23.58¦ 13.16¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦09.10.02 ¦13.11.00¦ 1.80 ¦ 91.85¦ 92.30¦ 91.85¦ 23.37¦ 44.39¦ 27005¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.11.00¦ 1.90 ¦ 91.21¦ 92.09¦ 91.70¦ 23.69¦ 61.08¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.11.00¦ 1.90 ¦ 90.30¦ 91.80¦ 91.80¦ 24.24¦ 38.86¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.11.00¦ 2.00 ¦ 91.25¦ 91.70¦ 91.70¦ 23.87¦ 31.46¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.11.00¦ 2.00 ¦ 91.30¦ 91.70¦ 91.70¦ 23.66¦ 0.52¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.01.03 ¦13.11.00¦ 1.00 ¦ 89.90¦ 90.58¦ 90.00¦ 23.56¦ 44.51¦ 27006¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.11.00¦ 1.10 ¦ 89.45¦ 90.00¦ 89.46¦ 23.81¦ 21.92¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.11.00¦ 1.20 ¦ 88.75¦ 89.33¦ 89.20¦ 24.12¦ 11.98¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.11.00¦ 1.20 ¦ 89.38¦ 89.75¦ 89.38¦ 23.87¦ 28.36¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.11.00¦ 1.30 ¦ 89.50¦ 89.85¦ 89.85¦ 23.74¦ 6.48¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.02.03 ¦13.11.00¦ 0.30 ¦ 90.00¦ 90.50¦ 90.00¦ 23.46¦ 75.13¦ 27007¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.11.00¦ 0.30 ¦ 89.60¦ 90.45¦ 89.60¦ 23.73¦ 37.62¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.11.00¦ 0.40 ¦ 88.80¦ 89.65¦ 89.37¦ 24.16¦ 20.06¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.11.00¦ 0.40 ¦ 89.18¦ 90.69¦ 89.41¦ 24.09¦ 26.24¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.11.00¦ 0.50 ¦ 89.40¦ 89.70¦ 89.70¦ 23.79¦ 16.31¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.03 ¦14.11.00¦ 6.69 ¦ 73.00¦ 73.00¦ 73.00¦ 26.87¦ 0.99¦ 26001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.11.00¦ 6.74 ¦ 73.30¦ 73.31¦ 73.30¦ 26.67¦ 0.03¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.05.03 ¦13.11.00¦ 4.50 ¦ 88.40¦ 88.43¦ 88.40¦ 23.48¦ 3.40¦ 27008¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.11.00¦ 4.60 ¦ 87.65¦ 88.76¦ 87.67¦ 23.93¦ 20.39¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.11.00¦ 4.60 ¦ 87.35¦ 87.80¦ 87.66¦ 24.02¦ 13.75¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.11.00¦ 4.70 ¦ 87.62¦ 87.75¦ 87.62¦ 23.97¦ 14.04¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.11.00¦ 4.70 ¦ 87.12¦ 88.10¦ 88.06¦ 24.06¦ 34.24¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦04.06.03 ¦13.11.00¦ 3.70 ¦ 88.01¦ 88.40¦ 88.01¦ 23.63¦ 59.33¦ 27009¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.11.00¦ 3.80 ¦ 87.66¦ 88.20¦ 87.85¦ 23.88¦ 7.96¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.11.00¦ 3.80 ¦ 87.00¦ 87.71¦ 87.70¦ 24.06¦ 9.94¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.11.00¦ 3.90 ¦ 87.55¦ 87.90¦ 87.55¦ 23.95¦ 6.75¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.11.00¦ 4.00 ¦ 87.02¦ 87.85¦ 87.75¦ 24.36¦ 15.25¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦17.09.03 ¦13.11.00¦ 3.00 ¦ 86.64¦ 87.00¦ 86.64¦ 23.55¦ 9.62¦ 27010¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.11.00¦ 3.00 ¦ 86.07¦ 86.75¦ 86.35¦ 23.75¦ 23.11¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.11.00¦ 3.10 ¦ 85.41¦ 86.15¦ 85.52¦ 24.05¦ 16.46¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.11.00¦ 3.10 ¦ 85.78¦ 86.25¦ 86.00¦ 24.05¦ 37.06¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.11.00¦ 3.20 ¦ 85.92¦ 86.89¦ 86.89¦ 23.58¦ 12.59¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦08.10.03 ¦13.11.00¦ 1.80 ¦ 84.80¦ 85.00¦ 84.99¦ 23.58¦ 16.87¦ 27011¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.11.00¦ 1.90 ¦ 84.00¦ 85.25¦ 84.00¦ 23.91¦ 6.44¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.11.00¦ 1.90 ¦ 83.71¦ 84.26¦ 84.15¦ 24.14¦ 18.09¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.11.00¦ 2.00 ¦ 83.91¦ 84.55¦ 84.19¦ 24.02¦ 43.94¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.11.00¦ 2.00 ¦ 84.15¦ 84.70¦ 84.70¦ 23.76¦ 12.99¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦19.11.03 ¦13.11.00¦ 7.10 ¦ 72.23¦ 72.70¦ 72.23¦ 24.69¦ 23.37¦ 27012¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.11.00¦ 7.20 ¦ 71.40¦ 72.50¦ 71.90¦ 24.91¦ 19.62¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.11.00¦ 7.20 ¦ 71.00¦ 71.95¦ 71.50¦ 25.45¦ 39.61¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.11.00¦ 7.30 ¦ 71.60¦ 72.00¦ 71.70¦ 25.03¦ 33.57¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.11.00¦ 7.30 ¦ 71.85¦ 72.30¦ 72.30¦ 24.93¦ 32.54¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.01.04 ¦13.11.00¦ 1.00 ¦ 83.35¦ 83.70¦ 83.35¦ 23.60¦ 11.99¦ 28001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.11.00¦ 1.10 ¦ 82.81¦ 83.50¦ 82.90¦ 23.90¦ 12.97¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.11.00¦ 1.20 ¦ 82.15¦ 82.73¦ 82.70¦ 24.09¦ 5.95¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.11.00¦ 1.20 ¦ 82.00¦ 83.09¦ 82.66¦ 24.04¦ 62.80¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.11.00¦ 1.30 ¦ 82.71¦ 83.00¦ 82.75¦ 23.99¦ 42.11¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.04 ¦14.11.00¦ 6.69 ¦ 64.00¦ 64.00¦ 64.00¦ 27.77¦ 0.14¦ 26002¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.05 ¦13.11.00¦ 6.66 ¦ 60.43¦ 60.45¦ 60.43¦ 26.21¦ 0.10¦ 26003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.11.00¦ 6.69 ¦ 60.43¦ 61.00¦ 61.00¦ 26.20¦ 0.46¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.11.00¦ 6.71 ¦ 60.10¦ 60.10¦ 60.10¦ 26.42¦ 0.21¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.11.00¦ 6.74 ¦ 60.39¦ 60.39¦ 60.39¦ 26.26¦ 0.30¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.11.00¦ 6.77 ¦ 60.50¦ 60.50¦ 60.50¦ 26.20¦ 1.96¦ ¦
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 ¦ 118 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25014 ¦ 15.03.2001 ¦ 118 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25021 ¦ 17.01.2001 ¦ 61 ¦ 15.00 ¦ 74.79 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25023 ¦ 14.03.2001 ¦ 117 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25024 ¦ 14.02.2001 ¦ 89 ¦ 20.00 ¦ 99.73 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25026 ¦ 27.11.2000 ¦ 10 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25027 ¦ 27.11.2000 ¦ 10 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25028 ¦ 27.11.2000 ¦ 10 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25029 ¦ 27.11.2000 ¦ 10 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26001 ¦ 15.03.2001 ¦ 118 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26002 ¦ 15.03.2001 ¦ 118 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26003 ¦ 15.03.2001 ¦ 118 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26032 ¦ 27.11.2000 ¦ 10 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27001 ¦ 07.02.2001 ¦ 82 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27002 ¦ 22.11.2000 ¦ 5 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27003 ¦ 06.12.2000 ¦ 19 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27004 ¦ 20.12.2000 ¦ 33 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27005 ¦ 10.01.2001 ¦ 54 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27006 ¦ 24.01.2001 ¦ 68 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27007 ¦ 07.02.2001 ¦ 82 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27008 ¦ 22.11.2000 ¦ 5 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27009 ¦ 06.12.2000 ¦ 19 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27010 ¦ 20.12.2000 ¦ 33 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27011 ¦ 10.01.2001 ¦ 54 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27012 ¦ 22.11.2000 ¦ 5 ¦ 15.00 ¦ 0.75 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 28001 ¦ 24.01.2001 ¦ 68 ¦ 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¦ 75 ¦ 1 ¦ ¦ ¦ 2112.194¦ 887.806¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25013 ¦15.03.97¦15.03.01¦ 118 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 483 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25021 ¦21.01.98¦17.01.01¦ 61 ¦ 6 ¦ 21 ¦ ¦ 14723.818¦ 5172.167¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 299 ¦ 7 ¦ 19 ¦ ¦ 20341.394¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25024 ¦22.07.98¦15.08.01¦ 271 ¦ 1 ¦ ¦ ¦ 5655.776¦ 4343.224¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25026 ¦27.11.98¦27.11.00¦ 10 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 375 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 740 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦1105 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 393 ¦ ¦ ¦ ¦ 33184.984¦ 1754.998¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 848 ¦ 1 ¦ ¦ ¦ 6138.415¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦1214 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦1579 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦1471 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 446 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 551 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 565 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 670 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 691 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 796 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 810 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 915 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 929 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦1034 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦1055 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦1097 ¦ ¦ ¦ ¦ 8198.452¦ 9407.948¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦1160 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ Итого: ¦ ¦ ¦ ¦ ¦ ¦ ¦229701.246¦27502.293¦
L--------+--------+--------+-----+-------+------+--------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦13.11.00¦14.11.00¦15.11.00¦16.11.00¦17.11.00¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 11.80 ¦ 11.95 ¦ 14.46 ¦ 12.87 ¦ 13.15 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 22.52 ¦ 22.78 ¦ 23.26 ¦ 22.91 ¦ 22.75 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 21.01 ¦ 21.41 ¦ 22.17 ¦ 21.68 ¦ 21.80 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 23.46 ¦ 23.78 ¦ 24.16 ¦ 23.98 ¦ 23.80 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 11.80 ¦ 11.95 ¦ 14.46 ¦ 12.87 ¦ 13.15 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 17.61 ¦ 18.27 ¦ 17.04 ¦ 15.66 ¦ 20.32 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 21.01 ¦ 21.41 ¦ 22.17 ¦ 21.68 ¦ 21.80 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 23.36 ¦ 23.59 ¦ 24.19 ¦ 23.95 ¦ 23.88 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.75 ¦ 0.04 ¦ 0.27 ¦ 0.34 ¦ 2.60 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.11 ¦ 0.14 ¦ 0.19 ¦ 0.39 ¦ 0.04 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.10 ¦ 0.16 ¦ 0.12 ¦ 0.64 ¦ 0.96 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.41 ¦ 0.36 ¦ 0.31 ¦ 0.38 ¦ 0.21 ¦
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---------¬
¦ ¦ 13.11.00¦ 14.11.00¦ 15.11.00¦ 16.11.00¦ 17.11.00¦
+-----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость, ¦232217.52¦232217.52¦229717.52¦229701.25¦229701.25¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 4612.19¦ 4612.19¦ 2112.19¦ 2112.19¦ 2112.19¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 72246.01¦ 72246.01¦ 72246.01¦ 72246.01¦ 72246.01¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 33202.07¦ 33202.07¦ 33202.07¦ 33184.98¦ 33184.98¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦122157.24¦122157.24¦122157.24¦122158.06¦122158.06¦
+-----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦212601.97¦211803.23¦208122.84¦208781.81¦209198.70¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 4924.60¦ 4870.35¦ 2049.67¦ 2057.07¦ 2056.64¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 68259.33¦ 68062.39¦ 67933.36¦ 68089.87¦ 68168.83¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 26983.32¦ 26900.32¦ 26734.31¦ 26849.97¦ 26836.70¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦112434.72¦111970.17¦111405.50¦111784.90¦112136.53¦
+-----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 513.14¦ 511.45¦ 516.88¦ 516.14¦ 515.40¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 34.20¦ 33.56¦ 77.00¦ 76.00¦ 75.00¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ ¦ ¦ ¦ ¦ ¦
¦выпуска 25030) ¦ 360.44¦ 358.14¦ 356.98¦ 356.32¦ 355.40¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 397.00¦ 396.00¦ 395.00¦ 394.00¦ 393.00¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 654.69¦ 653.15¦ 651.73¦ 650.92¦ 650.04¦
L-----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

ПРИКАЗ ГТК РФ от 17.10.2000 n 930 (ред. от 17.11.2000) ОБ УТВЕРЖДЕНИИ СОСТАВА ОРГАНИЗАЦИОННО-СТРУКТУРНОЙ КОМИССИИ ГТК РОССИИ  »
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