БЮЛЛЕТЕНЬ ЦБ РФ от 10.11.2000 n 42 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 10 ноября 2000 г. N 42
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 110.771 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.)¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦01.11.00 ¦30.10.00¦ 99.89¦ 99.89¦ 99.89¦ 20.10¦ 4.00¦ 21142¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦31.10.00¦ 99.90¦ 99.90¦ 99.90¦ 36.54¦ 4.00¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦15.11.00 ¦30.10.00¦114.40¦114.40¦114.40¦ -287.15¦ 41.67¦ 21137¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦31.10.00¦114.50¦114.50¦114.50¦ -308.15¦ 2.87¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦02.11.00¦114.55¦114.55¦114.55¦ -356.63¦ 0.04¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦08.11.00¦114.55¦114.60¦114.60¦ -664.30¦ 0.72¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦09.11.00¦114.65¦114.65¦114.65¦ -777.33¦ 2.39¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦10.11.00¦114.00¦114.65¦114.00¦ -901.54¦ 3.11¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦31.01.01 ¦30.10.00¦ 97.60¦ 97.60¦ 97.60¦ 9.65¦ 0.61¦ 21143¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦31.10.00¦ 97.35¦ 97.50¦ 97.40¦ 10.63¦ 31.88¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦01.11.00¦ 97.60¦ 97.65¦ 97.65¦ 9.65¦ 0.12¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦02.11.00¦ 97.58¦ 97.59¦ 97.59¦ 10.06¦ 5.44¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦04.11.00¦ 97.42¦ 97.59¦ 97.42¦ 10.64¦ 8.34¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦09.11.00¦ 97.50¦ 97.65¦ 97.50¦ 11.04¦ 5.60¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 4863.754 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 ¦30.10.00¦ 4.23 ¦100.90¦100.90¦100.90¦ 10.73¦ 1.96¦ 25021¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.10.00¦ 4.27 ¦100.72¦100.98¦100.72¦ 11.22¦ 13.20¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.11.00¦ 4.32 ¦100.50¦100.80¦100.50¦ 12.48¦ 31.83¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.11.00¦ 4.36 ¦100.60¦100.70¦100.67¦ 11.78¦ 103.12¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.11.00¦ 4.40 ¦100.63¦100.71¦100.69¦ 11.63¦ 44.77¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.11.00¦ 4.44 ¦100.60¦100.70¦100.65¦ 11.74¦ 51.75¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.11.00¦ 4.60 ¦100.55¦100.57¦100.56¦ 12.03¦ 12.83¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.11.00¦ 4.64 ¦100.16¦100.35¦100.18¦ 13.69¦ 59.32¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.11.00¦ 4.69 ¦100.40¦100.45¦100.44¦ 12.85¦ 10.71¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.01 ¦30.10.00¦ 6.27 ¦ 98.50¦ 98.50¦ 98.50¦ 13.96¦ 0.00¦ 25013¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.11.00¦ 6.55 ¦ 99.10¦ 99.10¦ 99.10¦ 12.40¦ 3.53¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.08.01 ¦30.10.00¦ 4.11 ¦102.53¦102.53¦102.53¦ 17.00¦ 4.63¦ 25024¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.10.00¦ 4.17 ¦102.80¦103.00¦103.00¦ 16.40¦ 2.75¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.11.00¦ 4.22 ¦102.80¦102.80¦102.80¦ 16.58¦ 0.87¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.11.00¦ 4.27 ¦102.00¦102.44¦102.13¦ 17.56¦ 6.10¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.11.00¦ 4.33 ¦102.50¦102.50¦102.50¦ 16.99¦ 1.50¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.11.00¦ 4.38 ¦102.40¦102.50¦102.40¦ 17.13¦ 7.49¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.11.00¦ 4.66 ¦102.00¦102.48¦102.00¦ 17.58¦ 1.15¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.11.00¦ 4.71 ¦102.00¦102.00¦102.00¦ 17.67¦ 1.67¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦12.09.01 ¦30.10.00¦ 1.80 ¦ 97.90¦ 98.10¦ 98.10¦ 17.18¦ 13.71¦ 25023¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.10.00¦ 1.84 ¦ 98.05¦ 98.20¦ 98.20¦ 17.06¦ 44.57¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.11.00¦ 1.88 ¦ 97.80¦ 98.10¦ 97.80¦ 17.24¦ 17.41¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.11.00¦ 1.92 ¦ 97.80¦ 98.02¦ 97.89¦ 17.36¦ 99.44¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.11.00¦ 1.96 ¦ 97.76¦ 98.00¦ 97.76¦ 17.48¦ 35.97¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.11.00¦ 2.00 ¦ 97.78¦ 98.10¦ 97.78¦ 17.42¦ 45.98¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.11.00¦ 2.15 ¦ 97.61¦ 97.90¦ 97.61¦ 17.71¦ 26.85¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.11.00¦ 2.19 ¦ 97.40¦ 97.70¦ 97.40¦ 17.94¦ 33.07¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.11.00¦ 2.23 ¦ 97.68¦ 97.72¦ 97.70¦ 17.68¦ 12.82¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.12.01 ¦30.10.00¦ 0.00 ¦ 81.70¦ 82.00¦ 81.80¦ 19.51¦ 97.18¦ 25030¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.10.00¦ 0.00 ¦ 81.90¦ 82.13¦ 82.10¦ 19.39¦ 62.54¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.11.00¦ 0.00 ¦ 81.80¦ 82.15¦ 81.80¦ 19.39¦ 51.61¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.11.00¦ 0.00 ¦ 81.76¦ 82.20¦ 81.84¦ 19.56¦ 67.41¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.11.00¦ 0.00 ¦ 81.70¦ 82.10¦ 81.77¦ 19.74¦ 83.27¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.11.00¦ 0.00 ¦ 82.00¦ 82.15¦ 82.10¦ 19.40¦ 58.54¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.11.00¦ 0.00 ¦ 81.82¦ 82.10¦ 82.10¦ 19.78¦ 29.12¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.11.00¦ 0.00 ¦ 81.25¦ 82.10¦ 81.42¦ 20.47¦ 101.34¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.11.00¦ 0.00 ¦ 81.21¦ 82.00¦ 81.22¦ 20.55¦ 45.90¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦06.02.02 ¦30.10.00¦ 4.50 ¦ 98.70¦ 99.18¦ 98.80¦ 20.67¦ 28.37¦ 27001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.10.00¦ 4.60 ¦ 99.00¦ 99.18¦ 99.15¦ 20.32¦ 36.85¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.11.00¦ 4.60 ¦ 98.90¦ 99.09¦ 98.90¦ 20.44¦ 2.77¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.11.00¦ 4.70 ¦ 98.60¦ 99.00¦ 98.69¦ 20.64¦ 142.54¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.11.00¦ 4.70 ¦ 98.60¦ 99.10¦ 99.10¦ 20.62¦ 112.90¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.11.00¦ 4.80 ¦ 98.82¦ 99.00¦ 98.82¦ 20.50¦ 20.50¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.11.00¦ 0.00 ¦ 98.50¦ 98.99¦ 98.92¦ 20.47¦ 1.58¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.11.00¦ 0.10 ¦ 98.00¦ 98.51¦ 98.27¦ 21.25¦ 32.21¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.11.00¦ 0.10 ¦ 97.80¦ 98.00¦ 97.94¦ 21.63¦ 34.32¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.05.02 ¦30.10.00¦ 3.70 ¦ 96.60¦ 96.85¦ 96.70¦ 21.93¦ 46.47¦ 27002¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.10.00¦ 3.80 ¦ 96.75¦ 97.19¦ 97.19¦ 21.62¦ 4.60¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.11.00¦ 3.80 ¦ 96.75¦ 97.10¦ 96.75¦ 21.56¦ 54.06¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.11.00¦ 3.90 ¦ 96.65¦ 97.19¦ 96.65¦ 21.75¦ 50.00¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.11.00¦ 4.00 ¦ 96.75¦ 97.28¦ 96.93¦ 21.65¦ 96.83¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.11.00¦ 4.00 ¦ 96.89¦ 97.19¦ 96.98¦ 21.53¦ 45.01¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.11.00¦ 4.20 ¦ 96.80¦ 97.19¦ 96.90¦ 21.58¦ 3.32¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.11.00¦ 4.30 ¦ 96.00¦ 96.70¦ 96.00¦ 22.23¦ 53.75¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.11.00¦ 4.30 ¦ 95.77¦ 96.29¦ 96.08¦ 22.58¦ 39.33¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.06.02 ¦30.10.00¦ 3.00 ¦ 96.15¦ 96.50¦ 96.50¦ 22.08¦ 14.10¦ 27003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.10.00¦ 3.00 ¦ 96.65¦ 96.75¦ 96.71¦ 21.88¦ 44.94¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.11.00¦ 3.10 ¦ 96.61¦ 97.05¦ 96.61¦ 21.57¦ 7.63¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.11.00¦ 3.10 ¦ 96.75¦ 97.00¦ 96.75¦ 21.67¦ 23.71¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.11.00¦ 3.20 ¦ 96.70¦ 96.85¦ 96.85¦ 21.83¦ 18.43¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.11.00¦ 3.20 ¦ 96.87¦ 97.06¦ 96.89¦ 21.63¦ 17.01¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.11.00¦ 3.50 ¦ 96.82¦ 96.97¦ 96.82¦ 21.66¦ 4.30¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.11.00¦ 3.50 ¦ 95.90¦ 96.60¦ 95.90¦ 22.27¦ 19.21¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.11.00¦ 3.60 ¦ 95.69¦ 96.04¦ 95.95¦ 22.69¦ 33.49¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦18.09.02 ¦30.10.00¦ 2.20 ¦ 94.67¦ 95.05¦ 94.80¦ 22.65¦ 22.56¦ 27004¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.10.00¦ 2.30 ¦ 94.80¦ 95.10¦ 95.09¦ 22.45¦ 23.39¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.11.00¦ 2.30 ¦ 94.80¦ 95.10¦ 94.80¦ 22.52¦ 4.74¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.11.00¦ 2.40 ¦ 95.01¦ 95.20¦ 95.20¦ 22.38¦ 18.29¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.11.00¦ 2.40 ¦ 95.08¦ 95.20¦ 95.20¦ 22.40¦ 47.96¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.11.00¦ 2.50 ¦ 94.95¦ 95.30¦ 94.95¦ 22.43¦ 33.60¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.11.00¦ 2.70 ¦ 94.75¦ 94.98¦ 94.75¦ 22.52¦ 1.57¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.11.00¦ 2.70 ¦ 94.35¦ 94.80¦ 94.65¦ 22.79¦ 30.59¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.11.00¦ 2.80 ¦ 94.41¦ 94.66¦ 94.41¦ 22.90¦ 6.57¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦09.10.02 ¦30.10.00¦ 1.00 ¦ 92.30¦ 92.50¦ 92.47¦ 23.14¦ 51.72¦ 27005¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.10.00¦ 1.10 ¦ 92.60¦ 92.94¦ 92.88¦ 22.69¦ 9.41¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.11.00¦ 1.20 ¦ 92.61¦ 92.67¦ 92.61¦ 22.83¦ 39.60¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.11.00¦ 1.20 ¦ 92.70¦ 92.90¦ 92.83¦ 22.81¦ 29.73¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.11.00¦ 1.30 ¦ 92.58¦ 92.70¦ 92.70¦ 22.88¦ 39.42¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.11.00¦ 1.30 ¦ 92.20¦ 92.85¦ 92.80¦ 22.80¦ 22.54¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.11.00¦ 1.50 ¦ 92.63¦ 92.70¦ 92.70¦ 22.89¦ 13.70¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.11.00¦ 1.60 ¦ 92.04¦ 93.50¦ 92.20¦ 23.25¦ 26.33¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.11.00¦ 1.60 ¦ 92.20¦ 92.30¦ 92.30¦ 23.22¦ 38.44¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.01.03 ¦30.10.00¦ 0.30 ¦ 90.49¦ 90.60¦ 90.60¦ 23.13¦ 5.47¦ 27006¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.10.00¦ 0.30 ¦ 90.75¦ 90.95¦ 90.95¦ 22.91¦ 9.75¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.11.00¦ 0.40 ¦ 90.75¦ 91.00¦ 90.75¦ 22.89¦ 12.02¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.11.00¦ 0.40 ¦ 90.80¦ 91.00¦ 90.85¦ 22.94¦ 22.22¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.11.00¦ 0.50 ¦ 90.60¦ 90.90¦ 90.60¦ 23.06¦ 35.73¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.11.00¦ 0.50 ¦ 90.70¦ 90.99¦ 90.90¦ 22.93¦ 8.94¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.11.00¦ 0.80 ¦ 90.60¦ 90.83¦ 90.75¦ 22.96¦ 2.50¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.11.00¦ 0.80 ¦ 90.30¦ 90.40¦ 90.35¦ 23.32¦ 6.26¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.11.00¦ 0.90 ¦ 90.30¦ 90.74¦ 90.36¦ 23.21¦ 7.38¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.02.03 ¦30.10.00¦ 4.50 ¦ 90.37¦ 90.50¦ 90.50¦ 23.26¦ 26.87¦ 27007¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.10.00¦ 4.60 ¦ 90.59¦ 90.75¦ 90.75¦ 23.02¦ 40.36¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.11.00¦ 4.60 ¦ 90.50¦ 90.71¦ 90.64¦ 23.15¦ 10.12¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.11.00¦ 4.70 ¦ 90.68¦ 90.87¦ 90.79¦ 22.95¦ 53.71¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.11.00¦ 4.70 ¦ 90.60¦ 90.83¦ 90.69¦ 23.05¦ 78.04¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.11.00¦ 4.80 ¦ 90.80¦ 91.02¦ 91.02¦ 22.82¦ 28.11¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.11.00¦ 0.00 ¦ 90.40¦ 90.91¦ 90.76¦ 22.98¦ 2.91¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.11.00¦ 0.10 ¦ 90.20¦ 90.69¦ 90.43¦ 23.31¦ 15.56¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.11.00¦ 0.10 ¦ 90.35¦ 90.47¦ 90.47¦ 23.26¦ 9.95¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.03 ¦31.10.00¦ 6.30 ¦ 72.10¦ 73.40¦ 73.40¦ 26.88¦ 1.21¦ 26001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.11.00¦ 6.41 ¦ 73.49¦ 73.50¦ 73.50¦ 26.29¦ 0.26¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.05.03 ¦30.10.00¦ 3.70 ¦ 88.90¦ 89.00¦ 88.91¦ 23.19¦ 17.55¦ 27008¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.10.00¦ 3.80 ¦ 88.90¦ 89.25¦ 89.20¦ 23.00¦ 32.26¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.11.00¦ 3.80 ¦ 88.80¦ 89.15¦ 88.80¦ 23.13¦ 16.06¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.11.00¦ 3.90 ¦ 89.10¦ 89.23¦ 89.23¦ 22.96¦ 40.80¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.11.00¦ 4.00 ¦ 88.92¦ 89.20¦ 88.95¦ 23.07¦ 53.58¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.11.00¦ 4.00 ¦ 89.10¦ 90.70¦ 89.58¦ 22.67¦ 13.02¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.11.00¦ 4.20 ¦ 88.65¦ 89.50¦ 89.31¦ 22.92¦ 6.33¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.11.00¦ 4.30 ¦ 88.57¦ 88.90¦ 88.60¦ 23.32¦ 24.44¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.11.00¦ 4.30 ¦ 88.60¦ 88.80¦ 88.65¦ 23.29¦ 11.93¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦04.06.03 ¦30.10.00¦ 3.00 ¦ 88.52¦ 88.80¦ 88.61¦ 23.32¦ 46.73¦ 27009¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.10.00¦ 3.00 ¦ 89.00¦ 89.12¦ 89.12¦ 23.11¦ 16.30¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.11.00¦ 3.10 ¦ 88.76¦ 89.20¦ 88.76¦ 23.07¦ 9.98¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.11.00¦ 3.10 ¦ 89.05¦ 89.27¦ 89.20¦ 23.01¦ 30.52¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.11.00¦ 3.20 ¦ 88.40¦ 89.20¦ 89.03¦ 23.10¦ 64.59¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.11.00¦ 3.20 ¦ 89.00¦ 89.29¦ 89.20¦ 23.04¦ 40.71¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.11.00¦ 3.50 ¦ 88.52¦ 88.97¦ 88.97¦ 23.13¦ 1.10¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.11.00¦ 3.50 ¦ 88.35¦ 88.80¦ 88.35¦ 23.44¦ 27.93¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.11.00¦ 3.60 ¦ 88.40¦ 88.60¦ 88.40¦ 23.44¦ 65.31¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦17.09.03 ¦30.10.00¦ 2.20 ¦ 87.40¦ 88.00¦ 87.45¦ 23.11¦ 27.18¦ 27010¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.10.00¦ 2.30 ¦ 87.56¦ 87.75¦ 87.61¦ 22.99¦ 25.14¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.11.00¦ 2.30 ¦ 87.42¦ 87.75¦ 87.46¦ 23.11¦ 15.42¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.11.00¦ 2.40 ¦ 87.63¦ 87.90¦ 87.80¦ 22.88¦ 19.01¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.11.00¦ 2.40 ¦ 87.45¦ 87.65¦ 87.52¦ 23.08¦ 88.82¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.11.00¦ 2.50 ¦ 87.51¦ 88.00¦ 88.00¦ 22.93¦ 7.42¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.11.00¦ 2.70 ¦ 87.70¦ 87.70¦ 87.70¦ 22.96¦ 0.71¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.11.00¦ 2.70 ¦ 86.96¦ 87.40¦ 87.00¦ 23.38¦ 46.91¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.11.00¦ 2.80 ¦ 87.01¦ 87.26¦ 87.26¦ 23.25¦ 17.70¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦08.10.03 ¦30.10.00¦ 1.00 ¦ 85.30¦ 85.40¦ 85.40¦ 23.38¦ 29.37¦ 27011¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.10.00¦ 1.10 ¦ 85.40¦ 85.69¦ 85.60¦ 23.18¦ 23.53¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.11.00¦ 1.20 ¦ 85.41¦ 85.65¦ 85.50¦ 23.19¦ 12.21¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.11.00¦ 1.20 ¦ 85.73¦ 87.32¦ 85.86¦ 22.98¦ 72.98¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.11.00¦ 1.30 ¦ 85.37¦ 85.84¦ 85.40¦ 23.09¦ 37.93¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.11.00¦ 1.30 ¦ 85.50¦ 85.97¦ 85.75¦ 23.15¦ 59.61¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.11.00¦ 1.50 ¦ 85.50¦ 85.71¦ 85.60¦ 23.14¦ 6.76¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.11.00¦ 1.60 ¦ 84.85¦ 85.27¦ 85.00¦ 23.54¦ 11.86¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.11.00¦ 1.60 ¦ 85.10¦ 85.34¦ 85.15¦ 23.44¦ 29.78¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦19.11.03 ¦30.10.00¦ 6.60 ¦ 72.90¦ 73.01¦ 73.01¦ 24.22¦ 11.57¦ 27012¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.10.00¦ 6.60 ¦ 73.20¦ 73.40¦ 73.34¦ 24.01¦ 24.03¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.11.00¦ 6.60 ¦ 73.17¦ 73.40¦ 73.18¦ 24.11¦ 10.84¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.11.00¦ 6.70 ¦ 73.21¦ 73.60¦ 73.50¦ 23.89¦ 42.52¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.11.00¦ 6.70 ¦ 73.24¦ 73.50¦ 73.39¦ 24.03¦ 29.47¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.11.00¦ 6.80 ¦ 73.55¦ 73.65¦ 73.65¦ 23.85¦ 5.24¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.11.00¦ 6.90 ¦ 73.25¦ 73.30¦ 73.30¦ 24.10¦ 2.57¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.11.00¦ 7.00 ¦ 72.60¦ 72.95¦ 72.65¦ 24.43¦ 11.11¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.11.00¦ 7.00 ¦ 72.70¦ 72.77¦ 72.75¦ 24.45¦ 76.18¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.01.04 ¦30.10.00¦ 0.30 ¦ 83.75¦ 84.32¦ 84.00¦ 23.34¦ 28.79¦ 28001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.10.00¦ 0.30 ¦ 84.00¦ 84.20¦ 84.20¦ 23.25¦ 31.57¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.11.00¦ 0.40 ¦ 84.11¦ 84.40¦ 84.12¦ 23.18¦ 18.19¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.11.00¦ 0.40 ¦ 84.30¦ 84.65¦ 84.30¦ 23.00¦ 64.34¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.11.00¦ 0.50 ¦ 84.00¦ 84.45¦ 84.04¦ 23.20¦ 69.25¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.11.00¦ 0.50 ¦ 83.97¦ 84.50¦ 84.50¦ 23.30¦ 102.06¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.11.00¦ 0.80 ¦ 84.00¦ 84.19¦ 84.03¦ 23.25¦ 20.07¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.11.00¦ 0.80 ¦ 83.55¦ 83.97¦ 83.55¦ 23.48¦ 39.25¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.11.00¦ 0.90 ¦ 83.60¦ 83.90¦ 83.70¦ 23.45¦ 85.22¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.04 ¦01.11.00¦ 6.33 ¦ 63.60¦ 64.10¦ 63.60¦ 27.77¦ 2.40¦ 26002¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.11.00¦ 6.36 ¦ 64.50¦ 64.80¦ 64.80¦ 27.17¦ 1.44¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.11.00¦ 6.38 ¦ 65.00¦ 65.00¦ 65.00¦ 26.95¦ 0.05¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.11.00¦ 6.41 ¦ 65.80¦ 66.00¦ 65.80¦ 26.36¦ 2.20¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.11.00¦ 6.55 ¦ 66.00¦ 66.00¦ 66.00¦ 26.38¦ 0.53¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.11.00¦ 6.58 ¦ 65.20¦ 66.00¦ 66.00¦ 26.41¦ 2.93¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.05 ¦30.10.00¦ 6.27 ¦ 60.75¦ 61.00¦ 60.75¦ 25.89¦ 0.55¦ 26003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.10.00¦ 6.30 ¦ 60.36¦ 60.90¦ 60.36¦ 26.12¦ 3.29¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.11.00¦ 6.33 ¦ 59.05¦ 60.50¦ 59.05¦ 26.86¦ 8.05¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.11.00¦ 6.36 ¦ 61.05¦ 61.05¦ 61.05¦ 25.75¦ 1.05¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.11.00¦ 6.38 ¦ 60.50¦ 61.00¦ 60.98¦ 25.80¦ 2.50¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.11.00¦ 6.41 ¦ 60.99¦ 61.25¦ 61.05¦ 25.76¦ 2.50¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.11.00¦ 6.52 ¦ 60.00¦ 61.00¦ 60.80¦ 25.91¦ 0.28¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.11.00¦ 6.55 ¦ 60.30¦ 60.40¦ 60.40¦ 26.24¦ 0.39¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.11.00¦ 6.58 ¦ 60.40¦ 60.50¦ 60.50¦ 26.18¦ 0.25¦ ¦
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 ¦ 125 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25014 ¦ 15.03.2001 ¦ 125 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25021 ¦ 17.01.2001 ¦ 68 ¦ 15.00 ¦ 74.79 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25023 ¦ 14.03.2001 ¦ 124 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25024 ¦ 14.02.2001 ¦ 96 ¦ 20.00 ¦ 99.73 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25026 ¦ 27.11.2000 ¦ 17 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25027 ¦ 27.11.2000 ¦ 17 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2000 ¦ 17 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2000 ¦ 17 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2001 ¦ 125 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2001 ¦ 125 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2001 ¦ 125 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2000 ¦ 17 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27001 ¦ 07.02.2001 ¦ 89 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27002 ¦ 22.11.2000 ¦ 12 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27003 ¦ 06.12.2000 ¦ 26 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27004 ¦ 20.12.2000 ¦ 40 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27005 ¦ 10.01.2001 ¦ 61 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27006 ¦ 24.01.2001 ¦ 75 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27007 ¦ 07.02.2001 ¦ 89 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27008 ¦ 22.11.2000 ¦ 12 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27009 ¦ 06.12.2000 ¦ 26 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27010 ¦ 20.12.2000 ¦ 40 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27011 ¦ 10.01.2001 ¦ 61 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27012 ¦ 22.11.2000 ¦ 12 ¦ 15.00 ¦ 0.75 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 28001 ¦ 24.01.2001 ¦ 75 ¦ 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 ¦ ¦ ¦ ¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21137 ¦19.04.00¦15.11.00¦ 5¦ 1 ¦ 15 ¦ ¦ 2500.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21143 ¦25.10.00¦31.01.01¦ 82¦ 1 ¦ ¦ ¦ 2112.194¦ 887.806¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25013 ¦15.03.97¦15.03.01¦ 125¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 490¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25021 ¦21.01.98¦17.01.01¦ 68¦ 6 ¦ 21 ¦ ¦ 14723.818¦ 5172.167¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 306¦ 7 ¦ 19 ¦ ¦ 20341.394¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25024 ¦22.07.98¦15.08.01¦ 278¦ 1 ¦ ¦ ¦ 5655.776¦ 4343.224¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25026 ¦27.11.98¦27.11.00¦ 17¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 382¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 747¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 1112¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 400¦ ¦ ¦ ¦ 33202.072¦ 1754.998¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 855¦ 1 ¦ ¦ ¦ 6138.415¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 1221¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1586¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 1478¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 453¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 558¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 572¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 677¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 698¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 803¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 817¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 922¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 936¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 1041¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 1062¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 1104¦ ¦ ¦ ¦ 8184.277¦ 9422.123¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 1167¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ Итого ¦ ¦ ¦ ¦ ¦ ¦ ¦232204.160¦27516.467¦
L--------+--------+--------+-----+-------+------+--------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------¬
¦ ¦08.11.00¦09.11.00¦10.11.00¦
+--------------------------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+
¦ ГКО ¦ 10.88 ¦ 11.04 ¦ 10.45 ¦
+--------------------------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 21.97 ¦ 22.23 ¦ 22.17 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+
¦ Инвестиционные ¦ 19.78 ¦ 20.47 ¦ 20.55 ¦
+--------------------------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 22.80 ¦ 23.19 ¦ 23.23 ¦
+--------------------------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 11.04 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 17.38 ¦ 17.06 ¦ 20.23 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+
¦ Инвестиционные ¦ 19.78 ¦ 20.47 ¦ 20.55 ¦
+--------------------------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 22.97 ¦ 23.08 ¦ 23.42 ¦
+--------------------------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+
¦ ГКО ¦ 0.02 ¦ 0.17 ¦ 0.07 ¦
+--------------------------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.06 ¦ 0.15 ¦ 0.04 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+
¦ Инвестиционные ¦ 0.09 ¦ 0.31 ¦ 0.14 ¦
+--------------------------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.05 ¦ 0.29 ¦ 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---------¬
¦ ¦ 08.11.00¦ 09.11.00¦ 10.11.00¦
+-----------------------+---------+---------+---------+
¦Номинальная стоимость, ¦232102.98¦232102.98¦232204.16¦
¦млн. руб. ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+
¦ГКО ¦ 4612.19¦ 4612.19¦ 4612.19¦
+-----------------------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 72246.01¦ 72246.01¦ 72246.01¦
¦выпуска 25030) ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+
¦ Инвестиционные ¦ 33202.07¦ 33202.07¦ 33202.07¦
+-----------------------+---------+---------+---------+
¦ ОФЗ-ФД ¦122042.70¦122042.70¦122143.88¦
+-----------------------+---------+---------+---------+
¦Рыночная стоимость, ¦213513.44¦212698.58¦212843.52¦
¦млн. руб. ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+
¦ГКО ¦ 4924.39¦ 4926.70¦ 4912.70¦
+-----------------------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 68244.14¦ 68182.41¦ 68266.64¦
¦выпуска 25030) ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+
¦ Инвестиционные ¦ 27215.74¦ 27059.69¦ 27053.05¦
+-----------------------+---------+---------+---------+
¦ ОФЗ-ФД ¦113129.17¦112529.79¦112611.14¦
+-----------------------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 518.90¦ 517.18¦ 516.42¦
+-----------------------+---------+---------+---------+
¦ГКО ¦ 39.20¦ 38.20¦ 37.29¦
+-----------------------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 365.90¦ 364.45¦ 363.42¦
¦выпуска 25030) ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+
¦ Инвестиционные ¦ 402.00¦ 401.00¦ 400.00¦
+-----------------------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 660.21¦ 658.62¦ 658.05¦
L-----------------------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.

<ПИСЬМО> Минфина РФ от 10.11.2000 n 19-03-14/6431 <О РЕШЕНИИ И ОПРЕДЕЛЕНИИ АРБИТРАЖНОГО СУДА Г. МОСКВЫ И О РЕШЕНИИ АРБИТРАЖНОГО СУДА РЕСПУБЛИКИ САХА (ЯКУТИЯ)>  »
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