БЮЛЛЕТЕНЬ ЦБ РФ от 27.10.2000 n 41 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 27 октября 2000 г. N 41
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 344.502 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 ¦25.10.00¦ 99.82¦ 99.85¦ 99.83¦ 8.36¦ 100.00¦ 21142¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦27.10.00¦ 99.85¦ 99.89¦ 99.88¦ 8.04¦ 164.37¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦15.11.00 ¦23.10.00¦113.50¦113.50¦113.50¦ -188.76¦ 1.43¦ 21137¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦24.10.00¦113.50¦113.50¦113.50¦ -197.34¦ 27.01¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦25.10.00¦113.50¦113.75¦113.75¦ -209.83¦ 25.00¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦26.10.00¦113.75¦114.00¦114.00¦ -223.14¦ 19.73¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦27.10.00¦114.30¦114.30¦114.30¦ -240.34¦ 0.08¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦31.01.01 ¦26.10.00¦ 97.40¦ 97.40¦ 97.40¦ 10.04¦ 0.51¦ 21143¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦27.10.00¦ 97.30¦ 97.45¦ 97.31¦ 10.31¦ 6.36¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 3254.573 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)¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦25.10.00 ¦23.10.00¦ 5.92 ¦ 99.97¦100.02¦ 99.97¦ 8.25¦ 16.52¦ 25020¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.10.00¦ 5.95 ¦ 99.92¦ 99.93¦ 99.92¦ 47.61¦ 2.83¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦17.01.01 ¦23.10.00¦ 3.95 ¦100.90¦101.00¦101.00¦ 11.02¦ 10.79¦ 25021¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.10.00¦ 3.99 ¦100.96¦101.01¦101.01¦ 10.69¦ 40.45¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.10.00¦ 4.03 ¦100.87¦102.00¦100.87¦ 10.50¦ 8.85¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.10.00¦ 4.07 ¦100.90¦101.00¦101.00¦ 10.63¦ 21.97¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.10.00¦ 4.11 ¦100.77¦101.00¦100.77¦ 11.28¦ 34.10¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.08.01 ¦25.10.00¦ 3.84 ¦103.05¦103.06¦103.05¦ 16.32¦ 1.38¦ 25024¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦12.09.01 ¦23.10.00¦ 1.53 ¦ 98.55¦ 98.59¦ 98.55¦ 16.34¦ 50.70¦ 25023¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.10.00¦ 1.57 ¦ 98.46¦ 98.61¦ 98.50¦ 16.37¦ 102.39¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.10.00¦ 1.61 ¦ 98.25¦ 98.60¦ 98.26¦ 16.42¦ 40.74¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.10.00¦ 1.65 ¦ 97.75¦ 98.30¦ 98.06¦ 17.22¦ 97.85¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.10.00¦ 1.69 ¦ 97.85¦ 98.44¦ 98.00¦ 17.22¦ 136.69¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.12.01 ¦23.10.00¦ 0.00 ¦ 82.25¦ 82.43¦ 82.27¦ 18.55¦ 66.61¦ 25030¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.10.00¦ 0.00 ¦ 82.10¦ 82.50¦ 82.31¦ 18.63¦ 123.95¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.10.00¦ 0.00 ¦ 82.12¦ 85.00¦ 82.15¦ 18.75¦ 39.31¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.10.00¦ 0.00 ¦ 81.80¦ 82.72¦ 81.97¦ 19.16¦ 111.70¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.10.00¦ 0.00 ¦ 81.76¦ 82.36¦ 81.76¦ 19.18¦ 92.45¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦06.02.02 ¦23.10.00¦ 4.10 ¦ 99.43¦ 99.60¦ 99.45¦ 19.98¦ 1.61¦ 27001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.10.00¦ 4.20 ¦ 99.40¦ 99.50¦ 99.40¦ 19.96¦ 4.83¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.10.00¦ 4.20 ¦ 99.07¦ 99.40¦ 99.07¦ 20.30¦ 20.45¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.10.00¦ 4.30 ¦ 98.62¦ 99.00¦ 99.00¦ 20.65¦ 72.45¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.10.00¦ 4.30 ¦ 98.75¦ 99.10¦ 99.10¦ 20.48¦ 12.81¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.05.02 ¦23.10.00¦ 3.40 ¦ 97.20¦ 97.35¦ 97.35¦ 21.26¦ 5.09¦ 27002¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.10.00¦ 3.40 ¦ 97.21¦ 97.35¦ 97.29¦ 21.31¦ 30.33¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.10.00¦ 3.50 ¦ 97.00¦ 97.39¦ 97.05¦ 21.42¦ 39.33¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.10.00¦ 3.50 ¦ 96.50¦ 97.13¦ 96.90¦ 21.96¦ 11.91¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.10.00¦ 3.60 ¦ 96.50¦ 96.97¦ 96.95¦ 21.75¦ 18.71¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.06.02 ¦23.10.00¦ 2.60 ¦ 97.00¦ 97.55¦ 97.55¦ 21.36¦ 13.14¦ 27003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.10.00¦ 2.60 ¦ 97.20¦ 97.30¦ 97.29¦ 21.39¦ 23.75¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.10.00¦ 2.70 ¦ 97.00¦ 97.30¦ 97.00¦ 21.48¦ 56.39¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.10.00¦ 2.70 ¦ 96.03¦ 96.80¦ 96.80¦ 22.33¦ 41.02¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.10.00¦ 2.80 ¦ 96.10¦ 96.50¦ 96.50¦ 22.26¦ 84.33¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦18.09.02 ¦23.10.00¦ 1.80 ¦ 94.90¦ 95.39¦ 95.39¦ 22.25¦ 46.22¦ 27004¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.10.00¦ 1.90 ¦ 95.20¦ 95.40¦ 95.33¦ 22.21¦ 55.69¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.10.00¦ 1.90 ¦ 95.00¦ 95.48¦ 95.00¦ 22.37¦ 21.56¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.10.00¦ 2.00 ¦ 94.60¦ 95.18¦ 94.89¦ 22.62¦ 15.42¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.10.00¦ 2.00 ¦ 94.75¦ 95.00¦ 95.00¦ 22.53¦ 17.06¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦09.10.02 ¦23.10.00¦ 0.70 ¦ 93.05¦ 93.40¦ 93.40¦ 22.39¦ 34.50¦ 27005¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.10.00¦ 0.70 ¦ 93.21¦ 93.30¦ 93.29¦ 22.40¦ 36.65¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.10.00¦ 0.80 ¦ 92.97¦ 93.40¦ 92.97¦ 22.52¦ 48.09¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.10.00¦ 0.80 ¦ 92.40¦ 92.70¦ 92.52¦ 23.00¦ 38.87¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.10.00¦ 0.90 ¦ 91.97¦ 92.50¦ 92.50¦ 23.33¦ 64.29¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.01.03 ¦23.10.00¦ 4.90 ¦ 91.00¦ 91.18¦ 91.18¦ 22.76¦ 18.52¦ 27006¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.10.00¦ 4.90 ¦ 90.80¦ 91.18¦ 91.00¦ 22.85¦ 24.05¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.10.00¦ 0.00 ¦ 90.65¦ 90.97¦ 90.70¦ 22.90¦ 44.96¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.10.00¦ 0.10 ¦ 90.37¦ 90.90¦ 90.40¦ 23.21¦ 38.70¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.10.00¦ 0.10 ¦ 90.20¦ 90.65¦ 90.44¦ 23.30¦ 36.64¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.02.03 ¦23.10.00¦ 4.10 ¦ 90.93¦ 91.10¦ 91.08¦ 22.81¦ 9.73¦ 27007¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.10.00¦ 4.20 ¦ 90.66¦ 91.15¦ 90.90¦ 22.81¦ 18.82¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.10.00¦ 4.20 ¦ 89.22¦ 91.03¦ 90.62¦ 23.13¦ 52.85¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.10.00¦ 4.30 ¦ 90.35¦ 90.50¦ 90.35¦ 23.25¦ 28.07¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.10.00¦ 4.30 ¦ 90.18¦ 90.60¦ 90.40¦ 23.33¦ 28.61¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.05.03 ¦23.10.00¦ 3.40 ¦ 89.33¦ 89.60¦ 89.50¦ 22.73¦ 13.80¦ 27008¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.10.00¦ 3.40 ¦ 89.30¦ 89.50¦ 89.44¦ 22.82¦ 12.77¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.10.00¦ 3.50 ¦ 89.05¦ 89.42¦ 89.15¦ 22.98¦ 47.28¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.10.00¦ 3.50 ¦ 88.73¦ 88.91¦ 88.84¦ 23.22¦ 40.23¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.10.00¦ 3.60 ¦ 88.74¦ 88.89¦ 88.80¦ 23.20¦ 22.14¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦04.06.03 ¦23.10.00¦ 2.60 ¦ 89.35¦ 89.50¦ 89.50¦ 22.81¦ 17.03¦ 27009¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.10.00¦ 2.60 ¦ 89.37¦ 89.53¦ 89.37¦ 22.85¦ 15.93¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.10.00¦ 2.70 ¦ 89.00¦ 91.40¦ 89.16¦ 23.01¦ 37.06¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.10.00¦ 2.70 ¦ 87.50¦ 89.00¦ 88.80¦ 23.35¦ 40.80¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.10.00¦ 2.80 ¦ 88.60¦ 88.81¦ 88.78¦ 23.29¦ 38.17¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦17.09.03 ¦23.10.00¦ 1.80 ¦ 88.00¦ 88.25¦ 88.10¦ 22.73¦ 21.76¦ 27010¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.10.00¦ 1.90 ¦ 87.80¦ 88.05¦ 87.90¦ 22.86¦ 50.51¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.10.00¦ 1.90 ¦ 87.60¦ 88.01¦ 87.64¦ 22.97¦ 67.00¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.10.00¦ 2.00 ¦ 87.30¦ 87.60¦ 87.30¦ 23.15¦ 97.60¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.10.00¦ 2.00 ¦ 87.20¦ 87.45¦ 87.35¦ 23.26¦ 25.62¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦08.10.03 ¦23.10.00¦ 0.70 ¦ 85.95¦ 86.12¦ 86.11¦ 22.91¦ 21.73¦ 27011¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.10.00¦ 0.70 ¦ 85.80¦ 86.20¦ 85.80¦ 22.89¦ 25.69¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.10.00¦ 0.80 ¦ 85.65¦ 86.20¦ 85.89¦ 23.00¦ 33.08¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.10.00¦ 0.80 ¦ 85.50¦ 86.00¦ 85.52¦ 23.22¦ 37.79¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.10.00¦ 0.90 ¦ 85.10¦ 85.50¦ 85.50¦ 23.37¦ 64.60¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦19.11.03 ¦23.10.00¦ 6.30 ¦ 73.25¦ 73.55¦ 73.37¦ 23.93¦ 38.93¦ 27012¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.10.00¦ 6.30 ¦ 73.25¦ 73.50¦ 73.32¦ 23.95¦ 58.69¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.10.00¦ 6.30 ¦ 73.10¦ 73.55¦ 73.15¦ 24.08¦ 41.85¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.10.00¦ 6.40 ¦ 72.92¦ 73.15¦ 72.92¦ 24.19¦ 51.76¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.10.00¦ 6.40 ¦ 72.90¦ 73.03¦ 72.90¦ 24.26¦ 42.78¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.01.04 ¦23.10.00¦ 4.90 ¦ 84.37¦ 84.50¦ 84.45¦ 23.09¦ 24.79¦ 28001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.10.00¦ 4.90 ¦ 84.12¦ 84.43¦ 84.12¦ 23.19¦ 32.29¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.10.00¦ 0.00 ¦ 84.10¦ 84.45¦ 84.20¦ 23.20¦ 22.39¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.10.00¦ 0.10 ¦ 83.80¦ 84.20¦ 83.81¦ 23.38¦ 56.65¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.10.00¦ 0.10 ¦ 83.60¦ 84.00¦ 83.97¦ 23.50¦ 35.08¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.04 ¦24.10.00¦ 6.11 ¦ 60.50¦ 64.00¦ 64.00¦ 27.76¦ 0.11¦ 26002¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.10.00¦ 6.14 ¦ 64.40¦ 64.49¦ 64.49¦ 27.20¦ 1.71¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.10.00¦ 6.16 ¦ 64.50¦ 64.50¦ 64.50¦ 27.18¦ 0.08¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.10.00¦ 6.19 ¦ 64.50¦ 64.51¦ 64.50¦ 27.19¦ 0.27¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.05 ¦24.10.00¦ 6.11 ¦ 59.20¦ 61.00¦ 61.00¦ 25.72¦ 0.25¦ 26003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.10.00¦ 6.14 ¦ 60.10¦ 61.00¦ 60.10¦ 25.87¦ 0.50¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.10.00¦ 6.16 ¦ 60.51¦ 61.00¦ 60.51¦ 25.75¦ 0.60¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.10.00¦ 6.19 ¦ 60.70¦ 60.75¦ 60.75¦ 25.88¦ 0.52¦ ¦
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 ¦ 139 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25014 ¦ 15.03.2001 ¦ 139 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25021 ¦ 17.01.2001 ¦ 82 ¦ 15.00 ¦ 74.79 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25023 ¦ 14.03.2001 ¦ 138 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25024 ¦ 14.02.2001 ¦ 110 ¦ 20.00 ¦ 99.73 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25026 ¦ 27.11.2000 ¦ 31 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25027 ¦ 27.11.2000 ¦ 31 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2000 ¦ 31 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2000 ¦ 31 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2001 ¦ 139 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2001 ¦ 139 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2001 ¦ 139 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2000 ¦ 31 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27001 ¦ 08.11.2000 ¦ 12 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27002 ¦ 22.11.2000 ¦ 26 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27003 ¦ 06.12.2000 ¦ 40 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27004 ¦ 20.12.2000 ¦ 54 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27005 ¦ 10.01.2001 ¦ 75 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27006 ¦ 24.01.2001 ¦ 89 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27007 ¦ 08.11.2000 ¦ 12 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27008 ¦ 22.11.2000 ¦ 26 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27009 ¦ 06.12.2000 ¦ 40 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27010 ¦ 20.12.2000 ¦ 54 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27011 ¦ 10.01.2001 ¦ 75 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27012 ¦ 22.11.2000 ¦ 26 ¦ 15.00 ¦ 0.75 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 28001 ¦ 24.01.2001 ¦ 89 ¦ 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¦ 19¦ 1 ¦ 15 ¦ ¦ 2500.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21142 ¦02.08.00¦01.11.00¦ 5¦ 1 ¦ ¦ ¦ 3485.410¦ 14.590¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21143 ¦25.10.00¦31.01.01¦ 96¦ 1 ¦ ¦ ¦ 2112.194¦ 887.806¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25013 ¦15.03.97¦15.03.01¦ 139¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 504¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25021 ¦21.01.98¦17.01.01¦ 82¦ 6 ¦ 21 ¦ ¦ 14723.818¦ 5172.167¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 320¦ 7 ¦ 19 ¦ ¦ 20341.394¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25024 ¦22.07.98¦15.08.01¦ 292¦ 1 ¦ ¦ ¦ 5655.776¦ 4343.224¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25026 ¦27.11.98¦27.11.00¦ 31¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 396¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 761¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 1126¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 414¦ ¦ ¦ ¦ 33202.072¦ 1754.998¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 869¦ 1 ¦ ¦ ¦ 6138.415¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 1235¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1600¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 1492¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 467¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 572¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 586¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 691¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 712¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 817¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 831¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 936¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 950¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 1055¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 1076¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 1118¦ ¦ ¦ ¦ 8047.068¦ 9559.332¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 1181¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ Итого ¦ ¦ ¦ ¦ ¦ ¦ ¦235552.360¦27668.267¦
L--------+--------+--------+-----+-------+------+--------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦23.10.00¦24.10.00¦25.10.00¦26.10.00¦27.10.00¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 8.20 ¦ 37.60 ¦ 10.30 ¦ 9.88 ¦ 10.13 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 21.19 ¦ 21.41 ¦ 21.44 ¦ 21.74 ¦ 21.82 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 18.55 ¦ 18.63 ¦ 18.75 ¦ 19.16 ¦ 19.18 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 22.53 ¦ 22.57 ¦ 22.71 ¦ 23.01 ¦ 23.05 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.00 ¦ 8.36 ¦ 10.04 ¦ 8.99 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 16.02 ¦ 15.90 ¦ 17.37 ¦ 17.02 ¦ 16.98 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 18.55 ¦ 18.63 ¦ 18.75 ¦ 19.16 ¦ 19.18 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 22.81 ¦ 22.79 ¦ 22.77 ¦ 23.04 ¦ 23.17 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.03 ¦ 0.49 ¦ 1.53 ¦ 0.27 ¦ 2.03 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.10 ¦ 0.19 ¦ 0.08 ¦ 0.18 ¦ 0.25 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.20 ¦ 0.37 ¦ 0.12 ¦ 0.34 ¦ 0.28 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.21 ¦ 0.31 ¦ 0.44 ¦ 0.46 ¦ 0.40 ¦
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---------¬
¦ ¦ 23.10.00¦ 24.10.00¦ 25.10.00¦ 26.10.00¦ 27.10.00¦
+-----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость, ¦244753.89¦244753.89¦235403.78¦235472.06¦235552.36¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 5985.41¦ 5985.41¦ 8097.60¦ 8097.60¦ 8097.60¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 83708.32¦ 83708.32¦ 72246.01¦ 72246.01¦ 72246.01¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 33202.07¦ 33202.07¦ 33202.07¦ 33202.07¦ 33202.07¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦121858.09¦121858.09¦121858.09¦121926.37¦122006.67¦
+-----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦228001.06¦228052.65¦216887.61¦216327.77¦216402.60¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 6312.11¦ 6312.11¦ 8377.19¦ 8385.36¦ 8395.51¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 80054.15¦ 80121.25¦ 68030.04¦ 67948.04¦ 67941.43¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 27321.99¦ 27315.34¦ 27295.42¦ 27202.46¦ 27209.10¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦114312.81¦114303.95¦113184.95¦112791.91¦112856.57¦
+-----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 497.17¦ 496.12¦ 521.05¦ 519.87¦ 518.78¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 15.29¦ 14.29¦ 34.07¦ 33.08¦ 32.05¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 322.21¦ 321.43¦ 377.98¦ 377.33¦ 376.23¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 418.00¦ 417.00¦ 416.00¦ 415.00¦ 414.00¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 665.22¦ 664.07¦ 668.42¦ 667.22¦ 666.07¦
L-----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
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