БЮЛЛЕТЕНЬ ЦБ РФ от 20.10.2000 n 40 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 20 октября 2000 г. N 40
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 60.283 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 ¦16.10.00¦ 99.52¦ 99.55¦ 99.52¦ 10.54¦ 4.62¦ 21142¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦17.10.00¦ 99.59¦ 99.60¦ 99.60¦ 9.77¦ 11.98¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦20.10.00¦ 99.69¦ 99.69¦ 99.69¦ 9.46¦ 43.26¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦15.11.00 ¦18.10.00¦113.20¦113.20¦113.20¦ -152.01¦ 0.09¦ 21137¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦19.10.00¦113.10¦113.10¦113.10¦ -156.58¦ 0.34¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 3694.133 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 ¦16.10.00¦ 5.69 ¦100.08¦100.10¦100.10¦ 8.21¦ 16.33¦ 25020¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.10.00¦ 5.72 ¦100.00¦100.05¦100.02¦ 11.04¦ 22.12¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.10.00¦ 5.75 ¦100.02¦100.02¦100.02¦ 10.90¦ 6.69¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.10.00¦ 5.79 ¦100.00¦100.02¦100.01¦ 11.34¦ 101.83¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.10.00¦ 5.82 ¦100.00¦100.05¦100.05¦ 9.68¦ 86.14¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦17.01.01 ¦16.10.00¦ 3.66 ¦100.80¦101.08¦100.80¦ 11.72¦ 57.26¦ 25021¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.10.00¦ 3.70 ¦100.93¦101.25¦100.93¦ 11.04¦ 6.96¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.10.00¦ 3.74 ¦100.68¦100.90¦100.68¦ 12.06¦ 186.76¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.10.00¦ 3.78 ¦100.65¦100.85¦100.85¦ 11.77¦ 29.50¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.10.00¦ 3.82 ¦100.85¦100.95¦100.88¦ 11.42¦ 9.87¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.08.01 ¦16.10.00¦ 3.34 ¦103.50¦103.60¦103.60¦ 15.83¦ 11.43¦ 25024¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.10.00¦ 3.40 ¦103.50¦103.50¦103.50¦ 15.81¦ 7.76¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.10.00¦ 3.45 ¦103.32¦103.35¦103.32¦ 16.02¦ 4.31¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦12.09.01 ¦16.10.00¦ 1.27 ¦ 98.60¦ 98.74¦ 98.61¦ 16.27¦ 92.51¦ 25023¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.10.00¦ 1.30 ¦ 98.60¦ 98.84¦ 98.60¦ 16.18¦ 132.33¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.10.00¦ 1.34 ¦ 98.51¦ 98.82¦ 98.60¦ 16.28¦ 65.84¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.10.00¦ 1.38 ¦ 98.42¦ 98.75¦ 98.49¦ 16.43¦ 136.59¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.10.00¦ 1.42 ¦ 98.48¦ 98.60¦ 98.50¦ 16.44¦ 51.44¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.12.01 ¦16.10.00¦ 0.00 ¦ 81.20¦ 82.00¦ 82.00¦ 19.02¦ 257.70¦ 25030¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.10.00¦ 0.00 ¦ 81.82¦ 82.38¦ 81.99¦ 18.67¦ 65.57¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.10.00¦ 0.00 ¦ 81.85¦ 82.15¦ 81.94¦ 18.70¦ 117.14¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.10.00¦ 0.00 ¦ 81.80¦ 82.20¦ 81.98¦ 18.71¦ 159.34¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.10.00¦ 0.00 ¦ 82.02¦ 82.25¦ 82.17¦ 18.54¦ 106.96¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦06.02.02 ¦16.10.00¦ 3.70 ¦ 98.80¦ 99.25¦ 99.15¦ 20.35¦ 35.77¦ 27001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.10.00¦ 3.80 ¦ 99.16¦ 99.35¦ 99.31¦ 20.18¦ 14.67¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.10.00¦ 3.80 ¦ 99.20¦ 99.35¦ 99.20¦ 20.25¦ 7.74¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.10.00¦ 3.90 ¦ 99.30¦ 99.35¦ 99.35¦ 20.13¦ 13.35¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.10.00¦ 4.00 ¦ 99.30¦ 99.40¦ 99.39¦ 20.03¦ 4.19¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.05.02 ¦16.10.00¦ 3.00 ¦ 96.11¦ 96.70¦ 96.52¦ 22.00¦ 36.06¦ 27002¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.10.00¦ 3.00 ¦ 96.50¦ 97.00¦ 96.99¦ 21.67¦ 19.80¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.10.00¦ 3.10 ¦ 96.54¦ 96.75¦ 96.54¦ 21.89¦ 29.12¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.10.00¦ 3.10 ¦ 96.70¦ 97.15¦ 96.92¦ 21.67¦ 50.04¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.10.00¦ 3.20 ¦ 97.15¦ 97.33¦ 97.33¦ 21.32¦ 10.90¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.06.02 ¦16.10.00¦ 2.20 ¦ 96.06¦ 96.54¦ 96.45¦ 22.15¦ 54.68¦ 27003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.10.00¦ 2.30 ¦ 95.61¦ 96.85¦ 96.80¦ 21.77¦ 57.06¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.10.00¦ 2.30 ¦ 96.50¦ 96.81¦ 96.60¦ 21.88¦ 8.66¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.10.00¦ 2.40 ¦ 96.60¦ 96.93¦ 96.81¦ 21.74¦ 32.63¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.10.00¦ 2.40 ¦ 96.97¦ 97.30¦ 97.24¦ 21.45¦ 11.50¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦18.09.02 ¦16.10.00¦ 1.40 ¦ 94.50¦ 94.69¦ 94.51¦ 22.83¦ 22.11¦ 27004¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.10.00¦ 1.50 ¦ 94.60¦ 95.25¦ 95.00¦ 22.52¦ 37.59¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.10.00¦ 1.50 ¦ 94.48¦ 95.15¦ 94.50¦ 22.72¦ 35.71¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.10.00¦ 1.60 ¦ 94.74¦ 95.05¦ 95.00¦ 22.52¦ 30.60¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.10.00¦ 1.60 ¦ 95.05¦ 95.30¦ 95.15¦ 22.38¦ 31.68¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦09.10.02 ¦16.10.00¦ 0.30 ¦ 92.20¦ 92.72¦ 92.60¦ 22.92¦ 30.86¦ 27005¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.10.00¦ 0.30 ¦ 92.50¦ 92.96¦ 92.96¦ 22.79¦ 44.32¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.10.00¦ 0.40 ¦ 92.50¦ 92.90¦ 92.62¦ 22.89¦ 19.59¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.10.00¦ 0.40 ¦ 92.52¦ 92.90¦ 92.61¦ 22.91¦ 16.22¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.10.00¦ 0.50 ¦ 92.85¦ 93.11¦ 93.09¦ 22.57¦ 58.49¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.01.03 ¦16.10.00¦ 4.50 ¦ 90.20¦ 90.79¦ 90.79¦ 23.26¦ 4.92¦ 27006¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.10.00¦ 4.60 ¦ 90.45¦ 90.85¦ 90.73¦ 23.00¦ 14.40¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.10.00¦ 4.60 ¦ 90.61¦ 91.30¦ 90.77¦ 23.07¦ 17.02¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.10.00¦ 4.70 ¦ 90.60¦ 91.00¦ 90.65¦ 23.00¦ 9.71¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.10.00¦ 4.70 ¦ 91.00¦ 91.10¦ 91.10¦ 22.82¦ 29.22¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.02.03 ¦16.10.00¦ 3.70 ¦ 90.22¦ 90.67¦ 90.67¦ 23.14¦ 8.73¦ 27007¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.10.00¦ 3.80 ¦ 90.60¦ 90.85¦ 90.85¦ 23.03¦ 15.47¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.10.00¦ 3.80 ¦ 90.60¦ 90.66¦ 90.62¦ 23.15¦ 9.21¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.10.00¦ 3.90 ¦ 90.45¦ 90.80¦ 90.80¦ 23.07¦ 6.50¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.10.00¦ 4.00 ¦ 90.90¦ 91.00¦ 90.99¦ 22.87¦ 16.67¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.03 ¦16.10.00¦ 5.89 ¦ 72.48¦ 72.49¦ 72.49¦ 26.73¦ 0.44¦ 26001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.10.00¦ 5.92 ¦ 72.95¦ 72.95¦ 72.95¦ 26.38¦ 0.02¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.05.03 ¦16.10.00¦ 3.00 ¦ 88.54¦ 89.00¦ 88.98¦ 23.15¦ 25.86¦ 27008¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.10.00¦ 3.00 ¦ 88.85¦ 89.20¦ 89.10¦ 23.06¦ 20.79¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.10.00¦ 3.10 ¦ 88.81¦ 88.94¦ 88.87¦ 23.18¦ 20.80¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.10.00¦ 3.10 ¦ 88.82¦ 89.05¦ 88.89¦ 23.17¦ 22.30¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.10.00¦ 3.20 ¦ 89.30¦ 89.50¦ 89.36¦ 22.85¦ 11.53¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦04.06.03 ¦16.10.00¦ 2.20 ¦ 88.70¦ 89.08¦ 89.03¦ 23.13¦ 18.56¦ 27009¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.10.00¦ 2.30 ¦ 88.95¦ 89.20¦ 89.19¦ 23.03¦ 12.89¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.10.00¦ 2.30 ¦ 88.79¦ 89.15¦ 88.90¦ 23.21¦ 23.48¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.10.00¦ 2.40 ¦ 88.70¦ 89.10¦ 88.77¦ 23.22¦ 14.55¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.10.00¦ 2.40 ¦ 89.30¦ 89.45¦ 89.42¦ 22.90¦ 19.24¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦17.09.03 ¦16.10.00¦ 1.40 ¦ 87.15¦ 87.69¦ 87.56¦ 23.10¦ 17.17¦ 27010¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.10.00¦ 1.50 ¦ 87.60¦ 88.05¦ 87.95¦ 22.85¦ 16.93¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.10.00¦ 1.50 ¦ 87.40¦ 88.12¦ 87.51¦ 23.11¦ 95.62¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.10.00¦ 1.60 ¦ 87.46¦ 87.85¦ 87.56¦ 23.07¦ 32.49¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.10.00¦ 1.60 ¦ 87.86¦ 88.00¦ 87.98¦ 22.90¦ 56.92¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦08.10.03 ¦16.10.00¦ 0.30 ¦ 85.30¦ 85.75¦ 85.59¦ 23.26¦ 88.70¦ 27011¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.10.00¦ 0.30 ¦ 85.55¦ 86.05¦ 85.85¦ 23.08¦ 32.56¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.10.00¦ 0.40 ¦ 85.45¦ 86.00¦ 85.45¦ 23.14¦ 19.96¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.10.00¦ 0.40 ¦ 85.40¦ 85.80¦ 85.69¦ 23.21¦ 56.87¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.10.00¦ 0.50 ¦ 85.85¦ 86.09¦ 86.00¦ 23.01¦ 19.66¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦19.11.03 ¦16.10.00¦ 6.00 ¦ 72.82¦ 73.19¦ 73.19¦ 24.14¦ 79.68¦ 27012¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.10.00¦ 6.00 ¦ 73.10¦ 73.31¦ 73.27¦ 24.04¦ 68.32¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.10.00¦ 6.10 ¦ 72.65¦ 73.30¦ 72.97¦ 24.20¦ 128.09¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.10.00¦ 6.10 ¦ 72.90¦ 73.02¦ 73.02¦ 24.21¦ 22.77¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.10.00¦ 6.10 ¦ 73.43¦ 73.60¦ 73.46¦ 23.89¦ 64.27¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.01.04 ¦16.10.00¦ 4.50 ¦ 83.76¦ 84.20¦ 84.00¦ 23.39¦ 8.93¦ 28001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.10.00¦ 4.60 ¦ 84.05¦ 84.50¦ 84.15¦ 23.11¦ 35.51¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.10.00¦ 4.60 ¦ 84.00¦ 84.50¦ 84.01¦ 23.26¦ 27.56¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.10.00¦ 4.70 ¦ 84.00¦ 84.30¦ 84.07¦ 23.30¦ 22.18¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.10.00¦ 4.70 ¦ 84.20¦ 84.45¦ 84.40¦ 23.16¦ 16.26¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.04 ¦16.10.00¦ 5.89 ¦ 63.50¦ 64.00¦ 64.00¦ 27.54¦ 0.11¦ 26002¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.10.00¦ 5.92 ¦ 65.00¦ 65.00¦ 65.00¦ 26.74¦ 0.93¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.10.00¦ 5.97 ¦ 63.02¦ 63.70¦ 63.40¦ 27.79¦ 11.14¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.05 ¦16.10.00¦ 5.89 ¦ 59.25¦ 61.50¦ 59.25¦ 25.50¦ 0.24¦ 26003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.10.00¦ 5.92 ¦ 61.00¦ 61.00¦ 61.00¦ 25.65¦ 2.71¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.10.00¦ 5.97 ¦ 60.60¦ 61.00¦ 60.60¦ 25.74¦ 0.29¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.10.00¦ 6.00 ¦ 60.00¦ 61.00¦ 61.00¦ 26.02¦ 0.20¦ ¦
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 ¦ 146 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25014 ¦ 15.03.2001 ¦ 146 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25020 ¦ 25.10.2000 ¦ 5 ¦ 12.00 ¦ 59.84 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25021 ¦ 17.01.2001 ¦ 89 ¦ 15.00 ¦ 74.79 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25023 ¦ 14.03.2001 ¦ 145 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25024 ¦ 14.02.2001 ¦ 117 ¦ 20.00 ¦ 99.73 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25026 ¦ 27.11.2000 ¦ 38 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25027 ¦ 27.11.2000 ¦ 38 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2000 ¦ 38 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2000 ¦ 38 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2001 ¦ 146 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2001 ¦ 146 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2001 ¦ 146 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2000 ¦ 38 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27001 ¦ 08.11.2000 ¦ 19 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27002 ¦ 22.11.2000 ¦ 33 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27003 ¦ 06.12.2000 ¦ 47 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27004 ¦ 20.12.2000 ¦ 61 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27005 ¦ 10.01.2001 ¦ 82 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27006 ¦ 25.10.2000 ¦ 5 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27007 ¦ 08.11.2000 ¦ 19 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27008 ¦ 22.11.2000 ¦ 33 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27009 ¦ 06.12.2000 ¦ 47 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27010 ¦ 20.12.2000 ¦ 61 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27011 ¦ 10.01.2001 ¦ 82 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27012 ¦ 22.11.2000 ¦ 33 ¦ 15.00 ¦ 0.75 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 28001 ¦ 25.10.2000 ¦ 5 ¦ 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¦ 26¦ 1 ¦ 15 ¦ ¦ 2500.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21142 ¦02.08.00¦01.11.00¦ 12¦ 1 ¦ ¦ ¦ 3485.410¦ 14.590¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25013 ¦15.03.97¦15.03.01¦ 146¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 511¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25020 ¦29.10.97¦25.10.00¦ 5¦ 4 ¦ 14 ¦ 2 ¦ 11462.302¦ 1631.472¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25021 ¦21.01.98¦17.01.01¦ 89¦ 6 ¦ 21 ¦ ¦ 14723.818¦ 5172.167¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 327¦ 7 ¦ 19 ¦ ¦ 20341.394¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25024 ¦22.07.98¦15.08.01¦ 299¦ 1 ¦ ¦ ¦ 5655.776¦ 4343.224¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25026 ¦27.11.98¦27.11.00¦ 38¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 403¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 768¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 1133¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 421¦ ¦ ¦ ¦ 33202.072¦ 754.998¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 876¦ 1 ¦ ¦ ¦ 6138.415¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 1242¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1607¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 1499¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 474¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 579¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 593¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 698¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 719¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 824¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 838¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 943¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 957¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 1062¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 1083¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 1125¦ ¦ ¦ ¦ 7898.488¦ 9707.912¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 1188¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ Итого ¦ ¦ ¦ ¦ ¦ ¦ ¦244753.888¦28560.513¦
L--------+--------+--------+-----+-------+------+--------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦16.10.00¦17.10.00¦18.10.00¦19.10.00¦20.10.00¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 10.54 ¦ 9.77 ¦ 10.90 ¦ 10.52 ¦ 9.46 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 21.38 ¦ 21.18 ¦ 21.39 ¦ 21.52 ¦ 21.46 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 19.02 ¦ 18.67 ¦ 18.70 ¦ 18.71 ¦ 18.54 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 22.96 ¦ 22.76 ¦ 22.90 ¦ 22.85 ¦ 22.62 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 10.54 ¦ 9.77 ¦ 0.00 ¦ 0.00 ¦ 9.46 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 15.72 ¦ 16.77 ¦ 14.41 ¦ 18.00 ¦ 16.11 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 19.02 ¦ 18.67 ¦ 18.70 ¦ 18.71 ¦ 18.54 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 23.05 ¦ 22.91 ¦ 23.33 ¦ 22.84 ¦ 22.94 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.07 ¦ 0.19 ¦ 0.00 ¦ 0.01 ¦ 0.68 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.23 ¦ 0.22 ¦ 0.34 ¦ 0.35 ¦ 0.19 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.78 ¦ 0.20 ¦ 0.35 ¦ 0.48 ¦ 0.32 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.35 ¦ 0.31 ¦ 0.35 ¦ 0.27 ¦ 0.28 ¦
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---------¬
¦ ¦ 16.10.00¦ 17.10.00¦ 18.10.00¦ 19.10.00¦ 20.10.00¦
+-----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость, ¦244753.89¦244753.89¦244753.89¦244753.89¦244753.89¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 5985.41¦ 5985.41¦ 5985.41¦ 5985.41¦ 5985.41¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 83708.32¦ 83708.32¦ 83708.32¦ 83708.32¦ 83708.32¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 33202.07¦ 33202.07¦ 33202.07¦ 33202.07¦ 33202.07¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦121858.09¦121858.09¦121858.09¦121858.09¦121858.09¦
+-----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦226444.53¦227108.48¦226902.49¦226965.16¦227501.96¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 6301.88¦ 6303.97¦ 6301.47¦ 6298.97¦ 6302.11¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 79901.79¦ 80048.44¦ 80017.76¦ 79929.26¦ 79942.66¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 27109.49¦ 27215.74¦ 27219.06¦ 27229.02¦ 27288.78¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦113131.37¦113540.33¦113364.20¦113507.91¦113968.42¦
+-----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 503.27¦ 502.86¦ 501.61¦ 500.37¦ 499.80¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 22.29¦ 21.29¦ 20.29¦ 19.28¦ 18.28¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 329.48¦ 329.21¦ 328.27¦ 326.21¦ 324.83¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 425.00¦ 424.00¦ 423.00¦ 422.00¦ 421.00¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 671.55¦ 670.93¦ 669.59¦ 668.51¦ 668.03¦
L-----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

<ТЕЛЕГРАММА> ЦБ РФ от 20.10.2000 n 162-Т <О РАСЧЕТНЫХ ОПЕРАЦИЯХ 23.10.2000 В РЕСПУБЛИКЕ ТЫВА>  »
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