БЮЛЛЕТЕНЬ ЦБ РФ от 13.10.2000 n 39 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 13 октября 2000 г. N 39
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 27.378 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 ¦13.10.00¦ 99.50¦ 99.50¦ 99.50¦ 9.65¦ 0.24¦ 21142¦
+---------+--------+------+------+------+--------+-------+-------+
¦15.11.00 ¦10.10.00¦113.05¦113.05¦113.05¦ -117.04¦ 20.12¦ 21137¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦12.10.00¦113.10¦113.10¦113.10¦ -124.34¦ 6.98¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦13.10.00¦113.30¦113.30¦113.30¦ -129.84¦ 0.05¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 3561.973 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 ¦09.10.00¦ 5.46 ¦100.10¦100.21¦100.16¦ 8.21¦ 55.31 ¦ 25020¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.10.00¦ 5.49 ¦100.10¦100.16¦100.14¦ 8.46¦ 28.91 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.10.00¦ 5.52 ¦100.13¦100.15¦100.14¦ 8.20¦ 11.78 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.10.00¦ 5.56 ¦100.13¦100.17¦100.16¦ 7.62¦ 34.49 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.10.00¦ 5.59 ¦100.12¦100.16¦100.16¦ 8.22¦105.78 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦17.01.01 ¦09.10.00¦ 3.37 ¦101.00¦101.30¦101.24¦ 10.34¦ 13.74 ¦ 25021¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.10.00¦ 3.41 ¦101.20¦101.27¦101.20¦ 10.49¦ 7.51 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.10.00¦ 3.45 ¦101.22¦101.30¦101.30¦ 10.16¦ 51.27 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.10.00¦ 3.49 ¦101.25¦101.30¦101.30¦ 10.11¦ 23.08 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.10.00¦ 3.53 ¦101.20¦101.30¦101.20¦ 10.18¦ 52.69 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.01 ¦10.10.00¦ 5.73 ¦ 98.50¦ 98.50¦ 98.50¦ 13.45¦ 0.19 ¦ 25013¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.08.01 ¦09.10.00¦ 2.96 ¦103.01¦103.01¦103.01¦ 16.61¦ 1.14 ¦ 25024¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.10.00¦ 3.01 ¦103.00¦103.00¦103.00¦ 16.61¦ 0.08 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦12.09.01 ¦09.10.00¦ 1.00 ¦ 98.00¦ 98.12¦ 98.10¦ 16.93¦ 94.55 ¦ 25023¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.10.00¦ 1.04 ¦ 98.19¦ 98.35¦ 98.35¦ 16.69¦ 95.55 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.10.00¦ 1.07 ¦ 98.30¦ 98.55¦ 98.36¦ 16.45¦ 38.59 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.10.00¦ 1.11 ¦ 98.40¦ 98.52¦ 98.42¦ 16.49¦ 97.60 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.10.00¦ 1.15 ¦ 98.45¦ 98.61¦ 98.54¦ 16.31¦152.48 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.12.01 ¦09.10.00¦ 0.00 ¦ 80.70¦ 81.01¦ 81.00¦ 19.51¦ 48.06 ¦ 25030¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.10.00¦ 0.00 ¦ 80.77¦ 81.00¦ 80.77¦ 19.65¦ 47.55 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.10.00¦ 0.00 ¦ 80.83¦ 81.21¦ 81.20¦ 19.61¦ 76.80 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.10.00¦ 0.00 ¦ 80.95¦ 81.50¦ 81.10¦ 19.62¦262.62 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.10.00¦ 0.00 ¦ 81.00¦ 81.49¦ 81.49¦ 19.60¦ 59.81 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦06.02.02 ¦09.10.00¦ 3.40 ¦ 98.50¦ 98.61¦ 98.61¦ 20.87¦ 8.53 ¦ 27001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.10.00¦ 3.40 ¦ 98.65¦ 98.94¦ 98.94¦ 20.79¦ 21.94 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.10.00¦ 3.50 ¦ 98.52¦ 98.90¦ 98.90¦ 20.75¦ 27.17 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.10.00¦ 3.50 ¦ 98.60¦ 98.75¦ 98.75¦ 20.81¦ 36.15 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.10.00¦ 3.60 ¦ 98.66¦ 98.84¦ 98.84¦ 20.74¦ 20.39 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.05.02 ¦09.10.00¦ 2.60 ¦ 96.10¦ 96.35¦ 96.31¦ 22.20¦ 31.93 ¦ 27002¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.10.00¦ 2.60 ¦ 96.21¦ 96.32¦ 96.28¦ 22.28¦ 32.02 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.10.00¦ 2.70 ¦ 96.00¦ 96.30¦ 96.18¦ 22.44¦ 22.35 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.10.00¦ 2.70 ¦ 95.28¦ 96.19¦ 96.15¦ 22.58¦ 39.91 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.10.00¦ 2.80 ¦ 95.66¦ 96.30¦ 96.27¦ 22.41¦ 34.79 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.06.02 ¦09.10.00¦ 1.80 ¦ 95.50¦ 96.01¦ 96.00¦ 22.54¦ 16.73 ¦ 27003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.10.00¦ 1.90 ¦ 96.02¦ 96.20¦ 96.07¦ 22.36¦ 77.87 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.10.00¦ 1.90 ¦ 96.00¦ 96.12¦ 96.11¦ 22.46¦ 24.96 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.10.00¦ 2.00 ¦ 95.10¦ 95.97¦ 95.85¦ 22.69¦ 48.84 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.10.00¦ 2.00 ¦ 95.70¦ 96.15¦ 96.14¦ 22.62¦ 26.75 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦18.09.02 ¦09.10.00¦ 1.00 ¦ 94.40¦ 94.50¦ 94.46¦ 22.97¦ 22.83 ¦ 27004¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.10.00¦ 1.10 ¦ 94.45¦ 94.55¦ 94.50¦ 22.88¦ 28.65 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.10.00¦ 1.20 ¦ 94.16¦ 94.50¦ 94.20¦ 22.98¦ 36.12 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.10.00¦ 1.20 ¦ 94.00¦ 94.33¦ 94.29¦ 23.14¦ 52.03 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.10.00¦ 1.30 ¦ 94.00¦ 94.80¦ 94.51¦ 22.86¦ 30.18 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦09.10.02 ¦09.10.00¦ 4.90 ¦ 92.40¦ 92.77¦ 92.77¦ 23.00¦ 43.51 ¦ 27005¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.10.00¦ 4.90 ¦ 92.50¦ 92.58¦ 92.50¦ 23.03¦ 31.95 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.10.00¦ 0.00 ¦ 92.30¦ 92.38¦ 92.38¦ 23.16¦ 28.27 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.10.00¦ 0.10 ¦ 92.00¦ 92.30¦ 92.27¦ 23.20¦ 47.26 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.10.00¦ 0.10 ¦ 90.00¦ 92.40¦ 92.39¦ 23.36¦ 21.96 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.01.03 ¦09.10.00¦ 4.10 ¦ 90.71¦ 90.95¦ 90.95¦ 22.91¦ 1.12 ¦ 27006¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.10.00¦ 4.20 ¦ 90.61¦ 91.20¦ 90.80¦ 22.94¦ 6.70 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.10.00¦ 4.20 ¦ 90.20¦ 90.80¦ 90.41¦ 23.20¦ 24.97 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.10.00¦ 4.30 ¦ 89.99¦ 90.25¦ 90.10¦ 23.47¦ 30.57 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.10.00¦ 4.30 ¦ 89.55¦ 90.35¦ 90.30¦ 23.45¦ 49.67 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.02.03 ¦09.10.00¦ 3.40 ¦ 90.70¦ 90.83¦ 90.83¦ 22.99¦ 19.02 ¦ 27007¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.10.00¦ 3.40 ¦ 90.70¦ 90.78¦ 90.78¦ 23.05¦ 17.33 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.10.00¦ 3.50 ¦ 90.20¦ 90.60¦ 90.50¦ 23.19¦ 3.04 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.10.00¦ 3.50 ¦ 89.81¦ 90.25¦ 90.15¦ 23.50¦ 35.92 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.10.00¦ 3.60 ¦ 89.70¦ 90.29¦ 90.29¦ 23.39¦ 14.99 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.03 ¦10.10.00¦ 5.73 ¦ 73.37¦ 73.37¦ 73.37¦ 25.94¦ 0.50 ¦ 26001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.10.00¦ 5.81 ¦ 72.00¦ 72.00¦ 72.00¦ 27.05¦ 0.02 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.05.03 ¦09.10.00¦ 2.60 ¦ 89.15¦ 89.28¦ 89.20¦ 22.98¦ 17.10 ¦ 27008¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.10.00¦ 2.60 ¦ 89.10¦ 89.20¦ 89.10¦ 23.06¦ 8.97 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.10.00¦ 2.70 ¦ 88.65¦ 89.07¦ 88.65¦ 23.22¦ 36.50 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.10.00¦ 2.70 ¦ 88.00¦ 88.80¦ 88.77¦ 23.42¦ 42.96 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.10.00¦ 2.80 ¦ 88.40¦ 88.65¦ 88.55¦ 23.43¦ 42.39 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦04.06.03 ¦09.10.00¦ 1.80 ¦ 89.16¦ 89.35¦ 89.35¦ 23.02¦ 30.76 ¦ 27009¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.10.00¦ 1.90 ¦ 89.08¦ 89.16¦ 89.08¦ 23.07¦ 16.13 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.10.00¦ 1.90 ¦ 88.69¦ 89.00¦ 88.69¦ 23.32¦ 34.26 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.10.00¦ 2.00 ¦ 88.00¦ 88.75¦ 88.55¦ 23.38¦ 21.32 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.10.00¦ 2.00 ¦ 87.90¦ 88.70¦ 88.54¦ 23.45¦ 51.29 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦17.09.03 ¦09.10.00¦ 1.00 ¦ 87.81¦ 87.99¦ 87.88¦ 22.97¦ 32.93 ¦ 27010¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.10.00¦ 1.10 ¦ 87.10¦ 87.75¦ 87.69¦ 23.06¦ 9.30 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.10.00¦ 1.20 ¦ 87.15¦ 87.80¦ 87.16¦ 23.18¦ 58.36 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.10.00¦ 1.20 ¦ 86.41¦ 87.30¦ 87.12¦ 23.63¦ 52.38 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.10.00¦ 1.30 ¦ 86.80¦ 87.17¦ 87.17¦ 23.50¦ 46.66 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦08.10.03 ¦09.10.00¦ 4.90 ¦ 85.80¦ 86.00¦ 86.00¦ 23.08¦ 38.50 ¦ 27011¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.10.00¦ 4.90 ¦ 85.75¦ 86.00¦ 85.90¦ 23.12¦ 12.66 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.10.00¦ 0.00 ¦ 85.27¦ 86.00¦ 85.27¦ 23.23¦ 60.34 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.10.00¦ 0.10 ¦ 84.75¦ 85.63¦ 85.13¦ 23.51¦ 44.94 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.10.00¦ 0.10 ¦ 84.91¦ 85.39¦ 85.17¦ 23.53¦ 57.01 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦19.11.03 ¦09.10.00¦ 5.70 ¦ 73.50¦ 73.70¦ 73.70¦ 23.73¦ 13.61 ¦ 27012¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.10.00¦ 5.70 ¦ 73.55¦ 73.65¦ 73.56¦ 23.81¦ 61.37 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.10.00¦ 5.80 ¦ 73.30¦ 73.59¦ 73.35¦ 23.87¦ 32.75 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.10.00¦ 5.80 ¦ 72.42¦ 73.00¦ 72.70¦ 24.32¦ 70.94 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.10.00¦ 5.90 ¦ 72.75¦ 73.00¦ 72.82¦ 24.21¦ 62.85 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.01.04 ¦09.10.00¦ 4.10 ¦ 84.50¦ 84.79¦ 84.66¦ 23.00¦ 28.51 ¦ 28001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.10.00¦ 4.20 ¦ 84.38¦ 84.70¦ 84.38¦ 23.10¦ 32.14 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.10.00¦ 4.20 ¦ 83.88¦ 84.45¦ 84.00¦ 23.31¦ 44.33 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.10.00¦ 4.30 ¦ 83.20¦ 83.85¦ 83.70¦ 23.62¦ 78.55 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.10.00¦ 4.30 ¦ 83.60¦ 83.75¦ 83.75¦ 23.57¦ 36.53 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.04 ¦11.10.00¦ 5.75 ¦ 63.51¦ 63.60¦ 63.51¦ 27.61¦ 0.18 ¦ 26002¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.10.00¦ 5.78 ¦ 63.75¦ 63.91¦ 63.75¦ 27.46¦ 1.50 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.10.00¦ 5.81 ¦ 63.00¦ 63.00¦ 63.00¦ 28.02¦ 0.05 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.05 ¦09.10.00¦ 5.70 ¦ 62.50¦ 62.50¦ 62.50¦ 24.74¦ 0.16 ¦ 26003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.10.00¦ 5.73 ¦ 62.50¦ 62.71¦ 62.57¦ 24.71¦ 1.37 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.10.00¦ 5.75 ¦ 61.20¦ 62.00¦ 61.70¦ 25.10¦ 2.04 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.10.00¦ 5.78 ¦ 61.30¦ 61.51¦ 61.30¦ 25.41¦ 1.44 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.10.00¦ 5.81 ¦ 60.00¦ 61.00¦ 60.30¦ 25.99¦ 2.42 ¦ ¦
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 ¦ 153 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25014 ¦ 15.03.2001 ¦ 153 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25020 ¦ 25.10.2000 ¦ 12 ¦ 12.00 ¦ 59.84 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25021 ¦ 17.01.2001 ¦ 96 ¦ 15.00 ¦ 74.79 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25023 ¦ 14.03.2001 ¦ 152 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25024 ¦ 14.02.2001 ¦ 124 ¦ 20.00 ¦ 99.73 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25026 ¦ 27.11.2000 ¦ 45 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25027 ¦ 27.11.2000 ¦ 45 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2000 ¦ 45 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2000 ¦ 45 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2001 ¦ 153 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2001 ¦ 153 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2001 ¦ 153 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2000 ¦ 45 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27001 ¦ 08.11.2000 ¦ 26 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27002 ¦ 22.11.2000 ¦ 40 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27003 ¦ 06.12.2000 ¦ 54 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27004 ¦ 20.12.2000 ¦ 68 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27005 ¦ 10.01.2001 ¦ 89 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27006 ¦ 25.10.2000 ¦ 12 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27007 ¦ 08.11.2000 ¦ 26 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27008 ¦ 22.11.2000 ¦ 40 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27009 ¦ 06.12.2000 ¦ 54 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27010 ¦ 20.12.2000 ¦ 68 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27011 ¦ 10.01.2001 ¦ 89 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27012 ¦ 22.11.2000 ¦ 40 ¦ 15.00 ¦ 0.75 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 28001 ¦ 25.10.2000 ¦ 12 ¦ 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¦ 33¦ 1 ¦ 15 ¦ ¦ 2500.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21142 ¦02.08.00¦01.11.00¦ 19¦ 1 ¦ ¦ ¦ 3485.410¦ 14.590¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25013 ¦15.03.97¦15.03.01¦ 153¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 518¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25020 ¦29.10.97¦25.10.00¦ 12¦ 4 ¦ 14 ¦ 2 ¦ 11462.302¦ 1631.472¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25021 ¦21.01.98¦17.01.01¦ 96¦ 6 ¦ 21 ¦ ¦ 14723.818¦ 5172.167¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 334¦ 7 ¦ 19 ¦ ¦ 20341.394¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25024 ¦22.07.98¦15.08.01¦ 306¦ 1 ¦ ¦ ¦ 5655.776¦ 4343.224¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25026 ¦27.11.98¦27.11.00¦ 45¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 410¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 775¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 1140¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 428¦ ¦ ¦ ¦ 33202.072¦ 1754.998¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 883¦ 1 ¦ ¦ ¦ 6138.415¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 1249¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1614¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 1506¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 481¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 586¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 600¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 705¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 726¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 831¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 845¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 950¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 964¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 1069¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 1090¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 1132¦ ¦ ¦ ¦ 7766.964¦ 9839.436¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 1195¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ Итого ¦ ¦ ¦ ¦ ¦ ¦ ¦244622.364¦28692.037¦
L--------+--------+--------+-----+-------+------+--------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦09.10.00¦10.10.00¦11.10.00¦12.10.00¦13.10.00¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 9.87 ¦ 10.14 ¦ 9.79 ¦ 9.88 ¦ 9.65 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 21.20 ¦ 21.15 ¦ 21.13 ¦ 21.24 ¦ 21.48 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 19.51 ¦ 19.65 ¦ 19.61 ¦ 19.62 ¦ 19.60 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 22.87 ¦ 22.90 ¦ 23.04 ¦ 23.28 ¦ 23.23 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 9.65 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 16.44 ¦ 16.86 ¦ 15.72 ¦ 16.69 ¦ 15.98 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 19.51 ¦ 19.65 ¦ 19.61 ¦ 19.62 ¦ 19.60 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 22.93 ¦ 22.94 ¦ 23.11 ¦ 23.39 ¦ 23.39 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.36 ¦ 0.00 ¦ 0.13 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.21 ¦ 0.17 ¦ 0.13 ¦ 0.20 ¦ 0.40 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.14 ¦ 0.14 ¦ 0.23 ¦ 0.79 ¦ 0.18 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.25 ¦ 0.29 ¦ 0.35 ¦ 0.49 ¦ 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---------¬
¦ ¦ 09.10.00¦ 10.10.00¦ 11.10.00¦ 12.10.00¦ 13.10.00¦
+-----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость, ¦244364.63¦244364.63¦244364.63¦244364.63¦244622.36¦
¦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 ¦121468.84¦121468.84¦121468.84¦121468.84¦121726.57¦
+-----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦226346.76¦226434.76¦225373.11¦225055.04¦225292.44¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 6286.90¦ 6290.40¦ 6290.40¦ 6291.65¦ 6300.48¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 79713.50¦ 79810.91¦ 79849.62¦ 79855.55¦ 79708.83¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 26887.04¦ 26863.80¦ 26887.04¦ 26897.00¦ 26916.92¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦113459.32¦113469.66¦112346.05¦112010.84¦112366.20¦
+-----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 508.36¦ 507.24¦ 507.81¦ 506.04¦ 504.97¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 29.29¦ 28.29¦ 27.29¦ 26.29¦ 25.29¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 337.42¦ 336.59¦ 335.02¦ 333.68¦ 330.80¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 432.00¦ 431.00¦ 430.00¦ 429.00¦ 428.00¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 673.10¦ 671.87¦ 676.15¦ 674.37¦ 673.85¦
L-----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

ПОСТАНОВЛЕНИЕ ФЭК РФ от 04.08.2000 n 41/2 (ред. от 13.10.2000) ОБ УТВЕРЖДЕНИИ ТАРИФОВ НА ТРАНСПОРТИРОВКУ НЕФТИ ПО СИСТЕМЕ МАГИСТРАЛЬНЫХ НЕФТЕПРОВОДОВ ОАО АК ТРАНСНЕФТЬ  »
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