БЮЛЛЕТЕНЬ ЦБ РФ от 06.10.2000 n 38 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 6 октября 2000 г. N 38
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 513.413 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 ¦06.10.00¦ 99.30¦ 99.41¦ 99.40¦ 8.62¦ 17.28¦ 21142¦
+---------+--------+------+------+------+--------+-------+-------+
¦15.11.00 ¦02.10.00¦112.85¦112.85¦112.85¦ -94.46¦ 3.00¦ 21137¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦03.10.00¦112.60¦112.67¦112.67¦ -95.12¦ 301.00¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦04.10.00¦112.75¦112.75¦112.75¦ -98.27¦ 155.00¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦05.10.00¦112.85¦112.85¦112.85¦ -101.37¦ 26.89¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦06.10.00¦112.90¦112.91¦112.91¦ -104.33¦ 10.24¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 4227.094 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 ¦02.10.00¦ 5.23 ¦ 99.90¦ 99.99¦ 99.97¦ 12.88¦ 32.71¦ 25020¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.10.00¦ 5.26 ¦ 99.96¦100.16¦100.14¦ 10.97¦ 48.96¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.10.00¦ 5.29 ¦100.15¦100.27¦100.25¦ 7.85¦ 176.61¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.10.00¦ 5.33 ¦100.20¦100.29¦100.24¦ 7.11¦ 6.30¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.10.00¦ 5.36 ¦100.24¦100.27¦100.24¦ 7.05¦ 8.85¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦17.01.01 ¦02.10.00¦ 3.08 ¦100.34¦100.47¦100.47¦ 13.61¦ 14.14¦ 25021¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.10.00¦ 3.12 ¦100.68¦100.90¦100.89¦ 12.25¦ 63.67¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.10.00¦ 3.16 ¦101.20¦101.29¦101.22¦ 10.47¦ 45.92¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.10.00¦ 3.21 ¦101.20¦101.30¦101.27¦ 10.46¦ 68.25¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.10.00¦ 3.25 ¦101.26¦101.29¦101.28¦ 10.38¦ 27.70¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.01 ¦04.10.00¦ 5.56 ¦ 98.25¦ 98.25¦ 98.25¦ 13.93¦ 0.50¦ 25013¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.08.01 ¦02.10.00¦ 2.58 ¦102.40¦102.50¦102.40¦ 17.47¦ 1.71¦ 25024¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.10.00¦ 2.63 ¦102.50¦102.60¦102.50¦ 17.34¦ 23.02¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.10.00¦ 2.69 ¦102.65¦103.00¦102.92¦ 16.80¦ 2.68¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.10.00¦ 2.74 ¦103.00¦103.05¦103.00¦ 16.66¦ 19.27¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.10.00¦ 2.80 ¦103.01¦103.01¦103.01¦ 16.65¦ 2.30¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦12.09.01 ¦02.10.00¦ 0.73 ¦ 97.51¦ 97.90¦ 97.55¦ 17.57¦ 28.68¦ 25023¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.10.00¦ 0.77 ¦ 97.56¦ 97.80¦ 97.56¦ 17.35¦ 32.55¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.10.00¦ 0.81 ¦ 97.70¦ 97.76¦ 97.75¦ 17.35¦ 77.13¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.10.00¦ 0.84 ¦ 97.98¦ 98.10¦ 98.10¦ 17.00¦ 113.25¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.10.00¦ 0.88 ¦ 97.96¦ 98.15¦ 98.10¦ 16.93¦ 98.93¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.12.01 ¦02.10.00¦ 0.00 ¦ 80.00¦ 80.47¦ 80.47¦ 20.21¦ 6.91¦ 25030¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.10.00¦ 0.00 ¦ 80.20¦ 81.09¦ 81.09¦ 19.78¦ 3.72¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.10.00¦ 0.00 ¦ 80.30¦ 81.35¦ 80.79¦ 19.83¦ 18.30¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.10.00¦ 0.00 ¦ 80.66¦ 81.40¦ 80.75¦ 19.29¦ 112.04¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.10.00¦ 0.00 ¦ 81.00¦ 81.15¦ 81.15¦ 19.28¦ 4.01¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦06.02.02 ¦02.10.00¦ 3.00 ¦ 97.90¦ 98.25¦ 98.10¦ 21.35¦ 4.83¦ 27001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.10.00¦ 3.00 ¦ 98.20¦ 98.50¦ 98.50¦ 21.07¦ 4.44¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.10.00¦ 3.10 ¦ 98.18¦ 98.40¦ 98.38¦ 21.20¦ 52.93¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.10.00¦ 3.10 ¦ 98.36¦ 98.55¦ 98.36¦ 21.06¦ 70.25¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.10.00¦ 3.20 ¦ 98.30¦ 98.60¦ 98.51¦ 21.05¦ 40.92¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.02 ¦04.10.00¦ 5.56 ¦ 85.50¦ 85.50¦ 85.50¦ 22.64¦ 0.50¦ 25014¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.10.00¦ 5.59 ¦ 85.50¦ 85.50¦ 85.50¦ 22.66¦ 1.00¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.05.02 ¦02.10.00¦ 2.20 ¦ 95.02¦ 95.54¦ 95.54¦ 22.94¦ 6.18¦ 27002¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.10.00¦ 2.30 ¦ 95.65¦ 95.85¦ 95.85¦ 22.63¦ 9.07¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.10.00¦ 2.30 ¦ 95.65¦ 96.40¦ 95.96¦ 22.62¦ 58.87¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.10.00¦ 2.40 ¦ 95.85¦ 96.20¦ 95.90¦ 22.43¦ 41.75¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.10.00¦ 2.40 ¦ 96.00¦ 96.34¦ 96.34¦ 22.37¦ 31.77¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.06.02 ¦02.10.00¦ 1.40 ¦ 94.97¦ 95.50¦ 95.15¦ 23.27¦ 3.18¦ 27003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.10.00¦ 1.50 ¦ 95.25¦ 95.70¦ 95.65¦ 22.81¦ 17.95¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.10.00¦ 1.50 ¦ 95.53¦ 96.10¦ 95.79¦ 22.79¦ 70.47¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.10.00¦ 1.60 ¦ 95.79¦ 95.99¦ 95.87¦ 22.53¦ 64.65¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.10.00¦ 1.60 ¦ 95.70¦ 96.30¦ 96.29¦ 22.42¦ 54.09¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦18.09.02 ¦02.10.00¦ 0.70 ¦ 94.00¦ 94.15¦ 94.15¦ 23.21¦ 5.16¦ 27004¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.10.00¦ 0.70 ¦ 94.15¦ 94.70¦ 94.70¦ 22.88¦ 40.40¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.10.00¦ 0.80 ¦ 94.25¦ 94.75¦ 94.40¦ 22.94¦ 140.58¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.10.00¦ 0.80 ¦ 94.58¦ 94.80¦ 94.80¦ 22.78¦ 98.42¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.10.00¦ 0.90 ¦ 94.10¦ 94.70¦ 94.70¦ 22.95¦ 38.73¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦09.10.02 ¦02.10.00¦ 4.50 ¦ 92.24¦ 92.27¦ 92.25¦ 23.22¦ 8.98¦ 27005¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.10.00¦ 4.60 ¦ 92.10¦ 92.57¦ 92.57¦ 22.98¦ 58.54¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.10.00¦ 4.60 ¦ 91.80¦ 93.00¦ 92.53¦ 22.99¦ 71.36¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.10.00¦ 4.70 ¦ 92.55¦ 92.82¦ 92.55¦ 22.83¦ 67.52¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.10.00¦ 4.70 ¦ 92.45¦ 92.60¦ 92.60¦ 23.02¦ 19.04¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.01.03 ¦02.10.00¦ 3.70 ¦ 90.25¦ 90.50¦ 90.40¦ 23.32¦ 18.57¦ 27006¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.10.00¦ 3.80 ¦ 90.50¦ 90.88¦ 90.80¦ 23.05¦ 35.79¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.10.00¦ 3.80 ¦ 90.60¦ 91.12¦ 90.80¦ 23.00¦ 131.12¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.10.00¦ 3.90 ¦ 90.85¦ 91.10¦ 91.00¦ 22.87¦ 17.73¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.10.00¦ 4.00 ¦ 90.70¦ 90.82¦ 90.82¦ 22.97¦ 49.85¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.02.03 ¦02.10.00¦ 3.00 ¦ 90.00¦ 90.43¦ 90.40¦ 23.33¦ 29.62¦ 27007¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.10.00¦ 3.00 ¦ 90.40¦ 90.91¦ 90.85¦ 22.98¦ 36.48¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.10.00¦ 3.10 ¦ 90.40¦ 91.22¦ 90.68¦ 23.09¦ 112.92¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.10.00¦ 3.10 ¦ 90.70¦ 91.13¦ 90.75¦ 22.88¦ 30.91¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.10.00¦ 3.20 ¦ 90.60¦ 90.85¦ 90.85¦ 23.02¦ 42.72¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.03 ¦04.10.00¦ 5.56 ¦ 72.00¦ 72.00¦ 72.00¦ 26.88¦ 0.02¦ 26001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.10.00¦ 5.62 ¦ 73.01¦ 73.01¦ 73.01¦ 26.15¦ 0.17¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.05.03 ¦02.10.00¦ 2.20 ¦ 88.16¦ 88.95¦ 88.50¦ 23.29¦ 2.99¦ 27008¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.10.00¦ 2.30 ¦ 88.50¦ 89.50¦ 89.50¦ 22.90¦ 16.14¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.10.00¦ 2.30 ¦ 89.25¦ 90.00¦ 89.35¦ 22.85¦ 104.96¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.10.00¦ 2.40 ¦ 89.40¦ 89.84¦ 89.50¦ 22.80¦ 15.38¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.10.00¦ 2.40 ¦ 89.15¦ 89.50¦ 89.30¦ 22.96¦ 33.71¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦04.06.03 ¦02.10.00¦ 1.40 ¦ 88.30¦ 88.70¦ 88.45¦ 23.54¦ 8.28¦ 27009¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.10.00¦ 1.50 ¦ 88.60¦ 89.40¦ 89.20¦ 22.98¦ 64.10¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.10.00¦ 1.50 ¦ 89.10¦ 89.69¦ 89.30¦ 23.03¦ 97.28¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.10.00¦ 1.60 ¦ 88.75¦ 89.72¦ 89.26¦ 22.86¦ 40.57¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.10.00¦ 1.60 ¦ 89.25¦ 89.46¦ 89.34¦ 23.00¦ 36.85¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦17.09.03 ¦02.10.00¦ 0.70 ¦ 87.05¦ 87.55¦ 87.35¦ 23.26¦ 13.82¦ 27010¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.10.00¦ 0.70 ¦ 87.45¦ 88.31¦ 88.07¦ 22.83¦ 62.20¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.10.00¦ 0.80 ¦ 87.90¦ 88.60¦ 88.00¦ 22.81¦ 181.97¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.10.00¦ 0.80 ¦ 88.07¦ 88.39¦ 88.10¦ 22.77¦ 52.00¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.10.00¦ 0.90 ¦ 87.85¦ 88.29¦ 88.20¦ 22.75¦ 78.89¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦08.10.03 ¦02.10.00¦ 4.50 ¦ 85.00¦ 85.22¦ 85.00¦ 23.64¦ 8.89¦ 27011¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.10.00¦ 4.60 ¦ 85.11¦ 86.15¦ 85.95¦ 23.01¦ 65.60¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.10.00¦ 4.60 ¦ 85.80¦ 86.46¦ 85.96¦ 23.03¦ 68.04¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.10.00¦ 4.70 ¦ 85.75¦ 86.54¦ 86.17¦ 22.85¦ 107.51¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.10.00¦ 4.70 ¦ 85.85¦ 86.15¦ 86.15¦ 23.03¦ 45.84¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦19.11.03 ¦02.10.00¦ 5.40 ¦ 73.00¦ 73.25¦ 73.00¦ 24.09¦ 12.15¦ 27012¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.10.00¦ 5.40 ¦ 73.30¦ 73.68¦ 73.60¦ 23.85¦ 52.99¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.10.00¦ 5.50 ¦ 73.40¦ 74.00¦ 73.45¦ 23.83¦ 30.18¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.10.00¦ 5.50 ¦ 73.46¦ 73.80¦ 73.54¦ 23.77¦ 77.38¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.10.00¦ 5.60 ¦ 73.46¦ 73.77¦ 73.70¦ 23.71¦ 56.94¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.01.04 ¦02.10.00¦ 3.70 ¦ 83.95¦ 84.05¦ 83.95¦ 23.43¦ 7.57¦ 28001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.10.00¦ 3.80 ¦ 84.10¦ 84.70¦ 84.50¦ 23.03¦ 43.18¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.10.00¦ 3.80 ¦ 84.45¦ 85.20¦ 84.50¦ 23.01¦ 31.17¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.10.00¦ 3.90 ¦ 84.65¦ 85.30¦ 84.76¦ 22.81¦ 142.20¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.10.00¦ 4.00 ¦ 84.40¦ 84.88¦ 84.70¦ 22.95¦ 40.26¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.04 ¦04.10.00¦ 5.56 ¦ 64.50¦ 65.00¦ 64.50¦ 26.87¦ 0.80¦ 26002¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.10.00¦ 5.62 ¦ 63.54¦ 63.54¦ 63.54¦ 27.57¦ 0.01¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.05 ¦02.10.00¦ 5.51 ¦ 58.50¦ 58.50¦ 58.50¦ 26.98¦ 0.14¦ 26003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.10.00¦ 5.53 ¦ 62.00¦ 62.99¦ 62.55¦ 24.59¦ 1.28¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.10.00¦ 5.56 ¦ 62.60¦ 62.70¦ 62.60¦ 24.61¦ 0.06¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.10.00¦ 5.62 ¦ 62.50¦ 62.50¦ 62.50¦ 24.72¦ 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 ¦ 160 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25014 ¦ 15.03.2001 ¦ 160 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25020 ¦ 25.10.2000 ¦ 19 ¦ 12.00 ¦ 59.84 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25021 ¦ 17.01.2001 ¦ 103 ¦ 15.00 ¦ 74.79 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25023 ¦ 14.03.2001 ¦ 159 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25024 ¦ 14.02.2001 ¦ 131 ¦ 20.00 ¦ 99.73 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25026 ¦ 27.11.2000 ¦ 52 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25027 ¦ 27.11.2000 ¦ 52 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2000 ¦ 52 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2000 ¦ 52 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2001 ¦ 160 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2001 ¦ 160 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2001 ¦ 160 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2000 ¦ 52 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27001 ¦ 08.11.2000 ¦ 33 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27002 ¦ 22.11.2000 ¦ 47 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27003 ¦ 06.12.2000 ¦ 61 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27004 ¦ 20.12.2000 ¦ 75 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27005 ¦ 11.10.2000 ¦ 5 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27006 ¦ 25.10.2000 ¦ 19 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27007 ¦ 08.11.2000 ¦ 33 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27008 ¦ 22.11.2000 ¦ 47 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27009 ¦ 06.12.2000 ¦ 61 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27010 ¦ 20.12.2000 ¦ 75 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27011 ¦ 11.10.2000 ¦ 5 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27012 ¦ 22.11.2000 ¦ 47 ¦ 15.00 ¦ 0.75 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 28001 ¦ 25.10.2000 ¦ 19 ¦ 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¦ 40¦ 1 ¦ 15 ¦ ¦ 2500.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21142 ¦02.08.00¦01.11.00¦ 26¦ 1 ¦ ¦ ¦ 3485.410¦ 14.590¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25013 ¦15.03.97¦15.03.01¦ 160¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 525¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25020 ¦29.10.97¦25.10.00¦ 19¦ 4 ¦ 14 ¦ 2 ¦ 11462.302¦ 1631.472¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25021 ¦21.01.98¦17.01.01¦ 103¦ 6 ¦ 21 ¦ ¦ 14723.818¦ 5172.167¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 341¦ 7 ¦ 19 ¦ ¦ 20341.394¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25024 ¦22.07.98¦15.08.01¦ 313¦ 1 ¦ ¦ ¦ 5655.776¦ 4343.224¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25026 ¦27.11.98¦27.11.00¦ 52¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 417¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 782¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 1147¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 435¦ ¦ ¦ ¦ 33202.072¦ 1754.998¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 890¦ 1 ¦ ¦ ¦ 6138.415¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 1256¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1621¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 1513¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 488¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 593¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 607¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.99¦18.09.02¦ 712¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 733¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 838¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 852¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 957¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 971¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 1076¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 1097¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 1139¦ ¦ ¦ ¦ 7509.234¦10097.166¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 1202¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ Итого ¦ ¦ ¦ ¦ ¦ ¦ ¦244364.635¦28949.766¦
L--------+--------+--------+-----+-------+------+--------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦02.10.00¦03.10.00¦04.10.00¦05.10.00¦06.10.00¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 10.91 ¦ 9.22 ¦ 6.65 ¦ 6.09 ¦ 8.62 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 21.88 ¦ 21.08 ¦ 21.22 ¦ 20.79 ¦ 21.15 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 20.21 ¦ 19.78 ¦ 19.83 ¦ 19.29 ¦ 19.28 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 23.29 ¦ 22.90 ¦ 22.91 ¦ 22.77 ¦ 22.85 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 8.62 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 16.88 ¦ 16.15 ¦ 15.44 ¦ 16.04 ¦ 16.41 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 20.21 ¦ 19.78 ¦ 19.83 ¦ 19.29 ¦ 19.28 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 23.37 ¦ 23.04 ¦ 22.89 ¦ 22.80 ¦ 22.88 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.04 ¦ 3.69 ¦ 2.79 ¦ 0.48 ¦ 0.46 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.10 ¦ 0.22 ¦ 0.22 ¦ 0.27 ¦ 0.17 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.02 ¦ 0.01 ¦ 0.06 ¦ 0.34 ¦ 0.01 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.11 ¦ 0.41 ¦ 0.50 ¦ 0.67 ¦ 0.46 ¦
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---------¬
¦ ¦ 02.10.00¦ 03.10.00¦ 04.10.00¦ 05.10.00¦ 06.10.00¦
+-----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость, ¦247280.74¦247280.74¦244357.38¦244357.38¦244364.63¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 8911.91¦ 8911.91¦ 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 ¦121458.44¦121458.44¦121461.58¦121461.58¦121468.84¦
+-----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦226945.69¦228181.74¦225569.70¦226138.32¦226126.80¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 9188.43¦ 9182.68¦ 6267.91¦ 6270.41¦ 6286.90¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 78867.15¦ 79259.47¦ 79516.67¦ 79607.60¦ 79638.10¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 26608.14¦ 26737.63¦ 26737.63¦ 26893.68¦ 26910.28¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦112281.97¦113001.97¦113047.49¦113366.63¦113291.52¦
+-----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 507.10¦ 508.11¦ 513.49¦ 512.93¦ 511.35¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 25.41¦ 24.39¦ 34.30¦ 33.30¦ 32.29¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 341.20¦ 343.86¦ 342.75¦ 342.27¦ 340.34¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 439.00¦ 438.00¦ 437.00¦ 436.00¦ 435.00¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 679.19¦ 679.22¦ 678.25¦ 677.54¦ 676.28¦
L-----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

ПОСТАНОВЛЕНИЕ ФЭК РФ от 06.05.2000 n 24/5 (ред. от 06.10.2000) ОБ УТВЕРЖДЕНИИ НОРМАТИВОВ ОТЧИСЛЕНИЙ НА СОДЕРЖАНИЕ УПРАВЛЕНИЙ ГОСУДАРСТВЕННОГО ЭНЕРГЕТИЧЕСКОГО НАДЗОРА В СУБЪЕКТАХ РОССИЙСКОЙ ФЕДЕРАЦИИ НА 2000 ГОД  »
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