БЮЛЛЕТЕНЬ ЦБ РФ от 29.09.2000 n 37 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 29 сентября 2000 г. N 37
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 280.545 млн. руб. по номиналу имела следующие параметры:
----------T--------T--------------------T--------T-------T-------¬
¦ Дата ¦ Дата ¦ Цены облигаций ¦Доход- ¦Оборот ¦Номер ¦
¦погашения¦ торгов +------T------T------+ность ¦ (млн. ¦выпуска¦
¦ ¦ ¦ мин. ¦макс. ¦закр. ¦(% год.)¦ руб. ¦(спра- ¦
¦ ¦ ¦ ¦ ¦ ¦ ¦ по ¦вочно) ¦
¦ ¦ ¦ ¦ ¦ ¦ ¦номин.)¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦04.10.00 ¦26.09.00¦ 99.73¦ 99.77¦ 99.77¦ 11.89 ¦ 57.51 ¦ 21141 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦27.09.00¦ 99.75¦ 99.80¦ 99.75¦ 10.45 ¦ 66.10 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦28.09.00¦ 99.75¦ 99.85¦ 99.75¦ 10.97 ¦ 35.96 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦29.09.00¦ 99.71¦ 99.71¦ 99.71¦ 21.23 ¦ 5.00 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦01.11.00 ¦29.09.00¦ 98.92¦ 99.00¦ 99.00¦ 11.62 ¦ 1.85 ¦ 21142 ¦
+---------+--------+------+------+------+--------+-------+-------+
¦15.11.00 ¦25.09.00¦112.75¦112.75¦112.75¦ -80.93 ¦ 22.00 ¦ 21137 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦26.09.00¦112.00¦112.50¦112.25¦ -79.55 ¦ 25.12 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦27.09.00¦112.50¦112.75¦112.50¦ -83.30 ¦ 8.00 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦29.09.00¦112.52¦112.58¦112.52¦ -86.60 ¦ 59.00 ¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 4601.833 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)¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦27.09.00 ¦25.09.00¦ 6.90 ¦ 99.82¦100.00¦ 99.90¦ 42.40 ¦ 46.14¦ 25018¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.09.00¦ 6.94 ¦ 99.91¦ 99.94¦ 99.94¦ 44.58 ¦ 3.50¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦25.10.00 ¦25.09.00¦ 5.00 ¦ 99.90¦100.03¦ 99.97¦ 12.43 ¦ 36.43¦ 25020¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.09.00¦ 5.03 ¦ 99.90¦100.00¦ 99.97¦ 12.17 ¦ 39.84¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.09.00¦ 5.06 ¦ 99.91¦100.00¦ 99.91¦ 12.75 ¦ 12.93¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.09.00¦ 5.10 ¦ 99.75¦ 99.97¦ 99.90¦ 14.23 ¦ 139.59¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.09.00¦ 5.13 ¦ 99.81¦ 99.87¦ 99.86¦ 14.46 ¦ 46.16¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦17.01.01 ¦25.09.00¦ 2.79 ¦100.27¦100.46¦100.40¦ 14.02 ¦ 56.85¦ 25021¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.09.00¦ 2.84 ¦100.40¦100.70¦100.70¦ 13.79 ¦ 44.20¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.09.00¦ 2.88 ¦100.25¦100.42¦100.25¦ 14.06 ¦ 19.44¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.09.00¦ 2.92 ¦100.25¦100.48¦100.40¦ 14.19 ¦ 33.22¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.09.00¦ 2.96 ¦100.25¦100.30¦100.30¦ 14.32 ¦ 23.38¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.08.01 ¦25.09.00¦ 2.19 ¦102.60¦103.00¦102.60¦ 17.30 ¦ 0.55¦ 25024¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.09.00¦ 2.30 ¦103.00¦103.00¦103.00¦ 16.78 ¦ 1.05¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.09.00¦ 2.36 ¦102.08¦103.00¦102.08¦ 17.17 ¦ 8.76¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.09.00¦ 2.41 ¦102.70¦103.00¦103.00¦ 16.81 ¦ 0.33¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦12.09.01 ¦25.09.00¦ 0.46 ¦ 97.00¦ 97.56¦ 97.54¦ 17.63 ¦ 12.24¦ 25023¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.09.00¦ 0.50 ¦ 97.40¦ 97.65¦ 97.40¦ 17.50 ¦ 341.37¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.09.00¦ 0.54 ¦ 97.30¦ 97.80¦ 97.30¦ 17.54 ¦ 201.14¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.09.00¦ 0.58 ¦ 97.10¦ 97.65¦ 97.65¦ 17.95 ¦ 22.66¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.09.00¦ 0.61 ¦ 97.00¦ 97.60¦ 97.08¦ 18.16 ¦ 76.29¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.12.01 ¦25.09.00¦ 0.00 ¦ 79.40¦ 80.88¦ 80.00¦ 20.07 ¦ 187.87¦ 25030¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.09.00¦ 0.00 ¦ 80.20¦ 80.40¦ 80.35¦ 19.75 ¦ 52.37¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.09.00¦ 0.00 ¦ 79.99¦ 80.63¦ 80.00¦ 19.95 ¦ 199.08¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.09.00¦ 0.00 ¦ 79.85¦ 80.12¦ 80.03¦ 20.17 ¦ 49.35¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.09.00¦ 0.00 ¦ 79.70¦ 80.19¦ 80.19¦ 20.33 ¦ 25.96¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦06.02.02 ¦25.09.00¦ 2.60 ¦ 96.50¦ 97.25¦ 97.23¦ 22.55 ¦ 31.59¦ 27001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.09.00¦ 2.60 ¦ 97.10¦ 97.60¦ 97.60¦ 22.17 ¦ 41.64¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.09.00¦ 2.70 ¦ 97.20¦ 97.90¦ 97.80¦ 22.00 ¦ 21.85¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.09.00¦ 2.70 ¦ 97.12¦ 97.69¦ 97.69¦ 22.22 ¦ 31.97¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.09.00¦ 2.80 ¦ 97.20¦ 97.78¦ 97.51¦ 22.13 ¦ 35.82¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.02 ¦26.09.00¦ 5.34 ¦ 85.00¦ 85.00¦ 85.00¦ 22.95 ¦ 0.00¦ 25014¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.09.00¦ 5.40 ¦ 85.20¦ 86.00¦ 86.00¦ 22.09 ¦ 1.43¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.05.02 ¦25.09.00¦ 1.80 ¦ 94.33¦ 95.43¦ 95.05¦ 23.52 ¦ 63.42¦ 27002¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.09.00¦ 1.90 ¦ 95.10¦ 95.50¦ 95.50¦ 23.07 ¦ 27.45¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.09.00¦ 1.90 ¦ 95.00¦ 95.90¦ 95.43¦ 23.16 ¦ 32.51¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.09.00¦ 2.00 ¦ 94.75¦ 95.37¦ 95.35¦ 23.45 ¦ 24.88¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.09.00¦ 2.00 ¦ 94.50¦ 95.30¦ 95.30¦ 23.51 ¦ 60.13¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.06.02 ¦25.09.00¦ 1.00 ¦ 94.34¦ 95.35¦ 95.25¦ 23.76 ¦ 13.46¦ 27003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.09.00¦ 1.10 ¦ 95.05¦ 95.51¦ 95.50¦ 23.17 ¦ 56.95¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.09.00¦ 1.20 ¦ 95.00¦ 95.40¦ 95.27¦ 23.11 ¦ 64.36¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.09.00¦ 1.20 ¦ 94.75¦ 95.20¦ 95.20¦ 23.57 ¦ 96.31¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.09.00¦ 1.30 ¦ 94.20¦ 95.00¦ 94.90¦ 23.61 ¦ 131.85¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦18.09.02 ¦25.09.00¦ 0.30 ¦ 93.08¦ 93.55¦ 93.55¦ 23.84 ¦ 28.99¦ 27004¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.09.00¦ 0.30 ¦ 94.15¦ 94.40¦ 94.40¦ 23.05 ¦ 22.80¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.09.00¦ 0.40 ¦ 93.81¦ 95.00¦ 93.95¦ 23.28 ¦ 23.35¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.09.00¦ 0.40 ¦ 93.55¦ 94.20¦ 93.80¦ 23.48 ¦ 34.74¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.09.00¦ 0.50 ¦ 92.97¦ 93.70¦ 93.37¦ 23.99 ¦ 83.69¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦09.10.02 ¦25.09.00¦ 4.10 ¦ 91.19¦ 92.20¦ 91.40¦ 23.94 ¦ 16.88¦ 27005¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.09.00¦ 4.20 ¦ 92.12¦ 92.50¦ 92.50¦ 23.13 ¦ 34.45¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.09.00¦ 4.20 ¦ 91.90¦ 92.30¦ 91.99¦ 23.46 ¦ 14.20¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.09.00¦ 4.30 ¦ 91.50¦ 93.00¦ 91.79¦ 23.56 ¦ 20.94¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.09.00¦ 4.30 ¦ 91.30¦ 91.80¦ 91.51¦ 23.86 ¦ 16.35¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.01.03 ¦25.09.00¦ 3.40 ¦ 89.20¦ 89.77¦ 89.77¦ 23.92 ¦ 27.95¦ 27006¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.09.00¦ 3.40 ¦ 90.00¦ 90.65¦ 90.65¦ 23.33 ¦ 19.85¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.09.00¦ 3.50 ¦ 90.15¦ 90.40¦ 90.27¦ 23.34 ¦ 37.83¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.09.00¦ 3.50 ¦ 89.90¦ 91.00¦ 89.90¦ 23.58 ¦ 20.92¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.09.00¦ 3.60 ¦ 89.25¦ 89.75¦ 89.65¦ 23.80 ¦ 35.63¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.02.03 ¦25.09.00¦ 2.60 ¦ 89.30¦ 89.60¦ 89.56¦ 23.97 ¦ 22.39¦ 27007¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.09.00¦ 2.60 ¦ 90.00¦ 90.78¦ 90.65¦ 23.39 ¦ 54.15¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.09.00¦ 2.70 ¦ 89.95¦ 90.31¦ 90.15¦ 23.45 ¦ 45.64¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.09.00¦ 2.70 ¦ 89.55¦ 91.00¦ 89.70¦ 23.84 ¦ 27.56¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.09.00¦ 2.80 ¦ 89.17¦ 89.80¦ 89.65¦ 28.88 ¦ 32.93¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.03 ¦25.09.00¦ 5.32 ¦ 70.50¦ 70.50¦ 70.50¦ 27.89 ¦ 1.50¦ 26001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.09.00¦ 5.34 ¦ 70.50¦ 70.50¦ 70.50¦ 27.91 ¦ 0.01¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.09.00¦ 5.37 ¦ 71.50¦ 71.84¦ 71.84¦ 27.06 ¦ 0.73¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.09.00¦ 5.40 ¦ 72.01¦ 72.01¦ 72.01¦ 26.77 ¦ 0.11¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.05.03 ¦25.09.00¦ 1.80 ¦ 87.69¦ 89.10¦ 88.00¦ 23.67 ¦ 26.89¦ 27008¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.09.00¦ 1.90 ¦ 88.50¦ 88.95¦ 88.80¦ 23.30 ¦ 29.03¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.09.00¦ 1.90 ¦ 88.21¦ 88.75¦ 88.75¦ 23.56 ¦ 39.45¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.09.00¦ 2.00 ¦ 87.70¦ 90.77¦ 88.10¦ 23.70 ¦ 53.37¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.09.00¦ 2.00 ¦ 87.75¦ 88.69¦ 88.35¦ 23.73 ¦ 83.17¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦04.06.03 ¦25.09.00¦ 1.00 ¦ 87.81¦ 88.18¦ 88.00¦ 23.88 ¦ 44.56¦ 27009¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.09.00¦ 1.10 ¦ 88.60¦ 89.10¦ 89.10¦ 23.35 ¦ 23.95¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.09.00¦ 1.20 ¦ 88.18¦ 88.89¦ 88.45¦ 23.59 ¦ 60.74¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.09.00¦ 1.20 ¦ 87.70¦ 88.20¦ 88.00¦ 23.89 ¦ 34.02¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.09.00¦ 1.30 ¦ 87.50¦ 88.19¦ 87.90¦ 23.93 ¦ 21.25¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦17.09.03 ¦25.09.00¦ 0.30 ¦ 86.19¦ 87.16¦ 86.35¦ 23.79 ¦ 20.96¦ 27010¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.09.00¦ 0.30 ¦ 87.25¦ 87.86¦ 87.80¦ 23.25 ¦ 51.86¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.09.00¦ 0.40 ¦ 86.93¦ 87.90¦ 87.00¦ 23.37 ¦ 20.27¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.09.00¦ 0.40 ¦ 86.00¦ 88.00¦ 86.75¦ 23.68 ¦ 106.79¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.09.00¦ 0.50 ¦ 86.10¦ 87.26¦ 86.76¦ 23.79 ¦ 101.48¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦08.10.03 ¦25.09.00¦ 4.10 ¦ 84.50¦ 84.73¦ 84.73¦ 23.88 ¦ 3.84¦ 27011¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.09.00¦ 4.20 ¦ 84.90¦ 85.70¦ 85.50¦ 23.37 ¦ 83.06¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.09.00¦ 4.20 ¦ 84.97¦ 85.50¦ 84.97¦ 23.53 ¦ 11.84¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.09.00¦ 4.30 ¦ 84.43¦ 84.80¦ 84.62¦ 23.87 ¦ 37.87¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.09.00¦ 4.30 ¦ 84.01¦ 84.99¦ 84.40¦ 23.93 ¦ 59.69¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦19.11.03 ¦25.09.00¦ 5.10 ¦ 72.01¦ 72.30¦ 72.15¦ 24.65 ¦ 13.08¦ 27012¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.09.00¦ 5.20 ¦ 72.80¦ 73.30¦ 73.30¦ 24.09 ¦ 73.47¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.09.00¦ 5.20 ¦ 72.55¦ 74.00¦ 72.76¦ 24.25 ¦ 37.29¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.09.00¦ 5.20 ¦ 71.71¦ 73.16¦ 72.40¦ 24.67 ¦ 80.50¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.09.00¦ 5.30 ¦ 71.60¦ 72.34¦ 72.17¦ 24.77 ¦ 69.14¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.01.04 ¦25.09.00¦ 3.40 ¦ 83.00¦ 83.75¦ 83.30¦ 23.84 ¦ 16.84¦ 28001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.09.00¦ 3.40 ¦ 83.71¦ 84.40¦ 84.35¦ 23.40 ¦ 108.79¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.09.00¦ 3.50 ¦ 83.15¦ 84.07¦ 83.40¦ 23.72 ¦ 38.75¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.09.00¦ 3.50 ¦ 81.40¦ 85.50¦ 82.71¦ 24.12 ¦ 129.53¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.09.00¦ 3.60 ¦ 82.30¦ 83.35¦ 83.30¦ 24.12 ¦ 74.92¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.04 ¦25.09.00¦ 5.32 ¦ 63.00¦ 63.00¦ 63.00¦ 27.79 ¦ 0.01¦ 26002¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.09.00¦ 5.34 ¦ 63.00¦ 63.00¦ 63.00¦ 27.81 ¦ 0.00¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.09.00¦ 5.37 ¦ 63.50¦ 64.00¦ 64.00¦ 27.19 ¦ 0.32¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.09.00¦ 5.40 ¦ 63.50¦ 63.50¦ 63.50¦ 27.50 ¦ 1.00¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.09.00¦ 5.43 ¦ 63.49¦ 63.49¦ 63.49¦ 27.52 ¦ 0.70¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.05 ¦25.09.00¦ 5.32 ¦ 62.00¦ 62.00¦ 62.00¦ 24.91 ¦ 0.15¦ 26003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.09.00¦ 5.37 ¦ 61.00¦ 61.30¦ 61.00¦ 25.40 ¦ 1.68¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.09.00¦ 5.40 ¦ 61.00¦ 61.00¦ 61.00¦ 25.49 ¦ 0.50¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.09.00¦ 5.43 ¦ 61.00¦ 61.99¦ 61.99¦ 24.95 ¦ 1.22¦ ¦
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 ¦ 167 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25014 ¦ 15.03.2001 ¦ 167 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25020 ¦ 25.10.2000 ¦ 26 ¦ 12.00 ¦ 59.84 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25021 ¦ 17.01.2001 ¦ 110 ¦ 15.00 ¦ 74.79 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25023 ¦ 14.03.2001 ¦ 166 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25024 ¦ 14.02.2001 ¦ 138 ¦ 20.00 ¦ 99.73 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25026 ¦ 27.11.2000 ¦ 59 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25027 ¦ 27.11.2000 ¦ 59 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2000 ¦ 59 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2000 ¦ 59 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2001 ¦ 167 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2001 ¦ 167 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2001 ¦ 167 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2000 ¦ 59 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27001 ¦ 08.11.2000 ¦ 40 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27002 ¦ 22.11.2000 ¦ 54 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27003 ¦ 06.12.2000 ¦ 68 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27004 ¦ 20.12.2000 ¦ 82 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27005 ¦ 11.10.2000 ¦ 12 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27006 ¦ 25.10.2000 ¦ 26 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27007 ¦ 08.11.2000 ¦ 40 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27008 ¦ 22.11.2000 ¦ 54 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27009 ¦ 06.12.2000 ¦ 68 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27010 ¦ 20.12.2000 ¦ 82 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27011 ¦ 11.10.2000 ¦ 12 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27012 ¦ 22.11.2000 ¦ 54 ¦ 15.00 ¦ 0.75 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 28001 ¦ 25.10.2000 ¦ 26 ¦ 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¦ 47¦ 1 ¦ 15 ¦ ¦ 2500.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21141 ¦07.06.00¦04.10.00¦ 5¦ 1 ¦ ¦ ¦ 2926.504¦ 73.496¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21142 ¦02.08.00¦01.11.00¦ 33¦ 1 ¦ ¦ ¦ 3485.410¦ 14.590¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25013 ¦15.03.97¦15.03.01¦ 167¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 532¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25020 ¦29.10.97¦25.10.00¦ 26¦ 4 ¦ 14 ¦ 2 ¦ 11462.302¦ 1631.472¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25021 ¦21.01.98¦17.01.01¦ 110¦ 6 ¦ 21 ¦ ¦ 14723.818¦ 5172.167¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 348¦ 7 ¦ 19 ¦ ¦ 20341.394¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25024 ¦22.07.98¦15.08.01¦ 320¦ 1 ¦ ¦ ¦ 5655.776¦ 4343.224¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25026 ¦27.11.98¦27.11.00¦ 59¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 424¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.96¦27.11.02¦ 789¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 1154¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 442¦ ¦ ¦ ¦ 33202.072¦ 1754.998¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 897¦ 1 ¦ ¦ ¦ 6138.415¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 1263¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1628¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 1520¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 495¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 600¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 614¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 719¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 740¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 845¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 859¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 964¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 978¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 1083¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 1104¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 1146¦ ¦ ¦ ¦ 7498.833¦10107.567¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 1209¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦247280.737¦29033.664¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦25.09.00¦26.09.00¦27.09.00¦28.09.00¦29.09.00¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 24.19 ¦ 21.31 ¦ 22.09 ¦ 24.47 ¦ 12.72 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 22.17 ¦ 21.87 ¦ 21.73 ¦ 21.85 ¦ 21.80 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 20.07 ¦ 19.75 ¦ 19.95 ¦ 20.17 ¦ 20.33 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 23.82 ¦ 23.27 ¦ 23.43 ¦ 23.72 ¦ 23.83 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 11.89 ¦ 10.45 ¦ 10.97 ¦ 14.43 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 16.36 ¦ 17.29 ¦ 17.68 ¦ 17.16 ¦ 18.13 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 20.07 ¦ 19.75 ¦ 19.95 ¦ 20.17 ¦ 20.33 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 23.75 ¦ 23.36 ¦ 23.47 ¦ 23.88 ¦ 23.87 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.27 ¦ 0.93 ¦ 0.82 ¦ 0.39 ¦ 0.18 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.18 ¦ 0.48 ¦ 0.30 ¦ 0.27 ¦ 0.19 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.27 ¦ 0.16 ¦ 0.20 ¦ 0.15 ¦ 0.08 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.28 ¦ 0.51 ¦ 0.37 ¦ 0.53 ¦ 0.66 ¦
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---------¬
¦ ¦ 25.09.00¦ 26.09.00¦ 27.09.00¦ 28.09.00¦ 29.09.00¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦257434.43¦257499.93¦247280.34¦247280.74¦247280.74¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 8911.91¦ 8911.91¦ 8911.91¦ 8911.91¦ 8911.91¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 93927.90¦ 93927.90¦ 83708.32¦ 83708.32¦ 83708.32¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 33202.07¦ 33202.07¦ 33202.07¦ 33202.07¦ 33202.07¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦121392.54¦121458.04¦121458.04¦121458.44¦121458.44¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦235798.17¦237398.78¦226362.29¦225855.93¦225777.92¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 9178.72¦ 9167.18¦ 9177.94¦ 9178.53¦ 9180.93¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 89196.17¦ 89666.25¦ 78848.39¦ 78823.67¦ 78887.95¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 26551.70¦ 26651.30¦ 26611.46¦ 26564.98¦ 26535.10¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦110871.58¦111914.04¦111724.50¦111288.75¦111173.94¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 489.73¦ 490.14¦ 512.39¦ 510.67¦ 509.77¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 32.40¦ 31.37¦ 30.38¦ 29.38¦ 28.39¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 306.82¦ 306.62¦ 348.47¦ 347.41¦ 347.29¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 446.00¦ 445.00¦ 444.00¦ 443.00¦ 442.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 685.20¦ 685.51¦ 683.95¦ 682.15¦ 680.99¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
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ПРИКАЗ ФСС РФ от 29.09.2000 n 172 О ПЕРЕДАЧЕ СТРАХОВАТЕЛЕЙ И ИЗМЕНЕНИИ СТРУКТУРЫ ИСПОЛНИТЕЛЬНЫХ ОРГАНОВ ФОНДА СОЦИАЛЬНОГО СТРАХОВАНИЯ РОССИЙСКОЙ ФЕДЕРАЦИИ В СВЯЗИ С ВВЕДЕНИЕМ ЕДИНОГО СОЦИАЛЬНОГО НАЛОГА (ВЗНОСА)  »
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