БЮЛЛЕТЕНЬ ЦБ РФ от 22.09.2000 n 36 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 22 сентября 2000 г. N 36
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 129.306 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 ¦18.09.00¦ 99.33¦ 99.34¦ 99.33¦ 15.39 ¦ 40.00 ¦ 21141¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦19.09.00¦ 99.40¦ 99.51¦ 99.43¦ 13.95 ¦ 26.51 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦20.09.00¦ 99.50¦ 99.57¦ 99.57¦ 12.31 ¦ 26.35 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦21.09.00¦ 99.59¦ 99.60¦ 99.60¦ 11.28 ¦ 4.00 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦22.09.00¦ 99.65¦ 99.70¦ 99.69¦ 9.46 ¦ 5.91 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦01.11.00 ¦20.09.00¦ 98.65¦ 98.68¦ 98.68¦ 11.71 ¦ 2.00 ¦ 21142¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦21.09.00¦ 98.73¦ 98.79¦ 98.79¦ 11.09 ¦ 7.00 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦15.11.00 ¦20.09.00¦112.00¦112.00¦112.00¦ -69.83 ¦ 3.14 ¦ 21137¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦21.09.00¦112.00¦113.00¦112.00¦ -71.10 ¦ 2.44 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦22.09.00¦112.75¦113.00¦112.75¦ -77.18 ¦ 11.95 ¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 4342.708 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 ¦18.09.00¦ 6.64 ¦ 99.92¦ 99.98¦ 99.92¦ 16.19 ¦ 21.59 ¦ 25018¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.09.00¦ 6.67 ¦ 99.95¦100.05¦100.04¦ 13.52 ¦ 41.50 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.09.00¦ 6.71 ¦100.02¦100.08¦100.08¦ 12.31 ¦ 25.67 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.09.00¦ 6.75 ¦100.03¦100.05¦100.05¦ 11.42 ¦ 1.72 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.09.00¦ 6.79 ¦100.02¦100.04¦100.02¦ 12.46 ¦ 17.50 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦25.10.00 ¦18.09.00¦ 4.77 ¦ 99.77¦ 99.78¦ 99.77¦ 14.52 ¦ 10.00 ¦ 25020¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.09.00¦ 4.80 ¦ 99.77¦ 99.92¦ 99.84¦ 13.81 ¦ 7.98 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.09.00¦ 4.83 ¦ 99.99¦100.04¦100.00¦ 11.95 ¦ 22.67 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.09.00¦ 4.87 ¦100.01¦100.12¦100.10¦ 11.03 ¦ 29.30 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.09.00¦ 4.90 ¦100.00¦100.17¦100.00¦ 11.00 ¦ 18.55 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦17.01.01 ¦18.09.00¦ 2.51 ¦100.00¦100.10¦100.00¦ 15.32 ¦ 12.66 ¦ 25021¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.09.00¦ 2.55 ¦100.00¦100.30¦100.22¦ 14.64 ¦ 25.36 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.09.00¦ 2.59 ¦100.39¦100.59¦100.59¦ 13.75 ¦ 25.02 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.09.00¦ 2.63 ¦100.47¦100.85¦100.80¦ 12.78 ¦ 39.96 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.09.00¦ 2.67 ¦100.75¦100.77¦100.75¦ 12.72 ¦ 39.77 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.01 ¦19.09.00¦ 5.15 ¦ 97.00¦ 97.00¦ 97.00¦ 16.49 ¦ 0.29 ¦ 25013¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.08.01 ¦19.09.00¦ 1.86 ¦101.75¦103.20¦101.75¦ 17.87 ¦ 4.62 ¦ 25024¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.09.00¦ 1.92 ¦102.35¦102.35¦102.35¦ 17.73 ¦ 0.50 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.09.00¦ 2.03 ¦102.60¦102.60¦102.60¦ 17.38 ¦ 0.08 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦12.09.01 ¦18.09.00¦ 0.19 ¦ 96.50¦ 97.80¦ 97.00¦ 18.40 ¦ 21.22 ¦ 25023¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.09.00¦ 0.23 ¦ 96.10¦ 97.20¦ 97.20¦ 18.34 ¦ 34.51 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.09.00¦ 0.27 ¦ 97.20¦ 97.82¦ 97.60¦ 17.39 ¦ 86.53 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.09.00¦ 0.31 ¦ 97.82¦ 97.90¦ 97.85¦ 17.14 ¦ 42.48 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.09.00¦ 0.35 ¦ 97.50¦ 97.83¦ 97.70¦ 17.33 ¦ 28.36 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.12.01 ¦18.09.00¦ 0.00 ¦ 78.78¦ 80.15¦ 80.15¦ 20.65 ¦ 36.41 ¦ 25030¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.09.00¦ 0.00 ¦ 78.50¦ 79.90¦ 79.38¦ 20.83 ¦ 85.00 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.09.00¦ 0.00 ¦ 79.00¦ 79.89¦ 79.83¦ 20.38 ¦ 53.64 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.09.00¦ 0.00 ¦ 79.60¦ 80.80¦ 80.32¦ 19.21 ¦196.89 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.09.00¦ 0.00 ¦ 79.81¦ 80.60¦ 80.02¦ 19.59 ¦143.68 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦06.02.02 ¦18.09.00¦ 2.20 ¦ 96.96¦ 98.09¦ 97.75¦ 22.28 ¦ 39.36 ¦ 27001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.09.00¦ 2.30 ¦ 95.56¦ 97.60¦ 97.50¦ 23.19 ¦ 48.01 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.09.00¦ 2.30 ¦ 97.00¦ 98.00¦ 97.76¦ 21.90 ¦ 22.08 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.09.00¦ 2.40 ¦ 97.81¦ 98.40¦ 98.01¦ 21.25 ¦ 32.59 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.09.00¦ 2.40 ¦ 97.10¦ 97.85¦ 97.12¦ 21.76 ¦ 32.75 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.05.02 ¦18.09.00¦ 1.40 ¦ 94.40¦ 95.60¦ 95.55¦ 23.50 ¦ 61.67 ¦ 27002¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.09.00¦ 1.50 ¦ 94.35¦ 95.50¦ 95.35¦ 23.40 ¦ 20.32 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.09.00¦ 1.50 ¦ 95.10¦ 96.00¦ 95.75¦ 22.93 ¦ 40.69 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.09.00¦ 1.60 ¦ 95.85¦ 97.01¦ 96.00¦ 22.40 ¦ 17.75 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.09.00¦ 1.60 ¦ 95.48¦ 96.20¦ 95.85¦ 22.89 ¦ 13.95 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.06.02 ¦18.09.00¦ 0.70 ¦ 94.13¦ 95.67¦ 95.00¦ 23.09 ¦ 33.37 ¦ 27003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.09.00¦ 0.70 ¦ 93.80¦ 95.39¦ 94.94¦ 23.54 ¦ 28.77 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.09.00¦ 0.80 ¦ 95.05¦ 95.50¦ 95.40¦ 23.13 ¦ 28.05 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.09.00¦ 0.80 ¦ 95.50¦ 96.30¦ 95.80¦ 22.62 ¦ 29.30 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.09.00¦ 0.90 ¦ 95.25¦ 95.60¦ 95.45¦ 23.02 ¦ 26.22 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦18.09.02 ¦18.09.00¦ 6.10 ¦ 93.15¦ 94.50¦ 93.72¦ 23.49 ¦ 35.60 ¦ 27004¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.09.00¦ 6.10 ¦ 92.50¦ 94.40¦ 93.70¦ 23.77 ¦ 19.33 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.09.00¦ 0.00 ¦ 94.00¦ 95.03¦ 95.03¦ 23.19 ¦ 20.34 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.09.00¦ 0.10 ¦ 94.70¦ 95.20¦ 94.71¦ 22.57 ¦ 55.82 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.09.00¦ 0.10 ¦ 94.10¦ 94.55¦ 94.10¦ 22.99 ¦ 39.87 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦09.10.02 ¦18.09.00¦ 3.70 ¦ 90.80¦ 93.20¦ 91.85¦ 23.28 ¦ 17.73 ¦ 27005¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.09.00¦ 3.80 ¦ 90.90¦ 91.90¦ 91.90¦ 24.02 ¦ 13.16 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.09.00¦ 3.80 ¦ 91.45¦ 92.18¦ 92.16¦ 23.37 ¦ 8.02 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.09.00¦ 3.90 ¦ 92.35¦ 92.90¦ 92.50¦ 23.02 ¦ 28.68 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.09.00¦ 4.00 ¦ 91.02¦ 92.50¦ 92.25¦ 23.17 ¦ 77.78 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.01.03 ¦18.09.00¦ 3.00 ¦ 89.00¦ 91.10¦ 89.69¦ 23.24 ¦ 34.69 ¦ 27006¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.09.00¦ 3.00 ¦ 89.10¦ 89.80¦ 89.80¦ 24.03 ¦ 8.61 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.09.00¦ 3.10 ¦ 90.00¦ 90.30¦ 90.30¦ 23.42 ¦ 24.34 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.09.00¦ 3.10 ¦ 90.25¦ 91.15¦ 90.63¦ 23.10 ¦ 41.25 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.09.00¦ 3.20 ¦ 90.20¦ 90.80¦ 90.20¦ 23.21 ¦ 54.26 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.02.03 ¦18.09.00¦ 2.20 ¦ 89.37¦ 90.48¦ 89.38¦ 23.57 ¦ 23.32 ¦ 27007¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.09.00¦ 2.30 ¦ 89.00¦ 89.47¦ 89.40¦ 24.08 ¦ 31.58 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.09.00¦ 2.30 ¦ 90.00¦ 90.50¦ 90.05¦ 23.44 ¦ 23.02 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.09.00¦ 2.40 ¦ 90.61¦ 91.20¦ 90.65¦ 23.01 ¦ 24.06 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.09.00¦ 2.40 ¦ 90.10¦ 90.73¦ 90.10¦ 23.34 ¦ 22.49 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.05.03 ¦18.09.00¦ 1.40 ¦ 87.55¦ 88.90¦ 87.75¦ 23.84 ¦ 35.39 ¦ 27008¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.09.00¦ 1.50 ¦ 87.00¦ 88.10¦ 87.75¦ 24.09 ¦ 29.24 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.09.00¦ 1.50 ¦ 88.00¦ 88.53¦ 88.53¦ 23.57 ¦ 28.39 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.09.00¦ 1.60 ¦ 88.80¦ 89.30¦ 88.80¦ 23.09 ¦ 19.74 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.09.00¦ 1.60 ¦ 88.30¦ 88.80¦ 88.43¦ 23.41 ¦ 44.40 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦04.06.03 ¦18.09.00¦ 0.70 ¦ 87.60¦ 88.71¦ 87.80¦ 23.77 ¦ 26.94 ¦ 27009¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.09.00¦ 0.70 ¦ 87.00¦ 88.25¦ 87.75¦ 24.22 ¦ 64.55 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.09.00¦ 0.80 ¦ 88.30¦ 88.74¦ 88.52¦ 23.37 ¦122.29 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.09.00¦ 0.80 ¦ 88.79¦ 89.55¦ 88.79¦ 23.25 ¦ 18.55 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.09.00¦ 0.90 ¦ 88.40¦ 88.85¦ 88.40¦ 23.40 ¦ 19.90 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦17.09.03 ¦18.09.00¦ 6.10 ¦ 86.02¦ 88.10¦ 86.80¦ 23.53 ¦ 31.03 ¦ 27010¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.09.00¦ 6.10 ¦ 85.20¦ 86.97¦ 86.18¦ 24.05 ¦160.23 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.09.00¦ 0.00 ¦ 86.76¦ 87.45¦ 86.99¦ 23.48 ¦257.12 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.09.00¦ 0.10 ¦ 87.18¦ 88.15¦ 87.18¦ 23.03 ¦101.37 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.09.00¦ 0.10 ¦ 86.90¦ 87.86¦ 87.10¦ 23.45 ¦ 42.86 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦08.10.03 ¦18.09.00¦ 3.70 ¦ 84.38¦ 86.00¦ 84.41¦ 23.86 ¦ 43.44 ¦ 27011¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.09.00¦ 3.80 ¦ 83.50¦ 84.55¦ 84.25¦ 24.32 ¦ 63.76 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.09.00¦ 3.80 ¦ 84.90¦ 85.31¦ 84.90¦ 23.70 ¦ 97.96 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.09.00¦ 3.90 ¦ 85.00¦ 86.42¦ 85.26¦ 23.20 ¦225.13 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.09.00¦ 4.00 ¦ 84.87¦ 85.75¦ 84.90¦ 23.59 ¦ 59.50 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦19.11.03 ¦18.09.00¦ 4.80 ¦ 72.50¦ 74.10¦ 72.50¦ 24.08 ¦ 28.04 ¦ 27012¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.09.00¦ 4.90 ¦ 71.28¦ 72.50¦ 71.92¦ 24.84 ¦129.52 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.09.00¦ 4.90 ¦ 72.40¦ 73.00¦ 72.83¦ 24.26 ¦ 96.43 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.09.00¦ 4.90 ¦ 73.07¦ 73.85¦ 73.25¦ 23.91 ¦129.17 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.09.00¦ 5.00 ¦ 72.61¦ 73.10¦ 72.75¦ 24.11 ¦ 78.41 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.01.04 ¦18.09.00¦ 3.00 ¦ 82.83¦ 85.15¦ 82.95¦ 23.99 ¦ 43.74 ¦ 28001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.09.00¦ 3.00 ¦ 81.82¦ 83.25¦ 83.10¦ 24.31 ¦ 69.06 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.09.00¦ 3.10 ¦ 83.20¦ 84.00¦ 83.50¦ 23.67 ¦ 46.47 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.09.00¦ 3.10 ¦ 83.84¦ 84.77¦ 83.91¦ 23.33 ¦ 42.40 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.09.00¦ 3.20 ¦ 83.52¦ 83.83¦ 83.67¦ 23.64 ¦ 33.42 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.05 ¦18.09.00¦ 5.12 ¦ 62.00¦ 62.00¦ 62.00¦ 24.86 ¦ 0.01 ¦ 26003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦19.09.00¦ 5.15 ¦ 59.50¦ 60.00¦ 60.00¦ 26.08 ¦ 0.60 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦20.09.00¦ 5.18 ¦ 61.90¦ 62.00¦ 61.99¦ 24.88 ¦ 1.24 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦21.09.00¦ 5.21 ¦ 62.01¦ 62.01¦ 62.01¦ 24.88 ¦ 0.12 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.09.00¦ 5.23 ¦ 62.00¦ 62.01¦ 62.00¦ 24.89 ¦ 0.05 ¦ ¦
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 ¦ 174 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25014 ¦ 15.03.2001 ¦ 174 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25018 ¦ 27.09.2000 ¦ 5 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25020 ¦ 25.10.2000 ¦ 33 ¦ 12.00 ¦ 59.84 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25021 ¦ 17.01.2001 ¦ 117 ¦ 15.00 ¦ 74.79 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25023 ¦ 14.03.2001 ¦ 173 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25024 ¦ 14.02.2001 ¦ 145 ¦ 20.00 ¦ 99.73 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25026 ¦ 27.11.2000 ¦ 66 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25027 ¦ 27.11.2000 ¦ 66 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25028 ¦ 27.11.2000 ¦ 66 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25029 ¦ 27.11.2000 ¦ 66 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26001 ¦ 15.03.2001 ¦ 174 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26002 ¦ 15.03.2001 ¦ 174 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26003 ¦ 15.03.2001 ¦ 174 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26032 ¦ 27.11.2000 ¦ 66 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27001 ¦ 08.11.2000 ¦ 47 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27002 ¦ 22.11.2000 ¦ 61 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27003 ¦ 06.12.2000 ¦ 75 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27004 ¦ 20.12.2000 ¦ 89 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27005 ¦ 11.10.2000 ¦ 19 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27006 ¦ 25.10.2000 ¦ 33 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27007 ¦ 08.11.2000 ¦ 47 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27008 ¦ 22.11.2000 ¦ 61 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27009 ¦ 06.12.2000 ¦ 75 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27010 ¦ 20.12.2000 ¦ 89 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27011 ¦ 11.10.2000 ¦ 19 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27012 ¦ 22.11.2000 ¦ 61 ¦ 15.00 ¦ 0.75 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 28001 ¦ 25.10.2000 ¦ 33 ¦ 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¦ 54¦ 1 ¦ 15 ¦ ¦ 2500.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21141 ¦07.06.00¦04.10.00¦ 12¦ 1 ¦ ¦ ¦ 2926.504¦ 73.496¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21142 ¦02.08.00¦01.11.00¦ 40¦ 1 ¦ ¦ ¦ 3485.410¦ 14.590¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25013 ¦15.03.97¦15.03.01¦ 174¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 539¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25018 ¦01.10.97¦27.09.00¦ 5¦ 4 ¦ 21 ¦ 3 ¦ 10219.585¦ 202.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25020 ¦29.10.97¦25.10.00¦ 33¦ 4 ¦ 14 ¦ 2 ¦ 11462.302¦ 1631.472¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25021 ¦21.01.98¦17.01.01¦ 117¦ 6 ¦ 21 ¦ ¦ 14723.818¦ 5172.167¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 355¦ 7 ¦ 19 ¦ ¦ 20341.394¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25024 ¦22.07.98¦15.08.01¦ 327¦ 1 ¦ ¦ ¦ 5655.776¦ 4343.224¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25026 ¦27.11.98¦27.11.00¦ 66¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 431¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 796¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 1161¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 449¦ ¦ ¦ ¦ 33202.072¦ 1754.998¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 904¦ 1 ¦ ¦ ¦ 6138.415¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 1270¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1635¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 1527¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 502¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 607¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 621¦ ¦ ¦ ¦ 9496.634¦ 492.117¦.
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 726¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 747¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 852¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 866¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 971¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 985¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 1090¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 1111¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 1153¦ ¦ ¦ ¦ 7432.940¦10173.460¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 1216¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ Итого: ¦ ¦ ¦ ¦ ¦ ¦ ¦257434.429¦29301.664¦
L--------+--------+--------+-----+-------+------+--------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦18.09.00¦19.09.00¦20.09.00¦21.09.00¦22.09.00¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 13.74 ¦ 12.92 ¦ 11.85 ¦ 11.13 ¦ 9.70 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 22.27 ¦ 22.58 ¦ 21.72 ¦ 21.35 ¦ 21.58 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 20.65 ¦ 20.83 ¦ 20.38 ¦ 19.21 ¦ 19.59 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 23.56 ¦ 24.04 ¦ 23.40 ¦ 22.99 ¦ 23.30 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 15.39 ¦ 13.95 ¦ 12.20 ¦ 11.12 ¦ 9.46 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ ¦ ¦ ¦ ¦ ¦
¦ выпуска 25030) ¦ 17.69 ¦ 17.74 ¦ 17.19 ¦ 15.84 ¦ 15.61 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 20.65 ¦ 20.83 ¦ 20.38 ¦ 19.21 ¦ 19.59 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 23.58 ¦ 24.21 ¦ 23.53 ¦ 23.18 ¦ 23.40 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.43 ¦ 0.29 ¦ 0.35 ¦ 0.15 ¦ 0.21 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.08 ¦ 0.13 ¦ 0.18 ¦ 0.13 ¦ 0.12 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.11 ¦ 0.26 ¦ 0.04 ¦ 0.29 ¦ 0.25 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.37 ¦ 0.55 ¦ 0.60 ¦ 0.61 ¦ 0.44 ¦
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---------¬
¦ ¦ 18.09.00¦ 19.09.00¦ 20.09.00¦ 21.09.00¦ 22.09.00¦
+-----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость, ¦ ¦ ¦ ¦ ¦ ¦
¦млн. руб. ¦257259.65¦257312.70¦257312.70¦257434.43¦257434.43¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 8911.91¦ 8911.91¦ 8911.91¦ 8911.91¦ 8911.91¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ ¦ ¦ ¦ ¦ ¦
¦выпуска 25030) ¦ 93927.90¦ 93927.90¦ 93927.90¦ 93927.90¦ 93927.90¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 33202.07¦ 33202.07¦ 33202.07¦ 33202.07¦ 33202.07¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦121217.76¦121270.82¦121270.82¦121392.54¦121392.54¦
+-----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦ ¦ ¦ ¦ ¦ ¦
¦млн. руб. ¦236404.26¦235564.01¦236053.39¦237400.46¦236874.07¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 9150.26¦ 9153.19¦ 9151.50¦ 9157.34¦ 9182.22¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ ¦ ¦ ¦ ¦ ¦
¦выпуска 25030) ¦ 89047.31¦ 88944.63¦ 89328.57¦ 89454.23¦ 89472.52¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 26302.68¦ 26266.16¦ 26402.29¦ 26734.31¦ 26644.66¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦111904.01¦111200.04¦111170.73¦112054.58¦111574.67¦
+-----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 495.09¦ 492.34¦ 495.80¦ 495.84¦ 494.06¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 39.40¦ 38.39¦ 37.37¦ 36.37¦ 35.41¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ ¦ ¦ ¦ ¦ ¦
¦выпуска 25030) ¦ 315.75¦ 312.76¦ 313.62¦ 312.65¦ 311.54¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 453.00¦ 452.00¦ 451.00¦ 450.00¦ 449.00¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 684.95¦ 682.87¦ 690.56¦ 690.56¦ 688.93¦
L-----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
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ПРИКАЗ МАП РФ от 22.09.2000 n 717 ОБ УТВЕРЖДЕНИИ РЕШЕНИЯ ПРАВЛЕНИЯ МАП РОССИИ (вместе с РЕШЕНИЕМ Правления МАП РФ от 21.09.2000 n 27/06-3-мп)  »
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