БЮЛЛЕТЕНЬ ЦБ РФ от 15.09.2000 n 35 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 15 сентября 2000 г. N 35
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 171.497 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.)¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦04.10.00 ¦11.09.00¦ 99.27¦ 99.30¦ 99.30¦ 11.35 ¦ 7.08¦ 21141¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦12.09.00¦ 99.29¦ 99.31¦ 99.30¦ 11.70 ¦ 31.50¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦13.09.00¦ 99.30¦ 99.35¦ 99.35¦ 11.90 ¦ 30.00¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦14.09.00¦ 99.31¦ 99.35¦ 99.35¦ 12.13 ¦ 29.88¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦15.09.00¦ 99.25¦ 99.32¦ 99.30¦ 13.35 ¦ 61.49¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦01.11.00 ¦13.09.00¦ 98.50¦ 98.55¦ 98.50¦ 10.96 ¦ 0.44¦ 21142¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦15.09.00¦ 98.60¦ 98.60¦ 98.60¦ 11.03 ¦ 0.41¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦15.11.00 ¦11.09.00¦113.00¦113.00¦113.00¦-64.60 ¦ 1.16¦ 21137¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦12.09.00¦113.00¦113.00¦113.00¦-65.61 ¦ 3.65¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦13.09.00¦112.95¦112.95¦112.95¦-66.43 ¦ 2.16¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦14.09.00¦112.00¦113.00¦113.00¦-64.34 ¦ 3.74¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 4142.638 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 ¦11.09.00¦ 6.37¦100.15¦100.29¦100.19¦ 9.01¦ 18.21¦ 25018¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.09.00¦ 6.41¦100.10¦100.15¦100.13¦ 10.42¦ 21.55¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.09.00¦ 6.44¦100.11¦100.15¦100.11¦ 10.18¦ 32.40¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.09.00¦ 6.48¦100.03¦100.07¦100.05¦ 12.53¦ 31.56¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.09.00¦ 6.52¦ 99.92¦100.03¦ 99.95¦ 14.33¦ 35.21¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦25.10.00 ¦11.09.00¦ 4.54¦100.04¦100.10¦100.07¦ 11.55¦ 36.21¦ 25020¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.09.00¦ 4.57¦100.06¦100.16¦100.11¦ 11.17¦ 45.56¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.09.00¦ 4.60¦100.10¦100.13¦100.13¦ 11.05¦ 96.81¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.09.00¦ 4.64¦100.05¦100.11¦100.05¦ 11.40¦ 55.51¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.09.00¦ 4.67¦ 99.90¦100.04¦ 99.90¦ 11.87¦ 17.28¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦17.01.01 ¦11.09.00¦ 2.22¦100.25¦100.70¦100.42¦ 14.01¦ 57.32¦ 25021¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.09.00¦ 2.26¦100.45¦100.70¦100.50¦ 13.58¦ 41.87¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.09.00¦ 2.30¦100.46¦100.60¦100.49¦ 13.79¦ 50.64¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.09.00¦ 2.34¦100.35¦100.80¦100.50¦ 13.65¦ 49.00¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.09.00¦ 2.38¦100.30¦100.47¦100.30¦ 14.02¦ 73.44¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.08.01 ¦13.09.00¦ 1.53¦103.20¦103.20¦103.20¦ 16.71¦ 0.33¦ 25024¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.09.00¦ 1.59¦103.15¦103.20¦103.15¦ 16.74¦ 2.12¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.09.00¦ 1.64¦103.53¦103.53¦103.53¦ 16.26¦ 0.03¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦12.09.01 ¦11.09.00¦ 6.90¦ 97.06¦ 97.33¦ 97.10¦ 17.93¦ 64.72¦ 25023¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.09.00¦ 6.94¦ 97.45¦ 97.88¦ 97.78¦ 17.18¦ 48.72¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.09.00¦ 0.00¦ 97.50¦ 98.25¦ 97.91¦ 17.04¦ 134.29¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.09.00¦ 0.04¦ 97.60¦ 98.08¦ 97.60¦ 17.16¦ 118.24¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.09.00¦ 0.08¦ 97.45¦ 97.85¦ 97.60¦ 17.42¦ 49.82¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.12.01 ¦11.09.00¦ 0.00¦ 79.50¦ 80.35¦ 79.74¦ 19.87¦ 12.31¦ 25030¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.09.00¦ 0.00¦ 80.30¦ 80.75¦ 80.39¦ 18.88¦ 169.58¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.09.00¦ 0.00¦ 80.50¦ 80.72¦ 80.65¦ 18.74¦ 365.40¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.09.00¦ 0.00¦ 80.47¦ 80.90¦ 80.64¦ 18.77¦ 108.77¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.09.00¦ 0.00¦ 80.30¦ 80.65¦ 80.50¦ 18.98¦ 89.20¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦06.02.02 ¦11.09.00¦ 1.80¦ 98.41¦ 98.99¦ 98.99¦ 21.06¦ 5.86¦ 27001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.09.00¦ 1.90¦ 98.20¦ 99.00¦ 99.00¦ 20.67¦ 16.62¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.09.00¦ 1.90¦ 98.90¦ 99.00¦ 98.90¦ 20.64¦ 13.89¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.09.00¦ 2.00¦ 98.40¦ 99.00¦ 98.60¦ 20.76¦ 19.32¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.09.00¦ 2.00¦ 98.21¦ 98.45¦ 98.45¦ 21.27¦ 7.47¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.05.02 ¦11.09.00¦ 1.00¦ 96.00¦ 96.60¦ 96.00¦ 22.45¦ 15.15¦ 27002¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.09.00¦ 1.10¦ 96.50¦ 97.10¦ 97.10¦ 21.89¦ 18.97¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.09.00¦ 1.20¦ 96.90¦ 97.05¦ 97.00¦ 21.59¦ 20.90¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.09.00¦ 1.20¦ 96.30¦ 97.00¦ 96.45¦ 22.00¦ 38.66¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.09.00¦ 1.30¦ 96.14¦ 96.65¦ 96.50¦ 22.14¦ 18.24¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.06.02 ¦11.09.00¦ 0.30¦ 95.56¦ 96.09¦ 96.07¦ 22.51¦ 6.51¦ 27003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.09.00¦ 0.30¦ 96.09¦ 96.90¦ 96.80¦ 21.90¦ 17.73¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.09.00¦ 0.40¦ 96.75¦ 96.90¦ 96.88¦ 21.77¦ 20.76¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.09.00¦ 0.40¦ 96.33¦ 96.75¦ 96.35¦ 22.13¦ 22.73¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.09.00¦ 0.50¦ 95.85¦ 96.60¦ 96.19¦ 22.39¦ 72.11¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦18.09.02 ¦11.09.00¦ 5.60¦ 94.50¦ 95.13¦ 95.00¦ 22.76¦ 22.24¦ 27004¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.09.00¦ 5.70¦ 94.90¦ 95.99¦ 95.75¦ 21.98¦ 34.55¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.09.00¦ 5.70¦ 95.81¦ 96.15¦ 96.08¦ 21.82¦ 73.70¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.09.00¦ 5.80¦ 95.31¦ 95.95¦ 95.35¦ 22.17¦ 75.45¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.09.00¦ 5.90¦ 95.00¦ 95.61¦ 95.05¦ 22.40¦ 22.95¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦09.10.02 ¦11.09.00¦ 3.40¦ 92.91¦ 93.10¦ 93.10¦ 22.55¦ 5.87¦ 27005¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.09.00¦ 3.40¦ 93.10¦ 94.00¦ 93.87¦ 22.08¦ 20.58¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.09.00¦ 3.50¦ 93.85¦ 94.26¦ 94.10¦ 21.80¦ 29.21¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.09.00¦ 3.50¦ 93.32¦ 94.00¦ 93.40¦ 22.18¦ 77.85¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.09.00¦ 3.60¦ 92.95¦ 93.72¦ 93.60¦ 22.21¦ 23.51¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.01.03 ¦11.09.00¦ 2.60¦ 91.10¦ 91.31¦ 91.30¦ 22.72¦ 20.48¦ 27006¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.09.00¦ 2.60¦ 91.30¦ 92.55¦ 92.29¦ 22.16¦ 29.45¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.09.00¦ 2.70¦ 92.27¦ 92.55¦ 92.34¦ 21.90¦ 129.71¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.09.00¦ 2.70¦ 91.60¦ 92.25¦ 91.60¦ 22.36¦ 79.52¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.09.00¦ 2.80¦ 91.10¦ 92.00¦ 91.10¦ 22.74¦ 24.79¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.02.03 ¦11.09.00¦ 1.80¦ 91.50¦ 91.50¦ 91.50¦ 22.57¦ 0.29¦ 27007¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.09.00¦ 1.90¦ 91.21¦ 92.30¦ 92.21¦ 22.16¦ 27.22¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.09.00¦ 1.90¦ 92.16¦ 92.49¦ 92.38¦ 21.97¦ 20.07¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.09.00¦ 2.00¦ 91.50¦ 92.07¦ 91.60¦ 22.38¦ 61.61¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.09.00¦ 2.00¦ 91.00¦ 92.10¦ 91.06¦ 22.68¦ 37.43¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.05.03 ¦11.09.00¦ 1.00¦ 89.75¦ 90.47¦ 90.00¦ 22.62¦ 5.24¦ 27008¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.09.00¦ 1.10¦ 89.93¦ 91.00¦ 90.75¦ 22.10¦ 12.48¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.09.00¦ 1.20¦ 90.76¦ 91.05¦ 90.80¦ 21.91¦ 50.37¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.09.00¦ 1.20¦ 90.05¦ 90.90¦ 90.25¦ 22.32¦ 26.98¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.09.00¦ 1.30¦ 88.61¦ 90.50¦ 89.50¦ 22.56¦ 47.29¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦04.06.03 ¦11.09.00¦ 0.30¦ 89.70¦ 90.28¦ 90.01¦ 22.59¦ 4.22¦ 27009¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.09.00¦ 0.30¦ 90.33¦ 91.10¦ 91.10¦ 22.03¦ 18.02¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.09.00¦ 0.40¦ 90.82¦ 91.25¦ 91.00¦ 21.95¦ 33.77¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.09.00¦ 0.40¦ 89.89¦ 91.00¦ 89.89¦ 22.35¦ 86.28¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.09.00¦ 0.50¦ 89.51¦ 90.50¦ 89.89¦ 22.62¦ 28.50¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦17.09.03 ¦11.09.00¦ 5.60¦ 88.71¦ 89.00¦ 88.82¦ 22.47¦ 6.48¦ 27010¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.09.00¦ 5.70¦ 88.87¦ 89.90¦ 89.70¦ 21.98¦ 53.86¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.09.00¦ 5.70¦ 89.36¦ 90.00¦ 89.70¦ 21.90¦ 19.41¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.09.00¦ 5.80¦ 88.70¦ 90.00¦ 88.97¦ 22.30¦ 38.67¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.09.00¦ 5.90¦ 88.00¦ 89.13¦ 88.15¦ 22.57¦ 19.14¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦08.10.03 ¦11.09.00¦ 3.40¦ 86.26¦ 86.33¦ 86.33¦ 22.87¦ 0.27¦ 27011¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.09.00¦ 3.40¦ 86.33¦ 87.94¦ 87.89¦ 22.16¦ 29.13¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.09.00¦ 3.50¦ 87.73¦ 88.00¦ 87.83¦ 21.96¦ 55.35¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.09.00¦ 3.50¦ 86.66¦ 87.51¦ 86.90¦ 22.43¦ 24.47¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.09.00¦ 3.60¦ 86.03¦ 87.17¦ 86.03¦ 22.81¦ 30.97¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦19.11.03 ¦11.09.00¦ 4.50¦ 74.01¦ 74.25¦ 74.25¦ 23.38¦ 66.01¦ 27012¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.09.00¦ 4.60¦ 74.20¦ 74.95¦ 74.95¦ 22.93¦ 130.81¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.09.00¦ 4.60¦ 75.15¦ 75.63¦ 75.50¦ 22.53¦ 133.20¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.09.00¦ 4.70¦ 74.75¦ 75.50¦ 75.00¦ 22.74¦ 92.24¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.09.00¦ 4.70¦ 74.15¦ 74.89¦ 74.30¦ 23.21¦ 21.06¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.01.04 ¦11.09.00¦ 2.60¦ 85.00¦ 85.20¦ 85.20¦ 22.82¦ 12.82¦ 28001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.09.00¦ 2.60¦ 85.71¦ 86.75¦ 86.69¦ 22.04¦ 29.89¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦13.09.00¦ 2.70¦ 86.30¦ 86.80¦ 86.35¦ 21.97¦ 13.93¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.09.00¦ 2.70¦ 85.07¦ 86.50¦ 85.65¦ 22.39¦ 28.51¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.09.00¦ 2.80¦ 84.77¦ 86.00¦ 84.98¦ 22.78¦ 49.20¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.04 ¦14.09.00¦ 5.01¦ 65.00¦ 65.50¦ 65.00¦ 26.16¦ 0.16¦ 26002¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.09.00¦ 5.04¦ 65.50¦ 65.50¦ 65.50¦ 26.05¦ 0.12¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.05 ¦11.09.00¦ 4.93¦ 60.00¦ 61.99¦ 61.50¦ 25.36¦ 5.46¦ 26003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦12.09.00¦ 4.96¦ 61.95¦ 63.00¦ 63.00¦ 24.54¦ 10.62¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦14.09.00¦ 5.01¦ 63.43¦ 63.43¦ 63.43¦ 24.06¦ 0.04¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.09.00¦ 5.04¦ 63.00¦ 63.50¦ 63.00¦ 24.22¦ 0.17¦ ¦
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 ¦ 181 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25014 ¦ 15.03.2001 ¦ 181 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25018 ¦ 27.09.2000 ¦ 12 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25020 ¦ 25.10.2000 ¦ 40 ¦ 12.00 ¦ 59.84 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25021 ¦ 17.01.2001 ¦ 124 ¦ 15.00 ¦ 74.79 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25023 ¦ 14.03.2001 ¦ 180 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25024 ¦ 14.02.2001 ¦ 152 ¦ 20.00 ¦ 99.73 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25026 ¦ 27.11.2000 ¦ 73 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25027 ¦ 27.11.2000 ¦ 73 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2000 ¦ 73 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2000 ¦ 73 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2001 ¦ 181 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2001 ¦ 181 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2001 ¦ 181 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2000 ¦ 73 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27001 ¦ 08.11.2000 ¦ 54 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27002 ¦ 22.11.2000 ¦ 68 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27003 ¦ 06.12.2000 ¦ 82 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27004 ¦ 20.09.2000 ¦ 5 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27005 ¦ 11.10.2000 ¦ 26 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27006 ¦ 25.10.2000 ¦ 40 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27007 ¦ 08.11.2000 ¦ 54 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27008 ¦ 22.11.2000 ¦ 68 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27009 ¦ 06.12.2000 ¦ 82 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27010 ¦ 20.09.2000 ¦ 5 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27011 ¦ 11.10.2000 ¦ 26 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27012 ¦ 22.11.2000 ¦ 68 ¦ 15.00 ¦ 0.75 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 28001 ¦ 25.10.2000 ¦ 40 ¦ 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¦ 61 ¦ 1 ¦ 15 ¦ ¦ 2500.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21141 ¦07.06.00¦04.10.00¦ 19 ¦ 1 ¦ ¦ ¦ 2926.504¦ 73.496¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21142 ¦02.08.00¦01.11.00¦ 47 ¦ 1 ¦ ¦ ¦ 3485.410¦ 14.590¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25013 ¦15.03.97¦15.03.01¦ 181 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 546 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25018 ¦01.10.97¦27.09.00¦ 12 ¦ 4 ¦ 21 ¦ 3 ¦ 10219.585¦ 202.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25020 ¦29.10.97¦25.10.00¦ 40 ¦ 4 ¦ 14 ¦ 2 ¦ 11462.302¦ 1631.472¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25021 ¦21.01.98¦17.01.01¦ 124 ¦ 6 ¦ 21 ¦ ¦ 14723.818¦ 5172.167¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 362 ¦ 7 ¦ 19 ¦ ¦ 20341.394¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25024 ¦22.07.98¦15.08.01¦ 334 ¦ 1 ¦ ¦ ¦ 5655.776¦ 4343.224¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25026 ¦27.11.98¦27.11.00¦ 73 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 438 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 803 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦1168 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 456 ¦ ¦ ¦ ¦ 33202.072¦ 1754.998¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 911 ¦ 1 ¦ ¦ ¦ 6138.415¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦1277 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦1642 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦1534 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 509 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 614 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 628 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 733 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 754 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 859 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 873 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 978 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 992 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦1097 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦1118 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦1160 ¦ ¦ ¦ ¦ 7258.160¦10348.240¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦1223 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ Итого ¦ ¦ ¦ ¦ ¦ ¦ ¦257259.649¦29476.444¦
L--------+--------+--------+-----+-------+------+--------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦11.09.00¦12.09.00¦13.09.00¦14.09.00¦15.09.00¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 11.22 ¦ 11.06 ¦ 11.21 ¦ 11.48 ¦ 11.62 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 21.65 ¦ 21.00 ¦ 21.44 ¦ 21.00 ¦ 21.19 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 19.87 ¦ 18.88 ¦ 18.74 ¦ 18.77 ¦ 18.98 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 22.61 ¦ 22.04 ¦ 21.87 ¦ 22.25 ¦ 22.55 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 11.35 ¦ 11.70 ¦ 11.87 ¦ 12.13 ¦ 13.31 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 17.90 ¦ 18.47 ¦ 16.18 ¦ 16.44 ¦ 16.18 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 19.87 ¦ 18.88 ¦ 18.74 ¦ 18.77 ¦ 18.98 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 22.93 ¦ 22.29 ¦ 22.02 ¦ 22.33 ¦ 22.61 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.09 ¦ 0.39 ¦ 0.36 ¦ 0.37 ¦ 0.67 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.21 ¦ 0.19 ¦ 0.36 ¦ 0.29 ¦ 0.20 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.04 ¦ 0.24 ¦ 0.32 ¦ 0.25 ¦ 0.04 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.14 ¦ 0.35 ¦ 0.49 ¦ 0.55 ¦ 0.33 ¦
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---------¬
¦ ¦ 11.09.00¦ 12.09.00¦ 13.09.00¦ 14.09.00¦ 15.09.00¦
+-----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость, ¦256955.60¦257193.76¦257193.76¦257193.76¦257259.65¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 8911.91¦ 8911.91¦ 8911.91¦ 8911.91¦ 8911.91¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 93927.90¦ 93927.90¦ 93927.90¦ 93927.90¦ 93927.90¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 33202.07¦ 33202.07¦ 33202.07¦ 33202.07¦ 33202.07¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦120913.71¦121151.87¦121151.87¦121151.87¦121217.76¦
+-----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦238743.56¦240553.42¦239621.94¦239078.43¦238596.44¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 9168.04¦ 9168.33¦ 9165.23¦ 9148.81¦ 9149.68¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 90300.47¦ 90567.12¦ 89205.98¦ 89286.87¦ 89262.10¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 26422.21¦ 26711.07¦ 26764.19¦ 26767.51¦ 26721.03¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦112852.85¦114106.90¦114486.55¦113875.24¦113463.64¦
+-----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 500.39¦ 501.58¦ 503.76¦ 502.37¦ 500.68¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 46.44¦ 45.44¦ 44.43¦ 43.40¦ 42.40¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 316.45¦ 316.89¦ 320.23¦ 320.87¦ 319.79¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 460.00¦ 459.00¦ 458.00¦ 457.00¦ 456.00¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 693.90¦ 694.79¦ 694.23¦ 692.22¦ 690.47¦
L-----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

<ТЕЛЕТАЙПОГРАММА> ГТК РФ от 15.09.2000 n ТФ-11934 <О НАПРАВЛЕНИИ ВВОЗИМЫХ ТОВАРОВ НА СВХ ООО ФИРМА ЦЕНТР-АЛЬЯНС>  »
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