БЮЛЛЕТЕНЬ ЦБ РФ от 08.09.2000 n 34 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 8 сентября 2000 г. N 34
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 434.204 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.)¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦06.09.00 ¦04.09.00¦113.50¦114.25¦113.50¦-2203.22¦ 2.90¦ 21138¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦05.09.00¦113.50¦113.90¦113.50¦-4406.45¦ 235.97¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦04.10.00 ¦04.09.00¦ 99.20¦ 99.23¦ 99.20¦ 9.56¦ 18.85¦ 21141¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦05.09.00¦ 99.24¦ 99.27¦ 99.27¦ 9.38¦ 84.14¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦06.09.00¦ 99.28¦ 99.30¦ 99.29¦ 9.19¦ 42.61¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦07.09.00¦ 99.30¦ 99.35¦ 99.30¦ 9.26¦ 9.16¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦08.09.00¦ 99.29¦ 99.35¦ 99.29¦ 9.61¦ 24.23¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦01.11.00 ¦05.09.00¦ 98.50¦ 98.50¦ 98.50¦ 9.75¦ 1.00¦ 21142¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦06.09.00¦ 98.58¦ 99.59¦ 99.59¦ 3.47¦ 4.53¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦07.09.00¦ 98.62¦ 98.62¦ 98.62¦ 9.29¦ 2.75¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦15.11.00 ¦07.09.00¦113.50¦113.50¦113.50¦ -62.92¦ 3.43¦ 21137¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦08.09.00¦113.50¦113.50¦113.50¦ -63.84¦ 4.65¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 4654.757 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 ¦04.09.00¦ 6.10 ¦100.27¦100.32¦100.27¦ 9.04¦ 53.32¦ 25018¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.09.00¦ 6.14 ¦100.27¦100.30¦100.28¦ 9.17¦ 35.14¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.09.00¦ 6.18 ¦100.25¦100.28¦100.26¦ 9.10¦ 65.35¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.09.00¦ 6.21 ¦100.25¦100.30¦100.25¦ 8.68¦ 38.08¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.09.00¦ 6.25 ¦100.23¦100.28¦100.23¦ 8.81¦ 31.70¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦25.10.00 ¦04.09.00¦ 4.31 ¦100.30¦100.37¦100.32¦ 9.59¦ 32.81¦ 25020¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.09.00¦ 4.34 ¦100.30¦100.40¦100.40¦ 9.38¦ 23.88¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.09.00¦ 4.37 ¦100.33¦100.36¦100.36¦ 9.33¦ 30.25¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.09.00¦ 4.41 ¦100.30¦100.35¦100.31¦ 9.43¦ 42.52¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.09.00¦ 4.44 ¦100.25¦100.30¦100.25¦ 9.61¦ 17.00¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦17.01.01 ¦04.09.00¦ 1.93 ¦100.70¦100.75¦100.72¦ 13.23¦ 18.85¦ 25021¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.09.00¦ 1.97 ¦100.75¦100.80¦100.75¦ 13.12¦ 20.55¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.09.00¦ 2.01 ¦100.75¦100.90¦100.75¦ 12.89¦ 22.19¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.09.00¦ 2.06 ¦100.75¦100.85¦100.81¦ 12.96¦ 51.72¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.09.00¦ 2.10 ¦100.70¦100.90¦100.75¦ 12.82¦ 41.94¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.01 ¦07.09.00¦ 4.82 ¦ 96.75¦ 96.75¦ 96.75¦ 16.64¦ 1.09¦ 25013¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.08.01 ¦04.09.00¦ 1.04 ¦103.00¦103.05¦103.00¦ 17.07¦ 1.73¦ 25024¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦12.09.01 ¦04.09.00¦ 6.64 ¦ 97.80¦ 98.32¦ 97.80¦ 16.70¦ 68.73¦ 25023¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.09.00¦ 6.67 ¦ 97.80¦ 98.22¦ 97.81¦ 17.00¦ 32.87¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.09.00¦ 6.71 ¦ 97.75¦ 97.99¦ 97.75¦ 17.02¦ 78.96¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.09.00¦ 6.75 ¦ 97.87¦ 98.29¦ 97.87¦ 16.98¦ 90.49¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.09.00¦ 6.79 ¦ 97.50¦ 97.91¦ 97.50¦ 17.24¦ 41.81¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.12.01 ¦04.09.00¦ 0.00 ¦ 79.10¦ 79.80¦ 79.70¦ 19.42¦ 51.52¦ 25030¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.09.00¦ 0.00 ¦ 79.30¦ 80.00¦ 79.45¦ 19.72¦ 58.46¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.09.00¦ 0.00 ¦ 79.86¦ 80.20¦ 80.05¦ 19.03¦ 120.15¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.09.00¦ 0.00 ¦ 80.10¦ 80.40¦ 80.34¦ 18.74¦ 176.92¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.09.00¦ 0.00 ¦ 79.51¦ 80.30¦ 79.60¦ 19.08¦ 145.66¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦06.02.02 ¦04.09.00¦ 1.40 ¦ 97.34¦ 97.99¦ 97.99¦ 21.77¦ 55.92¦ 27001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.09.00¦ 1.50 ¦ 98.00¦ 98.69¦ 98.69¦ 21.23¦ 13.94¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.09.00¦ 1.50 ¦ 97.92¦ 99.10¦ 99.10¦ 20.97¦ 7.46¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.09.00¦ 1.60 ¦ 98.66¦ 99.60¦ 99.60¦ 20.22¦ 20.30¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.09.00¦ 1.60 ¦ 98.15¦ 98.99¦ 98.61¦ 20.81¦ 2.73¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.05.02 ¦04.09.00¦ 0.70 ¦ 95.60¦ 95.90¦ 95.75¦ 22.65¦ 4.13¦ 27002¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.09.00¦ 0.70 ¦ 96.25¦ 96.35¦ 96.30¦ 22.30¦ 8.92¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.09.00¦ 0.80 ¦ 96.30¦ 96.60¦ 96.50¦ 22.07¦ 21.31¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.09.00¦ 0.80 ¦ 96.61¦ 97.10¦ 97.00¦ 21.68¦ 13.06¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.09.00¦ 0.90 ¦ 96.11¦ 97.20¦ 96.11¦ 22.03¦ 16.03¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.06.02 ¦04.09.00¦ 6.10 ¦ 95.32¦ 95.85¦ 95.84¦ 22.69¦ 48.01¦ 27003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.09.00¦ 6.10 ¦ 96.05¦ 96.31¦ 96.19¦ 22.39¦ 74.43¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.09.00¦ 0.00 ¦ 95.30¦ 96.62¦ 96.44¦ 22.29¦ 137.75¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.09.00¦ 0.10 ¦ 96.55¦ 96.80¦ 96.76¦ 21.86¦ 74.87¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.09.00¦ 0.10 ¦ 95.02¦ 96.80¦ 96.41¦ 22.20¦ 38.03¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦18.09.02 ¦04.09.00¦ 5.10 ¦ 94.62¦ 94.87¦ 94.70¦ 22.88¦ 151.45¦ 27004¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.09.00¦ 5.20 ¦ 95.05¦ 95.19¦ 95.17¦ 22.58¦ 114.00¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.09.00¦ 5.20 ¦ 94.90¦ 95.60¦ 95.56¦ 22.42¦ 72.98¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.09.00¦ 5.30 ¦ 95.50¦ 95.85¦ 95.71¦ 22.15¦ 66.67¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.09.00¦ 5.40 ¦ 95.00¦ 95.85¦ 95.01¦ 22.31¦ 63.99¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦09.10.02 ¦04.09.00¦ 3.00 ¦ 92.30¦ 92.80¦ 92.65¦ 22.86¦ 59.32¦ 27005¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.09.00¦ 3.00 ¦ 92.60¦ 93.30¦ 93.00¦ 22.65¦ 33.53¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.09.00¦ 3.10 ¦ 93.20¦ 93.75¦ 93.50¦ 22.25¦ 39.82¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.09.00¦ 3.10 ¦ 93.81¦ 93.91¦ 93.90¦ 22.04¦ 60.23¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.09.00¦ 3.20 ¦ 93.20¦ 93.80¦ 93.20¦ 22.08¦ 97.70¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.01.03 ¦04.09.00¦ 2.20 ¦ 90.41¦ 90.94¦ 90.84¦ 23.01¦ 105.72¦ 27006¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.09.00¦ 2.30 ¦ 91.00¦ 91.16¦ 91.01¦ 22.82¦ 104.08¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.09.00¦ 2.30 ¦ 91.35¦ 92.13¦ 91.80¦ 22.35¦ 32.68¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.09.00¦ 2.40 ¦ 91.80¦ 92.10¦ 92.00¦ 22.16¦ 84.72¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.09.00¦ 2.40 ¦ 91.20¦ 92.05¦ 91.50¦ 22.41¦ 69.39¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.02.03 ¦04.09.00¦ 1.40 ¦ 90.50¦ 91.05¦ 90.95¦ 23.00¦ 15.28¦ 27007¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.09.00¦ 1.50 ¦ 91.00¦ 91.52¦ 91.52¦ 22.62¦ 11.23¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.09.00¦ 1.50 ¦ 90.56¦ 92.15¦ 92.05¦ 22.48¦ 42.54¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.09.00¦ 1.60 ¦ 92.01¦ 92.30¦ 92.15¦ 22.17¦ 9.72¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.09.00¦ 1.60 ¦ 91.75¦ 92.15¦ 91.75¦ 22.37¦ 24.97¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.05.03 ¦04.09.00¦ 0.70 ¦ 89.12¦ 89.50¦ 89.28¦ 22.99¦ 51.06¦ 27008¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.09.00¦ 0.70 ¦ 89.56¦ 89.89¦ 89.57¦ 22.75¦ 49.09¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.09.00¦ 0.80 ¦ 88.86¦ 91.35¦ 91.35¦ 22.37¦ 46.31¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.09.00¦ 0.80 ¦ 90.50¦ 90.95¦ 90.71¦ 22.12¦ 64.78¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.09.00¦ 0.90 ¦ 89.55¦ 90.70¦ 89.55¦ 22.21¦ 8.68¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦04.06.03 ¦04.09.00¦ 6.10 ¦ 89.10¦ 89.40¦ 89.35¦ 23.02¦ 60.55¦ 27009¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.09.00¦ 6.10 ¦ 89.43¦ 89.85¦ 89.50¦ 22.93¦ 44.33¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.09.00¦ 0.00 ¦ 88.63¦ 90.65¦ 90.65¦ 22.74¦ 57.92¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.09.00¦ 0.10 ¦ 90.75¦ 93.41¦ 90.80¦ 22.04¦ 71.08¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.09.00¦ 0.10 ¦ 90.20¦ 90.94¦ 90.20¦ 22.15¦ 15.04¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦17.09.03 ¦04.09.00¦ 5.10 ¦ 87.70¦ 88.00¦ 88.00¦ 23.18¦ 37.27¦ 27010¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.09.00¦ 5.20 ¦ 88.00¦ 88.69¦ 88.69¦ 22.88¦ 54.42¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.09.00¦ 5.20 ¦ 88.59¦ 89.68¦ 89.68¦ 22.40¦ 13.53¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.09.00¦ 5.30 ¦ 89.20¦ 89.70¦ 89.68¦ 22.11¦ 37.87¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.09.00¦ 5.40 ¦ 88.40¦ 89.58¦ 88.40¦ 22.44¦ 7.09¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦08.10.03 ¦04.09.00¦ 3.00 ¦ 84.50¦ 85.95¦ 85.81¦ 23.23¦ 92.31¦ 27011¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.09.00¦ 3.00 ¦ 86.10¦ 86.40¦ 86.26¦ 22.96¦ 60.80¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.09.00¦ 3.10 ¦ 85.39¦ 87.81¦ 87.60¦ 22.72¦ 97.18¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.09.00¦ 3.10 ¦ 87.19¦ 87.75¦ 87.40¦ 22.21¦ 48.35¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.09.00¦ 3.20 ¦ 86.60¦ 87.50¦ 86.60¦ 22.53¦ 11.81¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦19.11.03 ¦04.09.00¦ 4.20 ¦ 73.50¦ 74.00¦ 73.57¦ 23.61¦ 10.79¦ 27012¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.09.00¦ 4.30 ¦ 73.75¦ 74.05¦ 74.05¦ 23.47¦ 47.53¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.09.00¦ 4.30 ¦ 72.50¦ 74.86¦ 74.70¦ 23.37¦ 77.07¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.09.00¦ 4.40 ¦ 74.50¦ 75.50¦ 74.70¦ 22.94¦ 113.63¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.09.00¦ 4.40 ¦ 73.97¦ 76.00¦ 74.05¦ 23.32¦ 131.17¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.01.04 ¦04.09.00¦ 2.20 ¦ 84.01¦ 84.70¦ 84.62¦ 23.17¦ 43.95¦ 28001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.09.00¦ 2.30 ¦ 84.75¦ 85.20¦ 85.19¦ 22.87¦ 11.63¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.09.00¦ 2.30 ¦ 84.22¦ 86.61¦ 86.34¦ 22.69¦ 54.32¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.09.00¦ 2.40 ¦ 85.80¦ 86.50¦ 86.32¦ 22.20¦ 26.46¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.09.00¦ 2.40 ¦ 85.25¦ 85.58¦ 85.58¦ 22.60¦ 4.40¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.04 ¦05.09.00¦ 4.77 ¦ 65.00¦ 65.00¦ 65.00¦ 26.26¦ 0.75¦ 26002¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.09.00¦ 4.80 ¦ 65.00¦ 67.00¦ 66.00¦ 25.74¦ 2.67¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.09.00¦ 4.82 ¦ 65.00¦ 65.00¦ 65.00¦ 26.28¦ 0.08¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.05 ¦04.09.00¦ 4.74 ¦ 60.00¦ 61.55¦ 61.55¦ 25.51¦ 2.55¦ 26003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦05.09.00¦ 4.77 ¦ 60.01¦ 61.90¦ 60.01¦ 24.82¦ 5.01¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.09.00¦ 4.80 ¦ 61.60¦ 63.00¦ 63.00¦ 24.58¦ 2.57¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.09.00¦ 4.82 ¦ 62.99¦ 62.99¦ 62.99¦ 24.25¦ 0.00¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.09.00¦ 4.85 ¦ 62.60¦ 62.94¦ 62.60¦ 24.30¦ 0.16¦ ¦
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 ¦ 188 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25014 ¦ 15.03.2001 ¦ 188 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25018 ¦ 27.09.2000 ¦ 19 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25020 ¦ 25.10.2000 ¦ 47 ¦ 12.00 ¦ 59.84 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25021 ¦ 17.01.2001 ¦ 131 ¦ 15.00 ¦ 74.79 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25023 ¦ 13.09.2000 ¦ 5 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25024 ¦ 14.02.2001 ¦ 159 ¦ 20.00 ¦ 99.73 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25026 ¦ 27.11.2000 ¦ 80 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25027 ¦ 27.11.2000 ¦ 80 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2000 ¦ 80 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2000 ¦ 80 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2001 ¦ 188 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2001 ¦ 188 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2001 ¦ 188 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2000 ¦ 80 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27001 ¦ 08.11.2000 ¦ 61 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27002 ¦ 22.11.2000 ¦ 75 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27003 ¦ 06.12.2000 ¦ 89 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27004 ¦ 20.09.2000 ¦ 12 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27005 ¦ 11.10.2000 ¦ 33 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27006 ¦ 25.10.2000 ¦ 47 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27007 ¦ 08.11.2000 ¦ 61 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27008 ¦ 22.11.2000 ¦ 75 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27009 ¦ 06.12.2000 ¦ 89 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27010 ¦ 20.09.2000 ¦ 12 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27011 ¦ 11.10.2000 ¦ 33 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27012 ¦ 22.11.2000 ¦ 75 ¦ 15.00 ¦ 0.75 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 28001 ¦ 25.10.2000 ¦ 47 ¦ 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¦ 68 ¦ 1 ¦ 15 ¦ ¦ 2500.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21141 ¦07.06.00¦04.10.00¦ 26 ¦ 1 ¦ ¦ ¦ 2926.504¦ 73.496¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21142 ¦02.08.00¦01.11.00¦ 54 ¦ 1 ¦ ¦ ¦ 3485.410¦ 14.590¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25013 ¦15.03.97¦15.03.01¦ 188 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 553 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25018 ¦01.10.97¦27.09.00¦ 19 ¦ 4 ¦ 21 ¦ 3 ¦ 10219.585¦ 202.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25020 ¦29.10.97¦25.10.00¦ 47 ¦ 4 ¦ 14 ¦ 2 ¦ 11462.302¦ 1631.472¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25021 ¦21.01.98¦17.01.01¦ 131 ¦ 6 ¦ 21 ¦ ¦ 14723.818¦ 5172.167¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 369 ¦ 7 ¦ 19 ¦ ¦ 20341.394¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25024 ¦22.07.98¦15.08.01¦ 341 ¦ 1 ¦ ¦ ¦ 5655.776¦ 4343.224¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25026 ¦27.11.98¦27.11.00¦ 80 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 445 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 810 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦1175 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 463 ¦ ¦ ¦ ¦ 33202.072¦ 1754.998¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 918 ¦ 1 ¦ ¦ ¦ 6138.415¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦1284 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦1649 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦1541 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 516 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 621 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 635 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 740 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 761 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 866 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 880 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 985 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 999 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦1104 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦1125 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦1167 ¦ ¦ ¦ ¦ 6954.109¦10652.291¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦1230 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ Итого ¦ ¦ ¦ ¦ ¦ ¦ ¦256955.598¦29780.495¦
L--------+--------+--------+-----+-------+------+--------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦04.09.00¦05.09.00¦06.09.00¦07.08.00¦08.09.00¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 10.23 ¦ 9.64 ¦ 5.16 ¦ 9.28 ¦ 9.49 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 21.01 ¦ 21.03 ¦ 20.85 ¦ 20.69 ¦ 20.92 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 19.42 ¦ 19.72 ¦ 19.03 ¦ 18.74 ¦ 19.08 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 22.98 ¦ 22.71 ¦ 22.44 ¦ 22.05 ¦ 22.31 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 9.56 ¦ 9.39 ¦ 8.19 ¦ 9.27 ¦ 9.61 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 16.46 ¦ 17.84 ¦ 17.12 ¦ 15.84 ¦ 15.69 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 19.42 ¦ 19.72 ¦ 19.03 ¦ 18.74 ¦ 19.08 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 22.96 ¦ 22.79 ¦ 22.59 ¦ 22.21 ¦ 22.58 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.18 ¦ 0.77 ¦ 0.51 ¦ 0.17 ¦ 0.32 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.21 ¦ 0.13 ¦ 0.23 ¦ 0.26 ¦ 0.15 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.16 ¦ 0.07 ¦ 0.21 ¦ 0.22 ¦ 0.12 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.62 ¦ 0.39 ¦ 0.57 ¦ 0.56 ¦ 0.40 ¦
L--------------------------+--------+--------+--------+--------+---------
--------------------------------
<*> Рассчитывается как средняя простая доходность по ГКО и эффективная доходность по ОФЗ, взвешенная по срокам до погашения и объемам в обращении.
<**> Рассчитывается как средняя простая доходность по ГКО и эффективная доходность по ОФЗ, взвешенная по срокам до погашения и оборотам вторичного рынка.
Часть 5
НЕКОТОРЫЕ МАКРОХАРАКТЕРИСТИКИ РЫНКА ГКО - ОФЗ - ОБР
------------------------T---------T---------T---------T---------T---------¬
¦ ¦ 04.09.00¦ 05.09.00¦ 06.09.00¦ 07.09.00¦ 08.09.00¦
+-----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость, ¦259245.42¦259275.63¦256955.60¦256955.60¦256955.60¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 11411.91¦ 11411.91¦ 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 ¦120703.54¦120733.74¦120913.71¦120913.71¦120913.71¦
+-----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦241349.26¦242030.21¦239042.86¦240002.73¦239495.98¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 11999.43¦ 12018.73¦ 9210.46¦ 9181.42¦ 9181.42¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 90107.34¦ 90281.01¦ 90401.20¦ 90531.79¦ 90516.85¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 26458.73¦ 26385.69¦ 26594.86¦ 26687.83¦ 26604.82¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦112783.75¦113344.78¦112836.34¦113601.70¦113192.89¦
+-----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 497.16¦ 497.40¦ 505.91¦ 505.90¦ 504.23¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 41.27¦ 40.29¦ 51.48¦ 50.46¦ 49.46¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 322.48¦ 323.24¦ 323.11¦ 322.02¦ 320.86¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 467.00¦ 466.00¦ 465.00¦ 464.00¦ 463.00¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 692.30¦ 691.90¦ 699.10¦ 699.09¦ 697.45¦
L-----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
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