БЮЛЛЕТЕНЬ ЦБ РФ от 01.09.2000 n 33 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 1 сентября 2000 г. N 33
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 211.282 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 ¦29.08.00¦114.00¦115.00¦115.00¦ -582.65¦ 0.24¦ 21138¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦30.08.00¦114.00¦114.00¦114.00¦ -640.35¦ 81.80¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦31.08.00¦114.00¦114.00¦114.00¦ -747.08¦ 29.81¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦01.09.00¦113.25¦115.00¦113.25¦ -874.51¦ 16.76¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦04.10.00 ¦28.08.00¦ 98.95¦ 99.02¦ 99.02¦ 10.17¦ 30.07¦ 21141¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦29.08.00¦ 99.01¦ 99.01¦ 99.01¦ 10.14¦ 3.00¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦30.08.00¦ 99.14¦ 99.15¦ 99.14¦ 8.94¦ 6.50¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦31.08.00¦ 99.15¦ 99.19¦ 99.19¦ 8.77¦ 11.50¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦01.09.00¦ 99.17¦ 99.21¦ 99.17¦ 9.03¦ 27.01¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦15.11.00 ¦29.08.00¦113.00¦113.00¦113.00¦ -53.83¦ 3.34¦ 21137¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦01.09.00¦113.50¦113.50¦113.50¦ -57.89¦ 1.26¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 3139.001 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 ¦28.08.00¦ 5.83 ¦100.40¦100.43¦100.40¦ 8.58 ¦ 18.78 ¦ 25018¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.08.00¦ 5.87 ¦100.27¦100.39¦100.39¦ 9.67 ¦ 47.86 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.08.00¦ 5.91 ¦100.30¦100.33¦100.33¦ 9.79 ¦ 13.53 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.09.00¦ 5.98 ¦100.31¦100.35¦100.31¦ 9.32 ¦ 5.51 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦25.10.00 ¦28.08.00¦ 4.08 ¦100.35¦100.40¦100.40¦ 9.63 ¦ 7.77 ¦ 25020¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.08.00¦ 4.11 ¦100.30¦100.35¦100.35¦ 9.79 ¦ 6.00 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.08.00¦ 4.14 ¦100.20¦100.25¦100.25¦ 10.43 ¦ 20.20 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.08.00¦ 4.18 ¦100.20¦100.30¦100.20¦ 10.26 ¦ 10.79 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.09.00¦ 4.21 ¦100.27¦100.40¦100.27¦ 9.37 ¦ 13.50 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦17.01.01 ¦28.08.00¦ 1.64 ¦100.49¦100.51¦100.51¦ 13.98 ¦ 14.03 ¦ 25021¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.08.00¦ 1.69 ¦100.49¦100.91¦100.50¦ 13.97 ¦ 13.00 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.08.00¦ 1.73 ¦100.41¦100.51¦100.51¦ 14.01 ¦ 24.10 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.08.00¦ 1.77 ¦100.60¦100.68¦100.66¦ 13.51 ¦ 40.64 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.09.00¦ 1.81 ¦100.60¦100.78¦100.78¦ 13.49 ¦ 47.23 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.01 ¦30.08.00¦ 4.60 ¦ 95.00¦ 95.00¦ 95.00¦ 20.20 ¦ 0.48 ¦ 25013¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.08.01 ¦29.08.00¦ 0.71 ¦103.24¦103.40¦103.24¦ 16.86 ¦ 0.62 ¦ 25024¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.08.00¦ 0.82 ¦103.60¦103.70¦103.70¦ 16.29 ¦ 3.92 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.09.00¦ 0.88 ¦103.91¦103.91¦103.91¦ 16.00 ¦ 1.85 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦12.09.01 ¦28.08.00¦ 6.37 ¦ 97.27¦ 97.51¦ 97.40¦ 17.59 ¦ 9.60 ¦ 25023¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.08.00¦ 6.41 ¦ 97.25¦ 97.40¦ 97.25¦ 17.67 ¦ 68.78 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.08.00¦ 6.44 ¦ 97.25¦ 97.36¦ 97.25¦ 17.67 ¦ 26.18 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.08.00¦ 6.48 ¦ 97.75¦ 97.90¦ 97.80¦ 17.03 ¦ 17.89 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.09.00¦ 6.52 ¦ 98.09¦ 98.35¦ 98.25¦ 16.56 ¦ 23.44 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.12.01 ¦28.08.00¦ 0.00 ¦ 77.90¦ 78.05¦ 77.96¦ 21.16 ¦ 69.81 ¦ 25030¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.08.00¦ 0.00 ¦ 77.90¦ 78.05¦ 77.99¦ 21.23 ¦ 54.63 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.08.00¦ 0.00 ¦ 77.90¦ 78.20¦ 78.00¦ 21.26 ¦127.11 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.08.00¦ 0.00 ¦ 78.10¦ 78.40¦ 78.35¦ 20.90 ¦ 39.79 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.09.00¦ 0.00 ¦ 78.23¦ 79.30¦ 79.21¦ 20.05 ¦ 75.32 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦06.02.02 ¦28.08.00¦ 1.00 ¦ 96.03¦ 96.77¦ 96.50¦ 23.06 ¦ 4.65 ¦ 27001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.08.00¦ 1.10 ¦ 96.70¦ 96.95¦ 96.91¦ 22.70 ¦ 7.57 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.08.00¦ 1.20 ¦ 96.79¦ 96.93¦ 96.90¦ 22.63 ¦ 57.03 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.08.00¦ 1.20 ¦ 97.07¦ 97.30¦ 97.30¦ 22.38 ¦ 14.15 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.09.00¦ 1.30 ¦ 97.19¦ 97.95¦ 97.75¦ 21.86 ¦ 4.70 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.05.02 ¦28.08.00¦ 0.30 ¦ 93.80¦ 94.17¦ 93.91¦ 24.22 ¦ 45.02 ¦ 27002¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.08.00¦ 0.30 ¦ 94.06¦ 94.55¦ 94.31¦ 24.11 ¦ 14.29 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.08.00¦ 0.40 ¦ 94.15¦ 94.50¦ 94.50¦ 23.89 ¦ 41.02 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.08.00¦ 0.40 ¦ 94.60¦ 94.95¦ 94.85¦ 23.58 ¦ 11.30 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.09.00¦ 0.50 ¦ 94.90¦ 95.75¦ 95.65¦ 22.89 ¦ 8.92 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.06.02 ¦28.08.00¦ 5.60 ¦ 93.77¦ 94.00¦ 93.90¦ 24.39 ¦ 49.40 ¦ 27003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.08.00¦ 5.70 ¦ 94.19¦ 94.50¦ 94.50¦ 23.98 ¦ 13.02 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.08.00¦ 5.70 ¦ 94.19¦ 94.64¦ 94.63¦ 24.04 ¦ 32.79 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.08.00¦ 5.80 ¦ 94.57¦ 94.88¦ 94.88¦ 23.59 ¦ 17.73 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.09.00¦ 5.90 ¦ 94.90¦ 95.60¦ 95.60¦ 23.08 ¦ 23.72 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦18.09.02 ¦28.08.00¦ 4.60 ¦ 92.75¦ 93.05¦ 93.00¦ 24.35 ¦ 46.86 ¦ 27004¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.08.00¦ 4.70 ¦ 93.00¦ 93.40¦ 93.40¦ 24.14 ¦ 81.98 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.08.00¦ 4.80 ¦ 93.11¦ 93.62¦ 93.56¦ 23.84 ¦ 36.59 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.08.00¦ 4.80 ¦ 93.40¦ 94.00¦ 93.80¦ 23.53 ¦ 31.34 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.09.00¦ 4.90 ¦ 94.21¦ 94.60¦ 94.60¦ 23.13 ¦ 31.21 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦09.10.02 ¦28.08.00¦ 2.60 ¦ 90.40¦ 90.55¦ 90.50¦ 24.58 ¦ 42.96 ¦ 27005¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.08.00¦ 2.60 ¦ 90.41¦ 91.00¦ 91.00¦ 24.41 ¦ 27.70 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.08.00¦ 2.70 ¦ 91.00¦ 91.62¦ 91.35¦ 23.90 ¦ 34.69 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.08.00¦ 2.70 ¦ 91.50¦ 91.90¦ 91.81¦ 23.60 ¦ 25.68 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.09.00¦ 2.80 ¦ 92.00¦ 92.63¦ 92.63¦ 23.13 ¦ 15.77 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.01.03 ¦28.08.00¦ 1.80 ¦ 87.75¦ 88.73¦ 88.73¦ 24.67 ¦ 51.30 ¦ 27006¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.08.00¦ 1.90 ¦ 88.59¦ 89.40¦ 89.40¦ 24.23 ¦ 37.98 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.08.00¦ 1.90 ¦ 89.20¦ 89.60¦ 89.60¦ 23.98 ¦ 36.88 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.08.00¦ 2.00 ¦ 89.50¦ 89.97¦ 89.89¦ 23.67 ¦ 5.07 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.09.00¦ 2.00 ¦ 89.75¦ 90.78¦ 90.78¦ 23.33 ¦ 89.34 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.02.03 ¦28.08.00¦ 1.00 ¦ 88.45¦ 88.77¦ 88.55¦ 24.67 ¦ 26.80 ¦ 27007¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.08.00¦ 1.10 ¦ 88.45¦ 89.40¦ 89.40¦ 24.20 ¦ 24.57 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.08.00¦ 1.20 ¦ 89.15¦ 89.55¦ 89.55¦ 24.01 ¦ 44.13 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.08.00¦ 1.20 ¦ 89.30¦ 90.00¦ 90.00¦ 23.83 ¦ 38.44 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.09.00¦ 1.30 ¦ 89.70¦ 91.61¦ 90.60¦ 23.25 ¦ 14.36 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.03 ¦29.08.00¦ 4.58 ¦ 70.80¦ 71.00¦ 70.95¦ 27.08 ¦ 2.23 ¦ 26001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.09.00¦ 4.66 ¦ 72.00¦ 72.00¦ 72.00¦ 26.32 ¦ 0.11 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.05.03 ¦28.08.00¦ 0.30 ¦ 86.62¦ 86.80¦ 86.80¦ 24.69 ¦ 8.12 ¦ 27008¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.08.00¦ 0.30 ¦ 86.72¦ 87.65¦ 87.60¦ 24.26 ¦ 20.81 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.08.00¦ 0.40 ¦ 87.68¦ 87.93¦ 87.93¦ 23.98 ¦ 41.52 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.08.00¦ 0.40 ¦ 88.00¦ 88.20¦ 88.07¦ 23.83 ¦ 40.25 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.09.00¦ 0.50 ¦ 88.40¦ 89.20¦ 89.20¦ 23.21 ¦ 4.21 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦04.06.03 ¦28.08.00¦ 5.60 ¦ 86.40¦ 87.05¦ 87.05¦ 24.66 ¦ 65.72 ¦ 27009¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.08.00¦ 5.70 ¦ 86.80¦ 87.56¦ 87.56¦ 24.31 ¦ 87.18 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.08.00¦ 5.70 ¦ 87.55¦ 87.95¦ 87.90¦ 24.04 ¦ 33.00 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.08.00¦ 5.80 ¦ 87.80¦ 88.10¦ 87.84¦ 23.95 ¦ 76.01 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.09.00¦ 5.90 ¦ 88.30¦ 89.05¦ 89.05¦ 23.41 ¦ 39.55 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦17.09.03 ¦28.08.00¦ 4.60 ¦ 85.00¦ 85.50¦ 85.50¦ 24.86 ¦ 9.64 ¦ 27010¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.08.00¦ 4.70 ¦ 85.34¦ 85.85¦ 85.85¦ 24.56 ¦ 24.53 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.08.00¦ 4.80 ¦ 85.48¦ 86.20¦ 86.20¦ 24.31 ¦ 22.55 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.08.00¦ 4.80 ¦ 86.00¦ 86.65¦ 86.15¦ 24.23 ¦ 90.29 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.09.00¦ 4.90 ¦ 86.56¦ 87.70¦ 87.70¦ 23.56 ¦ 15.68 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦08.10.03 ¦28.08.00¦ 2.60 ¦ 82.50¦ 83.00¦ 83.00¦ 25.13 ¦ 23.18 ¦ 27011¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.08.00¦ 2.60 ¦ 82.80¦ 83.39¦ 83.32¦ 24.83 ¦ 78.46 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.08.00¦ 2.70 ¦ 82.91¦ 83.80¦ 83.80¦ 24.61 ¦ 12.00 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.08.00¦ 2.70 ¦ 83.80¦ 84.50¦ 84.05¦ 24.18 ¦ 83.84 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.09.00¦ 2.80 ¦ 84.58¦ 85.50¦ 85.50¦ 23.55 ¦ 57.95 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦19.11.03 ¦28.08.00¦ 4.00 ¦ 70.20¦ 70.67¦ 70.67¦ 25.70 ¦ 42.13 ¦ 27012¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.08.00¦ 4.00 ¦ 70.50¦ 71.21¦ 71.21¦ 25.29 ¦ 27.05 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.08.00¦ 4.00 ¦ 71.00¦ 71.55¦ 71.47¦ 25.05 ¦ 44.43 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.08.00¦ 4.10 ¦ 71.79¦ 72.15¦ 71.92¦ 24.66 ¦ 57.17 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.09.00¦ 4.10 ¦ 72.30¦ 73.20¦ 73.20¦ 24.09 ¦ 42.37 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.01.04 ¦28.08.00¦ 1.80 ¦ 81.05¦ 81.40¦ 81.39¦ 25.11 ¦ 17.56 ¦ 28001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.08.00¦ 1.90 ¦ 81.25¦ 81.82¦ 81.80¦ 24.86 ¦ 67.34 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.08.00¦ 1.90 ¦ 81.70¦ 82.39¦ 82.39¦ 24.56 ¦ 32.72 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.08.00¦ 2.00 ¦ 82.45¦ 83.00¦ 82.66¦ 24.22 ¦ 19.46 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.09.00¦ 2.00 ¦ 82.90¦ 84.25¦ 84.20¦ 23.59 ¦ 51.48 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.04 ¦29.08.00¦ 4.58 ¦ 63.20¦ 63.26¦ 63.26¦ 27.31 ¦ 3.22 ¦ 26002¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.05 ¦28.08.00¦ 4.55 ¦ 57.80¦ 58.00¦ 57.90¦ 27.04 ¦ 1.39 ¦ 26003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦29.08.00¦ 4.58 ¦ 57.80¦ 58.00¦ 57.80¦ 27.00 ¦ 4.14 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.08.00¦ 4.60 ¦ 59.49¦ 59.50¦ 59.50¦ 26.13 ¦ 0.05 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.08.00¦ 4.63 ¦ 59.20¦ 59.20¦ 59.20¦ 26.30 ¦ 0.10 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.09.00¦ 4.66 ¦ 59.80¦ 60.50¦ 60.50¦ 25.57 ¦ 0.20 ¦ ¦
L---------+--------+-------+------+------+------+--------+-------+-------
Часть 2
ОСНОВНЫЕ ХАРАКТЕРИСТИКИ БЛИЖАЙШИХ КУПОННЫХ ВЫПЛАТ ПО ОФЗ
---------T-----------------------T-------T--------T-------------¬
¦Регистр.¦Дата выплаты ближайшего¦Дней до¦Купонная¦Размер купона¦
¦ номер ¦ купона ¦выплаты¦ ставка ¦ в рублях ¦
¦выпуска ¦ ¦купона ¦(% год.)¦ ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25013 ¦ 15.03.2001 ¦ 195 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25014 ¦ 15.03.2001 ¦ 195 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25018 ¦ 27.09.2000 ¦ 26 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25020 ¦ 25.10.2000 ¦ 54 ¦ 12.00 ¦ 59.84 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25021 ¦ 17.01.2001 ¦ 138 ¦ 15.00 ¦ 74.79 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25023 ¦ 13.09.2000 ¦ 12 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25024 ¦ 14.02.2001 ¦ 166 ¦ 20.00 ¦ 99.73 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25026 ¦ 27.11.2000 ¦ 87 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25027 ¦ 27.11.2000 ¦ 87 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2000 ¦ 87 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2000 ¦ 87 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2001 ¦ 195 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2001 ¦ 195 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2001 ¦ 195 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2000 ¦ 87 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27001 ¦ 08.11.2000 ¦ 68 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27002 ¦ 22.11.2000 ¦ 82 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27003 ¦ 06.09.2000 ¦ 5 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27004 ¦ 20.09.2000 ¦ 19 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27005 ¦ 11.10.2000 ¦ 40 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27006 ¦ 25.10.2000 ¦ 54 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27007 ¦ 08.11.2000 ¦ 68 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27008 ¦ 22.11.2000 ¦ 82 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27009 ¦ 06.09.2000 ¦ 5 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27010 ¦ 20.09.2000 ¦ 19 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27011 ¦ 11.10.2000 ¦ 40 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27012 ¦ 22.11.2000 ¦ 82 ¦ 15.00 ¦ 0.75 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 28001 ¦ 25.10.2000 ¦ 54 ¦ 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¦ 75¦ 1 ¦ 15 ¦ ¦ 2500.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21138 ¦23.02.00¦06.09.00¦ 5¦ 1 ¦ 18 ¦ ¦ 2500.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21141 ¦07.06.00¦04.10.00¦ 33¦ 1 ¦ ¦ ¦ 2926.504¦ 73.496¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21142 ¦02.08.00¦01.11.00¦ 61¦ 1 ¦ ¦ ¦ 3485.410¦ 14.590¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25013 ¦15.03.97¦15.03.01¦ 195¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 560¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25018 ¦01.10.97¦27.09.00¦ 26¦ 4 ¦ 21 ¦ 3 ¦ 10219.585¦ 202.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25020 ¦29.10.97¦25.10.00¦ 54¦ 4 ¦ 14 ¦ 2 ¦ 11462.302¦ 1631.472¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25021 ¦21.01.98¦17.01.01¦ 138¦ 6 ¦ 21 ¦ ¦ 14723.818¦ 5172.167¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 376¦ 7 ¦ 19 ¦ ¦ 20341.394¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25024 ¦22.07.98¦15.08.01¦ 348¦ 1 ¦ ¦ ¦ 5655.776¦ 4343.224¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25026 ¦27.11.98¦27.11.00¦ 87¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 452¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 817¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 1182¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 470¦ ¦ ¦ ¦ 33202.072¦ 1754.998¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 925¦ 1 ¦ ¦ ¦ 6138.415¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 1291¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1656¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 1548¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 523¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 628¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 642¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 747¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 768¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 873¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 887¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 992¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 1006¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 1111¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 1132¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 1174¦ ¦ ¦ ¦ 6743.932¦10862.468¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 1237¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ Итого: ¦ ¦ ¦ ¦ ¦ ¦ ¦259245.422¦29990.671¦
L--------+--------+--------+-----+-------+------+--------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦28.08.00¦29.08.00¦30.08.00¦31.08.00¦01.09.00¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 10.44 ¦ 10.54 ¦ 10.61 ¦ 10.43 ¦ 9.89 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 22.08 ¦ 21.95 ¦ 21.79 ¦ 21.46 ¦ 20.96 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 21.16 ¦ 21.23 ¦ 21.26 ¦ 20.90 ¦ 20.05 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 24.68 ¦ 24.36 ¦ 24.12 ¦ 23.85 ¦ 23.29 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 10.17 ¦ 10.14 ¦ 8.94 ¦ 8.77 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 17.13 ¦ 19.11 ¦ 16.11 ¦ 15.36 ¦ 0.00 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 21.16 ¦ 21.23 ¦ 21.26 ¦ 20.90 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 24.73 ¦ 24.50 ¦ 24.07 ¦ 24.04 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.25 ¦ 0.06 ¦ 0.83 ¦ 0.38 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.06 ¦ 0.17 ¦ 0.10 ¦ 0.08 ¦ 0.00 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.21 ¦ 0.16 ¦ 0.22 ¦ 0.12 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.36 ¦ 0.42 ¦ 0.39 ¦ 0.41 ¦ 0.00 ¦
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---------¬
¦ ¦ 28.08.00¦ 29.08.00¦ 30.08.00¦ 31.08.00¦ 01.09.00¦
+-----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость, ¦259117.78¦259117.78¦259125.82¦259245.42¦259245.42¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 11411.91¦ 11411.91¦ 11411.91¦ 11411.91¦ 11411.91¦
+-----------------------+---------+---------+---------+---------+---------+
¦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 ¦120575.89¦120575.89¦120583.93¦120703.54¦120703.54¦
+-----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦236490.89¦237303.48¦237887.49¦238791.13¦240353.41¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 11986.66¦ 12003.54¦ 11991.63¦ 11992.80¦ 11995.55¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 89300.10¦ 89491.18¦ 89602.14¦ 89779.32¦ 90067.56¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 25877.69¦ 25871.05¦ 25877.69¦ 25990.58¦ 26239.60¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦109326.44¦109937.71¦110416.01¦111028.42¦112050.70¦
+-----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 497.95¦ 498.34¦ 498.53¦ 498.22¦ 499.10¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 48.36¦ 47.17¦ 46.21¦ 45.21¦ 44.28¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 324.73¦ 325.53¦ 325.88¦ 324.72¦ 325.26¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 474.00¦ 473.00¦ 472.00¦ 471.00¦ 470.00¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 694.40¦ 694.25¦ 693.98¦ 693.81¦ 694.33¦
L-----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

ПОСТАНОВЛЕНИЕ Правительства РФ от 05.09.1998 n 1038 (ред. от 01.09.2000) ОБ ИТОГАХ ВСЕРОССИЙСКОГО КОНКУРСА НА ЗВАНИЕ САМЫЙ БЛАГОУСТРОЕННЫЙ ГОРОД РОССИИ И ВНЕСЕНИИ ИЗМЕНЕНИЙ В ПОСТАНОВЛЕНИЕ ПРАВИТЕЛЬСТВА РОССИЙСКОЙ ФЕДЕРАЦИИ ОТ 21 ИЮЛЯ 1997 Г. n 922  »
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