БЮЛЛЕТЕНЬ ЦБ РФ от 25.08.2000 n 32 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 25 августа 2000 г. N 32
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 205.62 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 ¦22.08.00¦114.00¦114.00¦114.00¦ -298.83¦ 81.85¦ 21138¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦23.08.00¦113.00¦113.00¦113.00¦ -299.94¦ 79.32¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦04.10.00 ¦22.08.00¦ 98.70¦ 98.75¦ 98.70¦ 10.83¦ 14.07¦ 21141¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦23.08.00¦ 98.86¦ 98.86¦ 98.86¦ 10.02¦ 1.46¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦24.08.00¦ 98.90¦ 99.00¦ 98.90¦ 9.81¦ 13.36¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦25.08.00¦ 98.95¦ 98.95¦ 98.95¦ 9.68¦ 0.71¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦01.11.00 ¦24.08.00¦ 97.97¦ 98.00¦ 98.00¦ 10.91¦ 14.85¦ 21142¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 3888.507 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 ¦21.08.00¦ 5.56 ¦100.36¦100.45¦100.37¦ 9.90¦ 30.23¦ 25018¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.08.00¦ 5.60 ¦100.38¦100.40¦100.40¦ 9.90¦ 39.91¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.08.00¦ 5.64 ¦100.10¦100.40¦100.33¦ 11.51¦ 26.31¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.08.00¦ 5.68 ¦100.34¦100.36¦100.36¦ 10.09¦ 28.26¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.08.00¦ 5.72 ¦100.40¦100.44¦100.43¦ 9.06¦ 27.52¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦25.10.00 ¦21.08.00¦ 3.85 ¦100.15¦100.30¦100.30¦ 11.15¦ 12.32¦ 25020¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.08.00¦ 3.88 ¦100.20¦100.23¦100.20¦ 10.77¦ 18.27¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.08.00¦ 3.91 ¦100.04¦100.30¦100.10¦ 11.61¦ 15.72¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.08.00¦ 3.95 ¦100.25¦100.37¦100.37¦ 9.98¦ 26.94¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.08.00¦ 3.98 ¦100.10¦100.10¦100.10¦ 11.47¦ 0.05¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦17.01.01 ¦21.08.00¦ 1.36 ¦100.30¦100.56¦100.55¦ 14.01¦ 11.80¦ 25021¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.08.00¦ 1.40 ¦100.20¦100.89¦100.21¦ 14.47¦ 41.52¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.08.00¦ 1.44 ¦100.17¦100.30¦100.30¦ 14.83¦ 36.93¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.08.00¦ 1.48 ¦100.50¦100.51¦100.51¦ 14.03¦ 12.87¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.08.00¦ 1.52 ¦100.50¦100.60¦100.50¦ 13.99¦ 33.17¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.08.01 ¦21.08.00¦ 0.27 ¦102.79¦102.79¦102.79¦ 17.50¦ 0.01¦ 25024¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.08.00¦ 0.33 ¦101.00¦101.00¦101.00¦ 19.71¦ 1.41¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.08.00¦ 0.38 ¦102.80¦102.80¦102.80¦ 17.47¦ 3.00¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.08.00¦ 0.49 ¦103.39¦103.39¦103.39¦ 16.73¦ 2.39¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦12.09.01 ¦21.08.00¦ 6.10 ¦ 97.25¦ 97.70¦ 97.25¦ 17.20¦ 28.31¦ 25023¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.08.00¦ 6.14 ¦ 97.20¦ 97.55¦ 97.21¦ 17.51¦ 123.41¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.08.00¦ 6.18 ¦ 97.00¦ 97.30¦ 97.10¦ 17.84¦ 20.74¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.08.00¦ 6.21 ¦ 97.06¦ 97.25¦ 97.14¦ 17.81¦ 44.75¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.08.00¦ 6.25 ¦ 97.10¦ 97.19¦ 97.13¦ 17.80¦ 44.13¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.12.01 ¦21.08.00¦ 0.00 ¦ 77.00¦ 77.40¦ 77.40¦ 21.48¦ 69.34¦ 25030¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.08.00¦ 0.00 ¦ 77.40¦ 77.70¦ 77.40¦ 21.39¦ 45.85¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.08.00¦ 0.00 ¦ 77.70¦ 77.80¦ 77.80¦ 21.12¦ 168.98¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.08.00¦ 0.00 ¦ 77.52¦ 78.00¦ 78.00¦ 20.90¦ 82.90¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.08.00¦ 0.00 ¦ 78.02¦ 78.20¦ 78.05¦ 20.86¦ 12.90¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦06.02.02 ¦21.08.00¦ 0.70 ¦ 96.35¦ 96.65¦ 96.35¦ 22.88¦ 18.12¦ 27001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.08.00¦ 0.70 ¦ 96.14¦ 97.00¦ 96.21¦ 23.06¦ 167.25¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.08.00¦ 0.80 ¦ 96.40¦ 96.90¦ 96.90¦ 22.77¦ 47.17¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.08.00¦ 0.80 ¦ 96.30¦ 97.38¦ 96.79¦ 22.89¦ 26.33¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.08.00¦ 0.90 ¦ 96.70¦ 96.85¦ 96.75¦ 22.78¦ 32.20¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.05.02 ¦21.08.00¦ 6.10 ¦ 93.45¦ 93.80¦ 93.45¦ 24.69¦ 5.44¦ 27002¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.08.00¦ 6.10 ¦ 93.55¦ 93.90¦ 93.80¦ 24.42¦ 35.96¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.08.00¦ 0.00 ¦ 93.84¦ 94.15¦ 94.00¦ 24.21¦ 28.21¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.08.00¦ 0.10 ¦ 93.97¦ 94.30¦ 94.27¦ 24.18¦ 74.29¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.08.00¦ 0.10 ¦ 94.07¦ 94.50¦ 94.20¦ 23.97¦ 51.28¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.06.02 ¦21.08.00¦ 5.10 ¦ 93.30¦ 93.60¦ 93.60¦ 24.84¦ 12.36¦ 27003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.08.00¦ 5.20 ¦ 93.46¦ 93.90¦ 93.50¦ 24.59¦ 96.50¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.08.00¦ 5.20 ¦ 93.70¦ 94.00¦ 93.70¦ 24.45¦ 13.19¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.08.00¦ 5.30 ¦ 93.94¦ 94.29¦ 94.29¦ 24.32¦ 47.16¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.08.00¦ 5.40 ¦ 94.03¦ 94.35¦ 94.17¦ 24.19¦ 38.12¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦18.09.02 ¦21.08.00¦ 4.20 ¦ 91.50¦ 92.19¦ 92.00¦ 25.17¦ 16.89¦ 27004¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.08.00¦ 4.20 ¦ 91.99¦ 92.60¦ 92.25¦ 24.99¦ 54.37¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.08.00¦ 4.30 ¦ 92.25¦ 92.50¦ 92.35¦ 24.76¦ 37.96¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.08.00¦ 4.40 ¦ 92.38¦ 92.90¦ 92.80¦ 24.47¦ 40.76¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.08.00¦ 4.40 ¦ 92.75¦ 93.01¦ 92.95¦ 24.33¦ 84.09¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦09.10.02 ¦21.08.00¦ 2.20 ¦ 89.25¦ 89.75¦ 89.40¦ 25.36¦ 3.77¦ 27005¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.08.00¦ 2.30 ¦ 89.55¦ 89.90¦ 89.87¦ 25.10¦ 19.87¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.08.00¦ 2.30 ¦ 89.86¦ 89.98¦ 89.94¦ 24.98¦ 14.61¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.08.00¦ 2.40 ¦ 90.00¦ 90.40¦ 90.27¦ 24.72¦ 25.65¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.08.00¦ 2.40 ¦ 90.30¦ 90.70¦ 90.60¦ 24.57¦ 43.42¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.01.03 ¦21.08.00¦ 1.40 ¦ 87.02¦ 87.59¦ 87.54¦ 25.72¦ 54.21¦ 27006¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.08.00¦ 1.50 ¦ 87.20¦ 87.90¦ 87.85¦ 25.24¦ 19.55¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.08.00¦ 1.50 ¦ 87.75¦ 88.09¦ 88.05¦ 25.06¦ 29.60¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.08.00¦ 1.60 ¦ 88.00¦ 88.50¦ 88.44¦ 24.78¦ 29.79¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.08.00¦ 1.60 ¦ 88.30¦ 88.70¦ 88.55¦ 24.62¦ 26.24¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.02.03 ¦21.08.00¦ 0.70 ¦ 86.99¦ 87.35¦ 87.02¦ 25.66¦ 26.66¦ 27007¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.08.00¦ 0.70 ¦ 87.08¦ 88.00¦ 88.00¦ 25.30¦ 18.09¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.08.00¦ 0.80 ¦ 87.75¦ 88.21¦ 88.05¦ 25.05¦ 14.18¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.08.00¦ 0.80 ¦ 88.10¦ 88.49¦ 88.20¦ 24.80¦ 32.63¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.08.00¦ 0.90 ¦ 88.30¦ 88.78¦ 88.43¦ 24.62¦ 22.59¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.03 ¦21.08.00¦ 4.36 ¦ 67.10¦ 67.10¦ 67.10¦ 29.94¦ 0.01¦ 26001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.08.00¦ 4.41 ¦ 70.49¦ 70.50¦ 70.50¦ 27.30¦ 0.67¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.05.03 ¦21.08.00¦ 6.10 ¦ 85.25¦ 85.55¦ 85.42¦ 25.58¦ 30.54¦ 27008¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.08.00¦ 6.10 ¦ 85.50¦ 86.33¦ 86.30¦ 25.20¦ 14.29¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.08.00¦ 0.00 ¦ 86.25¦ 86.58¦ 86.39¦ 24.94¦ 17.81¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.08.00¦ 0.10 ¦ 86.40¦ 86.95¦ 86.68¦ 24.72¦ 111.63¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.08.00¦ 0.10 ¦ 86.50¦ 86.99¦ 86.75¦ 24.63¦ 29.80¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦04.06.03 ¦21.08.00¦ 5.10 ¦ 85.50¦ 86.00¦ 85.60¦ 25.61¦ 16.34¦ 27009¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.08.00¦ 5.20 ¦ 85.60¦ 86.48¦ 86.33¦ 25.08¦ 44.34¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.08.00¦ 5.20 ¦ 86.51¦ 86.74¦ 86.51¦ 24.90¦ 81.93¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.08.00¦ 5.30 ¦ 86.11¦ 86.92¦ 86.11¦ 24.91¦ 92.60¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.08.00¦ 5.40 ¦ 86.75¦ 86.90¦ 86.80¦ 24.74¦ 43.79¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦17.09.03 ¦21.08.00¦ 4.20 ¦ 84.20¦ 84.51¦ 84.36¦ 25.40¦ 28.10¦ 27010¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.08.00¦ 4.20 ¦ 84.26¦ 85.13¦ 84.92¦ 25.04¦ 84.42¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.08.00¦ 4.30 ¦ 85.00¦ 85.24¦ 85.15¦ 24.92¦ 28.78¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.08.00¦ 4.40 ¦ 85.00¦ 85.50¦ 85.28¦ 24.89¦ 93.96¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.08.00¦ 4.40 ¦ 85.14¦ 85.50¦ 85.25¦ 24.81¦ 74.32¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦08.10.03 ¦21.08.00¦ 2.20 ¦ 82.20¦ 82.35¦ 82.29¦ 25.41¦ 13.90¦ 27011¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.08.00¦ 2.30 ¦ 82.35¦ 82.55¦ 82.45¦ 25.31¦ 46.55¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.08.00¦ 2.30 ¦ 82.65¦ 82.99¦ 82.87¦ 25.05¦ 47.01¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.08.00¦ 2.40 ¦ 82.45¦ 83.09¦ 82.45¦ 25.06¦ 37.54¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.08.00¦ 2.40 ¦ 82.72¦ 83.10¦ 83.00¦ 25.02¦ 9.97¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦19.11.03 ¦21.08.00¦ 3.70 ¦ 69.49¦ 69.85¦ 69.65¦ 26.16¦ 24.40¦ 27012¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.08.00¦ 3.70 ¦ 69.85¦ 69.98¦ 69.93¦ 26.00¦ 109.85¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.08.00¦ 3.80 ¦ 70.00¦ 70.34¦ 70.17¦ 25.78¦ 48.11¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.08.00¦ 3.80 ¦ 70.13¦ 70.35¦ 70.13¦ 25.78¦ 109.99¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.08.00¦ 3.80 ¦ 70.00¦ 70.87¦ 70.80¦ 25.79¦ 149.87¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.01.04 ¦21.08.00¦ 1.40 ¦ 80.50¦ 80.70¦ 80.70¦ 25.56¦ 22.08¦ 28001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦22.08.00¦ 1.50 ¦ 80.70¦ 81.20¦ 81.02¦ 25.21¦ 53.72¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦23.08.00¦ 1.50 ¦ 81.25¦ 81.53¦ 81.48¦ 25.01¦ 77.79¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.08.00¦ 1.60 ¦ 81.27¦ 81.65¦ 81.32¦ 25.02¦ 11.33¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.08.00¦ 1.60 ¦ 81.53¦ 81.73¦ 81.73¦ 24.93¦ 4.39¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.04 ¦22.08.00¦ 4.38 ¦ 60.50¦ 61.50¦ 60.50¦ 28.98¦ 0.02¦ 26002¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.05 ¦22.08.00¦ 4.38 ¦ 57.99¦ 57.99¦ 57.99¦ 26.94¦ 0.00¦ 26003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦24.08.00¦ 4.44 ¦ 57.30¦ 58.00¦ 58.00¦ 26.98¦ 10.21¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.08.00¦ 4.47 ¦ 58.10¦ 58.50¦ 58.50¦ 26.70¦ 0.06¦ ¦
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 ¦ 202 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25014 ¦ 15.03.2001 ¦ 202 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25018 ¦ 27.09.2000 ¦ 33 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25020 ¦ 25.10.2000 ¦ 61 ¦ 12.00 ¦ 59.84 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25021 ¦ 17.01.2001 ¦ 145 ¦ 15.00 ¦ 74.79 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25023 ¦ 13.09.2000 ¦ 19 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25024 ¦ 14.02.2001 ¦ 173 ¦ 20.00 ¦ 99.73 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25026 ¦ 27.11.2000 ¦ 94 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25027 ¦ 27.11.2000 ¦ 94 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2000 ¦ 94 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2000 ¦ 94 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2001 ¦ 202 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2001 ¦ 202 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2001 ¦ 202 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2000 ¦ 94 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27001 ¦ 08.11.2000 ¦ 75 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27002 ¦ 22.11.2000 ¦ 89 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27003 ¦ 06.09.2000 ¦ 12 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27004 ¦ 20.09.2000 ¦ 26 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27005 ¦ 11.10.2000 ¦ 47 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27006 ¦ 25.10.2000 ¦ 61 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27007 ¦ 08.11.2000 ¦ 75 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27008 ¦ 22.11.2000 ¦ 89 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27009 ¦ 06.09.2000 ¦ 12 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27010 ¦ 20.09.2000 ¦ 26 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27011 ¦ 11.10.2000 ¦ 47 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27012 ¦ 22.11.2000 ¦ 89 ¦ 15.00 ¦ 0.75 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 28001 ¦ 25.10.2000 ¦ 61 ¦ 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¦ 82 ¦ 1 ¦ 15 ¦ ¦ 2500.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21138 ¦23.02.00¦06.09.00¦ 12 ¦ 1 ¦ 18 ¦ ¦ 2500.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21141 ¦07.06.00¦04.10.00¦ 40 ¦ 1 ¦ ¦ ¦ 2926.504¦ 73.496¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21142 ¦02.08.00¦01.11.00¦ 68 ¦ 1 ¦ ¦ ¦ 3485.410¦ 14.590¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25013 ¦15.03.97¦15.03.01¦ 202 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 567 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25018 ¦01.10.97¦27.09.00¦ 33 ¦ 4 ¦ 21 ¦ 3 ¦ 10219.585¦ 202.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25020 ¦29.10.97¦25.10.00¦ 61 ¦ 4 ¦ 14 ¦ 2 ¦ 11462.302¦ 1631.472¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25021 ¦21.01.98¦17.01.01¦ 145 ¦ 6 ¦ 21 ¦ ¦ 14723.818¦ 5172.167¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 383 ¦ 7 ¦ 19 ¦ ¦ 20341.394¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25024 ¦22.07.98¦15.08.01¦ 355 ¦ 1 ¦ ¦ ¦ 5655.776¦ 4343.224¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25026 ¦27.11.98¦27.11.00¦ 94 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 459 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 824 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦1189 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 477 ¦ ¦ ¦ ¦ 33202.072¦ 1754.998¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 932 ¦ 1 ¦ ¦ ¦ 6138.415¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦1298 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦1663 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦1555 ¦ ¦ ¦ ¦ 163.722 ¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 530 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 635 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 649 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 754 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 775 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 880 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 894 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 999 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦1013 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦1118 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦1139 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦1181 ¦ ¦ ¦ ¦ 6616.286¦10990.114¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦1244 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ Итого: ¦ ¦ ¦ ¦ ¦ ¦ ¦259117.775¦30118.318¦
L--------+--------+--------+-----+-------+------+--------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦21.08.00¦22.08.00¦23.08.00¦24.08.00¦25.08.00¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 9.87 ¦ 9.99 ¦ 10.16 ¦ 10.54 ¦ 11.45 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 22.14 ¦ 22.58 ¦ 22.27 ¦ 22.13 ¦ 22.03 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 21.48 ¦ 21.39 ¦ 21.12 ¦ 20.90 ¦ 20.86 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 25.31 ¦ 25.03 ¦ 24.83 ¦ 24.72 ¦ 24.61 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 10.83 ¦ 10.02 ¦ 10.52 ¦ 9.68 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 15.90 ¦ 16.86 ¦ 16.35 ¦ 19.76 ¦ 15.55 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 21.48 ¦ 21.39 ¦ 21.12 ¦ 20.90 ¦ 20.86 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 25.46 ¦ 24.88 ¦ 24.87 ¦ 24.86 ¦ 24.88 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.89 ¦ 0.76 ¦ 0.23 ¦ 0.01 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.10 ¦ 0.26 ¦ 0.12 ¦ 0.14 ¦ 0.09 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.10 ¦ 0.14 ¦ 0.07 ¦ 0.13 ¦ 0.04 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.22 ¦ 0.63 ¦ 0.40 ¦ 0.60 ¦ 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---------¬
¦ ¦ 21.08.00¦ 22.08.00¦ 23.08.00¦ 24.08.00¦ 25.08.00¦
+-----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость, ¦259105.44¦259112.19¦259112.19¦259112.19¦259117.78¦
¦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 ¦120563.55¦120570.31¦120570.31¦120570.31¦120575.89¦
+-----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦235575.71¦235988.95¦235520.20¦235961.33¦236335.32¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 12005.46¦ 12004.29¦ 11982.80¦ 11984.61¦ 11985.78¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 88888.80¦ 88723.57¦ 88960.87¦ 89082.62¦ 89163.51¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 25691.76¦ 25731.61¦ 25821.25¦ 25894.30¦ 25920.86¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦108989.69¦109529.49¦108755.28¦108999.80¦109265.18¦
+-----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 500.32¦ 500.20¦ 502.70¦ 501.78¦ 501.22¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 55.29¦ 54.29¦ 53.37¦ 52.37¦ 51.37¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 330.75¦ 329.49¦ 330.01¦ 328.74¦ 328.24¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 481.00¦ 480.00¦ 479.00¦ 478.00¦ 477.00¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 692.20¦ 692.09¦ 699.10¦ 698.26¦ 697.46¦
L-----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

ПОСТАНОВЛЕНИЕ Центризбиркома РФ от 25.08.2000 n 109/1160-3 ОБ УСТАНОВЛЕНИИ РЕЗУЛЬТАТОВ ПОВТОРНЫХ ВЫБОРОВ ДЕПУТАТА ГОСУДАРСТВЕННОЙ ДУМЫ ФЕДЕРАЛЬНОГО СОБРАНИЯ РОССИЙСКОЙ ФЕДЕРАЦИИ ТРЕТЬЕГО СОЗЫВА ПО ЧЕЧЕНСКОМУ ОДНОМАНДАТНОМУ ИЗБИРАТЕЛЬНОМУ ОКРУГУ n 31, ЧЕЧЕНСКАЯ РЕСПУБЛИКА  »
Постановления и Указы »
Читайте также