БЮЛЛЕТЕНЬ ЦБ РФ от 18.08.2000 n 31 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 18 августа 2000 г. N 31
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 799.712 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 ¦14.08.00¦110.00¦115.85¦115.85¦ -178.83¦ 464.46¦ 21138 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦15.08.00¦110.00¦113.75¦110.00¦ -153.56¦ 145.66¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦16.08.00¦113.70¦114.50¦113.75¦ -210.10¦ 86.57¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦18.08.00¦114.00¦114.00¦114.00¦ -235.92¦ 10.00¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦04.10.00 ¦14.08.00¦ 98.62¦ 98.75¦ 98.75¦ 9.65¦ 4.63¦ 21141 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦15.08.00¦ 98.50¦ 98.65¦ 98.55¦ 10.82¦ 27.19¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦16.08.00¦ 98.50¦ 98.52¦ 98.50¦ 11.27¦ 3.92¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦17.08.00¦ 98.61¦ 98.70¦ 98.65¦ 10.25¦ 27.92¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦18.08.00¦ 98.73¦ 98.81¦ 98.73¦ 9.59¦ 13.95¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦01.11.00 ¦14.08.00¦ 97.97¦ 97.97¦ 97.97¦ 9.57¦ 15.41¦ 21142 ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 4403.912 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 ¦14.08.00¦ 5.29¦100.30¦100.55¦100.40¦ 10.22¦ 26.00¦ 25018¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.08.00¦ 5.33¦100.31¦101.00¦100.40¦ 8.12¦ 27.53¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.08.00¦ 5.41¦100.15¦100.50¦100.50¦ 10.31¦ 17.81¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.08.00¦ 5.45¦100.42¦100.45¦100.45¦ 9.74¦ 34.50¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦25.10.00 ¦14.08.00¦ 3.62¦100.24¦100.24¦100.24¦ 10.82¦ 4.46¦ 25020¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.08.00¦ 3.65¦100.17¦100.29¦100.18¦ 10.86¦ 25.21¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.08.00¦ 3.68¦ 99.50¦100.02¦100.00¦ 12.08¦ 5.15¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.08.00¦ 3.72¦100.21¦100.40¦100.40¦ 10.37¦ 9.70¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.08.00¦ 3.75¦100.30¦100.40¦100.40¦ 10.00¦ 4.76¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦17.01.01 ¦14.08.00¦ 1.07¦100.99¦101.05¦101.05¦ 12.77¦ 29.00¦ 25021¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.08.00¦ 1.11¦100.00¦101.04¦100.00¦ 13.61¦ 43.61¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.08.00¦ 1.15¦100.20¦100.89¦100.89¦ 14.39¦ 16.73¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.08.00¦ 1.19¦100.62¦101.05¦100.62¦ 12.81¦ 24.53¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.08.00¦ 1.23¦100.54¦101.40¦100.57¦ 13.78¦ 7.88¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.01 ¦15.08.00¦ 4.19¦ 95.00¦ 95.00¦ 95.00¦ 19.49¦ 0.51¦ 25013¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.08.01 ¦14.08.00¦ 9.86¦103.83¦106.00¦104.99¦ 15.78¦ 68.40¦ 25024¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.08.00¦ 9.92¦104.00¦104.20¦101.00¦ 16.13¦ 4.74¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.08.00¦ 0.00¦103.25¦103.25¦103.25¦ 17.01¦ 1.00¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.08.00¦ 0.06¦103.25¦103.50¦103.50¦ 16.75¦ 0.95¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.08.00¦ 0.11¦103.40¦103.55¦103.40¦ 16.80¦ 0.68¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦12.09.01 ¦14.08.00¦ 5.83¦ 97.39¦ 98.80¦ 97.74¦ 17.29¦ 80.99¦ 25023¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.08.00¦ 5.87¦ 96.70¦ 97.40¦ 96.75¦ 18.07¦ 27.76¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.08.00¦ 5.91¦ 96.55¦ 96.70¦ 96.61¦ 18.33¦ 25.20¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.08.00¦ 5.95¦ 96.50¦ 97.50¦ 97.50¦ 17.32¦ 35.82¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.08.00¦ 5.98¦ 97.45¦ 97.65¦ 97.50¦ 17.30¦ 83.36¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.12.01 ¦14.08.00¦ 0.00¦ 77.70¦ 78.00¦ 77.80¦ 20.69¦ 170.69¦ 25030¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.08.00¦ 0.00¦ 77.00¦ 77.70¦ 77.00¦ 21.17¦ 109.63¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.08.00¦ 0.00¦ 77.00¦ 77.60¦ 77.15¦ 21.37¦ 48.18¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.08.00¦ 0.00¦ 77.25¦ 77.72¦ 77.40¦ 21.31¦ 89.61¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.08.00¦ 0.00¦ 77.00¦ 77.50¦ 77.20¦ 21.54¦ 171.56¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦06.02.02 ¦14.08.00¦ 0.30¦ 96.70¦ 97.50¦ 96.70¦ 22.63¦ 104.03¦ 27001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.08.00¦ 0.30¦ 96.06¦ 97.35¦ 96.06¦ 23.12¦ 39.35¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.08.00¦ 0.40¦ 95.80¦ 96.33¦ 96.30¦ 23.51¦ 27.32¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.08.00¦ 0.40¦ 96.30¦ 96.64¦ 96.60¦ 23.09¦ 16.07¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.08.00¦ 0.50¦ 96.22¦ 96.90¦ 96.49¦ 22.97¦ 14.32¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.05.02 ¦14.08.00¦ 5.60¦ 94.16¦ 94.92¦ 94.34¦ 23.85¦ 19.00¦ 27002¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.08.00¦ 5.70¦ 93.05¦ 94.05¦ 93.07¦ 24.83¦ 75.14¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.08.00¦ 5.70¦ 92.10¦ 93.19¦ 93.01¦ 25.32¦ 52.13¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.08.00¦ 5.80¦ 93.30¦ 93.89¦ 93.70¦ 24.58¦ 54.35¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.08.00¦ 5.90¦ 93.10¦ 94.15¦ 93.45¦ 24.76¦ 49.95¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.06.02 ¦14.08.00¦ 4.60¦ 94.30¦ 94.83¦ 94.30¦ 24.03¦ 96.33¦ 27003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.08.00¦ 4.70¦ 92.97¦ 93.82¦ 93.00¦ 25.02¦ 70.05¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.08.00¦ 4.80¦ 92.15¦ 93.12¦ 93.00¦ 25.51¦ 46.24¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.08.00¦ 4.80¦ 93.30¦ 93.55¦ 93.50¦ 24.87¦ 125.72¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.08.00¦ 4.90¦ 93.20¦ 94.15¦ 93.50¦ 24.82¦ 89.13¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦18.09.02 ¦14.08.00¦ 3.70¦ 92.75¦ 93.40¦ 93.15¦ 24.20¦ 56.74¦ 27004¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.08.00¦ 3.70¦ 91.70¦ 92.60¦ 91.85¦ 25.08¦ 19.90¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.08.00¦ 3.80¦ 90.99¦ 91.65¦ 91.63¦ 25.74¦ 84.06¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.08.00¦ 3.90¦ 91.30¦ 92.25¦ 92.15¦ 24.97¦ 38.37¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.08.00¦ 4.00¦ 91.70¦ 92.45¦ 92.10¦ 24.90¦ 74.00¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦09.10.02 ¦14.08.00¦ 1.80¦ 90.57¦ 91.07¦ 90.86¦ 24.30¦ 97.02¦ 27005¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.08.00¦ 1.90¦ 89.00¦ 90.44¦ 89.60¦ 24.96¦ 38.49¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.08.00¦ 1.90¦ 88.50¦ 89.35¦ 89.35¦ 25.72¦ 36.74¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.08.00¦ 2.00¦ 90.00¦ 90.15¦ 90.00¦ 24.88¦ 45.59¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.08.00¦ 2.00¦ 89.60¦ 90.10¦ 89.85¦ 25.22¦ 26.93¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.01.03 ¦14.08.00¦ 1.00¦ 88.83¦ 89.25¦ 88.90¦ 24.35¦ 76.83¦ 27006¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.08.00¦ 1.10¦ 87.10¦ 88.50¦ 87.30¦ 25.27¦ 49.37¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.08.00¦ 1.20¦ 86.60¦ 87.50¦ 87.20¦ 25.82¦ 42.45¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.08.00¦ 1.20¦ 87.90¦ 88.15¦ 88.00¦ 25.00¦ 77.80¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.08.00¦ 1.30¦ 87.20¦ 88.18¦ 87.75¦ 25.43¦ 47.20¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.02.03 ¦14.08.00¦ 0.30¦ 88.70¦ 89.50¦ 88.70¦ 24.35¦ 38.20¦ 27007¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.08.00¦ 0.30¦ 87.32¦ 88.52¦ 87.32¦ 25.22¦ 60.10¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.08.00¦ 0.40¦ 86.50¦ 87.60¦ 87.60¦ 25.78¦ 44.57¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.08.00¦ 0.40¦ 87.80¦ 88.35¦ 88.35¦ 24.98¦ 47.71¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.08.00¦ 0.50¦ 87.00¦ 87.90¦ 87.50¦ 25.63¦ 26.80¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.03 ¦14.08.00¦ 4.16¦ 69.55¦ 70.50¦ 69.55¦ 27.75¦ 2.12¦ 26001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.08.00¦ 4.19¦ 69.55¦ 69.55¦ 69.55¦ 27.89¦ 3.98¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.05.03 ¦14.08.00¦ 5.60¦ 87.00¦ 87.99¦ 87.00¦ 24.32¦ 59.34¦ 27008¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.08.00¦ 5.70¦ 85.55¦ 86.80¦ 85.55¦ 25.08¦ 93.07¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.08.00¦ 5.70¦ 84.95¦ 85.90¦ 85.50¦ 25.77¦ 31.58¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.08.00¦ 5.80¦ 86.39¦ 86.50¦ 86.40¦ 24.95¦ 5.84¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.08.00¦ 5.90¦ 85.00¦ 86.34¦ 85.60¦ 25.35¦ 16.92¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦04.06.03 ¦14.08.00¦ 4.60¦ 87.37¦ 87.80¦ 87.57¦ 24.39¦ 46.64¦ 27009¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.08.00¦ 4.70¦ 85.11¦ 87.00¦ 85.65¦ 25.36¦ 49.72¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.08.00¦ 4.80¦ 85.02¦ 85.64¦ 85.40¦ 25.88¦ 28.44¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.08.00¦ 4.80¦ 86.20¦ 86.65¦ 86.50¦ 25.00¦ 39.48¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.08.00¦ 4.90¦ 85.42¦ 86.78¦ 86.10¦ 25.29¦ 13.63¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦17.09.03 ¦14.08.00¦ 3.70¦ 84.72¦ 86.53¦ 86.16¦ 24.93¦ 65.63¦ 27010¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.08.00¦ 3.70¦ 84.20¦ 85.78¦ 84.40¦ 25.37¦ 35.00¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.08.00¦ 3.80¦ 83.60¦ 84.50¦ 84.48¦ 25.73¦ 51.87¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.08.00¦ 3.90¦ 84.76¦ 85.50¦ 85.00¦ 25.05¦ 63.87¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.08.00¦ 4.00¦ 84.00¦ 85.10¦ 84.45¦ 25.25¦ 31.84¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦08.10.03 ¦14.08.00¦ 1.80¦ 83.05¦ 83.85¦ 83.30¦ 24.80¦ 35.60¦ 27011¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.08.00¦ 1.90¦ 82.00¦ 83.20¦ 82.00¦ 25.13¦ 24.69¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.08.00¦ 1.90¦ 81.41¦ 82.15¦ 82.11¦ 25.83¦ 38.99¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.08.00¦ 2.00¦ 82.45¦ 82.99¦ 82.74¦ 25.06¦ 46.74¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.08.00¦ 2.00¦ 81.95¦ 82.55¦ 82.25¦ 25.46¦ 10.51¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦19.11.03 ¦14.08.00¦ 3.40¦ 70.50¦ 71.30¦ 70.50¦ 25.19¦ 39.34¦ 27012¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.08.00¦ 3.40¦ 69.71¦ 71.22¦ 69.80¦ 25.48¦ 80.45¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.08.00¦ 3.50¦ 69.85¦ 70.00¦ 69.85¦ 25.96¦ 15.39¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.08.00¦ 3.50¦ 70.35¦ 70.85¦ 70.45¦ 25.54¦ 61.24¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.08.00¦ 3.50¦ 69.60¦ 70.80¦ 69.84¦ 25.99¦ 65.62¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.01.04 ¦14.08.00¦ 1.00¦ 81.52¦ 82.60¦ 81.60¦ 24.76¦ 57.29¦ 28001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.08.00¦ 1.10¦ 80.50¦ 81.50¦ 80.87¦ 25.19¦ 33.15¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦16.08.00¦ 1.20¦ 79.82¦ 80.75¦ 80.55¦ 25.79¦ 99.67¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.08.00¦ 1.20¦ 81.20¦ 81.50¦ 81.30¦ 25.13¦ 9.94¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.08.00¦ 1.30¦ 80.31¦ 81.00¦ 80.64¦ 25.50¦ 34.55¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.04 ¦18.08.00¦ 4.27¦ 62.00¦ 62.00¦ 62.00¦ 28.01¦ 0.05¦ 26002¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.05 ¦14.08.00¦ 4.16¦ 57.00¦ 57.70¦ 57.00¦ 27.39¦ 3.90¦ 26003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦15.08.00¦ 4.19¦ 56.50¦ 57.00¦ 57.00¦ 27.51¦ 1.05¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦17.08.00¦ 4.25¦ 57.00¦ 57.40¦ 57.00¦ 27.47¦ 1.02¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦18.08.00¦ 4.27¦ 56.50¦ 57.50¦ 57.00¦ 27.49¦ 1.79¦ ¦
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 ¦ 209 ¦ 10.00 ¦ 100.00 ¦
+---------+-----------------------+-------+--------+-------------+
¦25014 ¦ 15.03.2001 ¦ 209 ¦ 10.00 ¦ 100.00 ¦
+---------+-----------------------+-------+--------+-------------+
¦25018 ¦ 27.09.2000 ¦ 40 ¦ 14.00 ¦ 69.81 ¦
+---------+-----------------------+-------+--------+-------------+
¦25020 ¦ 25.10.2000 ¦ 68 ¦ 12.00 ¦ 59.84 ¦
+---------+-----------------------+-------+--------+-------------+
¦25021 ¦ 17.01.2001 ¦ 152 ¦ 15.00 ¦ 74.79 ¦
+---------+-----------------------+-------+--------+-------------+
¦25023 ¦ 13.09.2000 ¦ 26 ¦ 14.00 ¦ 69.81 ¦
+---------+-----------------------+-------+--------+-------------+
¦25024 ¦ 14.02.2001 ¦ 180 ¦ 20.00 ¦ 99.73 ¦
+---------+-----------------------+-------+--------+-------------+
¦25026 ¦ 27.11.2000 ¦ 101 ¦ 5.00 ¦ 50.14 ¦
+---------+-----------------------+-------+--------+-------------+
¦25027 ¦ 27.11.2000 ¦ 101 ¦ 5.00 ¦ 50.14 ¦
+---------+-----------------------+-------+--------+-------------+
¦25028 ¦ 27.11.2000 ¦ 101 ¦ 5.00 ¦ 50.14 ¦
+---------+-----------------------+-------+--------+-------------+
¦25029 ¦ 27.11.2000 ¦ 101 ¦ 5.00 ¦ 50.14 ¦
+---------+-----------------------+-------+--------+-------------+
¦26001 ¦ 15.03.2001 ¦ 209 ¦ 10.00 ¦ 100.00 ¦
+---------+-----------------------+-------+--------+-------------+
¦26002 ¦ 15.03.2001 ¦ 209 ¦ 10.00 ¦ 100.00 ¦
+---------+-----------------------+-------+--------+-------------+
¦26003 ¦ 15.03.2001 ¦ 209 ¦ 10.00 ¦ 100.00 ¦
+---------+-----------------------+-------+--------+-------------+
¦26032 ¦ 27.11.2000 ¦ 101 ¦ 5.00 ¦ 50.14 ¦
+---------+-----------------------+-------+--------+-------------+
¦27001 ¦ 08.11.2000 ¦ 82 ¦ 20.00 ¦ 0.50 ¦
+---------+-----------------------+-------+--------+-------------+
¦27002 ¦ 23.08.2000 ¦ 5 ¦ 25.00 ¦ 0.62 ¦
+---------+-----------------------+-------+--------+-------------+
¦27003 ¦ 06.09.2000 ¦ 19 ¦ 25.00 ¦ 0.62 ¦
+---------+-----------------------+-------+--------+-------------+
¦27004 ¦ 20.09.2000 ¦ 33 ¦ 25.00 ¦ 0.62 ¦
+---------+-----------------------+-------+--------+-------------+
¦27005 ¦ 11.10.2000 ¦ 54 ¦ 20.00 ¦ 0.50 ¦
+---------+-----------------------+-------+--------+-------------+
¦27006 ¦ 25.10.2000 ¦ 68 ¦ 20.00 ¦ 0.50 ¦
+---------+-----------------------+-------+--------+-------------+
¦27007 ¦ 08.11.2000 ¦ 82 ¦ 20.00 ¦ 0.50 ¦
+---------+-----------------------+-------+--------+-------------+
¦27008 ¦ 23.08.2000 ¦ 5 ¦ 25.00 ¦ 0.62 ¦
+---------+-----------------------+-------+--------+-------------+
¦27009 ¦ 06.09.2000 ¦ 19 ¦ 25.00 ¦ 0.62 ¦
+---------+-----------------------+-------+--------+-------------+
¦27010 ¦ 20.09.2000 ¦ 33 ¦ 25.00 ¦ 0.62 ¦
+---------+-----------------------+-------+--------+-------------+
¦27011 ¦ 11.10.2000 ¦ 54 ¦ 20.00 ¦ 0.50 ¦
+---------+-----------------------+-------+--------+-------------+
¦27012 ¦ 22.11.2000 ¦ 96 ¦ 15.00 ¦ 0.75 ¦
+---------+-----------------------+-------+--------+-------------+
¦28001 ¦ 25.10.2000 ¦ 68 ¦ 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¦ 89¦ 1 ¦ 15 ¦ ¦ 2500.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦21138 ¦23.02.00¦06.09.00¦ 19¦ 1 ¦ 18 ¦ ¦ 2500.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦21141 ¦07.06.00¦04.10.00¦ 47¦ 1 ¦ ¦ ¦ 2926.504¦ 73.496¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦21142 ¦02.08.00¦01.11.00¦ 75¦ 1 ¦ ¦ ¦ 3485.410¦ 14.590¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦25013 ¦15.03.97¦15.03.01¦ 209¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦25014 ¦15.03.97¦15.03.02¦ 574¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦25018 ¦01.10.97¦27.09.00¦ 40¦ 4 ¦ 21 ¦ 3 ¦ 10219.585¦ 202.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦25020 ¦29.10.97¦25.10.00¦ 68¦ 4 ¦ 14 ¦ 2 ¦ 11462.302¦ 1631.472¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦25021 ¦21.01.98¦17.01.01¦ 152¦ 6 ¦ 21 ¦ ¦ 14723.818¦ 5172.167¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦25023 ¦18.03.98¦12.09.01¦ 390¦ 7 ¦ 19 ¦ ¦ 20341.394¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦25024 ¦22.07.98¦15.08.01¦ 362¦ 1 ¦ ¦ ¦ 5655.776¦ 4343.224¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦25026 ¦27.11.98¦27.11.00¦ 101¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦25027 ¦27.11.98¦27.11.01¦ 466¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦25028 ¦27.11.98¦27.11.02¦ 831¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦25029 ¦27.11.98¦27.11.03¦ 1196¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦25030 ¦15.12.98¦15.12.01¦ 484¦ ¦ ¦ ¦ 33202.072¦ 1754.998¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦26001 ¦15.03.97¦15.03.03¦ 939¦ 1 ¦ ¦ ¦ 6138.415¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦26002 ¦15.03.97¦15.03.04¦ 1305¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦26003 ¦15.03.97¦15.03.05¦ 1670¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦26032 ¦27.11.98¦27.11.04¦ 1562¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦27001 ¦19.08.98¦06.02.02¦ 537¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦27002 ¦19.08.98¦22.05.02¦ 642¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦27003 ¦19.08.98¦05.06.02¦ 656¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦27004 ¦19.08.98¦18.09.02¦ 761¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦27005 ¦19.08.98¦09.10.02¦ 782¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦27006 ¦19.08.98¦22.01.03¦ 887¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦27007 ¦19.08.98¦05.02.03¦ 901¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦27008 ¦19.08.98¦21.05.03¦ 1006¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦27009 ¦19.08.98¦04.06.03¦ 1020¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦27010 ¦19.08.98¦17.09.03¦ 1125¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦27011 ¦19.08.98¦08.10.03¦ 1146¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦27012 ¦14.11.99¦19.11.03¦ 1188¦ ¦ ¦ ¦ 6603.946¦11002.454¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦28001 ¦19.08.98¦21.01.04¦ 1251¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого ¦ ¦ ¦ ¦ ¦ ¦ ¦259105.435¦30130.658¦
L--------+--------+--------+-----+-------+------+--------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦14.08.00¦15.08.00¦16.08.00¦17.08.00¦18.08.00¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 9.60 ¦ 10.01 ¦ 10.80 ¦ 9.53 ¦ 9.15 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 21.67 ¦ 22.15 ¦ 22.92 ¦ 21.89 ¦ 22.00 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 20.69 ¦ 21.17 ¦ 21.37 ¦ 21.31 ¦ 21.54 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 24.38 ¦ 25.07 ¦ 25.63 ¦ 24.91 ¦ 25.19 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 9.59 ¦ 10.82 ¦ 11.27 ¦ 10.25 ¦ 9.59 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 16.99 ¦ 17.11 ¦ 17.34 ¦ 16.47 ¦ 17.30 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 20.69 ¦ 21.17 ¦ 21.37 ¦ 21.31 ¦ 21.54 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 24.31 ¦ 25.10 ¦ 25.67 ¦ 24.98 ¦ 25.23 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 4.54 ¦ 1.57 ¦ 0.85 ¦ 0.23 ¦ 0.21 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.25 ¦ 0.15 ¦ 0.06 ¦ 0.10 ¦ 0.15 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.51 ¦ 0.33 ¦ 0.15 ¦ 0.27 ¦ 0.42 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.66 ¦ 0.55 ¦ 0.50 ¦ 0.53 ¦ 0.42 ¦
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---------¬
¦ ¦ 14.08.00¦ 15.08.00¦ 16.08.00¦ 17.08.00¦ 18.08.00¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦258679.95¦259105.44¦259105.44¦259105.44¦259105.44¦
¦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 ¦120138.06¦120563.55¦120563.55¦120563.55¦120563.55¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦237101.63¦235968.04¦234459.33¦236083.92¦235622.82¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 11969.74¦ 11903.43¦ 11991.31¦ 11995.99¦ 12005.46¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 89550.81¦ 89382.35¦ 88696.61¦ 89017.91¦ 88995.82¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 25821.25¦ 25698.40¦ 25655.24¦ 25685.12¦ 25635.32¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦109759.84¦108983.85¦108116.17¦109384.90¦108986.22¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 507.77¦ 505.99¦ 504.53¦ 505.44¦ 503.63¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 62.40¦ 61.61¦ 60.32¦ 59.31¦ 58.29¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 336.32¦ 334.98¦ 335.61¦ 335.28¦ 334.29¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 488.00¦ 487.00¦ 486.00¦ 485.00¦ 484.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 700.86¦ 699.26¦ 696.78¦ 697.65¦ 695.58¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

ПРИКАЗ Минфина РФ от 18.08.2000 n 240 О ПОГАШЕНИИ ВСТРЕЧНОЙ ЗАДОЛЖЕННОСТИ  »
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