БЮЛЛЕТЕНЬ ЦБ РФ от 11.08.2000 n 30 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 11 августа 2000 г. N 30
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 61.531
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 ¦09.08.00¦115.50¦115.50¦115.50¦ -174.94¦ 0.01 ¦ 21138 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦10.08.00¦115.00¦115.00¦115.00¦ -176.33¦ 1.00 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦11.08.00¦111.00¦115.00¦115.00¦ -140.37¦ 8.25 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦04.10.00 ¦08.08.00¦ 98.34¦ 98.36¦ 98.34¦ 10.74¦ 4.72 ¦ 21141 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦09.08.00¦ 98.69¦ 98.70¦ 98.70¦ 8.58¦ 2.00 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦10.08.00¦ 98.70¦ 98.79¦ 98.79¦ 8.47¦ 20.42 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦11.08.00¦ 98.70¦ 98.75¦ 98.75¦ 8.63¦ 9.03 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦01.11.00 ¦10.08.00¦ 97.97¦ 98.00¦ 98.00¦ 9.11¦ 10.31 ¦ 21142 ¦
+---------+--------+------+------+------+--------+-------+-------+
¦15.11.00 ¦08.08.00¦114.00¦114.00¦114.00¦ -45.28¦ 1.26 ¦ 21137 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦11.08.00¦114.00¦114.00¦114.00¦ -46.69¦ 4.53 ¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 4851.379 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 ¦07.08.00¦ 5.03 ¦100.50¦100.60¦100.54¦ 10.01¦ 63.70¦ 25018¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.08.00¦ 5.06 ¦100.43¦100.50¦100.50¦ 10.46¦ 29.25¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.08.00¦ 5.10 ¦100.50¦100.70¦100.70¦ 9.37¦ 15.45¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.08.00¦ 5.14 ¦100.65¦100.70¦100.70¦ 8.57¦ 22.19¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.08.00¦ 5.18 ¦100.69¦100.70¦100.69¦ 8.38¦ 70.00¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦25.10.00 ¦07.08.00¦ 3.39 ¦100.42¦100.42¦100.42¦ 10.06¦ 2.68¦ 25020¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.08.00¦ 3.42 ¦100.20¦100.30¦100.30¦ 10.79¦ 3.28¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.08.00¦ 3.45 ¦100.30¦100.63¦100.62¦ 9.36¦ 44.65¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.08.00¦ 3.49 ¦100.60¦100.70¦100.70¦ 8.87¦ 22.25¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.08.00¦ 3.52 ¦100.65¦100.69¦100.66¦ 8.72¦ 49.42¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦17.01.01 ¦07.08.00¦ 0.78 ¦100.65¦100.80¦100.65¦ 13.72¦ 5.03¦ 25021¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.08.00¦ 0.82 ¦100.50¦100.60¦100.60¦ 14.11¦ 8.90¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.08.00¦ 0.86 ¦100.60¦100.85¦100.85¦ 13.57¦ 14.86¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.08.00¦ 0.90 ¦100.85¦100.98¦100.90¦ 13.17¦ 34.41¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.08.00¦ 0.95 ¦100.99¦101.05¦101.05¦ 12.83¦ 21.06¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.01 ¦09.08.00¦ 4.03 ¦ 95.00¦ 95.00¦ 95.00¦ 19.24¦ 0.00¦ 25013¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.08.01 ¦08.08.00¦ 9.54 ¦100.00¦102.00¦102.00¦ 18.76¦ 10.91¦ 25024¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.08.00¦ 9.59 ¦102.11¦102.11¦102.11¦ 18.41¦ 0.94¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.08.00¦ 9.70 ¦105.00¦105.00¦105.00¦ 15.02¦ 0.42¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦12.09.01 ¦07.08.00¦ 5.56 ¦ 96.70¦ 97.00¦ 96.90¦ 17.97¦ 158.90¦ 25023¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.08.00¦ 5.60 ¦ 96.90¦ 97.05¦ 97.01¦ 17.81¦ 84.56¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.08.00¦ 5.64 ¦ 97.00¦ 97.30¦ 97.30¦ 17.61¦ 39.83¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.08.00¦ 5.68 ¦ 97.45¦ 97.64¦ 97.50¦ 17.24¦ 76.82¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.08.00¦ 5.72 ¦ 97.45¦ 98.00¦ 98.00¦ 17.00¦ 34.84¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.12.01 ¦07.08.00¦ 0.00 ¦ 76.40¦ 76.80¦ 76.80¦ 21.69¦ 133.61¦ 25030¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.08.00¦ 0.00 ¦ 76.63¦ 76.90¦ 76.90¦ 21.50¦ 77.29¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.08.00¦ 0.00 ¦ 76.89¦ 77.30¦ 77.30¦ 21.11¦ 136.38¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.08.00¦ 0.00 ¦ 77.20¦ 77.60¦ 77.60¦ 20.93¦ 97.87¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.08.00¦ 0.00 ¦ 77.40¦ 78.20¦ 78.20¦ 20.29¦ 62.12¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦06.02.02 ¦07.08.00¦ 6.10 ¦ 96.25¦ 96.75¦ 96.55¦ 23.10¦ 28.85¦ 27001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.08.00¦ 6.10 ¦ 96.50¦ 96.79¦ 96.60¦ 22.97¦ 67.12¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.08.00¦ 0.00 ¦ 96.62¦ 97.12¦ 97.05¦ 22.60¦ 49.94¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.08.00¦ 0.10 ¦ 96.66¦ 97.35¦ 96.81¦ 22.68¦ 64.00¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.08.00¦ 0.10 ¦ 96.80¦ 97.45¦ 97.45¦ 22.39¦ 59.94¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.05.02 ¦07.08.00¦ 5.10 ¦ 93.80¦ 94.30¦ 94.30¦ 24.33¦ 27.79¦ 27002¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.08.00¦ 5.20 ¦ 93.88¦ 94.12¦ 93.95¦ 24.34¦ 55.12¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.08.00¦ 5.20 ¦ 94.00¦ 94.70¦ 94.40¦ 24.07¦ 70.53¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.08.00¦ 5.30 ¦ 94.00¦ 94.60¦ 94.33¦ 24.14¦ 76.53¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.08.00¦ 5.40 ¦ 94.41¦ 95.30¦ 94.86¦ 23.53¦ 26.00¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.06.02 ¦07.08.00¦ 4.20 ¦ 93.33¦ 94.45¦ 94.00¦ 24.43¦ 140.98¦ 27003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.08.00¦ 4.20 ¦ 93.81¦ 94.10¦ 93.83¦ 24.58¦ 47.53¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.08.00¦ 4.30 ¦ 94.05¦ 94.59¦ 94.53¦ 24.06¦ 71.01¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.08.00¦ 4.40 ¦ 94.14¦ 94.55¦ 94.35¦ 24.07¦ 74.44¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.08.00¦ 4.40 ¦ 94.49¦ 95.28¦ 95.28¦ 23.76¦ 60.87¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦18.09.02 ¦07.08.00¦ 3.20 ¦ 92.25¦ 92.92¦ 92.70¦ 24.70¦ 22.84¦ 27004¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.08.00¦ 3.30 ¦ 92.20¦ 92.70¦ 92.59¦ 24.70¦ 46.26¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.08.00¦ 3.30 ¦ 92.70¦ 93.28¦ 92.91¦ 24.42¦ 80.70¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.08.00¦ 3.40 ¦ 92.91¦ 93.45¦ 92.91¦ 24.38¦ 49.00¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.08.00¦ 3.50 ¦ 93.03¦ 93.60¦ 93.45¦ 24.09¦ 60.14¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦09.10.02 ¦07.08.00¦ 1.40 ¦ 89.49¦ 90.58¦ 90.58¦ 25.11¦ 22.39¦ 27005¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.08.00¦ 1.50 ¦ 89.30¦ 89.91¦ 89.65¦ 25.14¦ 96.62¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.08.00¦ 1.50 ¦ 89.50¦ 90.41¦ 90.41¦ 24.80¦ 62.10¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.08.00¦ 1.60 ¦ 90.35¦ 90.85¦ 90.54¦ 24.56¦ 31.64¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.08.00¦ 1.60 ¦ 90.50¦ 91.30¦ 91.30¦ 24.31¦ 33.46¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.01.03 ¦07.08.00¦ 0.70 ¦ 87.50¦ 88.00¦ 87.85¦ 25.07¦ 73.00¦ 27006¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.08.00¦ 0.70 ¦ 87.60¦ 88.00¦ 87.70¦ 25.21¦ 85.04¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.08.00¦ 0.80 ¦ 87.90¦ 88.40¦ 88.40¦ 24.82¦ 64.77¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.08.00¦ 0.80 ¦ 88.30¦ 88.60¦ 88.50¦ 24.71¦ 40.23¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.08.00¦ 0.90 ¦ 88.50¦ 89.50¦ 89.43¦ 24.15¦ 38.03¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.02.03 ¦07.08.00¦ 6.10 ¦ 87.50¦ 88.17¦ 87.91¦ 25.08¦ 51.08¦ 27007¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.08.00¦ 6.10 ¦ 87.50¦ 87.95¦ 87.95¦ 25.18¦ 29.48¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.08.00¦ 0.00 ¦ 87.95¦ 88.48¦ 88.45¦ 24.80¦ 80.45¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.08.00¦ 0.10 ¦ 88.31¦ 88.85¦ 88.70¦ 24.59¦ 30.89¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.08.00¦ 0.10 ¦ 88.69¦ 89.50¦ 89.50¦ 24.25¦ 34.36¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.03 ¦07.08.00¦ 3.97 ¦ 69.70¦ 69.70¦ 69.70¦ 27.64¦ 2.90¦ 26001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.08.00¦ 4.03 ¦ 67.90¦ 69.49¦ 69.49¦ 27.90¦ 0.22¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.05.03 ¦07.08.00¦ 5.10 ¦ 86.21¦ 86.64¦ 86.64¦ 25.05¦ 25.34¦ 27008¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.08.00¦ 5.20 ¦ 85.50¦ 86.70¦ 86.27¦ 25.18¦ 46.39¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.08.00¦ 5.20 ¦ 86.60¦ 86.95¦ 86.95¦ 24.78¦ 10.02¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.08.00¦ 5.30 ¦ 86.85¦ 88.00¦ 88.00¦ 24.54¦ 60.92¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.08.00¦ 5.40 ¦ 87.20¦ 87.93¦ 87.80¦ 24.15¦ 24.59¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦04.06.03 ¦07.08.00¦ 4.20 ¦ 86.00¦ 86.49¦ 86.38¦ 25.15¦ 72.18¦ 27009¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.08.00¦ 4.20 ¦ 86.15¦ 86.58¦ 86.36¦ 25.23¦ 36.99¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.08.00¦ 4.30 ¦ 86.40¦ 86.99¦ 86.91¦ 24.86¦ 93.65¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.08.00¦ 4.40 ¦ 87.00¦ 87.50¦ 87.50¦ 24.59¦ 72.83¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.08.00¦ 4.40 ¦ 87.35¦ 88.18¦ 88.18¦ 24.13¦ 63.77¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦17.09.03 ¦07.08.00¦ 3.20 ¦ 84.90¦ 85.25¦ 85.10¦ 25.03¦ 38.90¦ 27010¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.08.00¦ 3.30 ¦ 84.46¦ 85.26¦ 84.93¦ 25.12¦ 49.78¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.08.00¦ 3.30 ¦ 85.10¦ 85.71¦ 85.71¦ 24.80¦ 33.98¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.08.00¦ 3.40 ¦ 85.40¦ 86.17¦ 86.10¦ 24.52¦ 61.31¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.08.00¦ 3.50 ¦ 86.05¦ 86.83¦ 86.66¦ 24.13¦ 36.65¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦08.10.03 ¦07.08.00¦ 1.40 ¦ 82.38¦ 82.80¦ 82.38¦ 25.25¦ 32.77¦ 27011¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.08.00¦ 1.50 ¦ 82.00¦ 82.80¦ 82.25¦ 25.29¦ 26.55¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.08.00¦ 1.50 ¦ 82.50¦ 83.39¦ 83.25¦ 24.95¦ 31.81¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.08.00¦ 1.60 ¦ 83.08¦ 83.70¦ 83.50¦ 24.77¦ 57.78¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.08.00¦ 1.60 ¦ 83.49¦ 84.10¦ 83.75¦ 24.43¦ 45.19¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦19.11.03 ¦07.08.00¦ 3.10 ¦ 66.00¦ 68.30¦ 68.02¦ 27.12¦ 45.02¦ 27012¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.08.00¦ 3.10 ¦ 67.89¦ 68.50¦ 68.07¦ 27.11¦ 70.85¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.08.00¦ 3.20 ¦ 68.32¦ 69.30¦ 69.30¦ 26.71¦ 40.74¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.08.00¦ 3.20 ¦ 69.50¦ 70.00¦ 69.95¦ 26.02¦ 159.58¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.08.00¦ 3.30 ¦ 70.25¦ 71.50¦ 71.31¦ 25.06¦ 112.52¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.01.04 ¦07.08.00¦ 0.70 ¦ 80.60¦ 81.00¦ 80.88¦ 25.38¦ 37.34¦ 28001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.08.00¦ 0.70 ¦ 80.55¦ 80.95¦ 80.80¦ 25.44¦ 32.03¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.08.00¦ 0.80 ¦ 80.80¦ 81.80¦ 81.80¦ 25.00¦ 15.81¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.08.00¦ 0.80 ¦ 81.56¦ 82.10¦ 82.00¦ 24.87¦ 63.66¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.08.00¦ 0.90 ¦ 82.00¦ 82.75¦ 82.70¦ 24.35¦ 55.51¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.04 ¦07.08.00¦ 3.97 ¦ 61.00¦ 61.82¦ 61.82¦ 28.01¦ 2.06¦ 26002¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.08.00¦ 4.08 ¦ 62.00¦ 62.64¦ 62.64¦ 27.79¦ 1.00¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.05 ¦07.08.00¦ 3.97 ¦ 55.70¦ 56.00¦ 55.90¦ 28.09¦ 2.57¦ 26003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.08.00¦ 4.00 ¦ 56.05¦ 57.69¦ 57.00¦ 27.54¦ 6.12¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.08.00¦ 4.03 ¦ 56.50¦ 57.30¦ 57.30¦ 27.41¦ 0.66¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦10.08.00¦ 4.06 ¦ 57.20¦ 57.30¦ 57.30¦ 27.26¦ 1.11¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦11.08.00¦ 4.08 ¦ 57.30¦ 58.30¦ 57.75¦ 27.04¦ 5.54¦ ¦
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 ¦ 216 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25014 ¦ 15.03.2001 ¦ 216 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25018 ¦ 27.09.2000 ¦ 47 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25020 ¦ 25.10.2000 ¦ 75 ¦ 12.00 ¦ 59.84 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25021 ¦ 17.01.2001 ¦ 159 ¦ 15.00 ¦ 74.79 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25023 ¦ 13.09.2000 ¦ 33 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25024 ¦ 16.08.2000 ¦ 5 ¦ 20.00 ¦ 99.73 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25026 ¦ 27.11.2000 ¦ 108 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25027 ¦ 27.11.2000 ¦ 108 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2000 ¦ 108 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2000 ¦ 108 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2001 ¦ 216 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2001 ¦ 216 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2001 ¦ 216 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2000 ¦ 108 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27001 ¦ 08.11.2000 ¦ 89 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27002 ¦ 23.08.2000 ¦ 12 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27003 ¦ 06.09.2000 ¦ 26 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27004 ¦ 20.09.2000 ¦ 40 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27005 ¦ 11.10.2000 ¦ 61 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27006 ¦ 25.10.2000 ¦ 75 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27007 ¦ 08.11.2000 ¦ 89 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27008 ¦ 23.08.2000 ¦ 12 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27009 ¦ 06.09.2000 ¦ 26 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27010 ¦ 20.09.2000 ¦ 40 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27011 ¦ 11.10.2000 ¦ 61 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27012 ¦ 22.11.2000 ¦ 103 ¦ 15.00 ¦ 0.75 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 28001 ¦ 25.10.2000 ¦ 75 ¦ 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¦ 96 ¦ 1 ¦ 15 ¦ ¦ 2500.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21138 ¦23.02.00¦06.09.00¦ 26 ¦ 1 ¦ 18 ¦ ¦ 2500.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21141 ¦07.06.00¦04.10.00¦ 54 ¦ 1 ¦ ¦ ¦ 2926.504¦ 73.496¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21142 ¦02.08.00¦01.11.00¦ 82 ¦ 1 ¦ ¦ ¦ 3485.410¦ 14.590¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25013 ¦15.03.97¦15.03.01¦ 216 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 581 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25018 ¦01.10.97¦27.09.00¦ 47 ¦ 4 ¦ 21 ¦ 3 ¦ 10219.585¦ 202.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25020 ¦29.10.97¦25.10.00¦ 75 ¦ 4 ¦ 14 ¦ 2 ¦ 11462.302¦ 1631.472¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25021 ¦21.01.98¦17.01.01¦ 159 ¦ 6 ¦ 21 ¦ ¦ 14723.818¦ 5172.167¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 397 ¦ 7 ¦ 19 ¦ ¦ 20341.394¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25024 ¦22.07.98¦15.08.01¦ 369 ¦ 1 ¦ ¦ ¦ 5655.776¦ 4343.224¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25026 ¦27.11.98¦27.11.00¦ 108 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 473 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 838 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦1203 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 491 ¦ ¦ ¦ ¦ 33202.072¦ 1754.998¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 946 ¦ 1 ¦ ¦ ¦ 6138.415¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦1312 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦1677 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦1569 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 544 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 649 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 663 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 768 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 789 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 894 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 908 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦1013 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦1027 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦1132 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦1153 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦1195 ¦ ¦ ¦ ¦ 6178.458¦11427.942¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦1258 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ Итого ¦ ¦ ¦ ¦ ¦ ¦ ¦258679.947¦30556.146¦
L--------+--------+--------+-----+-------+------+--------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦07.08.00¦08.08.00¦09.08.00¦10.08.00¦11.08.00¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 9.82 ¦ 10.35 ¦ 8.79 ¦ 8.88 ¦ 8.84 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 22.02 ¦ 21.99 ¦ 21.83 ¦ 21.59 ¦ 21.22 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 21.69 ¦ 21.50 ¦ 21.11 ¦ 20.93 ¦ 20.29 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 25.01 ¦ 25.07 ¦ 24.71 ¦ 24.53 ¦ 24.10 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 10.74 ¦ 8.58 ¦ 8.75 ¦ 8.63 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 18.34 ¦ 18.71 ¦ 16.01 ¦ 16.33 ¦ 16.53 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 21.69 ¦ 21.50 ¦ 21.11 ¦ 20.93 ¦ 20.29 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 25.05 ¦ 25.14 ¦ 24.67 ¦ 24.74 ¦ 24.21 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.05 ¦ 0.02 ¦ 0.26 ¦ 0.19 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.27 ¦ 0.16 ¦ 0.14 ¦ 0.18 ¦ 0.21 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.40 ¦ 0.15 ¦ 0.32 ¦ 0.29 ¦ 0.19 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.52 ¦ 0.57 ¦ 0.59 ¦ 0.68 ¦ 0.53 ¦
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---------¬
¦ ¦ 07.08.00¦ 08.08.00¦ 09.08.00¦ 10.08.00¦ 11.08.00¦
+-----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость, ¦258684.31¦258684.31¦258684.31¦258679.95¦258679.95¦
¦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 ¦ 33206.43¦ 33206.43¦ 33206.43¦ 33202.07¦ 33202.07¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦120138.06¦120138.06¦120138.06¦120138.06¦120138.06¦
+-----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦235744.17¦235919.76¦235701.35¦236273.81¦237486.12¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 11955.54¦ 11983.46¦ 12031.21¦ 12029.29¦ 11932.04¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 88948.74¦ 89058.58¦ 89155.99¦ 89313.33¦ 89626.07¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 25446.09¦ 25512.50¦ 25638.69¦ 25698.40¦ 25897.62¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦109393.80¦109365.22¦108875.46¦109232.79¦110030.40¦
+-----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 510.00¦ 509.09¦ 511.50¦ 511.11¦ 511.51¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 69.22¦ 68.29¦ 67.15¦ 66.21¦ 65.53¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 341.88¦ 341.76¦ 340.83¦ 340.02¦ 339.53¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 495.00¦ 494.00¦ 493.00¦ 492.00¦ 491.00¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 698.37¦ 697.17¦ 704.72¦ 704.50¦ 704.80¦
L-----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

<ТЕЛЕТАЙПОГРАММА> ГТК РФ от 11.08.2000 n ТФ-8976 <О ПОГРАНИЧНОМ ОФОРМЛЕНИИ ЛИЦ И ТРАНСПОРТНЫХ СРЕДСТВ В ПУНКТЕ ПРОПУСКА БРУЗГИ-2>  »
Постановления и Указы »
Читайте также