БЮЛЛЕТЕНЬ ЦБ РФ от 04.08.2000 n 29 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 4 августа 2000 г. N 29
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 62.613 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 ¦01.08.00¦117.99¦117.99¦117.99¦ -154.59¦ 1.57¦ 21138 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦02.08.00¦117.95¦117.95¦117.95¦ -158.71¦ 1.71¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦03.08.00¦114.00¦114.00¦114.00¦ -131.84¦ 1.00¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦04.10.00 ¦31.07.00¦ 97.85¦ 97.90¦ 97.90¦ 12.16¦ 20.30¦ 21141 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦01.08.00¦ 98.00¦ 98.30¦ 98.30¦ 11.64¦ 20.01¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦02.08.00¦ 98.10¦ 98.10¦ 98.10¦ 11.22¦ 0.02¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦03.08.00¦ 98.25¦ 98.25¦ 98.25¦ 10.49¦ 5.00¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦01.11.00 ¦03.08.00¦ 97.70¦ 97.70¦ 97.70¦ 9.55¦ 1.00¦ 21142 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦04.08.00¦ 97.62¦ 97.70¦ 97.62¦ 9.65¦ 10.01¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦15.11.00 ¦02.08.00¦112.00¦114.00¦112.00¦ -39.99¦ 2.00¦ 21137 ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 3600.146 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 ¦31.07.00¦ 4.76 ¦100.31¦100.32¦100.32¦ 11.97¦ 5.10 ¦ 25018¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.08.00¦ 4.80 ¦100.29¦100.36¦100.36¦ 11.93¦ 37.85 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.08.00¦ 4.83 ¦100.28¦100.50¦100.46¦ 11.20¦ 8.18 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.08.00¦ 4.87 ¦100.49¦100.56¦100.53¦ 10.45¦ 5.91 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.08.00¦ 4.91 ¦100.60¦100.63¦100.63¦ 9.60¦ 7.09 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦25.10.00 ¦31.07.00¦ 3.16 ¦ 99.87¦ 99.95¦ 99.95¦ 12.53¦ 28.26 ¦ 25020¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.08.00¦ 3.19 ¦100.00¦100.15¦100.12¦ 11.79¦ 18.77 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.08.00¦ 3.22 ¦100.08¦100.12¦100.09¦ 11.73¦ 3.58 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.08.00¦ 3.26 ¦100.03¦100.25¦100.24¦ 11.25¦ 16.50 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.08.00¦ 3.29 ¦100.40¦100.44¦100.42¦ 10.15¦ 38.10 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦17.01.01 ¦31.07.00¦ 0.49 ¦ 99.97¦100.10¦100.10¦ 15.45¦ 19.44 ¦ 25021¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.08.00¦ 0.53 ¦ 99.90¦100.10¦100.10¦ 15.47¦ 36.33 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.08.00¦ 0.58 ¦ 99.90¦100.02¦ 99.92¦ 15.69¦ 5.51 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.08.00¦ 0.62 ¦100.18¦100.20¦100.20¦ 15.04¦ 7.00 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.08.00¦ 0.66 ¦100.30¦100.70¦100.36¦ 14.56¦ 23.99 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.01 ¦04.08.00¦ 3.89 ¦ 96.00¦ 96.00¦ 96.00¦ 17.09¦ 0.80 ¦ 25013¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.08.01 ¦31.07.00¦ 9.10 ¦ 99.99¦ 99.99¦ 99.99¦ 20.97¦ 5.00 ¦ 25024¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.08.00¦ 9.26 ¦100.50¦100.50¦100.50¦ 20.35¦ 1.81 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.08.00¦ 9.32 ¦100.90¦102.00¦102.00¦ 19.57¦ 0.32 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦12.09.01 ¦31.07.00¦ 5.29 ¦ 93.80¦ 93.90¦ 93.82¦ 21.40¦ 23.52 ¦ 25023¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.08.00¦ 5.33 ¦ 93.99¦ 94.26¦ 94.26¦ 21.08¦ 33.50 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.08.00¦ 5.37 ¦ 94.44¦ 94.70¦ 94.61¦ 20.45¦139.93 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.08.00¦ 5.41 ¦ 94.98¦ 95.40¦ 95.40¦ 19.87¦ 38.87 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.08.00¦ 5.45 ¦ 95.80¦ 96.35¦ 96.12¦ 18.80¦125.47 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.12.01 ¦31.07.00¦ 0.00 ¦ 74.10¦ 74.50¦ 74.40¦ 24.16¦ 43.51 ¦ 25030¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.08.00¦ 0.00 ¦ 74.40¦ 74.73¦ 74.40¦ 23.96¦ 29.22 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.08.00¦ 0.00 ¦ 74.39¦ 74.65¦ 74.65¦ 23.89¦ 8.53 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.08.00¦ 0.00 ¦ 74.80¦ 75.58¦ 75.58¦ 22.94¦ 62.29 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.08.00¦ 0.00 ¦ 75.70¦ 76.40¦ 76.30¦ 22.00¦185.08 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦06.02.02 ¦31.07.00¦ 5.60 ¦ 92.53¦ 92.99¦ 92.91¦ 26.68¦ 13.63 ¦ 27001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.08.00¦ 5.70 ¦ 92.67¦ 93.10¦ 93.10¦ 26.64¦ 20.61 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.08.00¦ 5.70 ¦ 93.00¦ 93.90¦ 93.90¦ 25.86¦ 21.78 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.08.00¦ 5.80 ¦ 94.54¦ 94.84¦ 94.80¦ 24.89¦ 73.57 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.08.00¦ 5.90 ¦ 95.34¦ 95.98¦ 95.98¦ 23.75¦114.49 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.02 ¦03.08.00¦ 3.86 ¦ 76.00¦ 77.60¦ 76.00¦ 30.72¦ 1.57 ¦ 25014¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.08.00¦ 3.89 ¦ 78.50¦ 78.50¦ 78.50¦ 28.12¦ 0.10 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.05.02 ¦31.07.00¦ 4.60 ¦ 90.20¦ 90.94¦ 90.77¦ 27.49¦ 62.99 ¦ 27002¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.08.00¦ 4.70 ¦ 90.59¦ 90.77¦ 90.60¦ 27.39¦ 25.17 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.08.00¦ 4.80 ¦ 90.61¦ 91.70¦ 91.55¦ 26.59¦ 8.63 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.08.00¦ 4.80 ¦ 92.00¦ 92.74¦ 92.74¦ 25.82¦ 73.13 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.08.00¦ 4.90 ¦ 92.81¦ 93.60¦ 93.40¦ 24.93¦ 68.62 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.06.02 ¦31.07.00¦ 3.70 ¦ 90.65¦ 90.85¦ 90.80¦ 27.31¦ 56.24 ¦ 27003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.08.00¦ 3.70 ¦ 90.44¦ 90.70¦ 90.56¦ 27.57¦ 5.25 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.08.00¦ 3.80 ¦ 90.50¦ 91.50¦ 91.50¦ 26.88¦ 4.51 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.08.00¦ 3.90 ¦ 91.56¦ 92.48¦ 92.32¦ 25.92¦ 39.50 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.08.00¦ 4.00 ¦ 92.65¦ 93.09¦ 93.00¦ 25.28¦ 15.78 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦18.09.02 ¦31.07.00¦ 2.70 ¦ 88.90¦ 89.39¦ 88.90¦ 27.51¦ 20.16 ¦ 27004¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.08.00¦ 2.80 ¦ 88.60¦ 88.80¦ 88.60¦ 27.85¦ 31.81 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.08.00¦ 2.90 ¦ 88.80¦ 90.50¦ 90.50¦ 26.58¦ 8.68 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.08.00¦ 2.90 ¦ 90.77¦ 92.00¦ 91.45¦ 25.73¦ 38.36 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.08.00¦ 3.00 ¦ 91.51¦ 92.50¦ 91.54¦ 25.15¦ 24.26 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦09.10.02 ¦31.07.00¦ 1.00 ¦ 86.25¦ 86.50¦ 86.40¦ 27.82¦ 8.58 ¦ 27005¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.08.00¦ 1.10 ¦ 86.30¦ 86.60¦ 86.31¦ 27.68¦ 6.89 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.08.00¦ 1.20 ¦ 86.40¦ 88.47¦ 88.47¦ 26.67¦ 5.25 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.08.00¦ 1.20 ¦ 88.10¦ 88.90¦ 88.90¦ 25.90¦ 11.07 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.08.00¦ 1.30 ¦ 89.20¦ 89.70¦ 89.20¦ 25.32¦ 30.72 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.01.03 ¦31.07.00¦ 0.30 ¦ 84.00¦ 84.40¦ 84.00¦ 27.88¦ 14.29 ¦ 27006¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.08.00¦ 0.30 ¦ 84.00¦ 84.10¦ 84.04¦ 27.94¦ 3.98 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.08.00¦ 0.40 ¦ 84.00¦ 85.75¦ 85.68¦ 26.89¦ 13.85 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.08.00¦ 0.40 ¦ 86.18¦ 86.70¦ 86.35¦ 26.18¦ 43.52 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.08.00¦ 0.50 ¦ 87.05¦ 87.90¦ 87.20¦ 25.44¦ 59.82 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.02.03 ¦31.07.00¦ 5.60 ¦ 84.08¦ 84.79¦ 84.79¦ 27.77¦ 4.41 ¦ 27007¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.08.00¦ 5.70 ¦ 83.87¦ 84.35¦ 83.87¦ 27.99¦ 58.27 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.08.00¦ 5.70 ¦ 84.00¦ 85.50¦ 85.50¦ 27.06¦ 9.59 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.08.00¦ 5.80 ¦ 85.50¦ 86.55¦ 86.17¦ 26.27¦ 51.73 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.08.00¦ 5.90 ¦ 86.09¦ 87.63¦ 86.09¦ 25.49¦ 43.53 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.03 ¦31.07.00¦ 3.78 ¦ 64.00¦ 64.85¦ 64.00¦ 32.01¦ 0.01 ¦ 26001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.08.00¦ 3.86 ¦ 65.00¦ 66.00¦ 65.00¦ 30.51¦ 3.09 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.05.03 ¦31.07.00¦ 4.60 ¦ 82.24¦ 82.50¦ 82.33¦ 27.94¦ 78.53 ¦ 27008¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.08.00¦ 4.70 ¦ 82.13¦ 82.30¦ 82.13¦ 27.99¦ 69.78 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.08.00¦ 4.80 ¦ 82.40¦ 84.00¦ 84.00¦ 27.20¦ 7.05 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.08.00¦ 4.80 ¦ 84.50¦ 84.87¦ 84.51¦ 26.31¦ 76.48 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.08.00¦ 4.90 ¦ 85.60¦ 86.00¦ 85.90¦ 25.47¦ 24.19 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦04.06.03 ¦31.07.00¦ 3.70 ¦ 82.33¦ 82.53¦ 82.38¦ 27.95¦ 29.97 ¦ 27009¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.08.00¦ 3.70 ¦ 82.01¦ 82.55¦ 82.01¦ 27.97¦107.67 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.08.00¦ 3.80 ¦ 82.55¦ 83.80¦ 83.80¦ 27.34¦ 1.82 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.08.00¦ 3.90 ¦ 84.00¦ 84.85¦ 84.57¦ 26.47¦ 41.17 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.08.00¦ 4.00 ¦ 85.18¦ 86.18¦ 85.70¦ 25.49¦ 35.87 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦17.09.03 ¦31.07.00¦ 2.70 ¦ 80.60¦ 81.00¦ 81.00¦ 27.97¦ 30.50 ¦ 27010¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.08.00¦ 2.80 ¦ 80.72¦ 81.04¦ 81.04¦ 27.93¦ 14.15 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.08.00¦ 2.90 ¦ 80.92¦ 82.50¦ 82.50¦ 27.35¦ 34.61 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.08.00¦ 2.90 ¦ 83.04¦ 83.68¦ 83.45¦ 26.22¦ 57.80 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.08.00¦ 3.00 ¦ 84.25¦ 84.90¦ 84.30¦ 25.52¦ 44.47 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦08.10.03 ¦31.07.00¦ 1.00 ¦ 78.36¦ 78.65¦ 78.65¦ 27.94¦ 12.98 ¦ 27011¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.08.00¦ 1.10 ¦ 78.46¦ 78.75¦ 78.55¦ 27.86¦ 3.58 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.08.00¦ 1.20 ¦ 78.70¦ 79.88¦ 79.87¦ 27.20¦ 11.27 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.08.00¦ 1.20 ¦ 80.70¦ 81.28¦ 81.02¦ 26.30¦ 78.86 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.08.00¦ 1.30 ¦ 81.15¦ 82.45¦ 81.75¦ 25.51¦ 36.50 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦19.11.03 ¦31.07.00¦ 2.80 ¦ 63.80¦ 64.26¦ 64.10¦ 30.06¦129.82 ¦ 27012¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.08.00¦ 2.80 ¦ 64.10¦ 64.25¦ 64.20¦ 29.93¦ 13.49 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.08.00¦ 2.90 ¦ 64.30¦ 65.00¦ 64.80¦ 29.59¦ 66.64 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.08.00¦ 2.90 ¦ 65.00¦ 65.99¦ 65.83¦ 28.78¦123.90 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.08.00¦ 3.00 ¦ 66.00¦ 68.00¦ 67.55¦ 27.49¦149.00 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.01.04 ¦31.07.00¦ 0.30 ¦ 76.61¦ 77.20¦ 76.90¦ 27.99¦ 22.97 ¦ 28001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.08.00¦ 0.30 ¦ 76.75¦ 77.36¦ 76.80¦ 27.97¦ 28.57 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.08.00¦ 0.40 ¦ 76.84¦ 78.30¦ 78.30¦ 27.19¦ 69.22 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.08.00¦ 0.40 ¦ 79.00¦ 79.70¦ 79.46¦ 26.35¦ 40.80 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.08.00¦ 0.50 ¦ 79.50¦ 81.00¦ 80.30¦ 25.72¦ 84.80 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.04 ¦04.08.00¦ 3.89 ¦ 59.00¦ 59.00¦ 59.00¦ 29.90¦ 0.51 ¦ 26002¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.05 ¦01.08.00¦ 3.81 ¦ 52.10¦ 52.86¦ 52.85¦ 30.05¦ 4.93 ¦ 26003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦03.08.00¦ 3.86 ¦ 53.90¦ 55.00¦ 55.00¦ 29.26¦ 9.46 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦04.08.00¦ 3.89 ¦ 54.30¦ 55.99¦ 55.99¦ 28.77¦ 1.91 ¦ ¦
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 ¦ 223 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25014 ¦ 15.03.2001 ¦ 223 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25018 ¦ 27.09.2000 ¦ 54 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25020 ¦ 25.10.2000 ¦ 82 ¦ 12.00 ¦ 59.84 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25021 ¦ 17.01.2001 ¦ 166 ¦ 15.00 ¦ 74.79 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25023 ¦ 13.09.2000 ¦ 40 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25024 ¦ 16.08.2000 ¦ 12 ¦ 20.00 ¦ 99.73 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25026 ¦ 27.11.2000 ¦ 115 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25027 ¦ 27.11.2000 ¦ 115 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25028 ¦ 27.11.2000 ¦ 115 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25029 ¦ 27.11.2000 ¦ 115 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26001 ¦ 15.03.2001 ¦ 223 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26002 ¦ 15.03.2001 ¦ 223 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26003 ¦ 15.03.2001 ¦ 223 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26032 ¦ 27.11.2000 ¦ 115 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27001 ¦ 09.08.2000 ¦ 5 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27002 ¦ 23.08.2000 ¦ 19 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27003 ¦ 06.09.2000 ¦ 33 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27004 ¦ 20.09.2000 ¦ 47 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27005 ¦ 11.10.2000 ¦ 68 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27006 ¦ 25.10.2000 ¦ 82 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27007 ¦ 09.08.2000 ¦ 5 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27008 ¦ 23.08.2000 ¦ 19 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27009 ¦ 06.09.2000 ¦ 33 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27010 ¦ 20.09.2000 ¦ 47 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27011 ¦ 11.10.2000 ¦ 68 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27012 ¦ 22.11.2000 ¦ 110 ¦ 15.00 ¦ 0.75 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 28001 ¦ 25.10.2000 ¦ 82 ¦ 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¦ 103 ¦ 1 ¦ 15 ¦ ¦ 2500.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21138 ¦23.02.00¦06.09.00¦ 33 ¦ 1 ¦ 18 ¦ ¦ 2500.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21141 ¦07.06.00¦04.10.00¦ 61 ¦ 1 ¦ ¦ ¦ 2926.504¦ 73.496¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21142 ¦02.08.00¦01.11.00¦ 89 ¦ 1 ¦ ¦ ¦ 3485.410¦ 14.590¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25013 ¦15.03.97¦15.03.01¦ 223 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 588 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25018 ¦01.10.97¦27.09.00¦ 54 ¦ 4 ¦ 21 ¦ 3 ¦ 10219.585¦ 202.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25020 ¦29.10.97¦25.10.00¦ 82 ¦ 4 ¦ 14 ¦ 2 ¦ 11462.302¦ 1631.472¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25021 ¦21.01.98¦17.01.01¦ 166 ¦ 6 ¦ 21 ¦ ¦ 14723.818¦ 5172.167¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 404 ¦ 7 ¦ 19 ¦ ¦ 20341.394¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25024 ¦22.07.98¦15.08.01¦ 376 ¦ 1 ¦ ¦ ¦ 5655.776¦ 4343.224¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25026 ¦27.11.98¦27.11.00¦ 115 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 480 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 845 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦1210 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 498 ¦ ¦ ¦ ¦ 33206.433¦ 1754.998¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 953 ¦ 1 ¦ ¦ ¦ 6138.415¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦1319 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦1684 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦1576 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 551 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 656 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 670 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 775 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 796 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 901 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 915 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦1020 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦1034 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦1139 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦1160 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦1202 ¦ ¦ ¦ ¦ 6051.493¦11554.907¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦1265 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ Итого ¦ ¦ ¦ ¦ ¦ ¦ ¦258557.343¦30683.111¦
L--------+--------+--------+-----+-------+------+--------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦31.07.00¦01.08.00¦02.08.00¦03.08.00¦04.08.00¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 12.16 ¦ 11.64 ¦ 11.35 ¦ 9.89 ¦ 9.64 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 24.34 ¦ 24.13 ¦ 22.96 ¦ 23.31 ¦ 22.90 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 24.16 ¦ 23.96 ¦ 23.89 ¦ 22.94 ¦ 22.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 27.86 ¦ 27.89 ¦ 27.10 ¦ 26.23 ¦ 25.44 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 12.16 ¦ 11.64 ¦ 11.22 ¦ 10.28 ¦ 9.65 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 18.77 ¦ 19.95 ¦ 20.25 ¦ 22.78 ¦ 18.35 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 24.16 ¦ 23.96 ¦ 23.89 ¦ 22.94 ¦ 22.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 28.37 ¦ 27.95 ¦ 27.66 ¦ 26.53 ¦ 25.69 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.23 ¦ 0.25 ¦ 0.04 ¦ 0.06 ¦ 0.08 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.10 ¦ 0.15 ¦ 0.18 ¦ 0.09 ¦ 0.23 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.13 ¦ 0.09 ¦ 0.03 ¦ 0.19 ¦ 0.56 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.39 ¦ 0.33 ¦ 0.20 ¦ 0.61 ¦ 0.59 ¦
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---------¬
¦ ¦ 31.07.00¦ 01.08.00¦ 02.08.00¦ 03.08.00¦ 04.08.00¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦255071.93¦255071.93¦258557.34¦258557.34¦258557.34¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 7926.50¦ 7926.50¦ 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¦ 33206.43¦ 33206.43¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦120011.10¦120011.10¦120011.10¦120011.10¦120011.10¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦224505.57¦224771.41¦229659.97¦231622.14¦233850.62¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 8614.46¦ 8642.72¦ 12033.51¦ 11955.54¦ 11955.54¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 87026.98¦ 87175.81¦ 87317.03¦ 87615.35¦ 88191.28¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 24659.10¦ 24728.83¦ 24762.04¦ 25037.65¦ 25316.58¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦104205.03¦104224.04¦105547.40¦107013.60¦108387.23¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 514.65¦ 513.76¦ 508.87¦ 510.20¦ 510.71¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 69.27¦ 68.17¦ 73.88¦ 73.22¦ 72.22¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 342.75¦ 342.39¦ 342.86¦ 342.18¦ 340.79¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 502.00¦ 501.00¦ 500.00¦ 499.00¦ 498.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 698.03¦ 697.08¦ 697.87¦ 699.19¦ 700.30¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

ПРИКАЗ Минфина РФ от 29.05.2000 n 145 (ред. от 04.08.2000) О ПОГАШЕНИИ ВСТРЕЧНОЙ ЗАДОЛЖЕННОСТИ  »
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