БЮЛЛЕТЕНЬ ЦБ РФ от 28.07.2000 n 28 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 28 июля 2000 г. N 28
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 590.903 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 ¦24.07.00¦116.00¦116.50¦116.50¦ -116.14¦ 6.82¦ 21138 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦27.07.00¦117.00¦117.00¦117.00¦ -129.35¦ 7.30¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦04.10.00 ¦24.07.00¦ 97.43¦ 97.46¦ 97.45¦ 13.27¦ 22.00¦ 21141 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦25.07.00¦ 97.45¦ 97.52¦ 97.52¦ 13.29¦ 26.00¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦26.07.00¦ 97.50¦ 97.59¦ 97.55¦ 13.04¦ 37.44¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦27.07.00¦ 97.74¦ 97.79¦ 97.79¦ 12.01¦ 27.53¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦28.07.00¦ 97.80¦ 97.88¦ 97.81¦ 11.85¦ 79.99¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦15.11.00 ¦25.07.00¦110.00¦110.00¦110.00¦ -29.36¦ 150.00¦ 21137 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦26.07.00¦110.00¦110.00¦110.00¦ -29.63¦ 182.00¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦27.07.00¦110.00¦110.01¦110.01¦ -29.92¦ 48.48¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦28.07.00¦113.00¦113.00¦113.00¦ -38.17¦ 3.34¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 4698.279 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 ¦24.07.00¦ 4.49 ¦100.00¦100.14¦100.14¦ 13.55 ¦ 18.06¦ 25018¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.07.00¦ 4.53 ¦100.10¦100.20¦100.13¦ 13.41 ¦ 20.21¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.07.00¦ 4.57 ¦100.15¦100.25¦100.25¦ 12.83 ¦ 14.35¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.07.00¦ 4.60 ¦100.14¦100.45¦100.35¦ 11.99 ¦ 34.48¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.07.00¦ 4.64 ¦100.20¦100.45¦100.45¦ 12.27 ¦ 37.35¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦25.10.00 ¦24.07.00¦ 2.93 ¦ 99.70¦ 99.90¦ 99.70¦ 13.34 ¦ 37.44¦ 25020¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.07.00¦ 2.96 ¦ 99.70¦ 99.80¦ 99.70¦ 13.44 ¦ 10.07¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.07.00¦ 2.99 ¦ 99.80¦ 99.85¦ 99.85¦ 13.01 ¦ 18.44¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.07.00¦ 3.03 ¦ 99.77¦ 99.95¦ 99.87¦ 12.88 ¦ 51.72¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.07.00¦ 3.06 ¦ 99.85¦ 99.90¦ 99.90¦ 12.79 ¦ 84.02¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦17.01.01 ¦24.07.00¦ 0.21 ¦ 99.70¦ 99.84¦ 99.80¦ 16.02 ¦ 24.57¦ 25021¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.07.00¦ 0.25 ¦ 99.76¦ 99.95¦ 99.85¦ 15.93 ¦ 95.63¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.07.00¦ 0.29 ¦ 99.80¦ 99.86¦ 99.81¦ 16.02 ¦ 192.41¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.07.00¦ 0.33 ¦ 99.80¦ 99.99¦ 99.99¦ 15.70 ¦ 50.27¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.07.00¦ 0.37 ¦ 99.90¦100.00¦100.00¦ 15.56 ¦ 64.83¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.08.01 ¦25.07.00¦ 8.77 ¦ 99.77¦ 99.90¦ 99.89¦ 21.09 ¦ 4.71¦ 25024¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.07.00¦ 8.82 ¦ 99.86¦ 99.88¦ 99.88¦ 21.10 ¦ 3.50¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.07.00¦ 8.88 ¦ 99.80¦ 99.88¦ 99.88¦ 21.12 ¦ 8.00¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.07.00¦ 8.93 ¦ 99.94¦100.00¦100.00¦ 20.99 ¦ 8.51¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦12.09.01 ¦24.07.00¦ 5.03 ¦ 93.13¦ 93.30¦ 93.16¦ 22.10 ¦ 19.70¦ 25023¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.07.00¦ 5.06 ¦ 93.40¦ 93.65¦ 93.65¦ 21.67 ¦ 34.15¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.07.00¦ 5.10 ¦ 93.54¦ 93.75¦ 93.75¦ 21.52 ¦ 133.13¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.07.00¦ 5.14 ¦ 93.65¦ 94.15¦ 93.79¦ 21.43 ¦ 61.28¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.07.00¦ 5.18 ¦ 93.65¦ 93.81¦ 93.81¦ 21.48 ¦ 94.66¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.12.01 ¦24.07.00¦ 0.00 ¦ 74.50¦ 74.83¦ 74.83¦ 23.17 ¦ 27.79¦ 25030¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.07.00¦ 0.00 ¦ 74.50¦ 75.00¦ 74.50¦ 23.23 ¦ 154.58¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.07.00¦ 0.00 ¦ 74.10¦ 74.75¦ 74.13¦ 23.58 ¦ 122.01¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.07.00¦ 0.00 ¦ 74.00¦ 74.49¦ 74.34¦ 24.07 ¦ 190.78¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.07.00¦ 0.00 ¦ 74.01¦ 74.50¦ 74.20¦ 24.06 ¦ 41.82¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦06.02.02 ¦24.07.00¦ 5.10 ¦ 89.75¦ 92.50¦ 92.27¦ 27.18 ¦ 39.35¦ 27001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.07.00¦ 5.20 ¦ 92.61¦ 92.90¦ 92.90¦ 26.85 ¦ 81.44¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.07.00¦ 5.20 ¦ 92.72¦ 93.18¦ 92.85¦ 26.68 ¦ 44.44¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.07.00¦ 5.30 ¦ 92.55¦ 93.14¦ 92.62¦ 26.93 ¦ 91.13¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.07.00¦ 5.40 ¦ 92.57¦ 92.99¦ 92.60¦ 26.84 ¦ 37.83¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.02 ¦26.07.00¦ 3.64 ¦ 77.85¦ 77.90¦ 77.85¦ 28.49 ¦ 0.02¦ 25014¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.05.02 ¦24.07.00¦ 4.20 ¦ 89.94¦ 90.40¦ 90.40¦ 27.73 ¦ 103.69¦ 27002¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.07.00¦ 4.20 ¦ 90.71¦ 91.08¦ 90.90¦ 27.13 ¦ 77.14¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.07.00¦ 4.30 ¦ 90.90¦ 91.40¦ 90.90¦ 26.96 ¦ 74.66¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.07.00¦ 4.40 ¦ 90.60¦ 91.12¦ 90.76¦ 27.25 ¦ 78.98¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.07.00¦ 4.40 ¦ 90.67¦ 91.04¦ 90.89¦ 27.31 ¦ 61.74¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.06.02 ¦24.07.00¦ 3.20 ¦ 89.41¦ 90.50¦ 90.22¦ 27.80 ¦ 36.94¦ 27003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.07.00¦ 3.30 ¦ 90.71¦ 91.10¦ 91.08¦ 27.14 ¦ 75.18¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.07.00¦ 3.30 ¦ 90.10¦ 91.37¦ 91.20¦ 27.00 ¦ 49.53¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.07.00¦ 3.40 ¦ 90.75¦ 91.16¦ 90.75¦ 27.28 ¦ 55.17¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.07.00¦ 3.50 ¦ 90.57¦ 91.00¦ 90.70¦ 27.35 ¦ 77.84¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦18.09.02 ¦24.07.00¦ 2.20 ¦ 88.25¦ 89.30¦ 89.30¦ 27.94 ¦ 33.87¦ 27004¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.07.00¦ 2.30 ¦ 89.35¦ 90.00¦ 90.00¦ 27.03 ¦ 16.57¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.07.00¦ 2.40 ¦ 89.27¦ 90.08¦ 89.27¦ 26.93 ¦ 38.87¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.07.00¦ 2.50 ¦ 89.20¦ 89.95¦ 89.35¦ 27.31 ¦ 50.05¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.07.00¦ 2.50 ¦ 89.10¦ 89.80¦ 89.10¦ 27.32 ¦ 29.24¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦09.10.02 ¦24.07.00¦ 0.70 ¦ 85.47¦ 86.35¦ 86.35¦ 28.05 ¦ 15.66¦ 27005¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.07.00¦ 0.70 ¦ 86.20¦ 87.24¦ 87.15¦ 27.27 ¦ 26.94¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.07.00¦ 0.80 ¦ 87.08¦ 87.49¦ 87.21¦ 27.02 ¦ 18.72¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.07.00¦ 0.80 ¦ 86.70¦ 87.50¦ 87.00¦ 27.28 ¦ 45.06¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.07.00¦ 0.90 ¦ 86.26¦ 86.60¦ 86.30¦ 27.74 ¦ 29.37¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.01.03 ¦24.07.00¦ 6.10 ¦ 83.60¦ 84.00¦ 83.82¦ 28.10 ¦ 22.04¦ 27006¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.07.00¦ 6.10 ¦ 84.53¦ 84.85¦ 84.80¦ 27.39 ¦ 10.38¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.07.00¦ 0.00 ¦ 85.09¦ 85.70¦ 85.11¦ 26.97 ¦ 21.96¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.07.00¦ 0.10 ¦ 84.66¦ 85.00¦ 84.70¦ 27.30 ¦ 64.24¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.07.00¦ 0.10 ¦ 84.02¦ 84.80¦ 84.06¦ 27.68 ¦ 22.68¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.02.03 ¦24.07.00¦ 5.10 ¦ 83.60¦ 84.07¦ 84.00¦ 28.17 ¦ 13.13¦ 27007¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.07.00¦ 5.20 ¦ 84.50¦ 85.05¦ 85.00¦ 27.39 ¦ 23.25¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.07.00¦ 5.20 ¦ 84.70¦ 85.60¦ 84.77¦ 27.33 ¦ 74.65¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.07.00¦ 5.30 ¦ 84.70¦ 85.00¦ 85.00¦ 27.44 ¦ 82.00¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.07.00¦ 5.40 ¦ 84.20¦ 84.70¦ 84.30¦ 27.80 ¦ 10.59¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.03 ¦26.07.00¦ 3.64 ¦ 65.00¦ 65.00¦ 65.00¦ 31.16 ¦ 0.95¦ 26001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.07.00¦ 3.70 ¦ 64.85¦ 64.85¦ 64.85¦ 31.33 ¦ 0.01¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.05.03 ¦24.07.00¦ 4.20 ¦ 81.60¦ 82.50¦ 82.35¦ 28.12 ¦ 14.39¦ 27008¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.07.00¦ 4.20 ¦ 82.95¦ 83.40¦ 83.33¦ 27.27 ¦ 36.01¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.07.00¦ 4.30 ¦ 83.04¦ 84.00¦ 83.10¦ 27.10 ¦ 53.12¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.07.00¦ 4.40 ¦ 82.75¦ 83.20¦ 83.00¦ 27.47 ¦ 16.87¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.07.00¦ 4.40 ¦ 82.48¦ 83.10¦ 82.53¦ 27.78 ¦ 72.58¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦04.06.03 ¦24.07.00¦ 3.20 ¦ 82.30¦ 82.93¦ 82.89¦ 27.79 ¦ 7.82¦ 27009¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.07.00¦ 3.30 ¦ 83.20¦ 83.80¦ 83.69¦ 27.21 ¦ 59.75¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.07.00¦ 3.30 ¦ 83.12¦ 84.00¦ 83.12¦ 27.13 ¦ 43.59¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.07.00¦ 3.40 ¦ 82.82¦ 83.19¦ 83.15¦ 27.56 ¦ 22.74¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.07.00¦ 3.50 ¦ 82.37¦ 83.15¦ 82.55¦ 27.84 ¦ 21.33¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦17.09.03 ¦24.07.00¦ 2.20 ¦ 80.70¦ 81.35¦ 81.35¦ 27.72 ¦ 1.30¦ 27010¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.07.00¦ 2.30 ¦ 81.20¦ 82.35¦ 82.00¦ 27.09 ¦ 25.54¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.07.00¦ 2.40 ¦ 81.88¦ 82.58¦ 81.90¦ 27.00 ¦ 14.73¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.07.00¦ 2.50 ¦ 81.10¦ 82.00¦ 81.10¦ 27.52 ¦ 41.88¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.07.00¦ 2.50 ¦ 80.80¦ 81.69¦ 80.86¦ 27.84 ¦ 32.81¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦08.10.03 ¦24.07.00¦ 0.70 ¦ 78.60¦ 79.20¦ 78.60¦ 27.67 ¦ 3.57¦ 27011¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.07.00¦ 0.70 ¦ 79.33¦ 79.80¦ 79.80¦ 27.21 ¦ 81.53¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.07.00¦ 0.80 ¦ 79.31¦ 80.10¦ 79.31¦ 26.99 ¦ 32.19¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.07.00¦ 0.80 ¦ 78.51¦ 79.67¦ 78.51¦ 27.50 ¦ 114.04¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.07.00¦ 0.90 ¦ 78.42¦ 79.40¦ 78.50¦ 27.70 ¦ 59.75¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦19.11.03 ¦24.07.00¦ 2.50 ¦ 63.90¦ 64.70¦ 63.90¦ 29.83 ¦ 36.95¦ 27012¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.07.00¦ 2.60 ¦ 64.15¦ 64.60¦ 64.15¦ 29.64 ¦ 145.39¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.07.00¦ 2.60 ¦ 64.50¦ 65.45¦ 64.73¦ 29.46 ¦ 97.95¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.07.00¦ 2.60 ¦ 64.26¦ 64.89¦ 64.40¦ 29.78 ¦ 73.82¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.07.00¦ 2.70 ¦ 64.06¦ 64.50¦ 64.15¦ 29.83 ¦ 72.55¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.01.04 ¦24.07.00¦ 6.10 ¦ 76.01¦ 77.22¦ 76.92¦ 28.05 ¦ 47.28¦ 28001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦25.07.00¦ 6.10 ¦ 77.38¦ 78.00¦ 77.88¦ 27.34 ¦ 46.89¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.07.00¦ 0.00 ¦ 77.10¦ 79.99¦ 77.96¦ 27.09 ¦ 25.68¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.07.00¦ 0.10 ¦ 77.05¦ 78.30¦ 77.05¦ 27.51 ¦ 59.78¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.07.00¦ 0.10 ¦ 76.82¦ 77.90¦ 76.87¦ 27.77 ¦ 39.49¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.05 ¦24.07.00¦ 3.59 ¦ 50.00¦ 50.00¦ 50.00¦ 31.91 ¦ 0.02¦ 26003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦26.07.00¦ 3.64 ¦ 52.00¦ 52.50¦ 52.50¦ 30.44 ¦ 0.54¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦27.07.00¦ 3.67 ¦ 52.50¦ 54.00¦ 52.94¦ 30.03 ¦ 2.58¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦28.07.00¦ 3.70 ¦ 52.10¦ 52.10¦ 52.10¦ 30.47 ¦ 0.08¦ ¦
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 ¦ 230 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25014 ¦ 15.03.2001 ¦ 230 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25018 ¦ 27.09.2000 ¦ 61 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25020 ¦ 25.10.2000 ¦ 89 ¦ 12.00 ¦ 59.84 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25021 ¦ 17.01.2001 ¦ 173 ¦ 15.00 ¦ 74.79 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25023 ¦ 13.09.2000 ¦ 47 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25024 ¦ 16.08.2000 ¦ 19 ¦ 20.00 ¦ 99.73 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25026 ¦ 27.11.2000 ¦ 122 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25027 ¦ 27.11.2000 ¦ 122 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2000 ¦ 122 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2000 ¦ 122 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2001 ¦ 230 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2001 ¦ 230 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2001 ¦ 230 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2000 ¦ 122 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27001 ¦ 09.08.2000 ¦ 12 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27002 ¦ 23.08.2000 ¦ 26 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27003 ¦ 06.09.2000 ¦ 40 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27004 ¦ 20.09.2000 ¦ 54 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27005 ¦ 11.10.2000 ¦ 75 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27006 ¦ 25.10.2000 ¦ 89 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27007 ¦ 09.08.2000 ¦ 12 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27008 ¦ 23.08.2000 ¦ 26 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27009 ¦ 06.09.2000 ¦ 40 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27010 ¦ 20.09.2000 ¦ 54 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27011 ¦ 11.10.2000 ¦ 75 ¦ 20.00 ¦ 0.50 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27012 ¦ 22.11.2000 ¦ 117 ¦ 15.00 ¦ 0.75 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 28001 ¦ 25.10.2000 ¦ 89 ¦ 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¦ 110 ¦ 1 ¦ 15 ¦ ¦ 2500.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21138 ¦23.02.00¦06.09.00¦ 40 ¦ 1 ¦ 18 ¦ ¦ 2500.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21141 ¦07.06.00¦04.10.00¦ 68 ¦ 1 ¦ ¦ ¦ 2926.504¦ 73.496¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25013 ¦15.03.97¦15.03.01¦ 230 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 595 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25018 ¦01.10.97¦27.09.00¦ 61 ¦ 4 ¦ 21 ¦ 3 ¦ 10219.585¦ 202.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25020 ¦29.10.97¦25.10.00¦ 89 ¦ 4 ¦ 14 ¦ 2 ¦ 11462.302¦ 1631.472¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25021 ¦21.01.98¦17.01.01¦ 173 ¦ 6 ¦ 21 ¦ ¦ 14723.818¦ 5172.167¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 411 ¦ 7 ¦ 19 ¦ ¦ 20341.394¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25024 ¦22.07.98¦15.08.01¦ 383 ¦ 1 ¦ ¦ ¦ 5655.776¦ 4343.224¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25026 ¦27.11.98¦27.11.00¦ 122 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 487 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 852 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦1217 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 505 ¦ ¦ ¦ ¦ 33206.433¦ 1754.998¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 960 ¦ 1 ¦ ¦ ¦ 6138.415¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦1326 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦1691 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦1583 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 558 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 663 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 677 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 782 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 803 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 908 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 922 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦1027 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦1041 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦1146 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦1167 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦1209 ¦ ¦ ¦ ¦ 5997.861¦11608.539¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦1272 ¦ ¦ ¦ ¦ 9496.634¦ 492.117¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ Итого ¦ ¦ ¦ ¦ ¦ ¦ ¦255018.302¦30722.153¦
L--------+--------+--------+-----+-------+------+--------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦24.07.00¦25.07.00¦26.07.00¦27.07.00¦28.07.00¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 13.27 ¦ 13.29 ¦ 13.04 ¦ 12.01 ¦ 11.85 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 24.48 ¦ 23.29 ¦ 24.13 ¦ 24.10 ¦ 24.19 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 23.17 ¦ 23.23 ¦ 23.58 ¦ 24.07 ¦ 24.06 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 27.97 ¦ 27.33 ¦ 27.15 ¦ 27.51 ¦ 27.74 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 13.27 ¦ 13.29 ¦ 13.04 ¦ 12.01 ¦ 11.85 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 18.08 ¦ 18.30 ¦ 19.35 ¦ 19.37 ¦ 19.56 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 23.17 ¦ 23.23 ¦ 23.58 ¦ 24.07 ¦ 24.06 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 28.12 ¦ 27.70 ¦ 27.52 ¦ 27.62 ¦ 27.91 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.36 ¦ 2.31 ¦ 2.80 ¦ 1.04 ¦ 0.95 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.12 ¦ 0.19 ¦ 0.42 ¦ 0.24 ¦ 0.27 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.08 ¦ 0.19 ¦ 0.37 ¦ 0.40 ¦ 0.13 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.28 ¦ 0.57 ¦ 0.42 ¦ 0.36 ¦ 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---------¬
¦ ¦ 24.07.00¦ 25.07.00¦ 26.07.00¦ 27.07.00¦ 28.07.00¦
+-----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость, ¦254468.31¦254618.31¦254970.16¦255018.30¦255018.30¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 7546.36¦ 7696.36¦ 7878.36¦ 7926.50¦ 7926.50¦
+-----------------------+---------+---------+---------+---------+---------+
¦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 ¦119787.61¦119787.61¦119957.46¦119957.46¦119957.46¦
+-----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦224073.88¦225464.11¦224944.80¦224537.87¦224340.84¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 8090.72¦ 8256.60¦ 8459.14¦ 8536.79¦ 8613.29¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 86600.68¦ 86743.80¦ 86818.27¦ 86943.52¦ 86933.78¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 24831.77¦ 24828.45¦ 24745.43¦ 24625.89¦ 24642.49¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦104550.71¦105635.25¦104921.95¦104431.67¦104151.27¦
+-----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 519.29¦ 520.13¦ 522.00¦ 519.99¦ 518.04¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 74.04¦ 73.84¦ 73.77¦ 72.94¦ 72.27¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 349.26¦ 349.82¦ 348.41¦ 347.79¦ 346.17¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 509.00¦ 508.00¦ 507.00¦ 506.00¦ 505.00¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 697.04¦ 697.71¦ 705.32¦ 703.21¦ 701.46¦
L-----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

ПРИКАЗ МАП РФ от 28.07.2000 n 581 ОБ УТВЕРЖДЕНИИ РЕШЕНИЯ ПРАВЛЕНИЯ МАП РОССИИ  »
Постановления и Указы »
Читайте также