БЮЛЛЕТЕНЬ ЦБ РФ от 23.06.2000 n 23 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 23 июня 2000 г. N 23
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 95.757 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.)¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦05.07.00 ¦20.06.00¦124.00¦125.00¦124.00¦-486.04 ¦ 1.67 ¦ 21136 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦21.06.00¦121.00¦122.00¦121.00¦-453.19 ¦ 27.87 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦22.06.00¦121.00¦121.00¦121.00¦-487.29 ¦ 3.94 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦23.06.00¦120.00¦120.00¦120.00¦-506.94 ¦ 4.00 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦19.07.00 ¦20.06.00¦ 98.90¦ 98.95¦ 98.94¦ 13.74 ¦ 10.82 ¦ 21140 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦21.06.00¦ 98.96¦ 99.00¦ 98.96¦ 13.30 ¦ 14.63 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦22.06.00¦ 98.98¦ 99.05¦ 99.00¦ 13.66 ¦ 9.00 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦23.06.00¦ 99.03¦ 99.08¦ 99.03¦ 13.75 ¦ 17.50 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦06.09.00 ¦20.06.00¦117.00¦117.00¦117.00¦ -67.99 ¦ 1.85 ¦ 21138 ¦
+---------+--------+------+------+------+--------+-------+-------+
¦04.10.00 ¦21.06.00¦ 95.70¦ 96.00¦ 95.80¦ 15.47 ¦ 3.30 ¦ 21141 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦22.06.00¦ 96.00¦ 96.10¦ 96.10¦ 14.55 ¦ 1.19 ¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 4207.182 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 ¦19.06.00¦ 3.15 ¦99.25¦99.35¦99.26¦ 17.30 ¦ 29.40 ¦ 25018¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦20.06.00¦ 3.18 ¦99.26¦99.40¦99.37¦ 16.99 ¦ 24.89 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦21.06.00¦ 3.22 ¦99.27¦99.45¦99.45¦ 16.80 ¦ 21.91 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦22.06.00¦ 3.26 ¦99.40¦99.54¦99.50¦ 16.44 ¦ 81.12 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦23.06.00¦ 3.30 ¦99.55¦99.65¦99.56¦ 15.98 ¦ 53.75 ¦ ¦
+---------+--------+-------+-----+-----+-----+--------+-------+------+
¦25.10.00 ¦19.06.00¦ 1.78 ¦98.41¦98.49¦98.47¦ 17.24 ¦ 12.66 ¦ 25020¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦20.06.00¦ 1.81 ¦98.46¦98.55¦98.55¦ 17.07 ¦ 23.28 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦21.06.00¦ 1.84 ¦98.41¦98.60¦98.60¦ 17.38 ¦ 29.03 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦22.06.00¦ 1.87 ¦98.60¦98.89¦98.71¦ 16.50 ¦ 8.28 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦23.06.00¦ 1.91 ¦98.83¦98.97¦98.86¦ 15.98 ¦ 38.87 ¦ ¦
+---------+--------+-------+-----+-----+-----+--------+-------+------+
¦17.01.01 ¦19.06.00¦ 6.25 ¦96.70¦96.80¦96.80¦ 22.25 ¦ 62.61 ¦ 25021¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦20.06.00¦ 6.29 ¦96.71¦96.87¦96.75¦ 22.25 ¦ 36.36 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦21.06.00¦ 6.33 ¦96.40¦96.74¦96.67¦ 22.61 ¦ 44.98 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦22.06.00¦ 6.37 ¦96.98¦97.04¦97.00¦ 21.79 ¦222.16 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦23.06.00¦ 6.41 ¦97.02¦97.50¦97.15¦ 21.42 ¦ 43.45 ¦ ¦
+---------+--------+-------+-----+-----+-----+--------+-------+------+
¦15.03.01 ¦22.06.00¦ 2.71 ¦92.00¦92.00¦92.00¦ 22.79 ¦ 0.18 ¦ 25013¦
+---------+--------+-------+-----+-----+-----+--------+-------+------+
¦15.08.01 ¦19.06.00¦ 6.80 ¦93.45¦93.47¦93.45¦ 28.61 ¦ 21.83 ¦ 25024¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦20.06.00¦ 6.85 ¦93.44¦93.60¦93.60¦ 28.62 ¦ 6.12 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦21.06.00¦ 6.90 ¦93.15¦93.40¦93.40¦ 28.80 ¦ 35.51 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦22.06.00¦ 6.96 ¦93.73¦94.75¦94.75¦ 27.51 ¦ 7.19 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦23.06.00¦ 7.01 ¦94.76¦95.19¦94.76¦ 26.92 ¦ 22.00 ¦ ¦
+---------+--------+-------+-----+-----+-----+--------+-------+------+
¦12.09.01 ¦19.06.00¦ 3.68 ¦86.10¦86.30¦86.18¦ 29.85 ¦ 84.96 ¦ 25023¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦20.06.00¦ 3.72 ¦85.95¦86.26¦86.26¦ 30.00 ¦104.77 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦21.06.00¦ 3.76 ¦85.16¦86.10¦86.00¦ 30.41 ¦122.55 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦22.06.00¦ 3.80 ¦86.15¦87.08¦87.08¦ 29.00 ¦116.71 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦23.06.00¦ 3.84 ¦87.30¦87.50¦87.40¦ 28.40 ¦127.68 ¦ ¦
+---------+--------+-------+-----+-----+-----+--------+-------+------+
¦15.12.01 ¦19.06.00¦ 0.00 ¦66.50¦68.10¦68.10¦ 29.85 ¦ 65.29 ¦ 25030¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦20.06.00¦ 0.00 ¦67.25¦68.30¦68.10¦ 29.57 ¦163.64 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦21.06.00¦ 0.00 ¦67.90¦88.05¦69.25¦ 28.63 ¦ 62.11 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦22.06.00¦ 0.00 ¦69.00¦70.00¦69.92¦ 27.56 ¦ 46.29 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦23.06.00¦ 0.00 ¦69.40¦69.97¦69.60¦ 27.60 ¦107.36 ¦ ¦
+---------+--------+-------+-----+-----+-----+--------+-------+------+
¦06.02.02 ¦19.06.00¦ 2.70 ¦84.43¦85.13¦85.12¦ 35.12 ¦ 57.50 ¦ 27001¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦20.06.00¦ 2.80 ¦84.78¦85.07¦85.05¦ 35.06 ¦ 52.47 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦21.06.00¦ 2.90 ¦84.20¦85.07¦85.07¦ 35.51 ¦ 32.88 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦22.06.00¦ 2.90 ¦85.00¦85.70¦85.68¦ 34.55 ¦ 95.69 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦23.06.00¦ 3.00 ¦85.50¦86.35¦86.20¦ 34.11 ¦ 27.84 ¦ ¦
+---------+--------+-------+-----+-----+-----+--------+-------+------+
¦15.03.02 ¦22.06.00¦ 2.71 ¦69.00¦69.01¦69.00¦ 37.08 ¦ 0.11 ¦ 25014¦
+---------+--------+-------+-----+-----+-----+--------+-------+------+
¦22.05.02 ¦19.06.00¦ 1.80 ¦81.85¦82.30¦82.15¦ 35.68 ¦ 40.65 ¦ 27002¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦20.06.00¦ 1.80 ¦81.80¦82.29¦82.29¦ 35.72 ¦ 21.98 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦21.06.00¦ 1.90 ¦81.50¦82.22¦82.22¦ 35.74 ¦ 13.89 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦22.06.00¦ 2.00 ¦82.20¦82.97¦82.50¦ 35.15 ¦ 39.46 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦23.06.00¦ 2.00 ¦82.56¦83.30¦83.30¦ 34.75 ¦ 15.94 ¦ ¦
+---------+--------+-------+-----+-----+-----+--------+-------+------+
¦05.06.02 ¦19.06.00¦ 0.80 ¦81.90¦82.27¦82.00¦ 35.78 ¦ 64.78 ¦ 27003¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦20.06.00¦ 0.90 ¦81.90¦82.30¦82.00¦ 35.76 ¦ 10.51 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦21.06.00¦ 1.00 ¦81.51¦82.15¦82.15¦ 35.72 ¦ 15.11 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦22.06.00¦ 1.00 ¦82.20¦83.00¦82.89¦ 34.93 ¦ 11.44 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦23.06.00¦ 1.10 ¦82.60¦83.27¦83.14¦ 34.74 ¦ 13.58 ¦ ¦
+---------+--------+-------+-----+-----+-----+--------+-------+------+
¦18.09.02 ¦19.06.00¦ 6.10 ¦78.80¦79.00¦78.85¦ 36.68 ¦ 7.25 ¦ 27004¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦20.06.00¦ 6.10 ¦78.75¦79.20¦79.05¦ 36.50 ¦ 20.32 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦21.06.00¦ 0.00 ¦78.55¦79.28¦79.19¦ 36.49 ¦ 54.03 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦22.06.00¦ 0.10 ¦79.40¦80.00¦79.90¦ 35.87 ¦ 23.10 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦23.06.00¦ 0.10 ¦80.10¦80.50¦80.28¦ 35.47 ¦ 19.16 ¦ ¦
+---------+--------+-------+-----+-----+-----+--------+-------+------+
¦09.10.02 ¦19.06.00¦ 4.60 ¦76.00¦76.40¦76.29¦ 36.63 ¦ 13.31 ¦ 27005¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦20.06.00¦ 4.70 ¦76.30¦76.75¦76.39¦ 36.53 ¦ 40.77 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦21.06.00¦ 4.80 ¦75.88¦76.67¦76.67¦ 36.58 ¦ 48.89 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦22.06.00¦ 4.80 ¦76.30¦77.18¦76.72¦ 36.27 ¦ 23.17 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦23.06.00¦ 4.90 ¦77.00¦77.70¦77.70¦ 35.62 ¦ 56.77 ¦ ¦
+---------+--------+-------+-----+-----+-----+--------+-------+------+
¦22.01.03 ¦19.06.00¦ 3.70 ¦72.50¦73.05¦72.90¦ 37.43 ¦ 29.59 ¦ 27006¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦20.06.00¦ 3.70 ¦72.72¦72.96¦72.75¦ 37.54 ¦ 18.75 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦21.06.00¦ 3.80 ¦72.25¦72.85¦72.81¦ 37.80 ¦ 24.57 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦22.06.00¦ 3.90 ¦72.65¦73.82¦73.60¦ 37.09 ¦ 42.67 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦23.06.00¦ 4.00 ¦73.40¦73.87¦73.87¦ 36.76 ¦ 57.10 ¦ ¦
+---------+--------+-------+-----+-----+-----+--------+-------+------+
¦05.02.03 ¦19.06.00¦ 2.70 ¦72.50¦72.90¦72.87¦ 37.63 ¦ 83.66 ¦ 27007¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦20.06.00¦ 2.80 ¦72.60¦72.88¦72.83¦ 37.66 ¦ 67.59 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦21.06.00¦ 2.90 ¦72.15¦72.83¦72.83¦ 37.89 ¦ 26.62 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦22.06.00¦ 2.90 ¦72.80¦73.58¦73.50¦ 37.30 ¦ 65.13 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦23.06.00¦ 3.00 ¦73.30¦73.90¦73.90¦ 36.83 ¦ 27.80 ¦ ¦
+---------+--------+-------+-----+-----+-----+--------+-------+------+
¦15.03.03 ¦22.06.00¦ 2.71 ¦55.00¦55.20¦55.20¦ 39.52 ¦ 0.89 ¦ 26001¦
+---------+--------+-------+-----+-----+-----+--------+-------+------+
¦21.05.03 ¦19.06.00¦ 1.80 ¦70.50¦71.00¦71.00¦ 37.44 ¦ 43.72 ¦ 27008¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦20.06.00¦ 1.80 ¦70.60¦70.89¦70.75¦ 37.49 ¦ 43.32 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦21.06.00¦ 1.90 ¦69.60¦70.65¦70.59¦ 37.81 ¦ 23.44 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦22.06.00¦ 2.00 ¦70.65¦71.18¦71.05¦ 37.20 ¦ 57.80 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦23.06.00¦ 2.00 ¦70.70¦72.14¦72.14¦ 36.77 ¦ 76.09 ¦ ¦
+---------+--------+-------+-----+-----+-----+--------+-------+------+
¦04.06.03 ¦19.06.00¦ 0.80 ¦70.50¦71.00¦71.00¦ 37.49 ¦ 40.12 ¦ 27009¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦20.06.00¦ 0.90 ¦70.61¦70.90¦70.88¦ 37.49 ¦ 57.94 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦21.06.00¦ 1.00 ¦70.00¦70.80¦70.80¦ 37.78 ¦ 40.19 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦22.06.00¦ 1.00 ¦71.00¦71.30¦71.20¦ 37.12 ¦ 16.34 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦23.06.00¦ 1.10 ¦71.23¦72.40¦71.65¦ 36.73 ¦ 24.01 ¦ ¦
+---------+--------+-------+-----+-----+-----+--------+-------+------+
¦17.09.03 ¦19.06.00¦ 6.10 ¦68.86¦69.49¦69.49¦ 37.10 ¦ 24.18 ¦ 27010¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦20.06.00¦ 6.10 ¦69.00¦69.40¦69.38¦ 37.09 ¦ 22.88 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦21.06.00¦ 0.00 ¦68.25¦69.30¦69.30¦ 37.32 ¦ 37.80 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦22.06.00¦ 0.10 ¦68.49¦70.00¦69.93¦ 36.67 ¦ 88.70 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦23.06.00¦ 0.10 ¦69.50¦70.52¦70.50¦ 36.31 ¦ 38.47 ¦ ¦
+---------+--------+-------+-----+-----+-----+--------+-------+------+
¦08.10.03 ¦19.06.00¦ 4.60 ¦66.48¦67.00¦67.00¦ 37.23 ¦ 10.90 ¦ 27011¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦20.06.00¦ 4.70 ¦66.69¦67.00¦66.78¦ 37.13 ¦ 10.73 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦21.06.00¦ 4.80 ¦66.00¦66.75¦66.75¦ 37.33 ¦ 19.88 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦22.06.00¦ 4.80 ¦66.60¦67.10¦67.00¦ 37.07 ¦ 23.08 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦23.06.00¦ 4.90 ¦67.00¦68.00¦68.00¦ 36.48 ¦ 37.99 ¦ ¦
+---------+--------+-------+-----+-----+-----+--------+-------+------+
¦19.11.03 ¦19.06.00¦ 1.10 ¦53.50¦53.70¦53.70¦ 38.53 ¦ 14.38 ¦ 27012¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦20.06.00¦ 1.10 ¦53.45¦53.90¦53.75¦ 38.51 ¦ 21.77 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦21.06.00¦ 1.20 ¦53.00¦53.70¦53.60¦ 38.55 ¦ 35.48 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦22.06.00¦ 1.20 ¦53.40¦54.00¦54.00¦ 38.25 ¦ 99.98 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦23.06.00¦ 1.20 ¦54.00¦54.20¦54.20¦ 38.09 ¦ 48.89 ¦ ¦
+---------+--------+-------+-----+-----+-----+--------+-------+------+
¦21.01.04 ¦19.06.00¦ 3.70 ¦65.11¦65.45¦65.44¦ 36.86 ¦ 26.99 ¦ 28001¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦20.06.00¦ 3.70 ¦65.00¦65.47¦65.00¦ 36.94 ¦ 27.20 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦21.06.00¦ 3.80 ¦64.21¦65.25¦65.25¦ 37.23 ¦ 25.15 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦22.06.00¦ 3.90 ¦65.30¦65.54¦65.49¦ 36.74 ¦ 41.79 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦23.06.00¦ 4.00 ¦65.30¦66.00¦66.00¦ 36.48 ¦ 28.05 ¦ ¦
+---------+--------+-------+-----+-----+-----+--------+-------+------+
¦15.03.04 ¦20.06.00¦ 2.66 ¦45.37¦45.37¦45.37¦ 40.63 ¦ 0.50 ¦ 26002¦
+---------+--------+-------+-----+-----+-----+--------+-------+------+
¦15.03.05 ¦19.06.00¦ 2.63 ¦40.50¦41.20¦41.20¦ 39.36 ¦ 1.10 ¦ 26003¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦20.06.00¦ 2.66 ¦40.61¦40.65¦40.61¦ 39.32 ¦ 0.91 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦21.06.00¦ 2.69 ¦41.35¦41.40¦41.40¦ 38.60 ¦ 0.32 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦22.06.00¦ 2.71 ¦41.40¦41.50¦41.50¦ 38.58 ¦ 1.31 ¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦23.06.00¦ 2.74 ¦41.49¦41.80¦41.80¦ 38.49 ¦ 3.86 ¦ ¦
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 ¦ 265 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25014 ¦ 15.03.2001 ¦ 265 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25018 ¦ 27.09.2000 ¦ 96 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25020 ¦ 25.10.2000 ¦ 124 ¦ 12.00 ¦ 59.84 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25021 ¦ 19.07.2000 ¦ 26 ¦ 15.00 ¦ 74.79 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25023 ¦ 13.09.2000 ¦ 82 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25024 ¦ 16.08.2000 ¦ 54 ¦ 20.00 ¦ 99.73 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25026 ¦ 27.11.2000 ¦ 157 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25027 ¦ 27.11.2000 ¦ 157 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25028 ¦ 27.11.2000 ¦ 157 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25029 ¦ 27.11.2000 ¦ 157 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26001 ¦ 15.03.2001 ¦ 265 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26002 ¦ 15.03.2001 ¦ 265 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26003 ¦ 15.03.2001 ¦ 265 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26032 ¦ 27.11.2000 ¦ 157 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27001 ¦ 09.08.2000 ¦ 47 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27002 ¦ 23.08.2000 ¦ 61 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27003 ¦ 06.09.2000 ¦ 75 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27004 ¦ 20.09.2000 ¦ 89 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27005 ¦ 12.07.2000 ¦ 19 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27006 ¦ 26.07.2000 ¦ 33 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27007 ¦ 09.08.2000 ¦ 47 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27008 ¦ 23.08.2000 ¦ 61 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27009 ¦ 06.09.2000 ¦ 75 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27010 ¦ 20.09.2000 ¦ 89 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27011 ¦ 12.07.2000 ¦ 19 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27012 ¦ 22.11.2000 ¦ 152 ¦ 15.00 ¦ 0.75 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 28001 ¦ 26.07.2000 ¦ 33 ¦ 25.00 ¦ 0.62 ¦
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 ¦ ¦ ¦ ¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21136 ¦21.12.99¦05.07.00¦ 12 ¦ 1 ¦ 2 ¦ ¦ 2500.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21137 ¦19.04.00¦15.11.00¦ 145 ¦ 1 ¦ 7 ¦ ¦ 1885.366¦ 614.634¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21138 ¦23.02.00¦06.09.00¦ 75 ¦ 1 ¦ 18 ¦ ¦ 2500.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21140 ¦19.04.00¦19.07.00¦ 26 ¦ 1 ¦ ¦ ¦ 2409.282¦ 90.718¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21141 ¦07.06.00¦04.10.00¦ 103 ¦ 1 ¦ ¦ ¦ 2926.504¦ 73.496¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25013 ¦15.03.97¦15.03.01¦ 265 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 630 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25018 ¦01.10.97¦27.09.00¦ 96 ¦ 4 ¦ 21 ¦ 3 ¦ 10219.585¦ 202.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25020 ¦29.10.97¦25.10.00¦ 124 ¦ 4 ¦ 14 ¦ 2 ¦ 11462.302¦ 1631.472¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25021 ¦21.01.98¦17.01.01¦ 208 ¦ 6 ¦ 21 ¦ ¦ 14723.818¦ 5172.167¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 446 ¦ 7 ¦ 19 ¦ ¦ 20341.394¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25024 ¦22.07.98¦15.08.01¦ 418 ¦ 1 ¦ ¦ ¦ 5655.776¦ 4343.224¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25026 ¦27.11.98¦27.11.00¦ 157 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 522 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 887 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦1252 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 540 ¦ ¦ ¦ ¦ 33135.763¦ 1825.668¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 995 ¦ 1 ¦ ¦ ¦ 6138.415¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦1361 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦1726 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦1618 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 593 ¦ ¦ ¦ ¦ 9476.164¦ 512.586¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 698 ¦ ¦ ¦ ¦ 9476.164¦ 512.586¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 712 ¦ ¦ ¦ ¦ 9476.164¦ 512.586¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 817 ¦ ¦ ¦ ¦ 9476.164¦ 512.586¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 838 ¦ ¦ ¦ ¦ 9476.164¦ 512.586¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 943 ¦ ¦ ¦ ¦ 9476.164¦ 512.586¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 957 ¦ ¦ ¦ ¦ 9476.164¦ 512.586¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦1062 ¦ ¦ ¦ ¦ 9476.164¦ 512.586¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦1076 ¦ ¦ ¦ ¦ 9476.164¦ 512.586¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦1181 ¦ ¦ ¦ ¦ 9476.164¦ 512.586¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦1202 ¦ ¦ ¦ ¦ 9476.164¦ 512.586¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦1244 ¦ ¦ ¦ ¦ 4550.757¦13055.643¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦1307 ¦ ¦ ¦ ¦ 9476.164¦ 512.586¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ Итого ¦ ¦ ¦ ¦ ¦ ¦ ¦257549.545¦33190.909¦
L--------+--------+--------+-----+-------+------+--------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦19.06.00¦20.06.00¦21.06.00¦22.06.00¦23.06.00¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 14.50 ¦ 14.60 ¦ 15.07 ¦ 14.39 ¦ 14.08 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 30.48 ¦ 31.03 ¦ 31.22 ¦ 30.53 ¦ 30.13 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 29.85 ¦ 29.57 ¦ 28.63 ¦ 27.56 ¦ 27.60 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 36.90 ¦ 36.89 ¦ 37.08 ¦ 36.51 ¦ 36.10 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 13.74 ¦ 14.28 ¦ 13.95 ¦ 13.75 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 27.13 ¦ 27.78 ¦ 28.15 ¦ 24.79 ¦ 26.21 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 29.85 ¦ 29.57 ¦ 28.63 ¦ 27.56 ¦ 27.60 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 36.85 ¦ 37.01 ¦ 37.17 ¦ 36.71 ¦ 36.41 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.11 ¦ 0.39 ¦ 0.11 ¦ 0.17 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.25 ¦ 0.23 ¦ 0.30 ¦ 0.53 ¦ 0.34 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.20 ¦ 0.49 ¦ 0.19 ¦ 0.14 ¦ 0.32 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.39 ¦ 0.35 ¦ 0.33 ¦ 0.51 ¦ 0.39 ¦
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---------¬
¦ ¦19.06.00 ¦ 20.06.00 ¦ 21.06.00 ¦22.06.00 ¦23.06.00 ¦
+----------------------+---------+----------+----------+---------+---------+
¦Номинальная стоимость,¦257104.98¦ 257104.98¦ 257104.98¦257104.98¦257108.21¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+----------+----------+---------+---------+
¦ГКО ¦ 12221.15¦ 12221.15¦ 12221.15¦ 12221.15¦ 12221.15¦
+----------------------+---------+----------+----------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 93927.90¦ 93927.90¦ 93927.90¦ 93927.90¦ 93927.90¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+----------+----------+---------+---------+
¦ Инвестиционные ¦ 33135.03¦ 33135.03¦ 33135.03¦ 33135.03¦ 33135.76¦
+----------------------+---------+----------+----------+---------+---------+
¦ ОФЗ-ФД ¦117820.89¦ 117820.89¦ 117820.89¦117820.89¦117823.39¦
+----------------------+---------+----------+----------+---------+---------+
¦Рыночная стоимость, ¦207148.70¦ 207653.91¦ 206479.45¦208079.59¦208872.70¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+----------+----------+---------+---------+
¦ГКО ¦ 13036.87¦ 13268.83¦ 13173.98¦ 13181.41¦ 13157.14¦
+----------------------+---------+----------+----------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 81082.44¦ 81175.22¦ 81162.91¦ 81649.47¦ 91875.44¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+----------+----------+---------+---------+
¦ Инвестиционные ¦ 22448.98¦ 22538.45¦ 22800.21¦ 23098.43¦ 23105.57¦
+----------------------+---------+----------+----------+---------+---------+
¦ ОФЗ-ФД ¦ 90580.41¦ 90671.41¦ 89342.35¦ 90150.28¦ 90734.56¦
+----------------------+---------+----------+----------+---------+---------+
¦Дюрация <*>, дней ¦ 503.03¦ 501.52¦ 503.50¦ 503.53¦ 503.47¦
+----------------------+---------+----------+----------+---------+---------+
¦ГКО ¦ 72.38¦ 71.02¦ 70.43¦ 69.46¦ 68.56¦
+----------------------+---------+----------+----------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 355.42¦ 354.33¦ 353.97¦ 353.10¦ 352.27¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+----------+----------+---------+---------+
¦ Инвестиционные ¦ 544.00¦ 543.00¦ 542.00¦ 541.00¦ 540.00¦
+----------------------+---------+----------+----------+---------+---------+
¦ ОФЗ-ФД ¦ 686.99¦ 685.97¦ 693.37¦ 693.65¦ 693.67¦
L----------------------+---------+----------+----------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
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<ИНФОРМАЦИЯ> ЦБ РФ СПИСОК ДИЛЕРОВ НА РЫНКЕ ГКО - ОФЗ ПО СОСТОЯНИЮ НА 23 ИЮНЯ 2000 ГОДА  »
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