БЮЛЛЕТЕНЬ ЦБ РФ от 16.06.2000 n 22 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 16 июня 2000 г. N 22
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 275.394 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 ¦14.06.00¦121.00¦121.00¦121.00¦-301.65 ¦ 140.99¦ 21136¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦15.06.00¦125.00¦125.00¦125.00¦-365.00 ¦ 0.50¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦16.06.00¦121.00¦121.00¦121.00¦-333.41 ¦ 44.72¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦19.07.00 ¦13.06.00¦ 98.63¦ 98.70¦ 98.70¦ 13.67 ¦ 2.00¦ 21140¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦14.06.00¦ 98.65¦ 98.68¦ 98.65¦ 14.06 ¦ 16.00¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦15.06.00¦ 98.67¦ 98.85¦ 98.72¦ 13.81 ¦ 6.06¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦16.06.00¦ 98.78¦ 98.95¦ 98.93¦ 12.64 ¦ 9.10¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦06.09.00 ¦14.06.00¦116.00¦117.50¦116.00¦ -62.91 ¦ 13.60¦ 21138¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦15.06.00¦111.00¦117.00¦117.00¦ -46.17 ¦ 28.32¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦04.10.00 ¦13.06.00¦ 95.63¦ 95.65¦ 95.63¦ 14.69 ¦ 0.27¦ 21141¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦14.06.00¦ 95.60¦ 95.60¦ 95.60¦ 15.00 ¦ 0.26¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦15.06.00¦ 95.55¦ 95.75¦ 95.60¦ 15.06 ¦ 7.01¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦16.06.00¦ 95.65¦ 95.70¦ 95.70¦ 14.95 ¦ 5.19¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦15.11.00 ¦15.06.00¦108.00¦112.50¦112.50¦ -17.67 ¦ 1.37¦ 21137¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 4462.885 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 ¦13.06.00¦ 2.92¦99.45¦99.55¦99.46¦ 16.28¦ 15.25¦ 25018¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦14.06.00¦ 2.95¦99.30¦99.49¦99.38¦ 16.57¦ 58.20¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦15.06.00¦ 2.99¦99.22¦99.33¦99.33¦ 17.07¦ 15.74¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦16.06.00¦ 3.03¦99.11¦99.32¦99.30¦ 17.30¦ 70.43¦ ¦
+---------+--------+-------+-----+-----+-----+--------+-------+------+
¦25.10.00 ¦13.06.00¦ 1.58¦98.41¦98.57¦98.50¦ 16.84¦ 18.49¦ 25020¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦14.06.00¦ 1.61¦98.47¦98.55¦98.48¦ 16.84¦ 47.65¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦15.06.00¦ 1.64¦98.00¦98.55¦98.45¦ 17.19¦ 40.76¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦16.06.00¦ 1.68¦98.35¦98.50¦98.50¦ 17.20¦ 24.77¦ ¦
+---------+--------+-------+-----+-----+-----+--------+-------+------+
¦17.01.01 ¦13.06.00¦ 6.00¦96.45¦96.78¦96.55¦ 22.48¦ 79.14¦ 25021¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦14.06.00¦ 6.04¦96.61¦96.88¦96.78¦ 22.03¦ 195.45¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦15.06.00¦ 6.08¦96.45¦96.71¦96.55¦ 22.38¦ 134.10¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦16.06.00¦ 6.12¦96.62¦96.83¦96.83¦ 22.09¦ 45.43¦ ¦
+---------+--------+-------+-----+-----+-----+--------+-------+------+
¦15.03.01 ¦13.06.00¦ 2.47¦91.01¦92.00¦91.01¦ 23.43¦ 0.40¦ 25013¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦16.06.00¦ 2.55¦91.00¦91.00¦91.00¦ 24.28¦ 0.02¦ ¦
+---------+--------+-------+-----+-----+-----+--------+-------+------+
¦15.08.01 ¦13.06.00¦ 6.47¦92.90¦93.05¦92.90¦ 29.02¦ 13.88¦ 25024¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦14.06.00¦ 6.52¦93.31¦93.40¦93.31¦ 28.63¦ 8.14¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦15.06.00¦ 6.58¦93.10¦93.70¦93.10¦ 28.68¦ 18.82¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦16.06.00¦ 6.63¦93.35¦93.89¦93.89¦ 28.54¦ 11.73¦ ¦
+---------+--------+-------+-----+-----+-----+--------+-------+------+
¦12.09.01 ¦13.06.00¦ 3.45¦85.55¦85.99¦85.60¦ 30.30¦ 147.94¦ 25023¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦14.06.00¦ 3.49¦85.70¦86.00¦86.00¦ 29.99¦ 148.09¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦15.06.00¦ 3.53¦85.30¦86.00¦85.79¦ 30.29¦ 146.65¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦16.06.00¦ 3.57¦85.72¦86.15¦86.15¦ 29.97¦ 64.53¦ ¦
+---------+--------+-------+-----+-----+-----+--------+-------+------+
¦15.12.01 ¦13.06.00¦ 0.00¦66.15¦67.01¦67.01¦ 31.28¦ 127.07¦ 25030¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦14.06.00¦ 0.00¦66.85¦68.37¦67.00¦ 30.46¦ 336.50¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦15.06.00¦ 0.00¦66.45¦68.80¦67.15¦ 30.77¦ 108.91¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦16.06.00¦ 0.00¦66.87¦67.50¦67.50¦ 30.41¦ 76.27¦ ¦
+---------+--------+-------+-----+-----+-----+--------+-------+------+
¦06.02.02 ¦13.06.00¦ 2.30¦84.45¦84.95¦84.90¦ 35.32¦ 89.00¦ 27001¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦14.06.00¦ 2.40¦84.55¦85.35¦84.75¦ 35.08¦ 79.90¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦15.06.00¦ 2.50¦84.00¦84.91¦84.65¦ 35.77¦ 19.08¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦16.06.00¦ 2.50¦84.22¦85.55¦85.55¦ 35.49¦ 69.56¦ ¦
+---------+--------+-------+-----+-----+-----+--------+-------+------+
¦15.03.02 ¦13.06.00¦ 2.47¦68.38¦68.38¦68.38¦ 37.45¦ 0.12¦ 25014¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦14.06.00¦ 2.49¦68.64¦68.64¦68.64¦ 37.18¦ 0.12¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦15.06.00¦ 2.52¦69.00¦69.00¦69.00¦ 36.80¦ 0.08¦ ¦
+---------+--------+-------+-----+-----+-----+--------+-------+------+
¦22.05.02 ¦13.06.00¦ 1.40¦82.00¦82.52¦82.00¦ 35.46¦ 33.30¦ 27002¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦14.06.00¦ 1.40¦82.02¦82.90¦82.54¦ 35.04¦ 26.31¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦15.06.00¦ 1.50¦81.30¦82.50¦81.72¦ 36.09¦ 33.65¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦16.06.00¦ 1.60¦81.15¦82.78¦82.78¦ 35.58¦ 70.03¦ ¦
+---------+--------+-------+-----+-----+-----+--------+-------+------+
¦05.06.02 ¦13.06.00¦ 0.40¦82.11¦82.45¦82.11¦ 35.42¦ 53.23¦ 27003¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦14.06.00¦ 0.50¦82.30¦82.90¦82.45¦ 35.06¦ 39.80¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦15.06.00¦ 0.50¦81.05¦82.90¦82.14¦ 36.08¦ 24.46¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦16.06.00¦ 0.60¦81.40¦82.66¦82.66¦ 35.49¦ 67.26¦ ¦
+---------+--------+-------+-----+-----+-----+--------+-------+------+
¦18.09.02 ¦13.06.00¦ 5.70¦78.55¦79.72¦78.87¦ 36.08¦ 44.13¦ 27004¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦14.06.00¦ 5.70¦79.20¦79.84¦79.60¦ 35.87¦ 33.14¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦15.06.00¦ 5.80¦78.08¦79.32¦79.00¦ 36.45¦ 5.65¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦16.06.00¦ 5.90¦78.53¦79.40¦79.40¦ 36.59¦ 20.33¦ ¦
+---------+--------+-------+-----+-----+-----+--------+-------+------+
¦09.10.02 ¦13.06.00¦ 4.20¦75.50¦76.40¦75.50¦ 36.84¦ 49.16¦ 27005¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦14.06.00¦ 4.30¦76.00¦77.01¦76.43¦ 36.19¦ 68.48¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦15.06.00¦ 4.40¦75.70¦76.90¦76.20¦ 36.58¦ 12.61¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦16.06.00¦ 4.40¦75.90¦76.40¦76.40¦ 36.67¦ 47.02¦ ¦
+---------+--------+-------+-----+-----+-----+--------+-------+------+
¦22.01.03 ¦13.06.00¦ 3.30¦72.01¦72.70¦72.01¦ 37.82¦ 20.78¦ 27006¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦14.06.00¦ 3.30¦72.50¦73.46¦72.70¦ 37.35¦ 45.20¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦15.06.00¦ 3.40¦72.30¦73.50¦72.95¦ 37.75¦ 72.79¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦16.06.00¦ 3.50¦72.25¦73.41¦73.41¦ 37.54¦ 15.63¦ ¦
+---------+--------+-------+-----+-----+-----+--------+-------+------+
¦05.02.03 ¦13.06.00¦ 2.30¦72.00¦72.75¦72.00¦ 37.87¦ 101.64¦ 27007¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦14.06.00¦ 2.40¦72.40¦73.49¦72.62¦ 37.46¦ 126.62¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦15.06.00¦ 2.50¦72.00¦73.40¦72.30¦ 37.78¦ 73.99¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦16.06.00¦ 2.50¦72.20¦73.20¦73.05¦ 37.79¦ 37.45¦ ¦
+---------+--------+-------+-----+-----+-----+--------+-------+------+
¦15.03.03 ¦14.06.00¦ 2.49¦53.41¦53.41¦53.41¦ 41.06¦ 0.29¦ 26001¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦15.06.00¦ 2.52¦55.00¦55.01¦55.00¦ 39.42¦ 0.93¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦16.06.00¦ 2.55¦55.00¦55.00¦55.00¦ 39.45¦ 0.48¦ ¦
+---------+--------+-------+-----+-----+-----+--------+-------+------+
¦21.05.03 ¦13.06.00¦ 1.40¦70.02¦70.60¦70.05¦ 37.80¦ 91.33¦ 27008¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦14.06.00¦ 1.40¦70.35¦71.30¦70.40¦ 37.32¦ 120.24¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦15.06.00¦ 1.50¦69.68¦71.10¦70.69¦ 37.71¦ 63.05¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦16.06.00¦ 1.60¦70.05¦71.20¦71.10¦ 37.55¦ 64.00¦ ¦
+---------+--------+-------+-----+-----+-----+--------+-------+------+
¦04.06.03 ¦13.06.00¦ 0.40¦70.25¦70.65¦70.65¦ 37.79¦ 53.92¦ 27009¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦14.06.00¦ 0.50¦70.40¦71.43¦70.41¦ 37.44¦ 104.20¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦15.06.00¦ 0.50¦69.81¦71.10¦70.13¦ 37.64¦ 59.13¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦16.06.00¦ 0.60¦70.20¦71.25¦71.25¦ 37.77¦ 20.53¦ ¦
+---------+--------+-------+-----+-----+-----+--------+-------+------+
¦17.09.03 ¦13.06.00¦ 5.70¦68.19¦68.80¦68.55¦ 37.72¦ 30.28¦ 27010¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦14.06.00¦ 5.70¦68.27¦69.49¦68.85¦ 37.17¦ 34.31¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦15.06.00¦ 5.80¦68.50¦69.21¦68.85¦ 37.37¦ 30.88¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦16.06.00¦ 5.90¦68.35¦69.50¦69.38¦ 37.40¦ 35.69¦ ¦
+---------+--------+-------+-----+-----+-----+--------+-------+------+
¦08.10.03 ¦13.06.00¦ 4.20¦65.84¦67.23¦66.06¦ 37.73¦ 17.32¦ 27011¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦14.06.00¦ 4.30¦66.40¦67.00¦66.75¦ 37.15¦ 23.36¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦15.06.00¦ 4.40¦65.60¦67.30¦66.90¦ 37.03¦ 41.96¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦16.06.00¦ 4.40¦66.12¦66.95¦66.95¦ 37.29¦ 15.39¦ ¦
+---------+--------+-------+-----+-----+-----+--------+-------+------+
¦19.11.03 ¦13.06.00¦ 0.80¦52.95¦53.10¦53.05¦ 39.07¦ 28.44¦ 27012¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦14.06.00¦ 0.90¦53.00¦53.30¦53.20¦ 38.86¦ 24.49¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦15.06.00¦ 0.90¦52.70¦53.80¦53.25¦ 38.90¦ 95.31¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦16.06.00¦ 0.90¦53.00¦53.50¦53.50¦ 38.81¦ 16.61¦ ¦
+---------+--------+-------+-----+-----+-----+--------+-------+------+
¦21.01.04 ¦13.06.00¦ 3.30¦64.30¦64.75¦64.74¦ 37.58¦ 11.99¦ 28001¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦14.06.00¦ 3.30¦64.80¦65.79¦65.28¦ 36.91¦ 34.40¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦15.06.00¦ 3.40¦64.70¦65.75¦65.35¦ 36.88¦ 62.86¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦16.06.00¦ 3.50¦64.90¦65.35¦65.35¦ 36.99¦ 41.86¦ ¦
+---------+--------+-------+-----+-----+-----+--------+-------+------+
¦15.03.05 ¦13.06.00¦ 2.47¦41.00¦41.50¦41.50¦ 38.53¦ 0.45¦ 26003¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦14.06.00¦ 2.49¦39.50¦41.50¦39.50¦ 39.15¦ 0.65¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦15.06.00¦ 2.52¦39.80¦40.70¦39.80¦ 39.81¦ 2.57¦ ¦
¦ +--------+-------+-----+-----+-----+--------+-------+ ¦
¦ ¦16.06.00¦ 2.55¦40.13¦42.00¦40.13¦ 38.67¦ 1.12¦ ¦
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 ¦ 272 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25014 ¦ 15.03.2001 ¦ 272 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25018 ¦ 27.09.2000 ¦ 103 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25020 ¦ 25.10.2000 ¦ 131 ¦ 12.00 ¦ 59.84 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25021 ¦ 19.07.2000 ¦ 33 ¦ 15.00 ¦ 74.79 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25023 ¦ 13.09.2000 ¦ 89 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25024 ¦ 16.08.2000 ¦ 61 ¦ 20.00 ¦ 99.73 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25026 ¦ 27.11.2000 ¦ 164 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25027 ¦ 27.11.2000 ¦ 164 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25028 ¦ 27.11.2000 ¦ 164 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25029 ¦ 27.11.2000 ¦ 164 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26001 ¦ 15.03.2001 ¦ 272 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26002 ¦ 15.03.2001 ¦ 272 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26003 ¦ 15.03.2001 ¦ 272 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26032 ¦ 27.11.2000 ¦ 164 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27001 ¦ 09.08.2000 ¦ 54 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27002 ¦ 23.08.2000 ¦ 68 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27003 ¦ 06.09.2000 ¦ 82 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27004 ¦ 21.06.2000 ¦ 5 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27005 ¦ 12.07.2000 ¦ 26 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27006 ¦ 26.07.2000 ¦ 40 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27007 ¦ 09.08.2000 ¦ 54 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27008 ¦ 23.08.2000 ¦ 68 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27009 ¦ 06.09.2000 ¦ 82 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27010 ¦ 21.06.2000 ¦ 5 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27011 ¦ 12.07.2000 ¦ 26 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27012 ¦ 22.11.2000 ¦ 159 ¦ 15.00 ¦ 0.75 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 28001 ¦ 26.07.2000 ¦ 40 ¦ 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¦ 19 ¦ 1 ¦ 2 ¦ ¦ 2500.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21137 ¦19.04.00¦15.11.00¦ 152 ¦ 1 ¦ 7 ¦ ¦ 1885.366¦ 614.634¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21138 ¦23.02.00¦06.09.00¦ 82 ¦ 1 ¦ 18 ¦ ¦ 2500.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21140 ¦19.04.00¦19.07.00¦ 33 ¦ 1 ¦ ¦ ¦ 2409.282¦ 90.718¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21141 ¦07.06.00¦04.10.00¦ 110 ¦ 1 ¦ ¦ ¦ 2926.504¦ 73.496¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25013 ¦15.03.97¦15.03.01¦ 272 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 637 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25018 ¦01.10.97¦27.09.00¦ 103 ¦ 4 ¦ 21 ¦ 3 ¦ 10219.585¦ 202.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25020 ¦29.10.97¦25.10.00¦ 131 ¦ 4 ¦ 14 ¦ 2 ¦ 11462.302¦ 1631.472¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25021 ¦21.01.98¦17.01.01¦ 215 ¦ 6 ¦ 21 ¦ ¦ 14723.818¦ 5172.167¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 453 ¦ 7 ¦ 19 ¦ ¦ 20341.394¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25024 ¦22.07.98¦15.08.01¦ 425 ¦ 1 ¦ ¦ ¦ 5655.776¦ 4343.224¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25026 ¦27.11.98¦27.11.00¦ 164 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 529 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 894 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦1259 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 547 ¦ ¦ ¦ ¦ 33135.030¦ 1826.401¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦1002 ¦ 1 ¦ ¦ ¦ 6138.415¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦1368 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦1733 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦1625 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 600 ¦ ¦ ¦ ¦ 9475.956¦ 512.794¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 705 ¦ ¦ ¦ ¦ 9475.956¦ 512.794¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 719 ¦ ¦ ¦ ¦ 9475.956¦ 512.794¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 824 ¦ ¦ ¦ ¦ 9475.956¦ 512.794¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 845 ¦ ¦ ¦ ¦ 9475.956¦ 512.794¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 950 ¦ ¦ ¦ ¦ 9475.956¦ 512.794¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 964 ¦ ¦ ¦ ¦ 9475.956¦ 512.794¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 1069¦ ¦ ¦ ¦ 9475.956¦ 512.794¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 1083¦ ¦ ¦ ¦ 9475.956¦ 512.794¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 1188¦ ¦ ¦ ¦ 9475.956¦ 512.794¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 1209¦ ¦ ¦ ¦ 9475.956¦ 512.794¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 1251¦ ¦ ¦ ¦ 4066.188¦13540.212¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 1314¦ ¦ ¦ ¦ 9475.956¦ 512.794¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ Итого ¦ ¦ ¦ ¦ ¦ ¦ ¦257061.746¦33678.709¦
L--------+--------+--------+-----+-------+------+--------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------¬
¦ ¦13.06.00¦14.06.00¦15.06.00¦16.06.00¦
+--------------------------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+
¦ ГКО ¦ 14.47¦ 14.80¦ 14.80¦ 14.48¦
+--------------------------+--------+--------+--------+--------+
¦ ОФЗ - ПД (без учета ¦ 30.57¦ 30.50¦ 30.59¦ 30.40¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 31.28¦ 30.46¦ 30.77¦ 30.41¦
+--------------------------+--------+--------+--------+--------+
¦ ОФЗ - ФД ¦ 37.14¦ 36.69¦ 37.06¦ 37.01¦
+--------------------------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+
¦ ГКО ¦ 13.97¦ 14.10¦ 14.79¦ 14.13¦
+--------------------------+--------+--------+--------+--------+
¦ ОФЗ - ПД (без учета ¦ 27.97¦ 25.64¦ 27.23¦ 25.85¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 31.28¦ 30.46¦ 30.77¦ 30.41¦
+--------------------------+--------+--------+--------+--------+
¦ ОФЗ - ФД ¦ 37.11¦ 36.88¦ 37.50¦ 36.76¦
+--------------------------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+
¦ ГКО ¦ 0.02¦ 1.53¦ 0.35¦ 0.52¦
+--------------------------+--------+--------+--------+--------+
¦ ОФЗ - ПД (без учета ¦ 0.32¦ 0.56¦ 0.43¦ 0.26¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.38¦ 1.02¦ 0.33¦ 0.23¦
+--------------------------+--------+--------+--------+--------+
¦ ОФЗ - ФД ¦ 0.54¦ 0.64¦ 0.47¦ 0.45¦
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---------¬
¦ ¦13.06.00 ¦ 14.06.00 ¦ 15.06.00 ¦16.06.00 ¦
+----------------------+---------+----------+----------+---------+
¦Номинальная стоимость,¦256753.66¦ 256755.36¦ 256755.36¦257061.75¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦
+----------------------+---------+----------+----------+---------+
¦ГКО ¦ 12221.15¦ 12221.15¦ 12221.15¦ 12221.15¦
+----------------------+---------+----------+----------+---------+
¦ОФЗ - ПД (без учета ¦ 93927.90¦ 93927.90¦ 93927.90¦ 93927.90¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦
+----------------------+---------+----------+----------+---------+
¦ Инвестиционные ¦ 33066.95¦ 33066.95¦ 33066.95¦ 33135.03¦
+----------------------+---------+----------+----------+---------+
¦ ОФЗ - ФД ¦117537.66¦ 117539.36¦ 117539.36¦117777.66¦
+----------------------+---------+----------+----------+---------+
¦Рыночная стоимость, ¦205472.26¦ 206441.37¦ 205918.49¦206485.09¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦
+----------------------+---------+----------+----------+---------+
¦ГКО ¦ 13223.27¦ 13206.56¦ 13131.45¦ 13036.87¦
+----------------------+---------+----------+----------+---------+
¦ОФЗ - ПД (без учета ¦ 80676.91¦ 80806.07¦ 80828.28¦ 80992.73¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦
+----------------------+---------+----------+----------+---------+
¦ Инвестиционные ¦ 21943.23¦ 22168.08¦ 22105.25¦ 22256.80¦
+----------------------+---------+----------+----------+---------+
¦ ОФЗ - ФД ¦ 89628.86¦ 90260.66¦ 89853.51¦ 90198.69¦
+----------------------+---------+----------+----------+---------+
¦Дюрация <*>, дней ¦ 507.17¦ 507.20¦ 505.89¦ 505.69¦
+----------------------+---------+----------+----------+---------+
¦ГКО ¦ 78.73¦ 77.72¦ 75.95¦ 75.38¦
+----------------------+---------+----------+----------+---------+
¦ОФЗ - ПД (без учета ¦ 360.84¦ 359.50¦ 358.77¦ 358.93¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦
+----------------------+---------+----------+----------+---------+
¦ Инвестиционные ¦ 550.00¦ 549.00¦ 548.00¦ 547.00¦
+----------------------+---------+----------+----------+---------+
¦ ОФЗ - ФД ¦ 691.60¦ 691.99¦ 690.71¦ 689.48¦
L----------------------+---------+----------+----------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

<ИНФОРМАЦИЯ> ЦБ РФ БАНКИ, ИМЕЮЩИЕ РАЗРЕШЕНИЕ БАНКА РОССИИ НА ОТКРЫТИЕ И ВЕДЕНИЕ СЧЕТОВ ТИПА С ПО СОСТОЯНИЮ НА 16.06.2000  »
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