БЮЛЛЕТЕНЬ ЦБ РФ от 09.06.2000 n 21 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 9 июня 2000 г. N 21
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 328.218 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 ¦06.06.00¦120.10¦120.10¦120.10¦ -210.64¦ 0.55¦ 21136¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦08.06.00¦119.00¦122.00¦119.00¦ -225.68¦ 1.67¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦09.06.00¦121.00¦121.25¦121.00¦ -244.03¦ 113.00¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦19.07.00 ¦05.06.00¦ 98.80¦ 98.80¦ 98.80¦ 10.08¦ 0.09¦ 21140¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦06.06.00¦ 98.50¦ 98.50¦ 98.50¦ 12.93¦ 0.09¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦08.06.00¦ 98.50¦ 98.50¦ 98.50¦ 13.56¦ 13.44¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦09.06.00¦ 98.50¦ 98.90¦ 98.90¦ 12.96¦ 7.83¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦06.09.00 ¦06.06.00¦111.00¦117.00¦111.00¦ -57.36¦ 0.06¦ 21138¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦08.06.00¦117.50¦117.50¦117.50¦ -60.40¦ 0.02¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦04.10.00 ¦08.06.00¦ 95.38¦ 95.52¦ 95.38¦ 14.71¦ 4.09¦ 21141¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦09.06.00¦ 95.50¦ 95.70¦ 95.50¦ 14.67¦ 2.37¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦15.11.00 ¦05.06.00¦108.00¦108.00¦108.00¦ -16.59¦ 25.00¦ 21137¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦06.06.00¦108.00¦108.00¦108.00¦ -16.69¦ 100.00¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦07.06.00¦108.50¦108.60¦108.60¦ -17.80¦ 60.00¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦08.06.00¦110.50¦110.50¦110.50¦ -21.68¦ 0.01¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 5551.206 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)¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦10.06.00 ¦05.06.00¦ 19.78¦100.03¦100.03¦100.03¦ 16.01¦ 0.47 ¦ 25016¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.06.00¦ 20.00¦ 99.89¦ 99.89¦ 99.89¦ 65.20¦ 0.00 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦27.09.00 ¦05.06.00¦ 2.61¦ 99.00¦ 99.13¦ 99.13¦ 17.49¦ 10.22 ¦ 25018¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.06.00¦ 2.65¦ 99.01¦ 99.40¦ 99.34¦ 16.85¦ 31.57 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.06.00¦ 2.69¦ 98.45¦ 99.40¦ 99.35¦ 16.68¦ 18.84 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.06.00¦ 2.72¦ 99.30¦ 99.60¦ 99.54¦ 16.10¦ 10.34 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.06.00¦ 2.76¦ 99.51¦ 99.65¦ 99.60¦ 15.77¦ 12.33 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦25.10.00 ¦05.06.00¦ 1.32¦ 98.09¦ 98.16¦ 98.16¦ 17.82¦ 74.93 ¦ 25020¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.06.00¦ 1.35¦ 98.10¦ 98.79¦ 98.10¦ 17.76¦ 47.52 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.06.00¦ 1.38¦ 97.55¦ 98.44¦ 98.41¦ 17.92¦ 82.62 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.06.00¦ 1.41¦ 98.34¦ 98.70¦ 98.40¦ 17.00¦ 53.10 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.06.00¦ 1.45¦ 98.50¦ 98.80¦ 98.80¦ 16.26¦ 16.78 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦17.01.01 ¦05.06.00¦ 5.67¦ 95.97¦ 96.50¦ 96.10¦ 23.21¦ 99.95 ¦ 25021¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.06.00¦ 5.71¦ 96.00¦ 96.19¦ 96.02¦ 23.21¦131.21 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.06.00¦ 5.75¦ 96.00¦ 96.28¦ 96.16¦ 23.20¦ 62.58 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.06.00¦ 5.79¦ 96.20¦ 96.40¦ 96.40¦ 22.84¦158.20 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.06.00¦ 5.84¦ 96.60¦ 97.00¦ 97.00¦ 21.75¦ 18.87 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.01 ¦05.06.00¦ 2.25¦ 88.00¦ 88.00¦ 88.00¦ 29.08¦ 0.87 ¦ 25013¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.06.00¦ 2.27¦ 89.70¦ 89.70¦ 89.70¦ 26.07¦ 0.50 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.06.00¦ 2.30¦ 90.70¦ 90.70¦ 90.70¦ 24.37¦ 0.37 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.06.00¦ 2.36¦ 90.11¦ 92.00¦ 92.00¦ 25.38¦ 1.03 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.08.01 ¦05.06.00¦ 6.03¦ 89.55¦ 89.60¦ 89.60¦ 33.29¦ 1.52 ¦ 25024¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.06.00¦ 6.08¦ 89.45¦ 90.75¦ 90.75¦ 32.81¦ 5.09 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.06.00¦ 6.19¦ 92.30¦ 92.98¦ 92.98¦ 29.57¦ 30.33 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.06.00¦ 6.25¦ 92.50¦ 93.81¦ 93.80¦ 28.96¦ 19.43 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦12.09.01 ¦05.06.00¦ 3.15¦ 81.85¦ 82.09¦ 82.05¦ 34.88¦ 46.19 ¦ 25023¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.06.00¦ 3.18¦ 82.57¦ 83.20¦ 82.90¦ 33.54¦160.98 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.06.00¦ 3.22¦ 83.18¦ 84.10¦ 83.80¦ 32.41¦ 53.28 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.06.00¦ 3.26¦ 84.40¦ 85.20¦ 84.85¦ 30.98¦250.82 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.06.00¦ 3.30¦ 85.15¦ 85.75¦ 85.32¦ 30.36¦ 98.85 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.12.01 ¦05.06.00¦ 0.00¦ 62.50¦ 63.50¦ 63.49¦ 34.84¦ 62.35 ¦ 25030¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.06.00¦ 0.00¦ 62.50¦ 64.75¦ 64.10¦ 33.85¦ 45.70 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.06.00¦ 0.00¦ 65.00¦ 66.00¦ 65.40¦ 31.83¦119.33 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.06.00¦ 0.00¦ 65.40¦ 66.40¦ 66.20¦ 31.52¦178.80 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.06.00¦ 0.00¦ 66.00¦ 66.64¦ 66.26¦ 31.25¦339.80 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦06.02.02 ¦05.06.00¦ 1.80¦ 81.25¦ 81.71¦ 81.54¦ 39.11¦ 83.17 ¦ 27001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.06.00¦ 1.80¦ 81.83¦ 82.65¦ 82.65¦ 38.24¦ 33.09 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.06.00¦ 1.90¦ 82.20¦ 83.80¦ 82.42¦ 37.32¦ 42.74 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.06.00¦ 2.00¦ 83.19¦ 84.10¦ 84.10¦ 36.40¦ 53.85 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.06.00¦ 2.00¦ 84.22¦ 84.90¦ 84.52¦ 35.37¦ 29.11 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.02 ¦06.06.00¦ 2.27¦ 66.00¦ 66.51¦ 66.51¦ 39.85¦ 3.57 ¦ 25014¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.06.00¦ 2.30¦ 67.00¦ 67.00¦ 67.00¦ 38.85¦ 1.00 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.06.00¦ 2.36¦ 68.00¦ 68.50¦ 68.50¦ 37.47¦ 3.16 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.05.02 ¦05.06.00¦ 0.80¦ 78.20¦ 78.45¦ 78.40¦ 39.63¦ 53.32 ¦ 27002¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.06.00¦ 0.90¦ 78.50¦ 79.60¦ 79.60¦ 38.71¦ 20.49 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.06.00¦ 1.00¦ 79.70¦ 81.00¦ 80.05¦ 37.56¦ 12.30 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.06.00¦ 1.00¦ 80.20¦ 81.79¦ 81.79¦ 36.49¦ 77.09 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.06.00¦ 1.10¦ 82.00¦ 82.69¦ 82.20¦ 35.33¦ 15.71 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.06.02 ¦05.06.00¦ 6.10¦ 78.00¦ 78.38¦ 78.38¦ 39.65¦ 16.02 ¦ 27003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.06.00¦ 6.10¦ 78.40¦ 79.30¦ 79.25¦ 38.64¦ 34.44 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.06.00¦ 0.00¦ 79.50¦ 80.76¦ 79.90¦ 37.63¦ 32.36 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.06.00¦ 0.10¦ 80.20¦ 81.50¦ 81.50¦ 36.77¦ 40.25 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.06.00¦ 0.10¦ 82.00¦ 82.80¦ 82.33¦ 35.42¦ 26.03 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦18.09.02 ¦05.06.00¦ 5.10¦ 75.15¦ 75.46¦ 75.20¦ 40.23¦ 51.04 ¦ 27004¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.06.00¦ 5.20¦ 75.19¦ 76.50¦ 76.44¦ 39.63¦ 45.68 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.06.00¦ 5.20¦ 76.53¦ 77.35¦ 76.65¦ 38.67¦ 20.57 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.06.00¦ 5.30¦ 77.20¦ 78.09¦ 78.02¦ 37.77¦ 39.16 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.06.00¦ 5.40¦ 78.76¦ 79.40¦ 79.17¦ 36.36¦ 27.01 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦09.10.02 ¦05.06.00¦ 3.70¦ 72.27¦ 72.50¦ 72.35¦ 40.52¦ 46.89 ¦ 27005¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.06.00¦ 3.70¦ 72.55¦ 73.60¦ 73.60¦ 39.77¦ 29.37 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.06.00¦ 3.80¦ 73.60¦ 74.17¦ 73.70¦ 38.99¦ 6.78 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.06.00¦ 3.90¦ 73.91¦ 75.10¦ 75.10¦ 38.34¦ 57.47 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.06.00¦ 4.00¦ 75.20¦ 76.30¦ 75.65¦ 37.03¦ 39.91 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.01.03 ¦05.06.00¦ 2.70¦ 69.60¦ 70.00¦ 69.77¦ 40.52¦ 16.73 ¦ 27006¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.06.00¦ 2.80¦ 69.90¦ 70.70¦ 70.70¦ 40.00¦107.68 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.06.00¦ 2.90¦ 70.50¦ 71.58¦ 70.60¦ 39.00¦ 87.71 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.06.00¦ 2.90¦ 71.36¦ 71.90¦ 71.85¦ 38.75¦ 29.79 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.06.00¦ 3.00¦ 72.00¦ 73.00¦ 72.57¦ 37.82¦ 49.87 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.02.03 ¦05.06.00¦ 1.80¦ 69.60¦ 69.77¦ 69.72¦ 40.68¦ 62.27 ¦ 27007¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.06.00¦ 1.80¦ 69.89¦ 70.84¦ 70.84¦ 39.80¦119.78 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.06.00¦ 1.90¦ 71.12¦ 71.43¦ 71.20¦ 39.02¦ 32.86 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.06.00¦ 2.00¦ 71.35¦ 72.20¦ 72.20¦ 38.75¦ 19.07 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.06.00¦ 2.00¦ 72.20¦ 72.95¦ 72.61¦ 37.87¦ 26.69 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.03 ¦05.06.00¦ 2.25¦ 52.30¦ 52.30¦ 52.30¦ 42.00¦ 1.00 ¦ 26001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.06.00¦ 2.27¦ 52.70¦ 52.99¦ 52.88¦ 41.54¦ 5.78 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.06.00¦ 2.30¦ 52.98¦ 53.50¦ 53.03¦ 40.82¦ 2.18 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.06.00¦ 2.33¦ 53.05¦ 53.23¦ 53.05¦ 41.21¦ 1.30 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.05.03 ¦05.06.00¦ 0.80¦ 67.35¦ 67.45¦ 67.37¦ 40.70¦ 43.28 ¦ 27008¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.06.00¦ 0.90¦ 67.80¦ 68.55¦ 68.55¦ 39.73¦ 98.70 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.06.00¦ 1.00¦ 68.54¦ 69.40¦ 68.70¦ 38.95¦ 16.57 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.06.00¦ 1.00¦ 69.10¦ 69.55¦ 69.55¦ 38.79¦ 44.03 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.06.00¦ 1.10¦ 69.90¦ 70.95¦ 70.95¦ 37.71¦ 38.85 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦04.06.03 ¦05.06.00¦ 6.10¦ 67.22¦ 67.42¦ 67.36¦ 40.72¦ 42.09 ¦ 27009¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.06.00¦ 6.10¦ 67.89¦ 68.58¦ 68.53¦ 39.79¦ 61.04 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.06.00¦ 0.00¦ 68.40¦ 69.40¦ 68.40¦ 39.15¦ 93.78 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.06.00¦ 0.10¦ 69.00¦ 69.58¦ 69.55¦ 38.75¦ 61.62 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.06.00¦ 0.10¦ 70.00¦ 71.00¦ 71.00¦ 37.75¦ 34.12 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦17.09.03 ¦05.06.00¦ 5.10¦ 65.21¦ 65.40¦ 65.22¦ 40.75¦ 50.21 ¦ 27010¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.06.00¦ 5.20¦ 65.50¦ 70.87¦ 66.50¦ 39.67¦ 56.45 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.06.00¦ 5.20¦ 66.60¦ 67.20¦ 67.00¦ 39.09¦ 45.18 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.06.00¦ 5.30¦ 67.10¦ 67.60¦ 67.60¦ 38.79¦101.88 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.06.00¦ 5.40¦ 67.60¦ 68.95¦ 68.85¦ 37.89¦ 82.81 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦08.10.03 ¦05.06.00¦ 3.70¦ 62.80¦ 63.29¦ 63.05¦ 40.72¦ 63.86 ¦ 27011¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.06.00¦ 3.70¦ 63.46¦ 64.24¦ 64.12¦ 39.82¦ 45.75 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.06.00¦ 3.80¦ 63.73¦ 64.80¦ 63.92¦ 39.22¦ 54.50 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.06.00¦ 3.90¦ 64.55¦ 65.09¦ 65.09¦ 38.83¦ 73.14 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.06.00¦ 4.00¦ 65.28¦ 66.40¦ 66.35¦ 37.89¦ 82.32 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦19.11.03 ¦05.06.00¦ 0.50¦ 50.92¦ 50.92¦ 50.92¦ 41.10¦ 0.00 ¦ 27012¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.06.00¦ 0.50¦ 50.20¦ 51.10¦ 51.10¦ 41.10¦ 89.22 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.06.00¦ 0.60¦ 50.95¦ 51.35¦ 51.20¦ 40.82¦105.15 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.06.00¦ 0.60¦ 51.49¦ 52.55¦ 52.20¦ 39.97¦ 96.40 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.06.00¦ 0.70¦ 52.80¦ 53.21¦ 53.00¦ 38.94¦ 45.80 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.01.04 ¦05.06.00¦ 2.70¦ 61.33¦ 61.69¦ 61.60¦ 40.50¦ 40.22 ¦ 28001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.06.00¦ 2.80¦ 61.40¦ 62.40¦ 62.40¦ 39.90¦ 53.45 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.06.00¦ 2.90¦ 62.50¦ 63.30¦ 62.50¦ 38.98¦ 29.98 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.06.00¦ 2.90¦ 63.00¦ 63.48¦ 63.40¦ 38.70¦ 74.76 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.06.00¦ 3.00¦ 63.60¦ 64.80¦ 64.80¦ 37.79¦ 75.79 ¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.05 ¦05.06.00¦ 2.25¦ 38.81¦ 38.81¦ 38.81¦ 40.93¦ 0.02 ¦ 26003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦06.06.00¦ 2.27¦ 39.95¦ 40.00¦ 40.00¦ 39.78¦ 0.10 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦07.06.00¦ 2.30¦ 40.00¦ 40.00¦ 40.00¦ 39.77¦ 0.03 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦08.06.00¦ 2.33¦ 39.27¦ 40.01¦ 39.27¦ 40.08¦ 0.51 ¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦09.06.00¦ 2.36¦ 40.80¦ 41.40¦ 41.40¦ 38.81¦ 0.55 ¦ ¦
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 ¦ 279 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25014 ¦ 15.03.2001 ¦ 279 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25016 ¦ 10.06.2000 ¦ 1 ¦ 20.00 ¦ 200.55 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25018 ¦ 27.09.2000 ¦ 110 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25020 ¦ 25.10.2000 ¦ 138 ¦ 12.00 ¦ 59.84 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25021 ¦ 19.07.2000 ¦ 40 ¦ 15.00 ¦ 74.79 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25023 ¦ 13.09.2000 ¦ 96 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25024 ¦ 16.08.2000 ¦ 68 ¦ 20.00 ¦ 99.73 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25026 ¦ 27.11.2000 ¦ 171 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25027 ¦ 27.11.2000 ¦ 171 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2000 ¦ 171 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2000 ¦ 171 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2001 ¦ 279 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2001 ¦ 279 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2001 ¦ 279 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2000 ¦ 171 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27001 ¦ 09.08.2000 ¦ 61 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27002 ¦ 23.08.2000 ¦ 75 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27003 ¦ 06.09.2000 ¦ 89 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27004 ¦ 21.06.2000 ¦ 12 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27005 ¦ 12.07.2000 ¦ 33 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27006 ¦ 26.07.2000 ¦ 47 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27007 ¦ 09.08.2000 ¦ 61 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27008 ¦ 23.08.2000 ¦ 75 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27009 ¦ 06.09.2000 ¦ 89 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27010 ¦ 21.06.2000 ¦ 12 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27011 ¦ 12.07.2000 ¦ 33 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27012 ¦ 22.11.2000 ¦ 166 ¦ 15.00 ¦ 0.75 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 28001 ¦ 26.07.2000 ¦ 47 ¦ 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¦ 26 ¦ 1 ¦ 2 ¦ ¦ 2500.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21137 ¦19.04.00¦15.11.00¦ 159 ¦ 1 ¦ 7 ¦ ¦ 1885.366¦ 614.634¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21138 ¦23.02.00¦06.09.00¦ 89 ¦ 1 ¦ 18 ¦ ¦ 2500.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21140 ¦19.04.00¦19.07.00¦ 40 ¦ 1 ¦ ¦ ¦ 2409.282¦ 90.718¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21141 ¦07.06.00¦04.10.00¦ 117 ¦ 1 ¦ ¦ ¦ 2926.504¦ 73.496¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25013 ¦15.03.97¦15.03.01¦ 279 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 644 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25016 ¦10.06.97¦10.06.00¦ 1 ¦ 2 ¦ 8 ¦ ¦ 3050.833¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25018 ¦01.10.97¦27.09.00¦ 110 ¦ 4 ¦ 21 ¦ 3 ¦ 10219.585¦ 202.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25020 ¦29.10.97¦25.10.00¦ 138 ¦ 4 ¦ 14 ¦ 2 ¦ 11462.302¦ 1631.472¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25021 ¦21.01.98¦17.01.01¦ 222 ¦ 6 ¦ 21 ¦ ¦ 14723.818¦ 5172.167¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 460 ¦ 7 ¦ 19 ¦ ¦ 20341.394¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25024 ¦22.07.98¦15.08.01¦ 432 ¦ 1 ¦ ¦ ¦ 5655.776¦ 4343.224¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25026 ¦27.11.98¦27.11.00¦ 171 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 536 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 901 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦1266 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 554 ¦ ¦ ¦ ¦ 33066.373¦ 1895.058¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦1009 ¦ 1 ¦ ¦ ¦ 6138.415¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦1375 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦1740 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦1632 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 607 ¦ ¦ ¦ ¦ 9455.933¦ 532.818¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 712 ¦ ¦ ¦ ¦ 9455.933¦ 532.818¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 726 ¦ ¦ ¦ ¦ 9455.933¦ 532.818¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 831 ¦ ¦ ¦ ¦ 9455.933¦ 532.818¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 852 ¦ ¦ ¦ ¦ 9455.933¦ 532.818¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 957 ¦ ¦ ¦ ¦ 9455.933¦ 532.818¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 971 ¦ ¦ ¦ ¦ 9455.933¦ 532.818¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦1076 ¦ ¦ ¦ ¦ 9455.933¦ 532.818¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦1090 ¦ ¦ ¦ ¦ 9455.933¦ 532.818¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦1195 ¦ ¦ ¦ ¦ 9455.933¦ 532.818¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦1216 ¦ ¦ ¦ ¦ 9455.933¦ 532.818¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦1258 ¦ ¦ ¦ ¦ 4064.485¦13541.915¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦1321 ¦ ¦ ¦ ¦ 9455.933¦ 532.818¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ Итого ¦ ¦ ¦ ¦ ¦ ¦ ¦259801.933¦33989.354¦
L--------+--------+--------+-----+-------+------+--------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦05.06.00¦06.06.00¦07.06.00¦08.06.00¦09.06.00¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 10.08¦ 12.93¦ 15.34¦ 14.45¦ 14.28¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ - ПД (без учета ¦ 33.29¦ 32.47¦ 31.82¦ 31.17¦ 30.55¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 34.84¦ 33.85¦ 31.83¦ 31.52¦ 31.25¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ - ФД ¦ 40.40¦ 39.59¦ 38.78¦ 38.27¦ 37.21¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 10.08¦ 12.93¦ 0.00 ¦ 14.09¦ 13.75¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ - ПД (без учета ¦ 26.10¦ 29.42¦ 25.99¦ 28.28¦ 28.77¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 34.84¦ 33.85¦ 31.83¦ 31.52¦ 31.25¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ - ФД ¦ 40.35¦ 39.82¦ 39.17¦ 38.43¦ 37.57¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.27¦ 1.06¦ 0.50¦ 0.15¦ 1.11¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ - ПД (без учета ¦ 0.28¦ 0.44¦ 0.26¦ 0.57¦ 0.19¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.19¦ 0.14¦ 0.36¦ 0.54¦ 1.03¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ - ФД ¦ 0.49¦ 0.65¦ 0.46¦ 0.63¦ 0.47¦
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---------¬
¦ ¦ 05.06.00¦ 06.06.00¦ 07.06.00¦ 08.06.00¦ 09.06.00¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦256631.06¦256771.20¦259782.40¦259798.53¦259801.93¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 9134.65¦ 9234.65¦ 12221.15¦ 12221.15¦ 12221.15¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ - ПД (без учета ¦ 96978.73¦ 96978.73¦ 96978.73¦ 96978.73¦ 96978.73¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 33059.13¦ 33059.13¦ 33066.18¦ 33066.37¦ 33066.37¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ - ФД ¦117458.55¦117498.69¦117516.33¦117532.27¦117535.68¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦199318.59¦201605.64¦205240.12¦206576.77¦208479.10¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 9977.02¦ 10269.54¦ 13123.15¦ 13188.61¦ 13217.49¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ - ПД (без учета ¦ 82203.61¦ 82905.52¦ 83283.09¦ 83731.98¦ 84137.31¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 20933.04¦ 21187.59¦ 21704.64¦ 21800.66¦ 21883.33¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ - ФД ¦ 86204.92¦ 87242.99¦ 87129.23¦ 87855.51¦ 89240.96¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 501.17¦ 501.90¦ 500.43¦ 500.01¦ 501.70¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 75.44¦ 75.70¦ 84.57¦ 83.84¦ 82.72¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ - ПД (без учета ¦ 348.20¦ 349.32¦ 349.12¦ 347.95¦ 348.49¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 558.00¦ 557.00¦ 556.00¦ 555.00¦ 554.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ - ФД ¦ 682.51¦ 683.69¦ 693.85¦ 693.77¦ 695.37¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

ПРИКАЗ Минкультуры РФ от 09.06.2000 n 393 О БЛАНКАХ СТРОГОЙ ОТЧЕТНОСТИ  »
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