БЮЛЛЕТЕНЬ ЦБ РФ от 02.06.2000 n 20 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 2 июня 2000 г. N 20
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 148.314 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.)¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦31.05.00 ¦30.05.00¦ 99.82¦ 99.89¦ 99.82¦ 40.19¦ 2.02¦ 21139¦
+---------+--------+------+------+------+--------+-------+-------+
¦05.07.00 ¦30.05.00¦120.00¦120.00¦120.00¦ -168.98¦ 0.90¦ 21136¦
+---------+--------+------+------+------+--------+-------+-------+
¦15.11.00 ¦29.05.00¦107.50¦107.60¦107.60¦ -14.98¦ 145.39¦ 21137¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 2602.988 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 ¦29.05.00¦ 19.40 ¦100.00¦100.25¦100.25¦ 13.48 ¦ 1.29¦ 25016¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.05.00¦ 19.45 ¦100.06¦100.10¦100.06¦ 15.59 ¦ 2.02¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦27.09.00 ¦29.05.00¦ 2.34 ¦ 98.34¦ 98.38¦ 98.35¦ 20.02 ¦ 19.87¦ 25018¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.05.00¦ 2.38 ¦ 98.35¦ 98.47¦ 98.41¦ 19.89 ¦ 58.12¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.05.00¦ 2.42 ¦ 98.56¦ 98.75¦ 98.71¦ 18.98 ¦ 7.46¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.06.00¦ 2.46 ¦ 98.75¦ 99.10¦ 99.00¦ 17.83 ¦ 19.75¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.06.00¦ 2.49 ¦ 99.00¦ 99.05¦ 99.01¦ 17.82 ¦ 16.22¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦25.10.00 ¦29.05.00¦ 1.09 ¦ 97.25¦ 97.30¦ 97.25¦ 20.11 ¦ 9.50¦ 25020¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.05.00¦ 1.12 ¦ 97.25¦ 97.36¦ 97.35¦ 19.98 ¦ 42.02¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.05.00¦ 1.15 ¦ 97.49¦ 98.19¦ 98.19¦ 19.31 ¦ 38.47¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.06.00¦ 1.18 ¦ 97.87¦ 98.00¦ 97.94¦ 18.27 ¦ 48.76¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.06.00¦ 1.22 ¦ 98.00¦ 98.08¦ 98.06¦ 18.04 ¦ 4.38¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦17.01.01 ¦29.05.00¦ 5.38 ¦ 95.00¦ 95.15¦ 95.01¦ 25.14 ¦ 80.20¦ 25021¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.05.00¦ 5.42 ¦ 94.90¦ 95.20¦ 95.00¦ 25.08 ¦ 191.55¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.05.00¦ 5.47 ¦ 95.06¦ 96.31¦ 96.31¦ 23.41 ¦ 16.17¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.06.00¦ 5.51 ¦ 95.80¦ 96.70¦ 96.15¦ 22.81 ¦ 42.73¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.06.00¦ 5.55 ¦ 95.85¦ 96.30¦ 95.92¦ 23.27 ¦ 40.35¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.01 ¦02.06.00¦ 2.16 ¦ 87.50¦ 87.50¦ 87.50¦ 29.81 ¦ 0.36¦ 25013¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.08.01 ¦29.05.00¦ 5.64 ¦ 88.50¦ 88.50¦ 88.50¦ 34.53 ¦ 0.53¦ 25024¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.05.00¦ 5.70 ¦ 88.50¦ 88.54¦ 88.53¦ 34.52 ¦ 3.17¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.05.00¦ 5.75 ¦ 88.50¦ 88.79¦ 88.50¦ 34.40 ¦ 2.22¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.06.00¦ 5.81 ¦ 89.10¦ 89.27¦ 89.27¦ 33.70 ¦ 6.60¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.06.00¦ 5.86 ¦ 88.70¦ 88.70¦ 88.70¦ 34.38 ¦ 3.67¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦12.09.01 ¦29.05.00¦ 2.88 ¦ 80.29¦ 80.40¦ 80.40¦ 36.84 ¦ 3.84¦ 25023¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.05.00¦ 2.92 ¦ 80.30¦ 80.46¦ 80.38¦ 36.84 ¦ 33.74¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.05.00¦ 2.95 ¦ 80.42¦ 81.05¦ 81.02¦ 36.13 ¦ 24.95¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.06.00¦ 2.99 ¦ 81.40¦ 81.69¦ 81.59¦ 35.14 ¦ 24.78¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.06.00¦ 3.03 ¦ 81.00¦ 81.59¦ 81.05¦ 35.83 ¦ 45.01¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.12.01 ¦29.05.00¦ 0.00 ¦ 61.50¦ 61.80¦ 61.80¦ 36.75 ¦ 0.92¦ 25030¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.05.00¦ 0.00 ¦ 61.14¦ 61.65¦ 61.65¦ 37.02 ¦ 4.85¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.05.00¦ 0.00 ¦ 61.58¦ 62.05¦ 62.00¦ 36.49 ¦ 94.97¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.06.00¦ 0.00 ¦ 62.16¦ 62.31¦ 62.30¦ 36.02 ¦ 99.75¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.06.00¦ 0.00 ¦ 62.10¦ 62.70¦ 62.50¦ 35.91 ¦ 70.86¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦06.02.02 ¦29.05.00¦ 1.30 ¦ 80.56¦ 80.80¦ 80.56¦ 39.97 ¦ 23.15¦ 27001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.05.00¦ 1.40 ¦ 80.50¦ 80.69¦ 80.60¦ 40.08 ¦ 84.95¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.05.00¦ 1.40 ¦ 80.65¦ 81.15¦ 81.09¦ 39.71 ¦ 28.83¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.06.00¦ 1.50 ¦ 81.00¦ 81.72¦ 81.27¦ 39.10 ¦ 23.12¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.06.00¦ 1.60 ¦ 80.85¦ 81.20¦ 81.10¦ 39.61 ¦ 33.18¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.05.02 ¦29.05.00¦ 0.30 ¦ 77.65¦ 77.96¦ 77.80¦ 40.39 ¦ 19.98¦ 27002¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.05.00¦ 0.40 ¦ 77.72¦ 77.75¦ 77.75¦ 40.31 ¦ 17.44¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.05.00¦ 0.50 ¦ 77.65¦ 77.93¦ 77.91¦ 40.09 ¦ 8.55¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.06.00¦ 0.50 ¦ 78.06¦ 78.45¦ 78.45¦ 39.65 ¦ 52.27¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.06.00¦ 0.60 ¦ 77.50¦ 78.10¦ 77.90¦ 40.21 ¦ 35.26¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.06.02 ¦29.05.00¦ 5.60 ¦ 77.15¦ 77.25¦ 77.15¦ 40.70 ¦ 8.34¦ 27003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.05.00¦ 5.70 ¦ 77.15¦ 77.40¦ 77.40¦ 40.65 ¦ 13.49¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.05.00¦ 5.70 ¦ 77.37¦ 77.66¦ 77.60¦ 40.44 ¦ 26.72¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.06.00¦ 5.80 ¦ 77.60¦ 78.00¦ 77.80¦ 40.11 ¦ 16.82¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.06.00¦ 5.90 ¦ 77.13¦ 77.50¦ 77.18¦ 40.63 ¦ 33.63¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦18.09.02 ¦29.05.00¦ 4.60 ¦ 74.71¦ 74.81¦ 74.80¦ 40.71 ¦ 9.01¦ 27004¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.05.00¦ 4.70 ¦ 74.60¦ 74.78¦ 74.75¦ 40.78 ¦ 13.46¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.05.00¦ 4.80 ¦ 74.75¦ 75.60¦ 74.92¦ 40.52 ¦ 22.80¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.06.00¦ 4.80 ¦ 74.74¦ 75.50¦ 74.74¦ 40.57 ¦ 57.73¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.06.00¦ 4.90 ¦ 74.60¦ 74.92¦ 74.60¦ 40.81 ¦ 25.09¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦09.10.02 ¦29.05.00¦ 3.20 ¦ 72.00¦ 72.07¦ 72.06¦ 40.92 ¦ 3.04¦ 27005¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.05.00¦ 3.30 ¦ 71.70¦ 72.00¦ 71.70¦ 41.09 ¦ 6.64¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.05.00¦ 3.30 ¦ 71.86¦ 72.31¦ 72.30¦ 40.79 ¦ 6.13¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.06.00¦ 3.40 ¦ 72.17¦ 72.99¦ 72.26¦ 40.22 ¦ 40.30¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.06.00¦ 3.50 ¦ 71.90¦ 72.20¦ 71.96¦ 40.99 ¦ 11.67¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦22.01.03 ¦29.05.00¦ 2.20 ¦ 69.10¦ 69.41¦ 69.10¦ 41.04 ¦ 6.49¦ 27006¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.05.00¦ 2.30 ¦ 69.10¦ 69.44¦ 69.25¦ 41.04 ¦ 8.50¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.05.00¦ 2.40 ¦ 69.35¦ 69.63¦ 69.45¦ 40.78 ¦ 22.96¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.06.00¦ 2.50 ¦ 69.31¦ 70.04¦ 69.31¦ 40.62 ¦ 16.16¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.06.00¦ 2.50 ¦ 69.30¦ 69.56¦ 69.37¦ 41.00 ¦ 13.20¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦05.02.03 ¦29.05.00¦ 1.30 ¦ 69.10¦ 69.50¦ 69.11¦ 41.15 ¦ 10.87¦ 27007¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.05.00¦ 1.40 ¦ 69.15¦ 69.38¦ 69.38¦ 40.99 ¦ 36.56¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.05.00¦ 1.40 ¦ 69.43¦ 69.67¦ 69.64¦ 40.75 ¦ 15.61¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.06.00¦ 1.50 ¦ 69.50¦ 70.11¦ 69.50¦ 40.41 ¦ 26.64¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.06.00¦ 1.60 ¦ 67.52¦ 69.57¦ 69.33¦ 41.17 ¦ 39.44¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.03 ¦29.05.00¦ 2.06 ¦ 51.50¦ 51.51¦ 51.50¦ 42.69 ¦ 0.10¦ 26001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.05.00¦ 2.11 ¦ 51.60¦ 51.60¦ 51.60¦ 42.63 ¦ 0.04¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.05.03 ¦29.05.00¦ 0.30 ¦ 66.87¦ 67.30¦ 66.87¦ 41.16 ¦ 52.52¦ 27008¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.05.00¦ 0.40 ¦ 66.95¦ 67.47¦ 67.10¦ 41.00 ¦ 27.32¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.05.00¦ 0.50 ¦ 67.27¦ 67.56¦ 67.32¦ 40.69 ¦ 55.92¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.06.00¦ 0.50 ¦ 67.21¦ 67.88¦ 67.42¦ 40.46 ¦ 38.18¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.06.00¦ 0.60 ¦ 66.90¦ 67.50¦ 67.07¦ 40.96 ¦ 24.06¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦04.06.03 ¦29.05.00¦ 5.60 ¦ 66.83¦ 67.45¦ 66.83¦ 41.23 ¦ 31.90¦ 27009¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.05.00¦ 5.70 ¦ 66.80¦ 66.99¦ 66.97¦ 41.12 ¦ 12.65¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.05.00¦ 5.70 ¦ 67.13¦ 67.47¦ 67.38¦ 40.75 ¦ 17.13¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.06.00¦ 5.80 ¦ 67.19¦ 67.86¦ 67.19¦ 40.48 ¦ 37.43¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.06.00¦ 5.90 ¦ 66.81¦ 67.26¦ 67.00¦ 40.99 ¦ 13.53¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦17.09.03 ¦29.05.00¦ 4.60 ¦ 65.30¦ 65.40¦ 65.37¦ 40.74 ¦ 2.18¦ 27010¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.05.00¦ 4.70 ¦ 65.10¦ 65.30¦ 65.13¦ 40.84 ¦ 11.81¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.05.00¦ 4.80 ¦ 65.15¦ 65.52¦ 65.29¦ 40.78 ¦ 103.83¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.06.00¦ 4.80 ¦ 65.21¦ 66.05¦ 65.40¦ 40.31 ¦ 31.33¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.06.00¦ 4.90 ¦ 64.90¦ 65.40¦ 65.13¦ 40.94 ¦ 31.01¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦08.10.03 ¦29.05.00¦ 3.20 ¦ 62.90¦ 63.19¦ 63.10¦ 40.67 ¦ 6.72¦ 27011¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.05.00¦ 3.30 ¦ 62.73¦ 63.10¦ 62.85¦ 40.86 ¦ 6.27¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.05.00¦ 3.30 ¦ 62.80¦ 63.00¦ 63.00¦ 40.73 ¦ 37.92¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.06.00¦ 3.40 ¦ 63.02¦ 63.65¦ 63.30¦ 40.36 ¦ 44.50¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.06.00¦ 3.50 ¦ 62.50¦ 63.15¦ 62.63¦ 41.02 ¦ 14.11¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦19.11.03 ¦30.05.00¦ 0.20 ¦ 50.07¦ 50.35¦ 50.35¦ 41.92 ¦ 4.00¦ 27012¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.05.00¦ 0.30 ¦ 50.25¦ 50.30¦ 50.25¦ 41.73 ¦ 17.73¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.06.00¦ 0.30 ¦ 50.25¦ 51.02¦ 50.25¦ 41.39 ¦ 13.58¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦21.01.04 ¦29.05.00¦ 2.20 ¦ 61.30¦ 61.52¦ 61.41¦ 40.64 ¦ 2.25¦ 28001¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦30.05.00¦ 2.30 ¦ 61.10¦ 61.35¦ 61.20¦ 40.72 ¦ 7.56¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.05.00¦ 2.40 ¦ 61.42¦ 61.70¦ 61.55¦ 40.42 ¦ 12.60¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.06.00¦ 2.50 ¦ 61.50¦ 61.95¦ 61.50¦ 40.23 ¦ 28.83¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.06.00¦ 2.50 ¦ 60.86¦ 61.50¦ 61.18¦ 40.81 ¦ 38.39¦ ¦
+---------+--------+-------+------+------+------+--------+-------+------+
¦15.03.05 ¦30.05.00¦ 2.08 ¦ 36.78¦ 36.78¦ 36.78¦ 43.00 ¦ 0.02¦ 26003¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦31.05.00¦ 2.11 ¦ 38.98¦ 39.00¦ 39.00¦ 40.68 ¦ 0.49¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦01.06.00¦ 2.14 ¦ 40.00¦ 40.00¦ 40.00¦ 39.70 ¦ 0.00¦ ¦
¦ +--------+-------+------+------+------+--------+-------+ ¦
¦ ¦02.06.00¦ 2.16 ¦ 40.00¦ 40.00¦ 40.00¦ 39.71 ¦ 0.01¦ ¦
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 ¦ 286 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25014 ¦ 15.03.2001 ¦ 286 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25016 ¦ 10.06.2000 ¦ 8 ¦ 20.00 ¦ 200.55 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25018 ¦ 27.09.2000 ¦ 117 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25020 ¦ 25.10.2000 ¦ 145 ¦ 12.00 ¦ 59.84 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25021 ¦ 19.07.2000 ¦ 47 ¦ 15.00 ¦ 74.79 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25023 ¦ 13.09.2000 ¦ 103 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25024 ¦ 16.08.2000 ¦ 75 ¦ 20.00 ¦ 99.73 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25026 ¦ 27.11.2000 ¦ 178 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25027 ¦ 27.11.2000 ¦ 178 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26028 ¦ 27.11.2000 ¦ 178 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2000 ¦ 178 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2001 ¦ 286 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2001 ¦ 286 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2001 ¦ 286 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2000 ¦ 178 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27001 ¦ 09.08.2000 ¦ 68 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27002 ¦ 23.08.2000 ¦ 82 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27003 ¦ 07.06.2000 ¦ 5 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27004 ¦ 21.06.2000 ¦ 19 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27005 ¦ 12.07.2000 ¦ 40 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27006 ¦ 26.07.2000 ¦ 54 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27007 ¦ 09.08.2000 ¦ 68 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27008 ¦ 23.08.2000 ¦ 82 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27009 ¦ 07.06.2000 ¦ 5 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27010 ¦ 21.06.2000 ¦ 19 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27011 ¦ 12.07.2000 ¦ 40 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 27012 ¦ 22.11.2000 ¦ 173 ¦ 15.00 ¦ 0.75 ¦
+--------+-----------------------+-------+--------+-------------+
¦ 28001 ¦ 26.07.2000 ¦ 54 ¦ 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¦ 33¦ 1¦ 2¦ ¦ 2500.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21137 ¦19.04.00¦15.11.00¦ 166¦ 1¦ 4¦ ¦ 1700.366¦ 799.634¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21138 ¦23.02.00¦06.09.00¦ 96¦ 1¦ 18¦ ¦ 2500.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21140 ¦19.04.00¦19.07.00¦ 47¦ 1¦ ¦ ¦ 2409.282¦ 90.718¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25013 ¦15.03.97¦15.03.01¦ 286¦ 1¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 651¦ 1¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25016 ¦10.06.97¦10.06.00¦ 8¦ 2¦ 8¦ ¦ 3050.833¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25018 ¦01.10.97¦27.09.00¦ 117¦ 4¦ 21¦ 3¦ 10219.585¦ 202.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25020 ¦29.10.97¦25.10.00¦ 145¦ 4¦ 14¦ 2¦ 11462.302¦ 1631.472¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25021 ¦21.01.98¦17.01.01¦ 229¦ 6¦ 21¦ ¦ 14723.818¦ 5172.167¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 467¦ 7¦ 19¦ ¦ 20341.394¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25024 ¦22.07.98¦15.08.01¦ 439¦ 1¦ ¦ ¦ 5655.776¦ 4343.224¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25026 ¦27.11.98¦27.11.00¦ 178¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 543¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 908¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 1273¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 561¦ ¦ ¦ ¦ 33059.125¦ 1902.306¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 1016¦ 1¦ ¦ ¦ 6138.415¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 1382¦ 1¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1747¦ 1¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 1639¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 614¦ ¦ ¦ ¦ 9454.422¦ 534.328¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 719¦ ¦ ¦ ¦ 9454.422¦ 534.328¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 733¦ ¦ ¦ ¦ 9454.422¦ 534.328¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 838¦ ¦ ¦ ¦ 9454.422¦ 534.328¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 859¦ ¦ ¦ ¦ 9454.422¦ 534.328¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 964¦ ¦ ¦ ¦ 9454.422¦ 534.328¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 978¦ ¦ ¦ ¦ 9454.422¦ 534.328¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 1083¦ ¦ ¦ ¦ 9454.422¦ 534.328¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 1097¦ ¦ ¦ ¦ 9454.422¦ 534.328¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 1202¦ ¦ ¦ ¦ 9454.422¦ 534.328¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 1223¦ ¦ ¦ ¦ 9454.422¦ 534.328¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 1265¦ ¦ ¦ ¦ 3708.034¦13898.366¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 1328¦ ¦ ¦ ¦ 9454.422¦ 534.328¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ Итого ¦ ¦ ¦ ¦ ¦ ¦ ¦256308.608¦34482.679¦
L--------+--------+--------+-----+-------+------+--------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦29.05.00¦30.05.00¦31.05.00¦01.06.00¦02.06.00¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 17.03 ¦ 19.12 ¦ 17.41 ¦ 16.12 ¦ 16.58 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ - ПД (без учета ¦ 35.39 ¦ 34.59 ¦ 33.78 ¦ 33.10 ¦ 33.64 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 36.75 ¦ 37.02 ¦ 36.49 ¦ 36.02 ¦ 35.91 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ - ФД ¦ 40.85 ¦ 40.85 ¦ 40.60 ¦ 40.28 ¦ 40.84 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 40.19 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ - ПД (без учета ¦ 25.12 ¦ 26.34 ¦ 28.53 ¦ 25.96 ¦ 30.33 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 36.75 ¦ 37.02 ¦ 36.49 ¦ 36.02 ¦ 35.91 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ - ФД ¦ 40.90 ¦ 40.68 ¦ 40.68 ¦ 40.30 ¦ 40.75 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 1.29 ¦ 0.03 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ - ПД (без учета ¦ 0.14 ¦ 0.40 ¦ 0.10 ¦ 0.17 ¦ 0.13 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.00 ¦ 0.01 ¦ 0.29 ¦ 0.30 ¦ 0.21 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ - ФД ¦ 0.15 ¦ 0.22 ¦ 0.32 ¦ 0.37 ¦ 0.27 ¦
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---------¬
¦ ¦ 29.05.00¦ 30.05.00¦ 31.05.00¦ 01.06.00¦ 02.06.00¦
+-----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость, ¦258109.52¦258109.52¦255882.28¦255883.04¦256308.61¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 11339.41¦ 11339.41¦ 9109.65¦ 9109.65¦ 9109.65¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ - ПД (без учета ¦ 96978.73¦ 96978.73¦ 96978.73¦ 96978.73¦ 96978.73¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 33058.22¦ 33058.22¦ 33058.91¦ 33059.13¦ 33059.13¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ - ФД ¦116733.16¦116733.16¦116734.99¦116735.54¦117161.10¦
+-----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦198290.45¦198281.49¦197028.05¦198004.86¦197723.24¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 12147.64¦ 12150.03¦ 9922.72¦ 9922.72¦ 9922.72¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ - ПД (без учета ¦ 81053.54¦ 80991.25¦ 81463.37¦ 81863.81¦ 81853.80¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 20363.86¦ 20320.89¦ 20460.16¦ 20585.92¦ 20628.89¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ - ФД ¦ 84725.40¦ 84819.31¦ 85181.80¦ 85632.42¦ 85317.83¦
+-----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 500.24¦ 499.38¦ 505.11¦ 504.96¦ 503.23¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 67.49¦ 66.49¦ 80.19¦ 79.19¦ 78.19¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ - ПД (без учета ¦ 353.17¦ 352.15¦ 353.05¦ 352.96¦ 351.67¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 565.00¦ 564.00¦ 563.00¦ 562.00¦ 561.00¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ - ФД ¦ 687.42¦ 686.50¦ 686.12¦ 685.90¦ 684.11¦
L-----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

РАСПОРЯЖЕНИЕ Мингосимущества РФ от 15.02.2000 n 181-р (ред. от 02.06.2000) О РАЗМЕЩЕНИИ РОССИЙСКОГО НИИ ИНФОРМАЦИОННЫХ ТЕХНОЛОГИЙ И СИСТЕМ АВТОМАТИЧЕСКОГО ПРОЕКТИРОВАНИЯ МИННАУКИ РОССИИ  »
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