БЮЛЛЕТЕНЬ ЦБ РФ от 21.04.2000 n 15 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 21 апреля 2000 г. N 15
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 77.812 млн. руб. по номиналу имела следующие параметры:
----------T--------T--------------------T----------T-------T------¬
¦ Дата ¦ Дата ¦ Цены облигаций ¦Доходность¦Оборот ¦Номер ¦
¦погашения¦ торгов +------T------T------+ (% год.) ¦ (млн. ¦выпус-¦
¦ ¦ ¦ мин. ¦макс. ¦закр. ¦ ¦ руб. ¦ка ¦
¦ ¦ ¦ ¦ ¦ ¦ ¦ по ¦(спра-¦
¦ ¦ ¦ ¦ ¦ ¦ ¦номин.)¦вочно)¦
+---------+--------+------+------+------+----------+-------+------+
¦17.05.00 ¦18.04.00¦130.00¦130.00¦130.00¦ -290.45 ¦ 9.88 ¦ 21135¦
+---------+--------+------+------+------+----------+-------+------+
¦31.05.00 ¦18.04.00¦ 98.16¦ 98.30¦ 98.25¦ 15.47 ¦ 3.09 ¦ 21139¦
¦ +--------+------+------+------+----------+-------+ ¦
¦ ¦20.04.00¦ 98.40¦ 98.57¦ 98.57¦ 13.28 ¦ 13.58 ¦ ¦
¦ +--------+------+------+------+----------+-------+ ¦
¦ ¦21.04.00¦ 98.49¦ 98.59¦ 98.59¦ 13.71 ¦ 49.91 ¦ ¦
+---------+--------+------+------+------+----------+-------+------+
¦19.07.00 ¦20.04.00¦ 96.27¦ 96.70¦ 96.70¦ 14.23 ¦ 0.53 ¦ 21140¦
¦ +--------+------+------+------+----------+-------+ ¦
¦ ¦21.04.00¦ 96.80¦ 97.50¦ 96.80¦ 13.56 ¦ 0.83 ¦ ¦
L---------+--------+------+------+------+----------+-------+-------
Торговля ОФЗ при суммарном объеме сделок за неделю 4226.757 млн. руб. по номиналу имела следующие параметры:
----------T--------T-------T--------------------T----------T-------T-------¬
¦ Дата ¦ Дата ¦Накоп- ¦ Цены облигаций ¦Доходность¦Оборот ¦Номер ¦
¦погашения¦ торгов ¦ленный +------T------T------+ (% год.) ¦ (млн. ¦выпуска¦
¦ ¦ ¦доход ¦ мин. ¦макс. ¦закр. ¦ ¦ руб. ¦(спра- ¦
¦ ¦ ¦(% от ¦ ¦ ¦ ¦ ¦ по ¦вочно) ¦
¦ ¦ ¦номин.)¦ ¦ ¦ ¦ ¦номин.)¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦10.06.00 ¦17.04.00¦ 17.10 ¦ 99.69¦ 99.69¦ 99.69¦ 20.51 ¦ 0.01¦ 25016 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦18.04.00¦ 17.15 ¦100.00¦100.25¦100.25¦ 16.92 ¦ 2.12¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦20.04.00¦ 17.26 ¦100.50¦100.60¦100.60¦ 14.26 ¦ 9.57¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦21.04.00¦ 17.32 ¦100.40¦100.55¦100.55¦ 14.88 ¦ 17.10¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦27.09.00 ¦17.04.00¦ 0.73 ¦ 95.60¦ 95.81¦ 95.80¦ 25.89 ¦ 6.09¦ 25018 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦18.04.00¦ 0.77 ¦ 96.12¦ 96.61¦ 96.16¦ 24.84 ¦ 26.27¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦20.04.00¦ 0.84 ¦ 97.00¦ 97.24¦ 97.22¦ 22.08 ¦ 341.78¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦21.04.00¦ 0.88 ¦ 96.95¦ 97.19¦ 97.19¦ 22.69 ¦ 24.79¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦25.10.00 ¦17.04.00¦ 5.69 ¦ 93.00¦ 94.10¦ 94.01¦ 26.44 ¦ 14.08¦ 25020 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦18.04.00¦ 5.72 ¦ 94.05¦ 95.31¦ 94.50¦ 25.68 ¦ 61.22¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦20.04.00¦ 5.79 ¦ 95.00¦ 95.28¦ 95.28¦ 23.66 ¦ 42.01¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦21.04.00¦ 5.82 ¦ 95.15¦ 95.50¦ 95.18¦ 23.57 ¦ 26.96¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦17.01.01 ¦17.04.00¦ 3.66 ¦ 91.20¦ 91.50¦ 91.28¦ 30.38 ¦ 5.41¦ 25021 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦18.04.00¦ 3.70 ¦ 91.10¦ 91.70¦ 91.70¦ 29.75 ¦1466.58¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦20.04.00¦ 3.78 ¦ 92.20¦ 92.54¦ 92.20¦ 28.67 ¦ 14.27¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦21.04.00¦ 3.82 ¦ 91.79¦ 92.79¦ 92.18¦ 28.74 ¦ 22.39¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦15.08.01 ¦20.04.00¦ 3.51 ¦ 85.50¦ 85.58¦ 85.58¦ 37.26 ¦ 11.13¦ 25024 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦21.04.00¦ 3.56 ¦ 85.57¦ 86.00¦ 86.00¦ 37.18 ¦ 8.10¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦12.09.01 ¦17.04.00¦ 1.27 ¦ 77.88¦ 78.00¦ 78.00¦ 38.28 ¦ 1.65¦ 25023 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦18.04.00¦ 1.30 ¦ 78.00¦ 78.50¦ 78.50¦ 37.76 ¦ 23.08¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦20.04.00¦ 1.38 ¦ 78.27¦ 78.78¦ 78.34¦ 37.70 ¦ 61.43¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦21.04.00¦ 1.42 ¦ 78.30¦ 78.40¦ 78.30¦ 37.83 ¦ 47.15¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦15.12.01 ¦17.04.00¦ 0.00 ¦ 57.25¦ 58.80¦ 58.20¦ 38.50 ¦ 14.20¦ 25030 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦18.04.00¦ 0.00 ¦ 58.50¦ 58.75¦ 58.75¦ 37.80 ¦ 7.24¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦20.04.00¦ 0.00 ¦ 58.96¦ 59.15¦ 58.96¦ 37.53 ¦ 35.38¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦21.04.00¦ 0.00 ¦ 58.92¦ 60.00¦ 58.93¦ 37.60 ¦ 8.82¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦06.02.02 ¦17.04.00¦ 4.60 ¦ 78.50¦ 79.35¦ 79.05¦ 41.53 ¦ 6.66¦ 27001 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦18.04.00¦ 4.70 ¦ 79.25¦ 79.89¦ 79.67¦ 40.90 ¦ 105.40¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦20.04.00¦ 4.80 ¦ 79.95¦ 80.30¦ 79.95¦ 40.38 ¦ 123.81¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦21.04.00¦ 4.90 ¦ 79.92¦ 80.01¦ 79.92¦ 40.47 ¦ 27.45¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦22.05.02 ¦17.04.00¦ 3.70 ¦ 75.60¦ 76.50¦ 76.23¦ 41.93 ¦ 12.21¦ 27002 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦18.04.00¦ 3.70 ¦ 75.87¦ 76.75¦ 76.40¦ 41.57 ¦ 72.98¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦20.04.00¦ 3.90 ¦ 76.67¦ 77.10¦ 76.80¦ 40.84 ¦ 46.05¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦21.04.00¦ 4.00 ¦ 76.55¦ 77.00¦ 76.73¦ 41.09 ¦ 4.02¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦05.06.02 ¦17.04.00¦ 2.70 ¦ 75.52¦ 76.09¦ 75.76¦ 41.94 ¦ 18.08¦ 27003 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦18.04.00¦ 2.80 ¦ 75.60¦ 76.50¦ 76.20¦ 41.48 ¦ 39.07¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦20.04.00¦ 2.90 ¦ 76.60¦ 77.10¦ 76.60¦ 40.89 ¦ 52.36¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦21.04.00¦ 3.00 ¦ 76.22¦ 77.40¦ 76.23¦ 41.42 ¦ 12.88¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦18.09.02 ¦17.04.00¦ 1.80 ¦ 72.02¦ 73.58¦ 73.05¦ 42.05 ¦ 20.79¦ 27004 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦18.04.00¦ 1.80 ¦ 73.45¦ 74.00¦ 73.80¦ 41.54 ¦ 15.48¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦20.04.00¦ 2.00 ¦ 74.00¦ 75.05¦ 74.10¦ 40.81 ¦ 17.31¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦21.04.00¦ 2.00 ¦ 73.90¦ 74.95¦ 73.90¦ 41.44 ¦ 9.06¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦09.10.02 ¦17.04.00¦ 0.30 ¦ 70.40¦ 71.15¦ 70.40¦ 42.09 ¦ 16.81¦ 27005 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦18.04.00¦ 0.40 ¦ 70.50¦ 71.83¦ 71.83¦ 41.47 ¦ 6.20¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦20.04.00¦ 0.50 ¦ 71.80¦ 72.35¦ 71.80¦ 40.80 ¦ 22.16¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦21.04.00¦ 0.60 ¦ 71.33¦ 72.25¦ 71.50¦ 41.45 ¦ 8.74¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦22.01.03 ¦17.04.00¦ 5.60 ¦ 67.30¦ 68.65¦ 68.09¦ 42.15 ¦ 64.00¦ 27006 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦18.04.00¦ 5.70 ¦ 68.36¦ 69.20¦ 69.20¦ 41.40 ¦ 7.94¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦20.04.00¦ 5.80 ¦ 69.11¦ 69.78¦ 69.20¦ 40.74 ¦ 14.22¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦21.04.00¦ 5.90 ¦ 68.61¦ 69.85¦ 68.91¦ 41.47 ¦ 125.70¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦05.02.03 ¦17.04.00¦ 4.60 ¦ 67.50¦ 69.00¦ 68.12¦ 42.03 ¦ 37.38¦ 27007 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦18.04.00¦ 4.70 ¦ 68.26¦ 69.15¦ 69.15¦ 41.64 ¦ 33.05¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦20.04.00¦ 4.80 ¦ 68.80¦ 69.80¦ 69.10¦ 40.92 ¦ 30.58¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦21.04.00¦ 4.90 ¦ 68.67¦ 69.80¦ 68.80¦ 41.56 ¦ 8.34¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦15.03.03 ¦21.04.00¦ 1.01 ¦ 50.00¦ 50.65¦ 50.00¦ 43.27 ¦ 0.07¦ 26001 ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦21.05.03 ¦17.04.00¦ 3.70 ¦ 65.80¦ 66.35¦ 65.90¦ 41.96 ¦ 41.07¦ 27008 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦18.04.00¦ 3.70 ¦ 66.05¦ 66.90¦ 66.90¦ 41.52 ¦ 101.75¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦20.04.00¦ 3.90 ¦ 66.91¦ 67.61¦ 67.08¦ 41.01 ¦ 244.76¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦21.04.00¦ 4.00 ¦ 66.30¦ 67.55¦ 66.60¦ 41.71 ¦ 10.39¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦04.06.03 ¦17.04.00¦ 2.70 ¦ 65.90¦ 66.34¦ 65.90¦ 41.95 ¦ 33.67¦ 27009 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦18.04.00¦ 2.80 ¦ 66.11¦ 67.00¦ 66.87¦ 41.49 ¦ 57.75¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦20.04.00¦ 2.90 ¦ 66.75¦ 67.30¦ 66.85¦ 41.10 ¦ 7.29¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦21.04.00¦ 3.00 ¦ 65.76¦ 67.60¦ 66.70¦ 41.54 ¦ 18.48¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦17.09.03 ¦17.04.00¦ 1.80 ¦ 63.75¦ 64.65¦ 63.99¦ 41.90 ¦ 31.05¦ 27010 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦18.04.00¦ 1.80 ¦ 64.20¦ 65.30¦ 64.96¦ 41.57 ¦ 91.96¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦20.04.00¦ 2.00 ¦ 64.75¦ 65.40¦ 64.75¦ 41.05 ¦ 15.61¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦21.04.00¦ 2.00 ¦ 64.60¦ 65.60¦ 64.84¦ 41.40 ¦ 21.38¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦08.10.03 ¦17.04.00¦ 0.30 ¦ 61.15¦ 62.94¦ 62.00¦ 41.98 ¦ 40.85¦ 27011 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦18.04.00¦ 0.40 ¦ 62.03¦ 64.35¦ 63.00¦ 41.61 ¦ 64.20¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦20.04.00¦ 0.50 ¦ 62.41¦ 63.03¦ 62.41¦ 41.19 ¦ 17.30¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦21.04.00¦ 0.60 ¦ 62.38¦ 63.89¦ 62.57¦ 41.40 ¦ 28.96¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦19.11.03 ¦17.04.00¦ 6.40 ¦ 50.50¦ 50.50¦ 50.50¦ 40.92 ¦ 0.91¦ 27012 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦18.04.00¦ 6.40 ¦ 50.00¦ 50.00¦ 50.00¦ 41.49 ¦ 2.60¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦21.04.00¦ 6.50 ¦ 46.85¦ 52.83¦ 50.00¦ 41.55 ¦ 0.28¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦21.01.04 ¦17.04.00¦ 5.60 ¦ 60.05¦ 61.00¦ 60.40¦ 41.94 ¦ 10.82¦ 28001 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦18.04.00¦ 5.70 ¦ 60.22¦ 61.00¦ 60.99¦ 41.58 ¦ 79.93¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦20.04.00¦ 5.80 ¦ 60.70¦ 61.80¦ 60.76¦ 41.20 ¦ 33.83¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦21.04.00¦ 5.90 ¦ 60.70¦ 61.00¦ 60.71¦ 41.42 ¦ 9.36¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦15.03.04 ¦20.04.00¦ 0.99 ¦ 41.69¦ 44.00¦ 42.50¦ 42.39 ¦ 4.00¦ 26002 ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦15.03.05 ¦17.04.00¦ 0.90 ¦ 39.50¦ 39.50¦ 39.50¦ 39.73 ¦ 0.05¦ 26003 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦18.04.00¦ 0.93 ¦ 37.80¦ 37.80¦ 37.80¦ 41.46 ¦ 0.18¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦21.04.00¦ 1.01 ¦ 39.00¦ 40.00¦ 39.00¦ 40.26 ¦ 0.74¦ ¦
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 ¦ 328 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25014 ¦ 15.03.2001 ¦ 328 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25016 ¦ 10.06.2000 ¦ 50 ¦ 20.00 ¦ 200.55 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25018 ¦ 27.09.2000 ¦ 159 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25020 ¦ 26.04.2000 ¦ 5 ¦ 12.00 ¦ 59.84 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25021 ¦ 19.07.2000 ¦ 89 ¦ 15.00 ¦ 74.79 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25023 ¦ 13.09.2000 ¦ 145 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25024 ¦ 16.08.2000 ¦ 117 ¦ 20.00 ¦ 99.73 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25026 ¦ 27.11.2000 ¦ 220 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25027 ¦ 27.11.2000 ¦ 220 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25028 ¦ 27.11.2000 ¦ 220 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25029 ¦ 27.11.2000 ¦ 220 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26001 ¦ 15.03.2001 ¦ 328 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26002 ¦ 15.03.2001 ¦ 328 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26003 ¦ 15.03.2001 ¦ 328 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26032 ¦ 27.11.2000 ¦ 220 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27001 ¦ 10.05.2000 ¦ 19 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27002 ¦ 24.05.2000 ¦ 33 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27003 ¦ 07.06.2000 ¦ 47 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27004 ¦ 21.06.2000 ¦ 61 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27005 ¦ 12.07.2000 ¦ 82 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27006 ¦ 26.04.2000 ¦ 5 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27007 ¦ 10.05.2000 ¦ 19 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27008 ¦ 24.05.2000 ¦ 33 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27009 ¦ 07.06.2000 ¦ 47 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27010 ¦ 21.06.2000 ¦ 61 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27011 ¦ 12.07.2000 ¦ 82 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27012 ¦ 24.05.2000 ¦ 33 ¦ 15.00 ¦ 0.79 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 28001 ¦ 26.04.2000 ¦ 5 ¦ 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 ¦ ¦ ¦ ¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21135 ¦21.12.99¦17.05.00¦ 26 ¦ 1 ¦ 2 ¦ ¦ 1497.796¦ 2.204¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21136 ¦21.12.99¦05.07.00¦ 75 ¦ 1 ¦ 2 ¦ ¦ 2500.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21137 ¦19.04.00¦15.11.00¦ 208 ¦ 1 ¦ ¦ ¦ 1364.813¦ 1135.187¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21138 ¦23.02.00¦06.09.00¦ 138 ¦ 1 ¦ 17 ¦ ¦ 2258.023¦ 241.977¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21139 ¦23.02.00¦31.05.00¦ 40 ¦ 1 ¦ ¦ ¦ 2229.765¦ 270.235¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21140 ¦19.04.00¦19.07.00¦ 89 ¦ 1 ¦ ¦ ¦ 2409.282¦ 90.718¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25013 ¦15.03.97¦15.03.01¦ 328 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 693 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25016 ¦10.06.97¦10.06.00¦ 50 ¦ 2 ¦ 8 ¦ ¦ 3050.833¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25018 ¦01.10.97¦27.09.00¦ 159 ¦ 4 ¦ 21 ¦ 3 ¦ 10219.585¦ 202.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25020 ¦29.10.97¦25.10.00¦ 187 ¦ 4 ¦ 14 ¦ 2 ¦ 11462.302¦ 1631.472¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25021 ¦21.01.98¦17.01.01¦ 271 ¦ 6 ¦ 21 ¦ ¦ 14723.818¦ 5172.167¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 509 ¦ 7 ¦ 19 ¦ ¦ 20341.394¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25024 ¦22.07.98¦15.08.01¦ 481 ¦ 1 ¦ ¦ ¦ 5655.776¦ 4343.224¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25026 ¦27.11.98¦27.11.00¦ 220 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 585 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 950 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦1315 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 603 ¦ ¦ ¦ ¦ 33047.450¦ 1913.981¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦1058 ¦ 1 ¦ ¦ ¦ 6138.415¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦1424 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦1789 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦1681 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 656 ¦ ¦ ¦ ¦ 9451.124¦ 537.626¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 761 ¦ ¦ ¦ ¦ 9451.124¦ 537.626¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 775 ¦ ¦ ¦ ¦ 9451.124¦ 537.626¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 880 ¦ ¦ ¦ ¦ 9451.124¦ 537.626¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 901 ¦ ¦ ¦ ¦ 9451.124¦ 537.626¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦1006 ¦ ¦ ¦ ¦ 9451.124¦ 537.626¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦1020 ¦ ¦ ¦ ¦ 9451.124¦ 537.626¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦1125 ¦ ¦ ¦ ¦ 9451.124¦ 537.626¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦1139 ¦ ¦ ¦ ¦ 9451.124¦ 537.626¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦1244 ¦ ¦ ¦ ¦ 9451.124¦ 537.626¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦1265 ¦ ¦ ¦ ¦ 9451.124¦ 537.626¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦1307 ¦ ¦ ¦ ¦ 1005.032¦16601.368¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦1370 ¦ ¦ ¦ ¦ 9451.124¦ 537.626¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ Итого: ¦ ¦ ¦ ¦ ¦ ¦ ¦256704.387¦38086.900¦
L--------+--------+--------+-----+-------+------+--------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦17.04.00¦18.04.00¦19.04.00¦20.04.00¦21.04.00¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 19.78 ¦ 15.47 ¦ 16.73 ¦ 13.95 ¦ 13.60 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 37.45 ¦ 37.15 ¦ 37.16 ¦ 36.48 ¦ 36.58 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 38.50 ¦ 37.80 ¦ 37.80 ¦ 37.53 ¦ 37.60 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 41.95 ¦ 41.50 ¦ 41.50 ¦ 40.94 ¦ 41.39 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 15.47 ¦ 0.00 ¦ 13.36 ¦ 13.70 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 28.71 ¦ 29.76 ¦ 0.00 ¦ 27.43 ¦ 32.31 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 38.50 ¦ 37.80 ¦ 0.00 ¦ 37.53 ¦ 37.60 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 42.00 ¦ 41.48 ¦ 0.00 ¦ 40.89 ¦ 41.39 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.16 ¦ 0.00 ¦ 0.10 ¦ 0.37 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.03 ¦ 1.94 ¦ 0.00 ¦ 0.59 ¦ 0.18 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.04 ¦ 0.02 ¦ 0.00 ¦ 0.11 ¦ 0.03 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.29 ¦ 0.59 ¦ 0.00 ¦ 0.56 ¦ 0.25 ¦
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---------¬
¦ ¦ 17.04.00¦ 18.04.00¦ 19.04.00¦ 20.04.00¦ 21.04.00¦
+-----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость, ¦252772.82¦252810.50¦256590.29¦256683.85¦256704.39¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 8485.58¦ 8485.58¦ 12259.68¦ 12259.68¦ 12259.68¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 96978.73¦ 96978.73¦ 96978.73¦ 96978.73¦ 96978.73¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 33038.23¦ 33038.23¦ 33039.86¦ 33042.89¦ 33047.45¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦114270.27¦114307.95¦114312.02¦114402.55¦114418.53¦
+-----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦188774.81¦189858.56¦193669.75¦194806.78¦194336.81¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 9555.08¦ 9685.97¦ 13362.75¦ 13387.71¦ 13392.07¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 77500.34¦ 77661.77¦ 77696.84¦ 77962.44¦ 77900.87¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 19221.64¦ 19400.05¦ 19401.01¦ 19501.91¦ 19504.60¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 82497.75¦ 83110.77¦ 83209.15¦ 83954.71¦ 83539.26¦
+-----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 531.12¦ 530.09¦ 521.68¦ 521.32¦ 519.47¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 77.64¦ 76.00¦ 91.58¦ 90.55¦ 89.55¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 396.02¦ 393.27¦ 392.29¦ 390.04¦ 389.13¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 607.00¦ 606.00¦ 605.00¦ 604.00¦ 603.00¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 692.88¦ 693.14¦ 692.14¦ 692.70¦ 690.42¦
L-----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

РАСПОРЯЖЕНИЕ ГТК РФ от 21.04.2000 n 01-99/463 О ПРОДЛЕНИИ СРОКА ДЕЙСТВИЯ РАСПОРЯЖЕНИЯ ГТК РОССИИ ОТ 05.08.99 n 01-14/943  »
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