БЮЛЛЕТЕНЬ ЦБ РФ от 14.04.2000 n 14 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 14 апреля 2000 г. N 14
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 124.847 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)¦
+---------+--------+------+------+------+----------+-------+------+
¦31.05.00 ¦10.04.00¦ 98.04¦ 98.05¦ 98.05¦ 14.31 ¦ 7.14 ¦ 21139¦
¦ +--------+------+------+------+----------+-------+ ¦
¦ ¦11.04.00¦ 98.05¦ 98.10¦ 98.07¦ 14.29 ¦ 9.02 ¦ ¦
¦ +--------+------+------+------+----------+-------+ ¦
¦ ¦12.04.00¦ 98.08¦ 98.12¦ 98.12¦ 14.43 ¦ 20.42 ¦ ¦
¦ +--------+------+------+------+----------+-------+ ¦
¦ ¦13.04.00¦ 98.10¦ 98.14¦ 98.12¦ 14.49 ¦ 15.53 ¦ ¦
¦ +--------+------+------+------+----------+-------+ ¦
¦ ¦14.04.00¦ 98.06¦ 98.20¦ 98.20¦ 14.80 ¦ 9.04 ¦ ¦
+---------+--------+------+------+------+----------+-------+------+
¦06.09.00 ¦11.04.00¦107.35¦107.35¦107.35¦ -16.89 ¦ 63.12 ¦ 21138¦
¦ +--------+------+------+------+----------+-------+ ¦
¦ ¦12.04.00¦107.35¦107.35¦107.35¦ -17.00 ¦ 0.59 ¦ ¦
L---------+--------+------+------+------+----------+-------+-------
Торговля ОФЗ при суммарном объеме сделок за неделю 2710.005 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 ¦10.04.00¦ 16.71 ¦100.20¦100.34¦100.34¦ 16.84 ¦ 1.73 ¦ 25016 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦12.04.00¦ 16.82 ¦100.02¦100.10¦100.10¦ 17.84 ¦ 1.14 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦13.04.00¦ 16.88 ¦100.15¦100.15¦100.15¦ 17.44 ¦ 0.64 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦14.04.00¦ 16.93 ¦100.30¦100.50¦100.50¦ 15.26 ¦ 5.03 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦27.09.00 ¦10.04.00¦ 0.46 ¦ 95.86¦ 95.90¦ 95.86¦ 25.25 ¦ 4.70 ¦ 25018 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦11.04.00¦ 0.50 ¦ 96.44¦ 96.75¦ 96.75¦ 23.26 ¦ 4.65 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦12.04.00¦ 0.54 ¦ 96.50¦ 97.00¦ 96.50¦ 22.92 ¦ 10.58 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦13.04.00¦ 0.58 ¦ 96.29¦ 96.45¦ 96.45¦ 23.94 ¦ 9.28 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦14.04.00¦ 0.61 ¦ 96.51¦ 96.80¦ 96.72¦ 23.18 ¦ 25.98 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦25.10.00 ¦10.04.00¦ 5.46 ¦ 94.01¦ 94.20¦ 94.09¦ 25.54 ¦ 7.31 ¦ 25020 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦11.04.00¦ 5.49 ¦ 94.27¦ 94.50¦ 94.50¦ 24.97 ¦ 4.07 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦12.04.00¦ 5.52 ¦ 94.30¦ 94.70¦ 94.49¦ 24.72 ¦ 5.79 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦13.04.00¦ 5.56 ¦ 94.55¦ 94.80¦ 94.80¦ 24.29 ¦ 5.18 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦14.04.00¦ 5.59 ¦ 94.41¦ 94.69¦ 94.50¦ 24.78 ¦ 8.53 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦17.01.01 ¦10.04.00¦ 3.37 ¦ 91.40¦ 92.00¦ 92.00¦ 29.24 ¦ 8.14 ¦ 25021 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦11.04.00¦ 3.41 ¦ 91.95¦ 92.30¦ 92.30¦ 28.58 ¦ 13.02 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦12.04.00¦ 3.45 ¦ 92.51¦ 92.55¦ 92.55¦ 27.90 ¦ 9.31 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦13.04.00¦ 3.49 ¦ 92.45¦ 92.60¦ 92.52¦ 27.92 ¦ 24.89 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦14.04.00¦ 3.53 ¦ 92.40¦ 92.52¦ 92.45¦ 28.11 ¦ 8.12 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦15.08.01 ¦10.04.00¦ 2.96 ¦ 85.00¦ 85.00¦ 85.00¦ 37.71 ¦ 2.62 ¦ 25024 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦11.04.00¦ 3.01 ¦ 85.80¦ 86.49¦ 85.95¦ 36.30 ¦ 2.82 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦12.04.00¦ 3.07 ¦ 86.25¦ 86.25¦ 86.25¦ 36.16 ¦ 0.08 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦13.04.00¦ 3.12 ¦ 86.25¦ 86.39¦ 86.25¦ 36.12 ¦ 12.76 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦14.04.00¦ 3.18 ¦ 85.30¦ 86.05¦ 86.04¦ 36.81 ¦ 2.84 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦12.09.01 ¦10.04.00¦ 1.00 ¦ 77.90¦ 78.34¦ 78.14¦ 37.72 ¦ 24.98 ¦ 25023 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦11.04.00¦ 1.04 ¦ 78.19¦ 78.98¦ 78.67¦ 37.19 ¦ 51.76 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦12.04.00¦ 1.07 ¦ 78.59¦ 79.28¦ 78.89¦ 36.71 ¦ 32.11 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦13.04.00¦ 1.11 ¦ 78.35¦ 79.20¦ 79.10¦ 36.58 ¦ 56.65 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦14.04.00¦ 1.15 ¦ 77.77¦ 79.05¦ 78.83¦ 37.01 ¦ 18.28 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦15.12.01 ¦10.04.00¦ 0.00 ¦ 58.80¦ 59.05¦ 58.90¦ 36.88 ¦ 63.99 ¦ 25030 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦11.04.00¦ 0.00 ¦ 58.95¦ 59.40¦ 59.16¦ 36.57 ¦ 78.92 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦12.04.00¦ 0.00 ¦ 59.25¦ 59.55¦ 59.25¦ 36.38 ¦ 54.01 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦13.04.00¦ 0.00 ¦ 59.59¦ 60.08¦ 59.71¦ 35.93 ¦ 20.66 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦14.04.00¦ 0.00 ¦ 58.80¦ 59.40¦ 59.15¦ 37.11 ¦ 63.64 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦06.02.02 ¦10.04.00¦ 4.20 ¦ 79.75¦ 80.50¦ 80.19¦ 40.28 ¦ 42.53 ¦ 27001 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦11.04.00¦ 4.20 ¦ 80.25¦ 81.00¦ 80.53¦ 39.51 ¦ 86.31 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦12.04.00¦ 4.30 ¦ 80.51¦ 80.90¦ 80.80¦ 39.32 ¦ 72.37 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦13.04.00¦ 4.40 ¦ 80.50¦ 81.00¦ 80.60¦ 39.43 ¦111.12 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦14.04.00¦ 4.40 ¦ 79.45¦ 80.50¦ 79.90¦ 40.40 ¦ 42.95 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦15.03.02 ¦13.04.00¦ 0.80 ¦ 63.90¦ 64.64¦ 64.64¦ 39.53 ¦ 0.23 ¦ 25014 ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦22.05.02 ¦10.04.00¦ 3.20 ¦ 77.01¦ 77.16¦ 77.15¦ 40.54 ¦ 2.81 ¦ 27002 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦11.04.00¦ 3.30 ¦ 77.10¦ 78.00¦ 77.51¦ 40.09 ¦ 21.27 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦12.04.00¦ 3.30 ¦ 74.70¦ 78.15¦ 77.54¦ 39.94 ¦130.42 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦13.04.00¦ 3.40 ¦ 77.40¦ 77.90¦ 77.55¦ 39.98 ¦120.15 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦14.04.00¦ 3.50 ¦ 76.52¦ 76.80¦ 76.80¦ 41.01 ¦ 39.14 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦05.06.02 ¦10.04.00¦ 2.20 ¦ 76.90¦ 77.05¦ 76.90¦ 40.71 ¦ 5.00 ¦ 27003 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦11.04.00¦ 2.30 ¦ 77.00¦ 77.57¦ 77.33¦ 40.21 ¦ 28.38 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦12.04.00¦ 2.40 ¦ 77.29¦ 77.70¦ 77.40¦ 40.09 ¦ 61.70 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦13.04.00¦ 2.50 ¦ 77.42¦ 77.75¦ 77.42¦ 39.94 ¦ 32.41 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦14.04.00¦ 2.50 ¦ 76.45¦ 76.75¦ 76.66¦ 41.06 ¦ 24.72 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦18.09.02 ¦10.04.00¦ 1.30 ¦ 74.35¦ 74.70¦ 74.70¦ 40.74 ¦ 24.15 ¦ 27004 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦11.04.00¦ 1.40 ¦ 74.66¦ 75.49¦ 75.10¦ 40.37 ¦ 20.30 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦12.04.00¦ 1.40 ¦ 75.00¦ 75.29¦ 75.15¦ 40.16 ¦ 3.91 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦13.04.00¦ 1.50 ¦ 74.10¦ 75.36¦ 75.20¦ 40.25 ¦ 64.35 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦14.04.00¦ 1.60 ¦ 73.80¦ 74.30¦ 74.25¦ 41.18 ¦ 6.84 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦09.10.02 ¦10.04.00¦ 6.10 ¦ 71.95¦ 72.26¦ 72.26¦ 40.77 ¦ 22.43 ¦ 27005 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦11.04.00¦ 6.10 ¦ 72.20¦ 72.75¦ 72.56¦ 40.39 ¦ 48.08 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦12.04.00¦ 0.00 ¦ 72.67¦ 72.80¦ 72.75¦ 40.15 ¦ 42.58 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦13.04.00¦ 0.10 ¦ 72.70¦ 73.21¦ 72.86¦ 40.05 ¦ 12.53 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦14.04.00¦ 0.10 ¦ 71.50¦ 72.80¦ 71.96¦ 40.98 ¦ 28.09 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦22.01.03 ¦10.04.00¦ 5.10 ¦ 69.65¦ 70.09¦ 70.00¦ 40.58 ¦ 6.40 ¦ 27006 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦11.04.00¦ 5.20 ¦ 67.00¦ 70.21¦ 70.21¦ 41.11 ¦ 40.30 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦12.04.00¦ 5.20 ¦ 70.11¦ 70.29¦ 70.20¦ 40.21 ¦ 15.36 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦13.04.00¦ 5.30 ¦ 70.20¦ 70.45¦ 70.30¦ 40.04 ¦ 72.57 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦14.04.00¦ 5.40 ¦ 68.70¦ 69.33¦ 69.05¦ 41.31 ¦ 15.22 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦05.02.03 ¦10.04.00¦ 4.20 ¦ 69.52¦ 70.00¦ 69.71¦ 40.72 ¦ 9.16 ¦ 27007 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦11.04.00¦ 4.20 ¦ 69.70¦ 70.05¦ 69.90¦ 40.41 ¦ 24.39 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦12.04.00¦ 4.30 ¦ 70.00¦ 70.25¦ 70.16¦ 40.23 ¦ 23.33 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦13.04.00¦ 4.40 ¦ 70.16¦ 70.33¦ 70.18¦ 40.07 ¦ 36.04 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦14.04.00¦ 4.40 ¦ 68.80¦ 70.00¦ 69.07¦ 41.11 ¦ 6.62 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦15.03.03 ¦11.04.00¦ 0.74 ¦ 52.40¦ 52.40¦ 52.40¦ 40.53 ¦ 0.00 ¦ 26001 ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦21.05.03 ¦10.04.00¦ 3.20 ¦ 67.50¦ 67.86¦ 67.65¦ 40.45 ¦ 22.35 ¦ 27008 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦11.04.00¦ 3.30 ¦ 67.78¦ 68.04¦ 67.78¦ 40.28 ¦ 14.15 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦12.04.00¦ 3.30 ¦ 67.92¦ 68.16¦ 67.92¦ 40.22 ¦ 38.26 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦13.04.00¦ 3.40 ¦ 68.00¦ 68.28¦ 68.18¦ 40.03 ¦ 35.21 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦14.04.00¦ 3.50 ¦ 66.55¦ 68.00¦ 66.95¦ 41.11 ¦ 20.41 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦04.06.03 ¦10.04.00¦ 2.20 ¦ 67.65¦ 68.35¦ 68.35¦ 40.45 ¦ 12.91 ¦ 27009 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦11.04.00¦ 2.30 ¦ 67.93¦ 68.30¦ 67.93¦ 40.25 ¦ 13.21 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦12.04.00¦ 2.40 ¦ 68.00¦ 68.19¦ 68.01¦ 40.10 ¦ 31.19 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦13.04.00¦ 2.50 ¦ 68.10¦ 68.50¦ 68.10¦ 39.97 ¦ 79.20 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦14.04.00¦ 2.50 ¦ 66.60¦ 67.70¦ 67.00¦ 41.21 ¦ 18.10 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦17.09.03 ¦10.04.00¦ 1.30 ¦ 65.75¦ 66.29¦ 65.82¦ 40.35 ¦ 21.41 ¦ 27010 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦11.04.00¦ 1.40 ¦ 65.93¦ 66.15¦ 66.00¦ 40.19 ¦ 43.77 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦12.04.00¦ 1.40 ¦ 66.05¦ 66.60¦ 66.60¦ 39.99 ¦ 22.31 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦13.04.00¦ 1.50 ¦ 66.45¦ 66.75¦ 66.55¦ 39.80 ¦ 19.60 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦14.04.00¦ 1.60 ¦ 64.80¦ 66.00¦ 65.15¦ 40.99 ¦ 50.48 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦08.10.03 ¦10.04.00¦ 6.10 ¦ 63.50¦ 64.00¦ 63.68¦ 40.43 ¦ 22.00 ¦ 27011 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦11.04.00¦ 6.10 ¦ 63.81¦ 64.08¦ 63.95¦ 40.17 ¦ 45.31 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦12.04.00¦ 0.00 ¦ 64.16¦ 64.50¦ 64.26¦ 39.81 ¦ 16.05 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦13.04.00¦ 0.10 ¦ 64.22¦ 64.75¦ 64.50¦ 39.73 ¦ 26.02 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦14.04.00¦ 0.10 ¦ 62.80¦ 64.12¦ 63.50¦ 40.88 ¦ 51.28 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦19.11.03 ¦10.04.00¦ 6.10 ¦ 51.00¦ 51.20¦ 51.00¦ 40.22 ¦ 1.50 ¦ 27012 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦11.04.00¦ 6.10 ¦ 51.00¦ 51.00¦ 51.00¦ 40.40 ¦ 0.03 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦13.04.00¦ 6.20 ¦ 51.51¦ 51.60¦ 51.60¦ 39.81 ¦ 0.05 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦14.04.00¦ 6.30 ¦ 51.10¦ 51.20¦ 51.10¦ 40.22 ¦ 1.39 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦21.01.04 ¦10.04.00¦ 5.10 ¦ 61.88¦ 62.55¦ 62.00¦ 40.34 ¦ 22.93 ¦ 28001 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦11.04.00¦ 5.20 ¦ 62.00¦ 62.50¦ 62.10¦ 40.03 ¦ 29.13 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦12.04.00¦ 5.20 ¦ 62.15¦ 62.72¦ 62.35¦ 39.87 ¦ 8.82 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦13.04.00¦ 5.30 ¦ 62.65¦ 63.00¦ 62.80¦ 39.72 ¦ 21.79 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦14.04.00¦ 5.40 ¦ 61.20¦ 62.37¦ 61.50¦ 40.76 ¦ 25.24 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦15.03.04 ¦13.04.00¦ 0.80 ¦ 44.00¦ 44.00¦ 44.00¦ 40.91 ¦ 2.07 ¦ 26002 ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦15.03.05 ¦10.04.00¦ 0.71 ¦ 39.40¦ 41.15¦ 41.15¦ 39.62 ¦ 1.42 ¦ 26003 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦12.04.00¦ 0.77 ¦ 39.21¦ 39.21¦ 39.21¦ 39.97 ¦ 0.04 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦13.04.00¦ 0.80 ¦ 39.21¦ 39.30¦ 39.30¦ 39.94 ¦ 4.00 ¦ ¦
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 ¦ 335 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25014 ¦ 15.03.2001 ¦ 335 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25016 ¦ 10.06.2000 ¦ 57 ¦ 20.00 ¦ 200.55 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25018 ¦ 27.09.2000 ¦ 166 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25020 ¦ 26.04.2000 ¦ 12 ¦ 12.00 ¦ 59.84 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25021 ¦ 19.07.2000 ¦ 96 ¦ 15.00 ¦ 74.79 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25023 ¦ 13.09.2000 ¦ 152 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25024 ¦ 16.08.2000 ¦ 124 ¦ 20.00 ¦ 99.73 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25026 ¦ 27.11.2000 ¦ 227 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25027 ¦ 27.11.2000 ¦ 227 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25028 ¦ 27.11.2000 ¦ 227 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25029 ¦ 27.11.2000 ¦ 227 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26001 ¦ 15.03.2001 ¦ 335 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26002 ¦ 15.03.2001 ¦ 335 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26003 ¦ 15.03.2001 ¦ 335 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26032 ¦ 27.11.2000 ¦ 227 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27001 ¦ 10.05.2000 ¦ 26 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27002 ¦ 24.05.2000 ¦ 40 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27003 ¦ 07.06.2000 ¦ 54 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27004 ¦ 21.06.2000 ¦ 68 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27005 ¦ 12.07.2000 ¦ 89 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27006 ¦ 26.04.2000 ¦ 12 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27007 ¦ 10.05.2000 ¦ 26 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27008 ¦ 24.05.2000 ¦ 40 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27009 ¦ 07.06.2000 ¦ 54 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27010 ¦ 21.06.2000 ¦ 68 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27011 ¦ 12.07.2000 ¦ 89 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27012 ¦ 24.05.2000 ¦ 40 ¦ 15.00 ¦ 0.79 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 28001 ¦ 26.04.2000 ¦ 12 ¦ 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¦ 33¦ 1 ¦ 2 ¦ ¦ 1497.796¦ 2.204¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21136 ¦21.12.99¦05.07.00¦ 82¦ 1 ¦ 2 ¦ ¦ 2500.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21138 ¦23.02.00¦06.09.00¦ 145¦ 1 ¦ 17 ¦ ¦ 2258.023¦ 241.977¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21139 ¦23.02.00¦31.05.00¦ 47¦ 1 ¦ ¦ ¦ 2229.765¦ 270.235¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25013 ¦15.03.97¦15.03.01¦ 335¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 700¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25016 ¦10.06.97¦10.06.00¦ 57¦ 2 ¦ 8 ¦ ¦ 3050.833¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25018 ¦01.10.97¦27.09.00¦ 166¦ 4 ¦ 21 ¦ 3 ¦ 10219.585¦ 202.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25020 ¦29.10.97¦25.10.00¦ 194¦ 4 ¦ 14 ¦ 2 ¦ 11462.302¦ 1631.472¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25021 ¦21.01.98¦17.01.01¦ 278¦ 6 ¦ 21 ¦ ¦ 14723.818¦ 5172.167¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 516¦ 7 ¦ 19 ¦ ¦ 20341.394¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25024 ¦22.07.98¦15.08.01¦ 488¦ 1 ¦ ¦ ¦ 5655.776¦ 4343.224¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25026 ¦27.11.98¦27.11.00¦ 227¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 592¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 957¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 1322¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 610¦ ¦ ¦ ¦ 33038.233¦ 1923.198¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 1065¦ 1 ¦ ¦ ¦ 6138.415¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 1431¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1796¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 1688¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 663¦ ¦ ¦ ¦ 9448.571¦ 540.180¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 768¦ ¦ ¦ ¦ 9448.571¦ 540.180¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 782¦ ¦ ¦ ¦ 9448.571¦ 540.180¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 887¦ ¦ ¦ ¦ 9448.571¦ 540.180¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 908¦ ¦ ¦ ¦ 9448.571¦ 540.180¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 1013¦ ¦ ¦ ¦ 9448.571¦ 540.180¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 1027¦ ¦ ¦ ¦ 9448.571¦ 540.180¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 1132¦ ¦ ¦ ¦ 9448.571¦ 540.180¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 1146¦ ¦ ¦ ¦ 9448.571¦ 540.180¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 1251¦ ¦ ¦ ¦ 9448.571¦ 540.180¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 1272¦ ¦ ¦ ¦ 9448.571¦ 540.180¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 1314¦ ¦ ¦ ¦ 887.420¦16718.980¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 1377¦ ¦ ¦ ¦ 9448.571¦ 540.180¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ Итого ¦ ¦ ¦ ¦ ¦ ¦ ¦252772.823¦37018.465¦
L--------+--------+--------+-----+-------+------+--------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦10.04.00¦11.04.00¦12.04.00¦13.04.00¦14.04.00¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+ ¦ ¦ ¦ ¦ ¦
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 14.31 ¦ 14.29 ¦ 14.43 ¦ 14.49 ¦ 14.80 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 36.25 ¦ 35.26 ¦ 35.44 ¦ 35.48 ¦ 36.62 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 36.88 ¦ 36.57 ¦ 36.38 ¦ 35.93 ¦ 37.11 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 40.52 ¦ 40.26 ¦ 40.02 ¦ 39.92 ¦ 41.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 14.31 ¦ 14.29 ¦ 14.43 ¦ 14.49 ¦ 14.80 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 34.89 ¦ 35.27 ¦ 33.37 ¦ 34.70 ¦ 30.70 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 36.88 ¦ 36.57 ¦ 36.38 ¦ 35.93 ¦ 37.11 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 40.48 ¦ 40.20 ¦ 39.96 ¦ 39.92 ¦ 40.94 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.07 ¦ 0.80 ¦ 0.22 ¦ 0.16 ¦ 0.09 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.06 ¦ 0.08 ¦ 0.07 ¦ 0.13 ¦ 0.08 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.20 ¦ 0.24 ¦ 0.16 ¦ 0.06 ¦ 0.19 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.19 ¦ 0.37 ¦ 0.43 ¦ 0.57 ¦ 0.29 ¦
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---------¬
¦ ¦ 10.04.00¦ 11.04.00¦ 12.04.00¦ 13.04.00¦ 14.04.00¦
+-------------------+---------+---------+---------+---------+---------+
¦Номинальная ¦253591.89¦252749.50¦252763.74¦252765.02¦252772.82¦
¦стоимость, ¦ ¦ ¦ ¦ ¦ ¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 8421.88¦ 8485.00¦ 8485.58¦ 8485.58¦ 8485.58¦
+-------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 99168.55¦ 96978.73¦ 96978.73¦ 96978.73¦ 96978.73¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 32765.88¦ 33037.95¦ 33037.95¦ 33038.23¦ 33038.23¦
+-------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦113235.58¦114247.82¦114261.47¦114262.47¦114270.27¦
+-------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость,¦192165.17¦191896.71¦191343.93¦191745.84¦190277.11¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 9484.69¦ 9553.34¦ 9554.41¦ 9555.08¦ 9555.08¦
+-------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 79392.90¦ 77676.88¦ 77862.26¦ 77949.42¦ 77902.54¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 19322.04¦ 19574.99¦ 19637.76¦ 19763.47¦ 19495.86¦
+-------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 83965.54¦ 85091.50¦ 84289.50¦ 84477.87¦ 83323.62¦
+-------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 533.14¦ 537.47¦ 539.86¦ 539.32¦ 535.18¦
+-------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 84.19¦ 83.64¦ 82.65¦ 81.64¦ 80.64¦
+-------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 396.41¦ 402.63¦ 400.53¦ 399.84¦ 397.29¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 614.00¦ 613.00¦ 612.00¦ 611.00¦ 610.00¦
+-------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 694.54¦ 694.14¦ 703.58¦ 703.02¦ 698.72¦
L-------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

<ТЕЛЕТАЙПОГРАММА> ГТК РФ от 14.04.2000 n Т-8213 <О ТАМОЖЕННОМ ОФОРМЛЕНИИ ТОВАРОВ>  »
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