БЮЛЛЕТЕНЬ ЦБ РФ от 31.03.2000 n 12 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 31 марта 2000 г. N 12
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 235.073 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)¦
+---------+--------+------+------+------+----------+-------+------+
¦05.04.00 ¦31.03.00¦135.00¦135.00¦135.00¦ -1892.59 ¦ 0.00 ¦ 21134¦
+---------+--------+------+------+------+----------+-------+------+
¦31.05.00 ¦27.03.00¦ 96.75¦ 96.88¦ 96.75¦ 18.50 ¦ 12.15 ¦ 21139¦
¦ +--------+------+------+------+----------+-------+ ¦
¦ ¦28.03.00¦ 96.81¦ 96.88¦ 96.84¦ 18.61 ¦ 20.13 ¦ ¦
¦ +--------+------+------+------+----------+-------+ ¦
¦ ¦29.03.00¦ 96.83¦ 96.90¦ 96.90¦ 18.78 ¦ 40.08 ¦ ¦
¦ +--------+------+------+------+----------+-------+ ¦
¦ ¦30.03.00¦ 96.95¦ 97.02¦ 96.96¦ 18.27 ¦ 28.00 ¦ ¦
¦ +--------+------+------+------+----------+-------+ ¦
¦ ¦31.03.00¦ 96.90¦ 97.08¦ 96.90¦ 18.32 ¦ 33.52 ¦ ¦
+---------+--------+------+------+------+----------+-------+------+
¦06.09.00 ¦27.03.00¦107.19¦107.20¦107.20¦ -15.04 ¦ 9.00 ¦ 21138¦
¦ +--------+------+------+------+----------+-------+ ¦
¦ ¦28.03.00¦107.24¦107.25¦107.25¦ -15.23 ¦ 78.53 ¦ ¦
¦ +--------+------+------+------+----------+-------+ ¦
¦ ¦29.03.00¦107.30¦107.30¦107.30¦ -15.42 ¦ 3.00 ¦ ¦
¦ +--------+------+------+------+----------+-------+ ¦
¦ ¦30.03.00¦107.30¦107.30¦107.30¦ -15.52 ¦ 7.66 ¦ ¦
¦ +--------+------+------+------+----------+-------+ ¦
¦ ¦31.03.00¦109.00¦110.00¦110.00¦ -19.92 ¦ 3.00 ¦ ¦
L---------+--------+------+------+------+----------+-------+-------
Торговля ОФЗ при суммарном объеме сделок за неделю 4577.788 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 ¦27.03.00¦ 15.95 ¦ 99.98¦100.00¦ 99.98¦ 18.52 ¦ 7.80 ¦ 25016 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦28.03.00¦ 16.00 ¦100.00¦100.35¦100.00¦ 18.37 ¦ 1.57 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦29.03.00¦ 16.06 ¦ 99.98¦100.00¦ 99.98¦ 18.51 ¦ 4.92 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦30.03.00¦ 16.11 ¦ 99.99¦100.01¦100.01¦ 18.46 ¦ 8.05 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦31.03.00¦ 16.17 ¦100.00¦100.06¦100.00¦ 18.29 ¦ 4.17 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦27.09.00 ¦27.03.00¦ 6.90 ¦ 94.75¦ 95.00¦ 94.87¦ 27.09 ¦191.44 ¦ 25018 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦28.03.00¦ 6.94 ¦ 94.65¦ 95.00¦ 94.70¦ 27.46 ¦ 75.66 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦29.03.00¦ 0.00 ¦ 94.70¦ 94.91¦ 94.70¦ 27.46 ¦ 89.90 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦30.03.00¦ 0.04 ¦ 94.76¦ 94.81¦ 94.81¦ 27.53 ¦ 25.48 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦31.03.00¦ 0.08 ¦ 94.70¦ 94.99¦ 94.75¦ 27.30 ¦ 23.66 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦25.10.00 ¦27.03.00¦ 5.00 ¦ 92.79¦ 93.98¦ 92.95¦ 27.51 ¦ 49.92 ¦ 25020 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦28.03.00¦ 5.03 ¦ 92.80¦ 93.00¦ 92.80¦ 27.63 ¦ 23.93 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦29.03.00¦ 5.06 ¦ 92.76¦ 92.92¦ 92.76¦ 27.90 ¦746.60 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦30.03.00¦ 5.10 ¦ 92.70¦ 92.80¦ 92.75¦ 28.13 ¦ 33.86 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦31.03.00¦ 5.13 ¦ 92.75¦ 92.91¦ 92.89¦ 27.92 ¦ 14.21 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦17.01.01 ¦27.03.00¦ 2.79 ¦ 91.00¦ 91.06¦ 91.06¦ 29.89 ¦ 52.73 ¦ 25021 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦28.03.00¦ 2.84 ¦ 90.30¦ 90.75¦ 90.30¦ 30.69 ¦ 18.16 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦29.03.00¦ 2.88 ¦ 90.60¦ 90.80¦ 90.70¦ 30.67 ¦ 65.79 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦30.03.00¦ 2.92 ¦ 90.48¦ 90.70¦ 90.48¦ 30.72 ¦ 36.84 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦31.03.00¦ 2.96 ¦ 90.50¦ 90.56¦ 90.50¦ 30.99 ¦ 1.98 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦15.08.01 ¦27.03.00¦ 2.19 ¦ 85.50¦ 85.89¦ 85.50¦ 36.60 ¦ 17.10 ¦ 25024 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦28.03.00¦ 2.25 ¦ 84.40¦ 85.20¦ 84.50¦ 37.93 ¦ 17.65 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦29.03.00¦ 2.30 ¦ 85.45¦ 85.55¦ 85.55¦ 36.72 ¦ 41.03 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦30.03.00¦ 2.36 ¦ 84.70¦ 85.52¦ 84.70¦ 37.73 ¦ 12.08 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦31.03.00¦ 2.41 ¦ 84.50¦ 85.00¦ 85.00¦ 38.06 ¦ 36.37 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦12.09.01 ¦27.03.00¦ 0.46 ¦ 78.45¦ 79.00¦ 78.50¦ 36.45 ¦ 90.29 ¦ 25023 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦28.03.00¦ 0.50 ¦ 77.00¦ 78.25¦ 77.45¦ 37.98 ¦ 40.58 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦29.03.00¦ 0.54 ¦ 78.21¦ 78.60¦ 78.50¦ 36.82 ¦158.80 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦30.03.00¦ 0.58 ¦ 77.51¦ 78.60¦ 78.08¦ 37.67 ¦179.10 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦31.03.00¦ 0.61 ¦ 77.53¦ 78.19¦ 77.53¦ 37.63 ¦ 50.46 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦15.12.01 ¦27.03.00¦ 0.00 ¦ 58.25¦ 58.75¦ 58.30¦ 36.51 ¦ 36.05 ¦ 25030 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦28.03.00¦ 0.00 ¦ 57.45¦ 57.75¦ 57.60¦ 37.88 ¦ 40.20 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦29.03.00¦ 0.00 ¦ 57.63¦ 59.00¦ 58.95¦ 36.51 ¦ 33.16 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦30.03.00¦ 0.00 ¦ 58.90¦ 61.80¦ 58.90¦ 35.18 ¦164.27 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦31.03.00¦ 0.00 ¦ 58.50¦ 59.20¦ 59.00¦ 36.25 ¦184.54 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦06.02.02 ¦27.03.00¦ 3.20 ¦ 81.00¦ 82.10¦ 81.60¦ 38.16 ¦ 7.88 ¦ 27001 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦28.03.00¦ 3.30 ¦ 81.00¦ 81.25¦ 81.00¦ 38.92 ¦ 14.03 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦29.03.00¦ 3.30 ¦ 81.50¦ 82.15¦ 81.95¦ 38.00 ¦ 32.64 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦30.03.00¦ 3.40 ¦ 81.55¦ 82.05¦ 81.90¦ 38.19 ¦ 31.98 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦31.03.00¦ 3.50 ¦ 80.50¦ 81.89¦ 81.01¦ 39.32 ¦ 25.96 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦15.03.02 ¦28.03.00¦ 0.36 ¦ 64.50¦ 64.50¦ 64.50¦ 39.03 ¦ 0.01 ¦ 25014 ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦22.05.02 ¦27.03.00¦ 2.20 ¦ 79.30¦ 80.50¦ 79.78¦ 37.61 ¦ 39.58 ¦ 27002 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦28.03.00¦ 2.30 ¦ 78.51¦ 79.25¦ 78.55¦ 38.84 ¦ 14.37 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦29.03.00¦ 2.40 ¦ 79.00¦ 79.56¦ 79.56¦ 38.12 ¦ 25.19 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦30.03.00¦ 2.50 ¦ 78.90¦ 79.00¦ 78.99¦ 38.52 ¦ 6.53 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦31.03.00¦ 2.50 ¦ 73.10¦ 79.03¦ 78.20¦ 39.58 ¦ 13.84 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦05.06.02 ¦27.03.00¦ 1.30 ¦ 79.25¦ 80.25¦ 79.89¦ 37.60 ¦ 6.76 ¦ 27003 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦28.03.00¦ 1.40 ¦ 78.02¦ 78.90¦ 78.45¦ 38.96 ¦ 24.74 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦29.03.00¦ 1.40 ¦ 79.05¦ 79.49¦ 79.49¦ 38.12 ¦ 52.89 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦30.03.00¦ 1.50 ¦ 78.85¦ 79.35¦ 78.85¦ 38.51 ¦ 15.19 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦31.03.00¦ 1.60 ¦ 76.00¦ 78.92¦ 78.15¦ 39.11 ¦ 12.89 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦18.09.02 ¦27.03.00¦ 0.30 ¦ 77.22¦ 77.95¦ 77.50¦ 37.61 ¦ 21.90 ¦ 27004 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦28.03.00¦ 0.40 ¦ 76.02¦ 77.00¦ 76.25¦ 38.93 ¦ 18.18 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦29.03.00¦ 0.50 ¦ 76.85¦ 78.95¦ 77.33¦ 37.90 ¦ 68.54 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦30.03.00¦ 0.50 ¦ 76.50¦ 76.82¦ 76.71¦ 38.61 ¦ 29.09 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦31.03.00¦ 0.60 ¦ 75.15¦ 76.60¦ 75.76¦ 39.21 ¦ 36.46 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦09.10.02 ¦27.03.00¦ 5.10 ¦ 75.01¦ 75.90¦ 75.22¦ 37.63 ¦ 27.12 ¦ 27005 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦28.03.00¦ 5.20 ¦ 73.50¦ 75.00¦ 73.96¦ 38.85 ¦ 8.53 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦29.03.00¦ 5.20 ¦ 74.52¦ 74.90¦ 74.78¦ 38.15 ¦101.92 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦30.03.00¦ 5.30 ¦ 74.00¦ 74.40¦ 74.23¦ 38.62 ¦ 21.15 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦31.03.00¦ 5.40 ¦ 73.15¦ 73.90¦ 73.15¦ 39.13 ¦ 48.30 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦22.01.03 ¦27.03.00¦ 4.20 ¦ 72.00¦ 72.59¦ 72.40¦ 38.11 ¦ 10.48 ¦ 27006 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦28.03.00¦ 4.20 ¦ 71.13¦ 71.65¦ 71.14¦ 39.21 ¦ 8.30 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦29.03.00¦ 4.30 ¦ 70.77¦ 72.27¦ 72.22¦ 38.34 ¦ 30.35 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦30.03.00¦ 4.40 ¦ 71.50¦ 71.90¦ 71.55¦ 38.75 ¦ 46.65 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦31.03.00¦ 4.40 ¦ 70.55¦ 71.45¦ 70.55¦ 39.28 ¦ 31.57 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦05.02.03 ¦27.03.00¦ 3.20 ¦ 71.80¦ 72.70¦ 72.35¦ 38.06 ¦ 3.11 ¦ 27007 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦28.03.00¦ 3.30 ¦ 71.10¦ 72.26¦ 71.30¦ 38.91 ¦ 11.92 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦29.03.00¦ 3.30 ¦ 71.50¦ 72.27¦ 72.22¦ 38.38 ¦ 26.05 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦30.03.00¦ 3.40 ¦ 71.30¦ 71.85¦ 71.30¦ 38.68 ¦ 6.91 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦31.03.00¦ 3.50 ¦ 70.85¦ 71.40¦ 70.86¦ 39.29 ¦ 69.27 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦15.03.03 ¦27.03.00¦ 0.33 ¦ 52.50¦ 52.50¦ 52.50¦ 40.09 ¦ 0.15 ¦ 26001 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦28.03.00¦ 0.36 ¦ 51.00¦ 52.00¦ 51.50¦ 41.29 ¦ 2.77 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦29.03.00¦ 0.38 ¦ 52.00¦ 52.20¦ 52.00¦ 40.59 ¦ 0.85 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦30.03.00¦ 0.41 ¦ 51.80¦ 52.00¦ 52.00¦ 40.84 ¦ 0.94 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦21.05.03 ¦27.03.00¦ 2.20 ¦ 70.20¦ 70.50¦ 70.50¦ 38.10 ¦ 5.81 ¦ 27008 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦28.03.00¦ 2.30 ¦ 69.03¦ 69.35¦ 69.06¦ 39.10 ¦ 8.80 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦29.03.00¦ 2.40 ¦ 68.61¦ 70.16¦ 69.96¦ 38.32 ¦ 45.00 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦30.03.00¦ 2.50 ¦ 69.10¦ 69.60¦ 69.12¦ 38.96 ¦ 19.89 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦31.03.00¦ 2.50 ¦ 68.70¦ 69.35¦ 68.70¦ 39.23 ¦ 35.42 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦04.06.03 ¦27.03.00¦ 1.30 ¦ 70.03¦ 70.70¦ 70.50¦ 38.19 ¦ 43.40 ¦ 27009 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦28.03.00¦ 1.40 ¦ 68.70¦ 69.37¦ 69.31¦ 39.13 ¦ 27.07 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦29.03.00¦ 1.40 ¦ 69.50¦ 70.33¦ 70.27¦ 38.22 ¦ 52.41 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦30.03.00¦ 1.50 ¦ 69.34¦ 70.00¦ 69.35¦ 38.83 ¦ 21.82 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦31.03.00¦ 1.60 ¦ 66.50¦ 69.42¦ 68.73¦ 39.79 ¦ 46.72 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦17.09.03 ¦27.03.00¦ 0.30 ¦ 68.45¦ 69.02¦ 68.81¦ 37.88 ¦ 49.13 ¦ 27010 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦28.03.00¦ 0.40 ¦ 67.42¦ 68.60¦ 67.51¦ 38.83 ¦ 37.17 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦29.03.00¦ 0.50 ¦ 68.05¦ 68.45¦ 68.40¦ 38.26 ¦ 62.59 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦30.03.00¦ 0.50 ¦ 67.80¦ 68.14¦ 67.80¦ 38.63 ¦ 54.81 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦31.03.00¦ 0.60 ¦ 67.00¦ 67.70¦ 67.15¦ 39.05 ¦ 60.24 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦08.10.03 ¦27.03.00¦ 5.10 ¦ 66.40¦ 66.51¦ 66.51¦ 37.92 ¦ 12.14 ¦ 27011 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦28.03.00¦ 5.20 ¦ 65.10¦ 66.36¦ 65.50¦ 38.90 ¦ 30.63 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦29.03.00¦ 5.20 ¦ 65.50¦ 66.20¦ 65.91¦ 38.35 ¦ 41.12 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦30.03.00¦ 5.30 ¦ 65.26¦ 65.54¦ 65.54¦ 38.94 ¦ 10.33 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦31.03.00¦ 5.40 ¦ 64.56¦ 65.39¦ 64.89¦ 39.08 ¦ 60.14 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦19.11.03 ¦27.03.00¦ 5.50 ¦ 52.50¦ 54.00¦ 53.00¦ 38.45 ¦ 0.27 ¦ 27012 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦28.03.00¦ 5.60 ¦ 52.15¦ 52.70¦ 52.15¦ 38.89 ¦ 0.50 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦29.03.00¦ 5.60 ¦ 52.99¦ 52.99¦ 52.99¦ 38.30 ¦ 0.11 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦30.03.00¦ 5.60 ¦ 52.38¦ 52.50¦ 52.38¦ 38.90 ¦101.46 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦31.03.00¦ 5.70 ¦ 51.20¦ 51.20¦ 51.20¦ 40.02 ¦ 2.50 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦21.01.04 ¦27.03.00¦ 4.20 ¦ 64.70¦ 65.28¦ 64.82¦ 37.84 ¦ 60.64 ¦ 28001 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦28.03.00¦ 4.20 ¦ 62.70¦ 64.48¦ 63.65¦ 38.95 ¦ 28.94 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦29.03.00¦ 4.30 ¦ 64.10¦ 64.70¦ 64.65¦ 38.17 ¦ 44.71 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦30.03.00¦ 4.40 ¦ 63.80¦ 64.65¦ 63.86¦ 38.47 ¦ 21.57 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦31.03.00¦ 4.40 ¦ 62.11¦ 63.80¦ 63.10¦ 39.38 ¦ 52.60 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦15.03.04 ¦28.03.00¦ 0.36 ¦ 46.30¦ 46.30¦ 46.30¦ 38.46 ¦ 0.02 ¦ 26002 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦29.03.00¦ 0.38 ¦ 46.25¦ 46.25¦ 46.25¦ 38.52 ¦ 0.04 ¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦15.03.05 ¦27.03.00¦ 0.33 ¦ 41.70¦ 41.81¦ 41.80¦ 37.40 ¦ 1.65 ¦ 26003 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦28.03.00¦ 0.36 ¦ 41.00¦ 41.70¦ 41.15¦ 37.70 ¦ 2.03 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦29.03.00¦ 0.38 ¦ 40.61¦ 41.50¦ 41.50¦ 38.15 ¦ 0.32 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦30.03.00¦ 0.41 ¦ 41.05¦ 41.20¦ 41.19¦ 37.97 ¦ 0.13 ¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦31.03.00¦ 0.44 ¦ 40.00¦ 41.10¦ 40.00¦ 39.00 ¦ 2.34 ¦ ¦
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 ¦ 349 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25014 ¦ 15.03.2001 ¦ 349 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25016 ¦ 10.06.2000 ¦ 71 ¦ 20.00 ¦ 200.55 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25018 ¦ 27.09.2000 ¦ 180 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25020 ¦ 26.04.2000 ¦ 26 ¦ 12.00 ¦ 59.84 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25021 ¦ 19.07.2000 ¦ 110 ¦ 15.00 ¦ 74.79 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25023 ¦ 13.09.2000 ¦ 166 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25024 ¦ 16.08.2000 ¦ 138 ¦ 20.00 ¦ 99.73 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25026 ¦ 27.11.2000 ¦ 241 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25027 ¦ 27.11.2000 ¦ 241 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25028 ¦ 27.11.2000 ¦ 241 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25029 ¦ 27.11.2000 ¦ 241 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26001 ¦ 15.03.2001 ¦ 349 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26002 ¦ 15.03.2001 ¦ 349 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26003 ¦ 15.03.2001 ¦ 349 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26032 ¦ 27.11.2000 ¦ 241 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27001 ¦ 10.05.2000 ¦ 40 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27002 ¦ 24.05.2000 ¦ 54 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27003 ¦ 07.06.2000 ¦ 68 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27004 ¦ 21.06.2000 ¦ 82 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27005 ¦ 12.04.2000 ¦ 12 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27006 ¦ 26.04.2000 ¦ 26 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27007 ¦ 10.05.2000 ¦ 40 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27008 ¦ 24.05.2000 ¦ 54 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27009 ¦ 07.06.2000 ¦ 68 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27010 ¦ 21.06.2000 ¦ 82 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27011 ¦ 12.04.2000 ¦ 12 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27012 ¦ 24.05.2000 ¦ 54 ¦ 15.00 ¦ 0.79 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 28001 ¦ 26.04.2000 ¦ 26 ¦ 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 ¦ ¦ ¦ ¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21134 ¦17.12.99¦05.04.00¦ 5 ¦ 1 ¦ 5 ¦ ¦ 2500.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21135 ¦21.12.99¦17.05.00¦ 47 ¦ 1 ¦ 2 ¦ ¦ 1497.796¦ 2.204¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21136 ¦21.12.99¦05.07.00¦ 96 ¦ 1 ¦ 2 ¦ ¦ 2500.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21138 ¦23.02.00¦06.09.00¦ 159 ¦ 1 ¦ 12 ¦ ¦ 2071.718¦ 428.282¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21139 ¦23.02.00¦31.05.00¦ 61 ¦ 1 ¦ ¦ ¦ 2229.765¦ 270.235¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25013 ¦15.03.97¦15.03.01¦ 349 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 714 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25016 ¦10.06.97¦10.06.00¦ 71 ¦ 2 ¦ 8 ¦ ¦ 3050.833¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25018 ¦01.10.97¦27.09.00¦ 180 ¦ 4 ¦ 21 ¦ 2 ¦ 12409.404¦ 202.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25020 ¦29.10.97¦25.10.00¦ 208 ¦ 4 ¦ 14 ¦ 2 ¦ 11462.302¦ 1631.472¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25021 ¦21.01.98¦17.01.01¦ 292 ¦ 6 ¦ 21 ¦ ¦ 14723.818¦ 5172.167¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 530 ¦ 7 ¦ 19 ¦ ¦ 20341.394¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25024 ¦22.07.98¦15.08.01¦ 502 ¦ 1 ¦ ¦ ¦ 5655.776¦ 4343.224¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25026 ¦27.11.98¦27.11.00¦ 241 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 606 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 971 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦1336 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 624 ¦ ¦ ¦ ¦ 32765.883¦ 2195.548¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦1079 ¦ 1 ¦ ¦ ¦ 6138.415¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦1445 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦1810 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦1702 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 677 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 782 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 796 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 901 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 922 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦1027 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦1041 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦1146 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦1160 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦1265 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦1286 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦1328 ¦ ¦ ¦ ¦ 757.573¦16848.827¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦1391 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ Итого ¦ ¦ ¦ ¦ ¦ ¦ ¦255920.926¦38560.181¦
L--------+--------+--------+-----+-------+------+--------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦27.03.00¦28.03.00¦29.03.00¦30.03.00¦31.03.00¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦
+--------------------------+ ¦
¦а) рыночного портфеля <*> ¦ ¦
+--------------------------+--------T--------T--------T--------T--------+
¦ ГКО ¦-36.83 ¦-36.83 ¦-36.80 ¦ -35.51 ¦ 18.32 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 34.02 ¦ 34.94 ¦ 34.59 ¦ 34.95 ¦ 35.31 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 36.51 ¦ 37.88 ¦ 36.51 ¦ 35.18 ¦ 36.25 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 37.90 ¦ 38.96 ¦ 38.21 ¦ 38.66 ¦ 39.29 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ -4.07 ¦-12.40 ¦ 12.80 ¦ 3.45 ¦ 18.32 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 31.46 ¦ 33.37 ¦ 30.78 ¦ 35.75 ¦ 36.04 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 36.51 ¦ 37.88 ¦ 36.51 ¦ 35.18 ¦ 36.25 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 37.87 ¦ 38.95 ¦ 38.19 ¦ 38.71 ¦ 39.27 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.18 ¦ 0.85 ¦ 0.34 ¦ 0.29 ¦ 0.28 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.48 ¦ 0.21 ¦ 1.31 ¦ 0.32 ¦ 0.14 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.11 ¦ 0.12 ¦ 0.10 ¦ 0.50 ¦ 0.56 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.25 ¦ 0.20 ¦ 0.52 ¦ 0.32 ¦ 0.43 ¦
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---------¬
¦ ¦ 27.03.00¦ 28.03.00¦ 29.03.00¦ 30.03.00¦ 31.03.00¦
+-------------------+---------+---------+---------+---------+---------+
¦Номинальная ¦255769.67¦255846.21¦255849.21¦255920.93¦255920.93¦
¦стоимость, ¦ ¦ ¦ ¦ ¦ ¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 10712.09¦ 10788.62¦ 10791.62¦ 10799.28¦ 10799.28¦
+-------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 99168.55¦ 99168.55¦ 99168.55¦ 99168.55¦ 99168.55¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 32765.88¦ 32765.88¦ 32765.88¦ 32765.88¦ 32765.88¦
+-------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦113123.15¦113123.15¦113123.15¦113187.21¦113187.21¦
+-------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость,¦198080.35¦196115.75¦196878.21¦196657.27¦196152.83¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 12114.07¦ 12197.81¦ 12202.51¦ 12213.63¦ 12660.10¦
+-------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 80863.88¦ 80334.53¦ 79757.90¦ 79613.92¦ 79592.59¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 19181.15¦ 18869.87¦ 19213.91¦ 19554.68¦ 19308.93¦
+-------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 85921.25¦ 84713.54¦ 85703.89¦ 85275.05¦ 84591.20¦
+-------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 544.03¦ 539.83¦ 543.06¦ 541.29¦ 537.18¦
+-------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 75.13¦ 74.72¦ 73.75¦ 72.81¦ 70.01¦
+-------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 411.44¦ 408.42¦ 412.04¦ 410.92¦ 408.75¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 628.00¦ 627.00¦ 626.00¦ 625.00¦ 624.00¦
+-------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 716.18¦ 712.00¦ 713.21¦ 710.83¦ 708.12¦
L-------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

<ТЕЛЕТАЙПОГРАММА> ГТК РФ от 31.03.2000 n Т-3741 <О ТАМОЖЕННОМ ОФОРМЛЕНИИ СЕМЯН КУКУРУЗЫ, ОВСА, ЛЮЦЕРНЫ И ОВОЩНЫХ КУЛЬТУР, ПОСТУПАЮЩИХ ИЗ США>  »
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