БЮЛЛЕТЕНЬ ЦБ РФ от 24.03.2000 n 11 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 24 марта 2000 г. N 11
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 658.561 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 ¦24.03.00¦121.38¦121.38¦121.38¦ -119.06 ¦ 0.40 ¦ 21135¦
+---------+--------+------+------+------+----------+-------+------+
¦31.05.00 ¦20.03.00¦ 96.60¦ 96.85¦ 96.61¦ 17.46 ¦ 29.28 ¦ 21139¦
¦ +--------+------+------+------+----------+-------+ ¦
¦ ¦21.03.00¦ 96.70¦ 96.93¦ 96.70¦ 16.99 ¦ 31.02 ¦ ¦
¦ +--------+------+------+------+----------+-------+ ¦
¦ ¦22.03.00¦ 96.76¦ 96.88¦ 96.87¦ 17.01 ¦ 22.80 ¦ ¦
¦ +--------+------+------+------+----------+-------+ ¦
¦ ¦23.03.00¦ 96.82¦ 97.00¦ 96.85¦ 17.09 ¦ 29.93 ¦ ¦
¦ +--------+------+------+------+----------+-------+ ¦
¦ ¦24.03.00¦ 96.83¦ 96.90¦ 96.88¦ 17.34 ¦ 17.45 ¦ ¦
+---------+--------+------+------+------+----------+-------+------+
¦06.09.00 ¦20.03.00¦106.85¦106.85¦106.85¦ -13.76 ¦100.00 ¦ 21138¦
¦ +--------+------+------+------+----------+-------+ ¦
¦ ¦21.03.00¦106.90¦106.95¦106.95¦ -13.98 ¦100.00 ¦ ¦
¦ +--------+------+------+------+----------+-------+ ¦
¦ ¦22.03.00¦106.95¦107.05¦107.05¦ -14.21 ¦160.00 ¦ ¦
¦ +--------+------+------+------+----------+-------+ ¦
¦ ¦23.03.00¦107.05¦107.20¦107.15¦ -14.45 ¦ 35.04 ¦ ¦
¦ +--------+------+------+------+----------+-------+ ¦
¦ ¦24.03.00¦107.15¦107.15¦107.15¦ -14.67 ¦132.65 ¦ ¦
L---------+--------+------+------+------+----------+-------+-------
Торговля ОФЗ при суммарном объеме сделок за неделю 5498.869 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 ¦20.03.00¦ 15.56 ¦ 99.95¦100.00¦ 99.97¦ 18.55 ¦ 6.41¦ 25016 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦21.03.00¦ 15.62 ¦ 99.99¦100.15¦100.02¦ 18.45 ¦ 1.25¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦22.03.00¦ 15.67 ¦100.00¦100.19¦100.00¦ 17.89 ¦ 47.70¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦23.03.00¦ 15.73 ¦100.00¦100.05¦100.05¦ 18.40 ¦ 0.14¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦24.03.00¦ 15.78 ¦100.00¦100.05¦100.05¦ 18.30 ¦ 0.63¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦27.09.00 ¦20.03.00¦ 6.64 ¦ 94.38¦ 94.90¦ 94.50¦ 27.38 ¦ 80.59¦ 25018 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦21.03.00¦ 6.67 ¦ 94.30¦ 95.02¦ 94.30¦ 27.30 ¦ 143.19¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦22.03.00¦ 6.71 ¦ 94.37¦ 94.75¦ 94.43¦ 27.87 ¦ 86.37¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦23.03.00¦ 6.75 ¦ 94.46¦ 94.60¦ 94.60¦ 27.84 ¦ 41.41¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦24.03.00¦ 6.79 ¦ 94.55¦ 95.05¦ 94.95¦ 26.92 ¦ 76.08¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦25.10.00 ¦20.03.00¦ 4.77 ¦ 92.56¦ 92.95¦ 92.57¦ 27.43 ¦ 31.75¦ 25020 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦21.03.00¦ 4.80 ¦ 92.55¦ 93.00¦ 92.61¦ 27.48 ¦ 37.19¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦22.03.00¦ 4.83 ¦ 92.50¦ 92.75¦ 92.53¦ 28.00 ¦ 136.76¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦23.03.00¦ 4.87 ¦ 92.50¦ 92.60¦ 92.53¦ 28.03 ¦ 47.88¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦24.03.00¦ 4.90 ¦ 92.61¦ 92.70¦ 92.68¦ 27.82 ¦ 57.36¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦17.01.01 ¦20.03.00¦ 2.51 ¦ 89.55¦ 90.15¦ 90.05¦ 31.51 ¦ 27.94¦ 25021 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦21.03.00¦ 2.55 ¦ 90.00¦ 90.75¦ 90.55¦ 30.42 ¦ 125.36¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦22.03.00¦ 2.59 ¦ 90.80¦ 91.19¦ 91.10¦ 29.67 ¦ 79.74¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦23.03.00¦ 2.63 ¦ 90.90¦ 91.20¦ 91.13¦ 29.68 ¦ 113.83¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦24.03.00¦ 2.67 ¦ 90.70¦ 91.15¦ 90.96¦ 29.80 ¦ 195.01¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦15.08.01 ¦20.03.00¦ 1.81 ¦ 85.78¦ 85.80¦ 85.80¦ 36.15 ¦ 20.00¦ 25024 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦21.03.00¦ 1.86 ¦ 86.60¦ 87.00¦ 86.60¦ 35.05 ¦ 12.10¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦22.03.00¦ 1.92 ¦ 86.65¦ 86.85¦ 86.75¦ 35.04 ¦ 9.00¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦23.03.00¦ 1.97 ¦ 85.75¦ 86.75¦ 86.00¦ 35.92 ¦ 17.95¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦24.03.00¦ 2.03 ¦ 85.64¦ 86.11¦ 85.64¦ 36.35 ¦ 49.22¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦12.09.01 ¦20.03.00¦ 0.19 ¦ 78.50¦ 78.80¦ 78.70¦ 36.17 ¦ 68.20¦ 25023 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦21.03.00¦ 0.23 ¦ 79.00¦ 79.92¦ 79.50¦ 34.97 ¦ 46.35¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦22.03.00¦ 0.27 ¦ 79.60¦ 80.00¦ 79.65¦ 34.92 ¦ 38.22¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦23.03.00¦ 0.31 ¦ 78.55¦ 79.73¦ 78.61¦ 35.34 ¦ 355.82¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦24.03.00¦ 0.35 ¦ 78.55¦ 79.25¦ 78.60¦ 36.22 ¦ 68.11¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦15.12.01 ¦20.03.00¦ 0.00 ¦ 57.30¦ 58.44¦ 58.44¦ 36.63 ¦ 46.21¦ 25030 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦21.03.00¦ 0.00 ¦ 58.15¦ 59.90¦ 58.90¦ 35.14 ¦ 71.13¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦22.03.00¦ 0.00 ¦ 58.90¦ 59.55¦ 59.55¦ 35.22 ¦ 33.86¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦23.03.00¦ 0.00 ¦ 58.50¦ 59.30¦ 58.90¦ 35.93 ¦ 31.40¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦24.03.00¦ 0.00 ¦ 58.20¦ 59.04¦ 58.47¦ 36.21 ¦ 52.20¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦06.02.02 ¦20.03.00¦ 2.70 ¦ 80.75¦ 81.15¦ 81.10¦ 38.98 ¦ 76.12¦ 27001 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦21.03.00¦ 2.80 ¦ 81.50¦ 82.60¦ 81.90¦ 37.75 ¦ 78.15¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦22.03.00¦ 2.90 ¦ 81.55¦ 82.11¦ 82.00¦ 38.01 ¦ 76.85¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦23.03.00¦ 2.90 ¦ 81.45¦ 82.10¦ 81.76¦ 38.16 ¦ 49.28¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦24.03.00¦ 3.00 ¦ 80.97¦ 82.00¦ 81.60¦ 38.19 ¦ 82.34¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦15.03.02 ¦21.03.00¦ 0.16 ¦ 63.00¦ 63.00¦ 63.00¦ 40.53 ¦ 0.08¦ 25014 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦22.03.00¦ 0.19 ¦ 65.00¦ 65.00¦ 65.00¦ 38.25 ¦ 0.56¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦22.05.02 ¦20.03.00¦ 1.80 ¦ 77.60¦ 78.22¦ 78.19¦ 39.55 ¦ 54.14¦ 27002 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦21.03.00¦ 1.80 ¦ 79.01¦ 79.65¦ 79.01¦ 38.17 ¦ 40.27¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦22.03.00¦ 1.90 ¦ 79.10¦ 79.47¦ 79.28¦ 38.21 ¦ 69.07¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦23.03.00¦ 2.00 ¦ 79.11¦ 79.47¦ 79.25¦ 38.14 ¦ 53.27¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦24.03.00¦ 2.00 ¦ 79.00¦ 80.00¦ 79.37¦ 38.22 ¦ 37.64¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦05.06.02 ¦20.03.00¦ 0.80 ¦ 77.50¦ 78.20¦ 78.20¦ 39.67 ¦ 40.35¦ 27003 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦21.03.00¦ 0.90 ¦ 78.90¦ 80.06¦ 79.00¦ 38.11 ¦ 71.61¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦22.03.00¦ 1.00 ¦ 78.80¦ 79.37¦ 78.90¦ 38.26 ¦ 69.80¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦23.03.00¦ 1.00 ¦ 78.70¦ 79.55¦ 79.20¦ 38.37 ¦ 45.08¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦24.03.00¦ 1.10 ¦ 78.57¦ 79.60¦ 79.22¦ 38.35 ¦ 52.82¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦18.09.02 ¦20.03.00¦ 6.10 ¦ 74.90¦ 75.30¦ 75.12¦ 39.99 ¦ 30.05¦ 27004 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦21.03.00¦ 6.10 ¦ 76.40¦ 77.50¦ 76.40¦ 38.36 ¦ 36.19¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦22.03.00¦ 0.00 ¦ 76.72¦ 77.41¦ 76.72¦ 38.38 ¦ 57.97¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦23.03.00¦ 0.10 ¦ 76.60¦ 77.27¦ 76.90¦ 38.42 ¦ 73.50¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦24.03.00¦ 0.10 ¦ 76.40¦ 77.30¦ 77.30¦ 38.33 ¦ 51.71¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦09.10.02 ¦20.03.00¦ 4.60 ¦ 72.10¦ 72.80¦ 72.74¦ 40.19 ¦ 78.58¦ 27005 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦21.03.00¦ 4.70 ¦ 73.95¦ 75.40¦ 73.95¦ 38.40 ¦ 50.02¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦22.03.00¦ 4.80 ¦ 74.20¦ 75.92¦ 74.30¦ 38.43 ¦ 85.42¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦23.03.00¦ 4.80 ¦ 74.10¦ 74.92¦ 74.40¦ 38.40 ¦ 67.42¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦24.03.00¦ 4.90 ¦ 74.20¦ 74.89¦ 74.84¦ 38.34 ¦ 25.75¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦22.01.03 ¦20.03.00¦ 3.70 ¦ 69.98¦ 70.30¦ 70.30¦ 40.19 ¦ 43.07¦ 27006 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦21.03.00¦ 3.70 ¦ 71.66¦ 74.00¦ 71.80¦ 38.39 ¦ 43.27¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦22.03.00¦ 3.80 ¦ 71.85¦ 73.63¦ 71.90¦ 38.36 ¦ 28.42¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦23.03.00¦ 3.90 ¦ 71.50¦ 72.49¦ 71.50¦ 38.41 ¦ 40.07¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦24.03.00¦ 4.00 ¦ 71.70¦ 72.27¦ 72.27¦ 38.46 ¦ 38.17¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦05.02.03 ¦20.03.00¦ 2.70 ¦ 69.96¦ 70.34¦ 70.34¦ 40.18 ¦ 57.45¦ 27007 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦21.03.00¦ 2.80 ¦ 71.40¦ 72.63¦ 71.40¦ 38.54 ¦ 21.05¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦22.03.00¦ 2.90 ¦ 71.83¦ 73.60¦ 71.85¦ 38.38 ¦ 40.20¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦23.03.00¦ 2.90 ¦ 71.50¦ 72.60¦ 71.51¦ 38.51 ¦ 35.31¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦24.03.00¦ 3.00 ¦ 71.70¦ 72.40¦ 72.40¦ 38.50 ¦ 37.34¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦15.03.03 ¦20.03.00¦ 0.14 ¦ 51.00¦ 51.00¦ 51.00¦ 41.49 ¦ 0.01¦ 26001 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦21.03.00¦ 0.16 ¦ 52.00¦ 52.50¦ 52.35¦ 40.02 ¦ 2.90¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦22.03.00¦ 0.19 ¦ 51.00¦ 52.55¦ 52.45¦ 40.36 ¦ 14.46¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦23.03.00¦ 0.22 ¦ 51.90¦ 53.05¦ 51.90¦ 39.97 ¦ 5.26¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦24.03.00¦ 0.25 ¦ 51.95¦ 52.20¦ 52.00¦ 40.53 ¦ 4.20¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦21.05.03 ¦20.03.00¦ 1.80 ¦ 67.78¦ 68.37¦ 68.23¦ 39.98 ¦ 44.98¦ 27008 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦21.03.00¦ 1.80 ¦ 69.36¦ 70.70¦ 69.64¦ 38.26 ¦ 92.76¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦22.03.00¦ 1.90 ¦ 69.80¦ 70.50¦ 69.90¦ 38.33 ¦ 22.54¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦23.03.00¦ 2.00 ¦ 68.91¦ 70.50¦ 69.60¦ 38.40 ¦ 56.06¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦24.03.00¦ 2.00 ¦ 69.06¦ 70.30¦ 70.30¦ 38.50 ¦ 20.61¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦04.06.03 ¦20.03.00¦ 0.80 ¦ 68.00¦ 68.50¦ 68.43¦ 39.91 ¦ 13.45¦ 27009 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦21.03.00¦ 0.90 ¦ 69.49¦ 70.72¦ 69.60¦ 38.50 ¦ 51.25¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦22.03.00¦ 1.00 ¦ 69.90¦ 70.40¦ 70.00¦ 38.33 ¦ 26.36¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦23.03.00¦ 1.00 ¦ 69.30¦ 70.50¦ 69.85¦ 38.46 ¦ 55.56¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦24.03.00¦ 1.10 ¦ 69.65¦ 70.20¦ 70.15¦ 38.49 ¦ 35.87¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦17.09.03 ¦20.03.00¦ 6.10 ¦ 66.01¦ 66.65¦ 66.53¦ 39.93 ¦ 24.23¦ 27010 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦21.03.00¦ 6.10 ¦ 67.65¦ 69.00¦ 67.65¦ 38.47 ¦ 40.26¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦22.03.00¦ 0.00 ¦ 68.19¦ 68.75¦ 68.21¦ 38.21 ¦ 92.83¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦23.03.00¦ 0.10 ¦ 68.20¦ 69.20¦ 68.30¦ 38.24 ¦ 91.52¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦24.03.00¦ 0.10 ¦ 68.11¦ 68.73¦ 68.52¦ 38.36 ¦ 94.13¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦08.10.03 ¦20.03.00¦ 4.60 ¦ 63.96¦ 64.68¦ 64.61¦ 39.88 ¦ 36.88¦ 27011 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦21.03.00¦ 4.70 ¦ 65.35¦ 66.70¦ 65.35¦ 38.67 ¦ 53.87¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦22.03.00¦ 4.80 ¦ 65.81¦ 66.35¦ 65.90¦ 38.26 ¦ 78.25¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦23.03.00¦ 4.80 ¦ 65.66¦ 66.60¦ 65.99¦ 38.43 ¦ 59.46¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦24.03.00¦ 4.90 ¦ 65.55¦ 66.60¦ 66.60¦ 38.36 ¦ 94.55¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦19.11.03 ¦21.03.00¦ 5.30 ¦ 51.50¦ 55.00¦ 51.50¦ 38.52 ¦ 6.26¦ 27012 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦22.03.00¦ 5.30 ¦ 52.45¦ 52.45¦ 52.45¦ 38.75 ¦ 0.30¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦23.03.00¦ 5.30 ¦ 52.47¦ 53.14¦ 52.50¦ 38.37 ¦ 24.24¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦24.03.00¦ 5.40 ¦ 42.37¦ 52.72¦ 52.20¦ 38.81 ¦ 32.21¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦21.01.04 ¦20.03.00¦ 3.70 ¦ 61.80¦ 63.00¦ 63.00¦ 39.84 ¦ 27.51¦ 28001 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦21.03.00¦ 3.70 ¦ 64.00¦ 65.00¦ 64.00¦ 38.35 ¦ 65.99¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦22.03.00¦ 3.80 ¦ 64.30¦ 64.80¦ 64.60¦ 38.25 ¦ 33.75¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦23.03.00¦ 3.90 ¦ 64.20¦ 65.01¦ 64.58¦ 38.21 ¦ 51.10¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦24.03.00¦ 4.00 ¦ 64.20¦ 64.80¦ 64.51¦ 38.29 ¦ 32.38¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦15.03.04 ¦20.03.00¦ 0.14 ¦ 43.61¦ 44.25¦ 43.61¦ 40.41 ¦ 1.61¦ 26002 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦21.03.00¦ 0.16 ¦ 46.00¦ 46.00¦ 46.00¦ 38.65 ¦ 0.54¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦23.03.00¦ 0.22 ¦ 47.50¦ 47.50¦ 47.50¦ 37.30 ¦ 0.00¦ ¦
+---------+--------+-------+------+------+------+----------+-------+-------+
¦15.03.05 ¦20.03.00¦ 0.14 ¦ 40.00¦ 40.20¦ 40.20¦ 38.86 ¦ 2.65¦ 26003 ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦21.03.00¦ 0.16 ¦ 40.35¦ 41.50¦ 41.50¦ 38.28 ¦ 8.99¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦22.03.00¦ 0.19 ¦ 41.35¦ 41.90¦ 41.90¦ 37.43 ¦ 1.87¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦23.03.00¦ 0.22 ¦ 41.45¦ 42.00¦ 42.00¦ 37.28 ¦ 1.93¦ ¦
¦ +--------+-------+------+------+------+----------+-------+ ¦
¦ ¦24.03.00¦ 0.25 ¦ 41.51¦ 41.81¦ 41.80¦ 37.42 ¦ 0.57¦ ¦
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 ¦ 356 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25014 ¦ 15.03.2001 ¦ 356 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25016 ¦ 10.06.2000 ¦ 78 ¦ 20.00 ¦ 200.55 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25018 ¦ 29.03.2000 ¦ 5 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25020 ¦ 26.04.2000 ¦ 33 ¦ 12.00 ¦ 59.84 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25021 ¦ 19.07.2000 ¦ 117 ¦ 15.00 ¦ 74.79 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25023 ¦ 13.09.2000 ¦ 173 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25024 ¦ 16.08.2000 ¦ 145 ¦ 20.00 ¦ 99.73 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25026 ¦ 27.11.2000 ¦ 248 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25027 ¦ 27.11.2000 ¦ 248 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25028 ¦ 27.11.2000 ¦ 248 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25029 ¦ 27.11.2000 ¦ 248 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26001 ¦ 15.03.2001 ¦ 356 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26002 ¦ 15.03.2001 ¦ 356 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26003 ¦ 15.03.2001 ¦ 356 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26032 ¦ 27.11.2000 ¦ 248 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27001 ¦ 10.05.2000 ¦ 47 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27002 ¦ 24.05.2000 ¦ 61 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27003 ¦ 07.06.2000 ¦ 75 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27004 ¦ 21.06.2000 ¦ 89 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27005 ¦ 12.04.2000 ¦ 19 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27006 ¦ 26.04.2000 ¦ 33 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27007 ¦ 10.05.2000 ¦ 47 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27008 ¦ 24.05.2000 ¦ 61 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27009 ¦ 07.06.2000 ¦ 75 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27010 ¦ 21.06.2000 ¦ 89 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27011 ¦ 12.04.2000 ¦ 19 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27012 ¦ 24.05.2000 ¦ 61 ¦ 15.00 ¦ 0.79 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 28001 ¦ 26.04.2000 ¦ 33 ¦ 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¦ 12 ¦ 1 ¦ 5 ¦ ¦ 2500.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21135 ¦21.12.99¦17.05.00¦ 54 ¦ 1 ¦ 2 ¦ ¦ 1497.796¦ 2.204¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21136 ¦21.12.99¦05.07.00¦ 103 ¦ 1 ¦ 2 ¦ ¦ 2500.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21138 ¦23.02.00¦06.09.00¦ 166 ¦ 1 ¦ 8 ¦ ¦ 1975.542¦ 524.458¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21139 ¦23.02.00¦31.05.00¦ 68 ¦ 1 ¦ ¦ ¦ 2229.765¦ 270.235¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25013 ¦15.03.97¦15.03.01¦ 356 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 721 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25016 ¦10.06.97¦10.06.00¦ 78 ¦ 2 ¦ 8 ¦ ¦ 3050.833¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25018 ¦01.10.97¦27.09.00¦ 187 ¦ 4 ¦ 21 ¦ 2 ¦ 12409.404¦ 202.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25020 ¦29.10.97¦25.10.00¦ 215 ¦ 4 ¦ 14 ¦ 2 ¦ 11462.302¦ 1631.472¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25021 ¦21.01.98¦17.01.01¦ 299 ¦ 6 ¦ 21 ¦ ¦ 14723.818¦ 5172.167¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 537 ¦ 7 ¦ 19 ¦ ¦ 20341.394¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25024 ¦22.07.98¦15.08.01¦ 509 ¦ 1 ¦ ¦ ¦ 5655.776¦ 4343.224¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25026 ¦27.11.98¦27.11.00¦ 248 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 613 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 978 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦1343 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 631 ¦ ¦ ¦ ¦ 32765.883¦ 2195.548¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦1086 ¦ 1 ¦ ¦ ¦ 6138.415¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦1452 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦1817 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦1709 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 684 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 789 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 803 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 908 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 929 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦1034 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦1048 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦1153 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦1167 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦1272 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦1293 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦1335 ¦ ¦ ¦ ¦ 608.862¦16997.538¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦1398 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ Итого ¦ ¦ ¦ ¦ ¦ ¦ ¦255676.039¦38805.068¦
L--------+--------+--------+-----+-------+------+--------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦20.03.00¦21.03.00¦22.03.00¦23.03.00¦24.03.00¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦
+--------------------------+ ¦
¦а) рыночного портфеля <*> ¦ ¦
+--------------------------+--------T--------T--------T--------T--------+
¦ ГКО ¦ -34.85 ¦ -34.40 ¦ -34.69 ¦ -33.69 ¦ -37.56 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 34.85 ¦ 34.04 ¦ 33.75 ¦ 33.77 ¦ 34.02 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 36.63 ¦ 35.14 ¦ 35.22 ¦ 35.93 ¦ 36.21 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 39.89 ¦ 38.36 ¦ 38.29 ¦ 38.35 ¦ 38.37 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ -10.61 ¦ -10.71 ¦ -12.62 ¦ -6.82 ¦ -13.30 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 32.84 ¦ 31.11 ¦ 30.36 ¦ 33.95 ¦ 31.91 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 36.63 ¦ 35.14 ¦ 35.22 ¦ 35.93 ¦ 36.21 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 39.86 ¦ 38.32 ¦ 38.27 ¦ 38.34 ¦ 38.38 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 1.17 ¦ 1.17 ¦ 1.63 ¦ 0.56 ¦ 1.32 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.27 ¦ 0.44 ¦ 0.49 ¦ 0.62 ¦ 0.52 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.14 ¦ 0.22 ¦ 0.10 ¦ 0.10 ¦ 0.16 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.48 ¦ 0.57 ¦ 0.61 ¦ 0.61 ¦ 0.56 ¦
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---------¬
¦ ¦ 20.03.00¦ 21.03.00¦ 22.03.00¦ 23.03.00¦ 24.03.00¦
+-------------------+---------+---------+---------+---------+---------+
¦Номинальная ¦255038.10¦255273.37¦255508.35¦255543.39¦255676.04¦
¦стоимость, ¦ ¦ ¦ ¦ ¦ ¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 10275.42¦ 10375.42¦ 10535.42¦ 10570.45¦ 10703.10¦
+-------------------+---------+---------+---------+---------+---------+
¦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 ¦112828.25¦112963.52¦113038.50¦113038.50¦113038.50¦
+-------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость,¦194561.73¦197639.00¦197070.54¦197021.62¦197095.98¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 11593.84¦ 11704.74¦ 11878.15¦ 11917.78¦ 12104.79¦
+-------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 79906.73¦ 80520.09¦ 80757.63¦ 80825.02¦ 80717.63¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 19036.98¦ 19420.34¦ 19417.06¦ 19256.51¦ 19204.08¦
+-------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 84024.19¦ 85993.83¦ 85017.69¦ 85022.31¦ 85069.47¦
+-------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 541.92¦ 545.40¦ 548.03¦ 547.28¦ 545.63¦
+-------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 78.63¦ 78.47¦ 78.79¦ 78.08¦ 78.05¦
+-------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 413.81¦ 415.42¦ 415.63¦ 415.87¦ 414.15¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 635.00¦ 634.00¦ 633.00¦ 632.00¦ 631.00¦
+-------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 706.60¦ 710.65¦ 719.95¦ 718.77¦ 717.65¦
L-------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

ПРИКАЗ ЦБ РФ от 24.03.2000 n ОД-98 ОБ АННУЛИРОВАНИИ В КНИГЕ ГОСУДАРСТВЕННОЙ РЕГИСТРАЦИИ КРЕДИТНЫХ ОРГАНИЗАЦИЙ ЗАПИСИ О РЕГИСТРАЦИИ КОММЕРЧЕСКОГО БАНКА МОСКОВСКИЙ ГОРОДСКОЙ БАНК АКЦИОНЕРНОЕ ОБЩЕСТВО ЗАКРЫТОГО ТИПА (Г. МОСКВА)  »
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