БЮЛЛЕТЕНЬ ЦБ РФ от 17.03.2000 n 10 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 17 марта 2000 г. N 10
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 275.545 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 ¦13.03.00¦118.47¦118.47¦118.47¦ -87.55 ¦ 0.00¦21135 ¦
+---------+--------+------+------+------+----------+-------+------+
¦31.05.00 ¦13.03.00¦ 96.36¦ 96.60¦ 96.42¦ 17.15 ¦ 48.52¦21139 ¦
¦ +--------+------+------+------+----------+-------+ ¦
¦ ¦14.03.00¦ 96.50¦ 96.53¦ 96.50¦ 16.87 ¦ 24.34¦ ¦
¦ +--------+------+------+------+----------+-------+ ¦
¦ ¦15.03.00¦ 96.65¦ 96.70¦ 96.70¦ 16.33 ¦ 6.95¦ ¦
¦ +--------+------+------+------+----------+-------+ ¦
¦ ¦16.03.00¦ 96.70¦ 96.88¦ 96.79¦ 15.93 ¦ 17.89¦ ¦
¦ +--------+------+------+------+----------+-------+ ¦
¦ ¦17.03.00¦ 96.74¦ 96.77¦ 96.75¦ 16.35 ¦ 10.33¦ ¦
+---------+--------+------+------+------+----------+-------+------+
¦05.07.00 ¦14.03.00¦109.75¦109.75¦109.75¦ -28.70 ¦ 0.77¦21136 ¦
¦ +--------+------+------+------+----------+-------+ ¦
¦ ¦15.03.00¦121.40¦121.40¦121.40¦ -57.45 ¦ 0.00¦ ¦
+---------+--------+------+------+------+----------+-------+------+
¦06.09.00 ¦15.03.00¦106.50¦106.50¦106.50¦ -12.73 ¦ 70.00¦21138 ¦
¦ +--------+------+------+------+----------+-------+ ¦
¦ ¦16.03.00¦106.50¦106.90¦106.85¦ -13.12 ¦ 94.91¦ ¦
¦ +--------+------+------+------+----------+-------+ ¦
¦ ¦17.03.00¦106.80¦106.85¦106.80¦ -13.45 ¦ 1.84¦ ¦
L---------+--------+------+------+------+----------+-------+-------
Торговля ОФЗ при суммарном объеме сделок за неделю 5029.887 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 ¦13.03.00¦15.18 ¦99.70¦100.00¦100.00¦ 19.05 ¦ 1.13¦ 25016 ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦14.03.00¦15.23 ¦99.94¦100.00¦100.00¦ 18.70 ¦ 1.77¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦15.03.00¦15.29 ¦99.87¦ 99.95¦ 99.95¦ 18.87 ¦ 3.59¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦16.03.00¦15.34 ¦99.91¦100.00¦100.00¦ 18.57 ¦ 2.73¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦17.03.00¦15.40 ¦99.98¦100.00¦ 99.99¦ 18.57 ¦ 5.07¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+-------+
¦27.09.00 ¦13.03.00¦ 6.37 ¦94.95¦ 95.06¦ 95.00¦ 25.85 ¦ 20.26¦ 25018 ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦14.03.00¦ 6.41 ¦94.65¦ 95.14¦ 95.05¦ 25.81 ¦ 50.50¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦15.03.00¦ 6.44 ¦94.83¦ 95.02¦ 94.83¦ 26.10 ¦ 52.12¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦16.03.00¦ 6.48 ¦94.75¦ 95.00¦ 94.75¦ 26.54 ¦ 91.31¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦17.03.00¦ 6.52 ¦94.75¦ 94.95¦ 94.75¦ 26.61 ¦ 46.96¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+-------+
¦25.10.00 ¦13.03.00¦ 4.54 ¦92.60¦ 93.00¦ 92.60¦ 26.76 ¦ 7.64¦ 25020 ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦14.03.00¦ 4.57 ¦92.77¦ 92.85¦ 92.85¦ 26.83 ¦ 20.25¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦15.03.00¦ 4.60 ¦92.80¦ 92.99¦ 92.99¦ 26.63 ¦ 8.59¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦16.03.00¦ 4.64 ¦92.78¦ 93.00¦ 92.80¦ 26.78 ¦ 4.76¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦17.03.00¦ 4.67 ¦92.75¦ 93.00¦ 93.00¦ 26.67 ¦ 26.21¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+-------+
¦17.01.01 ¦13.03.00¦ 2.22 ¦89.35¦ 89.60¦ 89.51¦ 32.01 ¦ 23.09¦ 25021 ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦14.03.00¦ 2.26 ¦89.30¦ 89.60¦ 89.31¦ 32.14 ¦ 28.30¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦15.03.00¦ 2.30 ¦89.31¦ 89.87¦ 89.31¦ 31.67 ¦ 63.49¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦16.03.00¦ 2.34 ¦89.02¦ 89.98¦ 89.50¦ 32.35 ¦ 86.61¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦17.03.00¦ 2.38 ¦89.53¦ 90.20¦ 89.86¦ 31.49 ¦ 98.05¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+-------+
¦15.03.01 ¦14.03.00¦10.00 ¦81.80¦ 82.00¦ 82.00¦ 34.22 ¦ 1.12¦ 25013 ¦
+---------+--------+-------+-----+------+------+----------+-------+-------+
¦15.08.01 ¦13.03.00¦ 1.43 ¦83.51¦ 83.70¦ 83.51¦ 38.77 ¦ 10.50¦ 25024 ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦14.03.00¦ 1.48 ¦83.40¦ 84.00¦ 84.00¦ 38.65 ¦ 18.23¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦15.03.00¦ 1.53 ¦84.00¦ 84.25¦ 84.25¦ 38.07 ¦ 13.71¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦16.03.00¦ 1.59 ¦84.55¦ 85.49¦ 85.20¦ 37.20 ¦ 5.58¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦17.03.00¦ 1.64 ¦85.50¦ 85.90¦ 85.90¦ 36.14 ¦ 21.37¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+-------+
¦12.09.01 ¦13.03.00¦ 6.90 ¦76.00¦ 76.40¦ 76.25¦ 39.01 ¦ 13.88¦ 25023 ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦14.03.00¦ 6.94 ¦76.05¦ 76.51¦ 76.05¦ 38.82 ¦ 80.56¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦15.03.00¦ 0.00 ¦76.75¦ 77.20¦ 76.75¦ 38.02 ¦ 121.08¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦16.03.00¦ 0.04 ¦77.30¦ 78.02¦ 77.95¦ 36.91 ¦ 114.94¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦17.03.00¦ 0.08 ¦78.45¦ 79.35¦ 78.62¦ 36.02 ¦ 53.23¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+-------+
¦15.12.01 ¦13.03.00¦ 0.00 ¦40.00¦ 56.07¦ 55.56¦ 41.65 ¦ 100.12¦ 25030 ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦14.03.00¦ 0.00 ¦55.42¦ 56.50¦ 56.50¦ 39.01 ¦ 98.21¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦15.03.00¦ 0.00 ¦56.50¦ 57.50¦ 57.50¦ 37.66 ¦ 80.05¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦16.03.00¦ 0.00 ¦57.26¦ 58.34¦ 58.00¦ 36.63 ¦ 185.90¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦17.03.00¦ 0.00 ¦57.25¦ 58.40¦ 57.73¦ 36.43 ¦ 59.64¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+-------+
¦06.02.02 ¦13.03.00¦ 2.20 ¦78.85¦ 79.70¦ 79.70¦ 40.93 ¦ 24.02¦ 27001 ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦14.03.00¦ 2.30 ¦79.20¦ 79.80¦ 79.80¦ 40.50 ¦ 9.99¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦15.03.00¦ 2.40 ¦80.00¦ 80.88¦ 80.20¦ 39.52 ¦ 12.02¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦16.03.00¦ 2.50 ¦79.41¦ 80.99¦ 80.90¦ 39.02 ¦ 91.50¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦17.03.00¦ 2.50 ¦80.85¦ 81.00¦ 80.94¦ 38.95 ¦ 12.44¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+-------+
¦15.03.02 ¦15.03.00¦ 0.00 ¦57.50¦ 63.00¦ 63.00¦ 43.81 ¦ 1.92¦ 25014 ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦16.03.00¦ 0.03 ¦62.00¦ 63.20¦ 63.20¦ 40.43 ¦ 2.21¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦17.03.00¦ 0.06 ¦63.30¦ 63.30¦ 63.30¦ 40.03 ¦ 0.17¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+-------+
¦22.05.02 ¦13.03.00¦ 1.30 ¦75.70¦ 76.40¦ 76.06¦ 41.70 ¦ 44.18¦ 27002 ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦14.03.00¦ 1.40 ¦75.80¦ 76.49¦ 76.49¦ 41.22 ¦ 67.41¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦15.03.00¦ 1.40 ¦76.50¦ 77.10¦ 76.58¦ 40.78 ¦ 35.66¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦16.03.00¦ 1.50 ¦76.06¦ 77.50¦ 77.33¦ 40.04 ¦ 615.16¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦17.03.00¦ 1.60 ¦77.39¦ 77.90¦ 77.90¦ 39.67 ¦ 23.12¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+-------+
¦05.06.02 ¦13.03.00¦ 0.30 ¦75.51¦ 76.28¦ 76.00¦ 41.70 ¦ 38.00¦ 27003 ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦14.03.00¦ 0.40 ¦75.54¦ 76.45¦ 76.45¦ 41.50 ¦ 33.84¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦15.03.00¦ 0.50 ¦76.20¦ 76.78¦ 76.75¦ 41.00 ¦ 33.78¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦16.03.00¦ 0.50 ¦76.32¦ 77.45¦ 77.20¦ 40.10 ¦ 682.91¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦17.03.00¦ 0.60 ¦77.30¦ 77.81¦ 77.81¦ 39.81 ¦ 34.61¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+-------+
¦18.09.02 ¦13.03.00¦ 5.60 ¦70.34¦ 73.80¦ 73.35¦ 41.92 ¦ 17.71¦ 27004 ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦14.03.00¦ 5.70 ¦73.00¦ 73.62¦ 73.50¦ 41.86 ¦ 20.80¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦15.03.00¦ 5.70 ¦73.50¦ 74.49¦ 73.80¦ 41.10 ¦ 29.94¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦16.03.00¦ 5.80 ¦74.10¦ 74.90¦ 74.65¦ 40.46 ¦ 91.73¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦17.03.00¦ 5.90 ¦74.80¦ 75.20¦ 75.15¦ 40.01 ¦ 66.45¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+-------+
¦09.10.02 ¦13.03.00¦ 4.20 ¦70.77¦ 71.60¦ 70.96¦ 41.83 ¦ 13.78¦ 27005 ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦14.03.00¦ 4.20 ¦70.71¦ 71.29¦ 71.29¦ 41.80 ¦ 23.86¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦15.03.00¦ 4.30 ¦71.40¦ 71.99¦ 71.78¦ 41.08 ¦ 49.96¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦16.03.00¦ 4.40 ¦71.50¦ 73.73¦ 71.80¦ 40.72 ¦ 71.88¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦17.03.00¦ 4.40 ¦72.45¦ 72.81¦ 72.73¦ 40.17 ¦ 51.86¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+-------+
¦22.01.03 ¦13.03.00¦ 3.20 ¦57.26¦ 68.99¦ 68.33¦ 42.67 ¦ 26.35¦ 27006 ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦14.03.00¦ 3.30 ¦68.07¦ 68.75¦ 68.75¦ 41.85 ¦ 52.41¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦15.03.00¦ 3.30 ¦68.80¦ 69.58¦ 69.21¦ 41.12 ¦ 50.46¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦16.03.00¦ 3.40 ¦69.36¦ 70.00¦ 69.53¦ 40.68 ¦ 65.58¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦17.03.00¦ 3.50 ¦69.95¦ 70.45¦ 70.40¦ 40.17 ¦ 49.35¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+-------+
¦05.02.03 ¦13.03.00¦ 2.20 ¦57.25¦ 69.24¦ 68.58¦ 42.38 ¦ 38.11¦ 27007 ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦14.03.00¦ 2.30 ¦66.81¦ 68.65¦ 68.65¦ 41.84 ¦ 41.83¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦15.03.00¦ 2.40 ¦68.85¦ 69.43¦ 69.30¦ 41.13 ¦ 35.92¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦16.03.00¦ 2.50 ¦69.30¦ 69.96¦ 69.53¦ 40.68 ¦ 51.85¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦17.03.00¦ 2.50 ¦69.87¦ 70.39¦ 70.39¦ 40.23 ¦ 24.13¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+-------+
¦15.03.03 ¦14.03.00¦10.00 ¦50.00¦ 50.60¦ 50.60¦ 42.23 ¦ 3.49¦ 26001 ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦16.03.00¦ 0.03 ¦51.00¦ 51.34¦ 51.00¦ 41.27 ¦ 1.34¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦17.03.00¦ 0.06 ¦51.00¦ 51.50¦ 51.00¦ 41.26 ¦ 4.14¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+-------+
¦21.05.03 ¦13.03.00¦ 1.30 ¦66.11¦ 67.20¦ 66.41¦ 41.67 ¦ 43.27¦ 27008 ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦14.03.00¦ 1.40 ¦66.11¦ 66.64¦ 66.50¦ 41.79 ¦ 40.06¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦15.03.00¦ 1.40 ¦66.76¦ 67.50¦ 67.35¦ 40.99 ¦ 26.13¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦16.03.00¦ 1.50 ¦67.30¦ 67.86¦ 67.65¦ 40.50 ¦ 62.19¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦17.03.00¦ 1.60 ¦67.81¦ 68.48¦ 68.48¦ 39.99 ¦ 57.38¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+-------+
¦04.06.03 ¦13.03.00¦ 0.30 ¦64.27¦ 66.85¦ 66.65¦ 41.73 ¦ 37.81¦ 27009 ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦14.03.00¦ 0.40 ¦66.02¦ 66.77¦ 66.74¦ 41.59 ¦ 11.97¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦15.03.00¦ 0.50 ¦64.30¦ 67.60¦ 67.35¦ 41.39 ¦ 16.91¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦16.03.00¦ 0.50 ¦67.35¦ 68.20¦ 67.99¦ 40.42 ¦ 26.05¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦17.03.00¦ 0.60 ¦68.01¦ 68.50¦ 68.50¦ 39.92 ¦ 4.44¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+-------+
¦17.09.03 ¦13.03.00¦ 5.60 ¦53.00¦ 64.80¦ 64.72¦ 43.11 ¦ 15.50¦ 27010 ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦14.03.00¦ 5.70 ¦64.29¦ 65.30¦ 64.90¦ 41.56 ¦ 23.22¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦15.03.00¦ 5.70 ¦64.95¦ 65.50¦ 65.48¦ 41.12 ¦ 21.87¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦16.03.00¦ 5.80 ¦65.34¦ 65.90¦ 65.72¦ 40.69 ¦ 21.34¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦17.03.00¦ 5.90 ¦66.00¦ 66.55¦ 66.55¦ 40.05 ¦ 19.17¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+-------+
¦08.10.03 ¦13.03.00¦ 4.20 ¦62.00¦ 62.80¦ 62.44¦ 41.74 ¦ 30.18¦ 27011 ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦14.03.00¦ 4.20 ¦62.14¦ 62.70¦ 62.41¦ 41.69 ¦ 9.59¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦15.03.00¦ 4.30 ¦62.70¦ 64.10¦ 63.29¦ 40.96 ¦ 19.58¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦16.03.00¦ 4.40 ¦63.40¦ 63.80¦ 63.71¦ 40.50 ¦ 9.57¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦17.03.00¦ 4.40 ¦63.80¦ 64.50¦ 64.50¦ 40.00 ¦ 11.81¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+-------+
¦19.11.03 ¦15.03.00¦ 5.00 ¦49.60¦ 50.09¦ 49.89¦ 41.30 ¦ 0.70¦ 27012 ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦17.03.00¦ 5.10 ¦50.40¦ 51.09¦ 51.09¦ 40.14 ¦ 5.00¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+-------+
¦21.01.04 ¦13.03.00¦ 3.20 ¦60.56¦ 61.42¦ 61.00¦ 41.50 ¦ 47.87¦ 28001 ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦14.03.00¦ 3.30 ¦60.61¦ 61.19¦ 61.15¦ 41.42 ¦ 19.81¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦15.03.00¦ 3.30 ¦61.12¦ 61.70¦ 61.57¦ 41.08 ¦ 34.85¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦16.03.00¦ 3.40 ¦60.61¦ 62.14¦ 61.99¦ 40.66 ¦ 33.98¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦17.03.00¦ 3.50 ¦62.00¦ 63.65¦ 63.63¦ 39.26 ¦ 71.04¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+-------+
¦15.03.04 ¦14.03.00¦10.00 ¦43.00¦ 43.00¦ 43.00¦ 41.49 ¦ 2.00¦ 26002 ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦15.03.00¦ 0.00 ¦37.00¦ 44.40¦ 43.00¦ 45.67 ¦ 4.67¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦16.03.00¦ 0.03 ¦39.05¦ 44.00¦ 43.00¦ 43.01 ¦ 6.46¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦17.03.00¦ 0.06 ¦43.90¦ 44.00¦ 44.00¦ 40.53 ¦ 2.67¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+-------+
¦15.03.05 ¦13.03.00¦ 9.97 ¦36.20¦ 37.00¦ 37.00¦ 42.02 ¦ 2.16¦ 26003 ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦14.03.00¦10.00 ¦37.37¦ 37.50¦ 37.50¦ 41.55 ¦ 3.28¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦15.03.00¦ 0.00 ¦37.55¦ 37.75¦ 37.70¦ 41.30 ¦ 7.76¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦16.03.00¦ 0.03 ¦38.00¦ 39.47¦ 39.47¦ 40.24 ¦ 8.53¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦17.03.00¦ 0.06 ¦39.10¦ 40.76¦ 40.20¦ 38.58 ¦ 4.63¦ ¦
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 ¦ 363 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25014 ¦ 15.03.2001 ¦ 363 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25016 ¦ 10.06.2000 ¦ 85 ¦ 20.00 ¦ 200.55 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25018 ¦ 29.03.2000 ¦ 12 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25020 ¦ 26.04.2000 ¦ 40 ¦ 12.00 ¦ 59.84 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25021 ¦ 19.07.2000 ¦ 124 ¦ 15.00 ¦ 74.79 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25023 ¦ 13.09.2000 ¦ 180 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25024 ¦ 16.08.2000 ¦ 152 ¦ 20.00 ¦ 99.73 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25026 ¦ 27.11.2000 ¦ 255 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25027 ¦ 27.11.2000 ¦ 255 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25028 ¦ 27.11.2000 ¦ 255 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25029 ¦ 27.11.2000 ¦ 255 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26001 ¦ 15.03.2001 ¦ 363 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26002 ¦ 15.03.2001 ¦ 363 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26003 ¦ 15.03.2001 ¦ 363 ¦ 10.00 ¦ 100.00 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26032 ¦ 27.11.2000 ¦ 255 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27001 ¦ 10.05.2000 ¦ 54 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27002 ¦ 24.05.2000 ¦ 68 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27003 ¦ 07.06.2000 ¦ 82 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27004 ¦ 22.03.2000 ¦ 5 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27005 ¦ 12.04.2000 ¦ 26 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27006 ¦ 26.04.2000 ¦ 40 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27007 ¦ 10.05.2000 ¦ 54 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27008 ¦ 24.05.2000 ¦ 68 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27009 ¦ 07.06.2000 ¦ 82 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27010 ¦ 22.03.2000 ¦ 5 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27011 ¦ 12.04.2000 ¦ 26 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27012 ¦ 24.05.2000 ¦ 68 ¦ 15.00 ¦ 0.79 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 28001 ¦ 26.04.2000 ¦ 40 ¦ 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¦ 19 ¦ 1 ¦ 5 ¦ ¦ 2500.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21135 ¦21.12.99¦17.05.00¦ 61 ¦ 1 ¦ 2 ¦ ¦ 1497.796¦ 2.204¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21136 ¦21.12.99¦05.07.00¦ 110 ¦ 1 ¦ 2 ¦ ¦ 2500.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21138 ¦23.02.00¦06.09.00¦ 173 ¦ 1 ¦ 3 ¦ ¦ 1447.855¦ 1052.145¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21139 ¦23.02.00¦31.05.00¦ 75 ¦ 1 ¦ ¦ ¦ 2229.765¦ 270.235¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25013 ¦15.03.97¦15.03.01¦ 363 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 728 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25016 ¦10.06.97¦10.06.00¦ 85 ¦ 2 ¦ 8 ¦ ¦ 3050.833¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25018 ¦01.10.97¦27.09.00¦ 194 ¦ 4 ¦ 21 ¦ 2 ¦ 12409.404¦ 202.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25020 ¦29.10.97¦25.10.00¦ 222 ¦ 4 ¦ 14 ¦ 2 ¦ 11462.302¦ 1631.472¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25021 ¦21.01.98¦17.01.01¦ 306 ¦ 6 ¦ 21 ¦ ¦ 14723.818¦ 5172.167¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 544 ¦ 7 ¦ 19 ¦ ¦ 20341.394¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25024 ¦22.07.98¦15.08.01¦ 516 ¦ 1 ¦ ¦ ¦ 5655.776¦ 4343.224¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25026 ¦27.11.98¦27.11.00¦ 255 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 620 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 985 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦1350 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 638 ¦ ¦ ¦ ¦ 32765.883¦ 2195.548¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦1093 ¦ 1 ¦ ¦ ¦ 6138.415¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦1459 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦1824 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦1716 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 691 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 796 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 810 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 915 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 936 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦1041 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦1055 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦1160 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦1174 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦1279 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦1300 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦1342 ¦ ¦ ¦ ¦ 398.057¦17208.343¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦1405 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ Итого ¦ ¦ ¦ ¦ ¦ ¦ ¦254937.546¦39543.560¦
L--------+--------+--------+-----+-------+------+--------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦13.03.00¦14.03.00¦15.03.00¦16.03.00¦17.03.00¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+ ¦ ¦ ¦ ¦ ¦
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦-30.10 ¦ -30.06 ¦ -37.23¦ -36.00¦ -35.86 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 36.72 ¦ 36.59 ¦ 36.14¦ 35.45¦ 34.65 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 41.65 ¦ 39.01 ¦ 37.66¦ 36.63¦ 36.43 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 41.93 ¦ 41.57 ¦ 40.98¦ 40.42¦ 39.87 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 17.15 ¦ 14.62 ¦ -11.62¦ -11.10¦ 7.05 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 34.22 ¦ 35.69 ¦ 35.62¦ 34.38¦ 33.02 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 41.65 ¦ 39.01 ¦ 37.66¦ 36.63¦ 36.43 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 41.85 ¦ 41.61 ¦ 41.03¦ 40.17¦ 39.86 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.43 ¦ 0.22 ¦ 0.71¦ 1.03¦ 0.10 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.09 ¦ 0.23 ¦ 0.30¦ 0.36¦ 0.29 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.31 ¦ 0.30 ¦ 0.24¦ 0.57¦ 0.18 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.33 ¦ 0.32 ¦ 0.33¦ 1.70¦ 0.38 ¦
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---------¬
¦ ¦13.03.00 ¦14.03.00 ¦15.03.00 ¦16.03.00 ¦17.03.00 ¦
+-------------------+---------+---------+---------+---------+---------+
¦Номинальная ¦254695.63¦254735.72¦254805.72¦254935.71¦254937.55¦
¦стоимость, ¦ ¦ ¦ ¦ ¦ ¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 10013.67¦ 10013.67¦ 10083.67¦ 10173.58¦ 10175.42¦
+-------------------+---------+---------+---------+---------+---------+
¦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 ¦112747.52¦112787.61¦112787.61¦112827.70¦112827.70¦
+-------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость,¦192277.93¦193821.75¦191103.46¦192833.89¦194193.84¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 10997.15¦ 11008.63¦ 11384.21¦ 11485.09¦ 11488.19¦
+-------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 82405.46¦ 82829.13¦ 78640.85¦ 79267.29¦ 79863.50¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 17759.11¦ 18375.11¦ 18709.32¦ 18971.45¦ 19036.98¦
+-------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 81116.20¦ 81608.88¦ 82369.08¦ 83110.06¦ 83805.18¦
+-------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 529.45¦ 530.45¦ 541.88¦ 543.46¦ 545.07¦
+-------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 82.44¦ 81.47¦ 81.95¦ 81.74¦ 80.77¦
+-------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 390.06¦ 391.42¦ 411.20¦ 414.34¦ 416.82¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 642.00¦ 641.00¦ 640.00¦ 639.00¦ 638.00¦
+-------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 707.01¦ 707.23¦ 707.92¦ 708.61¦ 709.82¦
L-------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
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<ПИСЬМО> МНС РФ от 17.03.2000 n ВГ-6-02/201 О ПРИМЕНЕНИИ МЕХАНИЗМА УСКОРЕННОЙ АМОРТИЗАЦИИ НА ПЕРСОНАЛЬНЫЕ КОМПЬЮТЕРЫ  »
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