БЮЛЛЕТЕНЬ ЦБ РФ от 10.03.2000 n 9 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 10 марта 2000 г. N 9
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 571.083 млн. руб. по номиналу имела следующие параметры:
----------T--------T--------------------T----------T-------T------¬
¦ Дата ¦ Дата ¦ Цены облигаций ¦Доходность¦Оборот ¦Номер ¦
¦погашения¦ торгов +------T------T------+ (% год.) ¦ (млн. ¦выпус-¦
¦ ¦ ¦ мин. ¦макс. ¦закр. ¦ ¦ руб. ¦ка ¦
¦ ¦ ¦ ¦ ¦ ¦ ¦ по ¦(спра-¦
¦ ¦ ¦ ¦ ¦ ¦ ¦номин.)¦вочно)¦
+---------+--------+------+------+------+----------+-------+------+
¦31.05.00 ¦06.03.00¦ 95.96¦ 96.07¦ 96.07¦ 17.68 ¦ 10.09¦ 21139¦
¦ +--------+------+------+------+----------+-------+ ¦
¦ ¦07.03.00¦ 96.01¦ 96.16¦ 96.06¦ 17.29 ¦ 2.86¦ ¦
¦ +--------+------+------+------+----------+-------+ ¦
¦ ¦09.03.00¦ 96.26¦ 96.35¦ 96.35¦ 16.75 ¦ 40.94¦ ¦
¦ +--------+------+------+------+----------+-------+ ¦
¦ ¦10.03.00¦ 96.40¦ 96.50¦ 96.41¦ 16.48 ¦ 20.27¦ ¦
+---------+--------+------+------+------+----------+-------+------+
¦05.07.00 ¦06.03.00¦108.00¦108.50¦108.50¦ -23.61 ¦ 492.17¦ 21136¦
¦ +--------+------+------+------+----------+-------+ ¦
¦ ¦10.03.00¦109.00¦110.00¦110.00¦ -26.75 ¦ 4.00¦ ¦
+---------+--------+------+------+------+----------+-------+------+
¦06.09.00 ¦07.03.00¦105.50¦105.50¦105.50¦ -10.40 ¦ 0.65¦ 21138¦
¦ +--------+------+------+------+----------+-------+ ¦
¦ ¦10.03.00¦106.00¦106.00¦106.00¦ -11.48 ¦ 0.10¦ ¦
L---------+--------+------+------+------+----------+-------+-------
Торговля ОФЗ при суммарном объеме сделок за неделю 3181.057 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. ¦выпус-¦
¦ ¦ ¦доход ¦мин. ¦макс. ¦закр. ¦ ¦ руб. ¦ка ¦
¦ ¦ ¦(% от ¦ ¦ ¦ ¦ ¦ по ¦(спра-¦
¦ ¦ ¦номин.)¦ ¦ ¦ ¦ ¦номин.)¦вочно)¦
+---------+--------+-------+-----+------+------+----------+-------+------+
¦10.06.00 ¦06.03.00¦ 14.80 ¦99.96¦ 99.96¦ 99.96¦ 18.73 ¦ 1.25¦ 25016¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦07.03.00¦ 14.85 ¦99.97¦100.00¦ 99.97¦ 18.57 ¦ 6.29¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦09.03.00¦ 14.96 ¦99.99¦100.19¦ 99.99¦ 18.56 ¦ 5.75¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦10.03.00¦ 15.01 ¦99.97¦100.00¦100.00¦ 18.59 ¦ 8.10¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+------+
¦27.09.00 ¦06.03.00¦ 6.10 ¦94.15¦ 94.40¦ 94.20¦ 27.05 ¦ 43.25¦ 25018¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦07.03.00¦ 6.14 ¦94.75¦ 97.25¦ 95.62¦ 24.08 ¦ 96.58¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦09.03.00¦ 6.21 ¦94.95¦ 95.05¦ 94.98¦ 25.56 ¦ 28.34¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦10.03.00¦ 6.25 ¦94.60¦ 94.95¦ 94.71¦ 25.98 ¦ 32.62¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+------+
¦25.10.00 ¦06.03.00¦ 4.31 ¦91.65¦ 92.18¦ 91.90¦ 28.17 ¦ 52.20¦ 25020¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦07.03.00¦ 4.34 ¦93.00¦ 93.95¦ 93.95¦ 24.46 ¦ 115.66¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦09.03.00¦ 4.41 ¦93.25¦ 93.65¦ 93.26¦ 25.23 ¦ 22.31¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦10.03.00¦ 4.44 ¦92.85¦ 93.10¦ 92.93¦ 26.19 ¦ 13.65¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+------+
¦17.01.01 ¦06.03.00¦ 1.93 ¦87.80¦ 88.20¦ 88.20¦ 34.05 ¦ 49.95¦ 25021¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦07.03.00¦ 1.97 ¦88.75¦ 89.59¦ 89.20¦ 32.31 ¦ 149.16¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦09.03.00¦ 2.06 ¦89.01¦ 89.65¦ 89.65¦ 31.90 ¦ 61.26¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦10.03.00¦ 2.10 ¦89.05¦ 89.83¦ 89.05¦ 32.02 ¦ 40.08¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+------+
¦15.03.01 ¦07.03.00¦ 9.81 ¦80.76¦ 81.17¦ 81.17¦ 35.26 ¦ 2.33¦ 25013¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦10.03.00¦ 9.89 ¦81.50¦ 81.51¦ 81.50¦ 34.58 ¦ 1.50¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+------+
¦15.08.01 ¦06.03.00¦ 1.04 ¦82.75¦ 83.23¦ 82.75¦ 39.46 ¦ 20.18¦ 25024¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦07.03.00¦ 1.10 ¦83.20¦ 84.25¦ 83.25¦ 38.55 ¦ 28.29¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦09.03.00¦ 1.21 ¦83.69¦ 83.90¦ 83.75¦ 38.45 ¦ 4.52¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦10.03.00¦ 1.26 ¦83.85¦ 84.20¦ 84.00¦ 38.09 ¦ 11.53¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+------+
¦12.09.01 ¦06.03.00¦ 6.64 ¦75.35¦ 75.90¦ 75.42¦ 39.48 ¦ 27.66¦ 25023¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦07.03.00¦ 6.67 ¦76.00¦ 76.88¦ 76.50¦ 38.40 ¦ 30.64¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦09.03.00¦ 6.75 ¦75.91¦ 76.56¦ 76.56¦ 39.07 ¦ 32.11¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦10.03.00¦ 6.79 ¦76.30¦ 77.10¦ 76.40¦ 38.27 ¦ 31.17¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+------+
¦15.12.01 ¦06.03.00¦ 0.00 ¦54.19¦ 54.98¦ 54.66¦ 40.32 ¦ 31.13¦ 25030¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦07.03.00¦ 0.00 ¦54.80¦ 56.00¦ 55.00¦ 39.65 ¦ 49.39¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦09.03.00¦ 0.00 ¦55.20¦ 55.48¦ 55.30¦ 39.77 ¦ 70.01¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦10.03.00¦ 0.00 ¦55.00¦ 56.06¦ 55.00¦ 39.23 ¦ 90.79¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+------+
¦06.02.02 ¦06.03.00¦ 1.80 ¦75.60¦ 77.00¦ 76.85¦ 44.02 ¦ 18.29¦ 27001¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦07.03.00¦ 1.80 ¦78.25¦ 79.99¦ 79.10¦ 41.32 ¦ 54.30¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦09.03.00¦ 2.00 ¦76.91¦ 79.05¦ 78.96¦ 41.28 ¦ 108.11¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦10.03.00¦ 2.00 ¦79.05¦ 80.02¦ 79.50¦ 40.61 ¦ 63.23¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+------+
¦22.05.02 ¦06.03.00¦ 0.80 ¦72.90¦ 74.50¦ 74.15¦ 43.62 ¦ 6.64¦ 27002¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦07.03.00¦ 0.90 ¦75.40¦ 76.96¦ 76.20¦ 41.34 ¦ 50.91¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦09.03.00¦ 1.00 ¦75.50¦ 76.49¦ 76.02¦ 41.71 ¦ 68.38¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦10.03.00¦ 1.10 ¦75.75¦ 76.80¦ 76.04¦ 41.21 ¦ 73.85¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+------+
¦05.06.02 ¦06.03.00¦ 6.10 ¦72.99¦ 74.05¦ 74.05¦ 44.00 ¦ 46.37¦ 27003¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦07.03.00¦ 6.10 ¦75.20¦ 76.80¦ 75.85¦ 41.48 ¦ 25.16¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦09.03.00¦ 0.10 ¦74.25¦ 76.20¦ 75.94¦ 41.58 ¦ 27.02¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦10.03.00¦ 0.10 ¦75.75¦ 76.74¦ 76.04¦ 41.08 ¦ 30.73¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+------+
¦18.09.02 ¦06.03.00¦ 5.10 ¦69.99¦ 72.00¦ 71.55¦ 44.06 ¦ 43.86¦ 27004¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦07.03.00¦ 5.20 ¦72.90¦ 74.39¦ 73.01¦ 41.80 ¦ 36.49¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦09.03.00¦ 5.30 ¦70.78¦ 73.55¦ 73.55¦ 41.77 ¦ 11.84¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦10.03.00¦ 5.40 ¦73.40¦ 74.29¦ 73.63¦ 41.25 ¦ 52.43¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+------+
¦09.10.02 ¦06.03.00¦ 3.70 ¦67.90¦ 69.30¦ 69.15¦ 44.26 ¦ 97.18¦ 27005¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦07.03.00¦ 3.70 ¦70.60¦ 71.82¦ 70.80¦ 41.94 ¦ 39.73¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦09.03.00¦ 3.90 ¦66.50¦ 71.00¦ 71.00¦ 41.98 ¦ 9.73¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦10.03.00¦ 4.00 ¦71.00¦ 71.80¦ 71.29¦ 41.33 ¦ 51.42¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+------+
¦22.01.03 ¦06.03.00¦ 2.70 ¦64.99¦ 67.00¦ 66.81¦ 43.95 ¦ 34.12¦ 27006¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦07.03.00¦ 2.80 ¦67.75¦ 70.00¦ 68.10¦ 42.11 ¦ 59.99¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦09.03.00¦ 2.90 ¦65.32¦ 68.87¦ 68.51¦ 42.02 ¦ 23.81¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦10.03.00¦ 3.00 ¦68.50¦ 69.50¦ 68.81¦ 41.43 ¦ 87.60¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+------+
¦05.02.03 ¦06.03.00¦ 1.80 ¦64.99¦ 66.95¦ 66.62¦ 44.02 ¦ 34.96¦ 27007¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦07.03.00¦ 1.80 ¦67.63¦ 69.39¦ 67.63¦ 41.92 ¦ 44.58¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦09.03.00¦ 2.00 ¦63.81¦ 68.62¦ 68.62¦ 41.85 ¦ 21.41¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦10.03.00¦ 2.00 ¦68.60¦ 69.50¦ 68.60¦ 41.29 ¦ 14.59¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+------+
¦15.03.03 ¦06.03.00¦ 9.78 ¦47.00¦ 48.48¦ 48.48¦ 43.84 ¦ 0.82¦ 26001¦
+---------+--------+-------+-----+------+------+----------+-------+------+
¦21.05.03 ¦06.03.00¦ 0.80 ¦62.99¦ 65.00¦ 64.75¦ 43.66 ¦ 71.75¦ 27008¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦07.03.00¦ 0.90 ¦64.15¦ 68.00¦ 66.00¦ 41.93 ¦ 34.67¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦09.03.00¦ 1.00 ¦63.85¦ 66.63¦ 66.63¦ 41.85 ¦ 24.18¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦10.03.00¦ 1.10 ¦66.50¦ 67.33¦ 66.65¦ 41.31 ¦ 16.75¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+------+
¦04.06.03 ¦06.03.00¦ 6.10 ¦62.90¦ 64.70¦ 64.65¦ 44.19 ¦ 22.34¦ 27009¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦07.03.00¦ 6.10 ¦65.77¦ 67.32¦ 66.15¦ 41.62 ¦ 60.34¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦09.03.00¦ 0.10 ¦63.50¦ 66.60¦ 66.60¦ 41.69 ¦ 35.85¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦10.03.00¦ 0.10 ¦66.50¦ 67.52¦ 66.70¦ 41.36 ¦ 43.21¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+------+
¦17.09.03 ¦06.03.00¦ 5.10 ¦60.05¦ 63.80¦ 63.80¦ 43.58 ¦ 14.67¦ 27010¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦07.03.00¦ 5.20 ¦63.77¦ 65.61¦ 63.80¦ 41.70 ¦ 53.86¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦09.03.00¦ 5.30 ¦62.25¦ 64.79¦ 64.63¦ 41.68 ¦ 21.30¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦10.03.00¦ 5.40 ¦64.45¦ 65.55¦ 64.46¦ 41.39 ¦ 27.83¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+------+
¦08.10.03 ¦06.03.00¦ 3.70 ¦58.90¦ 60.63¦ 60.46¦ 43.75 ¦ 7.81¦ 27011¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦07.03.00¦ 3.70 ¦61.60¦ 63.30¦ 61.95¦ 42.16 ¦ 38.38¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦09.03.00¦ 3.90 ¦61.06¦ 62.85¦ 62.54¦ 41.73 ¦ 27.99¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦10.03.00¦ 4.00 ¦62.05¦ 63.36¦ 62.05¦ 41.26 ¦ 74.18¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+------+
¦19.11.03 ¦09.03.00¦ 4.80 ¦49.95¦ 49.95¦ 49.95¦ 41.03 ¦ 0.00¦ 27012¦
+---------+--------+-------+-----+------+------+----------+-------+------+
¦21.01.04 ¦06.03.00¦ 2.70 ¦56.99¦ 59.03¦ 59.00¦ 44.03 ¦ 22.71¦ 28001¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦07.03.00¦ 2.80 ¦58.00¦ 64.88¦ 60.36¦ 41.76 ¦ 65.31¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦09.03.00¦ 2.90 ¦59.97¦ 61.50¦ 60.91¦ 41.78 ¦ 24.46¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦10.03.00¦ 3.00 ¦60.71¦ 61.75¦ 61.00¦ 41.19 ¦ 88.50¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+------+
¦15.03.04 ¦06.03.00¦ 9.78 ¦39.98¦ 39.99¦ 39.99¦ 44.54 ¦ 0.01¦ 26002¦
+---------+--------+-------+-----+------+------+----------+-------+------+
¦15.03.05 ¦06.03.00¦ 9.78 ¦34.30¦ 36.80¦ 36.80¦ 43.59 ¦ 4.10¦ 26003¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦07.03.00¦ 9.81 ¦35.00¦ 38.50¦ 37.20¦ 42.05 ¦ 1.10¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦09.03.00¦ 9.86 ¦34.00¦ 36.51¦ 36.00¦ 44.35 ¦ 2.54¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦10.03.00¦ 9.89 ¦36.20¦ 38.00¦ 36.20¦ 42.12 ¦ 1.96¦ ¦
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 ¦ 15.03.2000 ¦ 5 ¦ 10.00 ¦ 100.27 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25014 ¦ 15.03.2000 ¦ 5 ¦ 10.00 ¦ 100.27 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25016 ¦ 10.06.2000 ¦ 92 ¦ 20.00 ¦ 200.55 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25018 ¦ 29.03.2000 ¦ 19 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25020 ¦ 26.04.2000 ¦ 47 ¦ 12.00 ¦ 59.84 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25021 ¦ 19.07.2000 ¦ 131 ¦ 15.00 ¦ 74.79 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25023 ¦ 15.03.2000 ¦ 5 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25024 ¦ 16.08.2000 ¦ 159 ¦ 20.00 ¦ 99.73 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25026 ¦ 27.11.2000 ¦ 262 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25027 ¦ 27.11.2000 ¦ 262 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25028 ¦ 27.11.2000 ¦ 262 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25029 ¦ 27.11.2000 ¦ 262 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26001 ¦ 15.03.2000 ¦ 5 ¦ 10.00 ¦ 100.27 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26002 ¦ 15.03.2000 ¦ 5 ¦ 10.00 ¦ 100.27 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26003 ¦ 15.03.2000 ¦ 5 ¦ 10.00 ¦ 100.27 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26032 ¦ 27.11.2000 ¦ 262 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27001 ¦ 10.05.2000 ¦ 61 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27002 ¦ 24.05.2000 ¦ 75 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27003 ¦ 07.06.2000 ¦ 89 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27004 ¦ 22.03.2000 ¦ 12 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27005 ¦ 12.04.2000 ¦ 33 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27006 ¦ 26.04.2000 ¦ 47 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27007 ¦ 10.05.2000 ¦ 61 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27008 ¦ 24.05.2000 ¦ 75 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27009 ¦ 07.06.2000 ¦ 89 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27010 ¦ 22.03.2000 ¦ 12 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27011 ¦ 12.04.2000 ¦ 33 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27012 ¦ 24.05.2000 ¦ 75 ¦ 15.00 ¦ 0.79 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 28001 ¦ 26.04.2000 ¦ 47 ¦ 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¦ 26 ¦ 1 ¦ 5 ¦ ¦ 2500.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21135 ¦21.12.99¦17.05.00¦ 68 ¦ 1 ¦ 2 ¦ ¦ 1497.796¦ 2.204¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21136 ¦21.12.99¦05.07.00¦ 117 ¦ 1 ¦ 2 ¦ ¦ 2500.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21138 ¦23.02.00¦06.09.00¦ 180 ¦ 1 ¦ ¦ ¦ 1286.110¦ 1213.890¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21139 ¦23.02.00¦31.05.00¦ 82 ¦ 1 ¦ ¦ ¦ 2229.765¦ 270.235¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25013 ¦15.03.97¦15.03.01¦ 370 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 735 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25016 ¦10.06.97¦10.06.00¦ 92 ¦ 2 ¦ 8 ¦ ¦ 3050.833¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25018 ¦01.10.97¦27.09.00¦ 201 ¦ 4 ¦ 21 ¦ 2 ¦ 12409.404¦ 202.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25020 ¦29.10.97¦25.10.00¦ 229 ¦ 4 ¦ 14 ¦ 2 ¦ 11462.302¦ 1631.472¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25021 ¦21.01.98¦17.01.01¦ 313 ¦ 6 ¦ 21 ¦ ¦ 14723.818¦ 5172.167¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 551 ¦ 7 ¦ 19 ¦ ¦ 20341.394¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25024 ¦22.07.98¦15.08.01¦ 523 ¦ 1 ¦ ¦ ¦ 5655.776¦ 4343.224¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25026 ¦27.11.98¦27.11.00¦ 262 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 627 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 992 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦1357 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 645 ¦ ¦ ¦ ¦ 32765.883¦ 2195.548¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦1100 ¦ 1 ¦ ¦ ¦ 6138.415¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦1466 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦1831 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦1723 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 698 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 803 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 817 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 922 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 943 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦1048 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦1062 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦1167 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦1181 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦1286 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦1307 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦1349 ¦ ¦ ¦ ¦ 317.885¦17288.515¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦1412 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ Итого ¦ ¦ ¦ ¦ ¦ ¦ ¦254695.629¦39785.477¦
L--------+--------+--------+-----+-------+------+--------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
-----------------------------T--------T--------T--------T--------¬
¦ ¦06.03.00¦07.03.00¦09.03.00¦10.03.00¦
+----------------------------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых): ¦ ¦ ¦ ¦ ¦
+----------------------------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦
+----------------------------+--------+--------+--------+--------+
¦ ГКО ¦ -19.68¦ -21.59¦ -20.37¦ -21.49¦
+----------------------------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 38.18¦ 36.32¦ 36.86¦ 36.33¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦
+----------------------------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 40.32¦ 39.65¦ 39.77¦ 39.23¦
+----------------------------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 43.64¦ 41.52¦ 41.75¦ 41.24¦
+----------------------------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦
+----------------------------+--------+--------+--------+--------+
¦ ГКО ¦ -23.08¦ 7.61¦ 16.75¦ 5.86¦
+----------------------------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 34.29¦ 30.46¦ 33.15¦ 33.50¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦
+----------------------------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 40.32¦ 39.65¦ 39.77¦ 39.23¦
+----------------------------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 43.98¦ 41.77¦ 41.66¦ 41.23¦
+----------------------------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦
+----------------------------+--------+--------+--------+--------+
¦ ГКО ¦ 5.08¦ 0.03¦ 0.37¦ 0.22¦
+----------------------------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.22¦ 0.49¦ 0.18¦ 0.16¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦
+----------------------------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.10¦ 0.15¦ 0.21¦ 0.28¦
+----------------------------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.37¦ 0.50¦ 0.37¦ 0.55¦
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----------¬
¦ ¦ 06.03.00 ¦ 07.03.00 ¦ 09.03.00 ¦ 10.03.00 ¦
+--------------------+----------+----------+----------+----------+
¦Номинальная ¦254691.70 ¦254691.70 ¦254695.63 ¦254695.63 ¦
¦стоимость, ¦ ¦ ¦ ¦ ¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦
+--------------------+----------+----------+----------+----------+
¦ГКО ¦ 10013.67 ¦ 10013.67 ¦ 10013.67 ¦ 10013.67 ¦
+--------------------+----------+----------+----------+----------+
¦ОФЗ-ПД (без учета ¦ 99168.55 ¦ 99168.55 ¦ 99168.55 ¦ 99168.55 ¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦
+--------------------+----------+----------+----------+----------+
¦ Инвестиционные ¦ 32765.88 ¦ 32765.88 ¦ 32765.88 ¦ 32765.88 ¦
+--------------------+----------+----------+----------+----------+
¦ ОФЗ-ФД ¦112743.59 ¦112743.59 ¦112747.52 ¦112747.52 ¦
+--------------------+----------+----------+----------+----------+
¦Рыночная стоимость, ¦189725.39 ¦193353.12 ¦192023.60 ¦193116.94 ¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦
+--------------------+----------+----------+----------+----------+
¦ГКО ¦ 10703.83 ¦ 10773.74 ¦ 10778.19 ¦ 10809.10 ¦
+--------------------+----------+----------+----------+----------+
¦ОФЗ-ПД (без учета ¦ 81362.59 ¦ 82333.41 ¦ 82134.13 ¦ 82403.57 ¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦
+--------------------+----------+----------+----------+----------+
¦ Инвестиционные ¦ 17939.32 ¦ 18109.70 ¦ 18116.26 ¦ 18257.15 ¦
+--------------------+----------+----------+----------+----------+
¦ ОФЗ-ФД ¦ 79719.65 ¦ 82136.26 ¦ 80995.02 ¦ 81647.12 ¦
+--------------------+----------+----------+----------+----------+
¦Дюрация <*>, дней ¦ 527.62 ¦ 531.52 ¦ 533.62 ¦ 534.76 ¦
+--------------------+----------+----------+----------+----------+
¦ГКО ¦ 89.04 ¦ 88.63 ¦ 86.63 ¦ 85.75 ¦
+--------------------+----------+----------+----------+----------+
¦ОФЗ-ПД (без учета ¦ 394.91 ¦ 395.60 ¦ 391.79 ¦ 393.32 ¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦
+--------------------+----------+----------+----------+----------+
¦ Инвестиционные ¦ 649.00 ¦ 648.00 ¦ 646.00 ¦ 645.00 ¦
+--------------------+----------+----------+----------+----------+
¦ ОФЗ-ФД ¦ 694.64 ¦ 700.17 ¦ 711.79 ¦ 712.30 ¦
L--------------------+----------+----------+----------+-----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

РАСПОРЯЖЕНИЕ ГТК РФ от 23.02.1999 n 01-14/241 (ред. от 10.03.2000) ОБ ОСНАЩЕНИИ ТАМОЖЕННЫХ ОРГАНОВ ОБОРУДОВАНИЕМ И МАТЕРИАЛАМИ ДЛЯ ПРОВЕДЕНИЯ ТАМОЖЕННОГО КОНТРОЛЯ СПИРТА ЭТИЛОВОГО И СПИРТОСОДЕРЖАЩИХ СМЕСЕЙ (вместе с ТАБЕЛЕМ ПОЛОЖЕННОСТИ МИНИМАЛЬНОГО ОСНАЩЕНИЯ ТАМОЖЕННОГО ПОСТА ПО КОНТРОЛЮ КОНЦЕНТРАЦИИ СПИРТА ЭТИЛОВОГО В ВОДНО-СПИРТОВЫХ РАСТВОРАХ, МЕТОДИЧЕСКИМ РУКОВОДСТВОМ ПО ПОРЯДКУ ОТБОРА, МАРКИРОВКИ, ХРАНЕНИЯ И ТРАНСПОРТИРОВАНИЯ ПРОБ СПИРТА ЭТИЛОВОГО, ПЕРЕМЕЩАЕМОГО ЖЕЛЕЗНОДОРОЖНЫМ ТРАНСПОРТОМ, утв. ГТК РФ 10.02.1999)  »
Постановления и Указы »
Читайте также