БЮЛЛЕТЕНЬ ЦБ РФ от 03.03.2000 n 8 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 3 марта 2000 г. N 8
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 447.012 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 ¦28.02.00¦ 95.90¦ 96.35¦ 96.35¦ 15.72 ¦ 25.69 ¦ 21139¦
¦ +--------+------+------+------+----------+-------+ ¦
¦ ¦29.02.00¦ 94.80¦ 96.35¦ 96.35¦ 15.20 ¦ 22.27 ¦ ¦
¦ +--------+------+------+------+----------+-------+ ¦
¦ ¦01.03.00¦ 96.35¦ 96.40¦ 96.36¦ 15.07 ¦ 15.76 ¦ ¦
¦ +--------+------+------+------+----------+-------+ ¦
¦ ¦02.03.00¦ 96.31¦ 96.40¦ 96.31¦ 15.32 ¦ 4.09 ¦ ¦
¦ +--------+------+------+------+----------+-------+ ¦
¦ ¦03.03.00¦ 96.20¦ 96.34¦ 96.27¦ 15.89 ¦ 40.10 ¦ ¦
+---------+--------+------+------+------+----------+-------+------+
¦05.07.00 ¦02.03.00¦100.10¦109.50¦109.00¦ -24.92 ¦ 3.00 ¦ 21136¦
¦ +--------+------+------+------+----------+-------+ ¦
¦ ¦03.03.00¦105.50¦108.00¦106.25¦ -17.47 ¦336.10 ¦ ¦
L---------+--------+------+------+------+----------+-------+-------
Торговля ОФЗ при суммарном объеме сделок за неделю 3771.861 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 ¦28.02.00¦ 14.41 ¦99.33¦ 99.70¦ 99.48¦ 20.12 ¦ 8.95¦ 25016¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦29.02.00¦ 14.47 ¦99.60¦ 99.85¦ 99.85¦ 20.02 ¦ 6.89¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦01.03.00¦ 14.52 ¦99.68¦100.34¦100.34¦ 18.22 ¦ 1.77¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦02.03.00¦ 14.58 ¦99.70¦ 99.95¦ 99.71¦ 18.97 ¦ 6.59¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦03.03.00¦ 14.63 ¦99.90¦100.00¦100.00¦ 18.74 ¦ 4.31¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+------+
¦27.09.00 ¦28.02.00¦ 5.83 ¦92.95¦ 93.33¦ 93.33¦ 29.19 ¦ 23.39¦ 25018¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦29.02.00¦ 5.87 ¦93.52¦ 93.80¦ 93.65¦ 28.28 ¦ 9.20¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦01.03.00¦ 5.91 ¦93.61¦ 94.20¦ 94.20¦ 28.02 ¦ 27.31¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦02.03.00¦ 5.95 ¦93.75¦ 94.00¦ 94.00¦ 27.64 ¦ 23.62¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦03.03.00¦ 5.98 ¦93.50¦ 94.00¦ 93.94¦ 27.87 ¦ 22.93¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+------+
¦25.10.00 ¦28.02.00¦ 4.08 ¦90.50¦ 91.00¦ 90.90¦ 29.92 ¦ 67.26¦ 25020¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦29.02.00¦ 4.11 ¦91.09¦ 91.54¦ 91.50¦ 28.91 ¦ 8.21¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦01.03.00¦ 4.14 ¦91.00¦ 91.40¦ 91.15¦ 29.39 ¦ 83.45¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦02.03.00¦ 4.18 ¦91.35¦ 91.50¦ 91.35¦ 29.03 ¦ 51.77¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦03.03.00¦ 4.21 ¦91.40¦ 91.75¦ 91.65¦ 28.78 ¦ 74.72¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+------+
¦17.01.01 ¦28.02.00¦ 1.64 ¦87.20¦ 87.85¦ 87.85¦ 34.44 ¦ 2.37¦ 25021¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦29.02.00¦ 1.69 ¦87.50¦ 87.95¦ 87.92¦ 34.64 ¦ 43.33¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦01.03.00¦ 1.73 ¦87.25¦ 87.89¦ 87.86¦ 34.94 ¦ 28.86¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦02.03.00¦ 1.77 ¦87.45¦ 88.00¦ 87.90¦ 34.73 ¦ 64.10¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦03.03.00¦ 1.81 ¦87.89¦ 88.30¦ 88.25¦ 34.00 ¦ 10.82¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+------+
¦15.03.01 ¦03.03.00¦ 9.70 ¦79.00¦ 79.00¦ 79.00¦ 38.16 ¦ 0.38¦ 25013¦
+---------+--------+-------+-----+------+------+----------+-------+------+
¦15.08.01 ¦28.02.00¦ 0.66 ¦81.33¦ 81.80¦ 81.33¦ 41.20 ¦ 5.77¦ 25024¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦29.02.00¦ 0.71 ¦81.50¦ 81.74¦ 81.70¦ 40.93 ¦ 30.34¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦01.03.00¦ 0.77 ¦81.12¦ 81.76¦ 81.34¦ 41.34 ¦ 18.20¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦02.03.00¦ 0.82 ¦81.80¦ 82.40¦ 81.94¦ 40.48 ¦ 18.92¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦03.03.00¦ 0.88 ¦82.00¦ 82.50¦ 82.27¦ 40.21 ¦ 29.48¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+------+
¦12.09.01 ¦28.02.00¦ 6.37 ¦73.80¦ 74.40¦ 74.10¦ 41.14 ¦ 26.23¦ 25023¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦29.02.00¦ 6.41 ¦74.10¦ 74.40¦ 74.25¦ 41.03 ¦ 65.24¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦01.03.00¦ 6.44 ¦73.80¦ 74.29¦ 74.10¦ 41.38 ¦ 39.46¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦02.03.00¦ 6.48 ¦74.60¦ 75.10¦ 74.62¦ 40.38 ¦ 28.55¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦03.03.00¦ 6.52 ¦71.00¦ 75.25¦ 75.25¦ 41.44 ¦ 18.43¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+------+
¦15.12.01 ¦28.02.00¦ 0.00 ¦50.03¦ 53.30¦ 52.48¦ 43.36 ¦ 20.72¦ 25030¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦29.02.00¦ 0.00 ¦53.00¦ 53.45¦ 53.40¦ 41.97 ¦ 79.05¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦01.03.00¦ 0.00 ¦53.16¦ 53.80¦ 53.35¦ 41.88 ¦ 88.66¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦02.03.00¦ 0.00 ¦53.75¦ 54.25¦ 53.84¦ 41.09 ¦ 116.23¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦03.03.00¦ 0.00 ¦52.50¦ 54.12¦ 54.12¦ 41.34 ¦ 68.63¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+------+
¦06.02.02 ¦28.02.00¦ 1.30 ¦73.80¦ 74.57¦ 74.43¦ 46.44 ¦ 9.54¦ 27001¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦29.02.00¦ 1.40 ¦74.00¦ 75.68¦ 75.54¦ 45.46 ¦ 35.95¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦01.03.00¦ 1.40 ¦74.88¦ 76.50¦ 75.59¦ 45.51 ¦ 25.70¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦02.03.00¦ 1.50 ¦75.23¦ 76.00¦ 75.59¦ 45.05 ¦ 45.95¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦03.03.00¦ 1.60 ¦75.60¦ 76.00¦ 75.79¦ 44.91 ¦ 15.02¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+------+
¦22.05.02 ¦28.02.00¦ 0.30 ¦70.00¦ 71.40¦ 71.26¦ 47.06 ¦ 19.11¦ 27002¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦29.02.00¦ 0.40 ¦71.00¦ 72.27¦ 71.99¦ 46.31 ¦ 28.87¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦01.03.00¦ 0.50 ¦71.76¦ 72.27¦ 72.27¦ 45.85 ¦ 10.49¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦02.03.00¦ 0.50 ¦72.49¦ 72.95¦ 72.95¦ 45.32 ¦ 3.70¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦03.03.00¦ 0.60 ¦72.31¦ 72.90¦ 72.90¦ 45.10 ¦ 3.91¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+------+
¦05.06.02 ¦28.02.00¦ 5.60 ¦70.00¦ 71.00¦ 70.70¦ 47.10 ¦ 9.19¦ 27003¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦29.02.00¦ 5.70 ¦70.67¦ 72.45¦ 71.73¦ 46.23 ¦ 99.79¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦01.03.00¦ 5.70 ¦71.28¦ 72.07¦ 72.07¦ 46.09 ¦ 32.99¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦02.03.00¦ 5.80 ¦72.10¦ 72.60¦ 72.30¦ 45.46 ¦ 8.65¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦03.03.00¦ 5.90 ¦72.20¦ 72.65¦ 72.65¦ 45.15 ¦ 19.04¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+------+
¦18.09.02 ¦28.02.00¦ 4.60 ¦66.50¦ 67.82¦ 67.55¦ 47.92 ¦ 16.72¦ 27004¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦29.02.00¦ 4.70 ¦67.85¦ 68.69¦ 68.50¦ 47.58 ¦ 913.82¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦01.03.00¦ 4.80 ¦68.40¦ 68.80¦ 68.80¦ 46.89 ¦ 30.24¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦02.03.00¦ 4.80 ¦69.20¦ 69.60¦ 69.41¦ 45.97 ¦ 36.81¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦03.03.00¦ 4.90 ¦69.40¦ 70.00¦ 70.00¦ 45.61 ¦ 22.79¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+------+
¦09.10.02 ¦28.02.00¦ 3.20 ¦62.90¦ 65.90¦ 65.12¦ 47.75 ¦ 24.20¦ 27005¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦29.02.00¦ 3.30 ¦65.60¦ 66.49¦ 66.49¦ 46.72 ¦ 28.47¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦01.03.00¦ 3.30 ¦66.50¦ 67.00¦ 66.81¦ 46.31 ¦ 7.66¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦02.03.00¦ 3.40 ¦67.07¦ 68.30¦ 67.25¦ 45.70 ¦ 8.84¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦03.03.00¦ 3.50 ¦67.16¦ 67.75¦ 67.75¦ 45.42 ¦ 3.93¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+------+
¦22.01.03 ¦28.02.00¦ 2.20 ¦60.00¦ 62.81¦ 62.70¦ 48.20 ¦ 41.30¦ 27006¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦29.02.00¦ 2.30 ¦62.63¦ 63.70¦ 63.60¦ 47.25 ¦ 34.50¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦01.03.00¦ 2.40 ¦63.35¦ 63.95¦ 63.70¦ 47.04 ¦ 21.66¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦02.03.00¦ 2.50 ¦64.37¦ 64.50¦ 64.46¦ 46.02 ¦ 19.52¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦03.03.00¦ 2.50 ¦64.40¦ 66.00¦ 66.00¦ 45.76 ¦ 11.64¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+------+
¦05.02.03 ¦28.02.00¦ 1.30 ¦61.01¦ 62.70¦ 62.70¦ 48.28 ¦ 9.64¦ 27007¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦29.02.00¦ 1.40 ¦63.00¦ 63.80¦ 63.60¦ 46.81 ¦ 168.37¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦01.03.00¦ 1.40 ¦63.30¦ 63.90¦ 63.61¦ 47.17 ¦ 47.69¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦02.03.00¦ 1.50 ¦64.20¦ 64.68¦ 64.50¦ 46.01 ¦ 30.64¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦03.03.00¦ 1.60 ¦64.40¦ 65.00¦ 65.00¦ 45.81 ¦ 43.79¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+------+
¦15.03.03 ¦29.02.00¦ 9.62 ¦44.44¦ 44.44¦ 44.44¦ 48.43 ¦ 0.13¦ 26001¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦01.03.00¦ 9.64 ¦44.45¦ 45.45¦ 45.45¦ 47.43 ¦ 0.36¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦03.03.00¦ 9.70 ¦45.01¦ 46.46¦ 46.45¦ 46.19 ¦ 1.60¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+------+
¦21.05.03 ¦28.02.00¦ 0.30 ¦59.51¦ 60.70¦ 60.52¦ 48.04 ¦ 14.35¦ 27008¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦29.02.00¦ 0.40 ¦60.80¦ 61.65¦ 61.65¦ 47.37 ¦ 65.40¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦01.03.00¦ 0.50 ¦61.00¦ 61.65¦ 61.65¦ 47.11 ¦ 33.07¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦02.03.00¦ 0.50 ¦62.20¦ 62.60¦ 62.44¦ 46.00 ¦ 10.16¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦03.03.00¦ 0.60 ¦62.23¦ 63.00¦ 63.00¦ 45.75 ¦ 33.61¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+------+
¦04.06.03 ¦28.02.00¦ 5.60 ¦59.00¦ 60.73¦ 60.45¦ 47.95 ¦ 11.88¦ 27009¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦29.02.00¦ 5.70 ¦60.70¦ 61.65¦ 61.65¦ 47.38 ¦ 14.16¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦01.03.00¦ 5.70 ¦61.00¦ 61.60¦ 61.60¦ 47.12 ¦ 20.91¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦02.03.00¦ 5.80 ¦62.00¦ 62.40¦ 62.17¦ 46.05 ¦ 13.76¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦03.03.00¦ 5.90 ¦62.10¦ 62.70¦ 62.70¦ 45.87 ¦ 26.65¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+------+
¦17.09.03 ¦28.02.00¦ 4.60 ¦58.00¦ 59.50¦ 58.52¦ 48.03 ¦ 18.66¦ 27010¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦29.02.00¦ 4.70 ¦58.56¦ 59.75¦ 59.68¦ 47.07 ¦ 14.66¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦01.03.00¦ 4.80 ¦59.05¦ 59.70¦ 59.50¦ 47.21 ¦ 35.56¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦02.03.00¦ 4.80 ¦60.20¦ 60.90¦ 60.50¦ 45.93 ¦ 51.80¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦03.03.00¦ 4.90 ¦60.25¦ 60.70¦ 60.70¦ 45.78 ¦ 24.73¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+------+
¦08.10.03 ¦28.02.00¦ 3.20 ¦54.61¦ 56.65¦ 56.65¦ 47.97 ¦ 12.74¦ 27011¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦29.02.00¦ 3.30 ¦56.76¦ 57.80¦ 57.60¦ 46.97 ¦ 27.51¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦01.03.00¦ 3.30 ¦57.00¦ 57.70¦ 57.50¦ 47.13 ¦ 40.66¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦02.03.00¦ 3.40 ¦57.85¦ 58.70¦ 58.30¦ 45.96 ¦ 18.82¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦03.03.00¦ 3.50 ¦58.00¦ 58.95¦ 58.78¦ 45.74 ¦ 43.90¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+------+
¦21.01.04 ¦28.02.00¦ 2.20 ¦54.03¦ 55.25¦ 55.19¦ 47.91 ¦ 16.08¦ 28001¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦29.02.00¦ 2.30 ¦55.40¦ 56.20¦ 56.20¦ 46.85 ¦ 27.86¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦01.03.00¦ 2.40 ¦55.56¦ 56.25¦ 56.00¦ 46.92 ¦ 31.65¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦02.03.00¦ 2.50 ¦56.20¦ 56.87¦ 56.75¦ 45.89 ¦ 20.12¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦03.03.00¦ 2.50 ¦56.51¦ 57.00¦ 57.00¦ 45.95 ¦ 22.63¦ ¦
+---------+--------+-------+-----+------+------+----------+-------+------+
¦15.03.04 ¦28.02.00¦ 9.59 ¦32.05¦ 37.50¦ 37.50¦ 50.87 ¦ 0.90¦ 26002¦
+---------+--------+-------+-----+------+------+----------+-------+------+
¦15.03.05 ¦28.02.00¦ 9.59 ¦31.89¦ 32.00¦ 32.00¦ 47.60 ¦ 0.21¦ 26003¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦29.02.00¦ 9.62 ¦32.35¦ 32.39¦ 32.39¦ 47.10 ¦ 0.12¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦01.03.00¦ 9.64 ¦32.99¦ 33.33¦ 33.33¦ 46.12 ¦ 1.08¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦02.03.00¦ 9.67 ¦33.18¦ 33.73¦ 33.73¦ 45.76 ¦ 0.10¦ ¦
¦ +--------+-------+-----+------+------+----------+-------+ ¦
¦ ¦03.03.00¦ 9.70 ¦32.56¦ 32.60¦ 32.56¦ 46.90 ¦ 1.80¦ ¦
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 ¦ 12 ¦ 10.00 ¦ 100.27 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25014 ¦ 15.03.2000 ¦ 12 ¦ 10.00 ¦ 100.27 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25016 ¦ 10.06.2000 ¦ 99 ¦ 20.00 ¦ 200.55 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25018 ¦ 29.03.2000 ¦ 26 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25020 ¦ 26.04.2000 ¦ 54 ¦ 12.00 ¦ 59.84 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25021 ¦ 19.07.2000 ¦ 138 ¦ 15.00 ¦ 74.79 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25023 ¦ 15.03.2000 ¦ 12 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25024 ¦ 16.08.2000 ¦ 166 ¦ 20.00 ¦ 99.73 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25026 ¦ 27.11.2000 ¦ 269 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25027 ¦ 27.11.2000 ¦ 269 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25028 ¦ 27.11.2000 ¦ 269 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25029 ¦ 27.11.2000 ¦ 269 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26001 ¦ 15.03.2000 ¦ 12 ¦ 10.00 ¦ 100.27 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26002 ¦ 15.03.2000 ¦ 12 ¦ 10.00 ¦ 100.27 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26003 ¦ 15.03.2000 ¦ 12 ¦ 10.00 ¦ 100.27 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26032 ¦ 27.11.2000 ¦ 269 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27001 ¦ 10.05.2000 ¦ 68 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27002 ¦ 24.05.2000 ¦ 82 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27003 ¦ 08.03.2000 ¦ 5 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27004 ¦ 22.03.2000 ¦ 19 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27005 ¦ 12.04.2000 ¦ 40 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27006 ¦ 26.04.2000 ¦ 54 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27007 ¦ 10.05.2000 ¦ 68 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27008 ¦ 24.05.2000 ¦ 82 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27009 ¦ 08.03.2000 ¦ 5 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27010 ¦ 22.03.2000 ¦ 19 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27011 ¦ 12.04.2000 ¦ 40 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27012 ¦ 24.05.2000 ¦ 82 ¦ 15.00 ¦ 0.79 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 28001 ¦ 26.04.2000 ¦ 54 ¦ 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¦ 33 ¦ 1 ¦ 5 ¦ ¦ 2500.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21135 ¦21.12.99¦17.05.00¦ 75 ¦ 1 ¦ 2 ¦ ¦ 1497.796¦ 2.204¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21136 ¦21.12.99¦05.07.00¦ 124 ¦ 1 ¦ 1 ¦ ¦ 2007.829¦ 492.171¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21138 ¦23.02.00¦06.09.00¦ 187 ¦ 1 ¦ ¦ ¦ 1286.110¦ 1213.890¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21139 ¦23.02.00¦31.05.00¦ 89 ¦ 1 ¦ ¦ ¦ 2229.765¦ 270.235¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25013 ¦15.03.97¦15.03.01¦ 377 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 742 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25016 ¦10.06.97¦10.06.00¦ 99 ¦ 2 ¦ 8 ¦ ¦ 3050.833¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25018 ¦01.10.97¦27.09.00¦ 208 ¦ 4 ¦ 21 ¦ 2 ¦ 12409.404¦ 202.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25020 ¦29.10.97¦25.10.00¦ 236 ¦ 4 ¦ 14 ¦ 2 ¦ 11462.302¦ 1631.472¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25021 ¦21.01.98¦17.01.01¦ 320 ¦ 6 ¦ 21 ¦ ¦ 14723.818¦ 5172.167¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 558 ¦ 7 ¦ 19 ¦ ¦ 20341.394¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25024 ¦22.07.98¦15.08.01¦ 530 ¦ 1 ¦ ¦ ¦ 5655.776¦ 4343.224¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25026 ¦27.11.98¦27.11.00¦ 269 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 634 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 999 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦1364 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 652 ¦ ¦ ¦ ¦ 32765.883¦ 2195.548¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦1107 ¦ 1 ¦ ¦ ¦ 6138.415¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦1473 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦1838 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦1730 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 705 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 810 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 824 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 929 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 950 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦1055 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦1069 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦1174 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦1188 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦1293 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦1314 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦1356 ¦ ¦ ¦ ¦ 313.955¦17292.445¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦1419 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ Итого ¦ ¦ ¦ ¦ ¦ ¦ ¦254199.528¦40281.578¦
L--------+--------+--------+-----+-------+------+--------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦28.02.00¦29.02.00¦01.03.00¦02.03.00¦03.03.00¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ -16.77 ¦ -14.36 ¦ -17.76 ¦ -17.34 ¦ -18.69 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 41.00 ¦ 40.55 ¦ 40.53 ¦ 39.89 ¦ 39.72 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 43.36 ¦ 41.97 ¦ 41.88 ¦ 41.09 ¦ 41.34 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 47.46 ¦ 46.58 ¦ 46.46 ¦ 45.51 ¦ 45.31 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 15.72 ¦ 15.20 ¦ 15.07 ¦ -6.26 ¦ -15.07 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 34.24 ¦ 38.56 ¦ 35.30 ¦ 34.78 ¦ 34.83 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 43.36 ¦ 41.97 ¦ 41.88 ¦ 41.09 ¦ 41.34 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 47.85 ¦ 47.27 ¦ 46.86 ¦ 45.82 ¦ 45.70 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.25 ¦ 0.22 ¦ 0.15 ¦ 0.07 ¦ 3.91 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.16 ¦ 0.18 ¦ 0.23 ¦ 0.22 ¦ 0.19 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.06 ¦ 0.24 ¦ 0.27 ¦ 0.35 ¦ 0.21 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.18 ¦ 1.36 ¦ 0.30 ¦ 0.24 ¦ 0.23 ¦
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---------¬
¦ ¦28.02.00 ¦29.02.00 ¦01.03.00 ¦02.03.00 ¦03.03.00 ¦
+-----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость, ¦253851.87¦253851.87¦253851.87¦253869.53¦254199.53¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 9191.50¦ 9191.50¦ 9191.50¦ 9191.50¦ 9521.50¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 99168.55¦ 99168.55¦ 99168.55¦ 99168.55¦ 99168.55¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 32765.88¦ 32765.89¦ 32765.88¦ 32765.88¦ 32765.88¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦112725.93¦112725.93¦112725.93¦112743.59¦112743.59¦
+-----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦181559.37¦183051.44¦183365.12¦184896.35¦185729.56¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 9823.76¦ 9827.33¦ 9828.89¦ 9833.98¦ 10132.12¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 79285.11¦ 79507.16¦ 79570.56¦ 79884.94¦ 80168.89¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 17149.66¦ 17470.77¦ 17506.81¦ 17700.13¦ 17660.81¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 75300.84¦ 76246.18¦ 76458.86¦ 77477.30¦ 77767.74¦
+-----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 524.22¦ 525.67¦ 525.36¦ 526.94¦ 525.17¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 93.16¦ 92.16¦ 91.16¦ 90.18¦ 90.21¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 392.82¦ 392.60¦ 392.61¦ 392.60¦ 390.72¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 656.00¦ 655.00¦ 654.00¦ 653.00¦ 652.00¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 688.80¦ 690.68¦ 689.86¦ 692.08¦ 691.64¦
L-----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

<ПИСЬМО> МНС РФ от 03.03.2000 n ВП-6-18/165 <О РЕШЕНИИ ВЕРХОВНОГО СУДА РФ ОТ 31.05.1999 n ГКПИ 99-376 И ОПРЕДЕЛЕНИИ ВЕРХОВНОГО СУДА РФ ОТ 01.07.1999 n КАС 99-121>  »
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