БЮЛЛЕТЕНЬ ЦБ РФ от 25.02.2000 n 7 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 25 февраля 2000 г. N 7
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 66.16 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 ¦24.02.00¦ 94.88¦ 95.35¦ 95.35¦ 18.93 ¦ 34.35 ¦ 21139¦
¦ +--------+------+------+------+----------+-------+ ¦
¦ ¦25.02.00¦ 95.40¦ 95.90¦ 95.90¦ 17.37 ¦ 31.15 ¦ ¦
+---------+--------+------+------+------+----------+-------+------+
¦05.07.00 ¦25.02.00¦109.00¦109.00¦109.00¦ -23.01 ¦ 0.66 ¦ 21136¦
L---------+--------+------+------+------+----------+-------+-------
Торговля ОФЗ при суммарном объеме сделок за неделю 4841.598 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)¦
+---------+--------+-------+-----+-----+-----+----------+-------+------+
¦23.02.00 ¦21.02.00¦ 7.40 ¦99.88¦99.91¦99.88¦ 36.25 ¦ 59.12¦ 25022¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦22.02.00¦ 7.44 ¦99.85¦99.87¦99.85¦ 91.40 ¦ 86.43¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+------+
¦10.06.00 ¦21.02.00¦ 14.03 ¦98.22¦98.22¦98.22¦ 25.00 ¦ 1.88¦ 25016¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦22.02.00¦ 14.08 ¦97.95¦98.10¦98.00¦ 25.84 ¦ 3.88¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦24.02.00¦ 14.19 ¦99.22¦99.40¦99.32¦ 20.99 ¦ 4.44¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦25.02.00¦ 14.25 ¦99.30¦99.62¦99.62¦ 21.05 ¦ 10.75¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+------+
¦27.09.00 ¦21.02.00¦ 5.56 ¦92.40¦92.70¦92.65¦ 30.01 ¦ 11.59¦ 25018¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦22.02.00¦ 5.60 ¦91.70¦92.60¦91.70¦ 31.11 ¦ 491.31¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦24.02.00¦ 5.68 ¦93.46¦93.65¦93.46¦ 28.06 ¦ 81.45¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦25.02.00¦ 5.72 ¦93.11¦93.49¦93.19¦ 28.95 ¦ 35.16¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+------+
¦25.10.00 ¦21.02.00¦ 3.85 ¦90.27¦90.65¦90.64¦ 30.18 ¦ 29.24¦ 25020¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦22.02.00¦ 3.88 ¦89.50¦90.45¦90.30¦ 31.73 ¦ 29.73¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦24.02.00¦ 3.95 ¦90.71¦91.65¦91.03¦ 29.26 ¦ 165.80¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦25.02.00¦ 3.98 ¦90.75¦91.10¦90.80¦ 29.89 ¦ 122.78¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+------+
¦17.01.01 ¦21.02.00¦ 1.36 ¦86.00¦86.50¦86.40¦ 36.62 ¦ 25.53¦ 25021¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦22.02.00¦ 1.40 ¦85.80¦86.60¦85.85¦ 36.97 ¦ 30.64¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦24.02.00¦ 1.48 ¦87.50¦88.37¦87.50¦ 33.87 ¦ 163.21¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦25.02.00¦ 1.52 ¦87.17¦87.42¦87.20¦ 34.98 ¦ 13.65¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+------+
¦15.08.01 ¦21.02.00¦ 0.27 ¦79.96¦80.30¦80.30¦ 42.81 ¦ 8.18¦ 25024¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦22.02.00¦ 0.33 ¦79.85¦80.70¦80.30¦ 43.00 ¦ 7.70¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦24.02.00¦ 0.44 ¦82.00¦83.00¦82.53¦ 39.71 ¦ 6.32¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦25.02.00¦ 0.49 ¦71.83¦93.02¦81.50¦ 40.52 ¦ 13.97¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+------+
¦12.09.01 ¦21.02.00¦ 6.10 ¦72.25¦73.02¦72.43¦ 42.96 ¦ 94.22¦ 25023¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦22.02.00¦ 6.14 ¦72.05¦73.15¦72.25¦ 43.19 ¦ 66.79¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦24.02.00¦ 6.21 ¦73.80¦74.95¦74.55¦ 40.28 ¦ 113.20¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦25.02.00¦ 6.25 ¦73.70¦74.86¦73.70¦ 40.86 ¦ 25.50¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+------+
¦15.12.01 ¦21.02.00¦ 0.00 ¦50.60¦51.10¦51.00¦ 44.97 ¦ 60.57¦ 25030¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦22.02.00¦ 0.00 ¦49.90¦51.25¦50.74¦ 46.13 ¦ 151.47¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦24.02.00¦ 0.00 ¦51.15¦53.68¦52.85¦ 42.53 ¦ 137.27¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦25.02.00¦ 0.00 ¦51.25¦53.00¦52.00¦ 43.42 ¦ 10.15¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+------+
¦06.02.02 ¦21.02.00¦ 0.80 ¦72.27¦73.69¦73.00¦ 48.08 ¦ 32.73¦ 27001¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦22.02.00¦ 0.90 ¦71.80¦73.51¦71.90¦ 48.59 ¦ 55.41¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦24.02.00¦ 1.00 ¦74.00¦76.00¦75.06¦ 45.43 ¦ 77.99¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦25.02.00¦ 1.10 ¦74.06¦75.10¦74.58¦ 46.26 ¦ 17.45¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+------+
¦15.03.02 ¦22.02.00¦ 9.42 ¦55.00¦55.75¦55.00¦ 48.79 ¦ 0.19¦ 25014¦
+---------+--------+-------+-----+-----+-----+----------+-------+------+
¦22.05.02 ¦21.02.00¦ 6.10 ¦68.02¦68.80¦68.02¦ 50.30 ¦ 10.70¦ 27002¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦22.02.00¦ 6.10 ¦67.02¦69.07¦67.02¦ 50.74 ¦ 53.17¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦24.02.00¦ 0.10 ¦70.10¦72.25¦71.76¦ 46.56 ¦ 477.24¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦25.02.00¦ 0.10 ¦70.61¦71.96¦71.00¦ 47.00 ¦ 42.72¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+------+
¦05.06.02 ¦21.02.00¦ 5.10 ¦67.85¦68.88¦67.85¦ 50.13 ¦ 47.38¦ 27003¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦22.02.00¦ 5.20 ¦67.00¦68.34¦67.15¦ 50.81 ¦ 81.40¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦24.02.00¦ 5.30 ¦70.00¦73.00¦71.57¦ 46.03 ¦ 78.65¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦25.02.00¦ 5.40 ¦70.40¦70.90¦70.65¦ 47.37 ¦ 68.81¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+------+
¦18.09.02 ¦21.02.00¦ 4.20 ¦65.00¦65.65¦65.00¦ 50.66 ¦ 10.90¦ 27004¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦22.02.00¦ 4.20 ¦64.23¦65.65¦65.03¦ 50.93 ¦ 41.64¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦24.02.00¦ 4.40 ¦67.00¦69.00¦68.32¦ 47.06 ¦ 464.84¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦25.02.00¦ 4.40 ¦67.45¦68.00¦68.00¦ 47.86 ¦ 5.03¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+------+
¦09.10.02 ¦21.02.00¦ 2.70 ¦62.50¦63.64¦62.53¦ 50.83 ¦ 36.09¦ 27005¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦22.02.00¦ 2.80 ¦62.00¦63.05¦62.00¦ 51.20 ¦ 55.58¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦24.02.00¦ 2.90 ¦64.03¦67.00¦65.80¦ 46.81 ¦ 33.47¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦25.02.00¦ 3.00 ¦65.40¦65.89¦65.45¦ 47.73 ¦ 8.16¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+------+
¦22.01.03 ¦21.02.00¦ 1.80 ¦59.85¦60.62¦59.93¦ 51.00 ¦ 47.15¦ 27006¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦22.02.00¦ 1.80 ¦59.30¦60.70¦59.30¦ 51.14 ¦ 59.26¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦24.02.00¦ 2.00 ¦62.38¦63.70¦62.75¦ 47.78 ¦ 30.48¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦25.02.00¦ 2.00 ¦62.40¦62.82¦62.54¦ 48.24 ¦ 14.76¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+------+
¦05.02.03 ¦21.02.00¦ 0.80 ¦60.00¦60.80¦60.10¦ 50.94 ¦ 32.71¦ 27007¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦22.02.00¦ 0.90 ¦60.00¦61.00¦60.20¦ 50.93 ¦ 40.85¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦24.02.00¦ 1.00 ¦62.00¦63.40¦62.70¦ 47.70 ¦ 17.24¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦25.02.00¦ 1.10 ¦62.40¦62.80¦62.60¦ 48.21 ¦ 14.30¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+------+
¦15.03.03 ¦24.02.00¦ 9.48 ¦44.00¦44.00¦44.00¦ 48.79 ¦ 0.29¦ 26001¦
+---------+--------+-------+-----+-----+-----+----------+-------+------+
¦21.05.03 ¦21.02.00¦ 6.10 ¦57.80¦59.50¦58.11¦ 50.55 ¦ 58.52¦ 27008¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦22.02.00¦ 6.10 ¦57.00¦58.41¦58.27¦ 51.13 ¦ 54.60¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦24.02.00¦ 0.10 ¦59.30¦61.41¦60.53¦ 47.63 ¦ 51.63¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦25.02.00¦ 0.10 ¦60.21¦61.10¦60.50¦ 48.03 ¦ 16.02¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+------+
¦04.06.03 ¦21.02.00¦ 5.10 ¦57.55¦59.17¦57.75¦ 50.85 ¦ 65.46¦ 27009¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦22.02.00¦ 5.20 ¦57.65¦58.90¦57.65¦ 50.82 ¦ 49.65¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦24.02.00¦ 5.30 ¦59.50¦61.43¦60.40¦ 47.79 ¦ 43.39¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦25.02.00¦ 5.40 ¦60.33¦60.90¦60.55¦ 47.83 ¦ 16.94¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+------+
¦17.09.03 ¦21.02.00¦ 4.20 ¦55.99¦59.00¦56.20¦ 50.43 ¦ 41.61¦ 27010¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦22.02.00¦ 4.20 ¦56.05¦56.58¦56.58¦ 50.78 ¦ 53.27¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦24.02.00¦ 4.40 ¦57.65¦59.10¦58.05¦ 47.89 ¦ 29.14¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦25.02.00¦ 4.40 ¦58.40¦59.04¦58.65¦ 48.03 ¦ 22.69¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+------+
¦08.10.03 ¦21.02.00¦ 2.70 ¦52.70¦55.55¦54.10¦ 50.55 ¦ 26.28¦ 27011¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦22.02.00¦ 2.80 ¦54.10¦54.75¦54.66¦ 50.66 ¦ 28.93¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦24.02.00¦ 2.90 ¦56.15¦57.40¦56.25¦ 47.82 ¦ 52.08¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦25.02.00¦ 3.00 ¦55.00¦57.00¦56.60¦ 48.06 ¦ 32.36¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+------+
¦21.01.04 ¦21.02.00¦ 1.80 ¦53.01¦54.40¦53.40¦ 49.74 ¦ 16.45¦ 28001¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦22.02.00¦ 1.80 ¦53.10¦54.01¦53.40¦ 49.95 ¦ 42.27¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦24.02.00¦ 2.00 ¦54.40¦56.24¦55.00¦ 47.19 ¦ 90.35¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦25.02.00¦ 2.00 ¦54.95¦55.55¦55.19¦ 47.85 ¦ 15.81¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+------+
¦15.03.04 ¦24.02.00¦ 9.48 ¦35.00¦36.00¦36.00¦ 49.50 ¦ 2.27¦ 26002¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦25.02.00¦ 9.51 ¦36.23¦36.65¦36.23¦ 48.81 ¦ 1.26¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+------+
¦15.03.05 ¦21.02.00¦ 9.40 ¦30.50¦31.00¦30.50¦ 49.03 ¦ 4.48¦ 26003¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦24.02.00¦ 9.48 ¦30.23¦32.00¦31.70¦ 48.05 ¦ 6.16¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦25.02.00¦ 9.51 ¦31.38¦31.70¦31.60¦ 48.07 ¦ 1.47¦ ¦
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 ¦ 19 ¦ 10.00 ¦ 100.27 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25014 ¦ 15.03.2000 ¦ 19 ¦ 10.00 ¦ 100.27 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25016 ¦ 10.06.2000 ¦ 106 ¦ 20.00 ¦ 200.55 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25018 ¦ 29.03.2000 ¦ 33 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25020 ¦ 26.04.2000 ¦ 61 ¦ 12.00 ¦ 59.84 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25024 ¦ 19.07.2000 ¦ 145 ¦ 15.00 ¦ 74.79 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25023 ¦ 15.03.2000 ¦ 19 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25021 ¦ 16.08.2000 ¦ 173 ¦ 20.00 ¦ 99.73 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25026 ¦ 27.11.2000 ¦ 276 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25027 ¦ 27.11.2000 ¦ 276 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25028 ¦ 27.11.2000 ¦ 276 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25029 ¦ 27.11.2000 ¦ 276 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26001 ¦ 15.03.2000 ¦ 19 ¦ 10.00 ¦ 100.27 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26002 ¦ 15.03.2000 ¦ 19 ¦ 10.00 ¦ 100.27 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26003 ¦ 15.03.2000 ¦ 19 ¦ 10.00 ¦ 100.27 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26032 ¦ 27.11.2000 ¦ 276 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27001 ¦ 10.05.2000 ¦ 75 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27002 ¦ 24.05.2000 ¦ 89 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27003 ¦ 08.03.2000 ¦ 12 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27004 ¦ 22.03.2000 ¦ 26 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27005 ¦ 12.04.2000 ¦ 47 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27006 ¦ 26.04.2000 ¦ 61 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27007 ¦ 10.05.2000 ¦ 75 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27008 ¦ 24.05.2000 ¦ 89 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27009 ¦ 08.03.2000 ¦ 12 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27010 ¦ 22.03.2000 ¦ 26 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27011 ¦ 12.04.2000 ¦ 47 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27012 ¦ 24.05.2000 ¦ 89 ¦ 15.00 ¦ 0.79 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 28001 ¦ 26.04.2000 ¦ 61 ¦ 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¦ 40¦ 1 ¦ 5 ¦ ¦ 2500.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21135 ¦21.12.99¦17.05.00¦ 82¦ 1 ¦ 2 ¦ ¦ 1497.796¦ 2.204¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21136 ¦21.12.99¦05.07.00¦ 131¦ 1 ¦ ¦ ¦ 1677.829¦ 822.171¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21138 ¦23.02.00¦06.09.00¦ 194¦ 1 ¦ ¦ ¦ 1286.110¦ 1213.890¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21139 ¦23.02.00¦31.05.00¦ 96¦ 1 ¦ ¦ ¦ 2229.765¦ 270.235¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25013 ¦15.03.97¦15.03.01¦ 384¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 749¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25016 ¦10.06.97¦10.06.00¦ 106¦ 2 ¦ 8 ¦ ¦ 3050.833¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25018 ¦01.10.97¦27.09.00¦ 215¦ 4 ¦ 21 ¦ 2 ¦ 12409.404¦ 202.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25020 ¦29.10.97¦25.10.00¦ 243¦ 4 ¦ 14 ¦ 2 ¦ 11462.302¦ 1631.472¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25021 ¦21.01.98¦17.01.01¦ 327¦ 6 ¦ 21 ¦ ¦ 14723.818¦ 5172.167¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 565¦ 7 ¦ 19 ¦ ¦ 20341.394¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25024 ¦22.07.98¦15.08.01¦ 537¦ 1 ¦ ¦ ¦ 5655.776¦ 4343.224¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25026 ¦27.11.98¦27.11.00¦ 276¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 641¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 1006¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 1371¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 659¦ ¦ ¦ ¦ 32765.883¦ 2195.548¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 1114¦ 1 ¦ ¦ ¦ 6138.415¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 1480¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1845¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 1737¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 712¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 817¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 831¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 936¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 957¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 1062¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 1076¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 1181¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 1195¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 1300¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 1321¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 1363¦ ¦ ¦ ¦ 5.816¦17600.584¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 1426¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ Итого ¦ ¦ ¦ ¦ ¦ ¦ ¦253561.390¦40919.716¦
L--------+--------+--------+-----+-------+------+--------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦21.02.00¦22.02.00¦23.02.00¦24.02.00¦25.02.00¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦-69.85 ¦-106.40 ¦ -50.97 ¦ -50.57 ¦ -25.37 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 42.04 ¦ 42.38 ¦ 42.38 ¦ 40.25 ¦ 40.79 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 44.97 ¦ 46.13 ¦ 46.13 ¦ 42.53 ¦ 43.42 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 50.37 ¦ 50.67 ¦ 50.66 ¦ 47.21 ¦ 47.75 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 18.93 ¦ 16.09 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 40.57 ¦ 34.00 ¦ 0.00 ¦ 34.70 ¦ 33.56 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 44.97 ¦ 46.13 ¦ 0.00 ¦ 42.53 ¦ 43.42 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 50.46 ¦ 50.68 ¦ 0.00 ¦ 46.92 ¦ 47.64 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.33 ¦ 0.31 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.24 ¦ 0.78 ¦ 0.00 ¦ 0.62 ¦ 0.26 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.18 ¦ 0.46 ¦ 0.00 ¦ 0.42 ¦ 0.03 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.38 ¦ 0.56 ¦ 0.00 ¦ 1.35 ¦ 0.25 ¦
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---------¬
¦ ¦21.02.00 ¦22.02.00 ¦23.02.00 ¦24.02.00 ¦25.02.00 ¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦259665.74¦259665.74¦253559.43¦253559.43¦253561.39¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 5675.63¦ 5675.63¦ 9191.50¦ 9191.50¦ 9191.50¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД (без учета ¦108790.74¦108790.74¦ 99168.55¦ 99168.55¦ 99168.55¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 32765.88¦ 32765.88¦ 32765.88¦ 32765.88¦ 32765.88¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦112433.49¦112433.49¦112433.49¦112433.49¦112435.46¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦184718.90¦184133.68¦176187.54¦181741.66¦180888.01¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 6406.78¦ 6406.78¦ 9812.22¦ 9819.58¦ 9812.16¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД (без учета ¦ 88473.36¦ 88301.14¦ 78013.79¦ 79422.37¦ 79213.86¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 16690.94¦ 16468.13¦ 16468.13¦ 17264.34¦ 17087.41¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 73147.82¦ 72957.62¦ 71893.40¦ 75235.37¦ 74774.58¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 500.48¦ 498.94¦ 523.47¦ 530.13¦ 528.33¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 80.61¦ 79.61¦ 98.22¦ 97.22¦ 96.16¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД (без учета ¦ 351.87¦ 350.85¦ 396.19¦ 397.40¦ 396.69¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 663.00¦ 662.00¦ 661.00¦ 660.00¦ 659.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 679.92¦ 678.19¦ 688.12¦ 696.94¦ 694.63¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

ПРИКАЗ Госстандарта РФ от 25.02.2000 n 61 ОБ ОТМЕНЕ ПРИКАЗА ГОССТАНДАРТА РОССИИ ОТ 17 ЯНВАРЯ 2000 Г. n 10  »
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