БЮЛЛЕТЕНЬ ЦБ РФ от 04.02.2000 n 4 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 4 февраля 2000 г. N 4
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 1508.697 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)¦
+---------+--------+------+------+------+----------+-------+------+
¦05.04.00 ¦04.02.00¦105.70¦105.70¦105.70¦ -32.27 ¦1504.56¦ 21134¦
+---------+--------+------+------+------+----------+-------+------+
¦17.05.00 ¦31.01.00¦103.50¦103.50¦103.50¦ -11.54 ¦ 0.53¦ 21135¦
¦ +--------+------+------+------+----------+-------+ ¦
¦ ¦03.02.00¦109.00¦110.00¦110.00¦ -30.36 ¦ 0.61¦ ¦
¦ +--------+------+------+------+----------+-------+ ¦
¦ ¦04.02.00¦105.70¦105.70¦105.70¦ -19.11 ¦ 3.00¦ ¦
L---------+--------+------+------+------+----------+-------+-------
Торговля ОФЗ при суммарном объеме сделок за неделю 4603.74 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.)¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦23.02.00 ¦31.01.00¦ 6.53 ¦99.15¦99.25¦99.18¦ 29.86 ¦ 28.82¦ 25022 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦01.02.00¦ 6.58 ¦99.23¦99.40¦99.38¦ 26.93 ¦ 71.58¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦02.02.00¦ 6.62 ¦99.35¦99.62¦99.62¦ 24.22 ¦ 52.65¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦03.02.00¦ 6.66 ¦99.55¦99.71¦99.69¦ 21.32 ¦ 76.71¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦04.02.00¦ 6.70 ¦99.69¦99.82¦99.82¦ 19.26 ¦ 109.75¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦10.06.00 ¦31.01.00¦ 12.88 ¦95.00¦95.99¦95.99¦ 33.96 ¦ 1.06¦ 25016 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦01.02.00¦ 12.93 ¦96.22¦96.69¦96.69¦ 30.38 ¦ 0.34¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦02.02.00¦ 12.99 ¦97.20¦97.50¦97.40¦ 26.62 ¦ 1.72¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦03.02.00¦ 13.04 ¦97.60¦97.80¦97.80¦ 26.06 ¦ 0.96¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦04.02.00¦ 13.10 ¦98.01¦98.01¦98.01¦ 24.94 ¦ 1.77¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦27.09.00 ¦31.01.00¦ 4.76 ¦87.20¦87.85¦87.53¦ 40.19 ¦ 45.95¦ 25018 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦01.02.00¦ 4.80 ¦87.31¦87.66¦87.40¦ 40.41 ¦ 49.80¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦02.02.00¦ 4.83 ¦87.50¦88.95¦88.55¦ 38.38 ¦ 71.42¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦03.02.00¦ 4.87 ¦89.10¦89.80¦89.60¦ 35.80 ¦ 51.50¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦04.02.00¦ 4.91 ¦90.00¦90.80¦90.75¦ 33.36 ¦ 49.76¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦25.10.00 ¦31.01.00¦ 3.16 ¦84.00¦84.80¦84.35¦ 41.68 ¦ 86.58¦ 25020 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦01.02.00¦ 3.19 ¦84.45¦84.90¦84.70¦ 41.22 ¦ 34.70¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦02.02.00¦ 3.22 ¦84.81¦86.08¦85.99¦ 39.19 ¦ 52.12¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦03.02.00¦ 3.26 ¦86.49¦87.11¦86.90¦ 36.49 ¦ 66.09¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦04.02.00¦ 3.29 ¦87.20¦87.88¦87.50¦ 34.89 ¦ 73.78¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦17.01.01 ¦31.01.00¦ 0.49 ¦79.75¦80.80¦79.97¦ 46.87 ¦ 13.66¦ 25021 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦01.02.00¦ 0.53 ¦79.85¦80.44¦79.85¦ 46.36 ¦ 10.85¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦02.02.00¦ 0.58 ¦80.50¦81.50¦81.45¦ 44.43 ¦ 20.64¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦03.02.00¦ 0.62 ¦81.26¦82.00¦81.99¦ 43.76 ¦ 20.02¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦04.02.00¦ 0.66 ¦81.15¦84.30¦84.10¦ 40.48 ¦ 43.98¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦15.08.01 ¦01.02.00¦ 9.15 ¦69.98¦70.50¦70.20¦ 56.02 ¦ 26.00¦ 25024 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦02.02.00¦ 9.21 ¦71.80¦71.80¦71.80¦ 53.67 ¦ 0.06¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦03.02.00¦ 9.26 ¦71.55¦71.63¦71.55¦ 54.13 ¦ 0.45¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦04.02.00¦ 9.32 ¦71.90¦73.00¦73.00¦ 52.74 ¦ 2.00¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦12.09.01 ¦31.01.00¦ 5.29 ¦62.26¦63.60¦62.45¦ 56.87 ¦ 41.07¦ 25023 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦01.02.00¦ 5.33 ¦62.02¦63.10¦63.05¦ 56.40 ¦ 50.44¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦02.02.00¦ 5.37 ¦62.98¦63.55¦63.35¦ 55.59 ¦ 60.67¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦03.02.00¦ 5.41 ¦63.00¦63.62¦63.62¦ 55.83 ¦ 38.94¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦04.02.00¦ 5.45 ¦63.80¦65.35¦65.35¦ 53.36 ¦ 65.99¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦15.12.01 ¦31.01.00¦ 0.00 ¦42.27¦43.50¦42.45¦ 57.97 ¦ 86.81¦ 25030 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦01.02.00¦ 0.00 ¦42.00¦42.70¦42.34¦ 58.45 ¦ 177.34¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦02.02.00¦ 0.00 ¦42.35¦43.00¦42.80¦ 57.71 ¦ 134.41¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦03.02.00¦ 0.00 ¦42.30¦43.00¦42.85¦ 57.85 ¦ 88.61¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦04.02.00¦ 0.00 ¦42.70¦44.65¦44.65¦ 54.90 ¦ 130.04¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦06.02.02 ¦31.01.00¦ 5.60 ¦65.00¦67.50¦65.30¦ 58.52 ¦ 49.71¦ 27001 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦01.02.00¦ 5.70 ¦65.00¦66.30¦65.49¦ 58.01 ¦ 52.69¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦02.02.00¦ 5.70 ¦65.46¦66.00¦65.46¦ 57.92 ¦ 12.17¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦03.02.00¦ 5.80 ¦65.06¦65.78¦65.28¦ 58.64 ¦ 37.38¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦04.02.00¦ 5.90 ¦66.00¦67.70¦67.31¦ 55.57 ¦ 32.78¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦15.03.02 ¦04.02.00¦ 8.93 ¦50.00¦50.00¦50.00¦ 55.65 ¦ 0.17¦ 25014 ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦22.05.02 ¦31.01.00¦ 4.60 ¦62.00¦63.10¦62.20¦ 58.06 ¦ 23.68¦ 27002 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦01.02.00¦ 4.70 ¦61.65¦62.50¦62.25¦ 58.59 ¦ 40.93¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦02.02.00¦ 4.80 ¦62.05¦62.60¦62.60¦ 58.32 ¦ 18.53¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦03.02.00¦ 4.80 ¦61.50¦62.20¦62.20¦ 58.72 ¦ 25.89¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦04.02.00¦ 4.90 ¦62.95¦64.20¦63.90¦ 55.76 ¦ 31.27¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦05.06.02 ¦31.01.00¦ 3.70 ¦62.00¦63.01¦62.29¦ 57.74 ¦ 42.42¦ 27003 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦01.02.00¦ 3.70 ¦61.45¦62.35¦62.18¦ 58.42 ¦ 13.95¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦02.02.00¦ 3.80 ¦61.61¦62.26¦62.10¦ 58.41 ¦ 9.71¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦03.02.00¦ 3.90 ¦61.30¦61.96¦61.83¦ 58.80 ¦ 17.40¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦04.02.00¦ 4.00 ¦62.80¦64.00¦63.82¦ 55.69 ¦ 42.49¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦18.09.02 ¦31.01.00¦ 2.70 ¦58.50¦60.27¦59.30¦ 58.60 ¦ 31.34¦ 27004 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦01.02.00¦ 2.80 ¦58.70¦59.95¦59.00¦ 58.26 ¦ 20.35¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦02.02.00¦ 2.90 ¦58.60¦59.60¦58.99¦ 58.56 ¦ 12.03¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦03.02.00¦ 2.90 ¦58.80¦59.30¦59.30¦ 58.84 ¦ 22.08¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦04.02.00¦ 3.00 ¦60.15¦61.50¦61.00¦ 55.91 ¦ 33.97¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦09.10.02 ¦31.01.00¦ 1.30 ¦57.00¦58.70¦57.40¦ 57.73 ¦ 15.93¦ 27005 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦01.02.00¦ 1.40 ¦56.25¦57.46¦57.19¦ 58.99 ¦ 39.16¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦02.02.00¦ 1.40 ¦57.15¦57.57¦57.25¦ 58.33 ¦ 12.19¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦03.02.00¦ 1.50 ¦56.90¦57.30¦57.30¦ 58.79 ¦ 23.96¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦04.02.00¦ 1.60 ¦58.00¦59.27¦59.05¦ 55.84 ¦ 38.30¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦22.01.03 ¦31.01.00¦ 0.30 ¦54.00¦55.74¦55.10¦ 58.13 ¦ 15.62¦ 27006 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦01.02.00¦ 0.40 ¦53.70¦55.25¦54.33¦ 58.28 ¦ 51.82¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦02.02.00¦ 0.50 ¦54.10¦55.00¦54.25¦ 58.78 ¦ 94.67¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦03.02.00¦ 0.50 ¦54.10¦54.64¦54.60¦ 58.89 ¦ 42.42¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦04.02.00¦ 0.60 ¦54.52¦56.71¦56.50¦ 56.27 ¦ 42.78¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦05.02.03 ¦31.01.00¦ 5.60 ¦54.06¦55.61¦54.95¦ 57.51 ¦ 47.51¦ 27007 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦01.02.00¦ 5.70 ¦54.00¦55.05¦54.30¦ 58.34 ¦ 24.97¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦02.02.00¦ 5.70 ¦54.00¦54.75¦54.30¦ 58.66 ¦ 60.01¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦03.02.00¦ 5.80 ¦53.95¦54.94¦54.54¦ 58.07 ¦ 560.42¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦04.02.00¦ 5.90 ¦55.23¦56.55¦56.21¦ 56.24 ¦ 33.30¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦15.03.03 ¦01.02.00¦ 8.85 ¦36.00¦36.00¦36.00¦ 59.42 ¦ 0.26¦ 26001 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦02.02.00¦ 8.88 ¦36.00¦36.00¦36.00¦ 59.47 ¦ 0.01¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦03.02.00¦ 8.90 ¦36.00¦36.01¦36.00¦ 59.52 ¦ 0.70¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦04.02.00¦ 8.93 ¦37.00¦37.95¦37.95¦ 57.44 ¦ 0.67¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦21.05.03 ¦31.01.00¦ 4.60 ¦52.40¦53.55¦52.40¦ 57.45 ¦ 67.13¦ 27008 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦01.02.00¦ 4.70 ¦52.16¦53.41¦52.45¦ 57.83 ¦ 37.86¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦02.02.00¦ 4.80 ¦51.75¦53.00¦52.05¦ 58.52 ¦ 69.69¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦03.02.00¦ 4.80 ¦51.95¦52.85¦52.85¦ 58.91 ¦ 16.22¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦04.02.00¦ 4.90 ¦54.00¦54.67¦54.21¦ 55.62 ¦ 24.62¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦04.06.03 ¦31.01.00¦ 3.70 ¦52.00¦53.60¦52.55¦ 57.69 ¦ 47.07¦ 27009 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦01.02.00¦ 3.70 ¦52.04¦53.10¦52.43¦ 57.96 ¦ 24.94¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦02.02.00¦ 3.80 ¦52.00¦52.70¦52.14¦ 58.58 ¦ 57.68¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦03.02.00¦ 3.90 ¦52.00¦52.60¦52.40¦ 58.54 ¦ 18.72¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦04.02.00¦ 4.00 ¦52.66¦54.69¦54.20¦ 55.38 ¦ 42.52¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦17.09.03 ¦31.01.00¦ 2.70 ¦51.98¦52.50¦52.00¦ 56.14 ¦ 41.25¦ 27010 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦01.02.00¦ 2.80 ¦50.50¦52.75¦51.02¦ 56.82 ¦ 35.35¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦02.02.00¦ 2.90 ¦51.10¦52.10¦51.16¦ 57.00 ¦ 15.02¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦03.02.00¦ 2.90 ¦50.72¦53.75¦52.07¦ 55.80 ¦ 14.85¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦04.02.00¦ 3.00 ¦52.60¦55.31¦53.66¦ 53.60 ¦ 61.00¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦08.10.03 ¦31.01.00¦ 1.30 ¦49.95¦51.25¦50.10¦ 56.53 ¦ 39.12¦ 27011 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦01.02.00¦ 1.40 ¦49.70¦50.98¦49.82¦ 56.22 ¦ 22.35¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦02.02.00¦ 1.40 ¦49.80¦50.60¦49.80¦ 56.31 ¦ 13.52¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦03.02.00¦ 1.50 ¦43.50¦51.00¦50.74¦ 59.17 ¦ 26.55¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦04.02.00¦ 1.60 ¦52.10¦53.30¦52.50¦ 53.06 ¦ 55.04¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦21.01.04 ¦31.01.00¦ 0.30 ¦48.60¦50.50¦49.20¦ 55.54 ¦ 36.96¦ 28001 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦01.02.00¦ 0.40 ¦49.05¦51.00¦49.25¦ 55.15 ¦ 28.25¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦02.02.00¦ 0.50 ¦49.05¦50.10¦49.25¦ 55.16 ¦ 19.47¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦03.02.00¦ 0.50 ¦48.60¦49.60¦49.31¦ 55.84 ¦ 34.10¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦04.02.00¦ 0.60 ¦50.99¦52.37¦51.40¦ 52.29 ¦ 133.38¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦15.03.04 ¦03.02.00¦ 8.90 ¦29.01¦33.32¦33.32¦ 55.40 ¦ 1.00¦ 26002 ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦15.03.05 ¦31.01.00¦ 8.82 ¦28.50¦28.50¦28.50¦ 51.92 ¦ 0.03¦ 26003 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦01.02.00¦ 8.85 ¦29.00¦29.00¦29.00¦ 51.19 ¦ 1.00¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦02.02.00¦ 8.88 ¦29.40¦29.50¦29.50¦ 50.48 ¦ 0.44¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦03.02.00¦ 8.90 ¦28.70¦28.70¦28.70¦ 51.69 ¦ 4.00¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦04.02.00¦ 8.93 ¦28.00¦28.00¦28.00¦ 52.80 ¦ 0.02¦ ¦
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 ¦ 40 ¦ 10.00 ¦ 100.27 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25014 ¦ 15.03.2000 ¦ 40 ¦ 10.00 ¦ 100.27 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25016 ¦ 10.06.2000 ¦ 127 ¦ 20.00 ¦ 200.55 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25018 ¦ 29.03.2000 ¦ 54 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25020 ¦ 26.04.2000 ¦ 82 ¦ 12.00 ¦ 59.84 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25021 ¦ 19.07.2000 ¦ 166 ¦ 15.00 ¦ 74.79 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25022 ¦ 23.02.2000 ¦ 19 ¦ 15.00 ¦ 74.79 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25023 ¦ 15.03.2000 ¦ 40 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25024 ¦ 16.02.2000 ¦ 12 ¦ 20.00 ¦ 99.73 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25026 ¦ 27.11.2000 ¦ 297 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25027 ¦ 27.11.2000 ¦ 297 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25028 ¦ 27.11.2000 ¦ 297 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25029 ¦ 27.11.2000 ¦ 297 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26001 ¦ 15.03.2000 ¦ 40 ¦ 10.00 ¦ 100.27 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26002 ¦ 15.03.2000 ¦ 40 ¦ 10.00 ¦ 100.27 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26003 ¦ 15.03.2000 ¦ 40 ¦ 10.00 ¦ 100.27 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26032 ¦ 27.11.2000 ¦ 297 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27001 ¦ 09.02.2000 ¦ 5 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27002 ¦ 23.02.2000 ¦ 19 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27003 ¦ 08.03.2000 ¦ 33 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27004 ¦ 22.03.2000 ¦ 47 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27005 ¦ 12.04.2000 ¦ 68 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27006 ¦ 26.04.2000 ¦ 82 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27007 ¦ 09.02.2000 ¦ 5 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27008 ¦ 23.02.2000 ¦ 19 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27009 ¦ 08.03.2000 ¦ 33 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27010 ¦ 22.03.2000 ¦ 47 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27011 ¦ 12.04.2000 ¦ 68 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 28001 ¦ 26.04.2000 ¦ 82 ¦ 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¦ 61¦ 1 ¦ 5 ¦ ¦ 2500.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21135 ¦21.12.99¦17.05.00¦ 103¦ 1 ¦ 2 ¦ ¦ 1497.796¦ 2.204¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21136 ¦21.12.99¦05.07.00¦ 152¦ 1 ¦ ¦ ¦ 1677.829¦ 822.171¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25013 ¦15.03.97¦15.03.01¦ 405¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 770¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25016 ¦10.06.97¦10.06.00¦ 127¦ 2 ¦ 8 ¦ ¦ 3050.833¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25018 ¦01.10.97¦27.09.00¦ 236¦ 4 ¦ 21 ¦ 2 ¦ 12409.404¦ 202.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25020 ¦29.10.97¦25.10.00¦ 264¦ 4 ¦ 14 ¦ 2 ¦ 11462.302¦ 1631.472¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25021 ¦21.01.98¦17.01.01¦ 348¦ 6 ¦ 21 ¦ ¦ 14723.818¦ 5172.167¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25022 ¦25.02.98¦23.02.00¦ 19¦ 3 ¦ 14 ¦ ¦ 9622.185¦ 1877.815¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 586¦ 7 ¦ 19 ¦ ¦ 20341.394¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25024 ¦22.07.98¦15.08.01¦ 558¦ 1 ¦ ¦ ¦ 5655.776¦ 4343.224¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25026 ¦27.11.98¦27.11.00¦ 297¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 662¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 1027¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 1392¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 680¦ ¦ ¦ ¦ 32765.883¦ 2195.548¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 1135¦ 1 ¦ ¦ ¦ 6138.415¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 1501¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1866¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 1758¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 733¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 838¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 852¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 957¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 978¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 1083¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 1097¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 1202¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 1216¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 1321¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 1342¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 1447¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ Итого:¦ ¦ ¦ ¦ ¦ ¦ ¦259661.884¦23712.823¦
L--------+--------+--------+-----+-------+------+--------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦31.01.00¦01.02.00¦02.02.00¦03.02.00¦04.02.00¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ -7.13 ¦ -6.51 ¦ -5.83 ¦ -13.06 ¦ -16.08 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 51.23 ¦ 50.87 ¦ 49.73 ¦ 49.00 ¦ 46.97 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 57.97 ¦ 58.45 ¦ 57.71 ¦ 57.85 ¦ 54.90 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 57.39 ¦ 57.65 ¦ 57.81 ¦ 58.17 ¦ 55.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ -11.54 ¦ 0.00 ¦ 0.00 ¦ -30.36 ¦ -32.22 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 46.24 ¦ 49.31 ¦ 45.63 ¦ 43.08 ¦ 42.06 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 57.97 ¦ 58.45 ¦ 57.71 ¦ 57.85 ¦ 54.90 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 57.34 ¦ 57.73 ¦ 58.24 ¦ 58.11 ¦ 54.34 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.01 ¦ 0.00 ¦ 0.00 ¦ 0.02 ¦ 26.84 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.23 ¦ 0.26 ¦ 0.28 ¦ 0.28 ¦ 0.38 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.26 ¦ 0.54 ¦ 0.41 ¦ 0.27 ¦ 0.40 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.41 ¦ 0.35 ¦ 0.34 ¦ 0.76 ¦ 0.49 ¦
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---------¬
¦ ¦ 31.01.00¦ 01.02.00¦ 02.02.00¦ 03.02.00¦ 04.02.00¦
+-------------------+---------+---------+---------+---------+---------+
¦Номинальная ¦258534.11¦258154.33¦258154.33¦258154.33¦259661.88¦
¦стоимость, ¦ ¦ ¦ ¦ ¦ ¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 4168.07¦ 4168.07¦ 4168.07¦ 4168.07¦ 5675.63¦
+-------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦109170.52¦108790.74¦108790.74¦108790.74¦108790.74¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 32765.88¦ 32765.88¦ 32765.88¦ 32765.88¦ 32765.88¦
+-------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦112429.64¦112429.64¦112429.64¦112429.64¦112429.64¦
+-------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость,¦167034.74¦166579.83¦167378.59¦167660.32¦173314.26¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 4258.92¦ 4258.92¦ 4258.92¦ 4348.16¦ 5937.06¦
+-------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 82253.08¦ 81985.03¦ 82669.14¦ 83062.12¦ 84042.31¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 13909.12¦ 13846.86¦ 13987.76¦ 13981.20¦ 14498.90¦
+-------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 66613.62¦ 66489.01¦ 66462.78¦ 66268.84¦ 68835.98¦
+-------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 502.27¦ 501.25¦ 499.76¦ 497.60¦ 499.62¦
+-------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 116.82¦ 115.82¦ 114.82¦ 113.62¦ 98.43¦
+-------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 356.20¦ 355.65¦ 355.15¦ 354.30¦ 354.73¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 684.00¦ 683.00¦ 682.00¦ 681.00¦ 680.00¦
+-------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 669.34¦ 667.63¦ 665.94¦ 663.71¦ 673.12¦
L-------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
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