БЮЛЛЕТЕНЬ ЦБ РФ от 28.01.2000 n 3 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 28 января 2000 г. N 3
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 20.588 млн. руб. по номиналу имела следующие параметры:
----------T--------T--------------------T----------T-------T------¬
¦ Дата ¦ Дата ¦ Цены облигаций ¦Доходность¦Оборот ¦Номер ¦
¦погашения¦ торгов +------T------T------+ (% год.) ¦ (млн. ¦выпус-¦
¦ ¦ ¦ мин. ¦макс. ¦закр. ¦ ¦ руб. ¦ка ¦
¦ ¦ ¦ ¦ ¦ ¦ ¦ по ¦(спра-¦
¦ ¦ ¦ ¦ ¦ ¦ ¦номин.)¦вочно)¦
+---------+--------+------+------+------+----------+-------+------+
¦17.05.00 ¦25.01.00¦102.10¦102.10¦102.10¦ -6.64 ¦ 0.59 ¦ 21135¦
+---------+--------+------+------+------+----------+-------+------+
¦05.07.00 ¦28.01.00¦102.00¦102.00¦102.00¦ -4.50 ¦ 20.00 ¦ 21136¦
L---------+--------+------+------+------+----------+-------+-------
Торговля ОФЗ при суммарном объеме сделок за неделю 3279.295 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 ¦24.01.00¦ 6.25 ¦99.21¦99.35¦99.27¦ 25.00 ¦ 84.58¦ 25022 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦25.01.00¦ 6.29 ¦99.00¦99.30¦99.16¦ 27.61 ¦ 100.80¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦26.01.00¦ 6.33 ¦99.15¦99.35¦99.31¦ 25.72 ¦ 65.92¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦27.01.00¦ 6.37 ¦99.32¦99.40¦99.40¦ 24.69 ¦ 67.33¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦28.01.00¦ 6.41 ¦99.35¦99.41¦99.37¦ 25.05 ¦ 86.96¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦10.06.00 ¦24.01.00¦ 12.49 ¦96.76¦97.15¦96.76¦ 27.15 ¦ 1.02¦ 25016 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦25.01.00¦ 12.55 ¦96.70¦97.00¦96.90¦ 28.07 ¦ 1.56¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦26.01.00¦ 12.60 ¦96.90¦97.30¦97.30¦ 27.94 ¦ 0.87¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦27.01.00¦ 12.66 ¦97.00¦97.20¦97.20¦ 27.53 ¦ 0.52¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦28.01.00¦ 12.71 ¦97.07¦97.50¦97.50¦ 26.65 ¦ 0.27¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦27.09.00 ¦24.01.00¦ 4.49 ¦86.05¦86.90¦86.80¦ 42.13 ¦ 45.04¦ 25018 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦25.01.00¦ 4.53 ¦86.00¦86.75¦86.40¦ 42.52 ¦ 103.78¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦26.01.00¦ 4.57 ¦86.82¦87.50¦87.50¦ 40.33 ¦ 40.43¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦27.01.00¦ 4.60 ¦87.00¦87.60¦87.35¦ 40.56 ¦ 48.85¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦28.01.00¦ 4.64 ¦87.47¦87.75¦87.50¦ 39.90 ¦ 51.15¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦25.10.00 ¦24.01.00¦ 2.93 ¦83.35¦83.75¦83.72¦ 42.78 ¦ 17.65¦ 25020 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦25.01.00¦ 2.96 ¦82.90¦83.36¦83.20¦ 44.01 ¦ 72.45¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦26.01.00¦ 2.99 ¦83.40¦84.90¦84.45¦ 41.67 ¦ 75.78¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦27.01.00¦ 3.03 ¦84.25¦84.84¦84.28¦ 41.33 ¦ 57.99¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦28.01.00¦ 3.06 ¦84.59¦85.10¦84.74¦ 40.47 ¦ 82.10¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦17.01.01 ¦24.01.00¦ 0.21 ¦79.00¦80.15¦79.00¦ 47.10 ¦ 14.78¦ 25021 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦25.01.00¦ 0.25 ¦78.75¦79.70¦79.10¦ 48.22 ¦ 16.42¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦26.01.00¦ 0.29 ¦79.10¦80.25¦79.66¦ 46.95 ¦ 43.09¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦27.01.00¦ 0.33 ¦80.00¦80.45¦80.05¦ 46.29 ¦ 68.38¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦28.01.00¦ 0.37 ¦80.40¦97.30¦97.30¦ 45.03 ¦ 16.57¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦15.03.01 ¦24.01.00¦ 8.63 ¦63.01¦63.01¦63.01¦ 64.70 ¦ 0.00¦ 25013 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦27.01.00¦ 8.71 ¦69.02¦69.02¦69.02¦ 52.48 ¦ 0.19¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦28.01.00¦ 8.74 ¦70.38¦70.38¦70.38¦ 50.00 ¦ 0.33¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦15.08.01 ¦24.01.00¦ 8.71 ¦69.95¦70.59¦70.02¦ 55.60 ¦ 15.00¦ 25024 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦25.01.00¦ 8.77 ¦68.50¦69.14¦69.14¦ 57.58 ¦ 2.82¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦26.01.00¦ 8.82 ¦70.20¦70.50¦70.20¦ 55.52 ¦ 2.35¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦27.01.00¦ 8.88 ¦70.00¦70.00¦70.00¦ 56.13 ¦ 1.00¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦28.01.00¦ 8.93 ¦71.56¦71.56¦71.56¦ 53.73 ¦ 9.75¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦12.09.01 ¦24.01.00¦ 5.03 ¦60.98¦62.84¦60.98¦ 56.58 ¦ 77.46¦ 25023 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦25.01.00¦ 5.06 ¦61.65¦62.23¦62.23¦ 57.28 ¦ 41.69¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦26.01.00¦ 5.10 ¦62.00¦63.50¦62.00¦ 55.39 ¦ 83.20¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦27.01.00¦ 5.14 ¦62.90¦63.40¦63.26¦ 55.46 ¦ 54.23¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦28.01.00¦ 5.18 ¦63.26¦64.30¦63.90¦ 54.42 ¦ 19.31¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦15.12.01 ¦24.01.00¦ 0.00 ¦41.20¦42.87¦42.58¦ 57.26 ¦ 102.98¦ 25030 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦25.01.00¦ 0.00 ¦41.95¦42.77¦42.65¦ 57.09 ¦ 46.64¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦26.01.00¦ 0.00 ¦42.80¦43.95¦43.45¦ 55.59 ¦ 181.10¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦27.01.00¦ 0.00 ¦42.75¦43.40¦43.25¦ 56.34 ¦ 114.22¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦28.01.00¦ 0.00 ¦43.00¦44.10¦44.00¦ 55.00 ¦ 48.81¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦06.02.02 ¦24.01.00¦ 5.10 ¦62.98¦66.25¦66.18¦ 57.21 ¦ 46.75¦ 27001 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦25.01.00¦ 5.20 ¦65.01¦67.00¦66.31¦ 56.80 ¦ 31.43¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦26.01.00¦ 5.20 ¦65.80¦67.31¦67.31¦ 55.64 ¦ 29.36¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦27.01.00¦ 5.30 ¦66.00¦67.25¦66.92¦ 56.13 ¦ 33.54¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦28.01.00¦ 5.40 ¦66.81¦67.90¦67.80¦ 55.02 ¦ 30.17¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦15.03.02 ¦24.01.00¦ 8.63 ¦46.15¦48.00¦46.15¦ 58.13 ¦ 0.20¦ 25014 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦28.01.00¦ 8.74 ¦49.47¦49.75¦49.75¦ 55.78 ¦ 1.04¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦22.05.02 ¦24.01.00¦ 4.20 ¦60.00¦63.25¦63.03¦ 57.44 ¦ 11.18¦ 27002 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦25.01.00¦ 4.20 ¦61.95¦63.38¦63.00¦ 57.33 ¦ 10.00¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦26.01.00¦ 4.30 ¦63.00¦64.00¦63.62¦ 56.13 ¦ 5.09¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦27.01.00¦ 4.40 ¦63.20¦64.10¦63.64¦ 56.23 ¦ 36.78¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦28.01.00¦ 4.40 ¦63.80¦64.50¦64.50¦ 55.52 ¦ 6.78¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦05.06.02 ¦24.01.00¦ 3.20 ¦59.50¦62.98¦62.98¦ 57.45 ¦ 1.56¦ 27003 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦25.01.00¦ 3.30 ¦62.12¦66.00¦62.85¦ 56.08 ¦ 18.39¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦26.01.00¦ 3.30 ¦62.90¦63.85¦63.75¦ 55.75 ¦ 7.94¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦27.01.00¦ 3.40 ¦63.00¦64.00¦63.25¦ 56.13 ¦ 21.77¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦28.01.00¦ 3.50 ¦63.25¦64.30¦64.25¦ 55.50 ¦ 12.99¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦18.09.02 ¦24.01.00¦ 2.20 ¦57.00¦60.35¦60.10¦ 57.43 ¦ 32.68¦ 27004 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦25.01.00¦ 2.30 ¦58.46¦60.25¦60.15¦ 57.56 ¦ 23.42¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦26.01.00¦ 2.40 ¦59.46¦61.20¦61.20¦ 56.00 ¦ 5.14¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦27.01.00¦ 2.50 ¦60.15¦61.20¦60.75¦ 56.20 ¦ 22.32¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦28.01.00¦ 2.50 ¦61.00¦61.70¦61.70¦ 55.33 ¦ 8.81¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦09.10.02 ¦24.01.00¦ 0.80 ¦55.30¦58.50¦58.18¦ 57.22 ¦ 12.24¦ 27005 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦25.01.00¦ 0.90 ¦57.57¦58.30¦58.05¦ 57.23 ¦ 20.43¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦26.01.00¦ 1.00 ¦58.00¦59.21¦58.80¦ 55.80 ¦ 11.90¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦27.01.00¦ 1.00 ¦58.50¦59.45¦58.75¦ 56.11 ¦ 22.10¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦28.01.00¦ 1.10 ¦58.98¦60.00¦59.75¦ 55.25 ¦ 14.53¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦22.01.03 ¦24.01.00¦ 6.10 ¦52.36¦55.70¦55.70¦ 57.48 ¦ 22.56¦ 27006 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦25.01.00¦ 6.10 ¦55.00¦55.82¦55.60¦ 57.20 ¦ 15.11¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦26.01.00¦ 0.00 ¦55.50¦57.00¦56.40¦ 55.88 ¦ 3.12¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦27.01.00¦ 0.10 ¦55.80¦56.92¦56.05¦ 56.31 ¦ 65.46¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦28.01.00¦ 0.10 ¦56.50¦57.20¦56.80¦ 55.65 ¦ 6.96¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦05.02.03 ¦24.01.00¦ 5.10 ¦52.25¦55.60¦55.50¦ 57.30 ¦ 13.79¦ 27007 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦25.01.00¦ 5.20 ¦55.00¦55.60¦55.38¦ 57.26 ¦ 14.50¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦26.01.00¦ 5.20 ¦55.03¦57.00¦56.79¦ 55.67 ¦ 7.12¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦27.01.00¦ 5.30 ¦55.86¦56.70¦56.45¦ 56.23 ¦ 70.81¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦28.01.00¦ 5.40 ¦56.47¦56.99¦56.50¦ 55.43 ¦ 7.87¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦15.03.03 ¦24.01.00¦ 8.63 ¦36.00¦36.60¦36.00¦ 58.13 ¦ 0.52¦ 26001 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦25.01.00¦ 8.66 ¦30.00¦35.55¦35.55¦ 63.68 ¦ 2.12¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦27.01.00¦ 8.71 ¦35.01¦35.01¦35.01¦ 60.85 ¦ 0.00¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦28.01.00¦ 8.74 ¦37.33¦38.00¦38.00¦ 56.64 ¦ 0.16¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦21.05.03 ¦24.01.00¦ 4.20 ¦50.13¦53.50¦53.30¦ 57.12 ¦ 36.90¦ 27008 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦25.01.00¦ 4.20 ¦52.80¦53.48¦53.48¦ 57.23 ¦ 17.14¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦26.01.00¦ 4.30 ¦53.20¦54.73¦54.26¦ 55.44 ¦ 20.86¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦27.01.00¦ 4.40 ¦53.85¦54.45¦54.40¦ 55.80 ¦ 15.21¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦28.01.00¦ 4.40 ¦54.50¦55.05¦54.63¦ 54.93 ¦ 22.12¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦04.06.03 ¦24.01.00¦ 3.20 ¦52.75¦53.68¦53.36¦ 57.09 ¦ 29.39¦ 27009 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦25.01.00¦ 3.30 ¦52.00¦53.40¦53.30¦ 57.14 ¦ 18.98¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦26.01.00¦ 3.30 ¦53.13¦54.63¦54.40¦ 55.62 ¦ 31.61¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦27.01.00¦ 3.40 ¦53.81¦54.63¦54.00¦ 55.84 ¦ 16.56¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦28.01.00¦ 3.50 ¦54.55¦54.80¦54.55¦ 55.07 ¦ 6.41¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦17.09.03 ¦24.01.00¦ 2.20 ¦52.00¦53.55¦53.22¦ 54.70 ¦ 27.79¦ 27010 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦25.01.00¦ 2.30 ¦52.00¦53.43¦52.50¦ 55.19 ¦ 21.42¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦26.01.00¦ 2.40 ¦52.92¦54.33¦53.71¦ 53.45 ¦ 23.16¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦27.01.00¦ 2.50 ¦53.00¦54.22¦53.25¦ 54.41 ¦ 18.50¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦28.01.00¦ 2.50 ¦53.75¦54.25¦54.20¦ 53.39 ¦ 12.55¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦08.10.03 ¦24.01.00¦ 0.80 ¦51.00¦52.98¦52.85¦ 53.03 ¦ 23.63¦ 27011 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦25.01.00¦ 0.90 ¦51.16¦52.90¦52.60¦ 53.05 ¦ 16.40¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦26.01.00¦ 1.00 ¦52.36¦53.33¦52.90¦ 52.57 ¦ 21.66¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦27.01.00¦ 1.00 ¦51.80¦52.80¦52.30¦ 53.61 ¦ 16.78¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦28.01.00¦ 1.10 ¦52.03¦52.50¦52.31¦ 53.36 ¦ 6.65¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦21.01.04 ¦24.01.00¦ 6.10 ¦50.10¦51.75¦51.31¦ 52.89 ¦ 48.25¦ 28001 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦25.01.00¦ 6.10 ¦50.80¦51.50¦51.15¦ 52.89 ¦ 21.68¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦26.01.00¦ 0.00 ¦51.50¦52.33¦52.00¦ 51.86 ¦ 45.09¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦27.01.00¦ 0.10 ¦50.85¦52.10¦51.20¦ 52.85 ¦ 55.74¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦28.01.00¦ 0.10 ¦51.05¦51.69¦51.69¦ 52.60 ¦ 21.10¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦15.03.04 ¦24.01.00¦ 8.63 ¦28.10¦28.10¦28.10¦ 60.29 ¦ 0.00¦ 26002 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦25.01.00¦ 8.66 ¦28.00¦28.00¦28.00¦ 60.51 ¦ 1.00¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦26.01.00¦ 8.69 ¦30.00¦30.00¦30.00¦ 57.04 ¦ 0.66¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦15.03.05 ¦24.01.00¦ 8.63 ¦26.50¦30.00¦26.50¦ 49.58 ¦ 2.54¦ 26003 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦25.01.00¦ 8.66 ¦28.50¦30.48¦30.48¦ 51.69 ¦ 2.46¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦26.01.00¦ 8.69 ¦29.54¦29.54¦29.54¦ 50.25 ¦ 0.01¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦27.01.00¦ 8.71 ¦29.00¦29.00¦29.00¦ 51.07 ¦ 3.04¦ ¦
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 ¦ 47 ¦ 10.00 ¦ 100.27 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25014 ¦ 15.03.2000 ¦ 47 ¦ 10.00 ¦ 100.27 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25016 ¦ 10.06.2000 ¦ 134 ¦ 20.00 ¦ 200.55 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25018 ¦ 29.03.2000 ¦ 61 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25020 ¦ 26.04.2000 ¦ 89 ¦ 12.00 ¦ 59.84 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25021 ¦ 19.07.2000 ¦ 173 ¦ 15.00 ¦ 74.79 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25022 ¦ 23.02.2000 ¦ 26 ¦ 15.00 ¦ 74.79 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25023 ¦ 15.03.2000 ¦ 47 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25024 ¦ 16.02.2000 ¦ 19 ¦ 20.00 ¦ 99.73 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25026 ¦ 27.11.2000 ¦ 304 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25027 ¦ 27.11.2000 ¦ 304 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25028 ¦ 27.11.2000 ¦ 304 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25029 ¦ 27.11.2000 ¦ 304 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26001 ¦ 15.03.2000 ¦ 47 ¦ 10.00 ¦ 100.27 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26002 ¦ 15.03.2000 ¦ 47 ¦ 10.00 ¦ 100.27 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26003 ¦ 15.03.2000 ¦ 47 ¦ 10.00 ¦ 100.27 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26032 ¦ 27.11.2000 ¦ 304 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27001 ¦ 09.02.2000 ¦ 12 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27002 ¦ 23.02.2000 ¦ 26 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27003 ¦ 08.03.2000 ¦ 40 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27004 ¦ 22.03.2000 ¦ 54 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27005 ¦ 12.04.2000 ¦ 75 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27006 ¦ 26.04.2000 ¦ 89 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27007 ¦ 09.02.2000 ¦ 12 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27008 ¦ 23.02.2000 ¦ 26 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27009 ¦ 08.03.2000 ¦ 40 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27010 ¦ 22.03.2000 ¦ 54 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27011 ¦ 12.04.2000 ¦ 75 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 28001 ¦ 26.04.2000 ¦ 89 ¦ 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¦ 68¦ 1 ¦ 4 ¦ ¦ 995.443¦ 1504.557¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21135 ¦21.12.99¦17.05.00¦ 110¦ 1 ¦ 1 ¦ ¦ 1494.796¦ 5.204¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21136 ¦21.12.99¦05.07.00¦ 159¦ 1 ¦ ¦ ¦ 1677.829¦ 822.171¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25013 ¦15.03.97¦15.03.01¦ 412¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 777¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25016 ¦10.06.97¦10.06.00¦ 134¦ 2 ¦ 8 ¦ ¦ 3050.833¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25018 ¦01.10.97¦27.09.00¦ 243¦ 4 ¦ 21 ¦ 1 ¦ 12789.190¦ 202.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25020 ¦29.10.97¦25.10.00¦ 271¦ 4 ¦ 14 ¦ 2 ¦ 11462.302¦ 1631.472¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25021 ¦21.01.98¦17.01.01¦ 355¦ 6 ¦ 21 ¦ ¦ 14723.818¦ 5172.167¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25022 ¦25.02.98¦23.02.00¦ 26¦ 3 ¦ 14 ¦ ¦ 9622.185¦ 1877.815¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 593¦ 7 ¦ 19 ¦ ¦ 20341.394¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25024 ¦22.07.98¦15.08.01¦ 565¦ 1 ¦ ¦ ¦ 5655.776¦ 4343.224¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25026 ¦27.11.98¦27.11.00¦ 304¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 669¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 1034¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 1399¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 687¦ ¦ ¦ ¦ 32765.883¦ 2195.548¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 1142¦ 1 ¦ ¦ ¦ 6138.415¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 1508¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1873¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 1765¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 740¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 845¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 859¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 964¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 985¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 1090¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 1104¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 1209¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 1223¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 1328¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 1349¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 1454¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ Итого ¦ ¦ ¦ ¦ ¦ ¦ ¦258534.113¦25220.380¦
L--------+--------+--------+-----+-------+------+--------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦24.01.00¦25.01.00¦26.01.00¦27.01.00¦28.01.00¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ -0.83 ¦ -0.45 ¦ -0.43 ¦ -0.39 ¦ -4.76 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 51.23 ¦ 52.52 ¦ 50.74 ¦ 50.32 ¦ 49.15 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 57.26 ¦ 57.09 ¦ 55.59 ¦ 56.34 ¦ 55.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 56.19 ¦ 56.10 ¦ 54.86 ¦ 55.39 ¦ 54.67 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ -6.64 ¦ 0.00 ¦ 0.00 ¦ -4.50 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 50.61 ¦ 46.85 ¦ 48.05 ¦ 46.72 ¦ 43.34 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 57.26 ¦ 57.09 ¦ 55.59 ¦ 56.34 ¦ 55.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 55.79 ¦ 56.05 ¦ 54.15 ¦ 55.41 ¦ 54.54 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.01 ¦ 0.00 ¦ 0.00 ¦ 0.48 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.28 ¦ 0.39 ¦ 0.33 ¦ 0.32 ¦ 0.30 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.31 ¦ 0.14 ¦ 0.55 ¦ 0.35 ¦ 0.15 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.27 ¦ 0.20 ¦ 0.18 ¦ 0.35 ¦ 0.14 ¦
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---------¬
¦ ¦24.01.00 ¦25.01.00 ¦26.01.00 ¦27.01.00 ¦28.01.00 ¦
+-----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость, ¦258534.11¦258534.11¦258534.11¦258534.11¦258534.11¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 4168.07¦ 4168.07¦ 4168.07¦ 4168.07¦ 4168.07¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦109170.52¦109170.52¦109170.52¦109170.52¦109170.52¦
¦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, ¦167155.14¦166805.18¦167918.23¦168013.76¦169819.86¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 4180.14¦ 4173.56¦ 4173.56¦ 4173.56¦ 4237.99¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 80990.20¦ 80428.56¦ 81325.86¦ 81869.15¦ 82681.60¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 13905.84¦ 13951.71¦ 14223.67¦ 14112.27¦ 14361.29¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 68078.96¦ 68251.35¦ 68195.13¦ 67858.78¦ 68538.98¦
+-----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 509.11¦ 507.25¦ 513.49¦ 510.75¦ 511.77¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 123.25¦ 122.27¦ 121.27¦ 120.27¦ 119.87¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 363.13¦ 358.92¦ 360.92¦ 359.97¦ 361.25¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 691.00¦ 690.00¦ 689.00¦ 688.00¦ 687.00¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 669.30¦ 668.23¦ 682.84¦ 679.81¦ 680.87¦
L-----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

УКАЗАНИЕ ЦБ РФ от 12.05.1999 n 555-У (ред. от 28.01.2000) О ПОРЯДКЕ СОВЕРШЕНИЯ БАНКОМ РОССИИ ОПЕРАЦИЙ С МОНЕТАМИ ИЗ ДРАГОЦЕННЫХ МЕТАЛЛОВ СТАРЫХ ОБРАЗЦОВ  »
Постановления и Указы »
Читайте также