БЮЛЛЕТЕНЬ ЦБ РФ от 21.01.2000 n 2 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 21 января 2000 г. N 2
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 130.029 млн. руб. по номиналу имела следующие параметры:
----------T--------T--------------------T----------T--------T-------¬
¦ Дата ¦ Дата ¦ Цены облигаций ¦Доходность¦ Оборот ¦Номер ¦
¦погашения¦ торгов ¦ (% от номинала) ¦ (% год.) ¦ (млн. ¦выпуска¦
¦ ¦ ¦ ¦ ¦ руб. ¦(спра- ¦
¦ ¦ +------T------T------+ ¦ по ¦вочно) ¦
¦ ¦ ¦ мин. ¦макс. ¦закр. ¦ ¦номин.) ¦ ¦
+---------+--------+------+------+------+----------+--------+-------+
¦17.05.00 ¦18.01.00¦ 99.50¦100.00¦ 99.50¦ 1.44 ¦ 2.13 ¦ 21135 ¦
¦ +--------+------+------+------+----------+--------+ ¦
¦ ¦19.01.00¦100.00¦100.70¦100.70¦ -1.16 ¦ 23.00 ¦ ¦
¦ +--------+------+------+------+----------+--------+ ¦
¦ ¦20.01.00¦100.80¦100.80¦100.80¦ -2.45 ¦ 4.50 ¦ ¦
¦ +--------+------+------+------+----------+--------+ ¦
¦ ¦21.01.00¦101.00¦102.60¦101.00¦ -7.73 ¦ 12.00 ¦ ¦
+---------+--------+------+------+------+----------+--------+-------+
¦05.07.00 ¦19.01.00¦ 97.31¦ 97.31¦ 97.31¦ 6.01 ¦ 20.00 ¦ 21136 ¦
¦ +--------+------+------+------+----------+--------+ ¦
¦ ¦20.01.00¦ 97.30¦ 97.30¦ 97.30¦ 6.06 ¦ 10.00 ¦ ¦
¦ +--------+------+------+------+----------+--------+ ¦
¦ ¦21.01.00¦ 97.78¦ 98.60¦ 97.78¦ 4.12 ¦ 58.40 ¦ ¦
L---------+--------+------+------+------+----------+--------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 4137.934 млн. руб. по номиналу имела следующие параметры:
----------T--------T-------T-----------------T----------T-------T-------¬
¦ Дата ¦ Дата ¦Накоп- ¦ Цены облигаций ¦Доходность¦Оборот ¦Номер ¦
¦погашения¦ торгов ¦ленный ¦ ¦ (% год.) ¦ (млн. ¦выпуска¦
¦ ¦ ¦доход ¦ ¦ ¦ руб. ¦(спра- ¦
¦ ¦ ¦(% от +-----T-----T-----+ ¦ по ¦вочно) ¦
¦ ¦ ¦номин.)¦мин. ¦макс.¦закр.¦ ¦номин.)¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦23.02.00 ¦17.01.00¦ 5.96 ¦99.20¦99.45¦99.39¦ 22.06 ¦139.72 ¦ 25022 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦18.01.00¦ 6.00 ¦99.00¦99.34¦99.14¦ 24.87 ¦106.67 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦19.01.00¦ 6.04 ¦99.00¦99.30¦99.25¦ 24.79 ¦592.37 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦20.01.00¦ 6.08 ¦99.21¦99.37¦99.30¦ 24.19 ¦ 73.59 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦21.01.00¦ 6.12 ¦99.27¦99.41¦99.30¦ 23.95 ¦ 97.48 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦10.06.00 ¦17.01.00¦ 12.11 ¦95.00¦96.50¦96.50¦ 29.01 ¦ 3.47 ¦ 25016 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦18.01.00¦ 12.17 ¦95.20¦96.30¦95.90¦ 30.35 ¦ 3.06 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦19.01.00¦ 12.22 ¦96.00¦96.20¦96.00¦ 30.21 ¦ 1.28 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦20.01.00¦ 12.27 ¦96.50¦96.95¦96.95¦ 28.26 ¦ 3.79 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦21.01.00¦ 12.33 ¦96.70¦97.00¦96.98¦ 28.02 ¦ 4.56 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦27.09.00 ¦17.01.00¦ 4.22 ¦85.98¦86.97¦86.96¦ 40.73 ¦ 38.41 ¦ 25018 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦18.01.00¦ 4.26 ¦85.01¦86.58¦85.43¦ 43.64 ¦ 41.91 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦19.01.00¦ 4.30 ¦84.12¦85.50¦85.00¦ 45.00 ¦ 35.81 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦20.01.00¦ 4.33 ¦85.26¦86.37¦85.26¦ 43.06 ¦ 47.49 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦21.01.00¦ 4.37 ¦85.05¦85.85¦85.49¦ 43.97 ¦ 46.20 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦25.10.00 ¦17.01.00¦ 2.70 ¦82.50¦84.70¦84.70¦ 41.45 ¦ 20.85 ¦ 25020 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦18.01.00¦ 2.73 ¦82.00¦83.90¦82.50¦ 44.81 ¦ 54.46 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦19.01.00¦ 2.76 ¦81.25¦82.50¦82.01¦ 45.33 ¦ 52.29 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦20.01.00¦ 2.80 ¦82.25¦83.00¦82.25¦ 44.39 ¦ 47.52 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦21.01.00¦ 2.83 ¦82.30¦82.89¦82.57¦ 44.58 ¦ 49.58 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦17.01.01 ¦17.01.00¦ 7.40 ¦77.90¦78.99¦78.80¦ 48.01 ¦ 70.39 ¦ 25021 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦18.01.00¦ 7.44 ¦77.00¦78.50¦77.54¦ 50.54 ¦ 32.40 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦19.01.00¦ 0.00 ¦76.40¦77.72¦77.25¦ 50.96 ¦ 76.00 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦20.01.00¦ 0.04 ¦77.75¦78.60¦78.00¦ 49.69 ¦ 48.53 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦21.01.00¦ 0.08 ¦78.08¦78.39¦78.18¦ 49.38 ¦ 5.29 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦15.03.01 ¦17.01.00¦ 8.44 ¦65.38¦65.38¦65.38¦ 58.51 ¦ 1.00 ¦ 25013 ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦15.08.01 ¦17.01.00¦ 8.33 ¦66.80¦68.10¦68.10¦ 58.99 ¦ 1.36 ¦ 25024 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦18.01.00¦ 8.38 ¦66.12¦67.99¦67.99¦ 61.33 ¦ 7.53 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦19.01.00¦ 8.44 ¦66.00¦66.50¦66.50¦ 62.17 ¦ 3.60 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦20.01.00¦ 8.49 ¦66.20¦66.65¦66.65¦ 61.92 ¦ 13.18 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦21.01.00¦ 8.55 ¦66.65¦66.89¦66.89¦ 61.22 ¦ 7.00 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦12.09.01 ¦17.01.00¦ 4.76 ¦61.00¦61.79¦61.35¦ 57.51 ¦ 55.64 ¦ 25023 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦18.01.00¦ 4.80 ¦59.00¦60.52¦60.20¦ 60.23 ¦ 42.04 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦19.01.00¦ 4.83 ¦58.25¦59.72¦59.20¦ 61.57 ¦ 44.38 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦20.01.00¦ 4.87 ¦58.94¦59.99¦59.19¦ 61.74 ¦116.21 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦21.01.00¦ 4.91 ¦59.00¦60.00¦59.00¦ 61.70 ¦114.87 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦15.12.01 ¦17.01.00¦ 0.00 ¦41.12¦41.60¦41.49¦ 58.53 ¦125.49 ¦ 25030 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦18.01.00¦ 0.00 ¦39.30¦41.20¦40.32¦ 61.81 ¦ 63.94 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦19.01.00¦ 0.00 ¦38.95¦40.00¦39.62¦ 63.13 ¦ 58.62 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦20.01.00¦ 0.00 ¦39.35¦40.30¦39.42¦ 62.51 ¦ 68.54 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦21.01.00¦ 0.00 ¦39.80¦40.20¦40.20¦ 61.92 ¦ 68.10 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦06.02.02 ¦17.01.00¦ 4.60 ¦64.75¦66.85¦64.91¦ 58.52 ¦ 5.33 ¦ 27001 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦18.01.00¦ 4.70 ¦62.15¦65.00¦64.09¦ 61.09 ¦ 50.47 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦19.01.00¦ 4.80 ¦61.45¦63.47¦62.89¦ 61.65 ¦ 40.16 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦20.01.00¦ 4.80 ¦61.85¦63.41¦62.40¦ 61.99 ¦ 34.66 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦21.01.00¦ 4.90 ¦62.73¦63.89¦63.89¦ 62.03 ¦291.59 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦15.03.02 ¦19.01.00¦ 8.49 ¦43.00¦46.15¦43.00¦ 64.19 ¦ 0.02 ¦ 25014 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦20.01.00¦ 8.52 ¦45.20¦45.20¦45.20¦ 62.57 ¦ 0.07 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦22.05.02 ¦17.01.00¦ 3.70 ¦61.70¦62.55¦61.70¦ 58.71 ¦ 7.25 ¦ 27002 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦18.01.00¦ 3.70 ¦59.30¦61.50¦60.40¦ 60.85 ¦ 46.91 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦19.01.00¦ 3.80 ¦58.50¦59.97¦59.81¦ 62.24 ¦ 24.11 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦20.01.00¦ 3.90 ¦59.30¦60.20¦59.30¦ 61.66 ¦ 23.86 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦21.01.00¦ 4.00 ¦59.50¦60.59¦60.59¦ 61.43 ¦307.08 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦05.06.02 ¦17.01.00¦ 2.70 ¦61.50¦62.19¦61.50¦ 58.58 ¦ 16.90 ¦ 27003 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦18.01.00¦ 2.80 ¦59.10¦60.37¦60.37¦ 61.29 ¦ 21.87 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦19.01.00¦ 2.90 ¦57.90¦59.71¦59.39¦ 62.09 ¦ 23.24 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦20.01.00¦ 2.90 ¦59.35¦60.00¦59.50¦ 61.95 ¦ 34.72 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦21.01.00¦ 3.00 ¦59.10¦60.15¦60.15¦ 61.22 ¦ 5.92 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦18.09.02 ¦17.01.00¦ 1.80 ¦58.70¦59.20¦58.76¦ 58.64 ¦ 14.92 ¦ 27004 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦18.01.00¦ 1.80 ¦56.76¦58.56¦57.57¦ 61.37 ¦ 21.09 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦19.01.00¦ 1.90 ¦55.00¦56.80¦56.70¦ 63.01 ¦ 16.16 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦20.01.00¦ 2.00 ¦56.35¦57.50¦56.43¦ 61.91 ¦ 44.79 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦21.01.00¦ 2.00 ¦56.70¦57.60¦57.60¦ 61.48 ¦ 4.17 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦09.10.02 ¦17.01.00¦ 0.30 ¦56.50¦57.48¦56.98¦ 58.54 ¦ 12.82 ¦ 27005 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦18.01.00¦ 0.40 ¦54.00¦56.05¦55.46¦ 61.40 ¦ 19.57 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦19.01.00¦ 0.50 ¦53.80¦54.80¦54.80¦ 62.57 ¦ 10.71 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦20.01.00¦ 0.50 ¦54.63¦55.35¦54.63¦ 61.80 ¦ 19.33 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦21.01.00¦ 0.60 ¦55.00¦55.89¦55.89¦ 61.21 ¦ 4.97 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦22.01.03 ¦17.01.00¦ 5.60 ¦54.10¦55.00¦54.30¦ 58.57 ¦ 5.56 ¦ 27006 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦18.01.00¦ 5.70 ¦52.24¦53.53¦52.88¦ 61.32 ¦ 29.57 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦19.01.00¦ 5.70 ¦50.50¦52.70¦52.60¦ 62.63 ¦ 13.41 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦20.01.00¦ 5.80 ¦52.10¦53.00¦52.10¦ 61.68 ¦ 10.52 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦21.01.00¦ 5.90 ¦51.96¦53.00¦53.00¦ 61.21 ¦ 6.44 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦05.02.03 ¦17.01.00¦ 4.60 ¦54.10¦55.20¦54.25¦ 58.14 ¦ 11.19 ¦ 27007 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦18.01.00¦ 4.70 ¦52.18¦53.00¦53.00¦ 61.28 ¦ 22.02 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦19.01.00¦ 4.80 ¦51.15¦52.50¦52.00¦ 62.71 ¦ 4.86 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦20.01.00¦ 4.80 ¦52.35¦52.97¦52.35¦ 61.67 ¦ 6.03 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦21.01.00¦ 4.90 ¦52.22¦53.05¦53.05¦ 61.03 ¦ 4.54 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦15.03.03 ¦18.01.00¦ 8.47 ¦33.33¦33.60¦33.40¦ 63.18 ¦ 1.20 ¦ 26001 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦19.01.00¦ 8.49 ¦34.05¦34.55¦34.05¦ 62.10 ¦ 0.13 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦20.01.00¦ 8.52 ¦34.10¦34.10¦34.10¦ 62.08 ¦ 0.00 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦21.05.03 ¦17.01.00¦ 3.70 ¦51.91¦53.50¦51.91¦ 57.95 ¦ 29.42 ¦ 27008 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦18.01.00¦ 3.70 ¦50.00¦51.37¦50.95¦ 61.22 ¦ 36.51 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦19.01.00¦ 3.80 ¦49.00¦51.33¦50.85¦ 61.60 ¦ 21.81 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦20.01.00¦ 3.90 ¦50.10¦50.82¦50.10¦ 61.27 ¦ 29.36 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦21.01.00¦ 4.00 ¦50.46¦51.22¦51.20¦ 60.45 ¦ 7.28 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦04.06.03 ¦17.01.00¦ 2.70 ¦52.15¦53.50¦52.15¦ 58.06 ¦ 34.33 ¦ 27009 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦18.01.00¦ 2.80 ¦49.70¦51.29¦51.00¦ 61.45 ¦ 9.87 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦19.01.00¦ 2.90 ¦49.01¦50.99¦50.55¦ 61.56 ¦ 6.51 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦20.01.00¦ 2.90 ¦50.25¦51.00¦50.66¦ 60.93 ¦ 16.15 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦21.01.00¦ 3.00 ¦50.60¦51.40¦51.40¦ 60.27 ¦ 3.93 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦17.09.03 ¦17.01.00¦ 1.80 ¦51.36¦52.69¦51.40¦ 56.78 ¦ 3.00 ¦ 27010 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦18.01.00¦ 1.80 ¦49.55¦50.77¦50.77¦ 59.19 ¦ 7.17 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦19.01.00¦ 1.90 ¦48.51¦50.99¦50.51¦ 59.17 ¦ 15.76 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦20.01.00¦ 2.00 ¦50.57¦51.60¦50.85¦ 57.71 ¦ 8.34 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦21.01.00¦ 2.00 ¦50.50¦51.00¦50.70¦ 58.30 ¦ 0.93 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦08.10.03 ¦17.01.00¦ 0.30 ¦50.45¦51.58¦51.23¦ 55.42 ¦ 11.58 ¦ 27011 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦18.01.00¦ 0.40 ¦49.33¦53.73¦50.50¦ 56.24 ¦ 8.38 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦19.01.00¦ 0.50 ¦48.21¦50.23¦49.80¦ 57.55 ¦ 24.70 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦20.01.00¦ 0.50 ¦49.75¦50.80¦50.80¦ 56.16 ¦ 20.33 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦21.01.00¦ 0.60 ¦50.40¦50.80¦50.80¦ 55.81 ¦ 4.50 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦21.01.04 ¦17.01.00¦ 5.60 ¦49.30¦49.80¦49.30¦ 55.16 ¦ 17.12 ¦ 28001 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦18.01.00¦ 5.70 ¦48.00¦49.38¦49.20¦ 56.17 ¦ 19.87 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦19.01.00¦ 5.70 ¦46.90¦48.80¦48.80¦ 57.16 ¦ 22.27 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦20.01.00¦ 5.80 ¦48.60¦49.50¦49.30¦ 55.83 ¦ 25.35 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦21.01.00¦ 5.90 ¦48.75¦49.30¦49.30¦ 55.75 ¦ 2.65 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦15.03.04 ¦19.01.00¦ 8.49 ¦28.00¦28.00¦28.00¦ 60.29 ¦ 0.11 ¦ 26002 ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦15.03.05 ¦17.01.00¦ 8.44 ¦30.00¦30.00¦30.00¦ 49.40 ¦ 0.32 ¦ 26003 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦20.01.00¦ 8.52 ¦30.00¦30.00¦30.00¦ 49.47 ¦ 43.00 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦21.01.00¦ 8.55 ¦29.50¦29.50¦29.50¦ 50.20 ¦ 4.60 ¦ ¦
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 ¦ 54 ¦ 10.00 ¦ 100.27 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25014 ¦ 15.03.2000 ¦ 54 ¦ 10.00 ¦ 100.27 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25016 ¦ 10.06.2000 ¦ 141 ¦ 20.00 ¦ 200.55 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25018 ¦ 29.03.2000 ¦ 68 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25020 ¦ 26.04.2000 ¦ 96 ¦ 12.00 ¦ 59.84 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25021 ¦ 19.07.2000 ¦ 180 ¦ 15.00 ¦ 74.79 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25022 ¦ 23.02.2000 ¦ 33 ¦ 15.00 ¦ 74.79 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25023 ¦ 15.03.2000 ¦ 54 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25024 ¦ 16.02.2000 ¦ 26 ¦ 20.00 ¦ 99.73 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25026 ¦ 27.11.2000 ¦ 311 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25027 ¦ 27.11.2000 ¦ 311 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25028 ¦ 27.11.2000 ¦ 311 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25029 ¦ 27.11.2000 ¦ 311 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26001 ¦ 15.03.2000 ¦ 54 ¦ 10.00 ¦ 100.27 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26002 ¦ 15.03.2000 ¦ 54 ¦ 10.00 ¦ 100.27 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26003 ¦ 15.03.2000 ¦ 54 ¦ 10.00 ¦ 100.27 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26032 ¦ 27.11.2000 ¦ 311 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27001 ¦ 09.02.2000 ¦ 19 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27002 ¦ 23.02.2000 ¦ 33 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27003 ¦ 08.03.2000 ¦ 47 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27004 ¦ 22.03.2000 ¦ 61 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27005 ¦ 12.04.2000 ¦ 82 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27006 ¦ 26.01.2000 ¦ 5 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27007 ¦ 09.02.2000 ¦ 19 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27008 ¦ 23.02.2000 ¦ 33 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27009 ¦ 08.03.2000 ¦ 47 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27010 ¦ 22.03.2000 ¦ 61 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27011 ¦ 12.04.2000 ¦ 82 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 28001 ¦ 26.01.2000 ¦ 5 ¦ 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¦ 75¦ 1 ¦ 4 ¦ ¦ 995.443¦ 1504.557¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21135 ¦21.12.99¦17.05.00¦ 117¦ 1 ¦ 1 ¦ ¦ 1494.796¦ 5.204¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21136 ¦21.12.99¦05.07.00¦ 166¦ 1 ¦ ¦ ¦ 1677.829¦ 822.171¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25013 ¦15.03.97¦15.03.01¦ 419¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 784¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25016 ¦10.06.97¦10.06.00¦ 141¦ 2 ¦ 8 ¦ ¦ 3050.833¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25018 ¦01.10.97¦27.09.00¦ 250¦ 4 ¦ 21 ¦ 1 ¦ 12789.190¦ 202.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25020 ¦29.10.97¦25.10.00¦ 278¦ 4 ¦ 14 ¦ 2 ¦ 11462.302¦ 1631.472¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25021 ¦21.01.98¦17.01.01¦ 362¦ 6 ¦ 21 ¦ ¦ 14723.818¦ 5172.167¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25022 ¦25.02.98¦23.02.00¦ 33¦ 3 ¦ 14 ¦ ¦ 9622.185¦ 1877.815¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 600¦ 7 ¦ 19 ¦ ¦ 20341.394¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25024 ¦22.07.98¦15.08.01¦ 572¦ 1 ¦ ¦ ¦ 5655.776¦ 4343.224¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25026 ¦27.11.98¦27.11.00¦ 311¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 676¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 1041¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 1406¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 694¦ ¦ ¦ ¦ 32765.883¦ 2195.548¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 1149¦ 1 ¦ ¦ ¦ 6138.415¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 1515¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1880¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 1772¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 747¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 852¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 866¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 971¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 992¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 1097¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 1111¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 1216¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 1230¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 1335¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 1356¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 1461¦ ¦ ¦ ¦ 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--------¬
¦ ¦17.01.00¦18.01.00¦19.01.00¦20.01.00¦21.01.00¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 36.52 ¦ 36.45 ¦ 2.38 ¦ 1.98 ¦ -0.82 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 50.35 ¦ 52.72 ¦ 54.15 ¦ 53.32 ¦ 53.36 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 58.53 ¦ 61.81 ¦ 63.13 ¦ 62.51 ¦ 61.92 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 57.63 ¦ 60.05 ¦ 60.96 ¦ 60.12 ¦ 59.77 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 1.44 ¦ 2.73 ¦ 3.95 ¦ 2.56 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 47.22 ¦ 49.28 ¦ 44.36 ¦ 52.68 ¦ 53.72 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 58.53 ¦ 61.81 ¦ 63.13 ¦ 62.51 ¦ 61.92 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 57.64 ¦ 60.51 ¦ 60.66 ¦ 60.35 ¦ 61.56 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.05 ¦ 1.03 ¦ 0.34 ¦ 1.67 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.35 ¦ 0.30 ¦ 1.00 ¦ 0.38 ¦ 0.35 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.38 ¦ 0.20 ¦ 0.18 ¦ 0.21 ¦ 0.21 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.15 ¦ 0.27 ¦ 0.20 ¦ 0.25 ¦ 0.65 ¦
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---------¬
¦ ¦ 17.01.00¦ 18.01.00¦ 19.01.00¦ 20.01.00¦ 21.01.00¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦264894.92¦264894.92¦258534.11¦258534.11¦258534.11¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 4168.07¦ 4168.07¦ 4168.07¦ 4168.07¦ 4168.07¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦115531.33¦115531.33¦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, ¦170874.16¦167635.62¦160042.71¦161205.75¦161743.42¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 3975.37¦ 3998.24¦ 4133.59¦ 4139.70¦ 4180.14¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 86931.37¦ 85949.07¦ 78990.81¦ 79376.74¦ 79417.32¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 13574.91¦ 13070.31¦ 12886.82¦ 12998.23¦ 13106.35¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 66392.51¦ 64618.00¦ 64031.49¦ 64691.08¦ 65039.61¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 500.77¦ 494.49¦ 502.70¦ 503.73¦ 503.36¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 129.04¦ 128.00¦ 128.19¦ 127.17¦ 126.25¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 356.76¦ 354.07¦ 363.84¦ 363.50¦ 362.26¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 698.00¦ 697.00¦ 696.00¦ 695.00¦ 694.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 671.25¦ 662.98¦ 659.26¦ 661.45¦ 661.47¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
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<ТЕЛЕТАЙПОГРАММА> ГТК РФ от 21.01.2000 n Т-1429 <О КРАЖЕ КНИЖКИ МДП n xe 26874754>  »
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