БЮЛЛЕТЕНЬ ЦБ РФ от 14.01.2000 n 1 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 14 января 2000 г. N 1
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 0,030 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. ¦выпуска¦
¦ ¦ ¦мин. ¦макс. ¦закр.¦ ¦ руб. ¦(спра- ¦
¦ ¦ ¦ ¦ ¦ ¦ ¦ по ¦вочно) ¦
¦ ¦ ¦ ¦ ¦ ¦ ¦номин.)¦ ¦
+---------+--------+-----+------+-----+----------+-------+-------+
¦17.05.00 ¦14.01.00¦98.00¦98.00 ¦98.00¦ 6.01 ¦ 0.03 ¦ 21135 ¦
L---------+--------+-----+------+-----+----------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 3141.811 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 ¦10.01.00¦ 5.67 ¦97.60¦98.00¦97.90¦ 37.39 ¦100.10 ¦ 25022 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦11.01.00¦ 5.71 ¦97.95¦98.42¦98.42¦ 32.20 ¦ 87.41 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦12.01.00¦ 5.75 ¦98.47¦99.04¦99.00¦ 25.64 ¦397.42 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦13.01.00¦ 5.79 ¦99.00¦99.20¦99.18¦ 23.78 ¦126.21 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦14.01.00¦ 5.84 ¦99.15¦99.30¦99.20¦ 23.14 ¦112.04 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦10.06.00 ¦10.01.00¦ 11.73 ¦92.05¦92.60¦92.60¦ 41.27 ¦ 4.50 ¦ 25016 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦11.01.00¦ 11.78 ¦92.41¦93.10¦93.10¦ 40.04 ¦ 1.97 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦12.01.00¦ 11.84 ¦93.00¦94.35¦94.35¦ 36.15 ¦ 5.54 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦13.01.00¦ 11.89 ¦95.00¦95.75¦95.75¦ 31.73 ¦ 3.76 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦14.01.00¦ 11.95 ¦95.79¦96.20¦96.00¦ 30.28 ¦ 5.70 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦27.09.00 ¦10.01.00¦ 3.95 ¦80.30¦81.30¦81.30¦ 54.81 ¦ 11.75 ¦ 25018 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦11.01.00¦ 3.99 ¦82.25¦83.70¦83.70¦ 49.15 ¦ 8.32 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦12.01.00¦ 4.03 ¦82.99¦83.60¦83.50¦ 48.43 ¦ 65.05 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦13.01.00¦ 4.07 ¦83.80¦86.20¦84.70¦ 43.76 ¦ 17.20 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦14.01.00¦ 4.10 ¦85.00¦86.00¦85.44¦ 43.35 ¦ 34.36 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦25.10.00 ¦10.01.00¦ 2.47 ¦77.00¦78.00¦78.00¦ 55.12 ¦ 8.50 ¦ 25020 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦11.01.00¦ 2.50 ¦78.00¦80.00¦80.00¦ 51.74 ¦ 15.42 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦12.01.00¦ 2.53 ¦79.50¦80.47¦80.26¦ 49.43 ¦ 75.32 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦13.01.00¦ 2.57 ¦80.69¦82.90¦82.90¦ 46.64 ¦ 4.66 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦14.01.00¦ 2.60 ¦82.00¦83.00¦82.50¦ 44.69 ¦ 26.03 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦17.01.01 ¦10.01.00¦ 7.11 ¦71.20¦72.00¦71.70¦ 62.58 ¦ 51.43 ¦ 25021 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦11.01.00¦ 7.15 ¦72.00¦74.40¦74.40¦ 59.17 ¦ 13.95 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦12.01.00¦ 7.19 ¦74.45¦75.25¦75.25¦ 55.68 ¦ 58.81 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦13.01.00¦ 7.23 ¦75.50¦78.21¦78.01¦ 49.17 ¦ 95.86 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦14.01.00¦ 7.27 ¦77.50¦78.21¦78.00¦ 49.20 ¦ 44.78 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦15.08.01 ¦11.01.00¦ 8.00 ¦63.00¦65.30¦65.30¦ 63.70 ¦ 0.47 ¦ 25024 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦12.01.00¦ 8.06 ¦64.50¦65.70¦65.00¦ 63.38 ¦ 4.03 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦13.01.00¦ 8.11 ¦65.50¦68.00¦68.00¦ 59.72 ¦ 4.02 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦12.09.01 ¦10.01.00¦ 4.49 ¦57.17¦57.75¦57.59¦ 64.13 ¦ 9.92 ¦ 25023 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦11.01.00¦ 4.53 ¦57.59¦59.00¦59.00¦ 63.02 ¦ 15.02 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦12.01.00¦ 4.57 ¦57.75¦58.85¦58.85¦ 63.12 ¦ 26.67 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦13.01.00¦ 4.60 ¦59.90¦61.85¦60.73¦ 57.72 ¦ 26.43 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦14.01.00¦ 4.64 ¦61.09¦61.66¦61.10¦ 57.39 ¦ 17.15 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦15.12.01 ¦10.01.00¦ 0.00 ¦38.01¦38.92¦38.46¦ 63.96 ¦130.82 ¦ 25030 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦11.01.00¦ 0.00 ¦38.20¦39.00¦38.75¦ 64.25 ¦156.39 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦12.01.00¦ 0.00 ¦38.35¦39.44¦38.91¦ 63.46 ¦154.51 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦13.01.00¦ 0.00 ¦39.40¦41.50¦41.34¦ 58.67 ¦122.23 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦14.01.00¦ 0.00 ¦40.70¦41.99¦41.07¦ 59.08 ¦ 45.57 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦06.02.02 ¦10.01.00¦ 4.20 ¦60.82¦61.90¦61.30¦ 64.18 ¦ 35.10 ¦ 27001 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦11.01.00¦ 4.20 ¦60.62¦62.40¦62.37¦ 63.64 ¦ 11.88 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦12.01.00¦ 4.30 ¦61.06¦63.00¦62.09¦ 62.99 ¦ 22.80 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦13.01.00¦ 4.40 ¦63.00¦64.80¦64.35¦ 60.18 ¦ 19.96 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦14.01.00¦ 4.40 ¦63.80¦65.50¦65.50¦ 59.49 ¦ 41.80 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦22.05.02 ¦10.01.00¦ 3.20 ¦57.00¦58.65¦58.13¦ 64.22 ¦ 17.29 ¦ 27002 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦11.01.00¦ 3.30 ¦58.45¦59.15¦59.15¦ 62.99 ¦ 5.76 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦12.01.00¦ 3.30 ¦57.85¦60.19¦58.30¦ 63.09 ¦ 8.37 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦13.01.00¦ 3.40 ¦59.50¦61.50¦61.17¦ 60.49 ¦ 16.37 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦14.01.00¦ 3.50 ¦61.40¦63.00¦62.50¦ 57.97 ¦ 6.22 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦05.06.02 ¦10.01.00¦ 2.20 ¦55.80¦58.50¦58.10¦ 64.18 ¦ 29.78 ¦ 27003 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦11.01.00¦ 2.30 ¦57.11¦59.00¦58.70¦ 63.22 ¦ 8.52 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦12.01.00¦ 2.40 ¦57.70¦60.00¦58.35¦ 62.88 ¦ 18.86 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦13.01.00¦ 2.50 ¦59.50¦61.20¦60.65¦ 60.26 ¦ 13.11 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦14.01.00¦ 2.50 ¦60.00¦62.37¦62.37¦ 58.78 ¦ 13.10 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦18.09.02 ¦10.01.00¦ 1.30 ¦49.24¦55.80¦55.55¦ 64.28 ¦ 20.57 ¦ 27004 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦11.01.00¦ 1.40 ¦55.01¦56.40¦56.20¦ 63.17 ¦ 6.15 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦12.01.00¦ 1.40 ¦55.15¦57.37¦55.88¦ 62.66 ¦ 21.62 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦13.01.00¦ 1.50 ¦57.00¦58.70¦58.70¦ 60.02 ¦ 16.38 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦14.01.00¦ 1.60 ¦57.30¦58.99¦58.61¦ 59.26 ¦ 12.80 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦09.10.02 ¦10.01.00¦ 6.10 ¦52.88¦53.60¦53.49¦ 64.32 ¦ 17.22 ¦ 27005 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦11.01.00¦ 6.10 ¦53.01¦54.50¦54.50¦ 63.36 ¦ 7.09 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦12.01.00¦ 0.00 ¦53.06¦55.30¦54.01¦ 62.24 ¦ 25.49 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦13.01.00¦ 0.10 ¦55.00¦56.79¦56.50¦ 59.72 ¦ 11.18 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦14.01.00¦ 0.10 ¦55.90¦57.15¦57.00¦ 59.20 ¦ 13.82 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦22.01.03 ¦10.01.00¦ 5.10 ¦50.70¦51.15¦50.70¦ 64.35 ¦ 1.82 ¦ 27006 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦11.01.00¦ 5.20 ¦51.10¦52.15¦52.15¦ 62.96 ¦ 20.76 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦12.01.00¦ 5.20 ¦50.60¦53.20¦51.50¦ 62.28 ¦ 21.24 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦13.01.00¦ 5.30 ¦52.58¦54.52¦54.52¦ 60.30 ¦ 19.76 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦14.01.00¦ 5.40 ¦53.60¦54.55¦54.55¦ 58.63 ¦ 5.59 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦05.02.03 ¦10.01.00¦ 4.20 ¦49.50¦53.50¦51.19¦ 62.45 ¦ 5.40 ¦ 27007 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦11.01.00¦ 4.20 ¦50.32¦52.00¦52.00¦ 62.87 ¦ 11.29 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦12.01.00¦ 4.30 ¦50.50¦53.40¦51.66¦ 62.31 ¦ 32.87 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦13.01.00¦ 4.40 ¦51.70¦54.15¦54.00¦ 59.79 ¦ 32.40 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦14.01.00¦ 4.40 ¦54.15¦54.80¦54.49¦ 58.66 ¦ 8.64 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦15.03.03 ¦11.01.00¦ 8.27 ¦33.50¦33.50¦33.50¦ 62.69 ¦ 1.55 ¦ 26001 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦13.01.00¦ 8.33 ¦33.98¦33.98¦33.98¦ 61.94 ¦ 0.11 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦21.05.03 ¦10.01.00¦ 3.20 ¦47.80¦49.45¦49.45¦ 63.15 ¦ 11.81 ¦ 27008 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦11.01.00¦ 3.30 ¦48.30¦50.00¦50.00¦ 62.23 ¦ 23.01 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦12.01.00¦ 3.30 ¦48.50¦50.60¦49.60¦ 62.26 ¦ 25.68 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦13.01.00¦ 3.40 ¦50.60¦52.50¦51.83¦ 59.45 ¦ 22.23 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦14.01.00¦ 3.50 ¦52.02¦52.70¦52.70¦ 58.31 ¦ 5.60 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦04.06.03 ¦10.01.00¦ 2.20 ¦48.55¦49.50¦49.50¦ 63.63 ¦ 14.14 ¦ 27009 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦11.01.00¦ 2.30 ¦48.75¦51.15¦51.00¦ 62.04 ¦ 21.18 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦12.01.00¦ 2.40 ¦48.81¦50.51¦49.52¦ 62.96 ¦ 16.12 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦13.01.00¦ 2.50 ¦49.99¦52.10¦51.91¦ 59.40 ¦ 31.26 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦14.01.00¦ 2.50 ¦51.97¦53.00¦53.00¦ 58.45 ¦ 7.59 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦17.09.03 ¦10.01.00¦ 1.30 ¦47.30¦48.40¦48.20¦ 62.34 ¦ 9.19 ¦ 27010 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦11.01.00¦ 1.40 ¦48.05¦50.50¦50.50¦ 60.55 ¦ 10.51 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦12.01.00¦ 1.40 ¦48.02¦50.00¦48.30¦ 61.28 ¦ 14.76 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦13.01.00¦ 1.50 ¦49.65¦51.70¦51.70¦ 57.64 ¦ 13.22 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦14.01.00¦ 1.60 ¦51.11¦52.00¦52.00¦ 56.53 ¦ 9.29 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦08.10.03 ¦10.01.00¦ 6.10 ¦46.57¦52.00¦47.18¦ 56.66 ¦ 42.57 ¦ 27011 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦11.01.00¦ 6.10 ¦46.90¦49.22¦49.22¦ 59.87 ¦ 17.56 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦12.01.00¦ 0.00 ¦47.10¦50.00¦48.50¦ 60.18 ¦ 29.81 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦13.01.00¦ 0.10 ¦49.56¦50.78¦50.78¦ 56.51 ¦ 20.01 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦14.01.00¦ 0.10 ¦50.00¦51.25¦51.11¦ 55.45 ¦ 8.96 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦21.01.04 ¦10.01.00¦ 5.10 ¦46.00¦49.50¦47.00¦ 56.04 ¦ 42.32 ¦ 28001 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦11.01.00¦ 5.20 ¦47.15¦48.69¦48.62¦ 58.00 ¦ 7.33 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦12.01.00¦ 5.20 ¦46.40¦48.50¦47.30¦ 59.04 ¦ 27.18 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦13.01.00¦ 5.30 ¦48.56¦49.69¦49.30¦ 55.71 ¦ 17.39 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦14.01.00¦ 5.40 ¦49.33¦49.97¦49.55¦ 55.12 ¦ 20.41 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦15.03.04 ¦11.01.00¦ 8.27 ¦30.95¦30.95¦30.95¦ 55.01 ¦ 0.66 ¦ 26002 ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦15.03.05 ¦10.01.00¦ 8.25 ¦75.00¦75.00¦75.00¦ 17.73 ¦ 0.01 ¦ 26003 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦11.01.00¦ 8.27 ¦30.00¦30.00¦30.00¦ 49.28 ¦ 0.05 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦13.01.00¦ 8.33 ¦30.70¦30.70¦30.70¦ 48.35 ¦ 0.03 ¦ ¦
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 ¦ 61 ¦ 10.00 ¦ 100.27 ¦
+--------+-----------------------+-------+--------+--------------+
¦25014 ¦ 15.03.2000 ¦ 61 ¦ 10.00 ¦ 100.27 ¦
+--------+-----------------------+-------+--------+--------------+
¦25016 ¦ 10.06.2000 ¦ 148 ¦ 20.00 ¦ 200.55 ¦
+--------+-----------------------+-------+--------+--------------+
¦25018 ¦ 29.03.2000 ¦ 75 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+--------------+
¦25020 ¦ 26.04.2000 ¦ 103 ¦ 12.00 ¦ 59.84 ¦
+--------+-----------------------+-------+--------+--------------+
¦25021 ¦ 19.01.2000 ¦ 5 ¦ 15.00 ¦ 74.79 ¦
+--------+-----------------------+-------+--------+--------------+
¦25022 ¦ 23.02.2000 ¦ 40 ¦ 15.00 ¦ 74.79 ¦
+--------+-----------------------+-------+--------+--------------+
¦25023 ¦ 15.03.2000 ¦ 61 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+--------------+
¦25024 ¦ 16.02.2000 ¦ 33 ¦ 20.00 ¦ 99.73 ¦
+--------+-----------------------+-------+--------+--------------+
¦25026 ¦ 27.11.2000 ¦ 318 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦25027 ¦ 27.11.2000 ¦ 318 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦25028 ¦ 27.11.2000 ¦ 318 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦25029 ¦ 27.11.2000 ¦ 318 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦26001 ¦ 15.03.2000 ¦ 61 ¦ 10.00 ¦ 100.27 ¦
+--------+-----------------------+-------+--------+--------------+
¦26002 ¦ 15.03.2000 ¦ 61 ¦ 10.00 ¦ 100.27 ¦
+--------+-----------------------+-------+--------+--------------+
¦26003 ¦ 15.03.2000 ¦ 61 ¦ 10.00 ¦ 100.27 ¦
+--------+-----------------------+-------+--------+--------------+
¦26032 ¦ 27.11.2000 ¦ 318 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦27001 ¦ 09.02.2000 ¦ 26 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦27002 ¦ 23.02.2000 ¦ 40 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦27003 ¦ 08.03.2000 ¦ 54 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦27004 ¦ 22.03.2000 ¦ 68 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦27005 ¦ 12.04.2000 ¦ 89 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦27006 ¦ 26.01.2000 ¦ 12 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦27007 ¦ 09.02.2000 ¦ 26 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦27008 ¦ 23.02.2000 ¦ 40 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦27009 ¦ 08.03.2000 ¦ 54 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦27010 ¦ 22.03.2000 ¦ 68 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦27011 ¦ 12.04.2000 ¦ 89 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦28001 ¦ 26.01.2000 ¦ 12 ¦ 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-¦досроч.¦в обращ., ¦остаток, ¦
¦выпуска ¦ния ¦ния ¦пога-¦ (вкл. ¦меще- ¦выкупов¦млн. руб. ¦млн. руб.¦
¦ ¦ ¦ ¦шения¦ осн.) ¦ний ¦ ¦ ¦ ¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 21134 ¦17.12.99¦05.04.00¦ 82 ¦ 1 ¦ 4 ¦ ¦ 995.443¦ 1504.557¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 21135 ¦21.12.99¦17.05.00¦ 124 ¦ 1 ¦ 1 ¦ ¦ 1494.796¦ 5.204¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 21136 ¦21.12.99¦05.07.00¦ 173 ¦ 1 ¦ ¦ ¦ 1677.829¦ 822.171¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 25013 ¦15.03.97¦15.03.01¦ 426 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 791 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 25016 ¦10.06.97¦10.06.00¦ 148 ¦ 2 ¦ 8 ¦ ¦ 3050.833¦ 0.000¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 25018 ¦01.10.97¦27.09.00¦ 257 ¦ 4 ¦ 21 ¦ ¦ 17789.190¦ 202.107¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 25020 ¦29.10.97¦25.10.00¦ 285 ¦ 4 ¦ 14 ¦ 1 ¦ 12823.107¦ 1631.472¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 25021 ¦21.01.98¦17.01.01¦ 369 ¦ 6 ¦ 21 ¦ ¦ 14723.818¦ 5172.167¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 25022 ¦25.02.98¦23.02.00¦ 40 ¦ 3 ¦ 14 ¦ ¦ 9622.185¦ 1877.815¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 607 ¦ 7 ¦ 19 ¦ ¦ 20341.394¦ 30.746¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 25024 ¦22.07.98¦15.08.01¦ 579 ¦ 1 ¦ ¦ ¦ 5655.776¦ 4343.224¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 25026 ¦27.11.98¦27.11.00¦ 318 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 683 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦1048 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦1413 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 701 ¦ ¦ ¦ ¦ 32765.883¦ 2195.548¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦1156 ¦ 1 ¦ ¦ ¦ 6138.415¦ 0.000¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦1522 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦1887 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦1779 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 754 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 859 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 873 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 978 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 999 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦1104 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦1118 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦1223 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦1237 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦1342 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦1363 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦1468 ¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ Итого: ¦ ¦ ¦ ¦ ¦ ¦ ¦264894.918¦25220.380¦
L--------+--------+--------+-----+-------+------+-------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦10.01.00¦11.01.00¦12.01.00¦13.01.00¦14.01.00¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 48.60¦ 48.35¦ 45.16¦ 40.27¦ 37.94 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 48.68¦ 55.42¦ 54.98¦ 50.98¦ 50.61 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 63.96¦ 64.25¦ 63.46¦ 58.67¦ 59.08 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 62.10¦ 61.87¦ 61.90¦ 58.96¦ 57.84 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00¦ 0.00¦ 0.00¦ 0.00¦ 6.01 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 56.71¦ 52.39¦ 46.80¦ 47.68¦ 44.98 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 63.96¦ 64.25¦ 63.46¦ 58.67¦ 59.08 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 60.67¦ 61.89¦ 61.73¦ 59.02¦ 57.92 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00¦ 0.00¦ 0.00¦ 0.00¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.20¦ 0.16¦ 0.73¦ 0.30¦ 0.26 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.40¦ 0.48¦ 0.47¦ 0.37¦ 0.14 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.22¦ 0.13¦ 0.23¦ 0.21¦ 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---------¬
¦ ¦ 10.01.00¦ 11.01.00¦ 12.01.00¦ 13.01.00¦ 14.01.00¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦264894.92¦264894.92¦264894.92¦264894.92¦264894.92¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 4168.07¦ 4168.07¦ 4168.07¦ 4168.07¦ 4168.07¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦115531.33¦115531.33¦115531.33¦115531.33¦115531.33¦
¦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, ¦164507.54¦163764.56¦163448.89¦168316.75¦169465.23¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 3997.79¦ 3997.79¦ 3997.79¦ 3997.79¦ 3975.37¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 84372.14¦ 83313.40¦ 83901.48¦ 85812.12¦ 86086.82¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 12608.31¦ 12582.10¦ 12716.44¦ 13483.16¦ 13434.01¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 63529.30¦ 63871.28¦ 62833.18¦ 65023.68¦ 65969.03¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 516.04¦ 495.76¦ 497.02¦ 503.17¦ 504.10¦
+----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 136.00¦ 135.00¦ 134.00¦ 133.00¦ 132.04¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 402.42¦ 361.62¦ 358.98¦ 361.68¦ 360.55¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 705.00¦ 704.00¦ 703.00¦ 702.00¦ 701.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 653.35¦ 652.30¦ 662.75¦ 671.41¦ 673.75¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

ПРИКАЗ Минздрава РФ от 05.11.1998 n 326 (ред. от 14.01.2000) О ЦЕНТРАЛЬНОЙ АТТЕСТАЦИОННОЙ КОМИССИИ ПО ПРИСВОЕНИЮ КВАЛИФИКАЦИОННЫХ КАТЕГОРИЙ ПРИ МИНЗДРАВЕ РОССИИ  »
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