БЮЛЛЕТЕНЬ ЦБ РФ от 24.12.1999 n 48 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 24 декабря 1999 г. N 48
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 399.878 млн. руб. по номиналу имела следующие параметры:
----------T--------T--------------------T----------T-------T-------¬
¦ Дата ¦ Дата ¦ Цены облигаций ¦Доходность¦Оборот ¦Номер ¦
¦погашения¦ торгов ¦ ¦ (% год.) ¦(млн. ¦выпуска¦
¦ ¦ ¦ ¦ ¦ руб. ¦(спра- ¦
¦ ¦ +------T------T------+ ¦ по ¦вочно) ¦
¦ ¦ ¦ мин. ¦ макс.¦закр. ¦ ¦номин.)¦ ¦
+---------+--------+------+------+------+----------+-------+-------+
¦05.04.00 ¦22.12.99¦101.00¦101.50¦101.25¦ -4.22 ¦ 16.00¦ 21134 ¦
¦ +--------+------+------+------+----------+-------+ ¦
¦ ¦23.12.99¦100.00¦101.50¦100.00¦ -3.44 ¦ 321.73¦ ¦
¦ +--------+------+------+------+----------+-------+ ¦
¦ ¦24.12.99¦100.00¦100.20¦100.00¦ -0.07 ¦ 60.00¦ ¦
+---------+--------+------+------+------+----------+-------+-------+
¦17.05.00 ¦22.12.99¦ 99.15¦ 99.15¦ 99.15¦ 2.13 ¦ 0.02¦ 21135 ¦
¦ +--------+------+------+------+----------+-------+ ¦
¦ ¦23.12.99¦ 99.70¦ 99.80¦ 99.70¦ 0.68 ¦ 2.04¦ ¦
¦ +--------+------+------+------+----------+-------+ ¦
¦ ¦24.12.99¦100.20¦100.20¦100.20¦ -0.50 ¦ 0.09¦ ¦
+---------+--------+------+------+------+----------+-------+-------+
¦05.07.00 ¦22.12.99¦ 90.00¦ 90.00¦ 90.00¦ 20.69 ¦ 0.01¦ 21136 ¦
L---------+--------+------+------+------+----------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 5187.773 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 ¦20.12.99¦ 4.81 ¦94.50¦94.94¦94.74¦ 53.79 ¦103.96 ¦ 25022 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦22.12.99¦ 4.89 ¦95.00¦95.65¦95.33¦ 50.47 ¦291.26 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦23.12.99¦ 4.93 ¦95.12¦95.52¦95.31¦ 50.75 ¦259.52 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦24.12.99¦ 4.97 ¦94.90¦95.60¦95.50¦ 52.94 ¦221.09 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦10.06.00 ¦20.12.99¦ 10.58 ¦88.20¦88.24¦88.24¦ 50.83 ¦ 0.13 ¦ 25016 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦22.12.99¦ 10.69 ¦88.00¦89.23¦88.00¦ 48.72 ¦ 12.28 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦23.12.99¦ 10.74 ¦88.58¦88.80¦88.58¦ 49.73 ¦ 0.21 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦24.12.99¦ 10.80 ¦87.10¦88.00¦87.10¦ 52.71 ¦ 0.40 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦27.09.00 ¦20.12.99¦ 3.15 ¦74.15¦75.15¦75.15¦ 68.45 ¦ 7.17 ¦ 25018 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦22.12.99¦ 3.22 ¦75.50¦77.25¦76.30¦ 62.20 ¦ 5.00 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦23.12.99¦ 3.26 ¦76.00¦76.75¦76.05¦ 63.94 ¦ 98.23 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦24.12.99¦ 3.30 ¦75.80¦76.20¦76.20¦ 65.08 ¦ 58.82 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦25.10.00 ¦20.12.99¦ 1.78 ¦71.45¦73.00¦72.20¦ 65.72 ¦ 1.12 ¦ 25020 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦22.12.99¦ 1.84 ¦73.00¦74.20¦73.70¦ 61.73 ¦ 6.62 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦23.12.99¦ 1.87 ¦72.50¦73.20¦73.00¦ 64.24 ¦ 3.67 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦24.12.99¦ 1.91 ¦72.10¦73.05¦73.05¦ 64.97 ¦ 12.01 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦17.01.01 ¦20.12.99¦ 6.25 ¦65.40¦66.00¦65.60¦ 73.16 ¦ 42.87 ¦ 25021 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦22.12.99¦ 6.33 ¦66.55¦70.18¦66.55¦ 68.16 ¦ 57.37 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦23.12.99¦ 6.37 ¦65.10¦67.50¦65.41¦ 72.05 ¦901.94 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦24.12.99¦ 6.41 ¦64.40¦65.99¦65.35¦ 75.24 ¦739.65 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦15.03.01 ¦22.12.99¦ 7.73 ¦58.00¦60.00¦60.00¦ 68.25 ¦ 1.64 ¦ 25013 ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦15.08.01 ¦20.12.99¦ 6.80 ¦54.20¦54.20¦54.20¦ 83.43 ¦ 2.00 ¦ 25024 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦22.12.99¦ 6.90 ¦58.50¦59.00¦58.50¦ 74.18 ¦ 1.68 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦23.12.99¦ 6.96 ¦58.50¦58.60¦58.50¦ 74.11 ¦ 0.33 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦12.09.01 ¦20.12.99¦ 3.68 ¦48.10¦48.50¦48.14¦ 81.77 ¦ 23.60 ¦ 25023 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦22.12.99¦ 3.76 ¦48.50¦51.55¦49.35¦ 78.54 ¦101.20 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦23.12.99¦ 3.80 ¦48.60¦49.95¦48.93¦ 80.68 ¦ 66.79 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦24.12.99¦ 3.84 ¦47.10¦49.40¦49.24¦ 82.47 ¦144.33 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦15.12.01 ¦20.12.99¦ 0.00 ¦29.99¦31.40¦31.25¦ 81.16 ¦ 25.38 ¦ 25030 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦22.12.99¦ 0.00 ¦31.30¦33.29¦33.10¦ 74.67 ¦597.66 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦23.12.99¦ 0.00 ¦32.80¦34.00¦33.05¦ 72.83 ¦690.08 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦24.12.99¦ 0.00 ¦32.61¦33.20¦33.10¦ 75.26 ¦ 68.26 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦06.02.02 ¦20.12.99¦ 2.70 ¦51.16¦51.70¦51.60¦ 83.08 ¦ 2.03 ¦ 27001 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦22.12.99¦ 2.90 ¦52.82¦55.53¦54.00¦ 77.29 ¦ 38.12 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦23.12.99¦ 2.90 ¦52.73¦54.00¦53.70¦ 77.64 ¦ 3.67 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦24.12.99¦ 3.00 ¦53.65¦54.48¦54.43¦ 77.43 ¦ 8.08 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦22.05.02 ¦20.12.99¦ 1.80 ¦47.50¦48.49¦48.29¦ 83.28 ¦ 4.54 ¦ 27002 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦22.12.99¦ 1.90 ¦50.00¦51.40¦51.20¦ 77.55 ¦ 5.97 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦23.12.99¦ 2.00 ¦49.52¦50.80¦50.75¦ 77.87 ¦ 4.05 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦24.12.99¦ 2.00 ¦50.46¦51.00¦51.00¦ 77.21 ¦ 7.15 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦05.06.02 ¦20.12.99¦ 0.80 ¦47.75¦48.73¦48.60¦ 82.61 ¦ 12.85 ¦ 27003 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦22.12.99¦ 1.00 ¦48.85¦51.50¦51.20¦ 76.70 ¦ 13.29 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦23.12.99¦ 1.00 ¦50.05¦51.05¦51.05¦ 77.54 ¦ 6.73 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦24.12.99¦ 1.10 ¦50.50¦51.94¦51.94¦ 76.41 ¦ 1.57 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦18.09.02 ¦20.12.99¦ 6.10 ¦45.00¦46.16¦46.16¦ 82.14 ¦ 2.46 ¦ 27004 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦22.12.99¦ 0.00 ¦46.90¦49.50¦48.89¦ 76.28 ¦ 12.18 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦23.12.99¦ 0.10 ¦47.02¦49.00¦49.00¦ 76.27 ¦ 3.80 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦24.12.99¦ 0.10 ¦48.00¦49.21¦49.12¦ 75.49 ¦ 7.35 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦09.10.02 ¦20.12.99¦ 4.60 ¦43.50¦44.50¦44.40¦ 82.52 ¦ 5.88 ¦ 27005 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦22.12.99¦ 4.80 ¦45.00¦47.29¦47.29¦ 76.77 ¦ 13.39 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦23.12.99¦ 4.80 ¦46.37¦47.60¦47.60¦ 75.76 ¦ 9.40 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦24.12.99¦ 4.90 ¦46.78¦47.50¦47.24¦ 75.49 ¦ 4.60 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦22.01.03 ¦20.12.99¦ 3.70 ¦40.52¦42.38¦42.38¦ 81.18 ¦ 7.17 ¦ 27006 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦22.12.99¦ 3.80 ¦43.00¦45.10¦45.10¦ 75.97 ¦ 22.97 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦23.12.99¦ 3.90 ¦44.20¦46.30¦45.10¦ 75.28 ¦ 13.40 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦24.12.99¦ 4.00 ¦44.27¦46.00¦46.00¦ 73.77 ¦ 5.55 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦05.02.03 ¦20.12.99¦ 2.70 ¦40.65¦42.35¦42.35¦ 81.15 ¦ 7.04 ¦ 27007 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦22.12.99¦ 2.90 ¦42.47¦45.25¦45.25¦ 75.79 ¦ 28.96 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦23.12.99¦ 2.90 ¦44.39¦45.20¦45.20¦ 75.27 ¦ 9.20 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦24.12.99¦ 3.00 ¦44.60¦46.00¦46.00¦ 73.79 ¦ 5.88 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦15.03.03 ¦20.12.99¦ 7.67 ¦26.50¦26.50¦26.50¦ 76.16 ¦ 0.03 ¦ 26001 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦22.12.99¦ 7.73 ¦26.50¦26.98¦26.98¦ 75.36 ¦ 1.27 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦24.12.99¦ 7.78 ¦29.00¦29.00¦29.00¦ 70.62 ¦ 1.55 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦21.05.03 ¦20.12.99¦ 1.80 ¦39.60¦40.70¦40.40¦ 81.62 ¦ 4.01 ¦ 27008 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦22.12.99¦ 1.90 ¦42.00¦44.39¦44.39¦ 75.12 ¦ 39.87 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦23.12.99¦ 2.00 ¦42.79¦43.80¦43.80¦ 74.10 ¦ 37.11 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦24.12.99¦ 2.00 ¦43.50¦44.50¦44.13¦ 72.22 ¦ 4.20 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦04.06.03 ¦20.12.99¦ 0.80 ¦40.01¦40.95¦40.95¦ 80.37 ¦ 5.10 ¦ 27009 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦22.12.99¦ 1.00 ¦42.00¦43.50¦42.98¦ 75.03 ¦ 32.28 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦23.12.99¦ 1.00 ¦41.59¦43.55¦43.50¦ 74.37 ¦ 15.63 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦24.12.99¦ 1.10 ¦43.40¦44.88¦44.88¦ 72.10 ¦ 8.92 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦17.09.03 ¦20.12.99¦ 6.10 ¦38.99¦40.40¦40.40¦ 78.82 ¦ 16.54 ¦ 27010 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦22.12.99¦ 0.00 ¦41.11¦42.45¦42.10¦ 74.53 ¦ 43.80 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦23.12.99¦ 0.10 ¦41.64¦42.50¦42.40¦ 73.57 ¦ 15.65 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦24.12.99¦ 0.10 ¦42.10¦43.40¦43.30¦ 71.58 ¦ 11.52 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦08.10.03 ¦20.12.99¦ 4.60 ¦37.00¦38.40¦38.35¦ 78.98 ¦ 12.24 ¦ 27011 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦22.12.99¦ 4.80 ¦39.49¦40.50¦40.00¦ 74.21 ¦ 15.45 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦23.12.99¦ 4.80 ¦40.00¦41.75¦40.90¦ 74.01 ¦ 15.13 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦24.12.99¦ 4.90 ¦40.30¦41.70¦41.70¦ 71.67 ¦ 8.81 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦21.01.04 ¦20.12.99¦ 3.70 ¦36.70¦37.50¦37.49¦ 78.30 ¦ 1.86 ¦ 28001 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦22.12.99¦ 3.80 ¦38.50¦40.20¦39.86¦ 72.61 ¦ 10.82 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦23.12.99¦ 3.90 ¦39.35¦40.10¦40.05¦ 72.21 ¦ 17.70 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦24.12.99¦ 4.00 ¦39.45¦41.25¦41.00¦ 70.31 ¦ 16.62 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦15.03.04 ¦22.12.99¦ 7.73 ¦20.01¦24.01¦23.50¦ 72.09 ¦ 1.01 ¦ 26002 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦23.12.99¦ 7.75 ¦25.97¦31.00¦30.69¦ 54.65 ¦ 18.30 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦24.12.99¦ 7.78 ¦30.90¦31.00¦31.00¦ 54.55 ¦ 9.76 ¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦15.03.05 ¦20.12.99¦ 7.67 ¦22.95¦23.73¦23.73¦ 60.36 ¦ 0.27 ¦ 26003 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦22.12.99¦ 7.73 ¦21.55¦25.95¦25.95¦ 56.40 ¦ 3.23 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦23.12.99¦ 7.75 ¦24.90¦25.95¦24.90¦ 56.03 ¦ 2.70 ¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦24.12.99¦ 7.78 ¦24.15¦25.95¦24.15¦ 55.48 ¦ 2.86 ¦ ¦
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 ¦ 82 ¦ 10.00 ¦ 100.27 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25014 ¦ 15.03.2000 ¦ 82 ¦ 10.00 ¦ 100.27 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25016 ¦ 10.06.2000 ¦ 169 ¦ 20.00 ¦ 200.55 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25018 ¦ 29.03.2000 ¦ 96 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25020 ¦ 26.04.2000 ¦ 124 ¦ 12.00 ¦ 59.84 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25021 ¦ 19.01.2000 ¦ 26 ¦ 15.00 ¦ 74.79 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25022 ¦ 23.02.2000 ¦ 61 ¦ 15.00 ¦ 74.79 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25023 ¦ 15.03.2000 ¦ 82 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25024 ¦ 16.02.2000 ¦ 54 ¦ 20.00 ¦ 99.73 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25026 ¦ 27.11.2000 ¦ 339 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25027 ¦ 27.11.2000 ¦ 339 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25028 ¦ 27.11.2000 ¦ 339 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25029 ¦ 27.11.2000 ¦ 339 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26001 ¦ 15.03.2000 ¦ 82 ¦ 10.00 ¦ 100.27 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26002 ¦ 15.03.2000 ¦ 82 ¦ 10.00 ¦ 100.27 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26003 ¦ 15.03.2000 ¦ 82 ¦ 10.00 ¦ 100.27 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26032 ¦ 27.11.2000 ¦ 339 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27001 ¦ 09.02.2000 ¦ 47 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27002 ¦ 23.02.2000 ¦ 61 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27003 ¦ 08.03.2000 ¦ 75 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27004 ¦ 22.03.2000 ¦ 89 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27005 ¦ 12.01.2000 ¦ 19 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27006 ¦ 26.01.2000 ¦ 33 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27007 ¦ 09.02.2000 ¦ 47 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27008 ¦ 23.02.2000 ¦ 61 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27009 ¦ 08.03.2000 ¦ 75 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27010 ¦ 22.03.2000 ¦ 89 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27011 ¦ 12.01.2000 ¦ 19 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 28001 ¦ 26.01.2000 ¦ 33 ¦ 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 ¦размещения¦погашения¦до ¦траншей¦дораз-¦досрочн.¦ в обращ.,¦остаток, ¦
¦выпуска ¦ ¦ ¦пога-¦ (вкл. ¦меще- ¦выкупов ¦ млн. руб.¦млн. руб.¦
¦ ¦ ¦ ¦шения¦ осн.) ¦ний ¦ ¦ ¦ ¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 21134 ¦ 17.12.99 ¦05.04.00 ¦ 103¦ 1 ¦ 3 ¦ ¦ 993.724¦ 1506.276¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 21135 ¦ 21.12.99 ¦17.05.00 ¦ 145¦ 1 ¦ 1 ¦ ¦ 1494.796¦ 5.204¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 21136 ¦ 21.12.99 ¦05.07.00 ¦ 194¦ 1 ¦ ¦ ¦ 1677.829¦ 822.171¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 21137 ¦ 21.12.99 ¦06.09.00 ¦ 257¦ ¦ ¦ ¦ 0.000¦ 2700.000¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 21138 ¦ 21.12.99 ¦15.11.00 ¦ 327¦ ¦ ¦ ¦ 0.000¦ 2800.000¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 25013 ¦ 15.03.97 ¦15.03.01 ¦ 447¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦ 15.03.97 ¦15.03.02 ¦ 812¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 25016 ¦ 10.06.97 ¦10.06.00 ¦ 169¦ 2 ¦ 8 ¦ ¦ 3050.833¦ 0.000¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 25018 ¦ 01.10.97 ¦27.09.00 ¦ 278¦ 4 ¦ 19 ¦ ¦ 12409.404¦ 5581.893¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 25020 ¦ 29.10.97 ¦25.10.00 ¦ 306¦ 4 ¦ 13 ¦ ¦ 11462.302¦ 5005.403¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 25021 ¦ 21.01.98 ¦17.01.01 ¦ 390¦ 6 ¦ 21 ¦ ¦ 14723.818¦ 5172.167¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 25022 ¦ 25.02.98 ¦23.02.00 ¦ 61¦ 3 ¦ 14 ¦ ¦ 9622.185¦ 1877.815¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦ 18.03.98 ¦12.09.01 ¦ 628¦ 7 ¦ 19 ¦ ¦ 20341.394¦ 30.746¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 25024 ¦ 22.07.98 ¦15.08.01 ¦ 600¦ 1 ¦ ¦ ¦ 5655.776¦ 4343.224¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 25026 ¦ 27.11.98 ¦27.11.00 ¦ 339¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦ 27.11.98 ¦27.11.01 ¦ 704¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦ 27.11.98 ¦27.11.02 ¦ 1069¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦ 27.11.98 ¦27.11.03 ¦ 1434¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦ 15.12.98 ¦15.12.01 ¦ 722¦ ¦ ¦ ¦ 32765.883¦ 2195.548¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦ 15.03.97 ¦15.03.03 ¦ 1177¦ 1 ¦ ¦ ¦ 6138.415¦ 0.000¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦ 15.03.97 ¦15.03.04 ¦ 1543¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦ 15.03.97 ¦15.03.05 ¦ 1908¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦ 27.11.98 ¦27.11.04 ¦ 1800¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦ 19.08.98 ¦06.02.02 ¦ 775¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦ 19.08.98 ¦22.05.02 ¦ 880¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦ 19.08.98 ¦05.06.02 ¦ 894¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦ 19.08.98 ¦18.09.02 ¦ 999¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦ 19.08.98 ¦09.10.02 ¦ 1020¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦ 19.08.98 ¦22.01.03 ¦ 1125¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦ 19.08.98 ¦05.02.03 ¦ 1139¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦ 19.08.98 ¦21.05.03 ¦ 1244¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦ 19.08.98 ¦04.06.03 ¦ 1258¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦ 19.08.98 ¦17.09.03 ¦ 1363¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦ 19.08.98 ¦08.10.03 ¦ 1384¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦ 19.08.98 ¦21.01.04 ¦ 1489¦ ¦ ¦ ¦ 9369.137¦ 619.614¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ Итого: ¦ ¦ ¦ ¦ ¦ ¦ ¦258152.608¦39475.816¦
L--------+----------+---------+-----+-------+------+--------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦20.12.99¦21.12.99¦22.12.99¦23.12.99¦24.12.99¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 4.13 ¦ 2.95 ¦ 10.88 ¦ 9.90 ¦ 10.40 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 70.21 ¦ 70.22 ¦ 67.17 ¦ 66.65 ¦ 67.41 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 81.16 ¦ 81.16 ¦ 74.67 ¦ 72.83 ¦ 75.26 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 80.97 ¦ 80.97 ¦ 75.50 ¦ 75.13 ¦ 73.67 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.00 ¦ -4.18 ¦ -3.37 ¦ -0.07 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 70.53 ¦ 0.00 ¦ 67.19 ¦ 70.25 ¦ 74.13 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 81.16 ¦ 0.00 ¦ 74.67 ¦ 72.83 ¦ 75.26 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 80.57 ¦ 0.00 ¦ 75.45 ¦ 74.39 ¦ 72.96 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.00 ¦ 0.27 ¦ 4.31 ¦ 0.75 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.23 ¦ 0.00 ¦ 0.59 ¦ 1.48 ¦ 1.27 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.08 ¦ 0.00 ¦ 1.85 ¦ 2.13 ¦ 0.21 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.08 ¦ 0.00 ¦ 0.25 ¦ 0.13 ¦ 0.08 ¦
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---------¬
¦ ¦20.12.99 ¦21.12.99 ¦22.12.99 ¦23.12.99 ¦24.12.99 ¦
+-----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость, ¦244867.31¦248108.03¦255640.45¦256562.58¦258152.61¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 609.92¦ 3782.46¦ 3795.46¦ 4106.26¦ 4166.35¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦106600.92¦106600.92¦108790.74¦108790.74¦108790.74¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 31086.36¦ 31101.96¦ 32287.50¦ 32425.23¦ 32765.88¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦106570.11¦106622.69¦110766.76¦111240.36¦112429.64¦
+-----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦126048.21¦129300.15¦137456.17¦138574.63¦139635.19¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 602.30¦ 3732.90¦ 3622.63¦ 3943.68¦ 4001.75¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 66526.25¦ 66565.12¦ 70067.86¦ 70096.47¦ 69872.57¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 9534.19¦ 9538.97¦ 10680.70¦ 10969.45¦ 10799.64¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 49385.48¦ 49463.16¦ 53084.97¦ 53565.01¦ 54961.23¦
+-----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 488.44¦ 479.91¦ 491.84¦ 495.08¦ 497.75¦
+-----------------------+---------+---------+---------+---------+---------+
¦ГКО ¦ 107.00¦ 162.75¦ 160.11¦ 154.72¦ 153.06¦
+-----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 372.31¦ 371.35¦ 368.35¦ 374.55¦ 374.84¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 726.00¦ 725.00¦ 724.00¦ 723.00¦ 722.00¦
+-----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 603.67¦ 602.67¦ 630.75¦ 631.19¦ 635.03¦
L-----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

<ПИСЬМО> МНС РФ от 24.12.1999 n ФС-6-09/1046@ <О РАБОЧИХ ДНЯХ 25 И 26 ДЕКАБРЯ 1999 ГОДА В УЧРЕЖДЕНИЯХ РОСЦЕНТРОБАНКА>  »
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