БЮЛЛЕТЕНЬ ЦБ РФ от 17.12.1999 n 47 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 17 декабря 1999 г. N 47
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ОФЗ при суммарном объеме сделок за неделю 4784.815 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 ¦14.12.99¦ 4.56 ¦94.15¦94.60¦94.15¦ 53.84 ¦ 65.12¦ 25022 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦15.12.99¦ 4.60 ¦94.33¦94.69¦94.69¦ 52.19 ¦ 107.33¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦16.12.99¦ 4.64 ¦94.70¦94.99¦94.82¦ 50.12 ¦ 97.18¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦17.12.99¦ 4.69 ¦94.20¦95.00¦94.24¦ 53.56 ¦ 237.45¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦10.06.00 ¦14.12.99¦ 10.25 ¦85.80¦87.00¦85.80¦ 54.15 ¦ 0.80¦ 25016 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦15.12.99¦ 10.30 ¦87.47¦87.48¦87.48¦ 52.32 ¦ 1.70¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦16.12.99¦ 10.36 ¦84.00¦87.30¦87.25¦ 56.14 ¦ 8.56¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦17.12.99¦ 10.41 ¦86.81¦88.19¦86.95¦ 53.54 ¦ 3.76¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦27.09.00 ¦14.12.99¦ 2.92 ¦71.50¦73.00¦71.65¦ 73.67 ¦ 13.04¦ 25018 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦15.12.99¦ 2.95 ¦73.00¦75.00¦75.00¦ 68.39 ¦ 6.04¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦16.12.99¦ 2.99 ¦75.00¦75.45¦75.35¦ 65.23 ¦ 23.46¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦17.12.99¦ 3.03 ¦73.67¦75.49¦73.70¦ 69.08 ¦ 40.56¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦25.10.00 ¦14.12.99¦ 1.58 ¦68.30¦70.00¦68.30¦ 74.35 ¦ 15.53¦ 25020 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦15.12.99¦ 1.61 ¦69.20¦71.90¦71.90¦ 68.38 ¦ 4.19¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦16.12.99¦ 1.64 ¦70.44¦72.50¦72.50¦ 65.53 ¦ 9.60¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦17.12.99¦ 1.68 ¦70.55¦72.30¦70.80¦ 68.58 ¦ 37.59¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦17.01.01 ¦14.12.99¦ 6.00 ¦60.50¦62.45¦60.50¦ 83.98 ¦ 6.05¦ 25021 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦15.12.99¦ 6.04 ¦59.40¦62.70¦62.70¦ 84.01 ¦1194.00¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦16.12.99¦ 6.08 ¦60.00¦64.50¦64.50¦ 79.40 ¦ 14.78¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦17.12.99¦ 6.12 ¦63.30¦64.75¦63.30¦ 77.43 ¦ 98.10¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦15.03.01 ¦17.12.99¦ 7.59 ¦52.58¦52.58¦52.58¦ 83.99 ¦ 0.60¦ 25013 ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦15.08.01 ¦14.12.99¦ 6.47 ¦53.00¦53.00¦53.00¦ 85.62 ¦ 2.00¦ 25024 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦15.12.99¦ 6.52 ¦54.00¦54.00¦54.00¦ 83.35 ¦ 0.18¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦16.12.99¦ 6.58 ¦53.98¦54.00¦54.00¦ 83.49 ¦ 3.50¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦17.12.99¦ 6.63 ¦53.50¦53.50¦53.50¦ 84.75 ¦ 4.44¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦12.09.01 ¦14.12.99¦ 3.45 ¦44.50¦46.49¦46.49¦ 87.92 ¦ 10.35¦ 25023 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦15.12.99¦ 3.49 ¦46.95¦47.48¦46.95¦ 83.41 ¦ 3.16¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦16.12.99¦ 3.53 ¦47.20¦47.70¦47.70¦ 83.10 ¦ 3.70¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦17.12.99¦ 3.57 ¦44.50¦47.60¦46.95¦ 84.73 ¦ 35.82¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦15.12.01 ¦14.12.99¦ 0.00 ¦27.81¦29.23¦27.85¦ 88.32 ¦ 966.02¦ 25030 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦15.12.99¦ 0.00 ¦28.50¦29.09¦29.09¦ 86.21 ¦ 41.71¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦16.12.99¦ 0.00 ¦29.27¦30.35¦29.90¦ 82.88 ¦ 108.11¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦17.12.99¦ 0.00 ¦29.40¦30.00¦29.55¦ 83.80 ¦ 80.07¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦06.02.02 ¦14.12.99¦ 2.30 ¦48.87¦49.00¦48.90¦ 88.43 ¦ 0.85¦ 27001 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦15.12.99¦ 2.40 ¦49.16¦49.80¦49.80¦ 86.57 ¦ 2.10¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦16.12.99¦ 2.50 ¦50.30¦50.96¦50.90¦ 83.80 ¦ 26.46¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦17.12.99¦ 2.50 ¦50.25¦50.85¦50.60¦ 84.05 ¦ 20.78¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦15.03.02 ¦15.12.99¦ 7.53 ¦32.00¦32.00¦32.00¦ 88.47 ¦ 0.01¦ 25014 ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦22.05.02 ¦14.12.99¦ 1.40 ¦45.48¦46.00¦45.48¦ 88.66 ¦ 2.78¦ 27002 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦15.12.99¦ 1.40 ¦46.01¦46.78¦46.46¦ 86.78 ¦ 2.88¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦16.12.99¦ 1.50 ¦46.97¦47.70¦47.50¦ 84.28 ¦ 17.52¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦17.12.99¦ 1.60 ¦47.50¦47.55¦47.50¦ 84.14 ¦ 16.65¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦05.06.02 ¦14.12.99¦ 0.40 ¦45.30¦46.20¦45.30¦ 88.08 ¦ 4.87¦ 27003 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦15.12.99¦ 0.50 ¦46.10¦46.40¦46.25¦ 86.70 ¦ 4.90¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦16.12.99¦ 0.50 ¦47.26¦47.80¦47.54¦ 83.82 ¦ 13.60¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦17.12.99¦ 0.60 ¦47.03¦47.65¦47.03¦ 83.82 ¦ 23.41¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦18.09.02 ¦14.12.99¦ 5.70 ¦42.74¦43.30¦42.74¦ 88.08 ¦ 4.23¦ 27004 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦15.12.99¦ 5.70 ¦43.30¦43.85¦43.85¦ 86.86 ¦ 12.30¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦16.12.99¦ 5.80 ¦43.80¦44.95¦44.95¦ 84.25 ¦ 12.52¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦17.12.99¦ 5.90 ¦44.50¦44.80¦44.50¦ 84.12 ¦ 17.56¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦09.10.02 ¦14.12.99¦ 4.20 ¦41.18¦41.60¦41.35¦ 88.28 ¦ 8.05¦ 27005 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦15.12.99¦ 4.30 ¦41.74¦42.20¦42.05¦ 86.58 ¦ 4.87¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦16.12.99¦ 4.40 ¦42.50¦43.40¦43.15¦ 84.17 ¦ 15.26¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦17.12.99¦ 4.40 ¦42.90¦43.15¦42.98¦ 84.58 ¦ 20.99¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦22.01.03 ¦14.12.99¦ 3.30 ¦38.96¦39.60¦39.60¦ 88.02 ¦ 5.85¦ 27006 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦15.12.99¦ 3.30 ¦39.60¦40.40¦40.10¦ 85.75 ¦ 4.01¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦16.12.99¦ 3.40 ¦40.59¦41.40¦41.13¦ 83.59 ¦ 20.13¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦17.12.99¦ 3.50 ¦40.65¦41.00¦40.74¦ 83.95 ¦ 19.47¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦05.02.03 ¦14.12.99¦ 2.30 ¦39.30¦40.00¦39.60¦ 88.00 ¦ 675.84¦ 27007 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦15.12.99¦ 2.40 ¦39.50¦40.20¦40.20¦ 86.10 ¦ 3.46¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦16.12.99¦ 2.50 ¦40.69¦41.21¦40.95¦ 83.53 ¦ 16.34¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦17.12.99¦ 2.50 ¦40.60¦41.28¦40.87¦ 83.71 ¦ 20.81¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦15.03.03 ¦15.12.99¦ 7.53 ¦25.95¦25.95¦25.95¦ 77.22 ¦ 0.30¦ 26001 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦17.12.99¦ 7.59 ¦25.95¦25.95¦25.95¦ 77.34 ¦ 1.29¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦21.05.03 ¦14.12.99¦ 1.40 ¦38.10¦38.40¦38.40¦ 86.01 ¦ 59.95¦ 27008 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦15.12.99¦ 1.40 ¦38.95¦39.30¦39.20¦ 84.03 ¦ 11.68¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦16.12.99¦ 1.50 ¦39.40¦39.90¦39.61¦ 82.33 ¦ 12.96¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦17.12.99¦ 1.60 ¦39.10¦39.84¦39.36¦ 83.15 ¦ 46.56¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦04.06.03 ¦14.12.99¦ 0.40 ¦38.33¦38.70¦38.45¦ 85.86 ¦ 6.32¦ 27009 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦15.12.99¦ 0.50 ¦38.82¦39.37¦39.20¦ 83.66 ¦ 6.85¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦16.12.99¦ 0.50 ¦39.05¦39.96¦39.80¦ 82.73 ¦ 25.74¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦17.12.99¦ 0.60 ¦39.52¦40.00¦40.00¦ 82.40 ¦ 45.21¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦17.09.03 ¦14.12.99¦ 5.70 ¦37.10¦37.30¦37.30¦ 85.11 ¦ 34.05¦ 27010 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦15.12.99¦ 5.70 ¦37.35¦38.00¦37.50¦ 84.49 ¦ 8.37¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦16.12.99¦ 5.80 ¦37.65¦39.46¦38.56¦ 81.62 ¦ 23.06¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦17.12.99¦ 5.90 ¦38.36¦38.69¦38.69¦ 81.50 ¦ 52.38¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦08.10.03 ¦14.12.99¦ 4.20 ¦34.26¦36.00¦35.84¦ 85.08 ¦ 24.56¦ 27011 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦15.12.99¦ 4.30 ¦35.76¦36.50¦36.50¦ 83.23 ¦ 1.82¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦16.12.99¦ 4.40 ¦36.59¦37.50¦37.38¦ 81.43 ¦ 13.55¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦17.12.99¦ 4.40 ¦36.90¦37.95¦37.50¦ 80.73 ¦ 42.70¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦21.01.04 ¦14.12.99¦ 3.30 ¦35.31¦35.60¦35.31¦ 83.01 ¦ 2.58¦ 28001 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦15.12.99¦ 3.30 ¦35.51¦36.35¦36.35¦ 81.87 ¦ 8.24¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦16.12.99¦ 3.40 ¦36.00¦36.95¦36.95¦ 80.20 ¦ 10.75¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦17.12.99¦ 3.50 ¦36.47¦36.60¦36.60¦ 79.98 ¦ 50.76¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦15.03.04 ¦15.12.99¦ 7.53 ¦20.00¦23.97¦20.00¦ 67.21 ¦ 0.30¦ 26002 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦17.12.99¦ 7.59 ¦25.20¦25.20¦25.20¦ 64.56 ¦ 2.00¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦15.03.05 ¦14.12.99¦ 7.51 ¦18.00¦18.50¦18.00¦ 71.78 ¦ 0.81¦ 26003 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦15.12.99¦ 7.53 ¦20.00¦20.00¦20.00¦ 67.45 ¦ 0.36¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦16.12.99¦ 7.56 ¦20.30¦20.50¦20.30¦ 66.55 ¦ 2.40¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦17.12.99¦ 7.59 ¦20.90¦22.10¦22.10¦ 62.58 ¦ 46.31¦ ¦
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 ¦ 89 ¦ 10.00 ¦ 100.27 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25014 ¦ 15.03.2000 ¦ 89 ¦ 10.00 ¦ 100.27 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25016 ¦ 10.06.2000 ¦ 176 ¦ 20.00 ¦ 200.55 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25018 ¦ 29.03.2000 ¦ 103 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25020 ¦ 26.04.2000 ¦ 131 ¦ 12.00 ¦ 59.84 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25021 ¦ 19.01.2000 ¦ 33 ¦ 15.00 ¦ 74.79 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25022 ¦ 23.02.2000 ¦ 68 ¦ 15.00 ¦ 74.79 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25023 ¦ 15.03.2000 ¦ 89 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25024 ¦ 16.02.2000 ¦ 61 ¦ 20.00 ¦ 99.73 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25026 ¦ 27.11.2000 ¦ 346 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25027 ¦ 27.11.2000 ¦ 346 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25028 ¦ 27.11.2000 ¦ 346 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25029 ¦ 27.11.2000 ¦ 346 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26001 ¦ 15.03.2000 ¦ 89 ¦ 10.00 ¦ 100.27 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26002 ¦ 15.03.2000 ¦ 89 ¦ 10.00 ¦ 100.27 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26003 ¦ 15.03.2000 ¦ 89 ¦ 10.00 ¦ 100.27 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26032 ¦ 27.11.2000 ¦ 346 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27001 ¦ 09.02.2000 ¦ 54 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27002 ¦ 23.02.2000 ¦ 68 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27003 ¦ 08.03.2000 ¦ 82 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27004 ¦ 22.12.1999 ¦ 5 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27005 ¦ 12.01.2000 ¦ 26 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27006 ¦ 26.01.2000 ¦ 40 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27007 ¦ 09.02.2000 ¦ 54 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27008 ¦ 23.02.2000 ¦ 68 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27009 ¦ 08.03.2000 ¦ 82 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27010 ¦ 22.12.1999 ¦ 5 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27011 ¦ 12.01.2000 ¦ 26 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 28001 ¦ 26.01.2000 ¦ 40 ¦ 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¦ 110¦ 1 ¦ ¦ ¦ 609.924¦ 1890.076¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 25013 ¦ 15.03.97 ¦ 15.03.01¦ 454¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦ 15.03.97 ¦ 15.03.02¦ 819¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 25016 ¦ 10.06.97 ¦ 10.06.00¦ 176¦ 2 ¦ 8 ¦ ¦ 3050.833¦ 0.000¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 25018 ¦ 01.10.97 ¦ 27.09.00¦ 285¦ 4 ¦ 18 ¦ ¦ 10219.585¦ 7771.712¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 25020 ¦ 29.10.97 ¦ 25.10.00¦ 313¦ 4 ¦ 13 ¦ ¦ 11462.302¦ 5005.403¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 25021 ¦ 21.01.98 ¦ 17.01.01¦ 397¦ 6 ¦ 21 ¦ ¦ 14723.818¦ 5172.167¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 25022 ¦ 25.02.98 ¦ 23.02.00¦ 68¦ 3 ¦ 14 ¦ ¦ 9622.185¦ 1877.815¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦ 18.03.98 ¦ 12.09.01¦ 635¦ 7 ¦ 19 ¦ ¦ 20341.394¦ 30.746¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 25024 ¦ 22.07.98 ¦ 15.08.01¦ 607¦ 1 ¦ ¦ ¦ 5655.776¦ 4343.224¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 25026 ¦ 27.11.98 ¦ 27.11.00¦ 346¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦ 27.11.98 ¦ 27.11.01¦ 711¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦ 27.11.98 ¦ 27.11.02¦ 1076¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦ 27.11.98 ¦ 27.11.03¦ 1441¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦ 15.12.98 ¦ 15.12.01¦ 729¦ ¦ ¦ ¦ 30736.435¦ 4224.996¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦ 15.03.97 ¦ 15.03.03¦ 1184¦ 1 ¦ ¦ ¦ 6138.415¦ 0.000¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦ 15.03.97 ¦ 15.03.04¦ 1550¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦ 15.03.97 ¦ 15.03.05¦ 1915¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦ 27.11.98 ¦ 27.11.04¦ 1807¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦ 19.08.98 ¦ 06.02.02¦ 782¦ ¦ ¦ ¦ 8779.228¦ 1209.523¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦ 19.08.98 ¦ 22.05.02¦ 887¦ ¦ ¦ ¦ 8779.228¦ 1209.523¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦ 19.08.98 ¦ 05.06.02¦ 901¦ ¦ ¦ ¦ 8779.228¦ 1209.523¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦ 19.08.98 ¦ 18.09.02¦ 1006¦ ¦ ¦ ¦ 8779.228¦ 1209.523¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦ 19.08.98 ¦ 09.10.02¦ 1027¦ ¦ ¦ ¦ 8779.228¦ 1209.523¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦ 19.08.98 ¦ 22.01.03¦ 1132¦ ¦ ¦ ¦ 8779.228¦ 1209.523¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦ 19.08.98 ¦ 05.02.03¦ 1146¦ ¦ ¦ ¦ 8779.228¦ 1209.523¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦ 19.08.98 ¦ 21.05.03¦ 1251¦ ¦ ¦ ¦ 8779.228¦ 1209.523¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦ 19.08.98 ¦ 04.06.03¦ 1265¦ ¦ ¦ ¦ 8779.228¦ 1209.523¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦ 19.08.98 ¦ 17.09.03¦ 1370¦ ¦ ¦ ¦ 8779.228¦ 1209.523¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦ 19.08.98 ¦ 08.10.03¦ 1391¦ ¦ ¦ ¦ 8779.228¦ 1209.523¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦ 19.08.98 ¦ 21.01.04¦ 1496¦ ¦ ¦ ¦ 8779.228¦ 1209.523¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ Итого: ¦ ¦ ¦ ¦ ¦ ¦ ¦243298.012¦44830.412¦
L--------+----------+---------+-----+-------+------+--------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
-----------------------------T--------T--------T--------T--------¬
¦ ¦14.12.99¦15.12.99¦16.12.99¦17.12.99¦
+----------------------------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых): ¦ ¦ ¦ ¦ ¦
+----------------------------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦
+----------------------------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 4.20 ¦
+----------------------------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 73.79 ¦ 71.33 ¦ 69.68 ¦ 72.39 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦
+----------------------------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 88.32 ¦ 86.21 ¦ 82.88 ¦ 83.80 ¦
+----------------------------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 86.70 ¦ 85.06 ¦ 82.85 ¦ 82.86 ¦
+----------------------------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦
+----------------------------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 4.20 ¦
+----------------------------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 72.00 ¦ 83.07 ¦ 64.42 ¦ 68.79 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦
+----------------------------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 88.32 ¦ 86.21 ¦ 82.88 ¦ 83.80 ¦
+----------------------------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 87.57 ¦ 84.87 ¦ 82.93 ¦ 82.30 ¦
+----------------------------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦
+----------------------------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 100.00 ¦
+----------------------------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.15 ¦ 1.40 ¦ 0.22 ¦ 0.61 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦
+----------------------------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 3.14 ¦ 0.14 ¦ 0.35 ¦ 0.26 ¦
+----------------------------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.75 ¦ 0.07 ¦ 0.20 ¦ 0.35 ¦
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---------¬
¦ ¦14.12.99 ¦15.12.99 ¦16.12.99 ¦17.12.99 ¦
+------------------------+---------+---------+---------+---------+
¦Номинальная стоимость, ¦242688.09¦242688.09¦242688.09¦243298.01¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦
+------------------------+---------+---------+---------+---------+
¦ГКО ¦ 0.00¦ 0.00¦ 0.00¦ 609.92¦
+------------------------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦106600.92¦106600.92¦106600.92¦106600.92¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦
+------------------------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 30736.44¦ 30736.44¦ 30736.44¦ 30736.44¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦105350.73¦105350.73¦105350.73¦105350.73¦
+------------------------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦119284.04¦121268.07¦123227.73¦122988.52¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦
+------------------------+---------+---------+---------+---------+
¦ГКО ¦ 0.00¦ 0.00¦ 0.00¦ 602.30¦
+------------------------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 64714.18¦ 65729.36¦ 66321.55¦ 65492.79¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦
+------------------------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 8636.94¦ 8849.02¦ 9190.19¦ 9113.35¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 45932.92¦ 46689.69¦ 47715.98¦ 47780.07¦
+------------------------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 482.63¦ 485.19¦ 488.00¦ 486.55¦
+------------------------+---------+---------+---------+---------+
¦ГКО ¦ 0.00¦ 0.00¦ 0.00¦ 110.00¦
+------------------------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 370.52¦ 372.54¦ 372.40¦ 372.71¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦
+------------------------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 732.00¦ 731.00¦ 730.00¦ 729.00¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 593.68¦ 597.18¦ 602.07¦ 601.09¦
L------------------------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

ПОСТАНОВЛЕНИЕ Центризбиркома РФ от 15.10.1999 n 24/285-3 (ред. от 17.12.1999) О РЕГИСТРАЦИИ ФЕДЕРАЛЬНОГО СПИСКА КАНДИДАТОВ В ДЕПУТАТЫ ГОСУДАРСТВЕННОЙ ДУМЫ ФЕДЕРАЛЬНОГО СОБРАНИЯ РОССИЙСКОЙ ФЕДЕРАЦИИ ТРЕТЬЕГО СОЗЫВА, ВЫДВИНУТОГО ИЗБИРАТЕЛЬНЫМ ОБЪЕДИНЕНИЕМ ОБЪЕДИНЕНИЕ ЯБЛОКО  »
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