БЮЛЛЕТЕНЬ ЦБ РФ от 10.12.1999 n 46 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 10 декабря 1999 г. N 46
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ОФЗ при суммарном объеме сделок за неделю 4051.583 млн. руб. по номиналу имела следующие параметры:
----------T--------T-------T-----------------T----------T-------T-------¬
¦ Дата ¦ Дата ¦Накоп- ¦ Цены облигаций ¦Доходность¦Оборот ¦Номер ¦
¦погашения¦ торгов ¦ленный ¦ (% от номинала) ¦ (% год.) ¦ (млн. ¦выпуска¦
¦ ¦ ¦доход ¦ ¦ ¦ руб. ¦(спра- ¦
¦ ¦ ¦(% от +-----T-----T-----+ ¦ по ¦вочно) ¦
¦ ¦ ¦номин.)¦мин. ¦макс.¦закр.¦ ¦номин.)¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦23.02.00 ¦06.12.99¦ 4.23 ¦94.80¦95.05¦94.85¦ 44.80 ¦ 71.18¦ 25022 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦07.12.99¦ 4.27 ¦93.93¦95.09¦94.05¦ 48.19 ¦ 131.43¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦08.12.99¦ 4.32 ¦92.83¦94.05¦92.87¦ 57.52 ¦ 226.12¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦09.12.99¦ 4.36 ¦93.55¦94.50¦94.45¦ 51.40 ¦ 226.07¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦10.12.99¦ 4.40 ¦94.31¦94.90¦94.50¦ 50.15 ¦ 35.86¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦10.06.00 ¦06.12.99¦ 9.81 ¦88.10¦88.10¦88.10¦ 48.89 ¦ 0.50¦ 25016 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦07.12.99¦ 9.86 ¦87.60¦89.40¦89.40¦ 50.46 ¦ 1.33¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦09.12.99¦ 9.97 ¦87.00¦87.00¦87.00¦ 52.74 ¦ 0.53¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦10.12.99¦10.03 ¦86.90¦87.20¦87.00¦ 53.14 ¦ 0.74¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦27.09.00 ¦06.12.99¦ 2.61 ¦74.39¦74.99¦74.80¦ 65.02 ¦ 6.49¦ 25018 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦07.12.99¦ 2.65 ¦73.50¦74.89¦74.15¦ 65.40 ¦ 78.75¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦08.12.99¦ 2.69 ¦71.80¦73.70¦72.15¦ 72.43 ¦ 10.33¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦09.12.99¦ 2.72 ¦73.00¦73.70¦73.00¦ 68.81 ¦ 36.84¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦10.12.99¦ 2.76 ¦73.16¦74.30¦73.16¦ 69.10 ¦ 18.43¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦25.10.00 ¦06.12.99¦ 1.32 ¦70.60¦71.56¦71.30¦ 66.85 ¦ 49.89¦ 25020 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦07.12.99¦ 1.35 ¦70.50¦71.90¦70.90¦ 66.09 ¦ 17.68¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦08.12.99¦ 1.38 ¦68.50¦70.00¦68.50¦ 72.21 ¦ 36.83¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦09.12.99¦ 1.41 ¦69.58¦70.60¦69.70¦ 70.50 ¦ 84.16¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦10.12.99¦ 1.45 ¦69.67¦70.30¦69.80¦ 70.56 ¦ 42.90¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦17.01.01 ¦06.12.99¦ 5.67 ¦63.00¦63.00¦63.00¦ 77.88 ¦ 0.20¦ 25021 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦07.12.99¦ 5.71 ¦62.30¦64.00¦63.80¦ 78.11 ¦ 15.04¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦08.12.99¦ 5.75 ¦61.00¦61.97¦61.00¦ 82.67 ¦ 5.53¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦09.12.99¦ 5.79 ¦60.01¦62.48¦62.20¦ 82.11 ¦ 755.15¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦10.12.99¦ 5.84 ¦61.25¦61.65¦61.65¦ 82.70 ¦ 15.34¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦15.08.01 ¦06.12.99¦ 6.03 ¦54.05¦54.10¦54.05¦ 82.23 ¦ 6.00¦ 25024 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦07.12.99¦ 6.08 ¦53.90¦54.20¦53.90¦ 82.52 ¦ 5.00¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦08.12.99¦ 6.14 ¦51.65¦51.65¦51.65¦ 88.26 ¦ 0.50¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦09.12.99¦ 6.19 ¦52.95¦52.95¦52.95¦ 85.19 ¦ 0.00¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦10.12.99¦ 6.25 ¦52.50¦53.51¦53.51¦ 84.97 ¦ 0.50¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦12.09.01 ¦06.12.99¦ 3.15 ¦46.50¦47.10¦47.00¦ 83.61 ¦ 16.73¦ 25023 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦07.12.99¦ 3.18 ¦45.50¦47.20¦46.00¦ 84.02 ¦ 13.73¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦08.12.99¦ 3.22 ¦44.51¦45.30¦45.30¦ 87.83 ¦ 7.27¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦09.12.99¦ 3.26 ¦45.76¦46.00¦46.00¦ 86.30 ¦ 1.00¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦10.12.99¦ 3.30 ¦45.75¦46.50¦46.50¦ 85.87 ¦ 2.56¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦15.12.01 ¦06.12.99¦ 0.00 ¦29.80¦30.10¦30.00¦ 81.18 ¦ 64.29¦ 25030 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦07.12.99¦ 0.00 ¦28.90¦30.47¦29.60¦ 82.51 ¦ 87.50¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦08.12.99¦ 0.00 ¦27.70¦29.00¦27.80¦ 86.47 ¦ 21.22¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦09.12.99¦ 0.00 ¦28.51¦28.97¦28.51¦ 85.50 ¦ 9.31¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦10.12.99¦ 0.00 ¦28.55¦29.23¦28.60¦ 85.68 ¦ 106.97¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦06.02.02 ¦06.12.99¦ 1.80 ¦50.60¦50.97¦50.95¦ 83.18 ¦ 8.40¦ 27001 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦07.12.99¦ 1.80 ¦50.00¦51.00¦50.40¦ 83.93 ¦ 5.49¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦08.12.99¦ 1.90 ¦48.65¦49.90¦48.65¦ 86.98 ¦ 7.51¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦09.12.99¦ 2.00 ¦49.69¦50.10¦50.08¦ 85.51 ¦ 182.53¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦10.12.99¦ 2.00 ¦49.50¦49.90¦49.60¦ 86.61 ¦ 12.35¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦15.03.02 ¦10.12.99¦ 7.40 ¦33.89¦33.90¦33.90¦ 82.84 ¦ 0.24¦ 25014 ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦22.05.02 ¦06.12.99¦ 0.80 ¦47.46¦47.94¦47.94¦ 83.18 ¦ 10.45¦ 27002 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦07.12.99¦ 0.90 ¦46.50¦48.19¦47.20¦ 83.66 ¦ 2.09¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦08.12.99¦ 1.00 ¦45.70¦46.61¦45.95¦ 86.63 ¦ 12.71¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦09.12.99¦ 1.00 ¦45.50¦46.99¦46.80¦ 87.69 ¦ 667.64¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦10.12.99¦ 1.10 ¦46.30¦46.70¦46.30¦ 86.54 ¦ 13.36¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦05.06.02 ¦06.12.99¦ 6.10 ¦47.30¦47.60¦47.60¦ 83.39 ¦ 5.88¦ 27003 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦07.12.99¦ 6.10 ¦47.00¦47.56¦47.30¦ 84.02 ¦ 6.21¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦08.12.99¦ 0.00 ¦45.40¦46.49¦45.95¦ 87.27 ¦ 8.01¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦09.12.99¦ 0.10 ¦46.30¦46.85¦46.57¦ 85.67 ¦ 1.73¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦10.12.99¦ 0.10 ¦46.30¦46.60¦46.30¦ 86.22 ¦ 15.72¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦18.09.02 ¦06.12.99¦ 5.10 ¦44.49¦45.00¦44.91¦ 83.78 ¦ 4.70¦ 27004 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦07.12.99¦ 5.20 ¦43.50¦45.29¦44.50¦ 83.70 ¦ 7.63¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦08.12.99¦ 5.20 ¦42.92¦43.93¦42.92¦ 86.42 ¦ 12.03¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦09.12.99¦ 5.30 ¦43.50¦44.33¦44.03¦ 86.90 ¦ 41.50¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦10.12.99¦ 5.40 ¦43.56¦44.00¦43.90¦ 86.29 ¦ 22.84¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦09.10.02 ¦06.12.99¦ 3.70 ¦42.90¦43.30¦43.20¦ 83.74 ¦ 11.81¦ 27005 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦07.12.99¦ 3.70 ¦42.00¦44.80¦43.10¦ 83.83 ¦ 15.53¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦08.12.99¦ 3.80 ¦41.81¦42.28¦41.81¦ 86.29 ¦ 4.17¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦09.12.99¦ 3.90 ¦42.30¦42.66¦42.66¦ 85.39 ¦ 7.60¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦10.12.99¦ 4.00 ¦41.81¦42.50¦42.40¦ 86.16 ¦ 18.40¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦22.01.03 ¦06.12.99¦ 2.70 ¦40.85¦41.33¦41.33¦ 83.73 ¦ 56.48¦ 27006 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦07.12.99¦ 2.80 ¦40.00¦41.15¦40.45¦ 84.13 ¦ 9.53¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦08.12.99¦ 2.90 ¦39.40¦40.05¦39.45¦ 86.57 ¦ 9.16¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦09.12.99¦ 2.90 ¦39.99¦40.60¦40.40¦ 86.08 ¦ 2.08¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦10.12.99¦ 3.00 ¦39.99¦41.00¦40.20¦ 86.01 ¦ 16.04¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦05.02.03 ¦06.12.99¦ 1.80 ¦40.74¦41.24¦41.24¦ 83.51 ¦ 54.81¦ 27007 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦07.12.99¦ 1.80 ¦40.00¦41.25¦40.45¦ 84.21 ¦ 6.35¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦08.12.99¦ 1.90 ¦39.20¦40.04¦39.20¦ 86.44 ¦ 5.15¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦09.12.99¦ 2.00 ¦39.10¦40.30¦40.30¦ 88.35 ¦ 199.89¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦10.12.99¦ 2.00 ¦39.79¦40.22¦40.22¦ 86.23 ¦ 17.58¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦15.03.03 ¦07.12.99¦ 7.32 ¦22.50¦22.60¦22.50¦ 86.09 ¦ 0.27¦ 26001 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦10.12.99¦ 7.40 ¦25.50¦25.50¦25.50¦ 78.05 ¦ 0.33¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦21.05.03 ¦06.12.99¦ 0.80 ¦39.00¦39.90¦39.90¦ 83.94 ¦ 41.59¦ 27008 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦07.12.99¦ 0.90 ¦38.88¦40.00¦39.35¦ 82.82 ¦ 12.51¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦08.12.99¦ 1.00 ¦38.28¦38.85¦38.49¦ 85.36 ¦ 10.98¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦09.12.99¦ 1.00 ¦38.70¦39.38¦39.38¦ 84.18 ¦ 2.54¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦10.12.99¦ 1.10 ¦38.06¦39.30¦39.30¦ 85.00 ¦ 11.99¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦04.06.03 ¦06.12.99¦ 6.10 ¦39.40¦39.60¦39.54¦ 82.87 ¦ 8.39¦ 27009 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦07.12.99¦ 6.10 ¦38.80¦39.80¦39.30¦ 83.23 ¦ 10.42¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦08.12.99¦ 0.00 ¦38.15¦38.80¦38.77¦ 85.22 ¦ 12.44¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦09.12.99¦ 0.10 ¦39.20¦39.47¦39.46¦ 83.11 ¦ 4.41¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦10.12.99¦ 0.10 ¦38.77¦39.37¦38.97¦ 84.46 ¦ 15.44¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦17.09.03 ¦06.12.99¦ 5.10 ¦38.07¦38.70¦38.70¦ 82.08 ¦ 20.55¦ 27010 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦07.12.99¦ 5.20 ¦37.50¦39.00¦38.10¦ 82.06 ¦ 11.29¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦08.12.99¦ 5.20 ¦36.94¦37.53¦37.47¦ 85.37 ¦ 13.81¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦09.12.99¦ 5.30 ¦37.50¦38.00¦37.90¦ 83.63 ¦ 6.79¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦10.12.99¦ 5.40 ¦37.25¦37.77¦37.50¦ 84.43 ¦ 12.38¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦08.10.03 ¦06.12.99¦ 3.70 ¦36.97¦37.50¦37.50¦ 81.89 ¦ 11.48¦ 27011 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦07.12.99¦ 3.70 ¦36.10¦37.60¦37.10¦ 81.20 ¦ 15.84¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦08.12.99¦ 3.80 ¦35.60¦36.40¦36.00¦ 84.38 ¦ 16.54¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦09.12.99¦ 3.90 ¦36.50¦36.50¦36.50¦ 83.22 ¦ 0.59¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦10.12.99¦ 4.00 ¦35.80¦36.50¦36.50¦ 84.22 ¦ 18.63¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦21.01.04 ¦06.12.99¦ 2.70 ¦36.75¦37.15¦37.00¦ 79.15 ¦ 8.39¦ 28001 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦07.12.99¦ 2.80 ¦35.70¦37.70¦36.40¦ 79.28 ¦ 31.16¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦08.12.99¦ 2.90 ¦35.20¦35.90¦35.35¦ 82.97 ¦ 3.40¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦09.12.99¦ 2.90 ¦35.88¦36.53¦36.22¦ 81.56 ¦ 1.80¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦10.12.99¦ 3.00 ¦35.11¦37.35¦35.58¦ 83.30 ¦ 44.83¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦15.03.04 ¦10.12.99¦ 7.40 ¦23.00¦23.00¦23.00¦ 69.19 ¦ 0.30¦ 26002 ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦15.03.05 ¦06.12.99¦ 7.29 ¦19.87¦19.87¦19.87¦ 67.53 ¦ 2.15¦ 26003 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦07.12.99¦ 7.32 ¦19.00¦20.00¦20.00¦ 68.37 ¦ 1.77¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦08.12.99¦ 7.34 ¦17.03¦17.03¦17.03¦ 75.86 ¦ 0.06¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦09.12.99¦ 7.37 ¦18.85¦19.90¦19.90¦ 67.74 ¦ 1.01¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦10.12.99¦ 7.40 ¦19.00¦19.20¦19.20¦ 69.78 ¦ 4.01¦ ¦
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 ¦ 96 ¦ 10.00 ¦ 100.27 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25014 ¦ 15.03.2000 ¦ 96 ¦ 10.00 ¦ 100.27 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25016 ¦ 10.06.2000 ¦ 183 ¦ 20.00 ¦ 200.55 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25018 ¦ 29.03.2000 ¦ 110 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25020 ¦ 26.04.2000 ¦ 138 ¦ 12.00 ¦ 59.84 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25021 ¦ 19.01.2000 ¦ 40 ¦ 15.00 ¦ 74.79 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25022 ¦ 23.02.2000 ¦ 75 ¦ 15.00 ¦ 74.79 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25023 ¦ 15.03.2000 ¦ 96 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25024 ¦ 16.02.2000 ¦ 68 ¦ 20.00 ¦ 99.73 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25026 ¦ 27.11.2000 ¦ 353 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25027 ¦ 27.11.2000 ¦ 353 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25028 ¦ 27.11.2000 ¦ 353 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25029 ¦ 27.11.2000 ¦ 353 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26001 ¦ 15.03.2000 ¦ 96 ¦ 10.00 ¦ 100.27 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26002 ¦ 15.03.2000 ¦ 96 ¦ 10.00 ¦ 100.27 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26003 ¦ 15.03.2000 ¦ 96 ¦ 10.00 ¦ 100.27 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26032 ¦ 27.11.2000 ¦ 353 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27001 ¦ 09.02.2000 ¦ 61 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27002 ¦ 23.02.2000 ¦ 75 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27003 ¦ 08.03.2000 ¦ 89 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27004 ¦ 22.12.1999 ¦ 12 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27005 ¦ 12.01.2000 ¦ 33 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27006 ¦ 26.01.2000 ¦ 47 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27007 ¦ 09.02.2000 ¦ 61 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27008 ¦ 23.02.2000 ¦ 75 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27009 ¦ 08.03.2000 ¦ 89 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27010 ¦ 22.12.1999 ¦ 12 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27011 ¦ 12.01.2000 ¦ 33 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 28001 ¦ 26.01.2000 ¦ 47 ¦ 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 ¦ ¦ ¦ ¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 25013 ¦15.03.97 ¦15.03.01 ¦ 461 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97 ¦15.03.02 ¦ 826 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 25016 ¦10.06.97 ¦10.06.00 ¦ 183 ¦ 2 ¦ 8 ¦ ¦ 3050.833¦ 0.000¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 25018 ¦01.10.97 ¦27.09.00 ¦ 292 ¦ 4 ¦ 18 ¦ ¦ 10219.585¦ 7771.712¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 25020 ¦29.10.97 ¦25.10.00 ¦ 320 ¦ 4 ¦ 13 ¦ ¦ 11462.302¦ 5005.403¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 25021 ¦21.01.98 ¦17.01.01 ¦ 404 ¦ 6 ¦ 21 ¦ ¦ 14723.818¦ 5172.167¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 25022 ¦25.02.98 ¦23.02.00 ¦ 75 ¦ 3 ¦ 14 ¦ ¦ 9622.185¦ 1877.815¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.98 ¦12.09.01 ¦ 642 ¦ 7 ¦ 19 ¦ ¦ 20341.394¦ 30.746¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 25024 ¦22.07.98 ¦15.08.01 ¦ 614 ¦ 1 ¦ ¦ ¦ 5655.776¦ 4343.224¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 25026 ¦27.11.98 ¦27.11.00 ¦ 353 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98 ¦27.11.01 ¦ 718 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98 ¦27.11.02 ¦1083 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98 ¦27.11.03 ¦1448 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98 ¦15.12.01 ¦ 736 ¦ ¦ ¦ ¦ 30736.435¦ 4224.996¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97 ¦15.03.03 ¦1191 ¦ 1 ¦ ¦ ¦ 6138.415¦ 0.000¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97 ¦15.03.04 ¦1557 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97 ¦15.03.05 ¦1922 ¦ 1 ¦ ¦ ¦ 6142.000¦ 0.000¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98 ¦27.11.04 ¦1814 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98 ¦06.02.02 ¦ 789 ¦ ¦ ¦ ¦ 8779.228¦ 1209.523¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98 ¦22.05.02 ¦ 894 ¦ ¦ ¦ ¦ 8779.228¦ 1209.523¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98 ¦05.06.02 ¦ 908 ¦ ¦ ¦ ¦ 8779.228¦ 1209.523¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98 ¦18.09.02 ¦1013 ¦ ¦ ¦ ¦ 8779.228¦ 1209.523¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98 ¦09.10.02 ¦1034 ¦ ¦ ¦ ¦ 8779.228¦ 1209.523¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98 ¦22.01.03 ¦1139 ¦ ¦ ¦ ¦ 8779.228¦ 1209.523¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98 ¦05.02.03 ¦1153 ¦ ¦ ¦ ¦ 8779.228¦ 1209.523¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98 ¦21.05.03 ¦1258 ¦ ¦ ¦ ¦ 8779.228¦ 1209.523¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98 ¦04.06.03 ¦1272 ¦ ¦ ¦ ¦ 8779.228¦ 1209.523¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98 ¦17.09.03 ¦1377 ¦ ¦ ¦ ¦ 8779.228¦ 1209.523¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98 ¦08.10.03 ¦1398 ¦ ¦ ¦ ¦ 8779.228¦ 1209.523¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98 ¦21.01.04 ¦1503 ¦ ¦ ¦ ¦ 8779.228¦ 1209.523¦
+--------+----------+---------+-----+-------+------+--------+----------+---------+
¦ Итого: ¦ ¦ ¦ ¦ ¦ ¦ ¦242688.088¦42940.336¦
L--------+----------+---------+-----+-------+------+--------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ,
ХАРАКТЕРИЗУЮЩИЕ РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦06.12.99¦07.12.99¦08.12.99¦09.12.99¦10.12.99¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 69.48 ¦ 70.20¦ 74.73 ¦ 72.55¦ 72.01¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 81.18 ¦ 82.51¦ 86.47 ¦ 85.50¦ 85.68¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 82.77 ¦ 82.88¦ 85.71 ¦ 84.93¦ 85.35¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 66.27 ¦ 64.93¦ 65.74 ¦ 78.48¦ 70.45¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 81.18 ¦ 82.51¦ 86.47 ¦ 85.50¦ 85.68¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 83.19 ¦ 82.06¦ 85.70 ¦ 87.34¦ 85.07¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД (без учета ¦ 0.19 ¦ 0.34¦ 0.41 ¦ 1.27¦ 0.14¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Инвестиционные ¦ 0.21 ¦ 0.28¦ 0.07 ¦ 0.03¦ 0.35¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.22 ¦ 0.12¦ 0.11 ¦ 1.13¦ 0.21¦
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---------¬
¦ ¦06.12.99 ¦07.12.99 ¦08.12.99 ¦09.12.99 ¦10.12.99 ¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦242688.09¦242688.09¦242688.09¦242688.09¦242688.09¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦106600.92¦106600.92¦106600.92¦106600.92¦106600.92¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 30736.44¦ 30736.44¦ 30736.44¦ 30736.44¦ 30736.44¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦105350.73¦105350.73¦105350.73¦105350.73¦105350.73¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦122867.00¦122604.13¦118667.45¦119873.24¦120045.20¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 65583.75¦ 65425.83¦ 64048.84¦ 64776.57¦ 65013.94¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 9211.71¦ 9091.84¦ 8719.93¦ 8827.50¦ 8824.43¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 48071.54¦ 48086.46¦ 45898.68¦ 46269.16¦ 46206.83¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 492.73¦ 490.76¦ 488.38¦ 489.97¦ 488.83¦
+----------------------+---------+---------+---------+---------+---------+
¦ОФЗ-ПД (без учета ¦ 380.63¦ 378.03¦ 372.89¦ 375.27¦ 375.50¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Инвестиционные ¦ 740.00¦ 739.00¦ 738.00¦ 737.00¦ 736.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 598.29¦ 597.19¦ 602.11¦ 603.41¦ 601.08¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

ПОСТАНОВЛЕНИЕ Центризбиркома РФ от 10.12.1999 n 59/720-3 ОБ ИСКЛЮЧЕНИИ КАНДИДАТА В ДЕПУТАТЫ ГОСУДАРСТВЕННОЙ ДУМЫ ФЕДЕРАЛЬНОГО СОБРАНИЯ РОССИЙСКОЙ ФЕДЕРАЦИИ ТРЕТЬЕГО СОЗЫВА ИЗ ФЕДЕРАЛЬНОГО СПИСКА КАНДИДАТОВ, ВЫДВИНУТОГО ИЗБИРАТЕЛЬНЫМ ОБЪЕДИНЕНИЕМ ПАРТИЯ МИРА И ЕДИНСТВА  »
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