БЮЛЛЕТЕНЬ ЦБ РФ от 03.12.1999 n 45 <ИТОГИ ТОРГОВЛИ ГКО И ОФЗ>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 3 декабря 1999 г. N 45
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ОФЗ при суммарном объеме сделок за неделю 1947.436 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.)¦ ¦
+----------+----------+-------+-----+-----+-----+----------+-------+-------+
¦23.02.2000¦29.11.1999¦ 3.95 ¦93.70¦94.05¦93.89¦ 49.03 ¦ 37.135¦ 25022 ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦30.11.1999¦ 3.99 ¦93.50¦94.00¦93.78¦ 50.19 ¦ 86.237¦ ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦01.12.1999¦ 4.03 ¦94.00¦94.36¦94.13¦ 48.32 ¦ 24.985¦ ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦02.12.1999¦ 4.07 ¦94.15¦94.70¦94.62¦ 45.54 ¦ 63.379¦ ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦03.12.1999¦ 4.11 ¦94.80¦95.35¦95.05¦ 43.14 ¦137.513¦ ¦
+----------+----------+-------+-----+-----+-----+----------+-------+-------+
¦10.06.2000¦29.11 1999¦ 9.43 ¦86.00¦86.40¦86.12¦ 53.67 ¦ 4.722¦ 25016 ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦30.11.1999¦ 9.48 ¦86.13¦86.40¦86.26¦ 53.42 ¦ 3.246¦ ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦01.12.1999¦ 9.53 ¦86.30¦87.00¦86.69¦ 52.29 ¦ 1.858¦ ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦02.12.1999¦ 9.59 ¦87.00¦88.40¦87.81¦ 49.13 ¦ 1.657¦ ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦03.12.1999¦ 9.64 ¦87.60¦88.19¦88.07¦ 48.52 ¦ 2.264¦ ¦
+----------+----------+-------+-----+-----+-----+----------+-------+-------+
¦27.09.2000¦30.11.1999¦ 2.38 ¦72.41¦72.75¦72.51¦ 69.83 ¦ 2.047¦ 25018 ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦01.12.1999¦ 2.42 ¦72.99¦73.50¦73.28¦ 67.83 ¦ 2.581¦ ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦02.12.1999¦ 2.46 ¦73.30¦74.00¦73.44¦ 67.58 ¦ 37.395¦ ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦03.12.1999¦ 2.49 ¦73.95¦74.53¦74.19¦ 65.67 ¦ 6.765¦ ¦
+----------+----------+-------+-----+-----+-----+----------+-------+-------+
¦25.10.2000¦29.11.1999¦ 1.09 ¦69.00¦70.35¦69.03¦ 70.57 ¦ 5.599¦ 25020 ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦30.11.1999¦ 1.12 ¦68.80¦70.50¦69.09¦ 70.60 ¦ 8.698¦ ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦01.12.1999¦ 1.15 ¦69.00¦70.00¦69.14¦ 70.66 ¦ 6.071¦ ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦02.12.1999¦ 1.18 ¦69.80¦70.25¦69.98¦ 68.52 ¦ 8.941¦ ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦03.12.1999¦ 1.22 ¦70.30¦71.36¦70.82¦ 66.43 ¦ 60.967¦ ¦
+----------+----------+-------+-----+-----+-----+----------+-------+-------+
¦17.01.2001¦29.11.1999¦ 5.38 ¦61.00¦61.50¦61.12¦ 81.68 ¦ 7.200¦ 25021 ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦30.11.1999¦ 5.42 ¦61.25¦61.50¦61.35¦ 81.23 ¦ 6.233¦ ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦01.12.1999¦ 5.47 ¦61.75¦61.90¦61.83¦ 80.11 ¦ 2.000¦ ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦02.12.1999¦ 5.51 ¦62.00¦62.29¦62.02¦ 79.78 ¦ 3.263¦ ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦03.12.1999¦ 5.55 ¦62.50¦62.99¦62.56¦ 78.51 ¦ 1.570¦ ¦
+----------+----------+-------+-----+-----+-----+----------+-------+-------+
¦15.08.2001¦29.11.1999¦ 5.64 ¦52.50¦52.50¦52.50¦ 85.21 ¦ 4.000¦ 25024 ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦01.12.1999¦ 5.75 ¦52.20¦52.25¦52.21¦ 86.12 ¦ 5.000¦ ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦02.12.1999¦ 5.81 ¦52.72¦52.95¦52.80¦ 84.81 ¦ 13.460¦ ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦03.12.1999¦ 5.86 ¦53.00¦54.20¦53.49¦ 83.29 ¦ 8.200¦ ¦
+----------+----------+-------+-----+-----+-----+----------+-------+-------+
¦12.09.2001¦29.11.1999¦ 2.88 ¦44.83¦46.00¦45.22¦ 86.98 ¦ 21.028¦ 25023 ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦30.11.1999¦ 2.92 ¦44.60¦45.69¦45.14¦ 87.30 ¦ 4.017¦ ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦01.12.1999¦ 2.95 ¦45.50¦45.98¦45.71¦ 85.93 ¦ 10.038¦ ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦02.12.1999¦ 2.99 ¦44.41¦46.45¦45.81¦ 85.79 ¦ 18.429¦ ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦03.12.1999¦ 3.03 ¦45.65¦47.70¦46.69¦ 83.68 ¦ 26.414¦ ¦
+----------+----------+-------+-----+-----+-----+----------+-------+-------+
¦15.12.2001¦29.11.1999¦ 0.00 ¦27.43¦28.10¦27.57¦ 87.68 ¦ 22.350¦ 25030 ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦30.11.1999¦ 0.00 ¦27.00¦28.00¦27.61¦ 87.70 ¦ 74.236¦ ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦01.12.1999¦ 0.00 ¦27.80¦28.40¦28.17¦ 86.02 ¦165.742¦ ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦02.12.1999¦ 0.00 ¦28.35¦28.95¦28.67¦ 84.58 ¦ 34.254¦ ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦03.12.1999¦ 0.00 ¦28.93¦30.22¦29.98¦ 80.72 ¦177.939¦ ¦
+----------+----------+-------+-----+-----+-----+----------+-------+-------+
¦06.02.2002¦29.11.1999¦ 1.30 ¦48.52¦49.35¦49.01¦ 87.38 ¦ 9.162¦ 27001 ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦30.11.1999¦ 1.40 ¦48.26¦49.35¦49.13¦ 87.06 ¦ 7.104¦ ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦01.12.1999¦ 1.40 ¦49.30¦50.08¦49.66¦ 85.99 ¦ 24.691¦ ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦02.12.1999¦ 1.50 ¦49.82¦50.40¦50.25¦ 84.57 ¦ 3.367¦ ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦03.12.1999¦ 1.60 ¦50.48¦50.90¦50.70¦ 83.49 ¦ 8.776¦ ¦
+----------+----------+-------+-----+-----+-----+----------+-------+-------+
¦15.03.2002¦30.11.1999¦ 7.12 ¦31.00¦31.00¦31.00¦ 89.59 ¦ 0.070¦ 25014 ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦03.12.1999¦ 7.21 ¦32.90¦32.90¦32.90¦ 84.70 ¦ 0.056¦ ¦
+----------+----------+-------+-----+-----+-----+----------+-------+-------+
¦22.05.2002¦29.11.1999¦ 0.30 ¦45.97¦46.90¦46.09¦ 87.21 ¦ 19.157¦ 27002 ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦30.11.1999¦ 0.40 ¦45.90¦46.50¦46.20¦ 86.89 ¦ 8.963¦ ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦01.12.1999¦ 0.50 ¦46.34¦46.90¦46.54¦ 86.02 ¦ 9.954¦ ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦02.12.1999¦ 0.50 ¦46.90¦47.60¦47.25¦ 84.52 ¦ 0.495¦ ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦03.12.1999¦ 0.60 ¦47.30¦48.00¦47.65¦ 83.54 ¦ 7.184¦ ¦
+----------+----------+-------+-----+-----+-----+----------+-------+-------+
¦05.06.2002¦29.11.1999¦ 5.60 ¦45.00¦46.10¦45.70¦ 87.44 ¦ 15.258¦ 27003 ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦30.11.1999¦ 5.70 ¦45.00¦46.45¦45.79¦ 87.19 ¦ 13.454¦ ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦01.12.1999¦ 5.70 ¦46.11¦46.70¦46.26¦ 86.26 ¦ 8.225¦ ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦02.12.1999¦ 5.80 ¦46.52¦46.95¦46.80¦ 84.94 ¦ 3.487¦ ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦03.12.1999¦ 5.90 ¦46.99¦47.49¦47.38¦ 83.56 ¦ 17.179¦ ¦
+----------+----------+-------+-----+-----+-----+----------+-------+-------+
¦18.09.2002¦29.11.1999¦ 4.60 ¦43.00¦43.50¦43.26¦ 87.30 ¦ 22.915¦ 27004 ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦30.11.1999¦ 4.70 ¦43.00¦43.95¦43.44¦ 86.81 ¦ 12.822¦ ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦01.12.1999¦ 4.80 ¦43.50¦43.90¦43.72¦ 86.07 ¦ 12.375¦ ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦02.12.1999¦ 4.80 ¦44.10¦44.35¦44.19¦ 85.14 ¦ 12.343¦ ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦03.12.1999¦ 4.90 ¦44.20¦45.00¦44.69¦ 83.90 ¦ 44.526¦ ¦
+----------+----------+-------+-----+-----+-----+----------+-------+-------+
¦09.10.2002¦29.11.1999¦ 3.20 ¦41.50¦42.00¦41.65¦ 87.34 ¦ 13.914¦ 27005 ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦30.11.1999¦ 3.30 ¦41.40¦42.00¦41.71¦ 87.13 ¦ 8.635¦ ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦01.12.1999¦ 3.30 ¦41.80¦42.48¦41.99¦ 86.61 ¦ 8.372¦ ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦02.12.1999¦ 3.40 ¦42.22¦42.87¦42.57¦ 85.10 ¦ 5.455¦ ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦03.12.1999¦ 3.50 ¦42.68¦43.28¦42.96¦ 84.10 ¦ 67.059¦ ¦
+----------+----------+-------+-----+-----+-----+----------+-------+-------+
¦22.01.2003¦29.11.1999¦ 2.20 ¦39.40¦39.80¦39.60¦ 87.30 ¦ 17.468¦ 27006 ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦30.11.1999¦ 2.30 ¦39.40¦40.00¦39.86¦ 86.54 ¦ 10.988¦ ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦01.12.1999¦ 2.40 ¦39.85¦40.25¦39.92¦ 86.31 ¦ 15.830¦ ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦02.12.1999¦ 2.50 ¦40.05¦40.50¦40.34¦ 85.16 ¦ 0.381¦ ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦03.12.1999¦ 2.50 ¦40.63¦41.32¦40.83¦ 84.11 ¦ 4.996¦ ¦
+----------+----------+-------+-----+-----+-----+----------+-------+-------+
¦05.02.2003¦29.11.1999¦ 1.30 ¦39.51¦40.40¦40.03¦ 85.92 ¦ 20.146¦ 27007 ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦30.11.1999¦ 1.40 ¦39.30¦39.90¦39.64¦ 86.86 ¦ 13.200¦ ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦01.12.1999¦ 1.40 ¦40.00¦40.20¦40.06¦ 85.95 ¦ 13.754¦ ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦02.12.1999¦ 1.50 ¦40.32¦41.00¦40.67¦ 84.32 ¦ 2.153¦ ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦03.12.1999¦ 1.60 ¦40.74¦41.25¦41.01¦ 83.41 ¦ 44.329¦ ¦
+----------+----------+-------+-----+-----+-----+----------+-------+-------+
¦15.03.2003¦29.11.1999¦ 7.10 ¦22.00¦22.00¦22.00¦ 87.26 ¦ 0.291¦ 26001 ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦01.12.1999¦ 7.15 ¦23.50¦23.50¦23.50¦ 82.90 ¦ 0.087¦ ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦02.12.1999¦ 7.18 ¦24.57¦24.57¦24.57¦ 79.99 ¦ 0.230¦ ¦
+----------+----------+-------+-----+-----+-----+----------+-------+-------+
¦21.05.2003¦29.11.1999¦ 0.30 ¦38.32¦39.80¦38.61¦ 85.40 ¦ 17.309¦ 27008 ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦30.11.1999¦ 0.40 ¦38.25¦38.69¦38.48¦ 85.65 ¦ 5.061¦ ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦01.12.1999¦ 0.50 ¦38.51¦39.00¦38.87¦ 84.53 ¦ 19.077¦ ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦02.12.1999¦ 0.50 ¦38.00¦39.80¦39.49¦ 83.11 ¦ 7.799¦ ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦03.12.1999¦ 0.60 ¦39.70¦40.50¦39.80¦ 82.25 ¦ 3.758¦ ¦
+----------+----------+-------+-----+-----+-----+----------+-------+-------+
¦04.06.2003¦29.11.1999¦ 5.60 ¦38.28¦38.64¦38.52¦ 85.36 ¦ 23.697¦ 27009 ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦30.11.1999¦ 5.70 ¦38.00¦38.80¦38.55¦ 85.21 ¦ 10.618¦ ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦01.12.1999¦ 5.70 ¦38.80¦39.10¦38.92¦ 84.44 ¦ 18.857¦ ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦02.12.1999¦ 5.80 ¦39.10¦39.74¦39.44¦ 83.04 ¦ 5.819¦ ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦03.12.1999¦ 5.90 ¦39.51¦40.39¦39.95¦ 81.71 ¦ 2.322¦ ¦
+----------+----------+-------+-----+-----+-----+----------+-------+-------+
¦17.09.2003¦29.11.1999¦ 4.60 ¦36.82¦37.56¦37.31¦ 84.88 ¦ 24.989¦ 27010 ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦30.11.1999¦ 4.70 ¦37.01¦37.50¦37.38¦ 84.61 ¦ 10.206¦ ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦01.12.1999¦ 4.80 ¦37.50¦38.20¦37.86¦ 83.26 ¦ 20.162¦ ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦02.12.1999¦ 4.80 ¦38.22¦38.56¦38.51¦ 81.76 ¦ 13.098¦ ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦03.12.1999¦ 4.90 ¦38.75¦39.00¦38.88¦ 80.76 ¦ 11.030¦ ¦
+----------+----------+-------+-----+-----+-----+----------+-------+-------+
¦08.10.2003¦29.11.1999¦ 3.20 ¦35.53¦36.50¦36.04¦ 84.58 ¦ 29.268¦ 27011 ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦30.11.1999¦ 3.30 ¦36.20¦36.78¦36.31¦ 83.74 ¦ 3.646¦ ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦01.12.1999¦ 3.30 ¦36.37¦36.75¦36.57¦ 83.21 ¦ 16.868¦ ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦02.12.1999¦ 3.40 ¦36.56¦37.29¦37.03¦ 81.90 ¦ 12.523¦ ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦03.12.1999¦ 3.50 ¦37.26¦37.70¦37.63¦ 80.27 ¦ 3.842¦ ¦
+----------+----------+-------+-----+-----+-----+----------+-------+-------+
¦24.01.2004¦29.11.1999¦ 2.20 ¦35.20¦36.10¦35.89¦ 82.15 ¦ 19.002¦ 28001 ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦30.11.1999¦ 2.30 ¦35.96¦36.15¦36.01¦ 81.73 ¦ 4.934¦ ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦01.12.1999¦ 2.40 ¦35.95¦36.25¦36.02¦ 81.60 ¦ 10.375¦ ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦02.12.1999¦ 2.50 ¦36.20¦36.79¦36.51¦ 80.20 ¦ 6.578¦ ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦03.12.1999¦ 2.50 ¦36.21¦37.05¦36.92¦ 79.30 ¦ 19.414¦ ¦
+----------+----------+-------+-----+-----+-----+----------+-------+-------+
¦15.03.2004¦29.11.1999¦ 7.10 ¦21.48¦21.48¦21.48¦ 72.53 ¦ 0.012¦ 26002 ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦30.11.1999¦ 7.12 ¦21.00¦22.00¦21.45¦ 72.65 ¦ 6.134¦ ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦02.12.1999¦ 7.18 ¦23.75¦23.97¦23.83¦ 66.98 ¦ 0.321¦ ¦
+----------+----------+-------+-----+-----+-----+----------+-------+-------+
¦15.03.2005¦01.12.1999¦ 7.15 ¦18.50¦19.00¦19.00¦ 69.71 ¦ 3.909¦ 26003 ¦
¦ +----------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦02.12.1999¦ 7.18 ¦18.50¦19.87¦19.27¦ 69.00 ¦ 0.524¦ ¦
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 ¦ 103 ¦ 10.00 ¦ 100.27 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25014 ¦ 15.03.2000 ¦ 103 ¦ 10.00 ¦ 100.27 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25016 ¦ 10.06.2000 ¦ 190 ¦ 20.00 ¦ 200.55 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25018 ¦ 29.03.2000 ¦ 117 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25020 ¦ 26.04.2000 ¦ 145 ¦ 12.00 ¦ 59.84 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25021 ¦ 19.01.2000 ¦ 47 ¦ 15.00 ¦ 74.79 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25022 ¦ 23.02.2000 ¦ 82 ¦ 15.00 ¦ 74.79 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25023 ¦ 15.03.2000 ¦ 103 ¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25024 ¦ 16.02.2000 ¦ 75 ¦ 20.00 ¦ 99.73 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25026 ¦ 27.11.2000 ¦ 360 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25027 ¦ 27.11.2000 ¦ 360 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25028 ¦ 27.11.2000 ¦ 360 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25029 ¦ 27.11 2000 ¦ 360 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26001 ¦ 15.03.2000 ¦ 103 ¦ 10.00 ¦ 100.27 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26002 ¦ 15.03.2000 ¦ 103 ¦ 10.00 ¦ 100.27 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26003 ¦ 15.03.2000 ¦ 103 ¦ 10.00 ¦ 100.27 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26032 ¦ 27.11.2000 ¦ 360 ¦ 5.00 ¦ 50.14 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27001 ¦ 09.02.2000 ¦ 68 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27002 ¦ 23.02.2000 ¦ 82 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27003 ¦ 08.12.1999 ¦ 5 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27004 ¦ 22.12.1999 ¦ 19 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27005 ¦ 12.01.2000 ¦ 40 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27006 ¦ 26.01.2000 ¦ 54 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27007 ¦ 09.02.2000 ¦ 68 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27008 ¦ 23.02.2000 ¦ 82 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27009 ¦ 08.12.1999 ¦ 5 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27010 ¦ 22.12.1999 ¦ 19 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27011 ¦ 12.01.2000 ¦ 40 ¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 28001 ¦ 26.01.2000 ¦ 54 ¦ 25.00 ¦ 0.62 ¦
L--------+-----------------------+-------+--------+---------------
Часть 3
ОСНОВНЫЕ ХАРАКТЕРИСТИКИ ОБРАЩАЮЩИХСЯ ВЫПУСКОВ
ГКО - ОФЗ НА КОНЕЦ НЕДЕЛИ
---------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 ¦15.03.1997¦15.03.2001¦ 468¦ 1 ¦ - ¦ - ¦ 6142.000¦ 0.000¦
+--------+----------+----------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.1997¦15.03.2002¦ 833¦ 1 ¦ - ¦ - ¦ 6142.000¦ 0.000¦
+--------+----------+----------+-----+-------+------+--------+----------+---------+
¦ 25016 ¦10.06 1997¦10.06.2000¦ 190¦ 2 ¦ 7 ¦ - ¦ 3050.833¦ 0.000¦
+--------+----------+----------+-----+-------+------+--------+----------+---------+
¦ 25018 ¦01.10.1997¦27.09.2000¦ 299¦ 4 ¦ 18 ¦ 1 ¦ 10219.585¦ 7771.712¦
+--------+----------+----------+-----+-------+------+--------+----------+---------+
¦ 25020 ¦29.10.1997¦25.10.2000¦ 327¦ 4 ¦ 13 ¦ 1 ¦ 11462.302¦ 5005.403¦
+--------+----------+----------+-----+-------+------+--------+----------+---------+
¦ 25021 ¦21.01.1998¦17.01.2001¦ 411¦ 6 ¦ 21 ¦ 1 ¦ 14723.818¦ 5172.167¦
+--------+----------+----------+-----+-------+------+--------+----------+---------+
¦ 25022 ¦25.02.1998¦23.02.2000¦ 82¦ 3 ¦ 14 ¦ - ¦ 9622.185¦ 1877.815¦
+--------+----------+----------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.1998¦12.09.2001¦ 649¦ 7 ¦ 19 ¦ 1 ¦ 20341.394¦ 30.746¦
+--------+----------+----------+-----+-------+------+--------+----------+---------+
¦ 25024 ¦22.07.1998¦15.08.2001¦ 621¦ 1 ¦ 1 ¦ 1 ¦ 5655.776¦ 4343.224¦
+--------+----------+----------+-----+-------+------+--------+----------+---------+
¦ 25026 ¦27.11.1998¦27.11.2000¦ 360¦ 1 ¦ 1 ¦ - ¦ 163.722¦ 0.000¦
+--------+----------+----------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.1998¦27.11.2001¦ 725¦ 1 ¦ 1 ¦ - ¦ 163.722¦ 0.000¦
+--------+----------+----------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.1998¦27.11.2002¦ 1090¦ 1 ¦ 1 ¦ - ¦ 163.722¦ 0.000¦
+--------+----------+----------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.1998¦27.11.2003¦ 1455¦ 1 ¦ 1 ¦ - ¦ 163.722¦ 0.000¦
+--------+----------+----------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.1998¦15.12.2001¦ 743¦ ¦ - ¦ 1 ¦ 30736.435¦ 4224.996¦
+--------+----------+----------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.1997¦15.03.2003¦ 1198¦ 1 ¦ - ¦ 1 ¦ 6138.415¦ 0.000¦
+--------+----------+----------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.1997¦15.03.2004¦ 1564¦ 1 ¦ - ¦ - ¦ 6142.000¦ 0.000¦
+--------+----------+----------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03 1997¦15.03.2005¦ 1929¦ 1 ¦ - ¦ - ¦ 6142.000¦ 0.000¦
+--------+----------+----------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.1998¦27.11.2004¦ 1821¦ 1 ¦ 1 ¦ - ¦ 163.722¦ 0.000¦
+--------+----------+----------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.1998¦06.02.2002¦ 796¦ ¦ - ¦ 1 ¦ 8779.228¦ 1209.523¦
+--------+----------+----------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.1998¦22.05.2002¦ 901¦ ¦ - ¦ 1 ¦ 8779.228¦ 1209.523¦
+--------+----------+----------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.1998¦05.06.2002¦ 915¦ ¦ - ¦ 1 ¦ 8779.228¦ 1209.523¦
+--------+----------+----------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.1998¦18.09.2002¦ 1020¦ ¦ - ¦ 1 ¦ 8779.228¦ 1209.523¦
+--------+----------+----------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.1998¦09.10.2002¦ 1041¦ ¦ - ¦ 1 ¦ 8779.228¦ 1209.523¦
+--------+----------+----------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.1998¦22.01.2003¦ 1146¦ ¦ - ¦ 1 ¦ 8779.228¦ 1209.523¦
+--------+----------+----------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.1998¦05.02.2003¦ 1160¦ ¦ - ¦ 1 ¦ 8779.228¦ 1209.523¦
+--------+----------+----------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.1998¦21.05.2003¦ 1265¦ ¦ - ¦ 1 ¦ 8779.228¦ 1209.523¦
+--------+----------+----------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.1998¦04.06.2003¦ 1279¦ ¦ - ¦ 1 ¦ 8779.228¦ 1209.523¦
+--------+----------+----------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.1998¦17.09.2003¦ 1384¦ ¦ - ¦ 1 ¦ 8779.228¦ 1209.523¦
+--------+----------+----------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.1998¦08.10.2003¦ 1405¦ ¦ - ¦ 1 ¦ 8779.228¦ 1209.523¦
+--------+----------+----------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.1998¦21.01.2004¦ 1510¦ ¦ - ¦ 1 ¦ 8779.228¦ 1209.523¦
+--------+----------+----------+-----+-------+------+--------+----------+---------+
¦ Итого ¦ ¦ ¦ ¦ ¦ ¦ ¦242688.088¦42940.336¦
L--------+----------+----------+-----+-------+------+--------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ,
ХАРАКТЕРИЗУЮЩИЕ РЫНОК ГКО - ОФЗ
---------------------------T----------T----------T----------T----------T----------¬
¦ ¦29.11.1999¦30.11.1999¦01.12.1999¦02.12.1999¦03.12.1999¦
+--------------------------+----------+----------+----------+----------+----------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+----------+----------+----------+----------+----------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+----------+----------+----------+----------+----------+
¦ ОФЗ-ПД (без учета ¦ 74.14 ¦ 74.05 ¦ 73.29 ¦ 72.04 ¦ 70.84 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+----------+----------+----------+----------+----------+
¦ Инвестиционные ¦ 87.68 ¦ 87.70 ¦ 86.02 ¦ 84.58 ¦ 80.72 ¦
+--------------------------+----------+----------+----------+----------+----------+
¦ ОФЗ-ФД ¦ 85.87 ¦ 85.63 ¦ 84.87 ¦ 83.50 ¦ 82.37 ¦
+--------------------------+----------+----------+----------+----------+----------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+----------+----------+----------+----------+----------+
¦ ОФЗ-ПД (без учета ¦ 74.46 ¦ 63.07 ¦ 72.27 ¦ 69.96 ¦ 64.02 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+----------+----------+----------+----------+----------+
¦ Инвестиционные ¦ 87.68 ¦ 87.70 ¦ 86.02 ¦ 84.58 ¦ 80.72 ¦
+--------------------------+----------+----------+----------+----------+----------+
¦ ОФЗ-ФД ¦ 85.69 ¦ 86.02 ¦ 84.77 ¦ 82.95 ¦ 83.07 ¦
+--------------------------+----------+----------+----------+----------+----------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+----------+----------+----------+----------+----------+
¦ ОФЗ-ПД (без учета ¦ 0.10 ¦ 0.16 ¦ 0.07 ¦ 0.18 ¦ 0.32 ¦
¦ выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+----------+----------+----------+----------+----------+
¦ Инвестиционные ¦ 0.07 ¦ 0.24 ¦ 0.54 ¦ 0.11 ¦ 0.58 ¦
+--------------------------+----------+----------+----------+----------+----------+
¦ ОФЗ-ФД ¦ 0.22 ¦ 0.11 ¦ 0.17 ¦ 0.07 ¦ 0.23 ¦
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
-----------------------T----------T----------T----------T----------T----------¬
¦ ¦29.11.1999¦30.11.1999¦01.12.1999¦02.12.1999¦03.12.1999¦
+----------------------+----------+----------+----------+----------+----------+
¦Номинальная стоимость,¦242688.088¦242688.088¦242688.088¦242688.088¦242688.088¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+----------+----------+----------+----------+----------+
¦ОФЗ-ПД (без учета ¦106600.918¦106600.918¦106600.918¦106600.918¦106600.918¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+----------+----------+----------+----------+----------+
¦ Инвестиционные ¦ 30736.435¦ 30736.435¦ 30736.435¦ 30736.435¦ 30736.435¦
+----------------------+----------+----------+----------+----------+----------+
¦ ОФЗ-ФД ¦105350.735¦105350.735¦105350.735¦105350.735¦105350.735¦
+----------------------+----------+----------+----------+----------+----------+
¦Рыночная стоимость, ¦118127.115¦118454.999¦119453.670¦120805.326¦122440.499¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+----------+----------+----------+----------+----------+
¦ОФЗ-ПД (без учета ¦ 63464.684¦ 63605.567¦ 64037.926¦ 64580.970¦ 65256.015¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+----------+----------+----------+----------+----------+
¦ Инвестиционные ¦ 8474.035¦ 8486.330¦ 8658.454¦ 8812.136¦ 9214.783¦
+----------------------+----------+----------+----------+----------+----------+
¦ ОФЗ-ФД ¦ 46188.396¦ 46363.102¦ 46757.290¦ 47412.220¦ 47969.701¦
+----------------------+----------+----------+----------+----------+----------+
¦Дюрация <*>, дней ¦ 766.8 ¦ 766.3 ¦ 765.9 ¦ 767.2 ¦ 766.5 ¦
+----------------------+----------+----------+----------+----------+----------+
¦ОФЗ-ПД (без учета ¦ 499.6 ¦ 499.1 ¦ 498.7 ¦ 500.6 ¦ 499.8 ¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+----------+----------+----------+----------+----------+
¦ Инвестиционные ¦ 747.0 ¦ 746.0 ¦ 745.0 ¦ 744.0 ¦ 743.0 ¦
+----------------------+----------+----------+----------+----------+----------+
¦ ОФЗ-ФД ¦ 1137.7 ¦ 1136.7 ¦ 1135.6 ¦ 1134.7 ¦ 1133.9 ¦
L----------------------+----------+----------+----------+----------+-----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
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<ПИСЬМО> ЦБ РФ от 03.12.1999 n 332-Т О ПИСЬМЕ МИНИСТЕРСТВА ФИНАНСОВ РОССИЙСКОЙ ФЕДЕРАЦИИ ОТ 09.07.99 n 3-12-5/49  »
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