ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 10 сентября 1999 г. N 34
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ОФЗ при суммарном объеме сделок за неделю
4071,272 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¦06.09.1999¦ 0.49 ¦85.00¦86.00 ¦85.20¦ 62.64 ¦ 44.24¦ 25022 ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦07.09.1999¦ 0.53 ¦85.50¦86.11 ¦85.96¦ 59.86 ¦ 13.59¦ ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦08.09.1999¦ 0.58 ¦85.20¦86.30 ¦85.59¦ 61.64 ¦ 57.51¦ ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦09.09.1999¦ 0.62 ¦85.50¦86.17 ¦85.93¦ 60.55 ¦ 36.15¦ ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦10.09.1999¦ 0.66 ¦85.40¦86.50 ¦86.02¦ 60.48 ¦ 90.71¦ ¦
+----------+----------+-------+-----+------+-----+----------+--------+-------+
¦10.06.2000¦09.09.1999¦ 4.99 ¦79.27¦79.27 ¦79.27¦ 60.00 ¦ 0.11¦ 25016 ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦10.09.1999¦ 5.04 ¦79.00¦79.30 ¦79.28¦ 60.11 ¦ 1.05¦ ¦
+----------+----------+-------+-----+------+-----+----------+--------+-------+
¦27.09.2000¦06.09.1999¦ 6.10 ¦65.01¦65.01 ¦65.01¦ 74.56 ¦ 1.00¦ 25018 ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦08.09.1999¦ 6.18 ¦65.20¦66.00 ¦65.66¦ 73.22 ¦ 1.90¦ ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦09.09.1999¦ 6.21 ¦66.49¦66.50 ¦66.50¦ 71.23 ¦ 0.20¦ ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦10.09.1999¦ 6.25 ¦66.00¦66.00 ¦66.00¦ 72.70 ¦ 3.98¦ ¦
+----------+----------+-------+-----+------+-----+----------+--------+-------+
¦25.10.2000¦06.09.1999¦ 4.31 ¦61.80¦62.20 ¦61.97¦ 73.80 ¦ 2.10¦ 25020 ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦07.09.1999¦ 4.34 ¦61.30¦62.25 ¦61.69¦ 74.70 ¦ 3.98¦ ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦08.09.1999¦ 4.37 ¦62.40¦62.40 ¦62.40¦ 73.05 ¦ 2.99¦ ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦09.09.1999¦ 4.41 ¦62.00¦63.00 ¦62.17¦ 73.81 ¦ 7.69¦ ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦10.09.1999¦ 4.44 ¦61.60¦62.49 ¦61.82¦ 74.89 ¦ 1.42¦ ¦
+----------+----------+-------+-----+------+-----+----------+--------+-------+
¦17.01.2001¦06.09.1999¦ 1.93 ¦57.49¦57.49 ¦57.49¦ 78.04 ¦ 0.01¦ 25021 ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦07.09.1999¦ 1.97 ¦56.20¦57.00 ¦56.39¦ 80.91 ¦ 5.20¦ ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦09.09.1999¦ 2.06 ¦56.30¦56.60 ¦56.43¦ 81.08 ¦ 16.23¦ ¦
+----------+----------+-------+-----+------+-----+----------+--------+-------+
¦12.09.2001¦07.09.1999¦ 6.67 ¦43.11¦43.25 ¦43.20¦ 83.74 ¦ 0.19¦ 25023 ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦08.09.1999¦ 6.71 ¦43.00¦43.20 ¦43.00¦ 84.35 ¦ 0.51¦ ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦09.09.1999¦ 6.75 ¦43.50¦44.00 ¦43.78¦ 82.54 ¦ 2.14¦ ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦10.09.1999¦ 6.79 ¦43.15¦43.24 ¦43.19¦ 84.11 ¦ 0.06¦ ¦
+----------+----------+-------+-----+------+-----+----------+--------+-------+
¦15.12.2001¦06.09.1999¦ 0.00 ¦26.03¦26.10 ¦26.10¦ 80.40 ¦ 5.33¦ 25030 ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦07.09.1999¦ 0.00 ¦26.10¦26.45 ¦26.20¦ 80.22 ¦ 5.32¦ ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦08.09.1999¦ 0.00 ¦26.23¦26.32 ¦26.23¦ 80.26 ¦ 3054.8¦ ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦09.09.1999¦ 0.00 ¦26.35¦26.60 ¦26.54¦ 79.46 ¦ 5.42¦ ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦10.09.1999¦ 0.00 ¦26.00¦26.50 ¦26.23¦ 80.52 ¦ 3.96¦ ¦
+----------+----------+-------+-----+------+-----+----------+--------+-------+
¦06.02.2002¦06.09.1999¦ 1.80 ¦48.21¦50.05 ¦49.70¦ 81.80 ¦ 0.11¦ 27001 ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦07.09.1999¦ 1.80 ¦48.50¦48.70 ¦48.51¦ 84.68 ¦ 1.42¦ ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦08.09.1999¦ 1.90 ¦48.55¦49.20 ¦48.94¦ 83.66 ¦ 2.34¦ ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦09.09.1999¦ 2.00 ¦49.00¦49.80 ¦49.59¦ 82.17 ¦ 7.59¦ ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦10.09.1999¦ 2.00 ¦48.64¦49.70 ¦48.95¦ 83.80 ¦ 16.45¦ ¦
+----------+----------+-------+-----+------+-----+----------+--------+-------+
¦22.05.2002¦06.09.1999¦ 0.80 ¦45.35¦45.89 ¦45.80¦ 84.74 ¦ 0.33¦ 27002 ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦07.09.1999¦ 0.90 ¦45.80¦46.50 ¦46.21¦ 83.74 ¦ 6.45¦ ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦08.09.1999¦ 1.00 ¦45.70¦46.08 ¦45.75¦ 84.76 ¦ 0.41¦ ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦09.09.1999¦ 1.00 ¦46.00¦47.10 ¦46.86¦ 82.39 ¦ 6.48¦ ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦10.09.1999¦ 1.10 ¦46.01¦47.10 ¦46.63¦ 82.86 ¦ 1.43¦ ¦
+----------+----------+-------+-----+------+-----+----------+--------+-------+
¦05.06.2002¦06.09.1999¦ 7.30 ¦45.16¦45.70 ¦45.69¦ 84.74 ¦ 1.40¦ 27003 ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦07.09.1999¦ 7.40 ¦45.65¦46.44 ¦45.89¦ 84.25 ¦ 1.92¦ ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦08.09.1999¦ 0.00 ¦45.81¦46.14 ¦45.95¦ 84.08 ¦ 1.19¦ ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦09.09.1999¦ 0.10 ¦46.05¦47.25 ¦47.00¦ 81.65 ¦ 11.80¦ ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦10.09.1999¦ 0.10 ¦45.95¦47.25 ¦46.61¦ 82.69 ¦ 2.95¦ ¦
+----------+----------+-------+-----+------+-----+----------+--------+-------+
¦18.09.2002¦06.09.1999¦ 6.20 ¦43.11¦43.75 ¦43.64¦ 84.56 ¦ 0.04¦ 27004 ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦07.09.1999¦ 6.30 ¦43.57¦44.00 ¦43.84¦ 84.05 ¦ 1.98¦ ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦08.09.1999¦ 6.30 ¦43.60¦43.94 ¦43.83¦ 84.27 ¦ 2.23¦ ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦09.09.1999¦ 6.40 ¦44.28¦45.00 ¦44.72¦ 82.17 ¦ 2.60¦ ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦10.09.1999¦ 6.50 ¦43.90¦44.70 ¦44.20¦ 83.33 ¦ 4.74¦ ¦
+----------+----------+-------+-----+------+-----+----------+--------+-------+
¦09.10.2002¦06.09.1999¦ 3.70 ¦41.75¦42.27 ¦42.01¦ 84.63 ¦ 2.32¦ 27005 ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦07.09.1999¦ 3.70 ¦42.00¦42.55 ¦42.29¦ 84.14 ¦ 3.69¦ ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦08.09.1999¦ 3.80 ¦42.10¦42.50 ¦42.41¦ 83.79 ¦ 0.16¦ ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦09.09.1999¦ 3.90 ¦42.00¦43.25 ¦43.08¦ 82.15 ¦ 5.82¦ ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦10.09.1999¦ 4.00 ¦42.00¦43.00 ¦42.56¦ 83.32 ¦ 2.01¦ ¦
+----------+----------+-------+-----+------+-----+----------+--------+-------+
¦22.01.2003¦06.09.1999¦ 2.70 ¦40.00¦40.10 ¦40.08¦ 84.90 ¦ 0.92¦ 27006 ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦07.09.1999¦ 2.80 ¦40.00¦40.75 ¦40.44¦ 83.92 ¦ 5.07¦ ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦08.09.1999¦ 2.90 ¦40.40¦41.50 ¦41.10¦ 82.24 ¦ 1.69¦ ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦09.09.1999¦ 2.90 ¦40.00¦41.30 ¦41.16¦ 82.27 ¦ 1.48¦ ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦10.09.1999¦ 3.00 ¦40.10¦41.20 ¦40.65¦ 83.44 ¦ 5.69¦ ¦
+----------+----------+-------+-----+------+-----+----------+--------+-------+
¦05.02.2003¦06.09.1999¦ 1.80 ¦39.85¦40.00 ¦39.86¦ 85.21 ¦ 2.02¦ 27007 ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦07.09.1999¦ 1.80 ¦40.05¦40.60 ¦40.29¦ 84.30 ¦ 5.64¦ ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦08.09.1999¦ 1.90 ¦40.30¦41.50 ¦40.91¦ 82.69 ¦ 2.75¦ ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦09.09.1999¦ 2.00 ¦40.73¦41.10 ¦41.02¦ 82.36 ¦ 2.14¦ ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦10.09.1999¦ 2.00 ¦40.04¦41.35 ¦40.73¦ 83.24 ¦ 4.14¦ ¦
+----------+----------+-------+-----+------+-----+----------+--------+-------+
¦21.05.2003¦06.09.1999¦ 0.80 ¦38.55¦38.91 ¦38.85¦ 84.16 ¦ 0.78¦ 27008 ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦07.09.1999¦ 0.90 ¦38.90¦39.45 ¦39.18¦ 83.23 ¦ 2.03¦ ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦08.09.1999¦ 1.00 ¦38.51¦39.30 ¦38.63¦ 84.56 ¦ 1.65¦ ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦09.09.1999¦ 1.00 ¦39.30¦39.89 ¦39.68¦ 82.06 ¦ 6.56¦ ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦10.09.1999¦ 1.10 ¦38.55¦40.00 ¦39.06¦ 83.54 ¦ 3.13¦ ¦
+----------+----------+-------+-----+------+-----+----------+--------+-------+
¦04.06.2003¦06.09.1999¦ 7.30 ¦38.91¦38.95 ¦38.94¦ 84.08 ¦ 0.15¦ 27009 ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦07.09.1999¦ 7.40 ¦38.50¦39.00 ¦38.93¦ 84.05 ¦ 2.71¦ ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦08.09.1999¦ 0.00 ¦39.00¦39.50 ¦39.29¦ 83.06 ¦ 3.35¦ ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦09.09.1999¦ 0.10 ¦39.28¦40.15 ¦39.79¦ 81.72 ¦ 10.86¦ ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦10.09.1999¦ 0.10 ¦38.80¦40.15 ¦39.37¦ 82.94 ¦ 3.81¦ ¦
+----------+----------+-------+-----+------+-----+----------+--------+-------+
¦17.09.2003¦06.09.1999¦ 6.20 ¦37.81¦38.57 ¦37.91¦ 83.73 ¦ 5.14¦ 27010 ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦07.09.1999¦ 6.30 ¦37.91¦38.45 ¦38.13¦ 83.08 ¦ 492.76¦ ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦08.09.1999¦ 6.30 ¦38.20¦38.24 ¦38.23¦ 83.01 ¦ 1.01¦ ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦09.09.1999¦ 6.40 ¦38.50¦38.95 ¦38.69¦ 81.76 ¦ 2.87¦ ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦10.09.1999¦ 6.50 ¦37.71¦38.85 ¦38.01¦ 83.46 ¦ 5.72¦ ¦
+----------+----------+-------+-----+------+-----+----------+--------+-------+
¦08.10.2003¦06.09.1999¦ 3.70 ¦36.20¦36.50 ¦36.38¦ 84.09 ¦ 0.85¦ 27011 ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦07.09.1999¦ 3.70 ¦36.25¦36.90 ¦36.55¦ 83.81 ¦ 4.70¦ ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦08.09.1999¦ 3.80 ¦36.40¦37.15 ¦36.77¦ 83.12 ¦ 2.47¦ ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦09.09.1999¦ 3.90 ¦36.80¦37.23 ¦37.10¦ 82.15 ¦ 5.94¦ ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦10.09.1999¦ 4.00 ¦36.30¦37.45 ¦36.94¦ 82.49 ¦ 2.67¦ ¦
+----------+----------+-------+-----+------+-----+----------+--------+-------+
¦21.01.2004¦06.09.1999¦ 2.70 ¦35.50¦35.52 ¦35.52¦ 84.00 ¦ 4.27¦ 28001 ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦07.09.1999¦ 2.80 ¦35.62¦37.00 ¦36.06¦ 82.39 ¦ 4.47¦ ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦08.09.1999¦ 2.90 ¦35.65¦36.25 ¦35.99¦ 82.48 ¦ 4.23¦ ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦09.09.1999¦ 2.90 ¦36.20¦36.45 ¦36.26¦ 81.92 ¦ 1.61¦ ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦10.09.1999¦ 3.00 ¦35.60¦36.80 ¦36.16¦ 82.09 ¦ 8.33¦ ¦
+----------+----------+-------+-----+------+-----+----------+--------+-------+
¦15.03.2004¦06.09.1999¦ 4.79 ¦14.50¦18.00 ¦15.40¦ 89.09 ¦ 1.47¦ 26002 ¦
+----------+----------+-------+-----+------+-----+----------+--------+-------+
¦15.03.2005¦09.09.1999¦ 4.88 ¦16.05¦18.20 ¦18.13¦ 70.22 ¦ 0.25¦ 26003 ¦
¦ +----------+-------+-----+------+-----+----------+--------+ ¦
¦ ¦10.09.1999¦ 4.90 ¦17.50¦17.50 ¦17.50¦ 72.11 ¦ 0.27¦ ¦
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 ¦ 187¦ 10.00 ¦ 100.27 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25014 ¦ 15.03.2000 ¦ 187¦ 10.00 ¦ 100.27 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25016 ¦ 10.06.2000 ¦ 274¦ 20.00 ¦ 200.55 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25018 ¦ 29.09.1999 ¦ 19¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25020 ¦ 27.10.1999 ¦ 47¦ 12.00 ¦ 59.84 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25021 ¦ 19.01.2000 ¦ 131¦ 15.00 ¦ 74.79 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25022 ¦ 23.02.2000 ¦ 166¦ 15.00 ¦ 74.79 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25023 ¦ 15.09.1999 ¦ 5¦ 14.00 ¦ 69.81 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25024 ¦ 16.02.2000 ¦ 159¦ 20.00 ¦ 99.73 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25026 ¦ 27.11.1999 ¦ 78¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25027 ¦ 27.11.1999 ¦ 78¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25028 ¦ 27.11.1999 ¦ 78¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 25029 ¦ 27.11.1999 ¦ 78¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26001 ¦ 15.03.2000 ¦ 187¦ 10.00 ¦ 100.27 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26002 ¦ 15.03.2000 ¦ 187¦ 10.00 ¦ 100.27 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26003 ¦ 15.03.2000 ¦ 187¦ 10.00 ¦ 100.27 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 26032 ¦ 27.11.1999 ¦ 78¦ 5.00 ¦ 50.00 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27001 ¦ 10.11.1999 ¦ 61¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27002 ¦ 24.11.1999 ¦ 75¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27003 ¦ 08.12.1999 ¦ 89¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27004 ¦ 22.09.1999 ¦ 12¦ 30.00 ¦ 0.75 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27005 ¦ 13.10.1999 ¦ 33¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27006 ¦ 27.10.1999 ¦ 47¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27007 ¦ 10.11.1999 ¦ 61¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27008 ¦ 24.11.1999 ¦ 75¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27009 ¦ 08.12.1999 ¦ 89¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27010 ¦ 22.09.1999 ¦ 12¦ 30.00 ¦ 0.75 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 27011 ¦ 13.10.1999 ¦ 33¦ 25.00 ¦ 0.62 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 28001 ¦ 27.10.1999 ¦ 47¦ 25.00 ¦ 0.62 ¦
L--------+-----------------------+-------+--------+---------------
Часть 3
ОСНОВНЫЕ ХАРАКТЕРИСТИКИ ОБРАЩАЮЩИХСЯ ВЫПУСКОВ
ГКО - ОФЗ - ОБР 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¦ 552¦ 1 ¦ - ¦ - ¦ 6142.000¦ 0.000¦
+--------+----------+----------+-----+-------+------+--------+----------+----------+
¦ 25014 ¦15.03.1997¦15.03.2002¦ 917¦ 1 ¦ - ¦ - ¦ 6142.000¦ 0.000¦
+--------+----------+----------+-----+-------+------+--------+----------+----------+
¦ 25016 ¦10.06.1997¦10.06.2000¦ 274¦ 2 ¦ 7 ¦ - ¦ 3050.833¦ 0.000¦
+--------+----------+----------+-----+-------+------+--------+----------+----------+
¦ 25018 ¦01.10.1997¦27.09.2000¦ 383¦ 4 ¦ 18 ¦ 1 ¦ 10219.585¦ 7771.712¦
+--------+----------+----------+-----+-------+------+--------+----------+----------+
¦ 25020 ¦29.10.1997¦25.10.2000¦ 411¦ 4 ¦ 13 ¦ 1 ¦ 11462.302¦ 5005.403¦
+--------+----------+----------+-----+-------+------+--------+----------+----------+
¦ 25021 ¦21.01.1998¦17.01.2001¦ 495¦ 6 ¦ 21 ¦ 1 ¦ 14723.818¦ 5172.167¦
+--------+----------+----------+-----+-------+------+--------+----------+----------+
¦ 25022 ¦25.02.1998¦23.02.2000¦ 166¦ 3 ¦ 14 ¦ - ¦ 9622.185¦ 1877.815¦
+--------+----------+----------+-----+-------+------+--------+----------+----------+
¦ 25023 ¦18.03.1998¦12.09.2001¦ 733¦ 7 ¦ 19 ¦ 1 ¦ 20341.394¦ 30.746¦
+--------+----------+----------+-----+-------+------+--------+----------+----------+
¦ 25024 ¦22.07.1998¦15.08.2001¦ 705¦ 1 ¦ 1 ¦ 1 ¦ 5655.776¦ 4343.224¦
+--------+----------+----------+-----+-------+------+--------+----------+----------+
¦ 25026 ¦27.11.1998¦27.11.2000¦ 444¦ 1 ¦ 1 ¦ - ¦ 163.722¦ 0.000¦
+--------+----------+----------+-----+-------+------+--------+----------+----------+
¦ 25027 ¦27.11.1998¦27.11.2001¦ 809¦ 1 ¦ 1 ¦ - ¦ 163.722¦ 0.000¦
+--------+----------+----------+-----+-------+------+--------+----------+----------+
¦ 25028 ¦27.11.1998¦27.11.2002¦ 1174¦ 1 ¦ 1 ¦ - ¦ 163.722¦ 0.000¦
+--------+----------+----------+-----+-------+------+--------+----------+----------+
¦ 25029 ¦27.11.1998¦27.11.2003¦ 1539¦ 1 ¦ 1 ¦ - ¦ 163.722¦ 0.000¦
+--------+----------+----------+-----+-------+------+--------+----------+----------+
¦ 25030 ¦15.12.1998¦15.12.2001¦ 827¦ ¦ - ¦ 1 ¦ 30736.418¦ 4225.013¦
+--------+----------+----------+-----+-------+------+--------+----------+----------+
¦ 26001 ¦15.03.1997¦15.03.2003¦ 1282¦ 1 ¦ - ¦ 1 ¦ 6138.415¦ 0.000¦
+--------+----------+----------+-----+-------+------+--------+----------+----------+
¦ 26002 ¦15.03.1997¦15.03.2004¦ 1648¦ 1 ¦ - ¦ - ¦ 6142.000¦ 0.000¦
+--------+----------+----------+-----+-------+------+--------+----------+----------+
¦ 26003 ¦15.03.1997¦15.03.2005¦ 2013¦ 1 ¦ - ¦ - ¦ 6142.000¦ 0.000¦
+--------+----------+----------+-----+-------+------+--------+----------+----------+
¦ 26032 ¦27.11.1998¦27.11.2004¦ 1905¦ 1 ¦ 1 ¦ - ¦ 163.722¦ 0.000¦
+--------+----------+----------+-----+-------+------+--------+----------+----------+
¦ 27001 ¦19.08.1998¦06.02.2002¦ 880¦ ¦ - ¦ 1 ¦ 8779.223¦ 1209.528¦
+--------+----------+----------+-----+-------+------+--------+----------+----------+
¦ 27002 ¦19.08.1998¦22.05.2002¦ 985¦ ¦ - ¦ 1 ¦ 8779.223¦ 1209.528¦
+--------+----------+----------+-----+-------+------+--------+----------+----------+
¦ 27003 ¦19.08.1998¦05.06.2002¦ 999¦ ¦ - ¦ 1 ¦ 8779.223¦ 1209.528¦
+--------+----------+----------+-----+-------+------+--------+----------+----------+
¦ 27004 ¦19.08.1998¦18.09.2002¦ 1104¦ ¦ - ¦ 1 ¦ 8779.223¦ 1209.528¦
+--------+----------+----------+-----+-------+------+--------+----------+----------+
¦ 27005 ¦19.08.1998¦09.10.2002¦ 1125¦ ¦ - ¦ 1 ¦ 8779.223¦ 1209.528¦
+--------+----------+----------+-----+-------+------+--------+----------+----------+
¦ 27006 ¦19.08.1998¦22.01.2003¦ 1230¦ ¦ - ¦ 1 ¦ 8779.223¦ 1209.528¦
+--------+----------+----------+-----+-------+------+--------+----------+----------+
¦ 27007 ¦19.08.1998¦05.02.2003¦ 1244¦ ¦ - ¦ 1 ¦ 8779.223¦ 1209.528¦
+--------+----------+----------+-----+-------+------+--------+----------+----------+
¦ 27008 ¦19.08.1998¦21.05.2003¦ 1349¦ ¦ - ¦ 1 ¦ 8779.223¦ 1209.528¦
+--------+----------+----------+-----+-------+------+--------+----------+----------+
¦ 27009 ¦19.08.1998¦04.06.2003¦ 1363¦ ¦ - ¦ 1 ¦ 8779.223¦ 1209.528¦
+--------+----------+----------+-----+-------+------+--------+----------+----------+
¦ 27010 ¦19.08.1998¦17.09.2003¦ 1468¦ ¦ - ¦ 1 ¦ 8779.223¦ 1209.528¦
+--------+----------+----------+-----+-------+------+--------+----------+----------+
¦ 27011 ¦19.08.1998¦08.10.2003¦ 1489¦ ¦ - ¦ 1 ¦ 8779.223¦ 1209.528¦
+--------+----------+----------+-----+-------+------+--------+----------+----------+
¦ 28001 ¦19.08.1998¦21.01.2004¦ 1594¦ ¦ - ¦ 1 ¦ 8779.223¦ 1209.528¦
+--------+----------+----------+-----+-------+------+--------+----------+----------+
¦ Итого ¦ ¦ ¦ ¦ ¦ ¦ ¦242688.011¦ 42940.412¦
L--------+----------+----------+-----+-------+------+--------+----------+-----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T----------T----------T----------T----------T----------¬
¦ ¦06.09.1999¦07.09.1999¦08.09.1999¦09.09.1999¦10.09.1999¦
+--------------------------+----------+----------+----------+----------+----------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+----------+----------+----------+----------+----------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+----------+----------+----------+----------+----------+
¦ ОФЗ-ПД ¦ 74.35 ¦ 74.73 ¦ 74.69 ¦ 74.34 ¦ 75.09 ¦
¦(без учета выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+----------+----------+----------+----------+----------+
¦ Инвестиционные ¦ 80.40 ¦ 80.22 ¦ 80.26 ¦ 79.46 ¦ 80.52 ¦
+--------------------------+----------+----------+----------+----------+----------+
¦ ОФЗ-ФД ¦ 84.23 ¦ 83.76 ¦ 83.43 ¦ 82.05 ¦ 83.08 ¦
+--------------------------+----------+----------+----------+----------+----------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+----------+----------+----------+----------+----------+
¦ ОФЗ-ПД ¦ 65.42 ¦ 70.25 ¦ 63.57 ¦ 71.32 ¦ 61.82 ¦
¦(без учета выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+----------+----------+----------+----------+----------+
¦ Инвестиционные ¦ 80.40 ¦ 80.22 ¦ 80.26 ¦ 79.46 ¦ 80.52 ¦
+--------------------------+----------+----------+----------+----------+----------+
¦ ОФЗ-ФД ¦ 84.21 ¦ 83.13 ¦ 83.19 ¦ 81.99 ¦ 83.16 ¦
+--------------------------+----------+----------+----------+----------+----------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+----------+----------+----------+----------+----------+
¦ ОФЗ-ПД ¦ 0.07 ¦ 0.03 ¦ 0.09 ¦ 0.08 ¦ 0.14 ¦
¦(без учета выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+----------+----------+----------+----------+----------+
¦ Инвестиционные ¦ 0.02 ¦ 0.02 ¦ 9.94 ¦ 0.02 ¦ 0.01 ¦
+--------------------------+----------+----------+----------+----------+----------+
¦ ОФЗ-ФД ¦ 0.02 ¦ 0.50 ¦ 0.02 ¦ 0.06 ¦ 0.06 ¦
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 МАКРОХАРАКТЕРИСТКИ РЫНКА ГКО - ОФЗ - ОБР
------------------------T----------T----------T----------T----------T----------¬
¦ ¦06.09.1999¦07.09.1999¦08.09.1999¦09.09.1999¦10.09.1999¦
+-----------------------+----------+----------+----------+----------+----------+
¦Номинальная стоимость, ¦242688.011¦242688.011¦242688.011¦242688.011¦242688.011¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+----------+----------+----------+----------+----------+
¦ОФЗ-ПД (без учета ¦106600.918¦106600.918¦106600.918¦106600.918¦106600.918¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+----------+----------+----------+----------+----------+
¦ Инвестиционные ¦ 30736.418¦ 30736.418¦ 30736.418¦ 30736.418¦ 30736.418¦
+-----------------------+----------+----------+----------+----------+----------+
¦ ОФЗ-ФД ¦105350.675¦105350.675¦105350.675¦105350.675¦105350.675¦
+-----------------------+----------+----------+----------+----------+----------+
¦Рыночная стоимость, ¦113948.468¦114131.596¦113152.207¦114208.559¦113535.081¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+----------+----------+----------+----------+----------+
¦ОФЗ-ПД (без учета ¦ 58572.891¦ 58484.731¦ 58595.280¦ 58858.401¦ 58655.956¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+----------+----------+----------+----------+----------+
¦ Инвестиционные ¦ 8022.205¦ 8052.942¦ 8062.162¦ 8157.445¦ 8062.162¦
+-----------------------+----------+----------+----------+----------+----------+
¦ ОФЗ-ФД ¦ 47353.373¦ 47593.923¦ 46494.765¦ 47192.713¦ 46816.962¦
+-----------------------+----------+----------+----------+----------+----------+
¦Дюрация <*>, дней ¦ 866.2 ¦ 866.5 ¦ 862.1 ¦ 862.1 ¦ 860.1 ¦
+-----------------------+----------+----------+----------+----------+----------+
¦ОФЗ-ПД (без учета ¦ 583.4 ¦ 582.2 ¦ 581.0 ¦ 579.6 ¦ 577.6 ¦
¦выпуска 25030) ¦ ¦ ¦ ¦ ¦ ¦
+-----------------------+----------+----------+----------+----------+----------+
¦ Инвестиционные ¦ 831.0 ¦ 830.0 ¦ 829.0 ¦ 828.0 ¦ 827.0 ¦
+-----------------------+----------+----------+----------+----------+----------+
¦ ОФЗ-ФД ¦ 1221.9 ¦ 1222.0 ¦ 1222.1 ¦ 1220.4 ¦ 1219.7 ¦
L-----------------------+----------+----------+----------+----------+-----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный
по объемам в обращении.
Департамент операций
на открытом рынке
Банка России
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