ÖÅÍÒÐÀËÜÍÛÉ ÁÀÍÊ ÐÎÑÑÈÈ
ÁÞËËÅÒÅÍÜ
îò 8 ìàÿ 1996 ã. N 18
×àñòü 1
ÈÒÎÃÈ ÒÎÐÃÎÂËÈ ÎÁËÈÃÀÖÈßÌÈ ÃÎÑÓÄÀÐÑÒÂÅÍÍÎÃÎ
ÐÅÑÏÓÁËÈÊÀÍÑÊÎÃÎ ÂÍÓÒÐÅÍÍÅÃÎ ÇÀÉÌÀ ÐÑÔÑÐ 1991 ÃÎÄÀ
ÇÀ ÏÅÐÈÎÄ Ñ 29 ÀÏÐÅËß ÏÎ 2 ÌÀß È
Ñ 6 ÏÎ 9 ÌÀß 1996 ÃÎÄÀ
Íà íåäåëÿõ 29 àïðåëÿ - 2 ìàÿ, 6 - 9 ìàÿ Áàíê Ðîññèè íå
ïðîèçâîäèë îïåðàöèé ñ îáëèãàöèÿìè Ãîñóäàðñòâåííîãî
ðåñïóáëèêàíñêîãî âíóòðåííåãî çàéìà ÐÑÔÑÐ 1991 ãîäà.
Íà î÷åðåäíóþ ðàáî÷óþ íåäåëþ (13 - 16 ìàÿ) Áàíê Ðîññèè
óñòàíîâèë ñëåäóþùèå êîòèðîâêè îáëèãàöèé çàéìà:
----------------T--------------T----------------T----------------¬
¦Ãðóïïà ðàçðÿäî⦠Öåíà âûêóïà, ¦Öåíà ðåàëèçàöèè,¦ Äîõîäíîñòü ¦
¦ ¦ % ê íîìèíàëó ¦ % ê íîìèíàëó ¦ê îñîáîé íåäåëå,¦
¦ ¦ ¦ ¦ % ãîäîâûõ ¦
+---------------+--------------+----------------+----------------+
¦ "Àïðåëü" ¦ 18.16 ¦ 19.46 ¦ 188.99 ¦
¦ "Îêòÿáðü" ¦ 36.85 ¦ 38.15 ¦ 121.99 ¦
L---------------+--------------+----------------+-----------------
×àñòü 2
ÈÒÎÃÈ ÒÎÐÃÎÂËÈ ÃÎÑÓÄÀÐÑÒÂÅÍÍÛÌÈ ÊÐÀÒÊÎÑÐÎ×ÍÛÌÈ
ÎÁËÈÃÀÖÈßÌÈ (ÃÊÎ) È ÎÁËÈÃÀÖÈßÌÈ ÔÅÄÅÐÀËÜÍÎÃÎ ÇÀÉÌÀ
Ñ ÏÅÐÅÌÅÍÍÛÌ ÊÓÏÎÍÎÌ (ÎÔÇ) ÍÀ ÌÎÑÊÎÂÑÊÎÉ
ÌÅÆÁÀÍÊÎÂÑÊÎÉ ÂÀËÞÒÍÎÉ ÁÈÐÆÅ (ÌÌÂÁ)
Íà íåäåëå ñ 29 àïðåëÿ ïî 7 ìàÿ 1996 ãîäà òîðãîâëÿ ÃÊÎ íà ÌÌÂÁ
èìåëà ïðè ñóììàðíîì îáúåìå ñäåëîê íà âòîðè÷íîì ðûíêå
8925 ìëðä. ðóá. ïî íîìèíàëó ñëåäóþùèå ïàðàìåòðû:
----------T--------T------------------T--------T---------T-------¬
¦ Äàòà ¦ Äàòà ¦ Öåíû ñäåëîê ¦ Äîõîä- ¦ Îáîðîò ¦ Íîìåð ¦
¦ïîãàøåíèÿ¦ òîðãîâ ¦ (% îò íîìèíàëà) ¦ íîñòü ¦ (ìëðä. ¦âûïóñêà¦
¦ ¦ ¦ ¦ïî öåíå ¦ ðóá. ¦(ñïðà- ¦
¦ ¦ +-----T------T-----+çàêðûòèÿ¦ ïî íî- ¦âî÷íî) ¦
¦ ¦ ¦ ìèí.¦ ìàêñ.¦çàêð.¦ (% ¦ ìèíàëó) ¦ ¦
¦ ¦ ¦ ¦ ¦ ¦ãîäîâûõ)¦ ¦ ¦
+---------+--------+-----+------+-----+--------+---------+-------+
¦ 30.04 ¦29.04.96¦99.12¦99.90 ¦99.44¦ 205.55 ¦ 350.814 ¦ 21058 ¦
+---------+--------+-----+------+-----+--------+---------+-------+
¦ 08.05 ¦29.04.96¦98.00¦98.60 ¦98.21¦ 73.92 ¦ 197.096 ¦ 22018 ¦
¦ +--------+-----+------+-----+--------+---------+ ¦
¦ ¦05.05.96¦99.00¦99.56 ¦99.33¦ 82.07 ¦ 311.744 ¦ ¦
¦ +--------+-----+------+-----+--------+---------+ ¦
¦ ¦06.05.96¦99.55¦99.74 ¦99.65¦ 64.10 ¦ 317.136 ¦ ¦
¦ +--------+-----+------+-----+--------+---------+ ¦
¦ ¦17.05.96¦99.65¦99.93 ¦99.82¦ 65.82 ¦ 496.313 ¦ ¦
+---------+--------+-----+------+-----+--------+---------+-------+
¦ 15.05 ¦29.04.96¦97.25¦98.00 ¦97.67¦ 54.42 ¦ 97.648 ¦ 21062 ¦
¦ +--------+-----+------+-----+--------+---------+ ¦
¦ ¦05.05.96¦97.45¦99.00 ¦98.39¦ 59.73 ¦ 117.966 ¦ ¦
¦ +--------+-----+------+-----+--------+---------+ ¦
¦ ¦06.05.96¦98.42¦99.00 ¦98.86¦ 46.77 ¦ 96.115 ¦ ¦
¦ +--------+-----+------+-----+--------+---------+ ¦
¦ ¦07.05.96¦98.60¦99.30 ¦99.03¦ 44.69 ¦ 160.479 ¦ ¦
+---------+--------+-----+------+-----+--------+---------+-------+
¦ 29.05 ¦29.04.96¦94.70¦95.80 ¦95.31¦ 59.87 ¦ 142.416 ¦ 21059 ¦
¦ +--------+-----+------+-----+--------+---------+ ¦
¦ ¦05.05.96¦95.36¦96.28 ¦95.96¦ 64.03 ¦ 122.036 ¦ ¦
¦ +--------+-----+------+-----+--------+---------+ ¦
¦ ¦06.05.96¦96.20¦96.80 ¦96.63¦ 55.35 ¦ 169.531 ¦ ¦
¦ +--------+-----+------+-----+--------+---------+ ¦
¦ ¦07.05.96¦96.80¦97.42 ¦97.28¦ 46.39 ¦ 257.861 ¦ ¦
+---------+--------+-----+------+-----+--------+---------+-------+
¦ 05.06 ¦29.04.96¦93.50¦94.44 ¦94.04¦ 62.52 ¦ 103.788 ¦ 21060 ¦
¦ +--------+-----+------+-----+--------+---------+ ¦
¦ ¦05.05.96¦93.00¦95.00 ¦94.62¦ 66.95 ¦ 39.904 ¦ ¦
¦ +--------+-----+------+-----+--------+---------+ ¦
¦ ¦06.05.96¦94.50¦95.79 ¦95.22¦ 61.08 ¦ 79.773 ¦ ¦
¦ +--------+-----+------+-----+--------+---------+ ¦
¦ ¦07.05.96¦95.00¦96.03 ¦95.80¦ 55.18 ¦ 66.898 ¦ ¦
+---------+--------+-----+------+-----+--------+---------+-------+
¦ 12.06 ¦29.04.96¦92.81¦93.45 ¦93.03¦ 62.15 ¦ 74.690 ¦ 22019 ¦
¦ +--------+-----+------+-----+--------+---------+ ¦
¦ ¦05.05.96¦93.02¦94.19 ¦93.56¦ 66.12 ¦ 37.539 ¦ ¦
¦ +--------+-----+------+-----+--------+---------+ ¦
¦ ¦06.05.96¦93.70¦94.20 ¦93.95¦ 63.53 ¦ 103.453 ¦ ¦
¦ +--------+-----+------+-----+--------+---------+ ¦
¦ ¦07.05.96¦93.63¦95.09 ¦94.29¦ 61.40 ¦ 117.428 ¦ ¦
+---------+--------+-----+------+-----+--------+---------+-------+
¦ 19.06 ¦29.04.96¦90.25¦91.34 ¦90.91¦ 71.56 ¦ 122.638 ¦ 21061 ¦
¦ +--------+-----+------+-----+--------+---------+ ¦
¦ ¦05.05.96¦90.00¦91.85 ¦91.31¦ 77.19 ¦ 127.854 ¦ ¦
¦ +--------+-----+------+-----+--------+---------+ ¦
¦ ¦06.05.96¦91.20¦91.60 ¦91.42¦ 77.85 ¦ 151.662 ¦ ¦
¦ +--------+-----+------+-----+--------+---------+ ¦
¦ ¦07.05.96¦91.40¦92.90 ¦92.24¦ 71.41 ¦ 239.967 ¦ ¦
+---------+--------+-----+------+-----+--------+---------+-------+
¦ 03.07 ¦29.04.96¦84.65¦85.46 ¦85.06¦ 98.63 ¦ 145.956 ¦ 21063 ¦
¦ +--------+-----+------+-----+--------+---------+ ¦
¦ ¦05.05.96¦84.50¦85.40 ¦85.13¦ 108.06 ¦ 66.377 ¦ ¦
¦ +--------+-----+------+-----+--------+---------+ ¦
¦ ¦06.05.96¦85.20¦85.71 ¦85.56¦ 106.21 ¦ 185.269 ¦ ¦
¦ +--------+-----+------+-----+--------+---------+ ¦
¦ ¦07.05.96¦85.51¦87.06 ¦86.39¦ 100.88 ¦ 154.610 ¦ ¦
+---------+--------+-----+------+-----+--------+---------+-------+
¦ 10.07 ¦29.04.96¦80.00¦83.15 ¦82.39¦ 108.35 ¦ 54.827 ¦ 22020 ¦
¦ +--------+-----+------+-----+--------+---------+ ¦
¦ ¦05.05.96¦81.65¦82.99 ¦81.89¦ 122.30 ¦ 27.522 ¦ ¦
¦ +--------+-----+------+-----+--------+---------+ ¦
¦ ¦06.05.96¦80.80¦82.00 ¦81.24¦ 129.67 ¦ 62.596 ¦ ¦
¦ +--------+-----+------+-----+--------+---------+ ¦
¦ ¦07.05.96¦81.10¦83.75 ¦82.45¦ 121.39 ¦ 72.932 ¦ ¦
+---------+--------+-----+------+-----+--------+---------+-------+
¦ 17.07 ¦29.04.96¦79.00¦81.69 ¦79.86¦ 116.52 ¦ 226.818 ¦ 21064 ¦
¦ +--------+-----+------+-----+--------+---------+ ¦
¦ ¦05.05.96¦78.00¦79.99 ¦78.27¦ 138.81 ¦ 100.198 ¦ ¦
¦ +--------+-----+------+-----+--------+---------+ ¦
¦ ¦06.05.96¦77.50¦78.50 ¦77.75¦ 145.07 ¦ 137.609 ¦ ¦
¦ +--------+-----+------+-----+--------+---------+ ¦
¦ ¦07.05.96¦77.50¦79.95 ¦78.98¦ 136.82 ¦ 241.446 ¦ ¦
+---------+--------+-----+------+-----+--------+---------+-------+
¦ 31.07 ¦05.05.96¦71.00¦73.44 ¦72.55¦ 158.74 ¦ 536.170 ¦ 21065 ¦
¦ +--------+-----+------+-----+--------+---------+ ¦
¦ ¦06.05.96¦71.93¦72.99 ¦72.33¦ 162.36 ¦ 418.332 ¦ ¦
¦ +--------+-----+------+-----+--------+---------+ ¦
¦ ¦07.05.96¦71.65¦74.15 ¦73.00¦ 158.82 ¦ 422.500 ¦ ¦
+---------+--------+-----+------+-----+--------+---------+-------+
¦ 14.08 ¦29.04.96¦69.95¦72.50 ¦71.54¦ 135.70 ¦ 64.062 ¦ 22021 ¦
¦ +--------+-----+------+-----+--------+---------+ ¦
¦ ¦05.05.96¦68.00¦71.95 ¦69.78¦ 156.51 ¦ 34.649 ¦ ¦
¦ +--------+-----+------+-----+--------+---------+ ¦
¦ ¦06.05.96¦69.00¦69.80 ¦69.34¦ 161.39 ¦ 46.472 ¦ ¦
¦ +--------+-----+------+-----+--------+---------+ ¦
¦ ¦07.05.96¦68.00¦71.40 ¦70.04¦ 157.71 ¦ 134.381 ¦ ¦
+---------+--------+-----+------+-----+--------+---------+-------+
¦ 21.08 ¦29.04.96¦69.49¦75.50 ¦71.33¦ 128.69 ¦ 25.920 ¦ 22022 ¦
¦ +--------+-----+------+-----+--------+---------+ ¦
¦ ¦05.05.96¦68.10¦71.90 ¦69.56¦ 147.90 ¦ 5.060 ¦ ¦
¦ +--------+-----+------+-----+--------+---------+ ¦
¦ ¦06.05.96¦66.20¦71.00 ¦67.88¦ 161.41 ¦ 14.622 ¦ ¦
¦ +--------+-----+------+-----+--------+---------+ ¦
¦ ¦07.05.96¦67.32¦68.35 ¦67.88¦ 162.94 ¦ 50.362 ¦ ¦
+---------+--------+-----+------+-----+--------+---------+-------+
¦ 28.08 ¦29.04.96¦67.40¦69.05 ¦68.31¦ 139.94 ¦ 39.301 ¦ 22026 ¦
¦ +--------+-----+------+-----+--------+---------+ ¦
¦ ¦05.05.96¦57.01¦66.75 ¦66.32¦ 161.18 ¦ 29.790 ¦ ¦
¦ +--------+-----+------+-----+--------+---------+ ¦
¦ ¦06.05.96¦65.12¦66.00 ¦65.52¦ 168.49 ¦ 27.065 ¦ ¦
¦ +--------+-----+------+-----+--------+---------+ ¦
¦ ¦07.05.96¦63.00¦66.69 ¦66.09¦ 165.73 ¦ 37.331 ¦ ¦
+---------+--------+-----+------+-----+--------+---------+-------+
¦ 04.09 ¦29.04.96¦63.31¦67.30 ¦66.17¦ 145.79 ¦ 19.867 ¦ 22023 ¦
¦ +--------+-----+------+-----+--------+---------+ ¦
¦ ¦05.05.96¦65.30¦66.10 ¦65.83¦ 155.29 ¦ 7.767 ¦ ¦
¦ +--------+-----+------+-----+--------+---------+ ¦
¦ ¦06.05.96¦64.00¦66.15 ¦64.77¦ 164.08 ¦ 3.537 ¦ ¦
¦ +--------+-----+------+-----+--------+---------+ ¦
¦ ¦07.05.96¦64.00¦64.95 ¦64.52¦ 167.26 ¦ 3.724 ¦ ¦
+---------+--------+-----+------+-----+--------+---------+-------+
¦ 11.09 ¦29.04.96¦64.40¦65.83 ¦65.22¦ 144.18 ¦ 21.839 ¦ 22024 ¦
¦ +--------+-----+------+-----+--------+---------+ ¦
¦ ¦05.05.96¦62.57¦64.40 ¦63.47¦ 162.85 ¦ 8.926 ¦ ¦
¦ +--------+-----+------+-----+--------+---------+ ¦
¦ ¦06.05.96¦62.25¦64.00 ¦63.45¦ 164.26 ¦ 131.227 ¦ ¦
¦ +--------+-----+------+-----+--------+---------+ ¦
¦ ¦07.05.96¦18.00¦72.00 ¦53.68¦ 248.00 ¦ 72.327 ¦ ¦
+---------+--------+-----+------+-----+--------+---------+-------+
¦ 18.09 ¦29.04.96¦62.70¦65.50 ¦64.01¦ 144.52 ¦ 36.690 ¦ 22025 ¦
¦ +--------+-----+------+-----+--------+---------+ ¦
¦ ¦05.05.96¦62.25¦63.20 ¦62.62¦ 160.21 ¦ 9.426 ¦ ¦
¦ +--------+-----+------+-----+--------+---------+ ¦
¦ ¦06.05.96¦61.66¦62.59 ¦62.21¦ 164.24 ¦ 27.987 ¦ ¦
¦ +--------+-----+------+-----+--------+---------+ ¦
¦ ¦07.05.96¦61.50¦63.00 ¦62.00¦ 166.95 ¦ 32.414 ¦ ¦
+---------+--------+-----+------+-----+--------+---------+-------+
¦ 02.10 ¦29.04.96¦59.00¦61.20 ¦60.61¦ 152.06 ¦ 63.325 ¦ 22027 ¦
¦ +--------+-----+------+-----+--------+---------+ ¦
¦ ¦05.05.96¦58.02¦60.10 ¦59.19¦ 167.77 ¦ 58.763 ¦ ¦
¦ +--------+-----+------+-----+--------+---------+ ¦
¦ ¦06.05.96¦57.60¦59.00 ¦58.55¦ 173.42 ¦ 74.855 ¦ ¦
¦ +--------+-----+------+-----+--------+---------+ ¦
¦ ¦07.05.96¦57.40¦58.60 ¦57.95¦ 178.95 ¦ 77.567 ¦ ¦
+---------+--------+-----+------+-----+--------+---------+-------+
¦ 09.10 ¦29.04.96¦56.50¦59.94 ¦59.39¦ 153.12 ¦ 59.947 ¦ 22028 ¦
¦ +--------+-----+------+-----+--------+---------+ ¦
¦ ¦05.05.96¦57.01¦59.00 ¦57.94¦ 168.77 ¦ 39.623 ¦ ¦
¦ +--------+-----+------+-----+--------+---------+ ¦
¦ ¦06.05.96¦57.00¦58.10 ¦57.41¦ 173.58 ¦ 58.144 ¦ ¦
¦ +--------+-----+------+-----+--------+---------+ ¦
¦ ¦07.05.96¦56.30¦57.25 ¦56.83¦ 178.88 ¦ 43.655 ¦ ¦
¦ +--------+-----+------+-----+--------+---------+ ¦
¦ ¦07.05.96¦57.40¦58.60 ¦57.95¦ 178.95 ¦ 77.567 ¦ ¦
+---------+--------+-----+------+-----+--------+---------+-------+
¦ 16.10 ¦29.04.96¦57.00¦60.80 ¦58.45¦ 152.63 ¦ 49.184 ¦ 22029 ¦
¦ +--------+-----+------+-----+--------+---------+ ¦
¦ ¦05.05.96¦55.02¦57.90 ¦56.12¦ 174.02 ¦ 26.497 ¦ ¦
¦ +--------+-----+------+-----+--------+---------+ ¦
¦ ¦06.05.96¦54.77¦56.70 ¦55.37¦ 180.49 ¦ 59.394 ¦ ¦
¦ +--------+-----+------+-----+--------+---------+ ¦
¦ ¦07.05.96¦54.00¦55.60 ¦54.97¦ 184.57 ¦ 27.888 ¦ ¦
+---------+--------+-----+------+-----+--------+---------+-------+
¦ 23.10 ¦29.04.96¦58.30¦60.55 ¦58.60¦ 145.69 ¦ 3.502 ¦ 22030 ¦
¦ +--------+-----+------+-----+--------+---------+ ¦
¦ ¦05.05.96¦56.20¦60.60 ¦58.75¦ 149.87 ¦ 4.171 ¦ ¦
¦ +--------+-----+------+-----+--------+---------+ ¦
¦ ¦06.05.96¦54.50¦58.00 ¦56.04¦ 168.42 ¦ 5.613 ¦ ¦
¦ +--------+-----+------+-----+--------+---------+ ¦
¦ ¦07.05.96¦51.00¦55.00 ¦53.40¦ 188.47 ¦ 13.490 ¦ ¦
+---------+--------+-----+------+-----+--------+---------+-------+
¦ 30.10 ¦05.05.96¦51.85¦53.50 ¦52.34¦ 186.72 ¦ 87.789 ¦ 22031 ¦
¦ +--------+-----+------+-----+--------+---------+ ¦
¦ ¦06.05.96¦50.76¦52.79 ¦51.33¦ 195.53 ¦ 155.697 ¦ ¦
¦ +--------+-----+------+-----+--------+---------+ ¦
¦ ¦07.05.96¦50.90¦53.14 ¦51.71¦ 193.67 ¦ 175.013 ¦ ¦
L---------+--------+-----+------+-----+--------+---------+--------
Òîðãîâëÿ ÎÔÇ ïðè ñóììàðíîì îáúåìå ñäåëîê çà íåäåëþ
1017,06 ìëðä. ðóáëåé ïî íîìèíàëó èìåëà ñëåäóþùèå ïàðàìåòðû:
---------T--------T---------T-----------------T--------T-------T------¬
¦ Äàòà ¦ Äàòà ¦Íàêîïëåí-¦ Öåíû îáëèãàöèé ¦Äîõîä- ¦Îáîðîò ¦Íîìåð ¦
¦ïîãàøå- ¦ òîðãîâ ¦íûé äîõîä¦ (% îò íîìèíàëà) ¦íîñòü ¦(ìëðä. ¦ âû- ¦
¦ íèÿ ¦ ¦ (% îò ¦ ¦(% ãîä.)¦ ðóá. ¦ïóñêà ¦
¦ ¦ ¦íîìèíàëà)+-----T-----T-----+ ¦ ïî ¦(ñïðà-¦
¦ ¦ ¦ ¦ìèí. ¦ìàêñ.¦çàêð.¦ ¦ íîìè- ¦âî÷íî)¦
¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ íàëó) ¦ ¦
+--------+--------+---------+-----+-----+-----+--------+-------+------+
¦26.06.96¦29.04.96¦ 6.316998¦95.15¦97.98¦96.38¦ 90.22¦ 27.53 ¦ 24001¦
¦ +--------+---------+-----+-----+-----+--------+-------+ ¦
¦ ¦05.05.96¦ 7.465543¦96.11¦96.90¦96.79¦ 88.63¦ 25.76 ¦ ¦
¦ +--------+---------+-----+-----+-----+--------+-------+ ¦
¦ ¦06.05.96¦ 7.656967¦90.00¦97.50¦94.93¦ 103.48¦ 82.14 ¦ ¦
¦ +--------+---------+-----+-----+-----+--------+-------+ ¦
¦ ¦07.05.96¦ 7.848391¦94.50¦96.90¦95.90¦ 96.19¦ 90.28 ¦ ¦
+--------+--------+---------+-----+-----+-----+--------+-------+------+
¦24.07.96¦29.04.96¦ 1.239313¦93.10¦96.00¦93.88¦ 122.42¦ 45.15 ¦ 24002¦
¦ +--------+---------+-----+-----+-----+--------+-------+ ¦
¦ ¦05.05.96¦ 2.726489¦89.40¦96.29¦93.28¦ 126.17¦ 68.63 ¦ ¦
¦ +--------+---------+-----+-----+-----+--------+-------+ ¦
¦ ¦06.05.96¦ 2.974352¦86.02¦89.80¦87.70¦ 162.45¦ 29.79 ¦ ¦
¦ +--------+---------+-----+-----+-----+--------+-------+ ¦
¦ ¦07.05.96¦ 3.222214¦85.90¦89.45¦87.65¦ 163.15¦ 63.55 ¦ ¦
+--------+--------+---------+-----+-----+-----+--------+-------+------+
¦26.02.97¦29.04.96¦10.050767¦72.00¦75.50¦75.11¦ 534.44¦ 3.28 ¦ 24003¦
¦ +--------+---------+-----+-----+-----+--------+-------+ ¦
¦ ¦05.05.96¦11.039367¦78.89¦79.00¦78.90¦ 570.57¦ 0.26 ¦ ¦
¦ +--------+---------+-----+-----+-----+--------+-------+ ¦
¦ ¦06.05.96¦11.204133¦75.00¦77.00¦75.63¦ 709.49¦ 2.92 ¦ ¦
¦ +--------+---------+-----+-----+-----+--------+-------+ ¦
¦ ¦07.05.96¦11.368900¦74.90¦76.50¦76.17¦ 731.11¦ 1.87 ¦ ¦
+--------+--------+---------+-----+-----+-----+--------+-------+------+
¦28.05.97¦29.04.96¦10.050767¦65.00¦77.90¦73.33¦ 579.73¦ 2.83 ¦ 24004¦
¦ +--------+---------+-----+-----+-----+--------+-------+ ¦
¦ ¦05.05.96¦11.039367¦75.00¦78.90¦76.99¦ 629.54¦ 3.87 ¦ ¦
¦ +--------+---------+-----+-----+-----+--------+-------+ ¦
¦ ¦06.05.96¦11.204133¦60.20¦76.50¦74.28¦ 756.72¦ 15.09 ¦ ¦
¦ +--------+---------+-----+-----+-----+--------+-------+ ¦
¦ ¦07.05.96¦11.368900¦74.95¦76.20¦75.00¦ 773.97¦ 7.11 ¦ ¦
+--------+--------+---------+-----+-----+-----+--------+-------+------+
¦09.07.97¦29.04.96¦ 3.822904¦54.88¦61.00¦59.40¦ 441.71¦ 80.33 ¦ 24005¦
¦ +--------+---------+-----+-----+-----+--------+-------+ ¦
¦ ¦05.05.96¦ 5.030137¦54.80¦61.99¦58.33¦ 479.62¦ 60.05 ¦ ¦
¦ +--------+---------+-----+-----+-----+--------+-------+ ¦
¦ ¦06.05.96¦ 5.231343¦55.40¦57.50¦56.04¦ 522.74¦ 40.27 ¦ ¦
¦ +--------+---------+-----+-----+-----+--------+-------+ ¦
¦ ¦07.05.96¦ 5.432548¦54.60¦56.93¦56.00¦ 528.02¦ 71.28 ¦ ¦
+--------+--------+---------+-----+-----+-----+--------+-------+------+
¦04.02.98¦29.04.96¦15.737282¦62.00¦70.00¦67.91¦14086.41¦ 34.93 ¦ 24006¦
¦ +--------+---------+-----+-----+-----+--------+-------+ ¦
¦ ¦05.05.96¦ 1.393973¦64.01¦67.50¦65.03¦ 357.62¦ 12.46 ¦ ¦
¦ +--------+---------+-----+-----+-----+--------+-------+ ¦
¦ ¦06.05.96¦ 1.672767¦61.80¦67.50¦62.78¦ 384.53¦ 26.69 ¦ ¦
¦ +--------+---------+-----+-----+-----+--------+-------+ ¦
¦ ¦07.05.96¦ 1.951562¦60.81¦63.00¦61.91¦ 395.98¦ 36.28 ¦ ¦
+--------+--------+---------+-----+-----+-----+--------+-------+------+
¦11.03.98¦29.04.96¦ 7.670658¦50.01¦60.10¦58.38¦ 612.90¦ 70.94 ¦ 24007¦
¦ +--------+---------+-----+-----+-----+--------+-------+ ¦
¦ ¦05.05.96¦ 8.649891¦54.70¦57.45¦56.06¦ 744.28¦ 20.55 ¦ ¦
¦ +--------+---------+-----+-----+-----+--------+-------+ ¦
¦ ¦06.05.96¦ 8.813097¦53.10¦59.00¦55.63¦ 771.65¦ 41.36 ¦ ¦
¦ +--------+---------+-----+-----+-----+--------+-------+ ¦
¦ ¦07.05.96¦ 8.976302¦50.00¦56.75¦54.73¦ 813.98¦ 51.87 ¦ ¦
L--------+--------+---------+-----+-----+-----+--------+-------+-------
×àñòü 3
ÈÒÎÃÈ ÒÎÐÃÎÂËÈ ÎÁËÈÃÀÖÈßÌÈ
ÐÀÎ "ÂÛÑÎÊÎÑÊÎÐÎÑÒÍÛÅ ÌÀÃÈÑÒÐÀËÈ" (ÐÀÎ "ÂÑÌ") ÍÀ
ÌÎÑÊÎÂÑÊÎÉ ÌÅÆÁÀÍÊÎÂÑÊÎÉ ÂÀËÞÒÍÎÉ ÁÈÐÆÅ (ÌÌÂÁ)
Òîðãîâëÿ îáëèãàöèÿìè ÐÀÎ "ÂÑÌ" ïðè ñóììàðíîì îáúåìå ñäåëîê çà
íåäåëþ 12,86 ìëðä. ðóáëåé ïî íîìèíàëó èìåëà ñëåäóþùèå ïàðàìåòðû:
---------T--------T---------T-----------------T-------T------T------------¬
¦ Äàòà ¦ Äàòà ¦Íàêîïëåí-¦ Öåíû îáëèãàöèé ¦Äîõîä- ¦Îáîðîò¦ Íîìåð ¦
¦ïîãàøå- ¦ òîðãîâ ¦íûé äîõîä¦ (% îò íîìèíàëà) ¦íîñòü ¦(ìëðä.¦ âûïóñêà ¦
¦ íèÿ ¦ ¦ (% îò ¦ ¦ (% ¦ ðóá. ¦(ñïðàâî÷íî) ¦
¦ ¦ ¦íîìèíàëà)+-----T-----T-----+ ãîä.) ¦ ïî ¦ ¦
¦ ¦ ¦ ¦ìèí. ¦ìàêñ.¦çàêð.¦ ¦íîìè- ¦ ¦
¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦íàëó) ¦ ¦
+--------+--------+---------+-----+-----+-----+-------+------+------------+
¦28.02.97¦29.04.96¦10.875650¦50.55¦53.00¦52.41¦ 962.28¦ 4.15¦RU22VSMO1309¦
¦ +--------+---------+-----+-----+-----+-------+------+ ¦
¦ ¦05.05.96¦11.963220¦49.00¦51.01¦50.18¦1231.92¦ 4.66¦ ¦
¦ +--------+---------+-----+-----+-----+-------+------+ ¦
¦ ¦06.05.96¦12.144480¦50.00¦50.49¦50.02¦1280.26¦ 1.01¦ ¦
¦ +--------+---------+-----+-----+-----+-------+------+ ¦
¦ ¦07.05.96¦12.325740¦50.00¦51.49¦50.12¦1320.75¦ 3.03¦ ¦
L--------+--------+---------+-----+-----+-----+-------+------+-------------
×àñòü 4
ÎÑÍÎÂÍÛÅ ÕÀÐÀÊÒÅÐÈÑÒÈÊÈ ÁËÈÆÀÉØÈÕ ÊÓÏÎÍÍÛÕ ÂÛÏËÀÒ ÏÎ ÎÔÇ
---------T-----------------------T-------T--------T--------------¬
¦Ðåãèñòð.¦Äàòà âûïëàòû áëèæàéøåãî¦Äíåé äî¦Êóïîííàÿ¦Ðàçìåð êóïîíà ¦
¦íîìåð ¦ êóïîíà ¦âûïëàòû¦ ñòàâêà ¦ â ðóáëÿõ ¦
¦âûïóñêà ¦ ¦êóïîíà ¦(% ãîä.)¦ ¦
+--------+-----------------------+-------+--------+--------------+
¦ 24001 ¦ 26.06.96 ¦ 49 ¦ 69.87 ¦ 174 196 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 24002 ¦ 24.07.96 ¦ 77 ¦ 90.47 ¦ 225 555 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 24003 ¦ 22.05.96 ¦ 14 ¦ 60.14 ¦ 230 475 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 24004 ¦ 22.05.96 ¦ 14 ¦ 60.14 ¦ 230 475 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 24005 ¦ 10.07.96 ¦ 63 ¦ 73.44 ¦ 183 097 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 24006 ¦ 07.08.96 ¦ 91 ¦ 101.76 ¦ 276 007 ¦
+--------+-----------------------+-------+--------+--------------+
¦ 24007 ¦ 12.06.96 ¦ 35 ¦ 59.57 ¦ 148 517 ¦
L--------+-----------------------+-------+--------+---------------
×àñòü 5
ÎÑÍÎÂÍÛÅ ÕÀÐÀÊÒÅÐÈÑÒÈÊÈ ÎÁÐÀÙÀÞÙÈÕÑß ÂÛÏÓÑÊÎÂ ÃÊÎ - ÎÔÇ
ÍÀ ÊÎÍÅÖ ÍÅÄÅËÈ
-------T--------T--------T----T------T-----T-----T----------T--------¬
¦Ðåãèñ-¦ Äàòà ¦ Äàòà ¦Ñðîê¦Êîëè- ¦Êîëè-¦Êîëè-¦ Îáúåì â ¦Íåðàçìå-¦
¦òðàöè-¦ðàçìåùå-¦ïîãàøå- ¦äî ¦÷åñòâî¦÷åñò-¦÷åñò-¦îáðàùåíèè,¦ ùåííûé ¦
¦îííûé ¦ íèÿ ¦ íèÿ ¦ïî- ¦òðàí- ¦ âî ¦ âî ¦ìëðä. ðóá.¦îñòàòîê,¦
¦íîìåð ¦ ¦ ¦ãà- ¦øåé ¦ äî- ¦ äî- ¦ ¦ ìëðä. ¦
¦âûïóñ-¦ ¦ ¦øå- ¦(âêëþ-¦ðàç- ¦ñðî÷-¦ ¦ ðóá. ¦
¦ êà ¦ ¦ ¦íèÿ ¦÷àÿ ¦ìåùå-¦ íûõ ¦ ¦ ¦
¦ ¦ ¦ ¦ ¦îñíîâ-¦ íèé ¦âûêó-¦ ¦ ¦
¦ ¦ ¦ ¦ ¦íîé) ¦ ¦ ïîâ ¦ ¦ ¦
+------+--------+--------+----+------+-----+-----+----------+--------+
¦21062 ¦26.03.96¦15.05.96¦ 7¦ 1 ¦ 9 ¦ - ¦ 1851.977 ¦ 148.023¦
+------+--------+--------+----+------+-----+-----+----------+--------+
¦21059 ¦28.02.96¦29.05.96¦ 21¦ 2 ¦ 11 ¦ - ¦ 4189.663 ¦ 810.337¦
+------+--------+--------+----+------+-----+-----+----------+--------+
¦21060 ¦06.03.96¦05.06.96¦ 28¦ 1 ¦ 1 ¦ - ¦ 4500.000 ¦ - ¦
+------+--------+--------+----+------+-----+-----+----------+--------+
¦22019 ¦13.12.95¦12.06.96¦ 35¦ 1 ¦ 7 ¦ - ¦ 5000.000 ¦ - ¦
+------+--------+--------+----+------+-----+-----+----------+--------+
¦21061 ¦20.03.96¦19.06.96¦ 42¦ 1 ¦ 1 ¦ - ¦ 6000.000 ¦ - ¦
+------+--------+--------+----+------+-----+-----+----------+--------+
¦24001 ¦14.06.95¦26.06.96¦ 49¦ 3 ¦ 22 ¦ - ¦ 2500.000 ¦ - ¦
+------+--------+--------+----+------+-----+-----+----------+--------+
¦21063 ¦03.04.96¦03.07.96¦ 56¦ 1 ¦ 4 ¦ - ¦ 5417.871 ¦1082.129¦
+------+--------+--------+----+------+-----+-----+----------+--------+
¦22020 ¦31.01.96¦10.07.96¦ 63¦ 1 ¦ 4 ¦ - ¦ 5000.000 ¦ - ¦
+------+--------+--------+----+------+-----+-----+----------+--------+
¦21064 ¦17.04.96¦17.07.96¦ 70¦ 1 ¦ 5 ¦ - ¦ 5465.658 ¦ 34.342¦
+------+--------+--------+----+------+-----+-----+----------+--------+
¦24002 ¦12.07.95¦24.07.96¦ 77¦ 1 ¦ 22 ¦ - ¦ 3000.000 ¦ - ¦
+------+--------+--------+----+------+-----+-----+----------+--------+
¦21065 ¦30.04.96¦31.07.96¦ 84¦ 1 ¦ 1 ¦ - ¦ 5354.650 ¦ 645.350¦
+------+--------+--------+----+------+-----+-----+----------+--------+
¦21066 ¦08.05.96¦07.08.96¦ 91¦ 1 ¦ 0 ¦ - ¦ 6464.953 ¦1035.047¦
+------+--------+--------+----+------+-----+-----+----------+--------+
¦22021 ¦14.02.96¦14.08.96¦ 98¦ 1 ¦ 5 ¦ - ¦ 4500.000 ¦ - ¦
+------+--------+--------+----+------+-----+-----+----------+--------+
¦22022 ¦21.02.96¦21.08.96¦ 105¦ 1 ¦ 1 ¦ - ¦ 7000.000 ¦ - ¦
+------+--------+--------+----+------+-----+-----+----------+--------+
¦22026 ¦27.03.96¦28.08.96¦ 112¦ 1 ¦ 9 ¦ - ¦ 4386.063 ¦ 613.937¦
+------+--------+--------+----+------+-----+-----+----------+--------+
¦22023 ¦06.03.96¦04.09.96¦ 119¦ 1 ¦ 1 ¦ - ¦ 5000.000 ¦ - ¦
+------+--------+--------+----+------+-----+-----+----------+--------+
¦22024 ¦13.03.96¦11.09.96¦ 126¦ 1 ¦ 3 ¦ - ¦ 6050.670 ¦ 449.330¦
+------+--------+--------+----+------+-----+-----+----------+--------+
¦22025 ¦20.03.96¦18.09.96¦ 133¦ 1 ¦ 1 ¦ - ¦ 5000.000 ¦ - ¦
+------+--------+--------+----+------+-----+-----+----------+--------+
¦22027 ¦03.04.96¦02.10.96¦ 147¦ 1 ¦ 3 ¦ - ¦ 5950.466 ¦ 49.534¦
+------+--------+--------+----+------+-----+-----+----------+--------+
¦22028 ¦10.04.96¦09.10.96¦ 154¦ 1 ¦ 2 ¦ - ¦ 4674.892 ¦ 325.108¦
+------+--------+--------+----+------+-----+-----+----------+--------+
¦22029 ¦17.04.96¦16.10.96¦ 161¦ 1 ¦ 1 ¦ - ¦ 5600.535 ¦ 399.465¦
+------+--------+--------+----+------+-----+-----+----------+--------+
¦22030 ¦24.04.96¦23.10.96¦ 168¦ 1 ¦ 2 ¦ - ¦ 2615.653 ¦ 384.347¦
+------+--------+--------+----+------+-----+-----+----------+--------+
¦22031 ¦30.04.96¦30.10.96¦ 175¦ 1 ¦ 0 ¦ - ¦ 3599.318 ¦ 400.682¦
+------+--------+--------+----+------+-----+-----+----------+--------+
¦22032 ¦08.05.96¦06.11.96¦ 182¦ 1 ¦ 0 ¦ - ¦ 5250.563 ¦ 749.437¦
+------+--------+--------+----+------+-----+-----+----------+--------+
¦24003 ¦23.08.95¦26.02.97¦ 294¦ 4 ¦ 30 ¦ - ¦ 2500.000 ¦ - ¦
+------+--------+--------+----+------+-----+-----+----------+--------+
¦24004 ¦22.11.95¦28.05.97¦ 385¦ 3 ¦ 18 ¦ 1 ¦ 2346.596 ¦1279.179¦
+------+--------+--------+----+------+-----+-----+----------+--------+
¦24005 ¦10.01.96¦09.07.97¦ 427¦ 4 ¦ 17 ¦ - ¦ 4589.802 ¦ 410.198¦
+------+--------+--------+----+------+-----+-----+----------+--------+
¦24006 ¦07.02.96¦04.02.98¦ 637¦ 3 ¦ 5 ¦ - ¦ 6419.836 ¦ 580.164¦
+------+--------+--------+----+------+-----+-----+----------+--------+
¦24007 ¦13.03.96¦11.03.98¦ 672¦ 1 ¦ 1 ¦ - ¦ 1412.052 ¦ 587.948¦
+------+--------+--------+----+------+-----+-----+----------+--------+
¦Èòîãî ¦ ¦ ¦ ¦ ¦ ¦ ¦131641.218¦9984.557¦
L------+--------+--------+----+------+-----+-----+----------+---------
×àñòü 6
ÍÅÊÎÒÎÐÛÅ ÀÍÀËÈÒÈ×ÅÑÊÈÅ ÏÎÊÀÇÀÒÅËÈ, ÕÀÐÀÊÒÅÐÈÇÓÞÙÈÅ
ÐÛÍÎÊ ÃÊÎ È ÎÔÇ
-------------------T-----------T----------T----------T-----------¬
¦ ¦ 29.04 ¦ 05.05 ¦ 06.05 ¦ 07.05 ¦
+------------------+-----------+----------+----------+-----------+
¦1. Èíäèêàòîðû ¦ ¦
¦ (% ãîäîâûõ): ¦ ¦
¦à) ðûíî÷íîãî ¦ ¦
¦ ïîðòôåëÿ <*> ¦ ¦
+------------------+-----------T----------T----------T-----------+
¦îáùèé ÃÊÎ ¦ 128.47 ¦ 147.64 ¦ 153.28 ¦ 159.21 ¦
+------------------+-----------+----------+----------+-----------+
¦êðàòêîñðî÷íûé ÃÊÎ ¦ 88.26 ¦ 110.31 ¦ 111.77 ¦ 106.55 ¦
+------------------+-----------+----------+----------+-----------+
¦ñðåäíåñðî÷íûé ÃÊÎ ¦ 144.43 ¦ 163.04 ¦ 170.32 ¦ 181.21 ¦
+------------------+-----------+----------+----------+-----------+
¦ÎÔÇ ¦ 388.39 ¦ 324.57 ¦ 361.89 ¦ 367.32 ¦
+------------------+-----------+----------+----------+-----------+
¦á) îáîðîòà ¦ ¦
¦ ðûíêà <**> ¦ ¦
+------------------+-----------T----------T----------T-----------+
¦îáùèé ÃÊÎ ¦ 114.61 ¦ 145.60 ¦ 147.65 ¦ 145.08 ¦
+------------------+-----------+----------+----------+-----------+
¦êðàòêîñðî÷íûé ÃÊÎ ¦ 91.20 ¦ 133.34 ¦ 124.17 ¦ 116.75 ¦
+------------------+-----------+----------+----------+-----------+
¦ñðåäíåñðî÷íûé ÃÊÎ ¦ 145.84 ¦ 171.42 ¦ 176.64 ¦ 184.00 ¦
+------------------+-----------+----------+----------+-----------+
¦ÎÔÇ ¦ 353.45 ¦ 255.26 ¦ 293.84 ¦ 296.10 ¦
+------------------+-----------+----------+----------+-----------+
¦2. Êîýôôèöèåíòû ¦ ¦
¦ îáîðà÷èâàåìîñòè¦ ¦
+------------------+-----------T----------T----------T-----------+
¦îáùèé ÃÊÎ ¦ 1.90% ¦ 1.73% ¦ 2.23% ¦ 2.78% ¦
+------------------+-----------+----------+----------+-----------+
¦êðàòêîñðî÷íûé ÃÊÎ ¦ 3.07% ¦ 2.98% ¦ 3.45% ¦ 4.46% ¦
+------------------+-----------+----------+----------+-----------+
¦ñðåäíåñðî÷íûé ÃÊÎ ¦ 0.76% ¦ 0.58% ¦ 1.11% ¦ 1.23% ¦
+------------------+-----------+----------+----------+-----------+
¦ÎÔÇ ¦ 1.16% ¦ 0.84% ¦ 1.05% ¦ 1.42% ¦
L------------------+-----------+----------+----------+------------
--------------------------------
<*> Ðàññ÷èòûâàåòñÿ êàê ñðåäíÿÿ äîõîäíîñòü, âçâåøåííàÿ ïî
ñðîêàì äî ïîãàøåíèÿ äëÿ ÃÊÎ è äî âûïëàòû êóïîíà ïî ÎÔÇ è îáúåìàì â
îáðàùåíèè.
<**> Ðàññ÷èòûâàåòñÿ êàê ñðåäíÿÿ äîõîäíîñòü, âçâåøåííàÿ ïî
ñðîêàì äî ïîãàøåíèÿ äëÿ ÃÊÎ èëè äî âûïëàòû êóïîíà ïî ÎÔÇ è
îáîðîòàì âòîðè÷íîãî ðûíêà.
×àñòü 7
ÍÅÊÎÒÎÐÛÅ ÌÀÊÐÎÕÀÐÀÊÒÅÐÈÑÒÈÊÈ ÐÛÍÊÀ ÃÊÎ È ÎÔÇ
ÊÀÊ ÃÎÑÓÄÀÐÑÒÂÅÍÍÎÃÎ ÄÎËÃÀ
------------------T----------T-----------T-----------T-----------¬
¦ ¦ 29.04 ¦ 05.05 ¦ 06.05 ¦ 07.05 ¦
+-----------------+----------+-----------+-----------+-----------+
¦ Íîìèíàëüíàÿ ¦ ¦ ¦ ¦ ¦
¦ ñòîèìîñòü, ¦122852.356¦ 127035.378¦ 127105.378¦ 127170.832¦
¦ ìëðä. ðóá. ¦ ¦ ¦ ¦ ¦
+-----------------+----------+-----------+-----------+-----------+
¦â òîì ÷èñëå: ÃÊÎ ¦100084.070¦ 104267.092¦ 104337.092¦ 104402.546¦
+-----------------+----------+-----------+-----------+-----------+
¦ ÎÔÇ ¦ 22768.286¦ 22768.286¦ 22768.286¦ 22768.286¦
+-----------------+----------+-----------+-----------+-----------+
¦ Ðûíî÷íàÿ ¦ ¦ ¦ ¦ ¦
¦ ñòîèìîñòü, ¦ 96551.277¦ 96092.238¦ 95176.030¦ 94902.225¦
¦ ìëðä. ðóá. ¦ ¦ ¦ ¦ ¦
+-----------------+----------+-----------+-----------+-----------+
¦â òîì ÷èñëå: ÃÊÎ ¦ 77840.150¦ 78205.325¦ 77854.339¦ 77548.141¦
+-----------------+----------+-----------+-----------+-----------+
¦ ÎÔÇ ¦ 18711.127¦ 17886.913¦ 17321.691¦ 17354.084¦
+-----------------+----------+-----------+-----------+-----------+
¦ Äþðàöèÿ, äíåé ¦ 131.5 ¦ 132.8 ¦ 130.3 ¦ 128.5 ¦
+-----------------+----------+-----------+-----------+-----------+
¦â òîì ÷èñëå: ÃÊÎ ¦ 81.2 ¦ 82.4 ¦ 81.0 ¦ 79.4 ¦
+-----------------+----------+-----------+-----------+-----------+
¦ ÎÔÇ ¦ 340.7 ¦ 353.3 ¦ 351.7 ¦ 347.9 ¦
L-----------------+----------+-----------+-----------+------------
Äåïàðòàìåíò öåííûõ áóìàã
Áàíêà Ðîññèè
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