БЮЛЛЕТЕНЬ ЦБ РФ от 15.08.2003 n 30 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 15 августа 2003 г. N 30
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 98.723 млн. руб. по номиналу имела следующие параметры:
----------T--------T--------------------T------T-------T---------¬
¦ Дата ¦ Дата ¦ Цены облигаций ¦Доход-¦Оборот ¦ Номер ¦
¦погашения¦ торгов +------T------T------+ность ¦ (млн. ¦ выпуска ¦
¦ ¦ ¦ мин. ¦макс. ¦закр. ¦(% ¦руб. по¦(справ.) ¦
¦ ¦ ¦ ¦ ¦ ¦год.) ¦номин.)¦ ¦
+---------+--------+------+------+------+------+-------+---------+
¦03.09.03 ¦11.08.03¦99.799¦99.799¦99.799¦ 3.20 ¦ 4.00 ¦ 21167 ¦
¦ +--------+------+------+------+------+-------+ ¦
¦ ¦12.08.03¦99.802¦99.808¦99.808¦ 3.24 ¦ 11.00 ¦ ¦
¦ +--------+------+------+------+------+-------+ ¦
¦ ¦13.08.03¦99.816¦99.822¦99.822¦ 3.14 ¦ 16.00 ¦ ¦
¦ +--------+------+------+------+------+-------+ ¦
¦ ¦14.08.03¦99.830¦99.830¦99.830¦ 3.11 ¦ 3.00 ¦ ¦
+---------+--------+------+------+------+------+-------+---------+
¦08.10.03 ¦14.08.03¦99.455¦99.455¦99.455¦ 3.64 ¦ 3.00 ¦ 21168 ¦
¦ +--------+------+------+------+------+-------+ ¦
¦ ¦15.08.03¦99.500¦99.500¦99.500¦ 3.40 ¦ 5.00 ¦ ¦
+---------+--------+------+------+------+------+-------+---------+
¦21.07.04 ¦12.08.03¦94.688¦94.688¦94.688¦ 5.95 ¦ 5.72 ¦ 21170 ¦
¦ +--------+------+------+------+------+-------+ ¦
¦ ¦14.08.03¦94.510¦94.510¦94.510¦ 6.20 ¦ 51.00 ¦ ¦
L---------+--------+------+------+------+------+-------+----------
Торговля ОФЗ при суммарном объеме сделок за неделю 2164.492 млн. руб. по номиналу имела следующие параметры:
----------T--------T------T-----------------------T-----T-------T--------¬
¦ Дата ¦ Дата ¦Накоп-¦ Цены облигаций ¦До- ¦Оборот ¦ Номер ¦
¦погашения¦ торгов ¦ленный+-------T-------T-------+ход- ¦ (млн. ¦ выпуска¦
¦ ¦ ¦доход ¦ мин. ¦ макс. ¦ закр. ¦ность¦руб. по¦(справ.)¦
¦ ¦ ¦(% от ¦ ¦ ¦ ¦(% ¦номин.)¦ ¦
¦ ¦ ¦ном.) ¦ ¦ ¦ ¦год.)¦ ¦ ¦
+---------+--------+------+-------+-------+-------+-----+-------+--------+
¦20.08.03 ¦11.08.03¦ 2.70 ¦100.247¦100.247¦100.247¦ 1.97¦ 97.35¦ 27016 ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦12.08.03¦ 2.73 ¦100.220¦100.220¦100.220¦ 1.92¦ 38.85¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦13.08.03¦ 2.76 ¦100.192¦100.193¦100.193¦ 1.92¦ 145.75¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦14.08.03¦ 2.80 ¦100.164¦100.164¦100.164¦ 1.97¦ 97.15¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦15.08.03¦ 2.83 ¦100.137¦100.137¦100.137¦ 1.93¦ 68.00¦ ¦
+---------+--------+------+-------+-------+-------+-----+-------+--------+
¦17.09.03 ¦11.08.03¦ 1.50 ¦100.603¦100.680¦100.603¦ 3.15¦ 5.10¦ 27010 ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦12.08.03¦ 1.50 ¦100.605¦100.620¦100.614¦ 3.89¦ 39.53¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦13.08.03¦ 1.50 ¦100.650¦100.650¦100.650¦ 3.63¦ 1.52¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦14.08.03¦ 1.60 ¦100.560¦100.580¦100.580¦ 3.46¦ 3.55¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦15.08.03¦ 1.60 ¦100.570¦100.570¦100.570¦ 3.63¦ 3.65¦ ¦
+---------+--------+------+-------+-------+-------+-----+-------+--------+
¦08.10.03 ¦11.08.03¦ 0.90 ¦100.950¦100.950¦100.950¦ 4.08¦ 7.50¦ 27011 ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦12.08.03¦ 0.90 ¦100.950¦100.980¦100.980¦ 4.04¦ 1.55¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦13.08.03¦ 1.00 ¦100.901¦100.901¦100.901¦ 3.90¦ 0.02¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦14.08.03¦ 1.00 ¦100.950¦100.950¦100.950¦ 3.64¦ 0.04¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦15.08.03¦ 1.00 ¦100.979¦100.979¦100.979¦ 3.50¦ 4.85¦ ¦
+---------+--------+------+-------+-------+-------+-----+-------+--------+
¦19.11.03 ¦11.08.03¦ 2.30 ¦101.800¦101.800¦101.800¦ 3.19¦ 0.02¦ 27012 ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦12.08.03¦ 2.30 ¦101.600¦101.600¦101.600¦ 3.96¦ 0.00¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦13.08.03¦ 2.30 ¦101.500¦101.500¦101.500¦ 4.37¦ 2.25¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦14.08.03¦ 2.30 ¦101.500¦101.500¦101.500¦ 4.42¦ 3.00¦ ¦
+---------+--------+------+-------+-------+-------+-----+-------+--------+
¦21.01.04 ¦11.08.03¦ 0.50 ¦101.750¦101.800¦101.800¦ 6.18¦ 17.11¦ 28001 ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦12.08.03¦ 0.50 ¦101.855¦102.000¦102.000¦ 5.92¦ 2.82¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦13.08.03¦ 0.60 ¦102.000¦102.000¦102.000¦ 5.46¦ 2.50¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦14.08.03¦ 0.60 ¦101.800¦102.093¦102.093¦ 5.95¦ 0.16¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦15.08.03¦ 0.60 ¦102.000¦102.000¦102.000¦ 5.53¦ 4.12¦ ¦
+---------+--------+------+-------+-------+-------+-----+-------+--------+
¦04.02.04 ¦11.08.03¦ 0.16 ¦103.040¦103.200¦103.200¦ 5.65¦ 12.00¦ 27015 ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦12.08.03¦ 0.20 ¦103.005¦103.159¦103.130¦ 5.61¦ 6.79¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦13.08.03¦ 0.23 ¦102.950¦103.111¦103.111¦ 5.82¦ 11.51¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦14.08.03¦ 0.26 ¦103.198¦103.198¦103.198¦ 5.26¦ 0.20¦ ¦
+---------+--------+------+-------+-------+-------+-----+-------+--------+
¦15.03.04 ¦13.08.03¦ 4.14 ¦101.500¦101.500¦101.500¦ 7.16¦ 0.03¦ 26002 ¦
+---------+--------+------+-------+-------+-------+-----+-------+--------+
¦02.06.04 ¦11.08.03¦ 2.24 ¦104.500¦104.571¦104.500¦ 6.34¦ 22.25¦ 27013 ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦12.08.03¦ 2.27 ¦104.480¦104.500¦104.480¦ 6.40¦ 75.90¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦13.08.03¦ 2.30 ¦104.300¦104.450¦104.450¦ 6.63¦ 41.41¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦15.08.03¦ 2.37 ¦104.300¦104.300¦104.300¦ 6.60¦ 17.95¦ ¦
+---------+--------+------+-------+-------+-------+-----+-------+--------+
¦04.08.04 ¦13.08.03¦ 0.23 ¦105.000¦105.000¦105.000¦ 6.85¦ 38.50¦ 27017 ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦15.08.03¦ 0.30 ¦104.750¦104.801¦104.750¦ 7.04¦ 0.48¦ ¦
+---------+--------+------+-------+-------+-------+-----+-------+--------+
¦15.12.04 ¦12.08.03¦ 1.81 ¦106.600¦106.600¦106.600¦ 7.00¦ 4.00¦ 27014 ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦14.08.03¦ 1.87 ¦106.000¦106.200¦106.000¦ 7.34¦ 10.00¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦15.08.03¦ 1.91 ¦106.000¦106.101¦106.100¦ 7.41¦ 15.03¦ ¦
+---------+--------+------+-------+-------+-------+-----+-------+--------+
¦15.03.05 ¦12.08.03¦ 4.11 ¦105.000¦105.000¦105.000¦ 6.54¦ 0.02¦ 26003 ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦15.08.03¦ 4.19 ¦103.200¦103.200¦103.200¦ 7.71¦ 0.23¦ ¦
+---------+--------+------+-------+-------+-------+-----+-------+--------+
¦20.04.05 ¦14.08.03¦ 0.84 ¦108.500¦108.500¦108.500¦ 7.03¦ 0.01¦ 27021 ¦
+---------+--------+------+-------+-------+-------+-----+-------+--------+
¦20.07.05 ¦11.08.03¦ 0.47 ¦101.000¦101.000¦101.000¦ 7.57¦ 4.41¦ 27023 ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦12.08.03¦ 0.49 ¦100.800¦101.700¦101.480¦ 7.64¦ 101.57¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦14.08.03¦ 0.54 ¦100.800¦100.800¦100.800¦ 7.68¦ 125.00¦ ¦
+---------+--------+------+-------+-------+-------+-----+-------+--------+
¦14.09.05 ¦12.08.03¦ 2.11 ¦108.400¦108.600¦108.550¦ 7.84¦ 16.91¦ 27018 ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦13.08.03¦ 2.15 ¦108.600¦108.600¦108.600¦ 7.83¦ 0.18¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦14.08.03¦ 2.19 ¦108.000¦108.356¦108.000¦ 8.08¦ 52.79¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦15.08.03¦ 2.22 ¦108.000¦108.000¦108.000¦ 8.13¦ 4.00¦ ¦
+---------+--------+------+-------+-------+-------+-----+-------+--------+
¦15.02.06 ¦11.08.03¦ 2.25 ¦101.200¦101.800¦101.800¦ 8.13¦ 0.23¦ 27022 ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦12.08.03¦ 2.27 ¦101.400¦101.800¦101.500¦ 8.21¦ 62.90¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦13.08.03¦ 2.30 ¦101.500¦101.500¦101.500¦ 8.22¦ 1.10¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦14.08.03¦ 2.33 ¦101.050¦101.500¦101.500¦ 8.22¦ 5.33¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦15.08.03¦ 2.36 ¦101.350¦101.400¦101.350¦ 8.27¦ 8.20¦ ¦
+---------+--------+------+-------+-------+-------+-----+-------+--------+
¦02.08.06 ¦11.08.03¦ 0.17 ¦106.800¦106.800¦106.800¦ 7.54¦ 11.20¦ 45002 ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦12.08.03¦ 0.20 ¦104.811¦106.200¦106.200¦ 8.22¦ 2.88¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦13.08.03¦ 0.23 ¦106.000¦106.790¦106.000¦ 7.78¦ 0.01¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦14.08.03¦ 0.26 ¦106.000¦106.770¦106.000¦ 7.87¦ 125.43¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦15.08.03¦ 0.30 ¦106.000¦106.000¦106.000¦ 7.94¦ 3.20¦ ¦
+---------+--------+------+-------+-------+-------+-----+-------+--------+
¦15.11.06 ¦11.08.03¦ 3.15 ¦108.200¦108.500¦108.500¦ 7.79¦ 46.04¦ 45001 ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦12.08.03¦ 3.18 ¦108.400¦108.500¦108.500¦ 7.76¦ 103.86¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦13.08.03¦ 3.22 ¦108.000¦108.400¦108.400¦ 7.79¦ 10.10¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦14.08.03¦ 3.26 ¦108.200¦108.200¦108.200¦ 7.87¦ 0.30¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦15.08.03¦ 3.30 ¦108.000¦108.000¦108.000¦ 7.96¦ 45.00¦ ¦
+---------+--------+------+-------+-------+-------+-----+-------+--------+
¦10.09.08 ¦11.08.03¦ 2.07 ¦110.270¦110.270¦110.270¦ 8.30¦ 0.05¦ 46001 ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦12.08.03¦ 2.11 ¦110.271¦110.312¦110.312¦ 8.28¦ 324.69¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦13.08.03¦ 2.15 ¦110.312¦110.320¦110.320¦ 8.28¦ 105.48¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦14.08.03¦ 2.19 ¦110.200¦110.320¦110.320¦ 8.28¦ 134.36¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦15.08.03¦ 2.22 ¦110.100¦110.305¦110.300¦ 8.27¦ 10.28¦ ¦
+---------+--------+------+-------+-------+-------+-----+-------+--------+
¦08.08.12 ¦12.08.03¦ 6.70 ¦108.000¦108.000¦108.000¦ 8.36¦ 52.29¦ 46002 ¦
+---------+--------+------+-------+-------+-------+-----+-------+--------+
¦29.08.18 ¦12.08.03¦ 4.60 ¦104.380¦104.580¦104.580¦ 8.45¦ 1.00¦ 46014 ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦15.08.03¦ 4.69 ¦104.580¦104.580¦104.580¦ 8.42¦ 3.00¦ ¦
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.)¦ ¦
+--------+------------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2003 ¦ 104 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 24.11.2003 ¦ 101 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2004 ¦ 213 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2004 ¦ 213 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2003 ¦ 104 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 24.11.2003 ¦ 101 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 25.11.2003 ¦ 102 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 27.11.2003 ¦ 104 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 28.11.2003 ¦ 105 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 17.09.2003 ¦ 33 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 08.10.2003 ¦ 54 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 19.11.2003 ¦ 96 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 03.09.2003 ¦ 19 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 17.09.2003 ¦ 33 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 05.11.2003 ¦ 82 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 20.08.2003 ¦ 5 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 05.11.2003 ¦ 82 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 17.09.2003 ¦ 33 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 22.10.2003 ¦ 68 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27022 ¦ 20.08.2003 ¦ 5 ¦ 10.00 ¦ 24.93 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27023 ¦ 22.10.2003 ¦ 68 ¦ 9.00 ¦ 22.44 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27024 ¦ 22.10.2003 ¦ 68 ¦ 8.00 ¦ 23.01 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 22.10.2003 ¦ 68 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 20.08.2003 ¦ 5 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45002 ¦ 04.02.2004 ¦ 173 ¦ 12.00 ¦ 47.87 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 17.09.2003 ¦ 33 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46002 ¦ 20.08.2003 ¦ 5 ¦ 13.00 ¦ 69.81 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46003 ¦ 21.01.2004 ¦ 159 ¦ 12.00 ¦ 59.84 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46014 ¦ 17.09.2003 ¦ 33 ¦ 10.50 ¦ 56.38 ¦
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 ¦размеще-¦погаше- ¦до ¦траншей¦дораз-¦досроч. ¦в обращ., ¦остаток, ¦
¦выпуска ¦ния ¦ния ¦пога-¦ (вк. ¦меще- ¦выкупов ¦млн. руб. ¦млн. руб.¦
¦ ¦ ¦ ¦шения¦ осн.) ¦ний ¦ ¦ ¦ ¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21167 ¦05.03.03¦03.09.03¦ 19¦ 1 ¦ 2 ¦ ¦ 4522.588¦ 1477.412¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21168 ¦02.04.03¦08.10.03¦ 54¦ 1 ¦ ¦ ¦ 5994.811¦ 5.189¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21169 ¦07.05.03¦05.11.03¦ 82¦ 1 ¦ ¦ ¦ 2468.554¦ 2531.446¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21170 ¦06.08.03¦21.07.04¦ 341¦ 1 ¦ ¦ ¦ 1015.609¦ 3984.391¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 104¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 829¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 213¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 578¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 470¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1193¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1558¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 1924¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2289¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 33¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 54¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 96¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 292¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 488¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 173¦ 3 ¦ 62 ¦ ¦ 16000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 5¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 355¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 761¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 614¦ 2 ¦ 2 ¦ ¦ 10941.601¦ 58.399¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27022 ¦19.02.03¦15.02.06¦ 915¦ 3 ¦ 10 ¦ ¦ 21295.514¦ 2704.486¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27023 ¦23.04.03¦20.07.05¦ 705¦ 3 ¦ 3 ¦ ¦ 20291.893¦ 2708.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27024 ¦09.07.03¦19.04.06¦ 978¦ 2 ¦ ¦ ¦ 5349.887¦ 5650.113¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 159¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1188¦ 5 ¦ 81 ¦ ¦ 30354.634¦ 1645.366¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45002 ¦14.02.03¦02.08.06¦ 1083¦ 1 ¦ ¦ ¦ 7360.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 1853¦ 3 ¦ 45 ¦ ¦ 27830.000¦ 3170.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46002 ¦05.02.03¦08.08.12¦ 3281¦ 2 ¦ 26 ¦ ¦ 22619.652¦ 4580.348¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46003 ¦14.02.03¦14.07.10¦ 2525¦ 1 ¦ ¦ ¦ 8000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46014 ¦05.03.03¦29.08.18¦ 5493¦ 3 ¦ 4 ¦ ¦ 20094.552¦ 6905.448¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦300303.213¦51578.794¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦11.08.03¦12.08.03¦13.08.03¦14.08.03¦15.08.03¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 4.50 ¦ 4.84 ¦ 4.88 ¦ 4.70 ¦ 4.59 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 5.78 ¦ 5.76 ¦ 5.83 ¦ 5.83 ¦ 6.77 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 8.23 ¦ 8.28 ¦ 8.27 ¦ 8.29 ¦ 8.28 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 7.39 ¦ 7.45 ¦ 7.47 ¦ 7.52 ¦ 7.54 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 3.20 ¦ 5.64 ¦ 3.14 ¦ 6.16 ¦ 3.40 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 6.54 ¦ 7.16 ¦ 0.00 ¦ 7.71 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 7.75 ¦ 8.23 ¦ 8.25 ¦ 8.14 ¦ 8.10 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 6.14 ¦ 7.61 ¦ 6.54 ¦ 7.77 ¦ 7.40 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.03 ¦ 0.12 ¦ 0.12 ¦ 0.39 ¦ 0.04 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.01 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.05 ¦ 0.42 ¦ 0.10 ¦ 0.22 ¦ 0.05 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.10 ¦ 0.21 ¦ 0.14 ¦ 0.18 ¦ 0.07 ¦
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---------¬
¦ ¦ 11.08.03¦ 12.08.03¦ 13.08.03¦ 14.08.03¦ 15.08.03¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦300303.21¦300303.21¦300303.21¦300303.21¦300303.21¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 14001.56¦ 14001.56¦ 14001.56¦ 14001.56¦ 14001.56¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1749.36¦ 1749.36¦ 1749.36¦ 1749.36¦ 1749.36¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦116258.84¦116258.84¦116258.84¦116258.84¦116258.84¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦168293.46¦168293.46¦168293.46¦168293.46¦168293.46¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦ ¦ ¦ ¦ ¦ ¦
¦млн. руб. ¦321894.98¦321619.17¦321679.90¦321591.23¦321577.23¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 13872.21¦ 13875.66¦ 13876.32¦ 13878.29¦ 13880.98¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1859.67¦ 1860.09¦ 1858.82¦ 1859.25¦ 1839.31¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦130051.64¦129855.87¦129933.94¦129898.70¦129908.29¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦176111.46¦176027.55¦176010.82¦175955.00¦175948.64¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 829.97¦ 827.76¦ 826.88¦ 825.92¦ 825.28¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 71.37¦ 70.43¦ 69.43¦ 68.39¦ 67.39¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 399.63¦ 398.82¦ 398.18¦ 397.37¦ 394.70¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 1473.40¦ 1470.33¦ 1469.15¦ 1468.47¦ 1468.42¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 419.11¦ 417.97¦ 417.00¦ 415.83¦ 414.71¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

РАСПОРЯЖЕНИЕ Минимущества РФ от 16.05.2003 n 2087-р (ред. от 15.08.2003) ОБ УСЛОВИЯХ ПРИВАТИЗАЦИИ НАХОДЯЩИХСЯ В ФЕДЕРАЛЬНОЙ СОБСТВЕННОСТИ АКЦИЙ ОТКРЫТОГО АКЦИОНЕРНОГО ОБЩЕСТВА СЕВЕРНАЯ ГЕОФИЗИЧЕСКАЯ ПАРТИЯ  »
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