БЮЛЛЕТЕНЬ ЦБ РФ от 08.05.2003 n 16 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 8 мая 2003 г. N 16
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 436.719 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.)¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦23.07.03 ¦28.04.03¦98.69 ¦98.69 ¦98.69 ¦ 5.63 ¦ 2.70 ¦ 21165 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦29.04.03¦98.65 ¦98.70 ¦98.65 ¦ 5.73 ¦ 37.17 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦07.05.03¦98.78 ¦98.94 ¦98.94 ¦ 5.08 ¦ 0.50 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦06.08.03 ¦30.04.03¦98.45 ¦98.45 ¦98.45 ¦ 5.86 ¦ 1.12 ¦ 21166 ¦
+---------+--------+------+------+------+-------+-------+--------+
¦03.09.03 ¦28.04.03¦98.07 ¦98.07 ¦98.07 ¦ 5.61 ¦ 8.06 ¦ 21167 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦29.04.03¦98.08 ¦98.08 ¦98.08 ¦ 5.63 ¦ 0.00 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦30.04.03¦98.10 ¦98.10 ¦98.10 ¦ 5.61 ¦ 1.00 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦05.05.03¦98.15 ¦98.15 ¦98.15 ¦ 5.69 ¦ 0.00 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦06.05.03¦98.17 ¦98.17 ¦98.17 ¦ 5.67 ¦ 70.00 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦07.05.03¦98.20 ¦98.28 ¦98.28 ¦ 5.50 ¦ 28.99 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦08.05.03¦98.35 ¦98.35 ¦98.35 ¦ 5.19 ¦ 5.00 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦08.10.03 ¦29.04.03¦97.60 ¦97.60 ¦97.60 ¦ 5.54 ¦ 0.00 ¦ 21168 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦30.04.03¦97.60 ¦97.65 ¦97.65 ¦ 5.47 ¦ 9.23 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦05.05.03¦97.70 ¦97.70 ¦97.70 ¦ 5.51 ¦ 0.00 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦06.05.03¦97.70 ¦97.70 ¦97.70 ¦ 5.54 ¦ 6.50 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦07.05.03¦97.73 ¦97.75 ¦97.75 ¦ 5.51 ¦244.92 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦08.05.03¦97.87 ¦97.91 ¦97.91 ¦ 5.18 ¦ 6.53 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦05.11.03 ¦08.05.03¦97.44 ¦97.53 ¦97.53 ¦ 5.20 ¦ 15.00 ¦ 21169 ¦
L---------+--------+------+------+------+-------+-------+---------
Торговля ОФЗ при суммарном объеме сделок за неделю 6569.087 млн. руб. по номиналу имела следующие параметры:
----------T--------T------T--------------------T------T-------T--------¬
¦ Дата ¦ Дата ¦Накоп-¦ Цены облигаций ¦Доход-¦Оборот ¦ Номер ¦
¦погашения¦ торгов ¦ленный+------T------T------+ность ¦ (млн. ¦выпуска ¦
¦ ¦ ¦доход ¦ мин. ¦ макс.¦ закр.¦(% ¦руб. по¦(справ.)¦
¦ ¦ ¦(% от ¦ ¦ ¦ ¦год.) ¦номин.)¦ ¦
¦ ¦ ¦ном.) ¦ ¦ ¦ ¦ ¦ ¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦21.05.03 ¦28.04.03¦ 1.90 ¦100.21¦100.24¦100.21¦ 6.04 ¦ 21.22¦ 27008 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦29.04.03¦ 1.90 ¦100.21¦100.25¦100.21¦ 6.24 ¦ 33.59¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦30.04.03¦ 1.90 ¦100.26¦100.31¦100.29¦ 5.33 ¦ 81.83¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦05.05.03¦ 2.10 ¦100.18¦100.23¦100.23¦ 4.53 ¦ 10.53¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦06.05.03¦ 2.10 ¦100.22¦100.25¦100.22¦ 4.37 ¦ 18.34¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦07.05.03¦ 2.10 ¦100.23¦100.27¦100.23¦ 4.29 ¦ 16.62¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦08.05.03¦ 2.10 ¦100.23¦100.25¦100.24¦ 4.51 ¦ 140.40¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦04.06.03 ¦28.04.03¦ 1.50 ¦100.26¦100.41¦100.26¦ 6.00 ¦ 42.80¦ 27009 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦29.04.03¦ 1.50 ¦100.33¦100.40¦100.35¦ 6.42 ¦ 81.03¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦30.04.03¦ 1.50 ¦100.40¦100.50¦100.45¦ 6.02 ¦ 34.40¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦05.05.03¦ 1.70 ¦100.28¦100.39¦100.39¦ 5.07 ¦ 8.01¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦06.05.03¦ 1.70 ¦100.39¦100.44¦100.41¦ 4.63 ¦ 27.39¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦07.05.03¦ 1.70 ¦100.38¦100.44¦100.44¦ 5.01 ¦ 117.36¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦08.05.03¦ 1.80 ¦100.34¦100.40¦100.40¦ 4.39 ¦ 163.80¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦20.08.03 ¦28.04.03¦ 2.24 ¦101.85¦101.95¦101.85¦ 5.89 ¦ 19.00¦ 27016 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦29.04.03¦ 2.27 ¦101.80¦101.90¦101.80¦ 6.14 ¦ 45.00¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦30.04.03¦ 2.30 ¦101.70¦101.82¦101.80¦ 6.23 ¦ 34.56¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦07.05.03¦ 2.53 ¦101.60¦101.72¦101.72¦ 6.15 ¦ 188.31¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦17.09.03 ¦28.04.03¦ 1.10 ¦101.45¦101.53¦101.48¦ 6.21 ¦ 11.31¦ 27010 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦29.04.03¦ 1.10 ¦101.30¦101.41¦101.38¦ 6.61 ¦ 72.60¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦30.04.03¦ 1.20 ¦101.35¦101.40¦101.40¦ 6.37 ¦ 68.01¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦05.05.03¦ 1.30 ¦101.30¦101.50¦101.50¦ 6.33 ¦ 20.82¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦06.05.03¦ 1.30 ¦101.40¦101.51¦101.48¦ 6.08 ¦ 36.96¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦07.05.03¦ 1.30 ¦101.45¦101.71¦101.70¦ 5.53 ¦ 594.43¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦08.05.03¦ 1.40 ¦101.62¦101.66¦101.63¦ 5.46 ¦ 24.36¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦08.10.03 ¦28.04.03¦ 0.50 ¦101.65¦101.75¦101.72¦ 6.31 ¦ 13.17¦ 27011 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦29.04.03¦ 0.50 ¦101.55¦101.73¦101.73¦ 6.71 ¦ 6.00¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦30.04.03¦ 0.60 ¦101.50¦101.95¦101.95¦ 6.47 ¦ 1.23¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦05.05.03¦ 0.70 ¦101.30¦101.95¦101.95¦ 6.71 ¦ 0.03¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦06.05.03¦ 0.70 ¦101.56¦101.60¦101.56¦ 6.42 ¦ 5.16¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦07.05.03¦ 0.80 ¦101.61¦101.88¦101.88¦ 5.53 ¦ 117.97¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦08.05.03¦ 0.80 ¦101.86¦102.00¦102.00¦ 5.51 ¦ 59.45¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦19.11.03 ¦28.04.03¦ 4.40 ¦101.70¦101.74¦101.70¦ 6.88 ¦ 1.51¦ 27012 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦30.04.03¦ 4.40 ¦101.90¦101.90¦101.90¦ 6.63 ¦ 20.00¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦07.05.03¦ 4.60 ¦101.95¦102.33¦102.33¦ 5.74 ¦ 512.86¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦08.05.03¦ 4.60 ¦102.29¦102.35¦102.35¦ 5.77 ¦ 23.06¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦21.01.04 ¦28.04.03¦ 0.10 ¦102.00¦102.29¦102.01¦ 7.23 ¦ 1.00¦ 28001 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦29.04.03¦ 0.20 ¦102.00¦102.15¦102.15¦ 7.32 ¦ 0.49¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦30.04.03¦ 0.20 ¦102.00¦102.13¦102.13¦ 7.26 ¦ 0.39¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦05.05.03¦ 0.30 ¦101.65¦102.30¦102.30¦ 7.08 ¦ 0.49¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦06.05.03¦ 0.40 ¦101.82¦102.35¦101.82¦ 6.85 ¦ 0.95¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦07.05.03¦ 0.40 ¦102.15¦102.40¦102.35¦ 6.82 ¦ 129.23¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦08.05.03¦ 0.40 ¦102.70¦102.70¦102.70¦ 6.25 ¦ 0.59¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦04.02.04 ¦28.04.03¦ 2.70 ¦103.51¦103.53¦103.53¦ 7.47 ¦ 43.00¦ 27015 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦29.04.03¦ 2.73 ¦103.51¦103.58¦103.58¦ 7.40 ¦ 66.85¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦30.04.03¦ 2.76 ¦103.59¦104.10¦104.10¦ 7.23 ¦ 91.82¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦05.05.03¦ 2.93 ¦103.89¦104.05¦104.05¦ 6.74 ¦ 28.58¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦06.05.03¦ 2.96 ¦103.96¦104.00¦103.96¦ 6.69 ¦ 60.00¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦07.05.03¦ 0.00 ¦103.95¦104.08¦104.08¦ 6.64 ¦ 153.97¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦15.03.04 ¦30.04.03¦ 1.26 ¦102.00¦102.00¦102.00¦ 7.51 ¦ 0.05¦ 26002 ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦02.06.04 ¦28.04.03¦ 1.78 ¦104.68¦104.82¦104.82¦ 7.60 ¦ 1.53¦ 27013 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦29.04.03¦ 1.81 ¦105.00¦105.10¦105.10¦ 7.36 ¦ 10.00¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦05.05.03¦ 2.01 ¦105.30¦105.55¦105.55¦ 6.99 ¦ 47.83¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦06.05.03¦ 2.04 ¦105.20¦105.41¦105.30¦ 7.03 ¦ 118.05¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦07.05.03¦ 2.07 ¦105.20¦105.52¦105.52¦ 7.04 ¦ 48.50¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦08.05.03¦ 2.10 ¦105.30¦105.60¦105.60¦ 6.95 ¦ 34.87¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦04.08.04 ¦28.04.03¦ 2.70 ¦105.49¦105.50¦105.50¦ 7.63 ¦ 5.08¦ 27017 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦29.04.03¦ 2.73 ¦105.50¦105.96¦105.96¦ 7.47 ¦ 79.17¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦30.04.03¦ 2.76 ¦106.08¦106.15¦106.15¦ 7.10 ¦ 52.41¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦05.05.03¦ 2.93 ¦106.20¦106.20¦106.20¦ 6.97 ¦ 1.00¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦08.05.03¦ 0.03 ¦106.16¦106.16¦106.16¦ 6.97 ¦ 0.25¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦15.12.04 ¦07.05.03¦ 1.61 ¦107.23¦107.23¦107 23¦ 7.40 ¦ 10.00¦ 27014 ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦15.03.05 ¦29.04.03¦ 1.23 ¦102.89¦103.80¦103.80¦ 8.05 ¦ 2.99¦ 26003 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦30.04.03¦ 1.26 ¦103.23¦103.23¦103.23¦ 8.05 ¦ 0.28¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦05.05.03¦ 1.40 ¦103.00¦103.00¦103.00¦ 8.17 ¦ 0.16¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦07.05.03¦ 1.45 ¦104.00¦104.20¦104.20¦ 7.51 ¦ 2.62¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦20.04.05 ¦29.04.03¦ 0.23 ¦110.00¦110.23¦110.10¦ 7.17 ¦ 33.37¦ 27021 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦30.04.03¦ 0.27 ¦110.20¦110.25¦110.25¦ 7.11 ¦ 17.74¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦07.05.03¦ 0.54 ¦110.23¦110.30¦110.30¦ 7.03 ¦ 3.87¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦20.07.05 ¦05.05.03¦ 0.31 ¦101.90¦101.90¦101.90¦ 7.37 ¦ 0.02¦ 27023 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦06.05.03¦ 0.34 ¦101.85¦101.85¦101.85¦ 7.40 ¦ 5.69¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦07.05.03¦ 0.36 ¦101.85¦102.00¦102.00¦ 7.32 ¦ 408.00¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦14.09.05 ¦28.04.03¦ 1.53 ¦111.20¦111.20¦111.20¦ 7.39 ¦ 0.00¦ 27018 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦29.04.03¦ 1.57 ¦110.50¦111.00¦111.00¦ 7.70 ¦ 0.67¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦30.04.03¦ 1.61 ¦111.00¦111.10¦111.10¦ 7.45 ¦ 8.99¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦15.02.06 ¦28.04.03¦ 1.86 ¦102.57¦102.57¦102.57¦ 8.00 ¦ 13.00¦ 27022 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦29.04.03¦ 1.89 ¦102.56¦102.56¦102.56¦ 8.00 ¦ 12.00¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦30.04.03¦ 1.92 ¦103.00¦103.74¦103.73¦ 7.55 ¦ 12.38¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦06.05.03¦ 2.08 ¦103.70¦103.72¦103.70¦ 7.50 ¦ 11.76¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦07.05.03¦ 2.11 ¦103.70¦103.75¦103.75¦ 7.49 ¦ 38.66¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦08.05.03¦ 2.14 ¦103.75¦103.85¦103.80¦ 7.46 ¦ 21.00¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦02.08.06 ¦29.04.03¦ 2.84 ¦106.79¦106.79¦106.79¦ 7.71 ¦ 0.10¦ 45002 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦30.04.03¦ 2.88 ¦106.99¦106.99¦106.99¦ 7.59 ¦ 1.98¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦06.05.03¦ 3.11 ¦106.96¦107.05¦107.05¦ 7.50 ¦ 6.61¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦07.05.03¦ 3.15 ¦107.01¦107.10¦107.10¦ 7.46 ¦ 25.01¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦08.05.03¦ 3.18 ¦107.10¦107.10¦107.10¦ 7.45 ¦ 10.00¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦15.11.06 ¦28.04.03¦ 2.61 ¦109.50¦109.85¦109.50¦ 8.02 ¦ 10.66¦ 45001 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦29.04.03¦ 2.65 ¦109.20¦109.53¦109.25¦ 8.05 ¦ 50.70¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦30.04.03¦ 2.69 ¦109.51¦109.75¦109.75¦ 7.96 ¦ 310.87¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦06.05.03¦ 2.92 ¦109.80¦109.88¦109.85¦ 7.83 ¦ 101.43¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦07.05.03¦ 2.95 ¦109.90¦109.99¦109.99¦ 7.78 ¦ 82.79¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦08.05.03¦ 2.99 ¦109.95¦110.20¦110.20¦ 7.75 ¦ 272.83¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦10.09.08 ¦28.04.03¦ 1.53 ¦111.00¦111.03¦111.03¦ 8.48 ¦ 19.26¦ 46001 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦29.04.03¦ 1.57 ¦110.90¦111.05¦111.05¦ 8.47 ¦ 27.72¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦30.04.03¦ 1.61 ¦111.30¦111.45¦111.45¦ 8.38 ¦ 42.91¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦05.05.03¦ 1.80 ¦111.30¦111.50¦111.50¦ 8.34 ¦ 21.25¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦06.05.03¦ 1.84 ¦111.72¦112.00¦111.87¦ 8.20 ¦ 151.18¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦07.05.03¦ 1.88 ¦112.20¦112.20¦112.20¦ 8.14 ¦ 126.16¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦08.05.03¦ 1.92 ¦112.30¦112.76¦112.76¦ 8.00 ¦ 250.26¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦08.08.12 ¦28.04.03¦ 2.92 ¦107.00¦107.27¦107.25¦ 8.69 ¦ 71.05¦ 45002 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦29.04.03¦ 2.96 ¦107.30¦107.35¦107.33¦ 8.67 ¦ 153.37¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦30.04.03¦ 2.99 ¦107.65¦107.80¦107.80¦ 8.59 ¦ 60.00¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦05.05.03¦ 3.17 ¦107.80¦108.10¦107.90¦ 8.53 ¦ 30.38¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦06.05.03¦ 3.21 ¦108.20¦108.20¦108.20¦ 8.51 ¦ 5.00¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦07.05.03¦ 3.24 ¦108.30¦108.32¦108.31¦ 8.49 ¦ 106.43¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦08.05.03¦ 3.28 ¦108.38¦108.40¦108.40¦ 8.47 ¦ 222.03¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦29.08.18 ¦28.04.03¦ 1.55 ¦103.19¦103.20¦103.19¦ 8.71 ¦ 27.53¦ 46014 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦29.04.03¦ 1.58 ¦103.10¦103.20¦103.20¦ 8.71 ¦ 22.37¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦30.04.03¦ 1.61 ¦103.25¦103.40¦103.40¦ 8.69 ¦ 12.29¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦05.05.03¦ 1.76 ¦103.30¦103.40¦103.40¦ 8.68 ¦ 17.08¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦06.05.03¦ 1.78 ¦103.40¦103.61¦103.61¦ 8.65 ¦ 5.41¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦07.05.03¦ 1.81 ¦103.81¦104.22¦104.22¦ 8.55 ¦ 71.89¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦08.05.03¦ 1.84 ¦104.40¦104.40¦104.40¦ 8.52 ¦ 0.13¦ ¦
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 ¦ 203 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 24.11.2003 ¦ 200 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2004 ¦ 312 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2004 ¦ 312 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2003 ¦ 203 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 24.11.2003 ¦ 200 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 25.11.2003 ¦ 201 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 27.11.2003 ¦ 203 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 28.11.2003 ¦ 204 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 21.05.2003 ¦ 13 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 04.06.2003 ¦ 27 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 18.06.2003 ¦ 41 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 09.07.2003 ¦ 62 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 21.05.2003 ¦ 13 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 04.06.2003 ¦ 27 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 18.06.2003 ¦ 41 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 06.08.2003 ¦ 90 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 21.05.2003 ¦ 13 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 06.08.2003 ¦ 90 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 18.06.2003 ¦ 41 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 23.07.2003 ¦ 76 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27022 ¦ 21.05.2003 ¦ 13 ¦ 10.00 ¦ 24.93 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27023 ¦ 23.07.2003 ¦ 76 ¦ 9.50 ¦ 23.68 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 23.07.2003 ¦ 76 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 21.05.2003 ¦ 13 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45002 ¦ 06.08.2003 ¦ 90 ¦ 14.00 ¦ 66.36 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 18.06.2003 ¦ 41 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46002 ¦ 20.08.2003 ¦ 104 ¦ 13.00 ¦ 69.81 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46014 ¦ 17.09.2003 ¦ 132 ¦ 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-¦досрочн.¦в обращ., ¦остаток, ¦
¦выпуска ¦ния ¦ния ¦пога-¦ (вкл. ¦меще- ¦выкупов ¦млн. руб. ¦млн. руб.¦
¦ ¦ ¦ ¦шения¦ осн.) ¦ний ¦ ¦ ¦ ¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21165 ¦04.12.02¦23.07.03¦ 76¦ 1 ¦ 2 ¦ ¦ 3025.287¦ 1974.713¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21166 ¦05.02.03¦06.08.03¦ 90¦ 1 ¦ 2 ¦ ¦ 2039.979¦ 2960.021¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21167 ¦05.03.03¦03.09.03¦ 118¦ 1 ¦ 2 ¦ ¦ 4522.588¦ 1477.412¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21168 ¦02.04.03¦08.10.03¦ 153¦ 1 ¦ ¦ ¦ 5994.811¦ 5.189¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21169 ¦07.05.03¦05.11.03¦ 181¦ 1 ¦ ¦ ¦ 2468.554¦ 2531.446¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 203¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 928¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 312¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 677¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 569¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1292¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1657¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2023¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2388¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 13¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 27¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 132¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 153¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 195¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 391¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 587¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 272¦ 3 ¦ 62 ¦ ¦ 16000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 104¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 454¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 860¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 713¦ 2 ¦ 2 ¦ ¦ 10941.601¦ 58.399¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27022 ¦19.02.03¦15.02.06¦ 1014¦ 3 ¦ 8 ¦ ¦ 20669.389¦ 3330.611¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27023 ¦23.04.03¦20.07.05¦ 804¦ 1 ¦ 1 ¦ ¦ 7780.000¦ 2220.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 258¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1287¦ 5 ¦ 81 ¦ ¦ 30354.634¦ 1645.366¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45002 ¦14.02.03¦02.08.06¦ 1182¦ 1 ¦ ¦ ¦ 9200.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 1952¦ 3 ¦ 45 ¦ ¦ 27830.000¦ 3170.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46002 ¦05.02.03¦08.08.12¦ 3380¦ 2 ¦ 23 ¦ ¦ 22310.000¦ 4890.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46014 ¦05.02.03¦29.08.18¦ 5592¦ 1 ¦ 4 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦288385.399¦41314.109¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------T--------T--------¬
¦ ¦28.04.03¦29.04.03¦30.04.03¦05.05.03¦06.05.03¦07.05.03¦08.05.03¦
+--------------------------+--------+--------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 5.55 ¦ 5.62 ¦ 5.58 ¦ 5.55 ¦ 5.52 ¦ 5.46 ¦ 5.12 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 6.71 ¦ 6.95 ¦ 6.94 ¦ 7.04 ¦ 7.04 ¦ 6.54 ¦ 6.54 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 8.48 ¦ 8.48 ¦ 8.41 ¦ 8.38 ¦ 8.30 ¦ 8.25 ¦ 8.20 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 7.52 ¦ 7.56 ¦ 7.33 ¦ 7.25 ¦ 7.22 ¦ 7.14 ¦ 7.10 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 5.62 ¦ 5.73 ¦ 5.50 ¦ 5.59 ¦ 5.66 ¦ 5.50 ¦ 5.19 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 8.05 ¦ 8.01 ¦ 8.17 ¦ 0.00 ¦ 7.51 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 8.66 ¦ 8.61 ¦ 8.23 ¦ 8.55 ¦ 8.13 ¦ 8.34 ¦ 8.16 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 7.37 ¦ 7.28 ¦ 7.06 ¦ 6.84 ¦ 6.96 ¦ 6.72 ¦ 6.47 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.06 ¦ 0.22 ¦ 0.06 ¦ 0.00 ¦ 0.44 ¦ 1.52 ¦ 0.15 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 0.17 ¦ 0.02 ¦ 0.01 ¦ 0.00 ¦ 0.15 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.13 ¦ 0.25 ¦ 0.43 ¦ 0.07 ¦ 0.27 ¦ 0.41 ¦ 0.76 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.10 ¦ 0.26 ¦ 0.25 ¦ 0.07 ¦ 0.17 ¦ 1.36 ¦ 0.27 ¦
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---------T---------T---------¬
¦ ¦ 28.04.03¦ 29.04.03¦ 30.04.03¦ 05.05.03¦ 06.05.03¦ 07.05.03¦ 08.05.03¦
+----------------------+---------+---------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦287410.18¦287410.18¦287410.18¦287410.18¦287410.18¦288183.40¦288385.40¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 17370.39¦ 17370.39¦ 17370.39¦ 17370.39¦ 17370.39¦ 18051.22¦ 18051.22¦
+----------------------+---------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1749.36¦ 1749.36¦ 1749.36¦ 1749.36¦ 1749.36¦ 1749.36¦ 1749.36¦
+----------------------+---------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 99400.24¦ 99400.24¦ 99400.24¦ 99400.24¦ 99400.24¦ 99492.63¦ 99694.63¦
+----------------------+---------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦168890.19¦168890.19¦168890.19¦168890.19¦168890.19¦168890.19¦168890.19¦
+----------------------+---------+---------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦307546.41¦307532.22¦308322.84¦308978.40¦309366.98¦309670.92¦310261.35¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 17059.72¦ 17060.59¦ 17068.27¦ 17073.83¦ 17074.74¦ 17705.92¦ 17723.52¦
+----------------------+---------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1800.67¦ 1794.68¦ 1795.10¦ 1794.62¦ 1795.06¦ 1808.20¦ 1808.62¦
+----------------------+---------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦110164.69¦110198.92¦110515.76¦110797.06¦111095.55¦111425.27¦111888.46¦
+----------------------+---------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦178521.33¦178478.03¦178943.71¦179312.89¦179401.64¦178731.53¦178840.75¦
+----------------------+---------+---------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 755.78¦ 754.99¦ 755.07¦ 750.62¦ 750.41¦ 752.59¦ 753.19¦
+----------------------+---------+---------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 116.92¦ 115.92¦ 114.92¦ 109.93¦ 108.93¦ 128.85¦ 127.88¦
+----------------------+---------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 482.95¦ 481.47¦ 480.67¦ 476.39¦ 475.58¦ 476.10¦ 475.29¦
+----------------------+---------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 1395.23¦ 1394.73¦ 1395.02¦ 1391.02¦ 1390.78¦ 1391.93¦ 1393.13¦
+----------------------+---------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 424.99¦ 423.83¦ 423.66¦ 418.67¦ 417.67¦ 418.59¦ 417.61¦
L----------------------+---------+---------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
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ПРИКАЗ ГТК РФ от 08.05.2003 n 487 О СОВЕРШЕНСТВОВАНИИ СИСТЕМЫ УПРАВЛЕНИЯ ТАМОЖЕННЫМИ ОРГАНАМИ, РАСПОЛОЖЕННЫМИ НА ТЕРРИТОРИИ ЮЖНОГО ФЕДЕРАЛЬНОГО ОКРУГА  »
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