БЮЛЛЕТЕНЬ ЦБ РФ от 04.04.2003 n 12 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 4 апреля 2003 г. N 12
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 415.666 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.)¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦23.04.03 ¦02.04.03¦99.750¦99.757¦99.757¦ 4.27 ¦ 7.00 ¦ 21163 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦04.04.03¦99.834¦99.834¦99.834¦ 3.19 ¦ 3.47 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦23.07.03 ¦31.03.03¦98.300¦98.300¦98.300¦ 5.54 ¦ 0.00 ¦ 21165 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦02.04.03¦98.250¦98.350¦98.350¦ 5.64 ¦ 39.56 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦03.04.03¦98.400¦98.400¦98.400¦ 5.35 ¦ 4.11 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦04.04.03¦98.400¦98.400¦98.400¦ 5.40 ¦ 1.00 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦06.08.03 ¦31.03.03¦98.070¦98.200¦98.070¦ 5.61 ¦ 5.00 ¦ 21166 ¦
+---------+--------+------+------+------+-------+-------+--------+
¦03.09.03 ¦31.03.03¦97.550¦97.550¦97.550¦ 5.88 ¦ 0.00 ¦ 21167 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦02.04.03¦97.700¦97.724¦97.724¦ 5.52 ¦355.00 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦03.04.03¦97.800¦97.800¦97.800¦ 5.37 ¦ 0.53 ¦ ¦
L---------+--------+------+------+------+-------+-------+---------
Торговля ОФЗ при суммарном объеме сделок за неделю 8898.191 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 ¦31.03.03¦ 1.10 ¦100.420¦100.632¦100.632¦ 6.23¦ 3.41¦ 27008 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦01.04.03¦ 1.10 ¦100.470¦100.645¦100.610¦ 6.16¦ 4.24¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦02.04.03¦ 1.20 ¦100.459¦100.600¦100.600¦ 5.24¦ 20.57¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦03.04.03¦ 1.20 ¦100.522¦100.600¦100.600¦ 5.36¦ 25.51¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.04.03¦ 1.20 ¦100.596¦100.620¦100.620¦ 5.31¦ 2.85¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.06.03 ¦31.03.03¦ 0.70 ¦100.500¦100.740¦100.740¦ 6.69¦ 47.71¦ 27009 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦01.04.03¦ 0.70 ¦100.701¦100.800¦100.800¦ 5.75¦ 18.50¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦02.04.03¦ 0.80 ¦100.720¦100.720¦100.720¦ 5.72¦ 0.01¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦03.04.03¦ 0.80 ¦100.834¦100.849¦100.834¦ 5.12¦ 4.88¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.04.03¦ 0.80 ¦100.800¦100.835¦100.835¦ 5.21¦ 20.15¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦20.08.03 ¦31.03.03¦ 1.32 ¦102.000¦102.000¦102.000¦ 6.91¦ 1.00¦ 27016 ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦17.09.03 ¦31.03.03¦ 0.30 ¦101.480¦101.600¦101.570¦ 6.88¦ 37.49¦ 27010 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦01.04.03¦ 0.40 ¦101.600¦101.800¦101.783¦ 6.25¦ 26.78¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦02.04.03¦ 0.40 ¦101.661¦102.020¦102.000¦ 5.67¦ 6.88¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.04.03¦ 0.40 ¦101.900¦102.000¦101.901¦ 5.96¦ 4.30¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦08.10.03 ¦31.03.03¦ 2.30 ¦101.580¦101.999¦101.999¦ 6.98¦ 60.33¦ 27011 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦01.04.03¦ 2.30 ¦101.700¦102.000¦102.000¦ 6.33¦ 81.99¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦02.04.03¦ 2.30 ¦101.950¦102.449¦102.449¦ 5.78¦ 3.19¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦03.04.03¦ 2.30 ¦102.050¦102.449¦102.050¦ 6.08¦ 33.32¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.04.03¦ 2.40 ¦102.000¦102.100¦102.100¦ 5.94¦ 0.68¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦19.11.03 ¦31.03.03¦ 3.60 ¦101.502¦101.502¦101.502¦ 7.68¦ 0.01¦ 27012 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦01.04.03¦ 3.60 ¦101.800¦102.100¦102.100¦ 6.90¦ 56.02¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦03.04.03¦ 3.70 ¦101.900¦102.699¦102.699¦ 5.75¦ 0.11¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.04.03¦ 3.70 ¦102.400¦102.433¦102.432¦ 6.12¦ 25.17¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦21.01.04 ¦31.03.03¦ 1.90 ¦101.500¦101.650¦101.650¦ 8.11¦ 36.29¦ 28001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦01.04.03¦ 1.90 ¦101.652¦101.700¦101.652¦ 8.12¦ 1.06¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦02.04.03¦ 1.90 ¦101.700¦102.400¦102.400¦ 7.34¦ 6.84¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦03.04.03¦ 2.00 ¦102.152¦102.430¦102.430¦ 7.04¦ 81.01¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.04.03¦ 2.00 ¦102.300¦102.559¦102.410¦ 6.97¦ 3.65¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.02.04 ¦01.04.03¦ 1.81 ¦103.550¦104.000¦104.000¦ 7.61¦ 46.75¦ 27015 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦02.04.03¦ 1.84 ¦104.000¦104.470¦104.470¦ 7.00¦ 23.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦03.04.03¦ 1.87 ¦103.750¦104.490¦104.000¦ 7.24¦ 441.20¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.04.03¦ 1.91 ¦103.850¦104.199¦104.199¦ 7.35¦ 343.93¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.03.04 ¦04.04.03¦ 0.55 ¦101.200¦101.200¦101.200¦ 8.60¦ 0.68¦ 26002 ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦02.06.04 ¦31.03.03¦ 0.86 ¦104.540¦104.550¦104.550¦ 8.14¦ 1.89¦ 27013 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦01.04.03¦ 0.89 ¦103.900¦104.900¦104.900¦ 8.06¦ 5.50¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦02.04.03¦ 0.92 ¦104.950¦105.200¦105.200¦ 7.65¦ 91.03¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦03.04.03¦ 0.95 ¦105.130¦105.200¦105.200¦ 7.52¦ 119.37¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.08.04 ¦31.03.03¦ 1.78 ¦105.450¦105.450¦105.450¦ 7.93¦ 1.40¦ 27017 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦02.04.03¦ 1.84 ¦105.580¦105.580¦105.580¦ 7.80¦ 40.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦03.04.03¦ 1.87 ¦105.400¦105.750¦105.750¦ 7.79¦ 57.40¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.04.03¦ 1.91 ¦105.550¦106.500¦105.600¦ 7.78¦ 15.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.12.04 ¦01.04.03¦ 0.43 ¦106.800¦107.100¦106.800¦ 7.92¦ 8.40¦ 27014 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦02.04.03¦ 0.46 ¦106.950¦107.000¦106.950¦ 7.82¦ 63.59¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦03.04.03¦ 0.49 ¦106.900¦108.984¦108.984¦ 7.69¦ 0.23¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.04.03¦ 0.53 ¦108.249¦108.249¦108.249¦ 7.00¦ 0.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.03.05 ¦31.03.03¦ 0.44 ¦100.801¦101.450¦100.801¦ 9.52¦ 5.59¦ 26003 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦01.04.03¦ 0.47 ¦101.600¦101.820¦101.602¦ 8.96¦ 1.25¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦02.04.03¦ 0.49 ¦101.777¦102.600¦102.600¦ 8.66¦ 1.96¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦20.04.05 ¦31.03.03¦ 2.61 ¦107.000¦107.500¦107.500¦ 8.98¦ 0.00¦ 27021 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦01.04.03¦ 2.65 ¦107.750¦107.800¦107.800¦ 8.68¦ 13.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦02.04.03¦ 2.69 ¦107.800¦108.610¦108.610¦ 8.42¦ 19.24¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦03.04.03¦ 2.72 ¦108.230¦108.300¦108.300¦ 8.41¦ 44.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.04.03¦ 2.76 ¦108.300¦108.300¦108.300¦ 8.38¦ 5.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦14.09.05 ¦31.03.03¦ 0.46 ¦107.500¦108.600¦108.600¦ 9.25¦ 21.72¦ 27018 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦01.04.03¦ 0.50 ¦107.700¦108.600¦108.600¦ 8.90¦ 3.41¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦02.04.03¦ 0.54 ¦109.000¦109.010¦109.010¦ 8.57¦ 6.10¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦03.04.03¦ 0.58 ¦109.200¦109.330¦109.330¦ 8.45¦ 10.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.04.03¦ 0.61 ¦109.300¦109.301¦109.300¦ 8.43¦ 9.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦21.11.05 ¦04.04.03¦ 0.71 ¦ 82.000¦ 83.776¦ 83.776¦ 9.87¦ 0.20¦ 25053 ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.02.06 ¦31.03.03¦ 1.10 ¦100.000¦100.000¦100.000¦ 9.14¦ 2.20¦ 27022 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦02.04.03¦ 1.15 ¦100.520¦101.200¦100.700¦ 8.83¦ 48.79¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦03.04.03¦ 1.18 ¦100.850¦100.851¦100.850¦ 8.77¦ 6.96¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.04.03¦ 1.21 ¦100.860¦100.889¦100.860¦ 8.77¦ 12.01¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦02.08.06 ¦31.03.03¦ 1.73 ¦104.800¦104.820¦104.820¦ 9.06¦ 72.00¦ 45002 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦01.04.03¦ 1.76 ¦104.815¦104.935¦104.921¦ 9.00¦ 840.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦02.04.03¦ 1.80 ¦104.970¦105.350¦105.350¦ 8.77¦1270.01¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦03.04.03¦ 1.84 ¦105.400¦106.500¦105.425¦ 8.66¦ 366.06¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.04.03¦ 1.88 ¦105.424¦105.430¦105.430¦ 8.69¦1087.28¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.11.06 ¦31.03.03¦ 1.53 ¦106.102¦107.038¦107.038¦ 9.30¦ 2.71¦ 45001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦01.04.03¦ 1.57 ¦107.234¦107.500¦107.500¦ 9.06¦ 14.95¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦02.04.03¦ 1.61 ¦107.600¦107.950¦107.801¦ 8.82¦ 48.08¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦03.04.03¦ 1.65 ¦107.700¦108.100¦107.750¦ 8.86¦ 105.75¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.04.03¦ 1.69 ¦107.751¦107.850¦107.751¦ 8.83¦ 76.43¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦10.09.08 ¦31.03.03¦ 0.46 ¦107.210¦107.927¦107.800¦ 9.47¦ 133.27¦ 46001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦01.04.03¦ 0.50 ¦106.020¦108.800¦108.800¦ 9.38¦ 197.07¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦02.04.03¦ 0.54 ¦107.510¦109.300¦109.290¦ 9.09¦ 452.22¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦03.04.03¦ 0.58 ¦108.950¦109.300¦109.300¦ 9.07¦ 832.74¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.04.03¦ 0.61 ¦109.000¦109.300¦109.000¦ 9.10¦ 182.90¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦08.08.12 ¦01.04.03¦ 1.96 ¦103.539¦104.560¦104.560¦ 9.28¦ 48.08¦ 46002 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦02.04.03¦ 2.00 ¦104.994¦105.229¦105.222¦ 9.10¦ 289.61¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦03.04.03¦ 2.03 ¦104.800¦105.180¦105.180¦ 9.09¦ 592.13¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.04.03¦ 2.07 ¦105.150¦105.200¦105.200¦ 9.08¦ 104.97¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦29.08.18 ¦31.03.03¦ 0.75 ¦100.000¦100.450¦100.400¦ 9.20¦ 43.28¦ 46014 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦01.04.03¦ 0.78 ¦100.590¦101.380¦100.800¦ 9.13¦ 17.12¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦02.04.03¦ 0.81 ¦101.150¦101.200¦101.200¦ 9.05¦ 8.65¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦03.04.03¦ 0.83 ¦101.200¦101.480¦101.390¦ 9.04¦ 7.26¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.04.03¦ 0.86 ¦101.350¦101.350¦101.350¦ 9.02¦ 21.87¦ ¦
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 ¦ 237 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 24.11.2003 ¦ 234 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2004 ¦ 346 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2004 ¦ 346 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2003 ¦ 237 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 24.11.2003 ¦ 234 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 25.11.2003 ¦ 235 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 27.11.2003 ¦ 237 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 28.11.2003 ¦ 238 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 21.05.2003 ¦ 47 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 04.06.2003 ¦ 61 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 18.06.2003 ¦ 75 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 09.04.2003 ¦ 5 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 21.05.2003 ¦ 47 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 04.06.2003 ¦ 61 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 18.06.2003 ¦ 75 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 07.05.2003 ¦ 33 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 21.05.2003 ¦ 47 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 07.05.2003 ¦ 33 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 18.06.2003 ¦ 75 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 23.04.2003 ¦ 19 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27022 ¦ 21.05.2003 ¦ 47 ¦ 10.00 ¦ 24.93 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 23.04.2003 ¦ 19 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 21.05.2003 ¦ 47 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45002 ¦ 06.08.2003 ¦ 124 ¦ 14.00 ¦ 66.36 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 18.06.2003 ¦ 75 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46002 ¦ 20.08.2003 ¦ 138 ¦ 13.00 ¦ 69.81 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46014 ¦ 17.09.2003 ¦ 166 ¦ 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 ¦ ¦ ¦ ¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21163 ¦23.10.02¦23.04.03¦ 19¦ 1 ¦ 8 ¦ ¦ 3663.739¦ 336.261¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21164 ¦20.11.02¦07.05.03¦ 33¦ 1 ¦ 1 ¦ ¦ 1787.724¦ 3212.276¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21165 ¦04.12.02¦23.07.03¦ 110¦ 1 ¦ 2 ¦ ¦ 3025.287¦ 1974.713¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21166 ¦05.02.03¦06.08.03¦ 124¦ 1 ¦ 2 ¦ ¦ 2039.979¦ 2960.021¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21167 ¦05.03.03¦03.09.03¦ 152¦ 1 ¦ 2 ¦ ¦ 4522.588¦ 1477.412¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21168 ¦02.04.03¦08.10.03¦ 187¦ 1 ¦ ¦ ¦ 5994.811¦ 5.189¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 237¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 962¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 346¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 711¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 603¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1326¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1691¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2057¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2422¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 47¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 61¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 166¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 187¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 229¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 425¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 621¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 306¦ 3 ¦ 62 ¦ ¦ 16000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 138¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 488¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 894¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 747¦ 2 ¦ 2 ¦ ¦ 10941.601¦ 58.399¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27022 ¦19.02.03¦15.02.06¦ 1048¦ 3 ¦ 8 ¦ ¦ 20669.389¦ 3330.611¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 292¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1321¦ 5 ¦ 81 ¦ ¦ 30354.634¦ 1645.366¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45002 ¦14.02.03¦02.08.06¦ 1216¦ 1 ¦ ¦ ¦ 9200.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 1986¦ 3 ¦ 45 ¦ ¦ 27830.000¦ 3170.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46002 ¦05.02.03¦08.08.12¦ 3414¦ 2 ¦ 18 ¦ ¦ 21560.000¦ 5640.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46014 ¦05.02.03¦29.08.18¦ 5626¦ 1 ¦ 4 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦282838.308¦40861.200¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦31.03.03¦01.04.03¦02.04.03¦03.04.03¦04.04.03¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 5.72 ¦ 5.17 ¦ 5.40 ¦ 5.30 ¦ 5.28 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 8.15 ¦ 7.73 ¦ 7.50 ¦ 7.50 ¦ 7.47 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 9.37 ¦ 9.22 ¦ 9.02 ¦ 9.01 ¦ 9.01 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 8.55 ¦ 8.36 ¦ 8.04 ¦ 7.95 ¦ 7.90 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 5.61 ¦ 0.00 ¦ 5.53 ¦ 5.35 ¦ 4.56 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 9.52 ¦ 8.96 ¦ 8.66 ¦ 0.00 ¦ 9.11 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 9.30 ¦ 9.13 ¦ 8.95 ¦ 9.03 ¦ 8.84 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 8.10 ¦ 7.33 ¦ 8.06 ¦ 7.50 ¦ 7.50 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.03 ¦ 0.00 ¦ 1.90 ¦ 0.02 ¦ 0.02 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.32 ¦ 0.07 ¦ 0.11 ¦ 0.00 ¦ 0.05 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.26 ¦ 1.14 ¦ 2.11 ¦ 1.93 ¦ 1.48 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.13 ¦ 0.16 ¦ 0.21 ¦ 0.51 ¦ 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---------¬
¦ ¦ 31.03.03¦ 01.04.03¦ 02.04.03¦ 03.04.03¦ 04.04.03¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦278823.56¦278823.56¦281726.31¦282726.31¦282838.31¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 18401.47¦ 18401.47¦ 21034.13¦ 21034.13¦ 21034.13¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1749.36¦ 1749.36¦ 1749.36¦ 1749.36¦ 1749.36¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 97574.55¦ 97574.55¦ 97844.63¦ 98844.63¦ 98944.63¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦161098.19¦161098.19¦161098.19¦161098.19¦161110.19¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦292524.55¦293523.69¦297714.32¦299048.87¦299330.73¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 18175.93¦ 18175.93¦ 20651.23¦ 20657.76¦ 20660.65¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1751.54¦ 1762.99¦ 1769.38¦ 1769.81¦ 1771.15¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦104007.20¦104618.87¦105696.52¦106836.32¦106975.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦168598.88¦168965.91¦169597.19¦169784.98¦169923.92¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 758.21¦ 759.60¦ 759.69¦ 762.32¦ 761.93¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 76.31¦ 75.31¦ 121.36¦ 120.36¦ 119.35¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 501.77¦ 502.20¦ 502.06¦ 501.26¦ 500.51¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 1410.56¦ 1413.33¦ 1416.50¦ 1418.98¦ 1418.92¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 431.94¦ 431.13¦ 430.77¦ 429.94¦ 429.17¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

ПРИКАЗ Минобразования РФ от 04.04.2003 n 1418 О ПРОДЛЕНИИ СРОКА АККРЕДИТАЦИИ ПРЕДСТАВИТЕЛЬСТВ ИНОСТРАННЫХ ОРГАНИЗАЦИЙ, ОСУЩЕСТВЛЯЮЩИХ ДЕЯТЕЛЬНОСТЬ ПО УСЫНОВЛЕНИЮ (УДОЧЕРЕНИЮ) ДЕТЕЙ НА ТЕРРИТОРИИ РОССИЙСКОЙ ФЕДЕРАЦИИ  »
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