БЮЛЛЕТЕНЬ ЦБ РФ от 21.03.2003 n 10 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 21 марта 2003 г. N 10
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 341.033 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.)¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦02.04.03 ¦17.03.03¦99.729¦99.729¦99.729¦ 6.20 ¦ 1.00 ¦ 21162 ¦
+---------+--------+------+------+------+-------+-------+--------+
¦23.04.03 ¦17.03.03¦99.370¦99.375¦99.370¦ 6.22 ¦ 8.69 ¦ 21163 ¦
+---------+--------+------+------+------+-------+-------+--------+
¦07.05.03 ¦18.03.03¦99.240¦99.240¦99.240¦ 5.59 ¦ 26.61 ¦ 21164 ¦
+---------+--------+------+------+------+-------+-------+--------+
¦23.07.03 ¦18.03.03¦97.650¦98.000¦98.000¦ 6.03 ¦ 32.40 ¦ 21165 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦19.03.03¦97.650¦98.000¦98.000¦ 6.63 ¦ 6.21 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦21.03.03¦98.150¦98.160¦98.160¦ 5.52 ¦ 45.55 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦06.08.03 ¦21.03.03¦98.100¦98.100¦98.100¦ 5.12 ¦117.92 ¦ 21166 ¦
+---------+--------+------+------+------+-------+-------+--------+
¦03.09.03 ¦21.03.03¦97.450¦97.450¦97.450¦ 5.75 ¦102.62 ¦ 21167 ¦
L---------+--------+------+------+------+-------+-------+---------
Торговля ОФЗ при суммарном объеме сделок за неделю 12962.079 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 ¦17.03.03¦ 0.70 ¦100.700¦100.840¦100.840¦ 6.13 ¦ 5.94¦ 27008 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦18.03.03¦ 0.70 ¦100.600¦100.850¦100.849¦ 6.38 ¦ 39.54¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦19.03.03¦ 0.80 ¦100.600¦100.700¦100.700¦ 6.40 ¦ 22.64¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦20.03.03¦ 0.80 ¦100.550¦100.850¦100.790¦ 5.79 ¦ 6.89¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦21.03.03¦ 0.80 ¦100.700¦100.940¦100.940¦ 5.97 ¦ 119.97¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.06.03 ¦17.03.03¦ 0.30 ¦100.890¦101.010¦101.010¦ 6.12 ¦ 15.01¦ 27009 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦18.03.03¦ 0.40 ¦100.550¦100.900¦100.900¦ 6.21 ¦ 20.59¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦19.03.03¦ 0.40 ¦100.608¦100.880¦100.880¦ 6.86 ¦ 186.92¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦20.03.03¦ 0.40 ¦100.600¦100.760¦100.750¦ 6.81 ¦ 90.58¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦21.03.03¦ 0.40 ¦100.700¦100.790¦100.770¦ 6.63 ¦ 228.65¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦20.08.03 ¦17.03.03¦ 0.86 ¦102.600¦102.600¦102.600¦ 5.91 ¦ 0.12¦ 27016 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦20.03.03¦ 0.95 ¦102.150¦102.150¦102.150¦ 6.92 ¦ 0.41¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦17.09.03 ¦17.03.03¦ 2.40 ¦102.000¦102.270¦102.270¦ 6.10 ¦ 6.60¦ 27010 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦18.03.03¦ 2.50 ¦101.200¦102.000¦102.000¦ 7.09 ¦ 20.34¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦19.03.03¦ 0.00 ¦101.000¦101.750¦101.750¦ 7.11 ¦ 7.37¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦20.03.03¦ 0.00 ¦101.120¦101.700¦101.700¦ 7.42 ¦ 17.55¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦21.03.03¦ 0.10 ¦101.500¦101.750¦101.750¦ 6.46 ¦ 36.24¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦08.10.03 ¦18.03.03¦ 1.90 ¦101.399¦102.050¦102.050¦ 7.61 ¦ 65.95¦ 27011 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦19.03.03¦ 1.90 ¦100.901¦102.279¦102.150¦ 6.67 ¦ 16.33¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦20.03.03¦ 2.00 ¦101.201¦102.070¦102.070¦ 6.68 ¦ 26.61¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦21.03.03¦ 2.00 ¦101.453¦102.000¦101.702¦ 6.44 ¦ 85.74¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦19.11.03 ¦17.03.03¦ 3.20 ¦101.800¦102.601¦102.500¦ 6.80 ¦ 21.41¦ 27012 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦18.03.03¦ 3.20 ¦101.800¦102.500¦102.500¦ 6.86 ¦ 2.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦19.03.03¦ 3.30 ¦101.200¦102.500¦102.500¦ 7.62 ¦ 5.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦20.03.03¦ 3.30 ¦102.380¦102.380¦102.380¦ 6.40 ¦ 0.04¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦21.03.03¦ 3.30 ¦102.100¦102.450¦102.450¦ 6.86 ¦ 0.51¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦21.01.04 ¦17.03.03¦ 1.50 ¦101.402¦102.000¦101.402¦ 8.10 ¦ 0.54¦ 28001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦18.03.03¦ 1.50 ¦101.101¦102.150¦102.150¦ 8.76 ¦ 91.21¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦19.03.03¦ 1.50 ¦100.500¦102.300¦102.240¦ 8.46 ¦ 0.93¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦20.03.03¦ 1.60 ¦101.220¦102.000¦102.000¦ 7.72 ¦ 21.44¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦21.03.03¦ 1.60 ¦102.100¦103.000¦102.300¦ 7.32 ¦ 87.79¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.02.04 ¦17.03.03¦ 1.32 ¦104.399¦104.499¦104.400¦ 7.02 ¦ 20.16¦ 27015 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦19.03.03¦ 1.38 ¦102.958¦104.350¦104.350¦ 7.64 ¦ 14.60¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦20.03.03¦ 1.41 ¦104.000¦104.350¦104.350¦ 7.04 ¦ 5.12¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦21.03.03¦ 1.45 ¦104.000¦104.150¦104.050¦ 7.38 ¦ 105.88¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.03.04 ¦18.03.03¦ 0.08 ¦101.750¦101.800¦101.800¦ 8.09 ¦ 0.11¦ 26002 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦19.03.03¦ 0.11 ¦101.300¦101.300¦101.300¦ 8.57 ¦ 0.35¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦21.03.03¦ 0.16 ¦101.500¦101.500¦101.500¦ 8.35 ¦ 0.62¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦02.06.04 ¦17.03.03¦ 0.40 ¦103.500¦103.500¦103.500¦ 9.23 ¦ 0.11¦ 27013 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦19.03.03¦ 0.46 ¦104.100¦104.300¦104.300¦ 8.57 ¦ 10.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦20.03.03¦ 0.49 ¦104.268¦104.300¦104.270¦ 8.49 ¦ 69.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦21.03.03¦ 0.53 ¦104.600¦104.603¦104.600¦ 8.19 ¦ 82.98¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.08.04 ¦20.03.03¦ 1.41 ¦104.000¦105.550¦105.550¦ 8.80 ¦ 6.24¦ 27017 ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.12.04 ¦19.03.03¦ 0.00 ¦106.010¦107.000¦106.010¦ 7.92 ¦ 59.07¦ 27014 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦20.03.03¦ 0.03 ¦106.500¦106.950¦106.950¦ 8.20 ¦ 5.65¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦21.03.03¦ 0.07 ¦106.500¦106.900¦106.900¦ 8.14 ¦ 10.21¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.03.05 ¦17.03.03¦ 0.06 ¦101.100¦101.450¦101.450¦ 9.23 ¦ 1.21¦ 26003 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦18.03.03¦ 0.08 ¦100.860¦101.000¦101.000¦ 9.43 ¦ 2.54¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦19.03.03¦ 0.11 ¦100.000¦101.000¦100.000¦ 9.61 ¦ 12.66¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦20.03.03¦ 0.14 ¦100.489¦101.350¦101.350¦ 9.42 ¦ 4.63¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦21.03.03¦ 0.16 ¦101.400¦101.400¦101.400¦ 9.19 ¦ 0.10¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦20.04.05 ¦17.03.03¦ 2.07 ¦107.120¦107.170¦107.120¦ 9.14 ¦ 5.00¦ 27021 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦18.03.03¦ 2.11 ¦106.449¦107.000¦106.449¦ 9.36 ¦ 23.67¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦19.03.03¦ 2.15 ¦106.497¦107.500¦106.850¦ 9.29 ¦ 119.13¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦20.03.03¦ 2.19 ¦107.345¦107.350¦107.350¦ 9.00 ¦ 26.35¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦21.03.03¦ 2.22 ¦107.550¦107.550¦107.550¦ 8.88 ¦ 2.06¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦14.09.05 ¦17.03.03¦ 3.41 ¦108.000¦108.150¦108.050¦ 9.10 ¦ 35.60¦ 27018 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦18.03.03¦ 3.45 ¦107.700¦107.700¦107.700¦ 9.27 ¦ 10.73¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦19.03.03¦ 0.00 ¦106.500¦107.810¦107.500¦ 9.57 ¦ 438.41¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦20.03.03¦ 0.04 ¦107.100¦108.000¦108.000¦ 9.35 ¦ 6.80¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦21.03.03¦ 0.08 ¦108.100¦108.100¦108.100¦ 9.06 ¦ 1.50¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.02.06 ¦17.03.03¦ 0.71 ¦ 99.099¦100.522¦ 99.099¦ 9.19 ¦ 42.05¦ 27022 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦18.03.03¦ 0.74 ¦ 98.380¦ 98.850¦ 98.380¦ 9.73 ¦ 36.50¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦20.03.03¦ 0.79 ¦ 98.100¦ 99.500¦ 99.500¦ 9.73 ¦ 797.12¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦21.03.03¦ 0.82 ¦ 99.510¦100.000¦100.000¦ 9.25 ¦ 563.75¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.11.06 ¦17.03.03¦ 1.00 ¦106.100¦107.620¦106.100¦ 9.45 ¦ 112.55¦ 45001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦18.03.03¦ 1.04 ¦105.200¦106.150¦105.839¦ 9.78 ¦ 214.24¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦19.03.03¦ 1.07 ¦104.000¦106.650¦105.750¦ 9.84 ¦ 852.89¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦20.03.03¦ 1.11 ¦100.620¦106.995¦106.995¦ 9.73 ¦1121.59¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦21.03.03¦ 1.15 ¦106.900¦107.100¦107.100¦ 9.23 ¦ 60.44¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦10.09.08 ¦17.03.03¦ 3.41 ¦107.000¦109.000¦107.200¦ 9.61 ¦ 137.78¦ 46001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦18.03.03¦ 3.45 ¦105.441¦107.000¦105.900¦ 9.86 ¦ 180.75¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦19.03.03¦ 0.00 ¦103.800¦107.800¦106.400¦ 9.89 ¦ 931.50¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦20.03.03¦ 0.04 ¦105.500¦107.800¦107.800¦ 9.73 ¦2163.32¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦21.03.03¦ 0.08 ¦107.900¦108.250¦108.050¦ 9.39 ¦ 125.21¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦08.08.12 ¦17.03.03¦ 1.43 ¦103.030¦104.270¦103.100¦ 9.36 ¦ 105.70¦ 46002 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦18.03.03¦ 1.46 ¦101.000¦101.710¦101.000¦ 9.79 ¦ 5.30¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦19.03.03¦ 1.50 ¦ 96.949¦102.750¦101.650¦ 9.63 ¦ 608.22¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦20.03.03¦ 1.53 ¦ 99.650¦102.000¦102.000¦ 9.99 ¦ 423.61¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦21.03.03¦ 1.57 ¦102.100¦103.850¦103.013¦ 9.42 ¦ 48.75¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦29.08.18 ¦17.03.03¦ 0.35 ¦ 98.000¦ 99.995¦ 98.250¦ 9.36 ¦ 383.84¦ 46014 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦18.03.03¦ 0.37 ¦ 96.600¦ 98.500¦ 96.750¦ 9.67 ¦ 177.64¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦19.03.03¦ 0.40 ¦ 92.542¦ 98.500¦ 95.500¦ 9.98 ¦ 688.40¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦20.03.03¦ 0.43 ¦ 95.350¦ 98.500¦ 98.500¦ 9.69 ¦ 595.37¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦21.03.03¦ 0.46 ¦ 99.000¦ 99.999¦ 99.920¦ 9.34 ¦ 254.23¦ ¦
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 ¦ 251 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 24.11.2003 ¦ 248 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2004 ¦ 360 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2004 ¦ 360 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2003 ¦ 251 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 24.11.2003 ¦ 248 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 25.11.2003 ¦ 249 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 27.11.2003 ¦ 251 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 28.11.2003 ¦ 252 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 21.05.2003 ¦ 61 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 04.06.2003 ¦ 75 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 18.06.2003 ¦ 89 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 09.04.2003 ¦ 19 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 21.05.2003 ¦ 61 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 04.06.2003 ¦ 75 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 18.06.2003 ¦ 89 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 07.05.2003 ¦ 47 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 21.05.2003 ¦ 61 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 07.05.2003 ¦ 47 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 18.06.2003 ¦ 89 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 23.04.2003 ¦ 33 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27022 ¦ 21.05.2003 ¦ 61 ¦ 10.00 ¦ 24.93 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 23.04.2003 ¦ 33 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 21.05.2003 ¦ 61 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 18.06.2003 ¦ 89 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46002 ¦ 20.08.2003 ¦ 152 ¦ 13.00 ¦ 69.81 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46014 ¦ 17.09.2003 ¦ 180 ¦ 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 ¦ ¦ ¦ ¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21162 ¦04.09.02¦02.04.03¦ 12¦ 1 ¦ 5 ¦ ¦ 3712.150¦ 287.850¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21163 ¦23.10.02¦23.04.03¦ 33¦ 1 ¦ 8 ¦ ¦ 3663.739¦ 336.261¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21164 ¦20.11.02¦07.05.03¦ 47¦ 1 ¦ 1 ¦ ¦ 1787.724¦ 3212.276¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21165 ¦04.12.02¦23.07.03¦ 124¦ 1 ¦ 2 ¦ ¦ 3025.287¦ 1974.713¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21166 ¦05.02.03¦06.08.03¦ 138¦ 1 ¦ 2 ¦ ¦ 2039.979¦ 2960.021¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21167 ¦05.03.03¦03.09.03¦ 166¦ 1 ¦ 1 ¦ ¦ 4172.588¦ 1827.412¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 251¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 976¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 360¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 725¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 617¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1340¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1705¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2071¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2436¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 61¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 75¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 180¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 201¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 243¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 439¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 635¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 320¦ 3 ¦ 62 ¦ ¦ 16000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 152¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 502¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 908¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 761¦ 2 ¦ 2 ¦ ¦ 10941.601¦ 58.399¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27022 ¦19.02.03¦15.02.06¦ 1062¦ 3 ¦ 7 ¦ ¦ 20657.389¦ 3342.611¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 306¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1335¦ 5 ¦ 81 ¦ ¦ 30354.634¦ 1645.366¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 2000¦ 3 ¦ 43 ¦ ¦ 27202.795¦ 3797.205¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46002 ¦05.02.03¦08.08.12¦ 3428¦ 2 ¦ 15 ¦ ¦ 20817.117¦ 6382.883¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46014 ¦05.03.03¦29.08.18¦ 5640¦ 1 ¦ 4 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦269623.559¦42875.949¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦17.03.03¦18.03.03¦19.03.03¦20.03.03¦21.03.03¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 5.54 ¦ 5.63 ¦ 5.77 ¦ 5.84 ¦ 5.61 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 7.83 ¦ 8.00 ¦ 8.18 ¦ 8.04 ¦ 7.85 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 9.44 ¦ 9.78 ¦ 9.82 ¦ 9.80 ¦ 9.36 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 8.43 ¦ 8.69 ¦ 8.75 ¦ 8.71 ¦ 8.49 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 6.22 ¦ 5.92 ¦ 6.63 ¦ 0.00 ¦ 5.46 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 9.23 ¦ 9.40 ¦ 9.59 ¦ 9.42 ¦ 8.55 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 9.39 ¦ 9.73 ¦ 9.86 ¦ 9.75 ¦ 9.35 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 8.79 ¦ 8.93 ¦ 9.29 ¦ 9.59 ¦ 8.85 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.05 ¦ 0.32 ¦ 0.03 ¦ 0.00 ¦ 1.43 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.07 ¦ 0.15 ¦ 0.75 ¦ 0.27 ¦ 0.04 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.84 ¦ 0.67 ¦ 3.44 ¦ 4.89 ¦ 0.54 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.10 ¦ 0.20 ¦ 0.56 ¦ 0.65 ¦ 0.79 ¦
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---------¬
¦ ¦ 17.03.03¦ 18.03.03¦ 19.03.03¦ 20.03.03¦ 21.03.03¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦261612.59¦261612.59¦269123.56¦269123.56¦269623.56¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 18401.47¦ 18401.47¦ 18401.47¦ 18401.47¦ 18401.47¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1749.36¦ 1749.36¦ 1749.36¦ 1749.36¦ 1749.36¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 85770.97¦ 85770.97¦ 88374.55¦ 88374.55¦ 88374.55¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦155690.80¦155690.80¦160598.19¦160598.19¦161098.19¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦275597.44¦274079.65¦279700.48¦279797.16¦282335.81¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 18144.98¦ 18143.42¦ 18137.83¦ 18137.83¦ 18153.96¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1754.39¦ 1750.10¦ 1745.75¦ 1749.80¦ 1755.32¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 91918.13¦ 90834.49¦ 92518.80¦ 92542.40¦ 94112.62¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦163779.94¦163351.64¦167298.10¦167367.14¦168313.90¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 748.43¦ 741.59¦ 761.82¦ 759.98¦ 767.22¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 90.31¦ 89.31¦ 88.30¦ 87.30¦ 86.34¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 513.41¦ 512.20¦ 511.10¦ 510.72¦ 510.39¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 1456.73¦ 1446.26¦ 1478.00¦ 1475.08¦ 1485.76¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 426.34¦ 424.66¦ 441.40¦ 440.09¦ 441.58¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

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