БЮЛЛЕТЕНЬ ЦБ РФ от 14.03.2003 n 9 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 14 марта 2003 г. N 9
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 154.305 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 ¦11.03.03¦99.640¦99.670¦99.670¦ 5.76 ¦ 9.10 ¦ 21162 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦12.03.03¦99.695¦99.695¦99.695¦ 5.32 ¦ 1.00 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦13.03.03¦99.713¦99.713¦99.713¦ 5.25 ¦ 7.00 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦14.03.03¦99.730¦99.755¦99.755¦ 5.05 ¦ 29.07 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦23.04.03 ¦14.03.03¦99.435¦99.435¦99.435¦ 5.18 ¦ 0.01 ¦ 21163 ¦
+---------+--------+------+------+------+-------+-------+--------+
¦07.05.03 ¦12.03.03¦99.000¦99.000¦99.000¦ 6.58 ¦ 15.38 ¦ 21164 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦14.03.03¦99.236¦99.236¦99.236¦ 5.20 ¦ 8.81 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦23.07.03 ¦12.03.03¦98.000¦98.000¦98.000¦ 5.60 ¦ 16.15 ¦ 21165 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦13.03.03¦98.000¦98.000¦98.000¦ 5.64 ¦ 5.20 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦03.09.03 ¦12.03.03¦97.300¦97.330¦97.330¦ 5.77 ¦ 59.77 ¦ 21167 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦13.03.03¦97.400¦97.400¦97.400¦ 5.60 ¦ 2.81 ¦ ¦
L---------+--------+------+------+------+-------+-------+---------
Торговля ОФЗ при суммарном объеме сделок за неделю 4895.906 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 ¦11.03.03¦ 0.50 ¦100.650¦100.850¦100.850¦ 6.27 ¦ 38.20¦ 27008 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦12.03.03¦ 0.60 ¦100.700¦100.710¦100.710¦ 6.31 ¦ 20.12¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦13.03.03¦ 0.60 ¦100.760¦100.850¦100.820¦ 5.77 ¦ 44.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.03.03¦ 0.60 ¦100.800¦100.855¦100.846¦ 5.70 ¦ 18.72¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.06.03 ¦11.03.03¦ 0.20 ¦100.750¦100.800¦100.800¦ 6.59 ¦ 21.10¦ 27009 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦12.03.03¦ 0.20 ¦100.760¦100.900¦100.900¦ 6.43 ¦ 44.87¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦13.03.03¦ 0.20 ¦100.897¦100.999¦100.999¦ 5.99 ¦ 5.69¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.03.03¦ 0.20 ¦100.901¦101.000¦101.000¦ 5.85 ¦ 227.71¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦20.08.03 ¦14.03.03¦ 0.76 ¦102.600¦102.600¦102.600¦ 6.03 ¦ 15.00¦ 27016 ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦17.09.03 ¦11.03.03¦ 2.30 ¦102.050¦102.100¦102.050¦ 6.02 ¦ 6.91¦ 27010 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦12.03.03¦ 2.30 ¦102.000¦102.050¦102.050¦ 6.22 ¦ 8.42¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦13.03.03¦ 2.30 ¦102.050¦102.400¦102.400¦ 5.76 ¦ 27.11¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.03.03¦ 2.40 ¦102.200¦102.400¦102.200¦ 5.29 ¦ 46.75¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦08.10.03 ¦11.03.03¦ 1.70 ¦102.250¦102.260¦102.250¦ 6.16 ¦ 38.65¦ 27011 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦12.03.03¦ 1.70 ¦102.000¦102.300¦102.300¦ 6.66 ¦ 10.47¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦13.03.03¦ 1.80 ¦102.100¦102.300¦102.300¦ 5.97 ¦ 14.98¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.03.03¦ 1.80 ¦102.200¦102.370¦102.200¦ 6.12 ¦ 6.08¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦19.11.03 ¦11.03.03¦ 3.00 ¦102.450¦102.450¦102.450¦ 6.51 ¦ 3.44¦ 27012 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦12.03.03¦ 3.10 ¦102.300¦102.450¦102.450¦ 6.61 ¦ 4.16¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦13.03.03¦ 3.10 ¦102.400¦102.593¦102.579¦ 6.32 ¦ 12.68¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.03.03¦ 3.10 ¦102.121¦102.699¦102.699¦ 6.31 ¦ 10.21¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦21.01.04 ¦11.03.03¦ 1.30 ¦101.540¦102.000¦101.580¦ 8.23 ¦ 0.16¦ 28001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦12.03.03¦ 1.30 ¦102.000¦102.500¦102.300¦ 7.34 ¦ 23.63¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦13.03.03¦ 1.40 ¦102.200¦102.500¦102.500¦ 7.22 ¦ 12.06¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.03.03¦ 1.40 ¦102.100¦102.700¦102.700¦ 6.95 ¦ 23.18¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.02.04 ¦11.03.03¦ 1.12 ¦103.120¦104.300¦104.050¦ 8.07 ¦ 0.77¦ 27015 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦12.03.03¦ 1.15 ¦104.060¦104.300¦104.300¦ 7.44 ¦ 84.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦13.03.03¦ 1.18 ¦104.301¦104.479¦104.440¦ 7.07 ¦ 128.65¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.03.03¦ 1.22 ¦104.500¦104.500¦104.500¦ 6.95 ¦ 25.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.03.04 ¦13.03.03¦ 9.95 ¦101.900¦102.000¦101.900¦ 7.86 ¦ 12.88¦ 26002 ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦02.06.04 ¦12.03.03¦ 0.23 ¦104.905¦105.150¦105.150¦ 7.89 ¦ 53.00¦ 27013 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦13.03.03¦ 0.26 ¦105.117¦105.170¦105.170¦ 7.78 ¦ 20.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.03.03¦ 0.30 ¦105.140¦105.250¦105.150¦ 7.71 ¦ 17.08¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.08.04 ¦11.03.03¦ 1.12 ¦105.400¦105.410¦105.410¦ 8.12 ¦ 25.02¦ 27017 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦12.03.03¦ 1.15 ¦105.500¦105.600¦105.600¦ 8.00 ¦ 22.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.03.03¦ 1.22 ¦105.550¦105.600¦105.550¦ 7.97 ¦ 10.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.12.04 ¦11.03.03¦ 2.73 ¦106.700¦106.700¦106.700¦ 8.14 ¦ 5.00¦ 27014 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦12.03.03¦ 2.76 ¦106.900¦107.000¦107.000¦ 7.95 ¦ 15.94¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.03.03¦ 2.83 ¦106.500¦107.050¦107.050¦ 7.93 ¦ 25.29¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.03.05 ¦11.03.03¦ 9.89 ¦101.690¦101.690¦101.690¦ 9.04 ¦ 3.05¦ 26003 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦12.03.03¦ 9.92 ¦101.300¦101.850¦101.850¦ 8.96 ¦ 2.32¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦13.03.03¦ 9.95 ¦101.800¦102.000¦102.000¦ 8.93 ¦ 1.72¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.03.03¦ 9.97 ¦101.000¦101.000¦101.000¦ 9.43 ¦ 0.20¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦20.04.05 ¦12.03.03¦ 1.88 ¦108.300¦108.300¦108.300¦ 8.55 ¦ 12.80¦ 27021 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦13.03.03¦ 1.92 ¦108.350¦108.400¦108.350¦ 8.49 ¦ 149.37¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.03.03¦ 1.96 ¦108.330¦108.450¦108.350¦ 8.51 ¦ 59.24¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦14.09.05 ¦11.03.03¦ 3.18 ¦108.500¦108.800¦108.800¦ 8.82 ¦ 20.91¦ 27018 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦12.03.03¦ 3.22 ¦108.800¦108.970¦108.800¦ 8.74 ¦ 17.87¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦13.03.03¦ 3.26 ¦109.000¦109.000¦109.000¦ 8.70 ¦ 8.81¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.03.03¦ 3.30 ¦109.000¦109.100¦109.050¦ 8.67 ¦ 23.50¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.02.06 ¦11.03.03¦ 0.55 ¦100.165¦100.250¦100.248¦ 9.07 ¦ 32.32¦ 27022 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦12.03.03¦ 0.58 ¦100.240¦100.290¦100.290¦ 9.05 ¦ 325.28¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦13.03.03¦ 0.60 ¦100.300¦100.397¦100.397¦ 9.01 ¦ 313.01¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.03.03¦ 0.63 ¦100.415¦100.650¦100.565¦ 8.95 ¦ 324.53¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.11.06 ¦11.03.03¦ 0.77 ¦107.200¦107.320¦107.250¦ 9.19 ¦ 105.66¦ 45001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦12.03.03¦ 0.81 ¦107.500¦107.700¦107.700¦ 9.03 ¦ 23.36¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦13.03.03¦ 0.84 ¦107.800¦107.900¦107.850¦ 8.94 ¦ 93.06¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.03.03¦ 0.88 ¦107.850¦108.200¦107.900¦ 8.91 ¦ 32.40¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦10.09.08 ¦11.03.03¦ 3.18 ¦108.399¦108.500¦108.499¦ 9.33 ¦ 140.20¦ 46001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦12.03.03¦ 3.22 ¦108.750¦108.950¦108.950¦ 9.23 ¦ 104.89¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦13.03.03¦ 3.26 ¦108.920¦109.000¦109.000¦ 9.18 ¦ 44.78¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.03.03¦ 3.30 ¦109.000¦109.200¦109.100¦ 9.15 ¦ 42.44¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦08.08.12 ¦11.03.03¦ 1.21 ¦103.600¦103.660¦103.650¦ 9.40 ¦ 58.02¦ 46002 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦12.03.03¦ 1.25 ¦104.000¦104.026¦104.026¦ 9.33 ¦ 276.28¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦13.03.03¦ 1.28 ¦104.038¦104.296¦104.296¦ 9.31 ¦ 260.29¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.03.03¦ 1.32 ¦104.260¦104.505¦104.350¦ 9.25 ¦ 216.65¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦29.08.18 ¦11.03.03¦ 0.17 ¦ 99.050¦ 99.354¦ 99.120¦ 9.40 ¦ 59.37¦ 46014 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦12.03.03¦ 0.20 ¦ 99.357¦ 99.796¦ 99.796¦ 9.34 ¦ 536.69¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦13.03.03¦ 0.23 ¦ 99.805¦ 99.912¦ 99.911¦ 9.28 ¦ 326.38¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.03.03¦ 0.26 ¦ 99.930¦ 99.999¦ 99.995¦ 9.26 ¦ 151.58¦ ¦
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 ¦ 258 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 24.11.2003 ¦ 255 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2003 ¦ 1 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2003 ¦ 1 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2003 ¦ 1 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2003 ¦ 258 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 24.11.2003 ¦ 255 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 25.11.2003 ¦ 256 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 27.11.2003 ¦ 258 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 28.11.2003 ¦ 259 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 21.05.2003 ¦ 68 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 04.06.2003 ¦ 82 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 19.03.2003 ¦ 5 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 09.04.2003 ¦ 26 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 21.05.2003 ¦ 68 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 04.06.2003 ¦ 82 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 19.03.2003 ¦ 5 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 07.05.2003 ¦ 54 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 21.05.2003 ¦ 68 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 07.05.2003 ¦ 54 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 19.03.2003 ¦ 5 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 23.04.2003 ¦ 40 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27022 ¦ 21.05.2003 ¦ 68 ¦ 10.00 ¦ 24.93 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 23.04.2003 ¦ 40 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 21.05.2003 ¦ 68 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 19.03.2003 ¦ 5 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46002 ¦ 20.08.2003 ¦ 159 ¦ 13.00 ¦ 69.81 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46014 ¦ 17.09.2003 ¦ 187 ¦ 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¦ 19¦ 1 ¦ 5 ¦ ¦ 3712.150¦ 287.850¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21163 ¦23.10.02¦23.04.03¦ 40¦ 1 ¦ 8 ¦ ¦ 3663.739¦ 336.261¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21164 ¦20.11.02¦07.05.03¦ 54¦ 1 ¦ 1 ¦ ¦ 1787.724¦ 3212.276¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21165 ¦04.12.02¦23.07.03¦ 131¦ 1 ¦ 2 ¦ ¦ 3025.287¦ 1974.713¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21166 ¦05.02.03¦06.08.03¦ 145¦ 1 ¦ 2 ¦ ¦ 2039.979¦ 2960.021¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21167 ¦05.03.03¦03.09.03¦ 173¦ 1 ¦ 1 ¦ ¦ 4172.588¦ 1827.412¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 258¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 983¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 1¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 367¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 732¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 624¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1347¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1712¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2078¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2443¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 68¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 82¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 187¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 208¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 250¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 446¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 642¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 327¦ 3 ¦ 62 ¦ ¦ 16000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 159¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 509¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 915¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 768¦ 2 ¦ 2 ¦ ¦ 10941.601¦ 58.399¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27022 ¦19.02.03¦15.02.06¦ 1069¦ 2 ¦ 5 ¦ ¦ 15245.000¦ 755.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 313¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1342¦ 5 ¦ 81 ¦ ¦ 30354.634¦ 1645.366¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 2007¦ 3 ¦ 43 ¦ ¦ 27202.795¦ 3797.205¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46002 ¦05.02.03¦08.08.12¦ 3435¦ 1 ¦ 15 ¦ ¦ 18213.541¦ 986.459¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46014 ¦05.03.03¦29.08.18¦ 5647¦ 1 ¦ 4 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦261755.685¦34891.914¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
-----------------------------T--------T--------T--------T--------¬
¦ ¦11.03.03¦12.03.03¦13.03.03¦14.03.03¦
+----------------------------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых): ¦ ¦ ¦ ¦ ¦
+----------------------------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦
+----------------------------+--------+--------+--------+--------+
¦ ГКО ¦ 5.52 ¦ 5.54 ¦ 5.40 ¦ 5.37 ¦
+----------------------------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 7.82 ¦ 7.76 ¦ 7.70 ¦ 8.07 ¦
+----------------------------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 9.34 ¦ 9.25 ¦ 9.19 ¦ 9.16 ¦
+----------------------------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 8.33 ¦ 8.18 ¦ 8.06 ¦ 8.00 ¦
+----------------------------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦
+----------------------------+--------+--------+--------+--------+
¦ ГКО ¦ 5.76 ¦ 5.80 ¦ 5.58 ¦ 5.12 ¦
+----------------------------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 9.04 ¦ 8.96 ¦ 8.09 ¦ 9.43 ¦
+----------------------------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 9.34 ¦ 9.33 ¦ 9.27 ¦ 9.24 ¦
+----------------------------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 8.33 ¦ 8.73 ¦ 8.60 ¦ 8.53 ¦
+----------------------------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦
+----------------------------+--------+--------+--------+--------+
¦ ГКО ¦ 0.05 ¦ 0.50 ¦ 0.08 ¦ 0.21 ¦
+----------------------------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.17 ¦ 0.13 ¦ 0.79 ¦ 0.01 ¦
+----------------------------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.43 ¦ 1.05 ¦ 0.81 ¦ 0.50 ¦
+----------------------------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.12 ¦ 0.40 ¦ 0.47 ¦ 0.52 ¦
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---------¬
¦ ¦ 11.03.03¦ 12.03.03¦ 13.03.03¦ 14.03.03¦
+------------------------+---------+---------+---------+---------+
¦Номинальная стоимость, ¦259978.29¦260843.66¦261477.39¦261755.69¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦
+------------------------+---------+---------+---------+---------+
¦ ГКО ¦ 18401.47¦ 18401.47¦ 18401.47¦ 18401.47¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1897.45¦ 1897.45¦ 1897.45¦ 1897.45¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 84706.68¦ 85278.95¦ 85742.68¦ 85770.97¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦154972.69¦155265.80¦155435.80¦155685.80¦
+------------------------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦274301.33¦275834.71¦276941.99¦277522.86¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦
+------------------------+---------+---------+---------+---------+
¦ ГКО ¦ 18123.65¦ 18133.94¦ 18138.49¦ 18147.59¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2057.05¦ 2059.10¦ 2061.30¦ 2051.84¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 91116.57¦ 92032.51¦ 92717.74¦ 92882.01¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦163004.05¦163609.16¦164024.46¦164441.43¦
+------------------------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 747.64¦ 751.27¦ 753.53¦ 753.31¦
+------------------------+---------+---------+---------+---------+
¦ ГКО ¦ 96.29¦ 95.31¦ 94.33¦ 93.30¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 443.04¦ 442.43¦ 441.63¦ 439.47¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 1451.04¦ 1457.15¦ 1461.31¦ 1461.49¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 430.71¦ 430.80¦ 430.27¦ 430.05¦
L------------------------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

<ПИСЬМО> ГТК РФ от 14.03.2003 n 13-15/10653 ОБ УТРАТИВШИХ СИЛУ ОБРАЗЦАХ ОТТИСКОВ ПЕЧАТЕЙ УПОЛНОМОЧЕННЫХ БАНКОВ  »
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