БЮЛЛЕТЕНЬ ЦБ РФ от 07.03.2003 n 8 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 7 марта 2003 г. N 8
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 216.117 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 ¦05.03.03¦99.430¦99.572¦99.572¦ 5.62 ¦ 3.02 ¦ 21162 ¦
+---------+--------+------+------+------+-------+-------+--------+
¦23.04.03 ¦04.03.03¦99.180¦99.180¦99.180¦ 6.04 ¦ 5.04 ¦ 21163 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦05.03.03¦99.120¦99.120¦99.120¦ 6.61 ¦ 0.01 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦06.03.03¦99.321¦99.330¦99.330¦ 5.15 ¦ 10.11 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦07.05.03 ¦04.03.03¦98.900¦98.960¦98.960¦ 6.15 ¦ 6.55 ¦ 21164 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦05.03.03¦98.960¦99.000¦99.000¦ 5.99 ¦ 5.13 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦23.07.03 ¦03.03.03¦97.756¦97.756¦97.756¦ 5.90 ¦ 20.00 ¦ 21165 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦04.03.03¦97.690¦97.920¦97.920¦ 6.12 ¦100.10 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦05.03.03¦97.930¦97.930¦97.930¦ 5.51 ¦ 0.25 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦06.08.03 ¦07.03.03¦98.000¦98.000¦98.000¦ 4.90 ¦ 0.01 ¦ 21166 ¦
+---------+--------+------+------+------+-------+-------+--------+
¦03.09.03 ¦06.03.03¦97.155¦97.210¦97.200¦ 5.90 ¦ 65.90 ¦ 21167 ¦
L---------+--------+------+------+------+-------+-------+---------
Торговля ОФЗ при суммарном объеме сделок за неделю 6944.61 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 ¦03.03.03¦ 0.30 ¦100.910¦101.000¦101.000¦ 5.91¦ 16.68¦ 27008 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.03.03¦ 0.40 ¦100.850¦100.870¦100.860¦ 5.86¦ 10.39¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.03.03¦ 0.40 ¦100.500¦100.730¦100.701¦ 7.07¦ 20.64¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦06.03.03¦ 0.40 ¦100.600¦100.880¦100.833¦ 6.16¦ 97.82¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦07.03.03¦ 0.40 ¦100.880¦100.930¦100.930¦ 5.86¦ 24.99¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.06.03 ¦03.03.03¦ 2.40 ¦101.000¦101.095¦101.095¦ 6.34¦ 50.01¦ 27009 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.03.03¦ 2.50 ¦100.900¦101.130¦101.000¦ 6.00¦ 15.76¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.03.03¦ 0.00 ¦100.900¦101.000¦100.900¦ 6.50¦ 2.79¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦06.03.03¦ 0.00 ¦100.940¦101.030¦100.940¦ 6.16¦ 201.53¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦07.03.03¦ 0.10 ¦100.700¦101.000¦101.000¦ 5.97¦ 20.96¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦20.08.03 ¦04.03.03¦ 0.43 ¦101.900¦101.900¦101.900¦ 8.01¦ 0.20¦ 27016 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.03.03¦ 0.46 ¦102.000¦102.100¦102.100¦ 7.62¦ 9.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦17.09.03 ¦03.03.03¦ 2.10 ¦101.800¦101.800¦101.800¦ 6.71¦ 10.00¦ 27010 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.03.03¦ 2.10 ¦101.700¦101.820¦101.820¦ 6.73¦ 12.92¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.03.03¦ 2.10 ¦101.400¦102.100¦102.100¦ 6.43¦ 136.06¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦06.03.03¦ 2.10 ¦102.030¦102.150¦102.150¦ 6.16¦ 166.07¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦07.03.03¦ 2.20 ¦102.190¦102.210¦102.210¦ 5.86¦ 9.91¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦08.10.03 ¦03.03.03¦ 1.50 ¦101.950¦101.950¦101.950¦ 6.82¦ 8.00¦ 27011 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.03.03¦ 1.50 ¦101.130¦101.789¦101.789¦ 7.18¦ 8.15¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.03.03¦ 1.50 ¦101.306¦102.150¦102.150¦ 6.75¦ 133.97¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦06.03.03¦ 1.60 ¦102.026¦102.230¦102.230¦ 6.38¦ 208.73¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦07.03.03¦ 1.60 ¦102.240¦102.395¦102.395¦ 6.03¦ 44.59¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦19.11.03 ¦03.03.03¦ 2.80 ¦101.511¦101.511¦101.511¦ 7.98¦ 0.14¦ 27012 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.03.03¦ 2.90 ¦101.500¦101.500¦101.500¦ 7.88¦ 7.88¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.03.03¦ 2.90 ¦101.550¦101.900¦101.581¦ 7.42¦ 12.16¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦06.03.03¦ 2.90 ¦101.950¦102.030¦102.000¦ 7.18¦ 7.17¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦07.03.03¦ 2.90 ¦102.500¦102.550¦102.550¦ 6.43¦ 50.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦21.01.04 ¦03.03.03¦ 1.10 ¦101.700¦101.700¦101.700¦ 8.26¦ 0.01¦ 28001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.03.03¦ 1.10 ¦101.500¦101.501¦101.500¦ 8.54¦ 1.04¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.03.03¦ 1.20 ¦101.502¦101.702¦101.702¦ 8.29¦ 20.82¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦06.03.03¦ 1.20 ¦101.620¦102.000¦101.901¦ 8.01¦ 42.50¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦07.03.03¦ 1.20 ¦101.900¦102.000¦102.000¦ 7.88¦ 0.84¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.02.04 ¦03.03.03¦ 0.86 ¦103.700¦103.800¦103.700¦ 7.96¦ 25.00¦ 27015 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.03.03¦ 0.89 ¦103.400¦103.500¦103.400¦ 8.29¦ 100.23¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.03.03¦ 0.92 ¦103.650¦103.950¦103.800¦ 7.99¦ 146.92¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦06.03.03¦ 0.95 ¦103.724¦104.200¦104.200¦ 7.96¦ 133.08¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.03.04 ¦03.03.03¦ 9.67 ¦100.890¦100.890¦100.890¦ 9.05¦ 10.00¦ 26002 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦06.03.03¦ 9.75 ¦101.360¦101.670¦101.670¦ 8.35¦ 12.88¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦02.06.04 ¦04.03.03¦ 2.96 ¦104.600¦104.700¦104.600¦ 8.29¦ 15.92¦ 27013 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.03.03¦ 0.00 ¦104.700¦104.750¦104.740¦ 8.23¦ 120.85¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦06.03.03¦ 0.03 ¦104.713¦104.860¦104.860¦ 8.21¦ 130.51¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.08.04 ¦03.03.03¦ 0.86 ¦105.100¦105.100¦105.100¦ 8.42¦ 3.65¦ 27017 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.03.03¦ 0.89 ¦104.850¦105.100¦104.850¦ 8.48¦ 130.27¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.03.03¦ 0.92 ¦104.850¦105.270¦105.270¦ 8.38¦ 30.58¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦06.03.03¦ 0.95 ¦105.350¦105.450¦105.450¦ 8.17¦ 9.23¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.12.04 ¦03.03.03¦ 2.47 ¦106.100¦106.100¦106.100¦ 8.56¦ 0.00¦ 27014 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.03.03¦ 2.53 ¦106.000¦106.350¦106.350¦ 8.40¦ 4.32¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦06.03.03¦ 2.57 ¦106.600¦106.600¦106.600¦ 8.23¦ 4.59¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦07.03.03¦ 2.60 ¦107.000¦107.000¦107.000¦ 7.98¦ 0.06¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.03.05 ¦03.03.03¦ 9.67 ¦100.000¦100.000¦100.000¦ 9.99¦ 0.23¦ 26003 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.03.03¦ 9.70 ¦100.000¦100.400¦100.400¦ 9.82¦ 0.43¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.03.03¦ 9.73 ¦101.200¦101.300¦101.300¦ 9.29¦ 9.34¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦06.03.03¦ 9.75 ¦100.400¦101.500¦101.400¦ 9.24¦ 0.48¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦20.04.05 ¦03.03.03¦ 1.53 ¦107.100¦107.100¦107.100¦ 9.25¦ 0.03¦ 27021 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.03.03¦ 1.61 ¦107.400¦107.400¦107.400¦ 9.07¦ 15.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦06.03.03¦ 1.65 ¦107.700¦107.800¦107.700¦ 8.90¦ 2.90¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦07.03.03¦ 1.69 ¦108.000¦108.000¦108.000¦ 8.74¦ 10.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦14.09.05 ¦03.03.03¦ 2.88 ¦107.600¦107.600¦107.600¦ 9.39¦ 15.00¦ 27018 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.03.03¦ 2.92 ¦107.200¦107.300¦107.200¦ 9.54¦ 46.52¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.03.03¦ 2.95 ¦107.350¦107.834¦107.834¦ 9.49¦ 7.62¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦06.03.03¦ 2.99 ¦108.000¦108.050¦108.000¦ 9.18¦ 23.20¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦07.03.03¦ 3.03 ¦108.030¦108.450¦108.400¦ 9.02¦ 22.32¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.02.06 ¦04.03.03¦ 0.36 ¦ 99.350¦ 99.500¦ 99.350¦ 9.44¦ 12.30¦ 27022 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.03.03¦ 0.38 ¦ 99.800¦ 99.900¦ 99.900¦ 9.37¦ 23.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦06.03.03¦ 0.41 ¦ 99.900¦ 99.940¦ 99.919¦ 9.21¦ 36.73¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦07.03.03¦ 0.44 ¦100.050¦100.250¦100.239¦ 9.09¦ 21.08¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.11.06 ¦03.03.03¦ 0.46 ¦106.498¦106.590¦106.550¦ 9.52¦ 327.18¦ 45001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.03.03¦ 0.50 ¦106.130¦106.500¦106.150¦ 9.64¦ 357.34¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.03.03¦ 0.54 ¦106.300¦106.850¦106.750¦ 9.49¦ 110.02¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦06.03.03¦ 0.58 ¦106.800¦107.049¦106.900¦ 9.38¦ 250.20¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦07.03.03¦ 0.61 ¦106.930¦107.190¦107.190¦ 9.31¦ 40.47¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦10.09.08 ¦03.03.03¦ 2.88 ¦107.350¦107.550¦107.550¦ 9.64¦ 110.47¦ 46001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.03.03¦ 2.92 ¦107.100¦107.300¦107.121¦ 9.70¦ 118.29¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.03.03¦ 2.95 ¦107.100¦107.820¦107.820¦ 9.60¦ 111.25¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦06.03.03¦ 2.99 ¦107.401¦107.867¦107.810¦ 9.50¦ 159.37¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦07.03.03¦ 3.03 ¦107.860¦108.100¦108.040¦ 9.46¦ 112.14¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦08.08.12 ¦03.03.03¦ 0.93 ¦102.401¦102.428¦102.428¦ 9.63¦ 125.24¦ 46002 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.03.03¦ 0.96 ¦102.100¦102.200¦102.150¦ 9.68¦ 39.92¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.03.03¦ 1.00 ¦102.140¦103.100¦103.100¦ 9.54¦ 65.16¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦06.03.03¦ 1.03 ¦103.060¦103.145¦103.145¦ 9.50¦ 695.04¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦29.08.12 ¦06.03.03¦ 0.03 ¦ 97.980¦ 98.500¦ 98.360¦ 9.56¦1692.03¦ 46014 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦07.03.03¦ 0.06 ¦ 98.450¦ 98.850¦ 98.600¦ 9.50¦ 154.52¦ ¦
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 ¦ 265 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 24.11.2003 ¦ 262 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2003 ¦ 8 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2003 ¦ 8 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2003 ¦ 8 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2003 ¦ 265 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 24.11.2003 ¦ 262 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 25.11.2003 ¦ 263 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 27.11.2003 ¦ 265 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 28.11.2003 ¦ 266 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 21.05.2003 ¦ 75 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 04.06.2003 ¦ 89 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 19.03.2003 ¦ 12 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 09.04.2003 ¦ 33 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 21.05.2003 ¦ 75 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 04.06.2003 ¦ 89 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 19.03.2003 ¦ 12 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 07.05.2003 ¦ 61 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 21.05.2003 ¦ 75 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 07.05.2003 ¦ 61 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 19.03.2003 ¦ 12 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 23.04.2003 ¦ 47 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27022 ¦ 21.05.2003 ¦ 75 ¦ 10.00 ¦ 24.93 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 23.04.2003 ¦ 47 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 21.05.2003 ¦ 75 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 19.03.2003 ¦ 12 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46002 ¦ 20.08.2003 ¦ 166 ¦ 13.00 ¦ 69.81 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46014 ¦ 17.09.2003 ¦ 194 ¦ 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¦ 26¦ 1 ¦ 5 ¦ ¦ 3712.150¦ 287.850¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21163 ¦23.10.02¦23.04.03¦ 47¦ 1 ¦ 8 ¦ ¦ 3663.739¦ 336.261¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21164 ¦20.11.02¦07.05.03¦ 61¦ 1 ¦ 1 ¦ ¦ 1787.724¦ 3212.276¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21165 ¦04.12.02¦23.07.03¦ 138¦ 1 ¦ 2 ¦ ¦ 3025.287¦ 1974.713¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21166 ¦05.02.03¦06.08.03¦ 152¦ 1 ¦ 2 ¦ ¦ 2039.979¦ 2960.021¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21167 ¦05.03.03¦03.09.03¦ 180¦ 1 ¦ 1 ¦ ¦ 4172.588¦ 1827.412¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 265¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 990¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 8¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 374¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 739¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 631¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1354¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1719¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2085¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2450¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 75¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 89¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 194¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 215¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 257¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 453¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 649¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 334¦ 3 ¦ 62 ¦ ¦ 16000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 166¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 516¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 922¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 775¦ 2 ¦ 2 ¦ ¦ 10941.601¦ 58.399¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27022 ¦19.02.03¦15.02.06¦ 1076¦ 2 ¦ 2 ¦ ¦ 14531.890¦ 1468.110¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 320¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1349¦ 5 ¦ 81 ¦ ¦ 30354.634¦ 1645.366¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 2014¦ 3 ¦ 43 ¦ ¦ 27202.795¦ 3797.205¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46002 ¦05.02.03¦08.08.12¦ 3442¦ 1 ¦ 12 ¦ ¦ 17837.737¦ 1362.263¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46014 ¦05.03.03¦29.08.18¦ 5654¦ 1 ¦ 1 ¦ ¦ 9311.518¦ 688.482¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦259978.289¦36669.310¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦03.03.03¦04.03.03¦05.03.03¦06.03.03¦07.03.03¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 5.93 ¦ 6.10 ¦ 5.88 ¦ 5.60 ¦ 5.44 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 8.59 ¦ 8.46 ¦ 8.07 ¦ 7.97 ¦ 7.97 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 9.60 ¦ 9.68 ¦ 9.58 ¦ 9.49 ¦ 9.45 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 8.62 ¦ 8.73 ¦ 8.65 ¦ 8.46 ¦ 8.31 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 5.90 ¦ 6.12 ¦ 5.88 ¦ 5.87 ¦ 4.90 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 9.09 ¦ 9.82 ¦ 9.29 ¦ 8.41 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 9.59 ¦ 9.67 ¦ 9.55 ¦ 9.54 ¦ 9.48 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 8.17 ¦ 8.70 ¦ 7.98 ¦ 7.68 ¦ 8.01 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.09 ¦ 0.52 ¦ 0.05 ¦ 0.41 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.56 ¦ 0.02 ¦ 0.51 ¦ 0.72 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.75 ¦ 0.69 ¦ 0.35 ¦ 3.10 ¦ 0.35 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.08 ¦ 0.24 ¦ 0.44 ¦ 0.68 ¦ 0.13 ¦
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---------¬
¦ ¦ 03.03.03¦ 04.03.03¦ 05.03.03¦ 06.03.03¦ 07.03.03¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦248069.28¦248069.28¦258298.99¦259978.29¦259978.29¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 21041.66¦ 21041.66¦ 18397.34¦ 18401.47¦ 18401.47¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1897.45¦ 1897.45¦ 1897.45¦ 1897.45¦ 1897.45¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 74689.37¦ 74689.37¦ 83038.33¦ 84706.68¦ 84706.68¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦150440.80¦150440.80¦154965.87¦154972.69¦154972.69¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦261325.22¦260992.93¦270844.94¦273239.03¦273709.68¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 20840.84¦ 20841.56¦ 18092.99¦ 18107.21¦ 18120.57¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2032.42¦ 2036.35¦ 2047.47¦ 2050.67¦ 2051.15¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 80177.89¦ 79998.59¦ 88505.63¦ 90491.95¦ 90647.28¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦158274.07¦158116.42¦162198.84¦162589.20¦162890.68¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 673.45¦ 671.85¦ 740.67¦ 750.17¦ 749.54¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 55.38¦ 54.38¦ 102.26¦ 101.26¦ 100.30¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 447.17¦ 446.81¦ 447.42¦ 446.66¦ 445.83¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 1338.09¦ 1336.39¦ 1436.93¦ 1452.91¦ 1452.47¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 421.04¦ 419.91¦ 435.67¦ 435.14¦ 434.41¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

ПРИКАЗ Минфина РФ от 07.03.2003 n 64 О ВЫПУСКЕ И ВЫДАЧЕ ЖИЛИЩНЫХ СЕРТИФИКАТОВ В РАМКАХ ПИЛОТНОГО ПРОЕКТА СОЦИАЛЬНОГО РЕСТРУКТУРИРОВАНИЯ РАЙОНОВ КРАЙНЕГО СЕВЕРА  »
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