БЮЛЛЕТЕНЬ ЦБ РФ от 28.02.2003 n 7 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 28 февраля 2003 г. N 7
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 147.707 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.)¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦05.03.03 ¦26.02.03¦99.898¦99.898¦99.898¦ 5.32 ¦ 0.10 ¦ 21161 ¦
+---------+--------+------+------+------+-------+-------+--------+
¦02.04.03 ¦26.02.03¦99.447¦99.447¦99.447¦ 5.80 ¦ 10.00 ¦ 21162 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦27.02.03¦99.470¦99.500¦99.500¦ 5.41 ¦ 13.03 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦28.02.03¦99.460¦99.460¦99.460¦ 6.01 ¦ 4.00 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦23.04.03 ¦27.02.03¦99.160¦99.160¦99.160¦ 5.62 ¦ 0.01 ¦ 21163 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦28.02.03¦99.120¦99.155¦99.155¦ 5.84 ¦ 3.00 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦07.05.03 ¦27.02.03¦98.860¦98.860¦98.860¦ 6.10 ¦ 0.50 ¦ 21164 ¦
+---------+--------+------+------+------+-------+-------+--------+
¦23.07.03 ¦28.02.03¦97.750¦97.800¦97.800¦ 5.79 ¦ 7.01 ¦ 21165 ¦
+---------+--------+------+------+------+-------+-------+--------+
¦06.08.03 ¦25.02.03¦97.575¦97.575¦97.575¦ 5.60 ¦ 5.12 ¦ 21166 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦26.02.03¦97.300¦97.400¦97.300¦ 6.18 ¦104.94 ¦ ¦
L---------+--------+------+------+------+-------+-------+---------
Торговля ОФЗ при суммарном объеме сделок за неделю 6955.994 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.) ¦ ¦ ¦ ¦ ¦ ¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.03.03 ¦27.02.03¦ 9.56 ¦100.130¦100.130¦100.130¦ 6.61 ¦ 1.50¦ 26001 ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦21.05.03 ¦25.02.03¦ 0.20 ¦100.777¦100.850¦100.850¦ 6.46 ¦ 15.07¦ 27008 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦26.02.03¦ 0.20 ¦100.801¦100.860¦100.840¦ 6.39 ¦ 151.95¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.02.03¦ 0.20 ¦100.700¦100.950¦100.900¦ 6.14 ¦ 108.71¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.02.03¦ 0.20 ¦100.900¦100.955¦100.955¦ 6.27 ¦ 40.94¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.06.03 ¦25.02.03¦ 2.30 ¦100.800¦100.850¦100.850¦ 6.99 ¦ 13.81¦ 27009 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦26.02.03¦ 2.30 ¦100.800¦100.890¦100.865¦ 6.98 ¦ 160.40¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.02.03¦ 2.30 ¦100.857¦100.909¦100.900¦ 6.87 ¦ 264.53¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.02.03¦ 2.40 ¦100.900¦101.100¦101.100¦ 6.18 ¦ 66.20¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦20.08.03 ¦26.02.03¦ 0.23 ¦101.801¦101.950¦101.950¦ 8.22 ¦ 50.20¦ 27016 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.02.03¦ 0.26 ¦101.950¦102.100¦102.080¦ 7.76 ¦ 20.50¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦17.09.03 ¦25.02.03¦ 1.90 ¦101.350¦101.400¦101.400¦ 7.64 ¦ 6.00¦ 27010 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦26.02.03¦ 1.90 ¦101.200¦101.450¦101.420¦ 7.61 ¦ 64.18¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.02.03¦ 2.00 ¦101.437¦101.650¦101.600¦ 7.13 ¦ 183.77¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.02.03¦ 2.00 ¦101.650¦101.650¦101.650¦ 7.08 ¦ 0.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦08.10.03 ¦25.02.03¦ 1.30 ¦101.400¦101.450¦101.450¦ 7.86 ¦ 37.65¦ 27011 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦26.02.03¦ 1.30 ¦101.150¦101.479¦101.479¦ 7.85 ¦ 23.47¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.02.03¦ 1.40 ¦101.550¦101.650¦101.600¦ 7.47 ¦ 158.46¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.02.03¦ 1.40 ¦101.600¦101.899¦101.899¦ 7.10 ¦ 75.17¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦19.11.03 ¦25.02.03¦ 2.70 ¦101.395¦101.450¦101.450¦ 8.03 ¦ 22.00¦ 27012 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦26.02.03¦ 2.70 ¦101.450¦101.500¦101.500¦ 7.99 ¦ 6.30¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.02.03¦ 2.70 ¦101.510¦101.730¦101.600¦ 7.89 ¦ 36.67¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.02.03¦ 2.70 ¦101.500¦101.949¦101.949¦ 7.64 ¦ 56.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦21.01.04 ¦25.02.03¦ 0.90 ¦101.500¦101.700¦101.700¦ 8.45 ¦ 15.47¦ 28001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦26.02.03¦ 1.00 ¦101.600¦101.601¦101.600¦ 8.37 ¦ 169.09¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.02.03¦ 1.00 ¦101.600¦101.900¦101.900¦ 8.07 ¦ 45.55¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.02.03¦ 1.00 ¦101.700¦101.700¦101.700¦ 8.30 ¦ 0.30¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.02.04 ¦25.02.03¦ 0.66 ¦103.680¦103.700¦103.680¦ 8.12 ¦ 50.19¦ 27015 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦26.02.03¦ 0.69 ¦103.650¦103.700¦103.650¦ 8.13 ¦ 19.11¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.02.03¦ 0.72 ¦103.650¦103.800¦103.700¦ 8.09 ¦ 230.57¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.02.03¦ 0.76 ¦103.750¦103.751¦103.751¦ 8.02 ¦ 24.01¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.03.04 ¦28.02.03¦ 9.59 ¦100.767¦100.790¦100.790¦ 9.16 ¦ 3.97¦ 26002 ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦02.06.04 ¦25.02.03¦ 2.73 ¦104.300¦104.759¦104.720¦ 8.32 ¦ 47.32¦ 27013 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦26.02.03¦ 2.76 ¦104.670¦104.687¦104.670¦ 8.31 ¦ 62.91¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.02.03¦ 2.80 ¦104.690¦104.889¦104.855¦ 8.23 ¦ 81.81¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.02.03¦ 2.83 ¦104.800¦105.000¦104.800¦ 8.06 ¦ 101.01¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.08.04 ¦26.02.03¦ 0.69 ¦103.500¦103.500¦103.500¦ 9.70 ¦ 0.41¦ 27017 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.02.03¦ 0.72 ¦105.245¦105.450¦105.450¦ 8.23 ¦ 88.31¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.02.03¦ 0.76 ¦105.100¦105.300¦105.100¦ 8.44 ¦ 0.52¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.12.04 ¦25.02.03¦ 2.27 ¦106.200¦106.200¦106.200¦ 8.53 ¦ 25.00¦ 27014 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦26.02.03¦ 2.30 ¦105.500¦105.500¦105.500¦ 8.96 ¦ 0.50¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.02.03¦ 2.33 ¦106.100¦106.200¦106.100¦ 8.52 ¦ 121.14¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.02.03¦ 2.37 ¦104.010¦104.010¦104.010¦ 9.89 ¦ 0.04¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.03.05 ¦25.02.03¦ 9.51 ¦100.800¦100.800¦100.800¦ 9.54 ¦ 5.15¦ 26003 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.02.03¦ 9.56 ¦100.500¦100.500¦100.500¦ 9.71 ¦ 0.03¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.02.03¦ 9.59 ¦100.000¦100.000¦100.000¦ 9.99 ¦ 0.10¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦20.04.05 ¦26.02.03¦ 1.34 ¦106.700¦106.700¦106.700¦ 9.49 ¦ 21.04¦ 27021 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.02.03¦ 1.38 ¦106.690¦106.700¦106.700¦ 9.49 ¦ 51.90¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.02.03¦ 1.42 ¦106.760¦107.000¦106.800¦ 9.39 ¦ 97.27¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦14.09.05 ¦25.02.03¦ 2.65 ¦107.300¦107.400¦107.400¦ 9.52 ¦ 24.23¦ 27018 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦26.02.03¦ 2.69 ¦107.000¦107.200¦107.105¦ 9.64 ¦ 23.88¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.02.03¦ 2.72 ¦107.200¦107.330¦107.330¦ 9.57 ¦ 312.29¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.02.03¦ 2.76 ¦107.500¦107.650¦107.500¦ 9.41 ¦ 50.63¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.02.06 ¦25.02.03¦ 0.16 ¦ 99.299¦ 99.350¦ 99.350¦ 9.46 ¦ 24.09¦ 27022 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦26.02.03¦ 0.19 ¦ 99.500¦ 99.500¦ 99.500¦ 9.39 ¦ 5.45¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.02.03¦ 0.22 ¦ 99.500¦ 99.500¦ 99.500¦ 9.39 ¦ 0.32¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.02.03¦ 0.25 ¦ 99.499¦ 99.500¦ 99.500¦ 9.39 ¦ 38.87¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.11.06 ¦25.02.03¦ 0.23 ¦106.200¦106.389¦106.300¦ 9.67 ¦ 348.31¦ 45001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦26.02.03¦ 0.27 ¦106.100¦106.275¦106.240¦ 9.68 ¦ 111.72¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.02.03¦ 0.31 ¦106.245¦106.267¦106.256¦ 9.66 ¦ 331.82¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.02.03¦ 0.35 ¦106.300¦106.550¦106.500¦ 9.59 ¦ 162.29¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦10.09.08 ¦25.02.03¦ 2.65 ¦106.900¦107.014¦107.002¦ 9.77 ¦ 405.05¦ 46001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦26.02.03¦ 2.69 ¦107.000¦107.066¦107.060¦ 9.75 ¦ 395.15¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.02.03¦ 2.72 ¦107.050¦107.210¦107.210¦ 9.71 ¦ 744.31¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.02.03¦ 2.76 ¦107.220¦107.490¦107.310¦ 9.66 ¦ 181.36¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦08.08.12 ¦25.02.03¦ 0.71 ¦102.000¦102.070¦102.070¦ 9.71 ¦ 395.93¦ 46002 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦26.02.03¦ 0.75 ¦102.100¦102.100¦102.100¦ 9.70 ¦ 0.36¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.02.03¦ 0.78 ¦102.100¦102.205¦102.205¦ 9.69 ¦ 511.29¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.02.03¦ 0.82 ¦102.350¦102.400¦102.360¦ 9.65 ¦ 62.43¦ ¦
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 ¦ 272 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 24.11.2003 ¦ 269 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2003 ¦ 15 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2003 ¦ 15 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2003 ¦ 15 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2003 ¦ 272 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 24.11.2003 ¦ 269 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 25.11.2003 ¦ 270 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 27.11.2003 ¦ 272 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 28.11.2003 ¦ 273 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 21.05.2003 ¦ 82 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 05.03.2003 ¦ 5 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 19.03.2003 ¦ 19 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 09.04.2003 ¦ 40 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 21.05.2003 ¦ 82 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 05.03.2003 ¦ 5 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 19.03.2003 ¦ 19 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 07.05.2003 ¦ 68 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 21.05.2003 ¦ 82 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 07.05.2003 ¦ 68 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 19.03.2003 ¦ 19 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 23.04.2003 ¦ 54 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27022 ¦ 21.05.2003 ¦ 82 ¦ 10.00 ¦ 24.93 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 23.04.2003 ¦ 54 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 21.05.2003 ¦ 82 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 19.03.2003 ¦ 19 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46002 ¦ 20.08.2003 ¦ 173 ¦ 13.00 ¦ 69.81 ¦
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 ¦ ¦ ¦ ¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21161 ¦17.07.02¦05.03.03¦ 5¦ 2 ¦ 10 ¦ ¦ 6812.778¦ 2187.222¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21162 ¦04.09.02¦02.04.03¦ 33¦ 1 ¦ 5 ¦ ¦ 3712.150¦ 287.850¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21163 ¦23.10.02¦23.04.03¦ 54¦ 1 ¦ 8 ¦ ¦ 3663.739¦ 336.261¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21164 ¦20.11.02¦07.05.03¦ 68¦ 1 ¦ 1 ¦ ¦ 1787.724¦ 3212.276¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21165 ¦04.12.02¦23.07.03¦ 145¦ 1 ¦ 2 ¦ ¦ 3025.287¦ 1974.713¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21166 ¦05.02.03¦06.08.03¦ 159¦ 1 ¦ 2 ¦ ¦ 2039.979¦ 2960.021¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 272¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 997¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 15¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 381¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 746¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 638¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1361¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1726¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2092¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2457¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 82¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 96¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 201¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 222¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 264¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 460¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 656¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 341¦ 3 ¦ 62 ¦ ¦ 16000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 173¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 523¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 929¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 782¦ 2 ¦ 2 ¦ ¦ 10941.601¦ 58.399¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27022 ¦19.02.03¦15.02.06¦ 1083¦ 1 ¦ 1 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 327¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1356¦ 5 ¦ 81 ¦ ¦ 30354.634¦ 1645.366¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 2021¦ 3 ¦ 41 ¦ ¦ 27075.000¦ 3925.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46002 ¦05.02.03¦08.08.12¦ 3449¦ 1 ¦ 9 ¦ ¦ 17140.000¦ 2060.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦247949.539¦35698.060¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
-----------------------------T--------T--------T--------T--------¬
¦ ¦25.02.03¦26.02.03¦27.02.03¦28.02.03¦
+----------------------------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых): ¦ ¦ ¦ ¦ ¦
+----------------------------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦
+----------------------------+--------+--------+--------+--------+
¦ ГКО ¦ 5.66 ¦ 5.76 ¦ 5.77 ¦ 5.96 ¦
+----------------------------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 8.33 ¦ 8.33 ¦ 8.46 ¦ 8.60 ¦
+----------------------------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 9.72 ¦ 9.71 ¦ 9.69 ¦ 9.64 ¦
+----------------------------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 8.83 ¦ 8.96 ¦ 8.71 ¦ 8.78 ¦
+----------------------------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦
+----------------------------+--------+--------+--------+--------+
¦ ГКО ¦ 5.60 ¦ 6.18 ¦ 5.46 ¦ 5.82 ¦
+----------------------------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 9.54 ¦ 0.00 ¦ 8.04 ¦ 9.20 ¦
+----------------------------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 9.72 ¦ 9.74 ¦ 9.69 ¦ 9.64 ¦
+----------------------------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 8.69 ¦ 8.32 ¦ 8.70 ¦ 8.75 ¦
+----------------------------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦
+----------------------------+--------+--------+--------+--------+
¦ ГКО ¦ 0.02 ¦ 0.54 ¦ 0.06 ¦ 0.07 ¦
+----------------------------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.28 ¦ 0.00 ¦ 0.08 ¦ 0.22 ¦
+----------------------------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 1.56 ¦ 0.70 ¦ 2.13 ¦ 0.55 ¦
+----------------------------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.19 ¦ 0.50 ¦ 1.14 ¦ 0.37 ¦
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---------¬
¦ ¦ 25.02.03¦ 26.02.03¦ 27.02.03¦ 28.02.03¦
+------------------------+---------+---------+---------+---------+
¦Номинальная стоимость, ¦246906.04¦247234.54¦247949.54¦247949.54¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦
+------------------------+---------+---------+---------+---------+
¦ ГКО ¦ 21041.66¦ 21041.66¦ 21041.66¦ 21041.66¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1897.45¦ 1897.45¦ 1897.45¦ 1897.45¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 73526.13¦ 73854.63¦ 74569.63¦ 74569.63¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦150440.80¦150440.80¦150440.80¦150440.80¦
+------------------------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦259054.29¦259273.57¦260587.47¦260664.18¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦
+------------------------+---------+---------+---------+---------+
¦ ГКО ¦ 20827.40¦ 20833.02¦ 20841.82¦ 20840.65¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2036.33¦ 2036.80¦ 2033.85¦ 2030.72¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 78504.46¦ 78909.94¦ 79748.08¦ 79903.85¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦157686.09¦157493.82¦157963.72¦157888.96¦
+------------------------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 673.58¦ 673.61¦ 675.94¦ 675.51¦
+------------------------+---------+---------+---------+---------+
¦ ГКО ¦ 61.42¦ 60.38¦ 59.38¦ 58.38¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 453.45¦ 452.62¦ 451.34¦ 449.67¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 1336.72¦ 1335.98¦ 1340.09¦ 1339.76¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 427.14¦ 425.72¦ 424.89¦ 423.71¦
L------------------------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

<ИНФОРМАЦИЯ> ЦБ РФ СПИСОК ДИЛЕРОВ НА РЫНКЕ ГКО - ОФЗ ПО СОСТОЯНИЮ НА 28 ФЕВРАЛЯ 2003 ГОДА  »
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