БЮЛЛЕТЕНЬ ЦБ РФ от 21.02.2003 n 6а <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 21 февраля 2003 г. N 6а
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 2459.229 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 ¦17.02.03¦99.670¦99.670¦99.670¦ 32.00 ¦ 7.55 ¦ 21161 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦18.02.03¦99.755¦99.755¦99.755¦ 5.98 ¦ 12.80 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦19.02.03¦99.770¦99.800¦99.770¦ 5.70 ¦ 1.69 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦20.02.03¦99.780¦99.800¦99.785¦ 6.05 ¦ 9.31 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦21.02.03¦99.800¦99.800¦99.800¦ 6.10 ¦ 31.11 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦02.04.03 ¦17.02.03¦99.280¦99.280¦99.280¦ 6.02 ¦ 10.60 ¦ 21162 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦18.02.03¦99.321¦99.380¦99.380¦ 5.61 ¦167.25 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦19.02.03¦99.337¦99.350¦99.350¦ 5.69 ¦ 11.00 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦23.04.03 ¦18.02.03¦98.990¦98.990¦98.990¦ 5.82 ¦ 2.00 ¦ 21163 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦19.02.03¦98.980¦99.020¦98.980¦ 5.86 ¦ 4.23 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦07.05.03 ¦17.02.03¦98.700¦98.720¦98.720¦ 6.03 ¦ 7.00 ¦ 21164 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦18.02.03¦98.760¦98.830¦98.830¦ 5.65 ¦115.02 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦19.02.03¦98.805¦98.806¦98.806¦ 5.73 ¦ 26.96 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦20.02.03¦98.806¦98.810¦98.810¦ 5.80 ¦ 28.38 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦23.07.03 ¦17.02.03¦97.540¦97.540¦97.540¦ 5.90 ¦ 5.00 ¦ 21165 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦18.02.03¦97.530¦97.680¦97.680¦ 5.72 ¦361.05 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦19.02.03¦97.630¦97.688¦97.688¦ 5.68 ¦ 81.20 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦20.02.03¦97.688¦97.710¦97.710¦ 5.60 ¦241.20 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦21.02.03¦97.720¦97.720¦97.720¦ 5.60 ¦ 20.10 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦06.08.03 ¦17.02.03¦97.200¦97.284¦97.283¦ 6.02 ¦569.36 ¦ 21166 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦20.02.03¦97.300¦97.350¦97.350¦ 5.99 ¦710.00 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦21.02.03¦97.332¦97.332¦97.332¦ 6.03 ¦ 12.00 ¦ ¦
L---------+--------+------+------+------+-------+-------+---------
Торговля ОФЗ при суммарном объеме сделок за неделю 15239.947 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 ¦17.02.03¦ 9.29 ¦100.000¦100.000¦100.000¦ 9.54¦ 0.04¦ 26001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦20.02.03¦ 9.37 ¦100.150¦100.150¦100.150¦ 7.19¦ 0.50¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦20.03.03 ¦21.02.03¦ 2.22 ¦100.005¦100.005¦100.005¦ 5.81¦ 1.00¦ 26197 ¦
¦<*> ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦21.05.03 ¦17.02.03¦ 2.40 ¦100.550¦100.682¦100.682¦ 7.74¦ 12.68¦ 27008 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦18.02.03¦ 2.50 ¦100.760¦100.800¦100.768¦ 6.99¦ 17.82¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦19.02.03¦ 0.00 ¦100.750¦101.000¦101.000¦ 6.34¦ 352.69¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦20.02.03¦ 0.00 ¦100.626¦100.998¦100.811¦ 6.93¦ 358.50¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦21.02.03¦ 0.10 ¦100.840¦100.850¦100.850¦ 6.45¦ 63.01¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.06.03 ¦17.02.03¦ 2.10 ¦100.351¦100.786¦100.351¦ 7.34¦ 42.83¦ 27009 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦18.02.03¦ 2.10 ¦100.500¦100.800¦100.800¦ 7.36¦ 8.60¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦19.02.03¦ 2.10 ¦100.700¦100.800¦100.800¦ 7.60¦ 8.23¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦20.02.03¦ 2.10 ¦100.800¦100.850¦100.800¦ 7.34¦ 56.22¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦21.02.03¦ 2.20 ¦100.800¦100.860¦100.855¦ 7.01¦ 81.10¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦20.08.03 ¦20.02.03¦ 0.03 ¦100.610¦100.611¦100.610¦ 11.16¦ 15.98¦ 27016 ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦17.09.03 ¦17.02.03¦ 1.70 ¦100.125¦101.100¦101.100¦ 8.27¦ 36.02¦ 27010 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦18.02.03¦ 1.70 ¦101.110¦101.200¦101.150¦ 8.18¦ 4.86¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦19.02.03¦ 1.70 ¦101.101¦101.230¦101.230¦ 8.19¦ 36.02¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦20.02.03¦ 1.80 ¦101.000¦101.180¦101.150¦ 8.11¦ 79.07¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦21.02.03¦ 1.80 ¦101.220¦101.400¦101.350¦ 7.70¦ 19.49¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦08.10.03 ¦17.02.03¦ 1.10 ¦100.900¦101.101¦101.100¦ 8.55¦ 22.25¦ 27011 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦18.02.03¦ 1.10 ¦101.100¦101.300¦101.300¦ 8.24¦ 33.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦19.02.03¦ 1.20 ¦101.100¦101.265¦101.265¦ 8.26¦ 23.13¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦20.02.03¦ 1.20 ¦101.150¦101.400¦101.400¦ 8.18¦ 315.74¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦21.02.03¦ 1.20 ¦101.200¦101.450¦101.400¦ 7.93¦ 40.12¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦19.10.03 ¦17.02.03¦ 2.40 ¦101.000¦101.000¦101.000¦ 8.84¦ 0.01¦ 27012 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦18.02.03¦ 2.50 ¦100.901¦101.300¦101.300¦ 8.31¦ 25.34¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦19.02.03¦ 2.50 ¦101.200¦101.200¦101.200¦ 8.48¦ 25.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦20.02.03¦ 2.50 ¦101.200¦101.400¦101.200¦ 8.28¦ 70.25¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦21.01.04 ¦17.02.03¦ 0.70 ¦101.000¦101.390¦101.390¦ 8.75¦ 7.10¦ 28001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦18.02.03¦ 0.70 ¦101.001¦101.600¦101.001¦ 8.73¦ 1.29¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦19.02.03¦ 0.80 ¦101.000¦101.420¦101.420¦ 8.76¦ 8.72¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦20.02.03¦ 0.80 ¦101.400¦101.600¦101.400¦ 8.50¦ 13.59¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦21.02.03¦ 0.80 ¦100.650¦101.556¦101.556¦ 9.04¦ 0.52¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.02.04 ¦17.02.03¦ 0.40 ¦103.300¦103.300¦103.300¦ 8.67¦ 5.00¦ 27015 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦18.02.03¦ 0.43 ¦103.100¦103.550¦103.300¦ 8.65¦ 44.01¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦19.02.03¦ 0.46 ¦103.100¦103.360¦103.360¦ 8.60¦ 120.83¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦20.02.03¦ 0.49 ¦103.300¦103.450¦103.333¦ 8.55¦ 63.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦21.02.03¦ 0.53 ¦103.450¦103.700¦103.650¦ 8.26¦ 51.37¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.03.04 ¦17.02.03¦ 9.29 ¦100.000¦100.000¦100.000¦ 9.97¦ 0.15¦ 26002 ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦02.06.04 ¦17.02.03¦ 2.47 ¦104.028¦104.100¦104.100¦ 8.90¦ 74.86¦ 27013 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦18.02.03¦ 2.50 ¦104.150¦104.400¦104.200¦ 8.71¦ 60.21¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦19.02.03¦ 2.53 ¦104.300¦104.400¦104.300¦ 8.70¦ 106.37¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦20.02.03¦ 2.57 ¦104.200¦104.300¦104.200¦ 8.72¦ 84.50¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.08.04 ¦17.02.03¦ 0.40 ¦104.350¦104.350¦103.350¦ 9.09¦ 16.50¦ 27017 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦18.02.03¦ 0.43 ¦104.500¦104.750¦104.700¦ 8.87¦ 53.85¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦19.02.03¦ 0.46 ¦104.600¦104.750¦104.750¦ 8.78¦ 109.67¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦20.02.03¦ 0.49 ¦104.700¦104.750¦104.700¦ 8.79¦ 65.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦21.02.03¦ 0.53 ¦105.000¦105.200¦105.200¦ 8.49¦ 62.69¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.12.04 ¦17.02.03¦ 2.01 ¦104.270¦104.500¦104.500¦ 9.67¦ 115.52¦ 27014 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦18.02.03¦ 2.04 ¦105.100¦105.500¦105.200¦ 9.11¦ 63.22¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦19.02.03¦ 2.07 ¦105.200¦105.650¦105.650¦ 8.97¦ 92.34¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦20.02.03¦ 2.10 ¦105.680¦105.700¦105.700¦ 8.86¦ 10.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦21.02.03¦ 2.14 ¦105.680¦105.900¦105.900¦ 8.77¦ 53.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.03.05 ¦17.02.03¦ 9.29 ¦ 98.100¦ 98.100¦ 98.100¦ 11.05¦ 0.74¦ 26003 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦18.02.03¦ 9.32 ¦100.000¦100.000¦100.000¦ 9.98¦ 1.24¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦19.02.03¦ 9.34 ¦ 99.970¦ 99.970¦ 99.970¦ 10.00¦ 1.80¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦20.02.03¦ 9.37 ¦100.490¦100.500¦100.500¦ 9.70¦ 2.64¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦20.04.05 ¦17.02.03¦ 1.00 ¦105.000¦105.400¦105.400¦ 10.29¦ 19.00¦ 27021 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦18.02.03¦ 1.04 ¦106.320¦106.320¦106.320¦ 9.74¦ 18.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦19.02.03¦ 1.07 ¦106.800¦106.800¦106.800¦ 9.48¦ 0.13¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦20.02.03¦ 1.11 ¦106.800¦106.800¦106.800¦ 9.48¦ 0.01¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦21.02.03¦ 1.15 ¦106.999¦106.999¦106.999¦ 9.36¦ 0.48¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦14.09.05 ¦17.02.03¦ 2.34 ¦105.530¦106.000¦106.000¦ 10.26¦ 33.46¦ 27018 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦19.02.03¦ 2.42 ¦106.500¦107.000¦106.750¦ 9.82¦ 73.41¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦20.02.03¦ 2.46 ¦106.792¦107.000¦106.900¦ 9.78¦ 235.05¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦21.02.03¦ 2.49 ¦106.900¦107.349¦107.349¦ 9.61¦ 169.53¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.02.06 ¦20.02.03¦ 0.03 ¦ 98.500¦ 98.700¦ 98.700¦ 9.76¦4279.25¦ 27022 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦21.02.03¦ 0.06 ¦ 98.790¦ 98.800¦ 98.800¦ 9.69¦ 2.22¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.11.06 ¦17.02.03¦ 3.41 ¦104.000¦105.010¦104.970¦ 10.24¦ 528.73¦ 45001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦18.02.03¦ 3.45 ¦104.900¦105.888¦105.550¦ 9.96¦ 293.46¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦19.02.03¦ 0.00 ¦105.537¦105.900¦105.900¦ 9.88¦1702.53¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦20.02.03¦ 0.04 ¦105.730¦105.950¦105.900¦ 9.85¦ 695.92¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦21.02.03¦ 0.08 ¦105.950¦106.500¦106.500¦ 9.79¦ 191.31¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦10.09.08 ¦17.02.03¦ 2.34 ¦103.500¦105.400¦105.400¦ 10.35¦ 281.22¦ 46001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦18.02.03¦ 2.38 ¦105.500¦106.900¦106.590¦ 9.88¦ 220.22¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦19.02.03¦ 2.42 ¦106.650¦107.000¦106.699¦ 9.83¦ 202.49¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦20.02.03¦ 2.46 ¦106.450¦106.928¦106.701¦ 9.88¦ 869.81¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦21.02.03¦ 2.49 ¦106.850¦106.941¦106.850¦ 9.80¦ 589.16¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦08.08.12 ¦17.02.03¦ 0.43 ¦ 98.500¦ 99.100¦ 99.100¦ 10.36¦ 990.90¦ 46002 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦18.02.03¦ 0.46 ¦ 98.700¦102.300¦101.500¦ 9.81¦ 431.53¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦19.02.03¦ 0.50 ¦101.490¦102.100¦101.950¦ 9.75¦ 43.84¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦20.02.03¦ 0.53 ¦101.600¦102.000¦101.905¦ 9.76¦ 130.35¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦21.02.03¦ 0.57 ¦101.900¦102.000¦102.000¦ 9.73¦ 198.73¦ ¦
L---------+--------+------+-------+-------+-------+------+-------+---------
--------------------------------
<*> Дата обратного выкупа Банком России.
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 ¦ 279 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 24.11.2003 ¦ 276 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2003 ¦ 22 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2003 ¦ 22 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2003 ¦ 22 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2003 ¦ 279 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 24.11.2003 ¦ 276 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 25.11.2003 ¦ 277 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 27.11.2003 ¦ 279 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 28.11.2003 ¦ 280 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 21.05.2003 ¦ 89 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 05.03.2003 ¦ 12 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 19.03.2003 ¦ 26 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 09.04.2003 ¦ 47 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 21.05.2003 ¦ 89 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 05.03.2003 ¦ 12 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 19.03.2003 ¦ 26 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 07.05.2003 ¦ 75 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 21.05.2003 ¦ 89 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 07.05.2003 ¦ 75 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 19.03.2003 ¦ 26 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 23.04.2003 ¦ 61 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27022 ¦ 21.05.2003 ¦ 89 ¦ 10.00 ¦ 24.93 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 23.04.2003 ¦ 61 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 21.05.2003 ¦ 89 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 19.03.2003 ¦ 26 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46002 ¦ 20.08.2003 ¦ 180 ¦ 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¦ 12¦ 2 ¦ 10 ¦ ¦ 6812.778¦ 2187.222¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21162 ¦04.09.02¦02.04.03¦ 40¦ 1 ¦ 5 ¦ ¦ 3712.150¦ 287.850¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21163 ¦23.10.02¦23.04.03¦ 61¦ 1 ¦ 8 ¦ ¦ 3663.739¦ 336.261¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21164 ¦20.11.02¦07.05.03¦ 75¦ 1 ¦ 1 ¦ ¦ 1787.724¦ 3212.276¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21165 ¦04.12.02¦23.07.03¦ 152¦ 1 ¦ 2 ¦ ¦ 3025.287¦ 1974.713¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21166 ¦05.02.03¦06.08.03¦ 166¦ 1 ¦ 1 ¦ ¦ 2034.857¦ 2965.143¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 279¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 1004¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 22¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 388¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 753¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 645¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1368¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1733¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2099¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2464¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 89¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 103¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 208¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 229¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 271¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 467¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 663¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 348¦ 3 ¦ 62 ¦ ¦ 16000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 180¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 530¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 936¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 789¦ 2 ¦ 2 ¦ ¦ 10941.601¦ 58.399¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27022 ¦19.02.03¦15.02.06¦ 1090¦ 1 ¦ 1 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 334¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1363¦ 5 ¦ 81 ¦ ¦ 30354.634¦ 1645.366¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 2028¦ 3 ¦ 38 ¦ ¦ 26191.948¦ 4808.052¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46002 ¦05.02.03¦08.08.12¦ 3456¦ 1 ¦ 7 ¦ ¦ 16292.467¦ 2907.533¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦246213.832¦37433.767¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦17.02.03¦18.02.03¦19.02.03¦20.02.03¦21.02.03¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 6.12 ¦ 5.81 ¦ 5.80 ¦ 5.84 ¦ 5.77 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 9.46 ¦ 8.66 ¦ 8.67 ¦ 8.45 ¦ 8.45 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 10.32 ¦ 9.88 ¦ 9.82 ¦ 9.83 ¦ 9.77 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 9.38 ¦ 9.15 ¦ 9.08 ¦ 9.11 ¦ 8.99 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 6.03 ¦ 5.70 ¦ 5.69 ¦ 5.90 ¦ 5.79 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 10.95 ¦ 9.98 ¦ 10.00 ¦ 9.69 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 10.34 ¦ 9.85 ¦ 9.87 ¦ 9.85 ¦ 9.77 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 9.48 ¦ 8.88 ¦ 8.75 ¦ 9.68 ¦ 9.06 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 2.96 ¦ 3.14 ¦ 0.60 ¦ 4.63 ¦ 0.30 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.05 ¦ 0.07 ¦ 0.10 ¦ 0.17 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 2.43 ¦ 1.29 ¦ 2.69 ¦ 2.37 ¦ 1.36 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.28 ¦ 0.24 ¦ 0.65 ¦ 3.59 ¦ 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---------T---------¬
¦ ¦ 17.02.03¦ 18.02.03¦ 19.02.03¦ 20.02.03¦ 21.02.03¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦235367.93¦235367.93¦241950.76¦245587.95¦246213.83¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 20816.54¦ 20816.54¦ 20836.54¦ 21036.54¦ 21036.54¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1897.45¦ 1897.45¦ 1897.45¦ 1897.45¦ 1897.45¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 72213.15¦ 72213.15¦ 72213.17¦ 72213.17¦ 72839.05¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦140440.80¦140440.80¦147003.61¦150440.80¦150440.80¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦245884.55¦247434.52¦252877.69¦256594.49¦257688.54¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 20575.26¦ 20595.10¦ 20617.84¦ 20815.98¦ 20817.46¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2001.81¦ 2023.77¦ 2023.89¦ 2030.59¦ 2031.05¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 76492.81¦ 77620.20¦ 76736.87¦ 76731.94¦ 77573.16¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦146814.67¦147195.46¦153499.09¦157015.98¦157266.87¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 653.85¦ 658.68¦ 670.10¦ 672.42¦ 674.21¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 68.47¦ 67.46¦ 66.55¦ 66.38¦ 65.38¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 455.92¦ 458.07¦ 457.20¦ 457.14¦ 456.31¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 1309.77¦ 1318.51¦ 1336.68¦ 1335.33¦ 1336.75¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 396.84¦ 396.22¦ 420.75¦ 431.59¦ 430.82¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

ОФИЦИАЛЬНОЕ СООБЩЕНИЕ ЦБ РФ от 21.02.2003 <ОБ АУКЦИОНАХ ПО ПРОДАЖЕ ОБЛИГАЦИЙ ФЕДЕРАЛЬНОГО ЗАЙМА С АМОРТИЗАЦИЕЙ ДОЛГА ВЫПУСКА n 46008rmfs, n 46005rmfs, n 46006rmfs, n 46007rmfs, n 46010rmfs>  »
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