БЮЛЛЕТЕНЬ ЦБ РФ от 14.02.2003 n 6 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 14 февраля 2003 г. N 6
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 450.76 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 ¦10.02.03¦99.532¦99.555¦99.552¦ 7.19 ¦ 11.17 ¦ 21161 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦11.02.03¦99.580¦99.625¦99.619¦ 6.53 ¦ 11.38 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦12.02.03¦99.640¦99.645¦99.640¦ 6.24 ¦ 25.20 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦13.02.03¦99.600¦99.650¦99.650¦ 6.47 ¦ 35.03 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦14.02.03¦99.662¦99.675¦99.675¦ 6.40 ¦ 10.53 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦02.04.03 ¦10.02.03¦99.031¦99.050¦99.050¦ 6.92 ¦ 17.99 ¦ 21162 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦11.02.03¦99.042¦99.042¦99.042¦ 7.06 ¦ 1.62 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦12.02.03¦99.100¦99.100¦99.100¦ 6.76 ¦ 28.77 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦13.02.03¦99.133¦99.180¦99.180¦ 6.38 ¦ 12.39 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦14.02.03¦99.150¦99.168¦99.160¦ 6.58 ¦ 12.69 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦23.04.03 ¦10.02.03¦98.638¦98.650¦98.650¦ 6.96 ¦ 12.00 ¦ 21163 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦11.02.03¦98.688¦98.689¦98.689¦ 6.83 ¦ 17.00 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦12.02.03¦98.600¦98.700¦98.600¦ 6.93 ¦ 27.83 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦13.02.03¦98.786¦98.786¦98.786¦ 6.50 ¦ 1.50 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦07.05.03 ¦11.02.03¦98.330¦98.330¦98.330¦ 7.29 ¦ 0.11 ¦ 21164 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦12.02.03¦98.430¦98.430¦98.430¦ 6.93 ¦ 5.00 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦13.02.03¦98.543¦98.580¦98.580¦ 6.41 ¦ 30.00 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦14.02.03¦98.550¦98.564¦98.550¦ 6.53 ¦ 29.85 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦23.07.03 ¦10.02.03¦96.599¦96.599¦96.599¦ 7.88 ¦ 1.73 ¦ 21165 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦11.02.03¦96.500¦96.610¦96.610¦ 7.92 ¦ 23.93 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦12.02.03¦96.645¦96.989¦96.989¦ 7.42 ¦ 30.00 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦13.02.03¦97.200¦97.230¦97.230¦ 6.55 ¦ 15.00 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦14.02.03¦97.230¦97.230¦97.230¦ 6.54 ¦ 10.00 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦06.08.03 ¦10.02.03¦96.400¦96.490¦96.490¦ 7.58 ¦ 3.65 ¦ 21166 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦12.02.03¦96.753¦96.775¦96.775¦ 6.98 ¦ 20.00 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦13.02.03¦96.905¦97.174¦96.910¦ 6.49 ¦ 55.22 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦14.02.03¦96.995¦96.995¦96.995¦ 6.54 ¦ 1.17 ¦ ¦
L---------+--------+------+------+------+-------+-------+---------
Торговля ОФЗ при суммарном объеме сделок за неделю 6920.065 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.) ¦ ¦ ¦ ¦ ¦ ¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦06.03.03 ¦11.02.03¦ 2.06 ¦ 99.928¦ 99.928¦ 99.928¦ 7.00¦ 1.34¦ 26198 ¦
¦<*> +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.02.03¦ 2.10 ¦100.021¦100.021¦100.021¦ 5.50¦ 552.61¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.03.03 ¦10.02.03¦ 9.10 ¦100.000¦100.200¦100.200¦ 8.24¦ 0.84¦ 26001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦11.02.03¦ 9.12 ¦100.000¦100.000¦100.000¦ 9.56¦ 0.75¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦21.05.03 ¦10.02.03¦ 2.30 ¦100.300¦100.499¦100.499¦ 8.72¦ 14.68¦ 27008 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦11.02.03¦ 2.30 ¦100.500¦100.600¦100.600¦ 8.02¦ 0.73¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦12.02.03¦ 2.30 ¦100.550¦100.760¦100.760¦ 7.88¦ 53.24¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦13.02.03¦ 2.30 ¦100.700¦100.890¦100.880¦ 6.97¦ 31.57¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.02.03¦ 2.40 ¦100.650¦100.800¦100.670¦ 7.44¦ 85.10¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.06.03 ¦10.02.03¦ 1.90 ¦100.400¦100.500¦100.461¦ 8.87¦ 2.36¦ 27009 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦11.02.03¦ 1.90 ¦100.450¦100.878¦100.875¦ 7.93¦ 2.25¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦12.02.03¦ 1.90 ¦100.650¦100.950¦100.950¦ 7.17¦ 5.17¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦13.02.03¦ 2.00 ¦100.950¦101.000¦101.000¦ 6.66¦ 15.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.02.03¦ 2.00 ¦100.700¦100.800¦100.800¦ 7.48¦ 15.24¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦17.09.03 ¦10.02.03¦ 1.50 ¦100.500¦100.700¦100.700¦ 9.15¦ 23.04¦ 27010 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦11.02.03¦ 1.50 ¦100.670¦100.700¦100.700¦ 9.16¦ 3.25¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦12.02.03¦ 1.50 ¦100.650¦101.000¦100.750¦ 8.65¦ 0.76¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦13.02.03¦ 1.60 ¦101.040¦101.450¦101.200¦ 8.14¦ 22.86¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.02.03¦ 1.60 ¦101.100¦101.100¦101.100¦ 8.32¦ 0.31¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦08.10.03 ¦10.02.03¦ 0.90 ¦100.480¦100.700¦100.700¦ 9.53¦ 25.89¦ 27011 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦11.02.03¦ 0.90 ¦100.730¦100.850¦100.850¦ 9.15¦ 2.36¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦12.02.03¦ 1.00 ¦100.750¦101.000¦100.900¦ 8.73¦ 7.82¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦13.02.03¦ 1.00 ¦100.999¦101.374¦101.300¦ 8.17¦ 53.07¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.02.03¦ 1.00 ¦101.100¦101.100¦101.100¦ 8.54¦ 2.68¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦19.11.03 ¦10.02.03¦ 2.30 ¦100.600¦100.700¦100.600¦ 9.30¦ 1.16¦ 27012 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦11.02.03¦ 2.30 ¦100.600¦100.600¦100.600¦ 9.35¦ 0.01¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦12.02.03¦ 2.30 ¦100.020¦100.200¦100.020¦ 10.15¦ 7.73¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦13.02.03¦ 2.30 ¦101.399¦101.600¦101.600¦ 8.09¦ 41.25¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.02.03¦ 2.40 ¦101.000¦101.600¦101.400¦ 8.17¦ 4.03¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦21.01.04 ¦10.02.03¦ 0.50 ¦100.250¦100.800¦100.800¦ 9.69¦ 12.55¦ 28001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦11.02.03¦ 0.50 ¦100.750¦100.949¦100.945¦ 9.34¦ 28.18¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦12.02.03¦ 0.60 ¦100.850¦101.000¦101.000¦ 9.18¦ 3.86¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦13.02.03¦ 0.60 ¦101.000¦101.670¦101.600¦ 8.47¦ 20.40¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.02.03¦ 0.60 ¦101.400¦101.800¦101.400¦ 8.48¦ 13.10¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.02.04 ¦11.02.03¦ 0.20 ¦102.000¦102.750¦102.750¦ 10.01¦ 6.59¦ 27015 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦12.02.03¦ 0.23 ¦102.200¦103.050¦103.050¦ 9.10¦ 508.60¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦13.02.03¦ 0.26 ¦103.500¦103.800¦103.500¦ 8.19¦ 43.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦02.06.04 ¦10.02.03¦ 2.24 ¦102.990¦103.030¦103.025¦ 9.86¦ 52.67¦ 27013 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦11.02.03¦ 2.27 ¦103.110¦103.250¦103.150¦ 9.73¦ 41.30¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦12.02.03¦ 2.30 ¦103.200¦103.200¦103.200¦ 9.69¦ 4.17¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦13.02.03¦ 2.33 ¦103.500¦104.050¦104.050¦ 9.06¦ 20.39¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.02.03¦ 2.37 ¦103.900¦104.120¦104.050¦ 8.93¦ 259.32¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.08.04 ¦10.02.03¦ 0.16 ¦102.500¦102.500¦102.500¦ 10.56¦ 1.00¦ 27017 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦11.02.03¦ 0.20 ¦102.700¦102.800¦102.800¦ 10.33¦ 4.86¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦12.02.03¦ 0.23 ¦102.850¦103.300¦103.300¦ 10.03¦ 38.53¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦13.02.03¦ 0.26 ¦103.900¦104.000¦104.000¦ 9.43¦ 7.57¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.02.03¦ 0.30 ¦104.400¦104.500¦104.400¦ 9.00¦ 51.33¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.12.04 ¦10.02.03¦ 1.78 ¦103.000¦103.500¦103.400¦ 10.43¦ 23.26¦ 27014 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦11.02.03¦ 1.81 ¦103.002¦103.300¦103.300¦ 10.40¦ 35.05¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦12.02.03¦ 1.84 ¦103.400¦103.700¦103.700¦ 10.24¦ 49.06¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦13.02.03¦ 1.87 ¦103.500¦104.100¦104.100¦ 9.95¦ 29.65¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.02.03¦ 1.91 ¦103.928¦104.500¦104.500¦ 9.89¦ 26.67¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.03.05 ¦10.02.03¦ 9.10 ¦ 96.900¦ 97.400¦ 97.400¦ 11.66¦ 4.43¦ 26003 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦11.02.03¦ 9.12 ¦ 97.500¦ 97.500¦ 97.500¦ 11.38¦ 3.41¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦13.02.03¦ 9.18 ¦ 98.700¦ 98.700¦ 98.700¦ 10.71¦ 2.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦20.04.05 ¦10.02.03¦ 0.73 ¦104.300¦104.300¦104.300¦ 10.88¦ 0.02¦ 27021 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦11.02.03¦ 0.77 ¦104.000¦104.000¦104.000¦ 11.04¦ 0.97¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦13.02.03¦ 0.84 ¦104.000¦104.000¦104.000¦ 11.03¦ 0.82¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦14.09.05 ¦10.02.03¦ 2.07 ¦103.590¦104.000¦104.000¦ 11.20¦ 11.12¦ 27018 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦11.02.03¦ 2.11 ¦104.000¦104.050¦104.000¦ 11.14¦ 13.52¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦12.02.03¦ 2.15 ¦104.300¦104.400¦104.400¦ 11.00¦ 5.01¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦13.02.03¦ 2.19 ¦104.800¦104.800¦104.800¦ 10.77¦ 5.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.02.03¦ 2.22 ¦104.000¦105.500¦105.500¦ 10.57¦ 9.68¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.11.06 ¦10.02.03¦ 3.15 ¦101.200¦101.320¦101.260¦ 11.83¦ 384.64¦ 45001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦11.02.03¦ 3.18 ¦101.230¦101.600¦101.250¦ 11.81¦ 258.48¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦12.02.03¦ 3.22 ¦101.399¦102.600¦102.600¦ 11.52¦ 79.38¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦13.02.03¦ 3.26 ¦102.250¦103.299¦103.250¦ 11.04¦ 321.89¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.02.03¦ 3.30 ¦103.187¦103.600¦103.600¦ 10.86¦ 169.86¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦10.09.08 ¦10.02.03¦ 2.07 ¦ 99.550¦ 99.972¦ 99.972¦ 11.84¦ 532.50¦ 46001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦11.02.03¦ 2.11 ¦ 99.921¦100.255¦100.255¦ 11.77¦ 126.03¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦12.02.03¦ 2.15 ¦100.300¦101.750¦101.500¦ 11.51¦ 59.86¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦13.02.03¦ 2.19 ¦101.150¦103.000¦102.760¦ 11.08¦ 200.96¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.02.03¦ 2.22 ¦102.900¦103.550¦103.300¦ 10.86¦ 252.57¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦08.08.12 ¦10.02.03¦ 0.18 ¦ 91.200¦ 91.505¦ 91.500¦ 11.83¦ 573.99¦ 46002 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦11.02.03¦ 0.21 ¦ 91.500¦ 92.150¦ 92.000¦ 11.73¦ 174.71¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦12.02.03¦ 0.25 ¦ 92.999¦ 94.431¦ 94.431¦ 11.26¦ 23.66¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦13.02.03¦ 0.29 ¦ 93.050¦ 96.139¦ 95.845¦ 10.94¦ 667.27¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.02.03¦ 0.32 ¦ 96.250¦ 97.325¦ 97.325¦ 10.71¦ 780.13¦ ¦
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 ¦ 286 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 24.11.2003 ¦ 283 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2003 ¦ 29 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2003 ¦ 29 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2003 ¦ 29 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2003 ¦ 286 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 24.11.2003 ¦ 283 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 25.11.2003 ¦ 284 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 27.11.2003 ¦ 286 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 28.11.2003 ¦ 287 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 19.02.2003 ¦ 5 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 05.03.2003 ¦ 19 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 19.03.2003 ¦ 33 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 09.04.2003 ¦ 54 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 21.05.2003 ¦ 96 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 05.03.2003 ¦ 19 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 19.03.2003 ¦ 33 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 07.05.2003 ¦ 82 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 19.02.2003 ¦ 5 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 07.05.2003 ¦ 82 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 19.03.2003 ¦ 33 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 23.04.2003 ¦ 68 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 23.04.2003 ¦ 68 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 19.02.2003 ¦ 5 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 19.03.2003 ¦ 33 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46002 ¦ 20.08.2003 ¦ 187 ¦ 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-¦досроч.¦в обращ., ¦остаток, ¦
¦выпуска ¦ния ¦ния ¦пога-¦ (вкл. ¦меще- ¦выкупов¦млн. руб. ¦млн. руб.¦
¦ ¦ ¦ ¦шения¦ осн.) ¦ний ¦ ¦ ¦ ¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 21161 ¦17.07.02¦05.03.03¦ 19¦ 2 ¦ 10 ¦ ¦ 6812.778¦ 2187.222¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 21162 ¦04.09.02¦02.04.03¦ 47¦ 1 ¦ 5 ¦ ¦ 3712.150¦ 287.850¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 21163 ¦23.10.02¦23.04.03¦ 68¦ 1 ¦ 8 ¦ ¦ 3663.739¦ 336.261¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 21164 ¦20.11.02¦07.05.03¦ 82¦ 1 ¦ 1 ¦ ¦ 1787.724¦ 3212.276¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 21165 ¦04.12.02¦23.07.03¦ 159¦ 1 ¦ ¦ ¦ 2805.287¦ 2194.713¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 21166 ¦05.02.03¦06.08.03¦ 173¦ 1 ¦ ¦ ¦ 1554.857¦ 3445.143¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 286¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 1011¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 29¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 395¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 760¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 652¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1375¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1740¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2106¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2471¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 96¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 110¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 215¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 236¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 278¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 474¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 670¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 355¦ 3 ¦ 62 ¦ ¦ 16000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 187¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 537¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 943¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 796¦ 2 ¦ 2 ¦ ¦ 10941.601¦ 58.399¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 341¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1370¦ 5 ¦ 81 ¦ ¦ 30354.634¦ 1645.366¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 2035¦ 3 ¦ 37 ¦ ¦ 25738.514¦ 5261.486¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 46002 ¦05.02.03¦08.08.12¦ 3463¦ 1 ¦ 5 ¦ ¦ 16120.000¦ 3080.000¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦Итого: ¦ ¦234887.931¦38759.668¦
L--------+----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦10.02.03¦11.02.03¦12.02.03¦13.02.03¦14.02.03¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 7.38 ¦ 7.35 ¦ 7.00 ¦ 6.49 ¦ 6.55 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 9.96 ¦ 9.77 ¦ 9.77 ¦ 9.27 ¦ 9.27 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 11.83 ¦ 11.78 ¦ 11.45 ¦ 11.03 ¦ 10.80 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 10.33 ¦ 10.24 ¦ 10.04 ¦ 9.54 ¦ 9.48 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 7.19 ¦ 7.59 ¦ 7.08 ¦ 6.48 ¦ 6.53 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 11.63 ¦ 11.37 ¦ 0.00 ¦ 10.71 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 11.83 ¦ 11.76 ¦ 11.45 ¦ 10.98 ¦ 10.74 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 10.08 ¦ 10.17 ¦ 9.35 ¦ 8.79 ¦ 9.02 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.23 ¦ 0.26 ¦ 0.67 ¦ 0.73 ¦ 0.32 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.28 ¦ 0.22 ¦ 0.00 ¦ 0.11 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 2.53 ¦ 0.96 ¦ 0.29 ¦ 2.01 ¦ 1.60 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.12 ¦ 0.10 ¦ 0.49 ¦ 0.21 ¦ 0.34 ¦
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---------¬
¦ ¦ 10.02.03¦ 11.02.03¦ 12.02.03¦ 13.02.03¦ 14.02.03¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦219672.93¦219672.93¦219687.93¦219687.93¦234887.93¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 20336.54¦ 20336.54¦ 20336.54¦ 20336.54¦ 20336.54¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1897.45¦ 1897.45¦ 1897.45¦ 1897.45¦ 1897.45¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 56998.15¦ 56998.15¦ 57013.15¦ 57013.15¦ 72213.15¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦140440.80¦140440.80¦140440.80¦140440.80¦140440.80¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦225272.52¦225563.00¦226474.74¦228035.79¦243900.66¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 20040.05¦ 20046.02¦ 20063.37¦ 20086.49¦ 20087.99¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1984.32¦ 1990.03¦ 1990.51¦ 2004.55¦ 2005.02¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 58047.70¦ 58161.86¦ 58737.34¦ 59492.29¦ 75229.86¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦145200.46¦145365.08¦145683.52¦146452.45¦146577.78¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 575.64¦ 575.10¦ 576.90¦ 578.55¦ 625.39¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 72.96¦ 71.95¦ 70.99¦ 70.06¦ 69.06¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 460.01¦ 460.00¦ 459.17¦ 460.25¦ 459.42¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 1186.30¦ 1186.62¦ 1191.23¦ 1194.68¦ 1306.95¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 402.47¦ 401.39¦ 400.50¦ 399.62¦ 399.02¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

<ТЕЛЕТАЙПОГРАММА> ГТК РФ от 14.02.2003 n ТФ-558 <О ПРОДЛЕНИИ СРОКА ДЕЙСТВИЯ ЛИЦЕНЗИИ НА ОСУЩЕСТВЛЕНИЕ ДЕЯТЕЛЬНОСТИ В КАЧЕСТВЕ ОБЩЕРОССИЙСКОГО ТАМОЖЕННОГО ПЕРЕВОЗЧИКА>  »
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