БЮЛЛЕТЕНЬ ЦБ РФ от 07.02.2003 n 5 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 7 февраля 2003 г. N 5
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 193.007 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 ¦04.02.03¦99.210¦99.210¦99.210¦ 10.02 ¦ 5.00 ¦ 21161 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦05.02.03¦99.250¦99.285¦99.285¦ 9.49 ¦ 50.39 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦06.02.03¦99.450¦99.450¦99.450¦ 7.48 ¦ 10.03 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦02.04.03 ¦03.02.03¦98.500¦98.500¦98.500¦ 9.58 ¦ 0.25 ¦ 21162 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦04.02.03¦98.462¦98.462¦98.462¦ 10.00 ¦ 0.66 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦05.02.03¦98.489¦98.570¦98.570¦ 9.70 ¦ 11.28 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦06.02.03¦98.750¦98.800¦98.800¦ 8.22 ¦ 19.00 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦07.02.03¦98.975¦99.050¦98.975¦ 6.77 ¦ 9.00 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦23.04.03 ¦05.02.03¦98.000¦98.150¦98.150¦ 9.37 ¦ 8.55 ¦ 21163 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦06.02.03¦98.479¦98.480¦98.480¦ 7.41 ¦ 6.50 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦07.05.03 ¦06.02.03¦97.990¦98.150¦98.150¦ 7.68 ¦ 1.00 ¦ 21164 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦07.02.03¦98.322¦98.322¦98.322¦ 7.00 ¦ 0.03 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦23.07.03 ¦04.02.03¦95.450¦95.450¦95.450¦ 10.30 ¦ 1.50 ¦ 21165 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦05.02.03¦95.500¦95.625¦95.625¦ 10.16 ¦ 20.21 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦06.02.03¦96.299¦96.400¦96.320¦ 8.33 ¦ 16.50 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦07.02.03¦96.450¦96.700¦96.600¦ 7.76 ¦ 28.54 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦06.08.03 ¦06.02.03¦96.300¦96.300¦96.300¦ 7.75 ¦ 4.57 ¦ 21166 ¦
L---------+--------+------+------+------+-------+-------+---------
Торговля ОФЗ при суммарном объеме сделок за неделю 5354.821 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.) ¦ ¦ ¦ ¦ ¦ ¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦05.02.03 ¦03.02.03¦ 2.40 ¦ 99.995¦ 99.995¦ 99.995¦ 20.57¦ 0.03¦ 27007 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.02.03¦ 2.50 ¦ 99.995¦ 99.995¦ 99.995¦ 1.80¦ 2.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.03.03 ¦05.02.03¦ 8.96 ¦ 99.950¦100.000¦100.000¦ 9.85¦ 9.36¦ 26001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦07.02.03¦ 9.01 ¦100.033¦100.052¦100.052¦ 9.06¦ 1.20¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦21.05.03 ¦03.02.03¦ 2.10 ¦ 99.906¦ 99.906¦ 99.906¦ 10.60¦ 0.03¦ 27008 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.02.03¦ 2.10 ¦ 99.950¦ 99.960¦ 99.955¦ 10.51¦ 1.39¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.02.03¦ 2.10 ¦ 99.900¦100.100¦100.100¦ 10.40¦ 17.11¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦06.02.03¦ 2.10 ¦100.130¦100.250¦100.210¦ 9.94¦ 24.34¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦07.02.03¦ 2.20 ¦100.161¦100.489¦100.489¦ 8.93¦ 20.90¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.06.03 ¦03.02.03¦ 1.70 ¦ 99.900¦ 99.901¦ 99.901¦ 10.64¦ 0.04¦ 27009 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.02.03¦ 1.70 ¦ 99.898¦ 99.960¦ 99.960¦ 10.54¦ 11.23¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.02.03¦ 1.70 ¦ 99.900¦100.098¦100.098¦ 10.30¦ 2.67¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦06.02.03¦ 1.80 ¦100.076¦100.175¦100.175¦ 9.80¦ 9.82¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦07.02.03¦ 1.80 ¦100.101¦100.590¦100.590¦ 8.80¦ 17.62¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦17.09.03 ¦03.02.03¦ 1.30 ¦ 99.750¦ 99.800¦ 99.750¦ 10.78¦ 2.26¦ 27010 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.02.03¦ 1.30 ¦ 99.750¦ 99.850¦ 99.850¦ 10.74¦ 7.41¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.02.03¦ 1.30 ¦ 99.800¦100.100¦100.100¦ 10.37¦ 14.19¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦06.02.03¦ 1.40 ¦100.100¦100.249¦100.200¦ 10.04¦ 14.48¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦07.02.03¦ 1.40 ¦100.200¦100.700¦100.700¦ 9.20¦ 3.57¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦08.10.03 ¦03.02.03¦ 0.70 ¦ 99.770¦ 99.950¦ 99.770¦ 10.54¦ 0.23¦ 27011 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.02.03¦ 0.70 ¦ 99.400¦ 99.920¦ 99.849¦ 10.78¦ 10.91¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.02.03¦ 0.80 ¦ 99.301¦ 99.910¦ 99.650¦ 10.54¦ 1.52¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦06.02.03¦ 0.80 ¦100.090¦100.150¦100.150¦ 10.19¦ 1.30¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦07.02.03¦ 0.80 ¦100.150¦100.500¦100.500¦ 9.65¦ 10.87¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦19.11.03 ¦03.02.03¦ 2.10 ¦ 99.600¦ 99.800¦ 99.600¦ 10.74¦ 9.00¦ 27012 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.02.03¦ 2.10 ¦ 99.790¦ 99.790¦ 99.790¦ 10.52¦ 0.23¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.02.03¦ 2.10 ¦ 99.790¦ 99.850¦ 99.850¦ 10.54¦ 21.34¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦07.02.03¦ 2.20 ¦100.200¦100.500¦100.500¦ 9.51¦ 5.12¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦21.01.04 ¦03.02.03¦ 0.30 ¦ 99.016¦ 99.200¦ 99.160¦ 11.45¦ 6.06¦ 28001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.02.03¦ 0.40 ¦ 99.000¦ 99.200¦ 99.100¦ 11.38¦ 4.96¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.02.03¦ 0.40 ¦ 99.050¦ 99.500¦ 99.203¦ 11.27¦ 3.59¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦06.02.03¦ 0.40 ¦ 99.020¦100.100¦100.050¦ 10.43¦ 57.35¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦07.02.03¦ 0.40 ¦100.000¦100.275¦100.275¦ 10.15¦ 2.33¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.02.04 ¦03.02.03¦ 2.93 ¦101.000¦101.000¦101.000¦ 11.39¦ 9.65¦ 27015 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.02.03¦ 2.96 ¦100.090¦100.150¦100.090¦ 12.40¦ 5.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.02.03¦ 0.00 ¦101.000¦101.439¦101.439¦ 11.30¦ 66.78¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦07.02.03¦ 0.07 ¦102.000¦102.500¦102.000¦ 9.95¦ 9.73¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.03.04 ¦05.02.03¦ 8.96 ¦ 98.000¦ 98.500¦ 98.500¦ 11.76¦ 12.26¦ 26002 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦06.02.03¦ 8.99 ¦ 99.000¦ 99.280¦ 99.280¦ 10.77¦ 4.59¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦02.06.04 ¦04.02.03¦ 2.04 ¦100.750¦100.800¦100.780¦ 11.83¦ 77.99¦ 27013 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.02.03¦ 2.07 ¦100.800¦101.800¦101.620¦ 11.71¦ 121.09¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦06.02.03¦ 2.10 ¦101.515¦101.515¦101.515¦ 11.19¦ 14.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.08.04 ¦05.02.03¦ 0.00 ¦101.000¦101.300¦101.300¦ 11.58¦ 14.00¦ 27017 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦06.02.03¦ 0.03 ¦101.500¦102.000¦102.000¦ 11.09¦ 8.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.12.04 ¦04.02.03¦ 1.58 ¦100.550¦100.650¦100.550¦ 12.13¦ 32.33¦ 27014 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.02.03¦ 1.61 ¦100.750¦101.600¦101.600¦ 11.74¦ 85.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦06.02.03¦ 1.64 ¦102.000¦102.000¦102.000¦ 11.24¦ 0.02¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦07.02.03¦ 1.68 ¦102.800¦102.800¦102.800¦ 10.72¦ 5.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.03.05 ¦05.02.03¦ 8.96 ¦ 96.000¦ 96.000¦ 96.000¦ 12.24¦ 2.00¦ 26003 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦06.02.03¦ 8.99 ¦ 96.190¦ 96.190¦ 96.190¦ 12.13¦ 2.61¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦07.02.03¦ 9.01 ¦ 96.410¦ 96.850¦ 96.850¦ 11.86¦ 0.26¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦20.04.05 ¦04.02.03¦ 0.50 ¦101.600¦101.650¦101.650¦ 12.38¦ 12.28¦ 27021 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.02.03¦ 0.54 ¦102.490¦102.500¦102.500¦ 11.89¦ 11.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦06.02.03¦ 0.58 ¦103.200¦103.200¦103.200¦ 11.50¦ 5.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦07.02.03¦ 0.61 ¦103.500¦104.000¦104.000¦ 11.14¦ 7.20¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦14.09.05 ¦03.02.03¦ 1.80 ¦101.500¦101.500¦101.500¦ 12.39¦ 10.37¦ 27018 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.02.03¦ 1.84 ¦101.500¦101.600¦101.550¦ 12.35¦ 25.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.02.03¦ 1.88 ¦102.100¦102.400¦102.400¦ 11.99¦ 24.55¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦06.02.03¦ 1.92 ¦103.000¦103.000¦103.000¦ 11.65¦ 6.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦07.02.03¦ 1.96 ¦104.000¦104.000¦104.000¦ 11.17¦ 4.60¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.11.06 ¦03.02.03¦ 2.88 ¦ 98.651¦ 98.750¦ 98.695¦ 12.98¦ 77.55¦ 45001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.02.03¦ 2.92 ¦ 98.730¦ 98.800¦ 98.790¦ 12.95¦ 383.95¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.02.03¦ 2.95 ¦ 98.790¦ 98.985¦ 98.875¦ 12.59¦ 178.66¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦06.02.03¦ 2.99 ¦ 99.995¦100.185¦100.185¦ 12.37¦ 64.44¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦07.02.03¦ 3.03 ¦100.850¦101.500¦101.163¦ 12.00¦ 358.53¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦10.09.08 ¦03.02.03¦ 1.80 ¦ 96.243¦ 96.286¦ 96.250¦ 12.98¦ 41.04¦ 46001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.02.03¦ 1.84 ¦ 96.220¦ 96.390¦ 96.287¦ 12.97¦ 72.60¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.02.03¦ 1.88 ¦ 96.300¦ 98.000¦ 97.803¦ 12.58¦ 260.75¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦06.02.03¦ 1.92 ¦ 97.801¦ 98.246¦ 98.246¦ 12.50¦ 806.43¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦07.02.03¦ 1.96 ¦ 98.131¦ 99.766¦ 99.766¦ 11.94¦ 140.94¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦08.08.12 ¦05.02.03¦ 0.00 ¦ 86.920¦ 88.500¦ 88.150¦ 12.92¦ 490.74¦ 46002 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦06.02.03¦ 0.04 ¦ 88.150¦ 88.880¦ 88.880¦ 12.54¦1130.60¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦07.02.03¦ 0.07 ¦ 89.500¦ 90.950¦ 90.950¦ 11.97¦ 477.85¦ ¦
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 ¦ 293 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 24.11.2003 ¦ 290 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2003 ¦ 36 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2003 ¦ 36 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2003 ¦ 36 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2003 ¦ 293 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 24.11.2003 ¦ 290 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 25.11.2003 ¦ 291 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 27.11.2003 ¦ 293 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 28.11.2003 ¦ 294 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 19.02.2003 ¦ 12 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 05.03.2003 ¦ 26 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 19.03.2003 ¦ 40 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 09.04.2003 ¦ 61 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 21.05.2003 ¦ 103 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 05.03.2003 ¦ 26 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 19.03.2003 ¦ 40 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 07.05.2003 ¦ 89 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 19.02.2003 ¦ 12 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 07.05.2003 ¦ 89 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 19.03.2003 ¦ 40 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 23.04.2003 ¦ 75 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 23.04.2003 ¦ 75 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 19.02.2003 ¦ 12 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 19.03.2003 ¦ 40 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46002 ¦ 20.08.2003 ¦ 194 ¦ 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¦ 26¦ 2 ¦ 10 ¦ ¦ 6812.778¦ 2187.222¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21162 ¦04.09.02¦02.04.03¦ 54¦ 1 ¦ 5 ¦ ¦ 3712.150¦ 287.850¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21163 ¦23.10.02¦23.04.03¦ 75¦ 1 ¦ 8 ¦ ¦ 3663.739¦ 336.261¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21164 ¦20.11.02¦07.05.03¦ 89¦ 1 ¦ 1 ¦ ¦ 1787.724¦ 3212.276¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21165 ¦04.12.02¦23.07.03¦ 166¦ 1 ¦ ¦ ¦ 2805.287¦ 2194.713¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21166 ¦05.02.03¦06.08.03¦ 180¦ 1 ¦ ¦ ¦ 1554.857¦ 3445.143¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 293¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 1018¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 36¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 402¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 767¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 659¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1382¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1747¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2113¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2478¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 103¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 117¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 222¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 243¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 285¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 481¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 677¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 362¦ 3 ¦ 62 ¦ ¦ 16000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 194¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 544¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 950¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 803¦ 2 ¦ 2 ¦ ¦ 10941.601¦ 58.399¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 348¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1377¦ 5 ¦ 80 ¦ ¦ 30327.634¦ 1672.366¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 2042¦ 3 ¦ 36 ¦ ¦ 18672.214¦ 5327.786¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46002 ¦05.02.03¦08.08.12¦ 3470¦ 1 ¦ 3 ¦ ¦ 7729.012¦ 3270.988¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦219403.643¦39043.956¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦03.02.03¦04.02.03¦05.02.03¦06.02.03¦07.02.03¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 10.46 ¦ 10.27 ¦ 9.87 ¦ 7.88 ¦ 7.12 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 10.92 ¦ 10.92 ¦ 10.48 ¦ 10.30 ¦ 10.11 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 12.98 ¦ 12.96 ¦ 12.65 ¦ 12.45 ¦ 11.97 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 11.85 ¦ 11.91 ¦ 11.53 ¦ 11.02 ¦ 10.64 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 9.58 ¦ 10.18 ¦ 9.87 ¦ 8.09 ¦ 7.66 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 0.00 ¦ 11.76 ¦ 11.47 ¦ 11.35 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 12.98 ¦ 12.96 ¦ 12.81 ¦ 12.52 ¦ 11.97 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 11.82 ¦ 12.01 ¦ 11.63 ¦ 10.77 ¦ 10.27 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.04 ¦ 0.45 ¦ 0.28 ¦ 0.18 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 0.00 ¦ 1.29 ¦ 0.39 ¦ 0.08 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.25 ¦ 0.96 ¦ 1.60 ¦ 3.31 ¦ 1.65 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.03 ¦ 0.13 ¦ 0.27 ¦ 0.10 ¦ 0.06 ¦
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---------¬
¦ ¦ 03.02.03¦ 04.02.03¦ 05.02.03¦ 06.02.03¦ 07.02.03¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦218779.04¦218779.04¦217470.59¦219070.59¦219403.64¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 18781.68¦ 18781.68¦ 20336.54¦ 20336.54¦ 20336.54¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1897.45¦ 1897.45¦ 1897.45¦ 1897.45¦ 1897.45¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 48116.79¦ 48116.79¦ 54795.81¦ 56395.81¦ 56728.86¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦149983.12¦149983.12¦140440.80¦140440.80¦140440.80¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦221945.24¦221983.78¦219738.76¦222252.40¦224131.58¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 18404.05¦ 18416.55¦ 19916.19¦ 20004.16¦ 20023.45¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1951.88¦ 1952.35¦ 1967.62¦ 1972.82¦ 1978.60¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 48250.73¦ 48294.51¦ 54559.61¦ 56395.80¦ 57509.53¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦153338.58¦153320.37¦143295.34¦143879.63¦144620.01¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 500.96¦ 500.13¦ 563.84¦ 571.86¦ 576.41¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 71.41¦ 70.40¦ 77.78¦ 76.93¦ 75.96¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 462.68¦ 461.86¦ 462.62¦ 462.02¦ 461.91¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 1053.30¦ 1052.36¦ 1159.38¦ 1175.19¦ 1185.27¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 379.20¦ 378.29¦ 406.03¦ 405.69¦ 405.15¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

<ПИСЬМО> ГТК РФ от 07.02.2003 n 07-58/5013 О ВНЕСЕНИИ ИЗМЕНЕНИЙ В ПИСЬМО ГТК РОССИИ ОТ 30.08.2001 n 07-25/35109  »
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