БЮЛЛЕТЕНЬ ЦБ РФ от 24.01.2003 n 3 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 24 января 2003 г. N 3
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 178.718 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 ¦20.01.03¦98.756¦98.809¦98.780¦ 10.21 ¦ 4.85 ¦ 21161 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦21.01.03¦98.800¦98.800¦98.800¦ 10.31 ¦ 0.03 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦24.01.03¦98.950¦98.970¦98.970¦ 9.58 ¦ 7.00 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦02.04.03 ¦20.01.03¦97.950¦97.970¦97.970¦ 10.53 ¦ 7.00 ¦ 21162 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦22.01.03¦98.200¦98.200¦98.200¦ 9.56 ¦ 3.04 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦23.01.03¦98.200¦98.200¦98.200¦ 9.70 ¦ 2.49 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦23.04.03 ¦20.01.03¦97.300¦97.300¦97.300¦ 10.89 ¦ 0.75 ¦ 21163 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦22.01.03¦97.460¦97.600¦97.600¦ 10.07 ¦ 4.10 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦24.01.03¦97.685¦97.701¦97.685¦ 9.71 ¦ 3.00 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦07.05.03 ¦20.01.03¦97.150¦97.150¦97.150¦ 10.01 ¦ 40.82 ¦ 21164 ¦
+---------+--------+------+------+------+-------+-------+--------+
¦23.07.03 ¦20.01.03¦95.000¦95.000¦95.000¦ 10.44 ¦ 4.45 ¦ 21165 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦21.01.03¦95.000¦95.000¦95.000¦ 10.50 ¦ 5.00 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦22.01.03¦95.000¦95.150¦95.150¦ 10.35 ¦ 45.72 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦23.01.03¦95.150¦95.199¦95.190¦ 10.25 ¦ 33.00 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦24.01.03¦95.210¦95.260¦95.260¦ 10.18 ¦ 17.47 ¦ ¦
L---------+--------+------+------+------+-------+-------+---------
Торговля ОФЗ при суммарном объеме сделок за неделю 2908.495 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.) ¦ ¦ ¦ ¦ ¦ ¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦22.01.03 ¦20.01.03¦ 2.40 ¦ 99.991¦100.020¦100.000¦ 18.44¦ 26.18¦ 27006 ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦05.02.03 ¦20.01.03¦ 2.10 ¦ 99.990¦100.019¦100.015¦ 9.16¦ 11.83¦ 27007 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.01.03¦ 2.10 ¦ 99.970¦100.050¦ 99.970¦ 9.44¦ 16.65¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.01.03¦ 2.10 ¦ 99.995¦100.090¦100.090¦ 9.63¦ 11.74¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.01.03¦ 2.20 ¦100.005¦100.060¦100.060¦ 8.22¦ 24.21¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.03.03 ¦23.01.03¦ 8.60 ¦ 99.997¦ 99.997¦ 99.997¦ 9.60¦ 0.30¦ 26001 ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦21.05.03 ¦20.01.03¦ 1.70 ¦ 99.810¦ 99.830¦ 99.830¦ 10.91¦ 22.50¦ 27008 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦21.01.03¦ 1.70 ¦ 99.600¦ 99.820¦ 99.650¦ 11.59¦ 121.84¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.01.03¦ 1.70 ¦ 99.746¦100.000¦100.000¦ 10.76¦ 96.12¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.01.03¦ 1.80 ¦ 99.920¦100.000¦100.000¦ 10.31¦ 7.32¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.01.03¦ 1.80 ¦ 99.885¦ 99.980¦ 99.980¦ 10.68¦ 26.21¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.06.03 ¦20.01.03¦ 1.30 ¦ 99.400¦ 99.600¦ 99.600¦ 11.74¦ 0.32¦ 27009 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦21.01.03¦ 1.30 ¦ 99.570¦ 99.650¦ 99.627¦ 11.58¦ 69.81¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.01.03¦ 1.30 ¦ 99.700¦100.000¦100.000¦ 10.58¦ 220.68¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.01.03¦ 1.40 ¦ 99.861¦100.000¦100.000¦ 10.44¦ 1.44¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.01.03¦ 1.40 ¦ 99.950¦ 99.960¦ 99.950¦ 10.54¦ 5.97¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦20.08.03 ¦23.01.03¦ 2.10 ¦100.500¦100.650¦100.610¦ 11.34¦ 20.00¦ 27016 ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦17.09.03 ¦20.01.03¦ 0.90 ¦ 99.200¦ 99.300¦ 99.300¦ 11.62¦ 27.22¦ 27010 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦21.01.03¦ 0.90 ¦ 99.151¦ 99.270¦ 99.260¦ 11.81¦ 201.36¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.01.03¦ 1.00 ¦ 99.299¦ 99.600¦ 99.600¦ 11.14¦ 60.22¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.01.03¦ 1.00 ¦ 99.561¦ 99.700¦ 99.561¦ 10.95¦ 45.44¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.01.03¦ 1.00 ¦ 99.650¦ 99.660¦ 99.650¦ 11.03¦ 7.81¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦08.10.03 ¦20.01.03¦ 0.30 ¦ 99.299¦ 99.331¦ 99.300¦ 11.56¦ 10.66¦ 27011 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦21.01.03¦ 0.40 ¦ 99.000¦ 99.200¦ 99.080¦ 11.71¦ 18.75¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.01.03¦ 0.40 ¦ 99.300¦ 99.600¦ 99.600¦ 11.15¦ 66.20¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.01.03¦ 0.40 ¦ 99.525¦ 99.665¦ 99.663¦ 11.00¦ 53.95¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.01.03¦ 0.40 ¦ 99.660¦ 99.740¦ 99.740¦ 10.95¦ 30.12¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦19.11.03 ¦20.01.03¦ 1.70 ¦ 99.000¦ 99.659¦ 99.000¦ 10.89¦ 4.10¦ 27012 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦21.01.03¦ 1.70 ¦ 98.750¦ 99.452¦ 98.750¦ 11.25¦ 4.01¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.01.03¦ 1.70 ¦ 98.750¦ 99.498¦ 98.498¦ 11.33¦ 36.95¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.01.03¦ 1.80 ¦ 99.400¦ 99.590¦ 99.550¦ 10.97¦ 8.69¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦21.01.04 ¦21.01.03¦ 2.50 ¦ 98.500¦ 98.650¦ 98.650¦ 11.99¦ 13.97¦ 28001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.01.03¦ 0.00 ¦ 98.650¦ 99.600¦ 98.900¦ 11.77¦ 84.37¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.01.03¦ 0.00 ¦ 98.850¦ 99.000¦ 98.999¦ 11.63¦ 4.47¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.01.03¦ 0.10 ¦ 98.700¦ 99.100¦ 99.100¦ 11.76¦ 0.70¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.02.04 ¦20.01.03¦ 2.47 ¦100.300¦100.350¦100.300¦ 12.19¦ 20.00¦ 27015 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.01.03¦ 2.53 ¦100.430¦100.650¦100.650¦ 11.98¦ 21.86¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.01.03¦ 2.60 ¦100.600¦100.750¦100.720¦ 11.74¦ 40.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.03.04 ¦20.01.03¦ 8.52 ¦ 97.300¦ 97.300¦ 97.300¦ 12.59¦ 2.00¦ 26002 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦21.01.03¦ 8.55 ¦ 97.300¦ 97.300¦ 97.300¦ 12.60¦ 4.34¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.01.03¦ 8.63 ¦ 97.600¦ 97.600¦ 97.600¦ 12.31¦ 5.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦02.06.04 ¦22.01.03¦ 1.61 ¦100.300¦100.300¦100.300¦ 12.28¦ 1.05¦ 27013 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.01.03¦ 1.64 ¦100.450¦100.520¦100.493¦ 12.11¦ 55.79¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.01.03¦ 1.68 ¦100.480¦100.490¦100.490¦ 12.11¦ 1.50¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.08.04 ¦22.01.03¦ 2.53 ¦100.640¦100.698¦100.640¦ 12.04¦ 0.23¦ 27017 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.01.03¦ 2.57 ¦100.450¦100.550¦100.490¦ 12.16¦ 38.05¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.12.04 ¦22.01.03¦ 1.15 ¦100.250¦100.300¦100.300¦ 12.35¦ 5.04¦ 27014 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.01.03¦ 1.18 ¦100.055¦100.055¦100.055¦ 12.51¦ 0.13¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.03.05 ¦21.01.03¦ 8.55 ¦ 94.624¦ 94.900¦ 94.624¦ 12.96¦ 2.61¦ 26003 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.01.03¦ 8.58 ¦ 95.000¦ 95.000¦ 95.000¦ 12.77¦ 5.80¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.01.03¦ 8.60 ¦ 94.889¦ 94.889¦ 94.889¦ 12.84¦ 0.11¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦20.04.05 ¦23.01.03¦ 0.04 ¦101.170¦101.250¦101.249¦ 12.66¦ 51.39¦ 27021 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.01.03¦ 0.08 ¦101.217¦101.237¦101.237¦ 12.64¦ 0.69¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦14.09.05 ¦21.01.03¦ 1.30 ¦100.500¦100.700¦100.500¦ 12.83¦ 2.25¦ 27018 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.01.03¦ 1.34 ¦100.999¦101.099¦101.000¦ 12.66¦ 15.72¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.01.03¦ 1.38 ¦101.000¦101.105¦101.105¦ 12.62¦ 27.13¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.01.03¦ 1.42 ¦101.000¦101.100¦101.100¦ 12.61¦ 0.80¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.11.06 ¦20.01.03¦ 2.34 ¦ 98.150¦ 99.105¦ 98.150¦ 13.22¦ 90.21¦ 45001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦21.01.03¦ 2.38 ¦ 98.100¦ 98.180¦ 98.144¦ 13.26¦ 168.70¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.01.03¦ 2.42 ¦ 98.250¦ 98.300¦ 98.290¦ 13.19¦ 94.91¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.01.03¦ 2.46 ¦ 98.365¦ 98.500¦ 98.400¦ 13.14¦ 60.20¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.01.03¦ 2.49 ¦ 98.450¦ 98.500¦ 98.499¦ 13.09¦ 25.27¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦10.09.08 ¦20.01.03¦ 1.27 ¦ 95.450¦ 95.550¦ 95.550¦ 13.26¦ 87.98¦ 46001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦21.01.03¦ 1.30 ¦ 95.351¦ 95.500¦ 95.445¦ 13.29¦ 42.01¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.01.03¦ 1.34 ¦ 95.390¦ 95.480¦ 95.449¦ 13.34¦ 38.37¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.01.03¦ 1.38 ¦ 95.500¦ 96.205¦ 95.531¦ 13.24¦ 513.32¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.01.03¦ 1.42 ¦ 95.540¦ 95.614¦ 95.614¦ 13.21¦ 123.95¦ ¦
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 ¦ 307 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 24.11.2003 ¦ 304 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2003 ¦ 50 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2003 ¦ 50 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2003 ¦ 50 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2003 ¦ 307 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 24.11.2003 ¦ 304 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 25.11.2003 ¦ 305 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 27.11.2003 ¦ 307 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 28.11.2003 ¦ 308 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 05.02.2003 ¦ 12 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 19.02.2003 ¦ 26 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 05.03.2003 ¦ 40 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 19.03.2003 ¦ 54 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 09.04.2003 ¦ 75 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 21.05.2003 ¦ 117 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 05.03.2003 ¦ 40 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 19.03.2003 ¦ 54 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 05.02.2003 ¦ 12 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 19.02.2003 ¦ 26 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 05.02.2003 ¦ 12 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 19.03.2003 ¦ 54 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 23.04.2003 ¦ 89 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 23.04.2003 ¦ 89 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 19.02.2003 ¦ 26 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 19.03.2003 ¦ 54 ¦ 14.00 ¦ 34.90 ¦
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-¦ (вк. ¦меще- ¦выкупов ¦млн. руб. ¦млн. руб.¦
¦ ¦ ¦ ¦шения¦ осн.) ¦ний ¦ ¦ ¦ ¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21161 ¦17.07.02¦05.03.03¦ 40¦ 2 ¦ 10 ¦ ¦ 6812.778¦ 2187.222¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21162 ¦04.09.02¦02.04.03¦ 68¦ 1 ¦ 5 ¦ ¦ 3712.150¦ 287.850¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21163 ¦23.10.02¦23.04.03¦ 89¦ 1 ¦ 8 ¦ ¦ 3663.739¦ 336.261¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21164 ¦20.11.02¦07.05.03¦ 103¦ 1 ¦ 1 ¦ ¦ 1787.724¦ 3212.276¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21165 ¦04.12.02¦23.07.03¦ 180¦ 1 ¦ ¦ ¦ 2805.287¦ 2194.713¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 307¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 1032¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 50¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 416¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 781¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 673¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1396¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1761¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2127¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2492¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 12¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 117¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 131¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 236¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 257¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 299¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 495¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 691¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 376¦ 3 ¦ 62 ¦ ¦ 16000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 208¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 558¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 964¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 817¦ 2 ¦ 2 ¦ ¦ 10941.601¦ 58.399¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 362¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1391¦ 5 ¦ 80 ¦ ¦ 30327.634¦ 1672.366¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 2056¦ 3 ¦ 31 ¦ ¦ 17575.160¦ 6424.840¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦218565.040¦33871.310¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦20.01.03¦21.01.03¦22.01.03¦23.01.03¦24.01.03¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 10.46 ¦ 10.70 ¦ 10.05 ¦ 9.96 ¦ 9.75 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 11.03 ¦ 11.07 ¦ 10.91 ¦ 10.94 ¦ 10.94 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 13.24 ¦ 13.27 ¦ 13.26 ¦ 13.19 ¦ 13.15 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 12.20 ¦ 12.27 ¦ 12.13 ¦ 12.08 ¦ 12.09 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 10.13 ¦ 10.50 ¦ 10.32 ¦ 10.23 ¦ 10.10 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 12.59 ¦ 12.79 ¦ 12.77 ¦ 12.31 ¦ 12.31 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 13.24 ¦ 13.27 ¦ 13.25 ¦ 13.24 ¦ 13.20 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 11.68 ¦ 11.77 ¦ 11.39 ¦ 12.13 ¦ 11.35 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.31 ¦ 0.03 ¦ 0.27 ¦ 0.18 ¦ 0.14 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.11 ¦ 0.37 ¦ 0.31 ¦ 0.02 ¦ 0.27 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.41 ¦ 0.49 ¦ 0.28 ¦ 1.18 ¦ 0.31 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.08 ¦ 0.28 ¦ 0.41 ¦ 0.21 ¦ 0.10 ¦
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---------¬
¦ ¦ 20.01.03¦ 21.01.03¦ 22.01.03¦ 23.01.03¦ 24.01.03¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦218362.80¦218362.80¦217965.87¦218443.20¦218565.04¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 18781.68¦ 18781.68¦ 18781.68¦ 18781.68¦ 18781.68¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1897.45¦ 1897.45¦ 1897.45¦ 1897.45¦ 1897.45¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 43099.83¦ 43099.83¦ 47304.31¦ 47781.63¦ 47902.79¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦154583.84¦154583.84¦149982.44¦149982.44¦149983.12¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦220434.31¦220366.37¦219555.39¦220290.70¦220573.61¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 18333.19¦ 18334.28¦ 18354.68¦ 18356.70¦ 18374.20¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1943.06¦ 1942.89¦ 1947.25¦ 1946.57¦ 1947.83¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 42856.33¦ 42831.09¦ 46933.28¦ 47497.48¦ 47680.50¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦157301.73¦157258.11¦152320.18¦152489.95¦152571.09¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 467.02¦ 465.93¦ 508.53¦ 509.52¦ 509.10¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 85.40¦ 84.40¦ 83.41¦ 82.42¦ 81.41¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 473.77¦ 472.85¦ 472.61¦ 471.58¦ 470.72¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 1035.07¦ 1033.90¦ 1058.44¦ 1060.73¦ 1060.61¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 356.66¦ 355.63¦ 390.77¦ 389.73¦ 388.74¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

<ПИСЬМО> ГТК РФ от 21.08.2002 n 07-25/33763 (ред. от 24.01.2003) О ТОВАРНОМ ЗНАКЕ КОМПАНИИ martell & co, sa  »
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