БЮЛЛЕТЕНЬ ЦБ РФ от 27.12.2002 n 48 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 27 декабря 2002 г. N 48
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 142.414 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 ¦24.12.02¦97.480¦97.500¦97.480¦ 13.23 ¦ 22.35 ¦ 21161 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦25.12.02¦97.530¦97.530¦97.530¦ 13.21 ¦ 1.00 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦02.04.03 ¦24.12.02¦96.500¦96.501¦96.500¦ 13.37 ¦ 6.40 ¦ 21162 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦27.12.02¦96.640¦96.700¦96.640¦ 13.22 ¦ 7.47 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦23.04.03 ¦23.12.02¦95.950¦95.950¦95.950¦ 12.73 ¦ 2.45 ¦ 21163 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦26.12.02¦95.950¦95.950¦95.950¦ 13.06 ¦ 0.54 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦07.05.03 ¦25.12.02¦95.400¦95.400¦95.400¦ 13.23 ¦ 0.70 ¦ 21164 ¦
+---------+--------+------+------+------+-------+-------+--------+
¦23.07.03 ¦23.12.02¦93.099¦93.100¦93.099¦ 12.76 ¦ 31.11 ¦ 21165 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦24.12.02¦93.000¦93.000¦93.000¦ 13.02 ¦ 2.69 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦25.12.02¦92.800¦92.856¦92.855¦ 13.48 ¦ 49.78 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦26.12.02¦92.900¦93.000¦93.000¦ 13.28 ¦ 6.00 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦27.12.02¦93.002¦93.110¦93.013¦ 13.08 ¦ 11.92 ¦ ¦
L---------+--------+------+------+------+-------+-------+---------
Торговля ОФЗ при суммарном объеме сделок за неделю 2959.679 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. ¦(справ.)¦
¦ ¦ ¦(% от ¦ ¦ ¦ ¦год.) ¦ по ¦ ¦
¦ ¦ ¦ном.) ¦ ¦ ¦ ¦ ¦номин.)¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦22.01.03 ¦23.12.02¦ 1.70 ¦99.640¦99.800¦99.680¦ 14.00¦ 16.39¦ 27006 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦24.12.02¦ 1.70 ¦99.730¦99.800¦99.740¦ 13.88¦ 28.64¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦25.12.02¦ 1.70 ¦99.750¦99.790¦99.777¦ 13.95¦ 73.34¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦26.12.02¦ 1.80 ¦99.770¦99.815¦99.815¦ 12.63¦ 123.48¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦27.12.02¦ 1.80 ¦99.860¦99.910¦99.900¦ 11.97¦ 61.49¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦05.02.03 ¦23.12.02¦ 1.30 ¦99.600¦99.601¦99.601¦ 13.94¦ 7.02¦ 27007 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦24.12.02¦ 1.30 ¦99.600¦99.710¦99.650¦ 13.84¦ 33.40¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦25.12.02¦ 1.30 ¦99.640¦99.695¦99.663¦ 13.88¦ 90.43¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦26.12.02¦ 1.40 ¦99.700¦99.740¦99.740¦ 12.72¦ 82.92¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦27.12.02¦ 1.40 ¦99.740¦99.811¦99.811¦ 12.75¦ 63.43¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦21.05.03 ¦23.12.02¦ 0.90 ¦98.940¦98.050¦98.940¦ 13.19¦ 6.46¦ 27008 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦24.12.02¦ 0.90 ¦98.741¦99.000¦98.940¦ 13.35¦ 22.99¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦25.12.02¦ 1.00 ¦98.850¦98.950¦98.853¦ 13.42¦ 3.84¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦26.12.02¦ 1.00 ¦98.900¦99.000¦99.000¦ 13.30¦ 72.99¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦27.12.02¦ 1.00 ¦99.050¦99.220¦99.220¦ 12.79¦ 44.91¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦04.06.03 ¦23.12.02¦ 0.50 ¦98.800¦98.900¦98.800¦ 13.51¦ 5.02¦ 27009 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦24.12.02¦ 0.50 ¦98.520¦98.940¦98.786¦ 13.24¦ 13.23¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦25.12.02¦ 0.60 ¦98.756¦98.890¦98.756¦ 13.31¦ 4.75¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦26.12.02¦ 0.60 ¦98.843¦98.930¦98.930¦ 13.23¦ 25.76¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦27.12.02¦ 0.60 ¦99.000¦99.200¦99.200¦ 12.76¦ 30.72¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦20.08.03 ¦26.12.02¦ 1.18 ¦99.750¦99.750¦99.750¦ 12.98¦ 0.99¦ 27016 ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦17.09.03 ¦23.12.02¦ 0.10 ¦98.160¦98.210¦98.160¦ 13.31¦ 12.40¦ 27010 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦24.12.02¦ 0.20 ¦97.800¦98.250¦97.860¦ 13.55¦ 12.84¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦25.12.02¦ 0.20 ¦97.980¦97.998¦97.980¦ 13.60¦ 0.38¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦26.12.02¦ 0.20 ¦98.050¦98.250¦98.240¦ 13.32¦ 54.37¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦27.12.02¦ 0.20 ¦98.240¦98.500¦98.261¦ 13.28¦ 14.75¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦08.10.03 ¦23.12.02¦ 2.10 ¦97.703¦97.950¦97.703¦ 13.38¦ 6.11¦ 27011 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦24.12.02¦ 2.10 ¦97.452¦97.900¦97.840¦ 13.52¦ 33.04¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦25.12.02¦ 2.10 ¦97.672¦97.970¦97.890¦ 13.50¦ 45.19¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦26.12.02¦ 2.10 ¦98.000¦98.047¦98.037¦ 13.38¦ 34.51¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦27.12.02¦ 2.20 ¦98.100¦99.010¦98.140¦ 13.08¦ 10.51¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦19.11.03 ¦23.12.02¦ 0.90 ¦97.490¦97.730¦97.490¦ 13.46¦ 30.23¦ 27012 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦24.12.02¦ 0.90 ¦97.490¦97.490¦97.490¦ 13.50¦ 0.98¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦25.12.02¦ 1.00 ¦97.490¦97.520¦97.490¦ 13.41¦ 13.24¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦26.12.02¦ 1.00 ¦97.500¦97.500¦97.500¦ 13.45¦ 0.15¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦27.12.02¦ 1.00 ¦97.520¦97.520¦97.520¦ 13.46¦ 3.00¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦21.01.04 ¦23.12.02¦ 1.70 ¦97.103¦97.200¦97.152¦ 13.46¦ 5.49¦ 28001 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦24.12.02¦ 1.70 ¦97.000¦97.170¦97.100¦ 13.53¦ 6.32¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦25.12.02¦ 1.70 ¦97.150¦97.320¦97.320¦ 13.45¦ 13.11¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦26.12.02¦ 1.80 ¦97.300¦97.300¦97.300¦ 13.33¦ 9.30¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦27.12.02¦ 1.80 ¦97.210¦97.500¦97.210¦ 13.15¦ 0.35¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦04.02.04 ¦24.12.02¦ 1.58 ¦99.000¦99.050¦99.000¦ 13.61¦ 87.90¦ 27015 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦25.12.02¦ 1.61 ¦98.960¦99.010¦99.010¦ 13.61¦ 116.71¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦26.12.02¦ 1.64 ¦99.020¦99.300¦99.300¦ 13.39¦ 38.38¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦27.12.02¦ 1.68 ¦99.110¦99.250¦99.200¦ 13.41¦ 93.50¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦15.03.04 ¦24.12.02¦ 7.78 ¦95.800¦95.800¦95.800¦ 13.85¦ 3.89¦ 26002 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦26.12.02¦ 7.84 ¦95.110¦95.110¦95.110¦ 14.55¦ 0.01¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦02.06.04 ¦23.12.02¦ 0.63 ¦98.500¦98.690¦98.690¦ 13.71¦ 0.36¦ 27013 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦24.12.02¦ 0.66 ¦98.650¦98.700¦98.650¦ 13.66¦ 72.23¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦25.12.02¦ 0.69 ¦98.700¦98.760¦98.700¦ 13.65¦ 90.54¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦26.12.02¦ 0.72 ¦98.790¦99.110¦99.110¦ 13.41¦ 49.47¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦27.12.02¦ 0.76 ¦98.720¦99.050¦98.994¦ 13.44¦ 67.60¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦04.08.04 ¦24.12.02¦ 1.58 ¦98.600¦98.640¦98.600¦ 13.60¦ 73.23¦ 27017 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦25.12.02¦ 1.61 ¦98.600¦98.650¦98.640¦ 13.58¦ 106.16¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦26.12.02¦ 1.64 ¦98.640¦98.929¦98.919¦ 13.42¦ 32.40¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦27.12.02¦ 1.68 ¦99.000¦99.000¦99.000¦ 13.31¦ 0.39¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦15.12.04 ¦23.12.02¦ 0.16 ¦98.639¦98.639¦98.639¦ 13.42¦ 0.00¦ 27014 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦24.12.02¦ 0.20 ¦98.519¦98.550¦98.520¦ 13.49¦ 13.36¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦25.12.02¦ 0.23 ¦98.500¦98.550¦98.550¦ 13.49¦ 48.15¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦26.12.02¦ 0.26 ¦98.550¦98.800¦98.800¦ 13.36¦ 29.97¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦27.12.02¦ 0.30 ¦98.700¦98.950¦98.700¦ 13.30¦ 10.10¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦15.03.05 ¦23.12.02¦ 7.75 ¦92.700¦92.700¦92.700¦ 13.97¦ 1.41¦ 26003 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦24.12.02¦ 7.78 ¦92.500¦92.500¦92.500¦ 14.09¦ 0.38¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦25.12.02¦ 7.81 ¦92.500¦92.700¦92.520¦ 14.02¦ 18.21¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦26.12.02¦ 7.84 ¦92.750¦92.750¦92.750¦ 13.96¦ 11.42¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦27.12.02¦ 7.86 ¦92.750¦93.290¦93.290¦ 13.73¦ 2.72¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦20.04.05 ¦25.12.02¦ 3.16 ¦99.870¦99.900¦99.870¦ 13.50¦ 14.22¦ 27021 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦26.12.02¦ 3.21 ¦99.900¦99.940¦99.940¦ 13.48¦ 8.03¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦14.09.05 ¦23.12.02¦ 0.19 ¦99.000¦99.050¦99.050¦ 13.69¦ 2.98¦ 27018 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦24.12.02¦ 0.23 ¦99.050¦99.100¦99.050¦ 13.67¦ 72.94¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦25.12.02¦ 0.27 ¦99.050¦99.130¦99.130¦ 13.65¦ 10.59¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦26.12.02¦ 0.31 ¦99.100¦99.360¦99.360¦ 13.56¦ 51.91¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦27.12.02¦ 0.35 ¦99.400¦99.500¦99.400¦ 13.49¦ 11.00¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦15.11.06 ¦23.12.02¦ 1.27 ¦96.900¦96.960¦96.900¦ 13.86¦ 2.68¦ 45001 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦24.12.02¦ 1.30 ¦96.650¦96.800¦96.680¦ 13.95¦ 130.78¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦25.12.02¦ 1.34 ¦96.660¦96.700¦96.700¦ 13.96¦ 139.36¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦26.12.02¦ 1.38 ¦96.700¦96.900¦96.850¦ 13.88¦ 27.38¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦27.12.02¦ 1.42 ¦96.850¦96.935¦96.935¦ 13.86¦ 201.67¦ ¦
+---------+--------+------+------+------+------+------+-------+--------+
¦10.09.08 ¦23.12.02¦ 0.19 ¦93.690¦93.900¦93.726¦ 13.88¦ 2.31¦ 46001 ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦24.12.02¦ 0.23 ¦93.650¦93.700¦93.663¦ 13.89¦ 68.24¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦25.12.02¦ 0.27 ¦93.620¦93.650¦93.630¦ 13.90¦ 103.75¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦26.12.02¦ 0.31 ¦93.750¦93.900¦93.826¦ 13.84¦ 14.92¦ ¦
¦ +--------+------+------+------+------+------+-------+ ¦
¦ ¦27.12.02¦ 0.35 ¦93.930¦93.990¦93.940¦ 13.80¦ 9.98¦ ¦
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 ¦ 335 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 24.11.2003 ¦ 332 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2003 ¦ 78 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2003 ¦ 78 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2003 ¦ 78 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2003 ¦ 335 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 24.11.2003 ¦ 332 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 25.11.2003 ¦ 333 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 27.11.2003 ¦ 335 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 28.11.2003 ¦ 336 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 22.01.2003 ¦ 26 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 05.02.2003 ¦ 40 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 19.02.2003 ¦ 54 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 05.03.2003 ¦ 68 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 19.03.2003 ¦ 82 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 08.01.2003 ¦ 12 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 21.05.2003 ¦ 145 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 05.03.2003 ¦ 68 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 19.03.2003 ¦ 82 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 05.02.2003 ¦ 40 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 19.02.2003 ¦ 54 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 05.02.2003 ¦ 40 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 19.03.2003 ¦ 82 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 22.01.2003 ¦ 26 ¦ 15.00 ¦ 43.15 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 22.01.2003 ¦ 26 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 19.02.2003 ¦ 54 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 19.03.2003 ¦ 82 ¦ 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-¦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¦ 68¦ 2 ¦ 10 ¦ ¦ 6812.778¦ 2187.222¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21162 ¦04.09.02¦02.04.03¦ 96¦ 1 ¦ 5 ¦ ¦ 3712.150¦ 287.850¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21163 ¦23.10.02¦23.04.03¦ 117¦ 1 ¦ 8 ¦ ¦ 3663.739¦ 336.261¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21164 ¦20.11.02¦07.05.03¦ 131¦ 1 ¦ 1 ¦ ¦ 1787.724¦ 3212.276¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21165 ¦04.12.02¦23.07.03¦ 208¦ 1 ¦ ¦ ¦ 2805.287¦ 2194.731¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 335¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 1060¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 78¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 444¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 809¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 701¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1424¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1789¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2155¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2520¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 26¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 40¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 145¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 159¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 264¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 285¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 327¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 523¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 719¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 404¦ 3 ¦ 59 ¦ ¦ 15457.936¦ 542.064¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 236¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 586¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 992¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 845¦ 1 ¦ 1 ¦ ¦ 6000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 390¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1419¦ 5 ¦ 76 ¦ ¦ 29940.000¦ 2060.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 2084¦ 2 ¦ 26 ¦ ¦ 12346.899¦ 1653.101¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦217007.799¦30417.301¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦23.12.02¦24.12.02¦25.12.02¦26.12.02¦27.12.02¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 12.94 ¦ 13.12 ¦ 13.24 ¦ 12.92 ¦ 12.79 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 11.93 ¦ 12.00 ¦ 11.95 ¦ 11.96 ¦ 11.80 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 13.87 ¦ 13.93 ¦ 13.94 ¦ 13.86 ¦ 13.84 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 13.36 ¦ 13.56 ¦ 13.58 ¦ 13.41 ¦ 13.32 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 12.76 ¦ 13.22 ¦ 13.48 ¦ 13.27 ¦ 13.11 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 13.97 ¦ 13.89 ¦ 14.02 ¦ 13.96 ¦ 13.73 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 13.87 ¦ 13.92 ¦ 13.93 ¦ 13.86 ¦ 13.85 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 13.47 ¦ 13.62 ¦ 13.58 ¦ 13.40 ¦ 13.31 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.17 ¦ 0.17 ¦ 0.27 ¦ 0.03 ¦ 0.10 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.07 ¦ 0.23 ¦ 0.96 ¦ 0.60 ¦ 0.14 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.01 ¦ 0.47 ¦ 0.57 ¦ 0.10 ¦ 0.51 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.06 ¦ 0.31 ¦ 0.41 ¦ 0.40 ¦ 0.27 ¦
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---------¬
¦ ¦ 23.12.02¦ 24.12.02¦ 25.12.02¦ 26.12.02¦ 27.12.02¦
+-----------------+---------+---------+---------+---------+---------+
¦Номинальная стои-¦217007.80¦217007.80¦217007.80¦217007.80¦217007.80¦
¦мость, 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 ¦ 42286.90¦ 42286.90¦ 42286.90¦ 42286.90¦ 42286.90¦
+-----------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦154041.78¦154041.78¦154041.78¦154041.78¦154041.78¦
+-----------------+---------+---------+---------+---------+---------+
¦Рыночная стои- ¦214760.98¦214684.21¦214749.97¦215108.51¦215329.77¦
¦мость, млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+-----------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 18062.30¦ 18053.17¦ 18050.91¦ 18054.61¦ 18063.55¦
+-----------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1901.52¦ 1900.00¦ 1901.92¦ 1901.94¦ 1906.91¦
+-----------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 40985.11¦ 40939.96¦ 40940.40¦ 41035.07¦ 41077.98¦
+-----------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦153812.05¦153791.09¦153856.74¦154116.90¦154281.33¦
+-----------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней¦ 489.82¦ 488.65¦ 487.63¦ 486.92¦ 486.03¦
+-----------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 113.29¦ 112.28¦ 111.24¦ 110.26¦ 109.28¦
+-----------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 493.75¦ 492.58¦ 491.99¦ 491.43¦ 491.30¦
+-----------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 1057.45¦ 1056.34¦ 1055.28¦ 1054.68¦ 1053.91¦
+-----------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 382.74¦ 381.67¦ 380.68¦ 379.82¦ 378.87¦
L-----------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

ПРИКАЗ ЦБ РФ от 27.12.2002 n ОД-838 ОБ УТОЧНЕНИИ ПЕРСОНАЛЬНОГО СОСТАВА ВРЕМЕННОЙ АДМИНИСТРАЦИИ ПО УПРАВЛЕНИЮ ЗАКРЫТЫМ АКЦИОНЕРНЫМ ОБЩЕСТВОМ НЕБАНКОВСКАЯ КРЕДИТНАЯ ОРГАНИЗАЦИЯ ВОЛГА-ТЕЗА, ЗАО НКО ВОЛГА-ТЕЗА (РЕГИСТРАЦИОННЫЙ НОМЕР 3387-К), Г. ИВАНОВО  »
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