БЮЛЛЕТЕНЬ ЦБ РФ от 20.12.2002 n 47 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 20 декабря 2002 г. N 47
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 255.899 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 ¦15.12.02¦97.25 ¦97.34 ¦97.34 ¦ 12.62 ¦ 0.52 ¦ 21161 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦17.12.02¦97.30 ¦97.38 ¦97.38 ¦ 12.60 ¦ 13.29 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦18.12.02¦97.50 ¦97.51 ¦97.50 ¦ 12.15 ¦ 3.05 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦19.12.02¦97.50 ¦97.52 ¦97.50 ¦ 12.31 ¦ 23.00 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦20.12.02¦97.50 ¦97.50 ¦97.50 ¦ 12.47 ¦ 3.00 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦02.04.03 ¦15.12.02¦96.52 ¦96.52 ¦96.52 ¦ 12.19 ¦ 0.50 ¦ 21162 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦16.12.02¦96.40 ¦96.67 ¦96.40 ¦ 12.25 ¦ 0.00 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦17.12.02¦96.55 ¦96.55 ¦96.55 ¦ 12.30 ¦ 2.59 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦18.12.02¦96.50 ¦96.65 ¦96.50 ¦ 12.33 ¦ 0.00 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦19.12.02¦96.57 ¦96.73 ¦96.57 ¦ 12.16 ¦ 0.00 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦23.04.03 ¦18.12.02¦95.91 ¦95.92 ¦95.92 ¦ 12.35 ¦ 5.74 ¦ 21163 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦19.12.02¦95.92 ¦95.92 ¦95.92 ¦ 12.42 ¦ 0.50 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦07.05.03 ¦15.12.02¦95.17 ¦95.17 ¦95.17 ¦ 12.95 ¦ 3.28 ¦ 21164 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦16.12.02¦95.35 ¦95.35 ¦95.35 ¦ 12.54 ¦ 1.00 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦17.12.02¦95.35 ¦95.35 ¦95.35 ¦ 12.62 ¦ 4.24 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦18.12.02¦95.35 ¦95.50 ¦95.40 ¦ 12.68 ¦ 5.35 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦23.07.03 ¦17.12.02¦92.90 ¦92.93 ¦92.91 ¦ 12.76 ¦ 75.17 ¦ 21165 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦18.12.02¦92.92 ¦93.00 ¦93.00 ¦ 12.71 ¦101.52 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦19.12.02¦93.05 ¦93.05 ¦93.05 ¦ 12.62 ¦ 13.14 ¦ ¦
L---------+--------+------+------+------+-------+-------+---------
Торговля ОФЗ при суммарном объеме сделок за неделю 7097.601 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 ¦ ¦
¦ ¦ ¦номин.)¦ ¦ ¦ ¦ ¦номин.)¦ ¦
+---------+--------+-------+------+------+------+------+-------+--------+
¦22.01.03 ¦15.12.02¦ 1.50 ¦ 99.77¦ 99.83¦ 99.77¦ 12.00¦ 74.55¦ 27006 ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.12.02¦ 1.50 ¦ 99.80¦ 99.83¦ 99.81¦ 12.13¦ 44.04¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.12.02¦ 1.50 ¦ 99.81¦ 99.83¦ 99.81¦ 12.41¦ 7.45¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.12.02¦ 1.50 ¦ 99.80¦ 99.86¦ 99.86¦ 12.59¦ 43.27¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.12.02¦ 1.60 ¦ 99.75¦ 99.83¦ 99.80¦ 12.32¦ 41.24¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.12.02¦ 1.60 ¦ 99.77¦ 99.84¦ 99.84¦ 12.68¦ 14.20¦ ¦
+---------+--------+-------+------+------+------+------+-------+--------+
¦05.02.03 ¦15.12.02¦ 1.10 ¦ 99.68¦ 99.69¦ 99.68¦ 12.54¦ 32.19¦ 27007 ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.12.02¦ 1.10 ¦ 99.70¦ 99.72¦ 99.70¦ 12.66¦ 36.30¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.12.02¦ 1.10 ¦ 99.71¦ 99.73¦ 99.73¦ 12.82¦ 3.17¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.12.02¦ 1.20 ¦ 99.68¦ 99.75¦ 99.73¦ 12.18¦ 21.07¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.12.02¦ 1.20 ¦ 99.70¦ 99.72¦ 99.71¦ 12.58¦ 15.30¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.12.02¦ 1.20 ¦ 99.72¦ 99.72¦ 99.72¦ 12.80¦ 12.80¦ ¦
+---------+--------+-------+------+------+------+------+-------+--------+
¦15.03.03 ¦15.12.02¦ 7.53 ¦ 99.00¦ 99.00¦ 99.00¦ 13.87¦ 0.12¦ 26001 ¦
+---------+--------+-------+------+------+------+------+-------+--------+
¦21.05.03 ¦15.12.02¦ 0.70 ¦ 98.89¦ 98.90¦ 98.90¦ 13.26¦ 7.60¦ 27008 ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.12.02¦ 0.70 ¦ 99.00¦ 99.08¦ 99.05¦ 12.94¦ 70.34¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.12.02¦ 0.70 ¦ 99.03¦ 99.07¦ 99.05¦ 13.01¦ 73.93¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.12.02¦ 0.80 ¦ 99.00¦ 99.08¦ 99.08¦ 12.80¦ 108.64¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.12.02¦ 0.80 ¦ 99.05¦ 99.07¦ 99.05¦ 12.93¦ 36.57¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.12.02¦ 0.80 ¦ 99.05¦ 99.08¦ 99.07¦ 12.99¦ 12.01¦ ¦
+---------+--------+-------+------+------+------+------+-------+--------+
¦04.06.03 ¦15.12.02¦ 0.30 ¦ 98.95¦ 98.99¦ 98.95¦ 12.94¦ 10.00¦ 27009 ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.12.02¦ 0.30 ¦ 98.95¦ 99.10¦ 98.99¦ 12.95¦ 80.47¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.12.02¦ 0.40 ¦ 98.95¦ 98.95¦ 98.95¦ 12.87¦ 0.50¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.12.02¦ 0.40 ¦ 98.93¦ 99.00¦ 99.00¦ 12.84¦ 32.68¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.12.02¦ 0.40 ¦ 98.95¦ 99.00¦ 98.98¦ 12.94¦ 141.93¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.12.02¦ 0.40 ¦ 98.96¦ 99.05¦ 99.00¦ 13.00¦ 22.24¦ ¦
+---------+--------+-------+------+------+------+------+-------+--------+
¦20.08.03 ¦16.12.02¦ 0.86 ¦ 99.00¦ 99.70¦ 99.70¦ 13.05¦ 5.00¦ 27016 ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.12.02¦ 0.89 ¦ 99.60¦ 99.73¦ 99.60¦ 13.03¦ 52.50¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.12.02¦ 0.92 ¦ 99.73¦ 99.73¦ 99.73¦ 13.00¦ 27.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.12.02¦ 0.95 ¦ 99.70¦ 99.73¦ 99.70¦ 13.03¦ 20.00¦ ¦
+---------+--------+-------+------+------+------+------+-------+--------+
¦17.09.03 ¦15.12.02¦ 2.40 ¦ 97.60¦ 98.26¦ 98.25¦ 13.25¦ 62.65¦ 27010 ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.12.02¦ 2.40 ¦ 97.70¦ 98.25¦ 98.21¦ 13.65¦ 20.73¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.12.02¦ 2.50 ¦ 97.97¦ 98.20¦ 98.15¦ 13.15¦ 15.06¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.12.02¦ 0.00 ¦ 98.00¦ 98.33¦ 98.25¦ 13.09¦ 31.05¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.12.02¦ 0.00 ¦ 98.24¦ 99.26¦ 98.35¦ 12.89¦ 33.54¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.12.02¦ 0.10 ¦ 98.20¦ 98.30¦ 98.29¦ 13.12¦ 5.70¦ ¦
+---------+--------+-------+------+------+------+------+-------+--------+
¦08.10.03 ¦15.12.02¦ 1.80 ¦ 97.80¦ 98.00¦ 97.85¦ 13.34¦ 0.53¦ 27011 ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.12.02¦ 1.90 ¦ 97.85¦ 98.18¦ 98.17¦ 13.00¦ 5.09¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.12.02¦ 1.90 ¦ 97.85¦ 98.14¦ 97.99¦ 13.35¦ 42.50¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.12.02¦ 1.90 ¦ 97.97¦ 98.11¦ 98.10¦ 13.19¦ 6.93¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.12.02¦ 2.00 ¦ 98.05¦ 98.20¦ 98.08¦ 13.10¦ 5.32¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.12.02¦ 2.00 ¦ 97.92¦ 98.01¦ 97.94¦ 13.28¦ 5.43¦ ¦
+---------+--------+-------+------+------+------+------+-------+--------+
¦19.11.03 ¦15.12.02¦ 0.70 ¦ 97.75¦ 97.80¦ 97.75¦ 13.03¦ 5.38¦ 27012 ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.12.02¦ 0.70 ¦ 97.35¦ 97.78¦ 97.78¦ 13.30¦ 0.68¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.12.02¦ 0.70 ¦ 97.60¦ 97.75¦ 97.75¦ 13.19¦ 46.06¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.12.02¦ 0.80 ¦ 97.72¦ 97.75¦ 97.72¦ 13.06¦ 55.47¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.12.02¦ 0.80 ¦ 97.73¦ 97.73¦ 97.73¦ 13.11¦ 0.05¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.12.02¦ 0.80 ¦ 97.65¦ 97.70¦ 97.70¦ 13.21¦ 7.17¦ ¦
+---------+--------+-------+------+------+------+------+-------+--------+
¦21.01.04 ¦15.12.02¦ 1.50 ¦ 97.15¦ 97.20¦ 97.20¦ 13.37¦ 18.30¦ 28001 ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.12.02¦ 1.50 ¦ 97.16¦ 97.22¦ 97.22¦ 13.39¦ 0.36¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.12.02¦ 1.50 ¦ 97.22¦ 97.30¦ 97.28¦ 13.36¦ 27.98¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.12.02¦ 1.50 ¦ 97.25¦ 97.34¦ 97.33¦ 13.34¦ 15.65¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.12.02¦ 1.60 ¦ 97.25¦ 97.39¦ 97.31¦ 13.19¦ 384.30¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.12.02¦ 1.60 ¦ 97.30¦ 97.35¦ 97.30¦ 13.30¦ 11.71¦ ¦
+---------+--------+-------+------+------+------+------+-------+--------+
¦04.02.04 ¦15.12.02¦ 1.28 ¦ 99.22¦ 99.24¦ 99.23¦ 13.35¦ 34.50¦ 27015 ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.12.02¦ 1.32 ¦ 99.20¦ 99.23¦ 99.23¦ 13.37¦ 75.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.12.02¦ 1.35 ¦ 99.17¦ 99.21¦ 99.20¦ 13.38¦ 125.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.12.02¦ 1.38 ¦ 99.20¦ 99.22¦ 99.22¦ 13.37¦ 39.40¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.12.02¦ 1.41 ¦ 99.20¦ 99.23¦ 99.20¦ 13.38¦ 478.10¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.12.02¦ 1.45 ¦ 99.01¦ 99.20¦ 99.01¦ 13.39¦ 397.30¦ ¦
+---------+--------+-------+------+------+------+------+-------+--------+
¦15.03.04 ¦16.12.02¦ 7.56 ¦ 95.70¦ 95.70¦ 95.70¦ 13.88¦ 0.28¦ 26002 ¦
+---------+--------+-------+------+------+------+------+-------+--------+
¦02.06.04 ¦15.12.02¦ 0.36 ¦ 99.00¦ 99.00¦ 99.00¦ 13.38¦ 22.00¦ 27013 ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.12.02¦ 0.40 ¦ 99.00¦ 99.10¦ 99.00¦ 13.34¦ 21.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.12.02¦ 0.43 ¦ 99.00¦ 99.00¦ 99.00¦ 13.38¦ 4.20¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.12.02¦ 0.46 ¦ 98.90¦ 98.95¦ 98.95¦ 13.43¦ 8.59¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.12.02¦ 0.49 ¦ 96.97¦ 98.98¦ 98.97¦ 13.46¦ 6.66¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.12.02¦ 0.53 ¦ 96.78¦ 96.78¦ 96.78¦ 15.30¦ 2.01¦ ¦
+---------+--------+-------+------+------+------+------+-------+--------+
¦04.08.04 ¦15.12.02¦ 1.28 ¦ 98.75¦ 98.75¦ 98.75¦ 13.48¦ 10.00¦ 27017 ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.12.02¦ 1.32 ¦ 98.60¦ 98.75¦ 98.70¦ 13.50¦ 42.74¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.12.02¦ 1.35 ¦ 98.75¦ 98.75¦ 98.75¦ 13.49¦ 4.99¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.12.02¦ 1.38 ¦ 98.75¦ 98.85¦ 98.80¦ 13.47¦ 45.64¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.12.02¦ 1.45 ¦ 98.78¦ 98.78¦ 98.78¦ 13.47¦ 0.11¦ ¦
+---------+--------+-------+------+------+------+------+-------+--------+
¦15.12.04 ¦15.12.02¦ 3.38 ¦ 98.60¦ 98.60¦ 98.60¦ 13.44¦ 1.45¦ 27014 ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.12.02¦ 3.41 ¦ 98.40¦ 98.50¦ 98.50¦ 13.50¦ 5.10¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.12.02¦ 3.45 ¦ 96.58¦ 98.58¦ 98.58¦ 14.74¦ 4.99¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.12.02¦ 0.00 ¦ 98.45¦ 98.70¦ 98.70¦ 13.39¦ 23.62¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.12.02¦ 0.03 ¦ 98.60¦ 98.70¦ 98.65¦ 13.41¦ 64.75¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.12.02¦ 0.07 ¦ 98.45¦ 98.67¦ 98.45¦ 13.41¦ 9.68¦ ¦
+---------+--------+-------+------+------+------+------+-------+--------+
¦15.03.05 ¦16.12.02¦ 7.56 ¦ 92.41¦ 92.50¦ 92.50¦ 14.08¦ 6.84¦ 26003 ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.12.02¦ 7.59 ¦ 92.40¦ 92.60¦ 92.60¦ 14.02¦ 1.60¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.12.02¦ 7.62 ¦ 92.40¦ 92.70¦ 92.40¦ 13.97¦ 1.02¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.12.02¦ 7.64 ¦ 92.50¦ 92.60¦ 92.60¦ 14.03¦ 1.48¦ ¦
+---------+--------+-------+------+------+------+------+-------+--------+
¦20.04.05 ¦15.12.02¦ 2.75 ¦ 99.90¦ 99.90¦ 99.90¦ 13.52¦ 0.22¦ 27021 ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.12.02¦ 2.79 ¦ 99.95¦100.00¦100.00¦ 13.46¦ 12.04¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.12.02¦ 2.88 ¦100.00¦100.00¦100.00¦ 13.46¦ 0.26¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.12.02¦ 2.92 ¦100.02¦100.02¦100.02¦ 13.44¦ 5.74¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.12.02¦ 2.96 ¦ 99.97¦ 99.97¦ 99.97¦ 13.47¦ 3.00¦ ¦
+---------+--------+-------+------+------+------+------+-------+--------+
¦14.09.05 ¦16.12.02¦ 3.41 ¦ 99.30¦ 99.50¦ 99.40¦ 13.50¦ 7.90¦ 27018 ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.12.02¦ 3.45 ¦ 99.20¦ 99.40¦ 99.20¦ 13.53¦ 52.29¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.12.02¦ 0.00 ¦ 99.25¦ 99.62¦ 99.62¦ 13.47¦ 51.70¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.12.02¦ 0.04 ¦ 99.50¦ 99.60¦ 99.50¦ 13.45¦ 4.06¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.12.02¦ 0.08 ¦ 99.38¦ 99.49¦ 99.38¦ 13.52¦ 10.23¦ ¦
+---------+--------+-------+------+------+------+------+-------+--------+
¦15.11.06 ¦15.12.02¦ 0.96 ¦ 96.70¦ 96.81¦ 96.81¦ 13.92¦ 50.30¦ 45001 ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦16.12.02¦ 1.00 ¦ 96.80¦ 96.82¦ 96.82¦ 13.91¦ 439.28¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.12.02¦ 1.04 ¦ 96.83¦ 96.85¦ 96.85¦ 13.90¦ 295.12¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.12.02¦ 1.07 ¦ 96.87¦ 96.96¦ 96.95¦ 13.86¦ 173.01¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.12.02¦ 1.11 ¦ 96.94¦ 96.97¦ 96.97¦ 13.84¦ 365.36¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.12.02¦ 1.15 ¦ 96.96¦ 97.00¦ 96.96¦ 13.82¦ 54.97¦ ¦
+---------+--------+-------+------+------+------+------+-------+--------+
¦10.09.08 ¦16.12.02¦ 3.66 ¦ 93.50¦ 93.81¦ 93.80¦ 13.86¦ 7.17¦ 46001 ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.12.02¦ 3.70 ¦ 93.77¦ 93.77¦ 93.77¦ 13.87¦ 8.56¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.12.02¦ 0.00 ¦ 93.76¦ 93.90¦ 93.78¦ 13.87¦ 647.35¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.12.02¦ 0.04 ¦ 93.78¦ 93.88¦ 93.79¦ 13.86¦ 511.56¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.12.02¦ 0.08 ¦ 93.78¦ 94.00¦ 93.78¦ 13.82¦1104.71¦ ¦
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 ¦ 342 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 24.11.2003 ¦ 339 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2003 ¦ 85 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2003 ¦ 85 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2003 ¦ 85 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2003 ¦ 342 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 24.11.2003 ¦ 339 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 25.11.2003 ¦ 340 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 27.11.2003 ¦ 342 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 28.11.2003 ¦ 343 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 22.01.2003 ¦ 33 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 05.02.2003 ¦ 47 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 19.02.2003 ¦ 61 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 05.03.2003 ¦ 75 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 19.03.2003 ¦ 89 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 08.01.2003 ¦ 19 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 21.05.2003 ¦ 152 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 05.03.2003 ¦ 75 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 19.03.2003 ¦ 89 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 05.02.2003 ¦ 47 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 19.02.2003 ¦ 61 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 05.02.2003 ¦ 47 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 19.03.2003 ¦ 89 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 22.01.2003 ¦ 33 ¦ 15.00 ¦ 43.15 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 22.01.2003 ¦ 33 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 19.02.2003 ¦ 61 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 19.03.2003 ¦ 89 ¦ 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¦ 75¦ 2 ¦ 10 ¦ ¦ 6812.778¦ 2187.222¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21162 ¦04.09.02¦02.04.03¦ 103¦ 1 ¦ 5 ¦ ¦ 3712.150¦ 287.850¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21163 ¦23.10.02¦23.04.03¦ 124¦ 1 ¦ 8 ¦ ¦ 3663.739¦ 336.261¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21164 ¦20.11.02¦07.05.03¦ 138¦ 1 ¦ 1 ¦ ¦ 1787.724¦ 3212.276¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21165 ¦04.12.02¦23.07.03¦ 215¦ 1 ¦ ¦ ¦ 2805.287¦ 2194.731¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 342¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 1067¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 85¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 451¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 816¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 708¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1431¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1796¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2162¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2527¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 33¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 47¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 152¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 166¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 271¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 292¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 334¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 530¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 726¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 411¦ 3 ¦ 59 ¦ ¦ 15457.936¦ 542.064¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 243¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 593¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 999¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 852¦ 1 ¦ 1 ¦ ¦ 6000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 397¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1426¦ 5 ¦ 76 ¦ ¦ 29940.000¦ 2060.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 2091¦ 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--------¬
¦ ¦15.12.02¦16.12.02¦17.12.02¦18.12.02¦19.12.02¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 12.71 ¦ 12.70 ¦ 12.62 ¦ 12.43 ¦ 12.44 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 11.85 ¦ 11.97 ¦ 11.93 ¦ 11.90 ¦ 11.94 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 13.91 ¦ 13.90 ¦ 13.89 ¦ 13.86 ¦ 13.85 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 13.39 ¦ 13.39 ¦ 13.52 ¦ 13.34 ¦ 13.33 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 12.85 ¦ 12.53 ¦ 12.74 ¦ 12.69 ¦ 12.50 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 13.87 ¦ 14.07 ¦ 14.02 ¦ 13.97 ¦ 14.03 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 13.92 ¦ 13.91 ¦ 13.90 ¦ 13.87 ¦ 13.86 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 13.25 ¦ 13.31 ¦ 13.38 ¦ 13.27 ¦ 13.27 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.02 ¦ 0.01 ¦ 0.50 ¦ 0.60 ¦ 0.19 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.01 ¦ 0.38 ¦ 0.08 ¦ 0.05 ¦ 0.08 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.14 ¦ 1.23 ¦ 0.83 ¦ 1.93 ¦ 2.05 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.18 ¦ 0.28 ¦ 0.30 ¦ 0.33 ¦ 0.80 ¦
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---------T---------¬
¦ ¦ 15.12.02¦ 16.12.02¦ 17.12.02¦ 18.12.02¦ 19.12.02¦ 20.12.02¦
+-----------------+---------+---------+---------+---------+---------+---------+
¦Номинальная стои-¦210668.90¦210997.90¦211255.90¦216226.44¦217004.80¦217007.80¦
¦мость, млн. руб. ¦ ¦ ¦ ¦ ¦ ¦ ¦
+-----------------+---------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 18781.68¦ 18781.68¦ 18781.68¦ 18781.68¦ 18781.68¦ 18781.68¦
+-----------------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1897.45¦ 1897.45¦ 1897.45¦ 1897.45¦ 1897.45¦ 1897.45¦
+-----------------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 35950.00¦ 36277.00¦ 36535.00¦ 41505.55¦ 42283.90¦ 42286.90¦
+-----------------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦154039.78¦154041.78¦154041.78¦154041.78¦154041.78¦154041.78¦
+-----------------+---------+---------+---------+---------+---------+---------+
¦Рыночная стои- ¦209695.54¦210075.77¦210221.70¦213927.62¦214772.08¦214474.30¦
¦мость, млн. руб. ¦ ¦ ¦ ¦ ¦ ¦ ¦
+-----------------+---------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 18015.92¦ 18019.59¦ 18030.34¦ 18054.48¦ 18059.80¦ 18059.80¦
+-----------------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1898.49¦ 1895.53¦ 1897.26¦ 1898.66¦ 1898.15¦ 1898.62¦
+-----------------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 35123.76¦ 35459.57¦ 35730.21¦ 40171.37¦ 40945.27¦ 40992.12¦
+-----------------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦154657.36¦154701.09¦154563.89¦153803.11¦153868.86¦153523.76¦
+-----------------+---------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней¦ 471.71¦ 471.48¦ 470.83¦ 492.31¦ 493.77¦ 492.89¦
+-----------------+---------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 121.25¦ 120.26¦ 119.28¦ 118.27¦ 117.28¦ 116.28¦
+-----------------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 500.27¦ 499.07¦ 498.45¦ 497.77¦ 496.80¦ 495.78¦
+-----------------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 1018.29¦ 1016.72¦ 1015.21¦ 1060.30¦ 1061.56¦ 1060.83¦
+-----------------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 388.06¦ 387.08¦ 385.66¦ 387.80¦ 386.82¦ 385.51¦
L-----------------+---------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
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РАСПОРЯЖЕНИЕ ГТК РФ от 20.12.2002 n 778-р О ВЫДАЧЕ ЛИЦЕНЗИИ И ЕЕ КОПИЙ НА ОСУЩЕСТВЛЕНИЕ ДЕЯТЕЛЬНОСТИ В КАЧЕСТВЕ ТАМОЖЕННОГО БРОКЕРА  »
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