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БЮЛЛЕТЕНЬ ЦБ РФ ОТ 21.11.2003 N 44 ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР

(по состоянию на 20 октября 2006 года)

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                        ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
   
                               БЮЛЛЕТЕНЬ
                       от 21 ноября 2003 г. N 44
   
                                Часть 1
   
                    ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
             КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
                        ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
   
       Торговля ГКО  при суммарном объеме сделок за неделю 19.92 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. ¦(% год.)¦руб. по¦(спра- ¦
   ¦         ¦        ¦      ¦      ¦      ¦        ¦номин.)¦вочно) ¦
   +---------+--------+------+------+------+--------+-------+-------+
   ¦21.04.04 ¦20.11.03¦97.350¦97.420¦97.420¦  6.39  ¦ 14.92 ¦ 21171 ¦
   +---------+--------+------+------+------+--------+-------+-------+
   ¦21.07.04 ¦18.11.03¦95.500¦95.500¦95.500¦  6.99  ¦  5.00 ¦ 21170 ¦
   L---------+--------+------+------+------+--------+-------+--------
   
       Торговля ОФЗ  при  суммарном  объеме сделок за неделю 1563.432
   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. ¦выпус-¦
   ¦         ¦        ¦доход  ¦ мин.  ¦ макс. ¦ закр. ¦(%    ¦руб. по¦ка    ¦
   ¦         ¦        ¦(% от  ¦       ¦       ¦       ¦год.) ¦номин.)¦(спра-¦
   ¦         ¦        ¦номин.)¦       ¦       ¦       ¦      ¦       ¦вочно)¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦21.01.04 ¦17.11.03¦ 0.70  ¦100.600¦100.600¦100.600¦ 6.84 ¦   2.81¦28001 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦18.11.03¦ 0.70  ¦100.400¦100.600¦100.400¦ 7.23 ¦  12.52¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦19.11.03¦ 0.80  ¦100.600¦100.700¦100.670¦ 6.34 ¦  19.57¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦20.11.03¦ 0.80  ¦100.570¦100.700¦100.700¦ 6.05 ¦   0.61¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦21.11.03¦ 0.80  ¦100.645¦100.700¦100.700¦ 6.12 ¦ 128.31¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦04.02.04 ¦17.11.03¦ 0.40  ¦101.500¦101.600¦101.500¦ 5.07 ¦   5.01¦27015 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦18.11.03¦ 0.43  ¦101.300¦101.450¦101.400¦ 5.67 ¦  39.82¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦19.11.03¦ 0.46  ¦101.450¦101.450¦101.450¦ 5.13 ¦   0.94¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦20.11.03¦ 0.49  ¦101.301¦101.450¦101.301¦ 5.29 ¦  67.05¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦21.11.03¦ 0.53  ¦101.150¦101.150¦101.150¦ 6.46 ¦ 175.45¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦15.03.04 ¦20.11.03¦ 6.85  ¦101.035¦101.035¦101.035¦ 6.38 ¦   4.84¦26002 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦21.11.03¦ 6.88  ¦101.020¦101.020¦101.020¦ 6.40 ¦  12.00¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦02.06.04 ¦17.11.03¦ 2.47  ¦103.120¦103.240¦103.240¦ 6.18 ¦  12.50¦27013 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦18.11.03¦ 2.50  ¦103.100¦103.380¦103.179¦ 6.24 ¦  16.55¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦19.11.03¦ 2.53  ¦102.720¦102.800¦102.720¦ 6.95 ¦  15.80¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦20.11.03¦ 2.57  ¦102.900¦103.000¦102.900¦ 6.56 ¦   9.01¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦21.11.03¦ 2.60  ¦102.900¦102.900¦102.900¦ 6.56 ¦   2.75¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦04.08.04 ¦19.11.03¦ 0.46  ¦104.150¦104.150¦104.150¦ 6.12 ¦   0.01¦27017 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦20.11.03¦ 0.49  ¦104.010¦104.010¦104.010¦ 6.30 ¦   8.00¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦15.12.04 ¦18.11.03¦ 2.04  ¦106.500¦106.500¦106.500¦ 5.85 ¦   0.00¦27014 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦19.11.03¦ 2.07  ¦106.030¦106.500¦106.030¦ 6.05 ¦  19.90¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦20.11.03¦ 2.10  ¦106.350¦106.350¦106.350¦ 5.97 ¦   3.00¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦21.11.03¦ 2.14  ¦106.120¦106.500¦106.440¦ 5.89 ¦  20.39¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦15.03.05 ¦19.11.03¦ 6.82  ¦103.590¦103.590¦103.590¦ 7.00 ¦   5.00¦26003 ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦20.04.05 ¦18.11.03¦ 0.89  ¦108.500¦108.500¦108.500¦ 5.85 ¦   0.02¦27021 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦19.11.03¦ 0.92  ¦108.000¦108.000¦108.000¦ 6.21 ¦   9.04¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦21.11.03¦ 0.99  ¦108.000¦108.000¦108.000¦ 6.19 ¦   0.10¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦14.09.05 ¦18.11.03¦ 2.04  ¦108.671¦109.550¦109.550¦ 6.61 ¦   3.48¦27018 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦20.11.03¦ 2.10  ¦109.340¦109.800¦109.800¦ 6.41 ¦   2.12¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦21.11.03¦ 2.14  ¦109.800¦109.820¦109.820¦ 6.39 ¦   4.00¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦15.02.06 ¦20.11.03¦ 0.03  ¦102.700¦102.700¦102.700¦ 7.41 ¦   0.13¦27022 ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦19.04.06 ¦19.11.03¦ 0.61  ¦100.100¦101.000¦101.000¦ 7.70 ¦   6.00¦27024 ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦02.08.06 ¦17.11.03¦ 3.39  ¦106.300¦106.300¦106.300¦ 7.17 ¦   4.70¦45002 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦18.11.03¦ 3.42  ¦105.000¦106.200¦106.000¦ 7.34 ¦  22.47¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦19.11.03¦ 3.45  ¦106.247¦106.250¦106.250¦ 7.19 ¦  23.11¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦20.11.03¦ 3.49  ¦106.200¦106.200¦106.200¦ 7.21 ¦   0.01¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦21.11.03¦ 3.52  ¦106.050¦106.300¦106.300¦ 7.28 ¦   0.79¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦15.11.06 ¦17.11.03¦ 3.41  ¦107.100¦107.700¦107.360¦ 7.60 ¦  33.17¦45001 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦18.11.03¦ 3.45  ¦107.000¦107.300¦107.250¦ 7.60 ¦  52.20¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦19.11.03¦ 0.00  ¦107.450¦107.600¦107.600¦ 7.65 ¦ 145.71¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦20.11.03¦ 0.03  ¦107.600¦107.614¦107.614¦ 7.40 ¦ 224.87¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦13.06.07 ¦18.11.03¦ 1.36  ¦100.000¦100.000¦100.000¦ 7.55 ¦   2.00¦27025 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦20.11.03¦ 1.40  ¦ 99.920¦100.180¦100.180¦ 7.50 ¦  85.27¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦21.11.03¦ 1.43  ¦100.180¦100.180¦100.180¦ 7.49 ¦   0.11¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦10.09.08 ¦18.11.03¦ 2.38  ¦109.000¦109.300¦109.300¦ 8.22 ¦  11.54¦46001 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦19.11.03¦ 2.42  ¦109.250¦109.347¦109.347¦ 8.25 ¦   5.47¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦20.11.03¦ 2.46  ¦109.340¦109.370¦109.365¦ 8.15 ¦  49.83¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦21.11.03¦ 2.49  ¦109.297¦109.380¦109.370¦ 8.14 ¦ 122.75¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦08.08.12 ¦18.11.03¦ 2.71  ¦107.000¦107.000¦107.000¦ 8.43 ¦  13.00¦46002 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦19.11.03¦ 2.74  ¦106.850¦106.900¦106.850¦ 8.45 ¦  28.58¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦20.11.03¦ 2.77  ¦106.900¦106.900¦106.900¦ 8.44 ¦  20.00¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦21.11.03¦ 2.80  ¦106.900¦106.902¦106.900¦ 8.44 ¦  24.14¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦29.08.18 ¦17.11.03¦ 1.76  ¦102.800¦102.850¦102.850¦ 8.62 ¦  10.00¦46014 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦18.11.03¦ 1.78  ¦102.700¦102.790¦102.790¦ 8.64 ¦  41.01¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦19.11.03¦ 1.81  ¦102.600¦102.750¦102.750¦ 8.65 ¦  13.00¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦20.11.03¦ 1.84  ¦102.700¦102.775¦102.700¦ 8.64 ¦   6.18¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦21.11.03¦ 1.87  ¦102.850¦102.852¦102.852¦ 8.62 ¦  16.80¦      ¦
   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       ¦    6  ¦   5.00 ¦    50.00    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 25053  ¦       24.11.2003       ¦    3  ¦   2.00 ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26002  ¦       15.03.2004       ¦  115  ¦  10.00 ¦   100.27    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26003  ¦       15.03.2004       ¦  115  ¦  10.00 ¦   100.27    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26032  ¦       27.11.2003       ¦    6  ¦   5.00 ¦    50.00    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26175  ¦       24.11.2003       ¦    3  ¦   2.00 ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26176  ¦       25.11.2003       ¦    4  ¦   2.00 ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26177  ¦       27.11.2003       ¦    6  ¦   2.00 ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26178  ¦       28.11.2003       ¦    7  ¦   2.00 ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27013  ¦       03.12.2003       ¦   12  ¦  12.00 ¦    29.92    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27014  ¦       17.12.2003       ¦   26  ¦  12.00 ¦    29.92    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27015  ¦       04.02.2004       ¦   75  ¦  12.00 ¦    29.92    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27017  ¦       04.02.2004       ¦   75  ¦  12.00 ¦    29.92    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27018  ¦       17.12.2003       ¦   26  ¦  12.00 ¦    29.92    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27021  ¦       21.01.2004       ¦   61  ¦  12.00 ¦    29.92    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27022  ¦       18.02.2004       ¦   89  ¦   9.50 ¦    23.68    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27023  ¦       21.01.2004       ¦   61  ¦   8.00 ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27024  ¦       21.01.2004       ¦   61  ¦   8.00 ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27025  ¦       17.12.2003       ¦   26  ¦   8.00 ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 28001  ¦       21.01.2004       ¦   61  ¦  10.00 ¦     0.25    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 45001  ¦       18.02.2004       ¦   89  ¦  12.00 ¦    29.92    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 45002  ¦       04.02.2004       ¦   75  ¦  12.00 ¦    47.87    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 46001  ¦       17.12.2003       ¦   26  ¦  14.00 ¦    34.90    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 46002  ¦       18.02.2004       ¦   89  ¦  11.00 ¦    54.85    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 46003  ¦       21.01.2004       ¦   61  ¦  12.00 ¦    59.84    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 46014  ¦       17.03.2004       ¦  117  ¦  10.50 ¦    52.36    ¦
   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   ¦        ¦          ¦         ¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 21170  ¦06.08.03¦21.07.04¦  243¦   1   ¦      ¦        ¦  1015.609¦ 3984.391¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 21171  ¦08.10.03¦21.04.04¦  152¦   1   ¦   2  ¦        ¦  1673.396¦ 3326.604¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 25029  ¦27.11.98¦27.11.03¦    6¦       ¦      ¦        ¦   163.722¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 25053  ¦26.12.00¦21.11.05¦  731¦       ¦      ¦        ¦     5.036¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26002  ¦15.03.97¦15.03.04¦  115¦   1   ¦      ¦        ¦   265.174¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26003  ¦15.03.97¦15.03.05¦  480¦   1   ¦      ¦        ¦  1131.559¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26032  ¦27.11.98¦27.11.04¦  372¦       ¦      ¦        ¦   163.722¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26175  ¦26.12.00¦20.11.06¦ 1095¦       ¦      ¦        ¦     5.036¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26176  ¦26.12.00¦20.11.07¦ 1460¦       ¦      ¦        ¦     5.036¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26177  ¦26.12.00¦20.11.08¦ 1826¦       ¦      ¦        ¦     5.035¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26178  ¦26.12.00¦20.11.09¦ 2191¦       ¦      ¦        ¦     5.035¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27013  ¦06.06.01¦02.06.04¦  194¦   3   ¦  65  ¦        ¦ 15000.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27014  ¦11.07.01¦15.12.04¦  390¦   2   ¦  78  ¦        ¦ 10000.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27015  ¦08.08.01¦04.02.04¦   75¦   3   ¦  62  ¦        ¦ 16000.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27017  ¦06.02.02¦04.08.04¦  257¦   2   ¦  64  ¦        ¦ 12000.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27018  ¦20.03.02¦14.09.05¦  663¦   2   ¦  45  ¦        ¦ 14000.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27021  ¦09.10.02¦20.04.05¦  516¦   2   ¦   2  ¦        ¦ 10941.601¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27022  ¦19.02.03¦15.02.06¦  817¦   3   ¦  10  ¦        ¦ 21295.514¦ 2704.486¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27023  ¦23.04.03¦20.07.05¦  607¦   3   ¦   3  ¦        ¦ 20291.893¦ 2708.107¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27024  ¦09.07.03¦19.04.06¦  880¦   4   ¦   1  ¦        ¦ 14217.676¦ 8782.324¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27025  ¦17.09.03¦13.06.07¦ 1300¦   1   ¦  10  ¦        ¦  2993.400¦11006.600¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 28001  ¦19.08.98¦21.01.04¦   61¦       ¦      ¦        ¦  9542.319¦  446.431¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 45001  ¦22.05.02¦15.11.06¦ 1090¦   6   ¦  82  ¦        ¦ 31740.000¦ 2760.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 45002  ¦14.02.03¦02.08.06¦  985¦   1   ¦      ¦        ¦  7360.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 46001  ¦18.09.02¦10.09.08¦ 1755¦   7   ¦  47  ¦        ¦ 28772.795¦ 4727.205¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 46002  ¦05.02.03¦08.08.12¦ 3183¦   4   ¦  34  ¦        ¦ 25674.949¦ 6525.051¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 46003  ¦14.02.03¦14.07.10¦ 2427¦   3   ¦      ¦        ¦  8000.000¦ 2000.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 46014  ¦05.03.03¦29.08.18¦ 5395¦   3   ¦   8  ¦        ¦ 20702.864¦ 6297.136¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦Итого:  ¦                                               ¦272971.371¦55326.734¦
   L--------+-----------------------------------------------+----------+----------
   
                                Часть 4
   
          НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
                         РЫНОК ГКО - ОФЗ - ОБР
   
   ---------------------------T--------T--------T--------T--------T--------¬
   ¦                          ¦17.11.03¦18.11.03¦19.11.03¦20.11.03¦21.11.03¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦1. Индикаторы (% годовых):¦        ¦        ¦        ¦        ¦        ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦а) рыночного портфеля <*> ¦        ¦        ¦        ¦        ¦        ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ГКО                    ¦  6.40  ¦  6.56  ¦  6.56  ¦  6.68  ¦  6.69  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ПД                 ¦  6.59  ¦  6.59  ¦  6.24  ¦  6.30  ¦  6.30  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-АД                 ¦  8.29  ¦  8.34  ¦  8.35  ¦  8.31  ¦  8.30  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ФД                 ¦  6.94  ¦  6.96  ¦  6.93  ¦  6.86  ¦  6.87  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦б) оборота рынка <**>     ¦        ¦        ¦        ¦        ¦        ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ГКО                    ¦  0.00  ¦  6.99  ¦  0.00  ¦  6.39  ¦  0.00  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ПД                 ¦  0.00  ¦  0.00  ¦  7.00  ¦  0.38  ¦  6.40  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-АД                 ¦  8.15  ¦  8.34  ¦  8.04  ¦  7.81  ¦  8.31  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ФД                 ¦  6.08  ¦  6.51  ¦  6.60  ¦  7.35  ¦  6.23  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦2. Коэффициенты           ¦        ¦        ¦        ¦        ¦        ¦
   ¦   оборачиваемости        ¦        ¦        ¦        ¦        ¦        ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ГКО                    ¦  0.00  ¦  0.18  ¦  0.00  ¦  0.56  ¦  0.00  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ПД                 ¦  0.00  ¦  0.00  ¦  0.29  ¦  0.28  ¦  0.69  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-АД                 ¦  0.04  ¦  0.12  ¦  0.18  ¦  0.24  ¦  0.14  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ФД                 ¦  0.01  ¦  0.05  ¦  0.05  ¦  0.12  ¦  0.22  ¦
   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---------¬
   ¦                      ¦ 17.11.03¦ 18.11.03¦ 19.11.03¦ 20.11.03¦ 21.11.03¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦Номинальная стоимость,¦279656.19¦279656.19¦272640.11¦272934.53¦272971.37¦
   ¦млн. руб.             ¦         ¦         ¦         ¦         ¦         ¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ГКО                ¦  2689.01¦  2689.01¦  2689.01¦  2689.01¦  2689.01¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-ПД             ¦  1749.36¦  1749.36¦  1749.36¦  1749.36¦  1749.36¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-АД             ¦119902.70¦119902.70¦122001.72¦122213.87¦122250.61¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-ФД             ¦155315.14¦155315.14¦146200.03¦146282.29¦146282.40¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦Рыночная стоимость,   ¦299098.12¦298799.83¦289974.68¦290724.90¦290838.30¦
   ¦млн. руб.             ¦         ¦         ¦         ¦         ¦         ¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ГКО                ¦  2594.48¦  2594.77¦  2594.77¦  2599.62¦  2599.62¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-ПД             ¦  1878.85¦  1879.28¦  1885.30¦  1884.09¦  1884.47¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-АД             ¦131887.83¦131600.75¦132786.89¦133304.50¦133407.74¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-ФД             ¦162736.96¦162725.04¦152707.71¦152936.69¦152946.47¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦Дюрация <*>, дней     ¦   876.14¦   874.43¦   907.32¦   906.41¦   905.90¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ГКО                ¦   190.01¦   189.02¦   188.02¦   186.95¦   186.00¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-ПД             ¦   318.59¦   317.78¦   317.44¦   316.80¦   316.00¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-АД             ¦  1442.91¦  1441.44¦  1442.95¦  1440.27¦  1439.90¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-ФД             ¦   434.19¦   433.24¦   461.06¦   460.57¦   459.70¦
   L----------------------+---------+---------+---------+---------+----------
   
       --------------------------------
       <*> Рассчитывается  как средний срок до погашения,  взвешенный
   по объемам в обращении.
   
                                                 Департамент операций
                                                    на открытом рынке
                                                         Банка России
   
   

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