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БЮЛЛЕТЕНЬ ЦБ РФ ОТ 15.08.2003 N 30 ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР

(по состоянию на 20 октября 2006 года)

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                        ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
   
                               БЮЛЛЕТЕНЬ
                       от 15 августа 2003 г. N 30
   
                                Часть 1
   
                    ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
             КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
                        ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
   
       Торговля ГКО при суммарном объеме сделок за неделю 98.723 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.)¦         ¦
   +---------+--------+------+------+------+------+-------+---------+
   ¦03.09.03 ¦11.08.03¦99.799¦99.799¦99.799¦ 3.20 ¦  4.00 ¦  21167  ¦
   ¦         +--------+------+------+------+------+-------+         ¦
   ¦         ¦12.08.03¦99.802¦99.808¦99.808¦ 3.24 ¦ 11.00 ¦         ¦
   ¦         +--------+------+------+------+------+-------+         ¦
   ¦         ¦13.08.03¦99.816¦99.822¦99.822¦ 3.14 ¦ 16.00 ¦         ¦
   ¦         +--------+------+------+------+------+-------+         ¦
   ¦         ¦14.08.03¦99.830¦99.830¦99.830¦ 3.11 ¦  3.00 ¦         ¦
   +---------+--------+------+------+------+------+-------+---------+
   ¦08.10.03 ¦14.08.03¦99.455¦99.455¦99.455¦ 3.64 ¦  3.00 ¦  21168  ¦
   ¦         +--------+------+------+------+------+-------+         ¦
   ¦         ¦15.08.03¦99.500¦99.500¦99.500¦ 3.40 ¦  5.00 ¦         ¦
   +---------+--------+------+------+------+------+-------+---------+
   ¦21.07.04 ¦12.08.03¦94.688¦94.688¦94.688¦ 5.95 ¦  5.72 ¦  21170  ¦
   ¦         +--------+------+------+------+------+-------+         ¦
   ¦         ¦14.08.03¦94.510¦94.510¦94.510¦ 6.20 ¦ 51.00 ¦         ¦
   L---------+--------+------+------+------+------+-------+----------
   
       Торговля ОФЗ при суммарном объеме сделок  за  неделю  2164.492
   млн. руб. по номиналу имела следующие параметры:
   
   ----------T--------T------T-----------------------T-----T-------T--------¬
   ¦  Дата   ¦  Дата  ¦Накоп-¦     Цены облигаций    ¦До-  ¦Оборот ¦  Номер ¦
   ¦погашения¦ торгов ¦ленный+-------T-------T-------+ход- ¦ (млн. ¦ выпуска¦
   ¦         ¦        ¦доход ¦ мин.  ¦ макс. ¦ закр. ¦ность¦руб. по¦(справ.)¦
   ¦         ¦        ¦(% от ¦       ¦       ¦       ¦(%   ¦номин.)¦        ¦
   ¦         ¦        ¦ном.) ¦       ¦       ¦       ¦год.)¦       ¦        ¦
   +---------+--------+------+-------+-------+-------+-----+-------+--------+
   ¦20.08.03 ¦11.08.03¦ 2.70 ¦100.247¦100.247¦100.247¦ 1.97¦  97.35¦ 27016  ¦
   ¦         +--------+------+-------+-------+-------+-----+-------+        ¦
   ¦         ¦12.08.03¦ 2.73 ¦100.220¦100.220¦100.220¦ 1.92¦  38.85¦        ¦
   ¦         +--------+------+-------+-------+-------+-----+-------+        ¦
   ¦         ¦13.08.03¦ 2.76 ¦100.192¦100.193¦100.193¦ 1.92¦ 145.75¦        ¦
   ¦         +--------+------+-------+-------+-------+-----+-------+        ¦
   ¦         ¦14.08.03¦ 2.80 ¦100.164¦100.164¦100.164¦ 1.97¦  97.15¦        ¦
   ¦         +--------+------+-------+-------+-------+-----+-------+        ¦
   ¦         ¦15.08.03¦ 2.83 ¦100.137¦100.137¦100.137¦ 1.93¦  68.00¦        ¦
   +---------+--------+------+-------+-------+-------+-----+-------+--------+
   ¦17.09.03 ¦11.08.03¦ 1.50 ¦100.603¦100.680¦100.603¦ 3.15¦   5.10¦ 27010  ¦
   ¦         +--------+------+-------+-------+-------+-----+-------+        ¦
   ¦         ¦12.08.03¦ 1.50 ¦100.605¦100.620¦100.614¦ 3.89¦  39.53¦        ¦
   ¦         +--------+------+-------+-------+-------+-----+-------+        ¦
   ¦         ¦13.08.03¦ 1.50 ¦100.650¦100.650¦100.650¦ 3.63¦   1.52¦        ¦
   ¦         +--------+------+-------+-------+-------+-----+-------+        ¦
   ¦         ¦14.08.03¦ 1.60 ¦100.560¦100.580¦100.580¦ 3.46¦   3.55¦        ¦
   ¦         +--------+------+-------+-------+-------+-----+-------+        ¦
   ¦         ¦15.08.03¦ 1.60 ¦100.570¦100.570¦100.570¦ 3.63¦   3.65¦        ¦
   +---------+--------+------+-------+-------+-------+-----+-------+--------+
   ¦08.10.03 ¦11.08.03¦ 0.90 ¦100.950¦100.950¦100.950¦ 4.08¦   7.50¦ 27011  ¦
   ¦         +--------+------+-------+-------+-------+-----+-------+        ¦
   ¦         ¦12.08.03¦ 0.90 ¦100.950¦100.980¦100.980¦ 4.04¦   1.55¦        ¦
   ¦         +--------+------+-------+-------+-------+-----+-------+        ¦
   ¦         ¦13.08.03¦ 1.00 ¦100.901¦100.901¦100.901¦ 3.90¦   0.02¦        ¦
   ¦         +--------+------+-------+-------+-------+-----+-------+        ¦
   ¦         ¦14.08.03¦ 1.00 ¦100.950¦100.950¦100.950¦ 3.64¦   0.04¦        ¦
   ¦         +--------+------+-------+-------+-------+-----+-------+        ¦
   ¦         ¦15.08.03¦ 1.00 ¦100.979¦100.979¦100.979¦ 3.50¦   4.85¦        ¦
   +---------+--------+------+-------+-------+-------+-----+-------+--------+
   ¦19.11.03 ¦11.08.03¦ 2.30 ¦101.800¦101.800¦101.800¦ 3.19¦   0.02¦ 27012  ¦
   ¦         +--------+------+-------+-------+-------+-----+-------+        ¦
   ¦         ¦12.08.03¦ 2.30 ¦101.600¦101.600¦101.600¦ 3.96¦   0.00¦        ¦
   ¦         +--------+------+-------+-------+-------+-----+-------+        ¦
   ¦         ¦13.08.03¦ 2.30 ¦101.500¦101.500¦101.500¦ 4.37¦   2.25¦        ¦
   ¦         +--------+------+-------+-------+-------+-----+-------+        ¦
   ¦         ¦14.08.03¦ 2.30 ¦101.500¦101.500¦101.500¦ 4.42¦   3.00¦        ¦
   +---------+--------+------+-------+-------+-------+-----+-------+--------+
   ¦21.01.04 ¦11.08.03¦ 0.50 ¦101.750¦101.800¦101.800¦ 6.18¦  17.11¦ 28001  ¦
   ¦         +--------+------+-------+-------+-------+-----+-------+        ¦
   ¦         ¦12.08.03¦ 0.50 ¦101.855¦102.000¦102.000¦ 5.92¦   2.82¦        ¦
   ¦         +--------+------+-------+-------+-------+-----+-------+        ¦
   ¦         ¦13.08.03¦ 0.60 ¦102.000¦102.000¦102.000¦ 5.46¦   2.50¦        ¦
   ¦         +--------+------+-------+-------+-------+-----+-------+        ¦
   ¦         ¦14.08.03¦ 0.60 ¦101.800¦102.093¦102.093¦ 5.95¦   0.16¦        ¦
   ¦         +--------+------+-------+-------+-------+-----+-------+        ¦
   ¦         ¦15.08.03¦ 0.60 ¦102.000¦102.000¦102.000¦ 5.53¦   4.12¦        ¦
   +---------+--------+------+-------+-------+-------+-----+-------+--------+
   ¦04.02.04 ¦11.08.03¦ 0.16 ¦103.040¦103.200¦103.200¦ 5.65¦  12.00¦ 27015  ¦
   ¦         +--------+------+-------+-------+-------+-----+-------+        ¦
   ¦         ¦12.08.03¦ 0.20 ¦103.005¦103.159¦103.130¦ 5.61¦   6.79¦        ¦
   ¦         +--------+------+-------+-------+-------+-----+-------+        ¦
   ¦         ¦13.08.03¦ 0.23 ¦102.950¦103.111¦103.111¦ 5.82¦  11.51¦        ¦
   ¦         +--------+------+-------+-------+-------+-----+-------+        ¦
   ¦         ¦14.08.03¦ 0.26 ¦103.198¦103.198¦103.198¦ 5.26¦   0.20¦        ¦
   +---------+--------+------+-------+-------+-------+-----+-------+--------+
   ¦15.03.04 ¦13.08.03¦ 4.14 ¦101.500¦101.500¦101.500¦ 7.16¦   0.03¦ 26002  ¦
   +---------+--------+------+-------+-------+-------+-----+-------+--------+
   ¦02.06.04 ¦11.08.03¦ 2.24 ¦104.500¦104.571¦104.500¦ 6.34¦  22.25¦ 27013  ¦
   ¦         +--------+------+-------+-------+-------+-----+-------+        ¦
   ¦         ¦12.08.03¦ 2.27 ¦104.480¦104.500¦104.480¦ 6.40¦  75.90¦        ¦
   ¦         +--------+------+-------+-------+-------+-----+-------+        ¦
   ¦         ¦13.08.03¦ 2.30 ¦104.300¦104.450¦104.450¦ 6.63¦  41.41¦        ¦
   ¦         +--------+------+-------+-------+-------+-----+-------+        ¦
   ¦         ¦15.08.03¦ 2.37 ¦104.300¦104.300¦104.300¦ 6.60¦  17.95¦        ¦
   +---------+--------+------+-------+-------+-------+-----+-------+--------+
   ¦04.08.04 ¦13.08.03¦ 0.23 ¦105.000¦105.000¦105.000¦ 6.85¦  38.50¦ 27017  ¦
   ¦         +--------+------+-------+-------+-------+-----+-------+        ¦
   ¦         ¦15.08.03¦ 0.30 ¦104.750¦104.801¦104.750¦ 7.04¦   0.48¦        ¦
   +---------+--------+------+-------+-------+-------+-----+-------+--------+
   ¦15.12.04 ¦12.08.03¦ 1.81 ¦106.600¦106.600¦106.600¦ 7.00¦   4.00¦ 27014  ¦
   ¦         +--------+------+-------+-------+-------+-----+-------+        ¦
   ¦         ¦14.08.03¦ 1.87 ¦106.000¦106.200¦106.000¦ 7.34¦  10.00¦        ¦
   ¦         +--------+------+-------+-------+-------+-----+-------+        ¦
   ¦         ¦15.08.03¦ 1.91 ¦106.000¦106.101¦106.100¦ 7.41¦  15.03¦        ¦
   +---------+--------+------+-------+-------+-------+-----+-------+--------+
   ¦15.03.05 ¦12.08.03¦ 4.11 ¦105.000¦105.000¦105.000¦ 6.54¦   0.02¦ 26003  ¦
   ¦         +--------+------+-------+-------+-------+-----+-------+        ¦
   ¦         ¦15.08.03¦ 4.19 ¦103.200¦103.200¦103.200¦ 7.71¦   0.23¦        ¦
   +---------+--------+------+-------+-------+-------+-----+-------+--------+
   ¦20.04.05 ¦14.08.03¦ 0.84 ¦108.500¦108.500¦108.500¦ 7.03¦   0.01¦ 27021  ¦
   +---------+--------+------+-------+-------+-------+-----+-------+--------+
   ¦20.07.05 ¦11.08.03¦ 0.47 ¦101.000¦101.000¦101.000¦ 7.57¦   4.41¦ 27023  ¦
   ¦         +--------+------+-------+-------+-------+-----+-------+        ¦
   ¦         ¦12.08.03¦ 0.49 ¦100.800¦101.700¦101.480¦ 7.64¦ 101.57¦        ¦
   ¦         +--------+------+-------+-------+-------+-----+-------+        ¦
   ¦         ¦14.08.03¦ 0.54 ¦100.800¦100.800¦100.800¦ 7.68¦ 125.00¦        ¦
   +---------+--------+------+-------+-------+-------+-----+-------+--------+
   ¦14.09.05 ¦12.08.03¦ 2.11 ¦108.400¦108.600¦108.550¦ 7.84¦  16.91¦ 27018  ¦
   ¦         +--------+------+-------+-------+-------+-----+-------+        ¦
   ¦         ¦13.08.03¦ 2.15 ¦108.600¦108.600¦108.600¦ 7.83¦   0.18¦        ¦
   ¦         +--------+------+-------+-------+-------+-----+-------+        ¦
   ¦         ¦14.08.03¦ 2.19 ¦108.000¦108.356¦108.000¦ 8.08¦  52.79¦        ¦
   ¦         +--------+------+-------+-------+-------+-----+-------+        ¦
   ¦         ¦15.08.03¦ 2.22 ¦108.000¦108.000¦108.000¦ 8.13¦   4.00¦        ¦
   +---------+--------+------+-------+-------+-------+-----+-------+--------+
   ¦15.02.06 ¦11.08.03¦ 2.25 ¦101.200¦101.800¦101.800¦ 8.13¦   0.23¦ 27022  ¦
   ¦         +--------+------+-------+-------+-------+-----+-------+        ¦
   ¦         ¦12.08.03¦ 2.27 ¦101.400¦101.800¦101.500¦ 8.21¦  62.90¦        ¦
   ¦         +--------+------+-------+-------+-------+-----+-------+        ¦
   ¦         ¦13.08.03¦ 2.30 ¦101.500¦101.500¦101.500¦ 8.22¦   1.10¦        ¦
   ¦         +--------+------+-------+-------+-------+-----+-------+        ¦
   ¦         ¦14.08.03¦ 2.33 ¦101.050¦101.500¦101.500¦ 8.22¦   5.33¦        ¦
   ¦         +--------+------+-------+-------+-------+-----+-------+        ¦
   ¦         ¦15.08.03¦ 2.36 ¦101.350¦101.400¦101.350¦ 8.27¦   8.20¦        ¦
   +---------+--------+------+-------+-------+-------+-----+-------+--------+
   ¦02.08.06 ¦11.08.03¦ 0.17 ¦106.800¦106.800¦106.800¦ 7.54¦  11.20¦ 45002  ¦
   ¦         +--------+------+-------+-------+-------+-----+-------+        ¦
   ¦         ¦12.08.03¦ 0.20 ¦104.811¦106.200¦106.200¦ 8.22¦   2.88¦        ¦
   ¦         +--------+------+-------+-------+-------+-----+-------+        ¦
   ¦         ¦13.08.03¦ 0.23 ¦106.000¦106.790¦106.000¦ 7.78¦   0.01¦        ¦
   ¦         +--------+------+-------+-------+-------+-----+-------+        ¦
   ¦         ¦14.08.03¦ 0.26 ¦106.000¦106.770¦106.000¦ 7.87¦ 125.43¦        ¦
   ¦         +--------+------+-------+-------+-------+-----+-------+        ¦
   ¦         ¦15.08.03¦ 0.30 ¦106.000¦106.000¦106.000¦ 7.94¦   3.20¦        ¦
   +---------+--------+------+-------+-------+-------+-----+-------+--------+
   ¦15.11.06 ¦11.08.03¦ 3.15 ¦108.200¦108.500¦108.500¦ 7.79¦  46.04¦ 45001  ¦
   ¦         +--------+------+-------+-------+-------+-----+-------+        ¦
   ¦         ¦12.08.03¦ 3.18 ¦108.400¦108.500¦108.500¦ 7.76¦ 103.86¦        ¦
   ¦         +--------+------+-------+-------+-------+-----+-------+        ¦
   ¦         ¦13.08.03¦ 3.22 ¦108.000¦108.400¦108.400¦ 7.79¦  10.10¦        ¦
   ¦         +--------+------+-------+-------+-------+-----+-------+        ¦
   ¦         ¦14.08.03¦ 3.26 ¦108.200¦108.200¦108.200¦ 7.87¦   0.30¦        ¦
   ¦         +--------+------+-------+-------+-------+-----+-------+        ¦
   ¦         ¦15.08.03¦ 3.30 ¦108.000¦108.000¦108.000¦ 7.96¦  45.00¦        ¦
   +---------+--------+------+-------+-------+-------+-----+-------+--------+
   ¦10.09.08 ¦11.08.03¦ 2.07 ¦110.270¦110.270¦110.270¦ 8.30¦   0.05¦ 46001  ¦
   ¦         +--------+------+-------+-------+-------+-----+-------+        ¦
   ¦         ¦12.08.03¦ 2.11 ¦110.271¦110.312¦110.312¦ 8.28¦ 324.69¦        ¦
   ¦         +--------+------+-------+-------+-------+-----+-------+        ¦
   ¦         ¦13.08.03¦ 2.15 ¦110.312¦110.320¦110.320¦ 8.28¦ 105.48¦        ¦
   ¦         +--------+------+-------+-------+-------+-----+-------+        ¦
   ¦         ¦14.08.03¦ 2.19 ¦110.200¦110.320¦110.320¦ 8.28¦ 134.36¦        ¦
   ¦         +--------+------+-------+-------+-------+-----+-------+        ¦
   ¦         ¦15.08.03¦ 2.22 ¦110.100¦110.305¦110.300¦ 8.27¦  10.28¦        ¦
   +---------+--------+------+-------+-------+-------+-----+-------+--------+
   ¦08.08.12 ¦12.08.03¦ 6.70 ¦108.000¦108.000¦108.000¦ 8.36¦  52.29¦ 46002  ¦
   +---------+--------+------+-------+-------+-------+-----+-------+--------+
   ¦29.08.18 ¦12.08.03¦ 4.60 ¦104.380¦104.580¦104.580¦ 8.45¦   1.00¦ 46014  ¦
   ¦         +--------+------+-------+-------+-------+-----+-------+        ¦
   ¦         ¦15.08.03¦ 4.69 ¦104.580¦104.580¦104.580¦ 8.42¦   3.00¦        ¦
   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        ¦  104  ¦   5.00 ¦    50.00    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 25053  ¦      24.11.2003        ¦  101  ¦   2.00 ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26002  ¦      15.03.2004        ¦  213  ¦  10.00 ¦   100.27    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26003  ¦      15.03.2004        ¦  213  ¦  10.00 ¦   100.27    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26032  ¦      27.11.2003        ¦  104  ¦   5.00 ¦    50.00    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26175  ¦      24.11.2003        ¦  101  ¦   2.00 ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26176  ¦      25.11.2003        ¦  102  ¦   2.00 ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26177  ¦      27.11.2003        ¦  104  ¦   2.00 ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26178  ¦      28.11.2003        ¦  105  ¦   2.00 ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27010  ¦      17.09.2003        ¦   33  ¦  10.00 ¦     0.25    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27011  ¦      08.10.2003        ¦   54  ¦  10.00 ¦     0.25    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27012  ¦      19.11.2003        ¦   96  ¦  10.00 ¦     0.50    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27013  ¦      03.09.2003        ¦   19  ¦  12.00 ¦    29.92    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27014  ¦      17.09.2003        ¦   33  ¦  12.00 ¦    29.92    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27015  ¦      05.11.2003        ¦   82  ¦  12.00 ¦    29.92    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27016  ¦      20.08.2003        ¦    5  ¦  12.00 ¦    29.92    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27017  ¦      05.11.2003        ¦   82  ¦  12.00 ¦    29.92    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27018  ¦      17.09.2003        ¦   33  ¦  14.00 ¦    34.90    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27021  ¦      22.10.2003        ¦   68  ¦  14.00 ¦    34.90    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27022  ¦      20.08.2003        ¦    5  ¦  10.00 ¦    24.93    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27023  ¦      22.10.2003        ¦   68  ¦   9.00 ¦    22.44    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27024  ¦      22.10.2003        ¦   68  ¦   8.00 ¦    23.01    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 28001  ¦      22.10.2003        ¦   68  ¦  10.00 ¦     0.25    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 45001  ¦      20.08.2003        ¦    5  ¦  14.00 ¦    34.90    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 45002  ¦      04.02.2004        ¦  173  ¦  12.00 ¦    47.87    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 46001  ¦      17.09.2003        ¦   33  ¦  14.00 ¦    34.90    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 46002  ¦      20.08.2003        ¦    5  ¦  13.00 ¦    69.81    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 46003  ¦      21.01.2004        ¦  159  ¦  12.00 ¦    59.84    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 46014  ¦      17.09.2003        ¦   33  ¦  10.50 ¦    56.38    ¦
   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   ¦        ¦          ¦         ¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 21167  ¦05.03.03¦03.09.03¦   19¦   1   ¦   2  ¦        ¦  4522.588¦ 1477.412¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 21168  ¦02.04.03¦08.10.03¦   54¦   1   ¦      ¦        ¦  5994.811¦    5.189¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 21169  ¦07.05.03¦05.11.03¦   82¦   1   ¦      ¦        ¦  2468.554¦ 2531.446¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 21170  ¦06.08.03¦21.07.04¦  341¦   1   ¦      ¦        ¦  1015.609¦ 3984.391¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 25029  ¦27.11.98¦27.11.03¦  104¦       ¦      ¦        ¦   163.722¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 25053  ¦26.12.00¦21.11.05¦  829¦       ¦      ¦        ¦     5.036¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26002  ¦15.03.97¦15.03.04¦  213¦   1   ¦      ¦        ¦   265.174¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26003  ¦15.03.97¦15.03.05¦  578¦   1   ¦      ¦        ¦  1131.559¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26032  ¦27.11.98¦27.11.04¦  470¦       ¦      ¦        ¦   163.722¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26175  ¦26.12.00¦20.11.06¦ 1193¦       ¦      ¦        ¦     5.036¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26176  ¦26.12.00¦20.11.07¦ 1558¦       ¦      ¦        ¦     5.036¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26177  ¦26.12.00¦20.11.08¦ 1924¦       ¦      ¦        ¦     5.035¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26178  ¦26.12.00¦20.11.09¦ 2289¦       ¦      ¦        ¦     5.035¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27010  ¦19.08.98¦17.09.03¦   33¦       ¦      ¦        ¦  9542.319¦  446.431¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27011  ¦19.08.98¦08.10.03¦   54¦       ¦      ¦        ¦  9542.319¦  446.431¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27012  ¦14.11.99¦19.11.03¦   96¦       ¦      ¦        ¦  9115.111¦ 8491.289¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27013  ¦06.06.01¦02.06.04¦  292¦   3   ¦  65  ¦        ¦ 15000.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27014  ¦11.07.01¦15.12.04¦  488¦   2   ¦  78  ¦        ¦ 10000.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27015  ¦08.08.01¦04.02.04¦  173¦   3   ¦  62  ¦        ¦ 16000.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27016  ¦21.11.01¦20.08.03¦    5¦   1   ¦   1  ¦        ¦  5672.494¦ 6327.506¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27017  ¦06.02.02¦04.08.04¦  355¦   2   ¦  64  ¦        ¦ 12000.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27018  ¦20.03.02¦14.09.05¦  761¦   2   ¦  45  ¦        ¦ 14000.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27021  ¦09.10.02¦20.04.05¦  614¦   2   ¦   2  ¦        ¦ 10941.601¦   58.399¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27022  ¦19.02.03¦15.02.06¦  915¦   3   ¦  10  ¦        ¦ 21295.514¦ 2704.486¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27023  ¦23.04.03¦20.07.05¦  705¦   3   ¦   3  ¦        ¦ 20291.893¦ 2708.107¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27024  ¦09.07.03¦19.04.06¦  978¦   2   ¦      ¦        ¦  5349.887¦ 5650.113¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 28001  ¦19.08.98¦21.01.04¦  159¦       ¦      ¦        ¦  9542.319¦  446.431¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 45001  ¦22.05.02¦15.11.06¦ 1188¦   5   ¦  81  ¦        ¦ 30354.634¦ 1645.366¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 45002  ¦14.02.03¦02.08.06¦ 1083¦   1   ¦      ¦        ¦  7360.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 46001  ¦18.09.02¦10.09.08¦ 1853¦   3   ¦  45  ¦        ¦ 27830.000¦ 3170.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 46002  ¦05.02.03¦08.08.12¦ 3281¦   2   ¦  26  ¦        ¦ 22619.652¦ 4580.348¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 46003  ¦14.02.03¦14.07.10¦ 2525¦   1   ¦      ¦        ¦  8000.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 46014  ¦05.03.03¦29.08.18¦ 5493¦   3   ¦   4  ¦        ¦ 20094.552¦ 6905.448¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦Итого:  ¦                                               ¦300303.213¦51578.794¦
   L--------+-----------------------------------------------+----------+----------
   
                                Часть 4
   
          НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
                         РЫНОК ГКО - ОФЗ - ОБР
   
   ---------------------------T--------T--------T--------T--------T--------¬
   ¦                          ¦11.08.03¦12.08.03¦13.08.03¦14.08.03¦15.08.03¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦1. Индикаторы (% годовых):¦        ¦        ¦        ¦        ¦        ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦а) рыночного портфеля <*> ¦        ¦        ¦        ¦        ¦        ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ГКО                    ¦  4.50  ¦  4.84  ¦  4.88  ¦  4.70  ¦  4.59  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ПД                 ¦  5.78  ¦  5.76  ¦  5.83  ¦  5.83  ¦  6.77  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-АД                 ¦  8.23  ¦  8.28  ¦  8.27  ¦  8.29  ¦  8.28  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ФД                 ¦  7.39  ¦  7.45  ¦  7.47  ¦  7.52  ¦  7.54  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦б) оборота рынка <**>     ¦        ¦        ¦        ¦        ¦        ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ГКО                    ¦  3.20  ¦  5.64  ¦  3.14  ¦  6.16  ¦  3.40  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ПД                 ¦  0.00  ¦  6.54  ¦  7.16  ¦  0.00  ¦  7.71  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-АД                 ¦  7.75  ¦  8.23  ¦  8.25  ¦  8.14  ¦  8.10  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ФД                 ¦  6.14  ¦  7.61  ¦  6.54  ¦  7.77  ¦  7.40  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦2. Коэффициенты           ¦        ¦        ¦        ¦        ¦        ¦
   ¦   оборачиваемости        ¦        ¦        ¦        ¦        ¦        ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ГКО                    ¦  0.03  ¦  0.12  ¦  0.12  ¦  0.39  ¦  0.04  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ПД                 ¦  0.00  ¦  0.00  ¦  0.00  ¦  0.00  ¦  0.01  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-АД                 ¦  0.05  ¦  0.42  ¦  0.10  ¦  0.22  ¦  0.05  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ФД                 ¦  0.10  ¦  0.21  ¦  0.14  ¦  0.18  ¦  0.07  ¦
   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---------¬
   ¦                      ¦ 11.08.03¦ 12.08.03¦ 13.08.03¦ 14.08.03¦ 15.08.03¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦Номинальная стоимость,¦300303.21¦300303.21¦300303.21¦300303.21¦300303.21¦
   ¦млн. руб.             ¦         ¦         ¦         ¦         ¦         ¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ГКО                ¦ 14001.56¦ 14001.56¦ 14001.56¦ 14001.56¦ 14001.56¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-ПД             ¦  1749.36¦  1749.36¦  1749.36¦  1749.36¦  1749.36¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-АД             ¦116258.84¦116258.84¦116258.84¦116258.84¦116258.84¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-ФД             ¦168293.46¦168293.46¦168293.46¦168293.46¦168293.46¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦Рыночная стоимость,   ¦         ¦         ¦         ¦         ¦         ¦
   ¦млн. руб.             ¦321894.98¦321619.17¦321679.90¦321591.23¦321577.23¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ГКО                ¦ 13872.21¦ 13875.66¦ 13876.32¦ 13878.29¦ 13880.98¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-ПД             ¦  1859.67¦  1860.09¦  1858.82¦  1859.25¦  1839.31¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-АД             ¦130051.64¦129855.87¦129933.94¦129898.70¦129908.29¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-ФД             ¦176111.46¦176027.55¦176010.82¦175955.00¦175948.64¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦Дюрация <*>, дней     ¦   829.97¦   827.76¦   826.88¦   825.92¦   825.28¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ГКО                ¦    71.37¦    70.43¦    69.43¦    68.39¦    67.39¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-ПД             ¦   399.63¦   398.82¦   398.18¦   397.37¦   394.70¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-АД             ¦  1473.40¦  1470.33¦  1469.15¦  1468.47¦  1468.42¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-ФД             ¦   419.11¦   417.97¦   417.00¦   415.83¦   414.71¦
   L----------------------+---------+---------+---------+---------+----------
   
       --------------------------------
       <*> Рассчитывается как средний срок до  погашения,  взвешенный
   по объемам в обращении.
   
                                                 Департамент операций
                                                    на открытом рынке
                                                         Банка России
   
   

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