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БЮЛЛЕТЕНЬ ЦБ РФ ОТ 04.04.2003 N 12 ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР

(по состоянию на 20 октября 2006 года)

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                        ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
   
                               БЮЛЛЕТЕНЬ
                        от 4 апреля 2003 г. N 12
   
                                Часть 1
   
                    ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
             КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
                        ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
   
       Торговля ГКО при суммарном объеме  сделок  за  неделю  415.666
   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.)|        |
   +---------+--------+------+------+------+-------+-------+--------+
   |23.04.03 |02.04.03|99.750|99.757|99.757|  4.27 |  7.00 | 21163  |
   |         +--------+------+------+------+-------+-------+        |
   |         |04.04.03|99.834|99.834|99.834|  3.19 |  3.47 |        |
   +---------+--------+------+------+------+-------+-------+--------+
   |23.07.03 |31.03.03|98.300|98.300|98.300|  5.54 |  0.00 | 21165  |
   |         +--------+------+------+------+-------+-------+        |
   |         |02.04.03|98.250|98.350|98.350|  5.64 | 39.56 |        |
   |         +--------+------+------+------+-------+-------+        |
   |         |03.04.03|98.400|98.400|98.400|  5.35 |  4.11 |        |
   |         +--------+------+------+------+-------+-------+        |
   |         |04.04.03|98.400|98.400|98.400|  5.40 |  1.00 |        |
   +---------+--------+------+------+------+-------+-------+--------+
   |06.08.03 |31.03.03|98.070|98.200|98.070|  5.61 |  5.00 | 21166  |
   +---------+--------+------+------+------+-------+-------+--------+
   |03.09.03 |31.03.03|97.550|97.550|97.550|  5.88 |  0.00 | 21167  |
   |         +--------+------+------+------+-------+-------+        |
   |         |02.04.03|97.700|97.724|97.724|  5.52 |355.00 |        |
   |         +--------+------+------+------+-------+-------+        |
   |         |03.04.03|97.800|97.800|97.800|  5.37 |  0.53 |        |
   L---------+--------+------+------+------+-------+-------+---------
   
       Торговля ОФЗ при суммарном объеме сделок  за  неделю  8898.191
   млн. руб. по номиналу имела следующие параметры:
   
   ----------T--------T------T-----------------------T------T-------T---------
   |  Дата   |  Дата  |Накоп-|    Цены облигаций     |Доход-|Оборот | Номер  |
   |погашения| торгов |ленный+-------T-------T-------+ность | (млн. |выпуска |
   |         |        |доход | мин.  | макс. | закр. |(%    |руб. по|(справ.)|
   |         |        |(% от |       |       |       |год.) |номин.)|        |
   |         |        |ном.) |       |       |       |      |       |        |
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   |21.05.03 |31.03.03| 1.10 |100.420|100.632|100.632|  6.23|   3.41| 27008  |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |01.04.03| 1.10 |100.470|100.645|100.610|  6.16|   4.24|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |02.04.03| 1.20 |100.459|100.600|100.600|  5.24|  20.57|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |03.04.03| 1.20 |100.522|100.600|100.600|  5.36|  25.51|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |04.04.03| 1.20 |100.596|100.620|100.620|  5.31|   2.85|        |
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   |04.06.03 |31.03.03| 0.70 |100.500|100.740|100.740|  6.69|  47.71| 27009  |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |01.04.03| 0.70 |100.701|100.800|100.800|  5.75|  18.50|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |02.04.03| 0.80 |100.720|100.720|100.720|  5.72|   0.01|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |03.04.03| 0.80 |100.834|100.849|100.834|  5.12|   4.88|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |04.04.03| 0.80 |100.800|100.835|100.835|  5.21|  20.15|        |
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   |20.08.03 |31.03.03| 1.32 |102.000|102.000|102.000|  6.91|   1.00| 27016  |
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   |17.09.03 |31.03.03| 0.30 |101.480|101.600|101.570|  6.88|  37.49| 27010  |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |01.04.03| 0.40 |101.600|101.800|101.783|  6.25|  26.78|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |02.04.03| 0.40 |101.661|102.020|102.000|  5.67|   6.88|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |04.04.03| 0.40 |101.900|102.000|101.901|  5.96|   4.30|        |
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   |08.10.03 |31.03.03| 2.30 |101.580|101.999|101.999|  6.98|  60.33| 27011  |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |01.04.03| 2.30 |101.700|102.000|102.000|  6.33|  81.99|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |02.04.03| 2.30 |101.950|102.449|102.449|  5.78|   3.19|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |03.04.03| 2.30 |102.050|102.449|102.050|  6.08|  33.32|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |04.04.03| 2.40 |102.000|102.100|102.100|  5.94|   0.68|        |
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   |19.11.03 |31.03.03| 3.60 |101.502|101.502|101.502|  7.68|   0.01| 27012  |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |01.04.03| 3.60 |101.800|102.100|102.100|  6.90|  56.02|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |03.04.03| 3.70 |101.900|102.699|102.699|  5.75|   0.11|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |04.04.03| 3.70 |102.400|102.433|102.432|  6.12|  25.17|        |
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   |21.01.04 |31.03.03| 1.90 |101.500|101.650|101.650|  8.11|  36.29| 28001  |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |01.04.03| 1.90 |101.652|101.700|101.652|  8.12|   1.06|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |02.04.03| 1.90 |101.700|102.400|102.400|  7.34|   6.84|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |03.04.03| 2.00 |102.152|102.430|102.430|  7.04|  81.01|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |04.04.03| 2.00 |102.300|102.559|102.410|  6.97|   3.65|        |
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   |04.02.04 |01.04.03| 1.81 |103.550|104.000|104.000|  7.61|  46.75| 27015  |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |02.04.03| 1.84 |104.000|104.470|104.470|  7.00|  23.00|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |03.04.03| 1.87 |103.750|104.490|104.000|  7.24| 441.20|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |04.04.03| 1.91 |103.850|104.199|104.199|  7.35| 343.93|        |
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   |15.03.04 |04.04.03| 0.55 |101.200|101.200|101.200|  8.60|   0.68| 26002  |
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   |02.06.04 |31.03.03| 0.86 |104.540|104.550|104.550|  8.14|   1.89| 27013  |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |01.04.03| 0.89 |103.900|104.900|104.900|  8.06|   5.50|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |02.04.03| 0.92 |104.950|105.200|105.200|  7.65|  91.03|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |03.04.03| 0.95 |105.130|105.200|105.200|  7.52| 119.37|        |
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   |04.08.04 |31.03.03| 1.78 |105.450|105.450|105.450|  7.93|   1.40| 27017  |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |02.04.03| 1.84 |105.580|105.580|105.580|  7.80|  40.00|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |03.04.03| 1.87 |105.400|105.750|105.750|  7.79|  57.40|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |04.04.03| 1.91 |105.550|106.500|105.600|  7.78|  15.00|        |
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   |15.12.04 |01.04.03| 0.43 |106.800|107.100|106.800|  7.92|   8.40| 27014  |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |02.04.03| 0.46 |106.950|107.000|106.950|  7.82|  63.59|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |03.04.03| 0.49 |106.900|108.984|108.984|  7.69|   0.23|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |04.04.03| 0.53 |108.249|108.249|108.249|  7.00|   0.00|        |
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   |15.03.05 |31.03.03| 0.44 |100.801|101.450|100.801|  9.52|   5.59| 26003  |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |01.04.03| 0.47 |101.600|101.820|101.602|  8.96|   1.25|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |02.04.03| 0.49 |101.777|102.600|102.600|  8.66|   1.96|        |
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   |20.04.05 |31.03.03| 2.61 |107.000|107.500|107.500|  8.98|   0.00| 27021  |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |01.04.03| 2.65 |107.750|107.800|107.800|  8.68|  13.00|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |02.04.03| 2.69 |107.800|108.610|108.610|  8.42|  19.24|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |03.04.03| 2.72 |108.230|108.300|108.300|  8.41|  44.00|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |04.04.03| 2.76 |108.300|108.300|108.300|  8.38|   5.00|        |
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   |14.09.05 |31.03.03| 0.46 |107.500|108.600|108.600|  9.25|  21.72| 27018  |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |01.04.03| 0.50 |107.700|108.600|108.600|  8.90|   3.41|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |02.04.03| 0.54 |109.000|109.010|109.010|  8.57|   6.10|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |03.04.03| 0.58 |109.200|109.330|109.330|  8.45|  10.00|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |04.04.03| 0.61 |109.300|109.301|109.300|  8.43|   9.00|        |
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   |21.11.05 |04.04.03| 0.71 | 82.000| 83.776| 83.776|  9.87|   0.20| 25053  |
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   |15.02.06 |31.03.03| 1.10 |100.000|100.000|100.000|  9.14|   2.20| 27022  |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |02.04.03| 1.15 |100.520|101.200|100.700|  8.83|  48.79|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |03.04.03| 1.18 |100.850|100.851|100.850|  8.77|   6.96|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |04.04.03| 1.21 |100.860|100.889|100.860|  8.77|  12.01|        |
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   |02.08.06 |31.03.03| 1.73 |104.800|104.820|104.820|  9.06|  72.00| 45002  |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |01.04.03| 1.76 |104.815|104.935|104.921|  9.00| 840.00|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |02.04.03| 1.80 |104.970|105.350|105.350|  8.77|1270.01|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |03.04.03| 1.84 |105.400|106.500|105.425|  8.66| 366.06|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |04.04.03| 1.88 |105.424|105.430|105.430|  8.69|1087.28|        |
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   |15.11.06 |31.03.03| 1.53 |106.102|107.038|107.038|  9.30|   2.71| 45001  |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |01.04.03| 1.57 |107.234|107.500|107.500|  9.06|  14.95|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |02.04.03| 1.61 |107.600|107.950|107.801|  8.82|  48.08|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |03.04.03| 1.65 |107.700|108.100|107.750|  8.86| 105.75|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |04.04.03| 1.69 |107.751|107.850|107.751|  8.83|  76.43|        |
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   |10.09.08 |31.03.03| 0.46 |107.210|107.927|107.800|  9.47| 133.27| 46001  |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |01.04.03| 0.50 |106.020|108.800|108.800|  9.38| 197.07|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |02.04.03| 0.54 |107.510|109.300|109.290|  9.09| 452.22|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |03.04.03| 0.58 |108.950|109.300|109.300|  9.07| 832.74|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |04.04.03| 0.61 |109.000|109.300|109.000|  9.10| 182.90|        |
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   |08.08.12 |01.04.03| 1.96 |103.539|104.560|104.560|  9.28|  48.08| 46002  |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |02.04.03| 2.00 |104.994|105.229|105.222|  9.10| 289.61|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |03.04.03| 2.03 |104.800|105.180|105.180|  9.09| 592.13|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |04.04.03| 2.07 |105.150|105.200|105.200|  9.08| 104.97|        |
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   |29.08.18 |31.03.03| 0.75 |100.000|100.450|100.400|  9.20|  43.28| 46014  |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |01.04.03| 0.78 |100.590|101.380|100.800|  9.13|  17.12|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |02.04.03| 0.81 |101.150|101.200|101.200|  9.05|   8.65|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |03.04.03| 0.83 |101.200|101.480|101.390|  9.04|   7.26|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |04.04.03| 0.86 |101.350|101.350|101.350|  9.02|  21.87|        |
   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        |  237  |   5.00 |    50.00    |
   +--------+------------------------+-------+--------+-------------+
   | 25053  |      24.11.2003        |  234  |   2.00 |    19.95    |
   +--------+------------------------+-------+--------+-------------+
   | 26002  |      15.03.2004        |  346  |  10.00 |   100.27    |
   +--------+------------------------+-------+--------+-------------+
   | 26003  |      15.03.2004        |  346  |  10.00 |   100.27    |
   +--------+------------------------+-------+--------+-------------+
   | 26032  |      27.11.2003        |  237  |   5.00 |    50.00    |
   +--------+------------------------+-------+--------+-------------+
   | 26175  |      24.11.2003        |  234  |   2.00 |    19.95    |
   +--------+------------------------+-------+--------+-------------+
   | 26176  |      25.11.2003        |  235  |   2.00 |    19.95    |
   +--------+------------------------+-------+--------+-------------+
   | 26177  |      27.11.2003        |  237  |   2.00 |    19.95    |
   +--------+------------------------+-------+--------+-------------+
   | 26178  |      28.11.2003        |  238  |   2.00 |    19.95    |
   +--------+------------------------+-------+--------+-------------+
   | 27008  |      21.05.2003        |   47  |  10.00 |     0.25    |
   +--------+------------------------+-------+--------+-------------+
   | 27009  |      04.06.2003        |   61  |  10.00 |     0.25    |
   +--------+------------------------+-------+--------+-------------+
   | 27010  |      18.06.2003        |   75  |  10.00 |     0.25    |
   +--------+------------------------+-------+--------+-------------+
   | 27011  |      09.04.2003        |    5  |  10.00 |     0.25    |
   +--------+------------------------+-------+--------+-------------+
   | 27012  |      21.05.2003        |   47  |  10.00 |     0.50    |
   +--------+------------------------+-------+--------+-------------+
   | 27013  |      04.06.2003        |   61  |  12.00 |    29.92    |
   +--------+------------------------+-------+--------+-------------+
   | 27014  |      18.06.2003        |   75  |  12.00 |    29.92    |
   +--------+------------------------+-------+--------+-------------+
   | 27015  |      07.05.2003        |   33  |  12.00 |    29.92    |
   +--------+------------------------+-------+--------+-------------+
   | 27016  |      21.05.2003        |   47  |  12.00 |    29.92    |
   +--------+------------------------+-------+--------+-------------+
   | 27017  |      07.05.2003        |   33  |  12.00 |    29.92    |
   +--------+------------------------+-------+--------+-------------+
   | 27018  |      18.06.2003        |   75  |  14.00 |    34.90    |
   +--------+------------------------+-------+--------+-------------+
   | 27021  |      23.04.2003        |   19  |  14.00 |    34.90    |
   +--------+------------------------+-------+--------+-------------+
   | 27022  |      21.05.2003        |   47  |  10.00 |    24.93    |
   +--------+------------------------+-------+--------+-------------+
   | 28001  |      23.04.2003        |   19  |  10.00 |     0.25    |
   +--------+------------------------+-------+--------+-------------+
   | 45001  |      21.05.2003        |   47  |  14.00 |    34.90    |
   +--------+------------------------+-------+--------+-------------+
   | 45002  |      06.08.2003        |  124  |  14.00 |    66.36    |
   +--------+------------------------+-------+--------+-------------+
   | 46001  |      18.06.2003        |   75  |  14.00 |    34.90    |
   +--------+------------------------+-------+--------+-------------+
   | 46002  |      20.08.2003        |  138  |  13.00 |    69.81    |
   +--------+------------------------+-------+--------+-------------+
   | 46014  |      17.09.2003        |  166  |  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-|досрочн.|в обращ., |остаток, |
   |выпуска |ния     |ния     |пога-| (вкл. |меще- |выкупов |млн. руб. |млн. руб.|
   |        |        |        |шения| осн.) |ний   |        |          |         |
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 21163  |23.10.02|23.04.03|   19|   1   |   8  |        |  3663.739|  336.261|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 21164  |20.11.02|07.05.03|   33|   1   |   1  |        |  1787.724| 3212.276|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 21165  |04.12.02|23.07.03|  110|   1   |   2  |        |  3025.287| 1974.713|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 21166  |05.02.03|06.08.03|  124|   1   |   2  |        |  2039.979| 2960.021|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 21167  |05.03.03|03.09.03|  152|   1   |   2  |        |  4522.588| 1477.412|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 21168  |02.04.03|08.10.03|  187|   1   |      |        |  5994.811|    5.189|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 25029  |27.11.98|27.11.03|  237|       |      |        |   163.722|    0.000|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 25053  |26.12.00|21.11.05|  962|       |      |        |     5.036|    0.000|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 26002  |15.03.97|15.03.04|  346|   1   |      |        |   265.174|    0.000|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 26003  |15.03.97|15.03.05|  711|   1   |      |        |  1131.559|    0.000|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 26032  |27.11.98|27.11.04|  603|       |      |        |   163.722|    0.000|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 26175  |26.12.00|20.11.06| 1326|       |      |        |     5.036|    0.000|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 26176  |26.12.00|20.11.07| 1691|       |      |        |     5.036|    0.000|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 26177  |26.12.00|20.11.08| 2057|       |      |        |     5.035|    0.000|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 26178  |26.12.00|20.11.09| 2422|       |      |        |     5.035|    0.000|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 27008  |19.08.98|21.05.03|   47|       |      |        |  9542.319|  446.431|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 27009  |19.08.98|04.06.03|   61|       |      |        |  9542.319|  446.431|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 27010  |19.08.98|17.09.03|  166|       |      |        |  9542.319|  446.431|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 27011  |19.08.98|08.10.03|  187|       |      |        |  9542.319|  446.431|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 27012  |14.11.99|19.11.03|  229|       |      |        |  9115.111| 8491.289|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 27013  |06.06.01|02.06.04|  425|   3   |  65  |        | 15000.000|    0.000|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 27014  |11.07.01|15.12.04|  621|   2   |  78  |        | 10000.000|    0.000|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 27015  |08.08.01|04.02.04|  306|   3   |  62  |        | 16000.000|    0.000|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 27016  |21.11.01|20.08.03|  138|   1   |   1  |        |  5672.494| 6327.506|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 27017  |06.02.02|04.08.04|  488|   2   |  64  |        | 12000.000|    0.000|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 27018  |20.03.02|14.09.05|  894|   2   |  45  |        | 14000.000|    0.000|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 27021  |09.10.02|20.04.05|  747|   2   |   2  |        | 10941.601|   58.399|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 27022  |19.02.03|15.02.06| 1048|   3   |   8  |        | 20669.389| 3330.611|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 28001  |19.08.98|21.01.04|  292|       |      |        |  9542.319|  446.431|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 45001  |22.05.02|15.11.06| 1321|   5   |  81  |        | 30354.634| 1645.366|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 45002  |14.02.03|02.08.06| 1216|   1   |      |        |  9200.000|    0.000|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 46001  |18.09.02|10.09.08| 1986|   3   |  45  |        | 27830.000| 3170.000|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 46002  |05.02.03|08.08.12| 3414|   2   |  18  |        | 21560.000| 5640.000|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 46014  |05.02.03|29.08.18| 5626|   1   |   4  |        | 10000.000|    0.000|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   |Итого:  |                                               |282838.308|40861.200|
   L--------+-----------------------------------------------+----------+----------
   
                                Часть 4
   
          НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
                         РЫНОК ГКО - ОФЗ - ОБР
   
   ---------------------------T--------T--------T--------T--------T---------
   |                          |31.03.03|01.04.03|02.04.03|03.04.03|04.04.03|
   +--------------------------+--------+--------+--------+--------+--------+
   |1. Индикаторы (% годовых):|        |        |        |        |        |
   +--------------------------+--------+--------+--------+--------+--------+
   |а) рыночного портфеля <*> |        |        |        |        |        |
   +--------------------------+--------+--------+--------+--------+--------+
   |   ГКО                    |  5.72  |  5.17  |  5.40  |  5.30  |  5.28  |
   +--------------------------+--------+--------+--------+--------+--------+
   |   ОФЗ-ПД                 |  8.15  |  7.73  |  7.50  |  7.50  |  7.47  |
   +--------------------------+--------+--------+--------+--------+--------+
   |   ОФЗ-АД                 |  9.37  |  9.22  |  9.02  |  9.01  |  9.01  |
   +--------------------------+--------+--------+--------+--------+--------+
   |   ОФЗ-ФД                 |  8.55  |  8.36  |  8.04  |  7.95  |  7.90  |
   +--------------------------+--------+--------+--------+--------+--------+
   |б) оборота рынка <**>     |        |        |        |        |        |
   +--------------------------+--------+--------+--------+--------+--------+
   |   ГКО                    |  5.61  |  0.00  |  5.53  |  5.35  |  4.56  |
   +--------------------------+--------+--------+--------+--------+--------+
   |   ОФЗ-ПД                 |  9.52  |  8.96  |  8.66  |  0.00  |  9.11  |
   +--------------------------+--------+--------+--------+--------+--------+
   |   ОФЗ-АД                 |  9.30  |  9.13  |  8.95  |  9.03  |  8.84  |
   +--------------------------+--------+--------+--------+--------+--------+
   |   ОФЗ-ФД                 |  8.10  |  7.33  |  8.06  |  7.50  |  7.50  |
   +--------------------------+--------+--------+--------+--------+--------+
   |2. Коэффициенты           |        |        |        |        |        |
   |   оборачиваемости        |        |        |        |        |        |
   +--------------------------+--------+--------+--------+--------+--------+
   |   ГКО                    |  0.03  |  0.00  |  1.90  |  0.02  |  0.02  |
   +--------------------------+--------+--------+--------+--------+--------+
   |   ОФЗ-ПД                 |  0.32  |  0.07  |  0.11  |  0.00  |  0.05  |
   +--------------------------+--------+--------+--------+--------+--------+
   |   ОФЗ-АД                 |  0.26  |  1.14  |  2.11  |  1.93  |  1.48  |
   +--------------------------+--------+--------+--------+--------+--------+
   |   ОФЗ-ФД                 |  0.13  |  0.16  |  0.21  |  0.51  |  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----------
   |                      | 31.03.03| 01.04.03| 02.04.03| 03.04.03| 04.04.03|
   +----------------------+---------+---------+---------+---------+---------+
   |Номинальная стоимость,|278823.56|278823.56|281726.31|282726.31|282838.31|
   |млн. руб.             |         |         |         |         |         |
   +----------------------+---------+---------+---------+---------+---------+
   |   ГКО                | 18401.47| 18401.47| 21034.13| 21034.13| 21034.13|
   +----------------------+---------+---------+---------+---------+---------+
   |   ОФЗ-ПД             |  1749.36|  1749.36|  1749.36|  1749.36|  1749.36|
   +----------------------+---------+---------+---------+---------+---------+
   |   ОФЗ-АД             | 97574.55| 97574.55| 97844.63| 98844.63| 98944.63|
   +----------------------+---------+---------+---------+---------+---------+
   |   ОФЗ-ФД             |161098.19|161098.19|161098.19|161098.19|161110.19|
   +----------------------+---------+---------+---------+---------+---------+
   |Рыночная стоимость,   |292524.55|293523.69|297714.32|299048.87|299330.73|
   |млн. руб.             |         |         |         |         |         |
   +----------------------+---------+---------+---------+---------+---------+
   |   ГКО                | 18175.93| 18175.93| 20651.23| 20657.76| 20660.65|
   +----------------------+---------+---------+---------+---------+---------+
   |   ОФЗ-ПД             |  1751.54|  1762.99|  1769.38|  1769.81|  1771.15|
   +----------------------+---------+---------+---------+---------+---------+
   |   ОФЗ-АД             |104007.20|104618.87|105696.52|106836.32|106975.00|
   +----------------------+---------+---------+---------+---------+---------+
   |   ОФЗ-ФД             |168598.88|168965.91|169597.19|169784.98|169923.92|
   +----------------------+---------+---------+---------+---------+---------+
   |Дюрация <*>, дней     |   758.21|   759.60|   759.69|   762.32|   761.93|
   +----------------------+---------+---------+---------+---------+---------+
   |   ГКО                |    76.31|    75.31|   121.36|   120.36|   119.35|
   +----------------------+---------+---------+---------+---------+---------+
   |   ОФЗ-ПД             |   501.77|   502.20|   502.06|   501.26|   500.51|
   +----------------------+---------+---------+---------+---------+---------+
   |   ОФЗ-АД             |  1410.56|  1413.33|  1416.50|  1418.98|  1418.92|
   +----------------------+---------+---------+---------+---------+---------+
   |   ОФЗ-ФД             |   431.94|   431.13|   430.77|   429.94|   429.17|
   L----------------------+---------+---------+---------+---------+----------
   
       --------------------------------
       <*> Рассчитывается как средний срок до  погашения,  взвешенный
   по объемам в обращении.
   
                                                 Департамент операций
                                                    на открытом рынке
                                                         Банка России
   

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