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БЮЛЛЕТЕНЬ ЦБ РФ ОТ 28.03.2003 N 11 ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР

(по состоянию на 20 октября 2006 года)

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                        ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
   
                               БЮЛЛЕТЕНЬ
                        от 28 марта 2003 г. N 11
   
                                Часть 1
   
                    ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
             КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
                        ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
   
       Торговля ГКО при суммарном объеме  сделок  за  неделю  164.748
   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.)|        |
   +---------+--------+------+------+------+-------+-------+--------+
   |02.04.03 |24.03.03|99.820|99.820|99.820|  7.31 |120.50 | 21162  |
   |         +--------+------+------+------+-------+-------+        |
   |         |28.03.03|99.885|99.885|99.885|  8.40 |  5.70 |        |
   +---------+--------+------+------+------+-------+-------+--------+
   |23.04.03 |28.03.03|99.525|99.643|99.600|  5.64 |  0.87 | 21163  |
   +---------+--------+------+------+------+-------+-------+--------+
   |23.07.03 |25.03.03|98.200|98.200|98.200|  5.58 |  2.50 | 21165  |
   |         +--------+------+------+------+-------+-------+        |
   |         |27.03.03|98.150|98.150|98.150|  5.83 | 17.87 |        |
   +---------+--------+------+------+------+-------+-------+--------+
   |03.09.03 |24.03.03|97.450|97.450|97.450|  5.86 |  7.00 | 21167  |
   |         +--------+------+------+------+-------+-------+        |
   |         |26.03.03|97.450|97.450|97.450|  5.93 | 10.30 |        |
   |         +--------+------+------+------+-------+-------+        |
   |         |27.03.03|97.500|97.500|97.500|  5.85 |  0.01 |        |
   L---------+--------+------+------+------+-------+-------+---------
   
       Торговля ОФЗ при суммарном объеме сделок  за  неделю  3910.614
   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 |24.03.03| 0.90 |100.650|100.711|100.711|  5.75|   0.27| 27008  |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |25.03.03| 0.90 |100.631|100.670|100.631|  6.10|  17.08|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |26.03.03| 1.00 |100.600|100.640|100.620|  5.76|  28.03|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |27.03.03| 1.00 |100.500|100.530|100.510|  6.64|  51.71|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |28.03.03| 1.00 |100.480|100.550|100.530|  6.62| 118.99|        |
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   |04.06.03 |24.03.03| 0.50 |100.625|100.720|100.700|  6.93|  20.32| 27009  |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |25.03.03| 0.50 |100.654|100.661|100.660|  7.00|   9.49|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |26.03.03| 0.60 |100.600|100.720|100.620|  6.78| 131.51|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |27.03.03| 0.60 |100.520|100.650|100.580|  7.09| 112.53|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |28.03.03| 0.60 |100.600|100.700|100.700|  6.79|  34.10|        |
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   |20.08.03 |26.03.03| 1.15 |101.741|102.200|102.200|  7.17|   0.60| 27016  |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |27.03.03| 1.18 |101.950|101.950|101.950|  7.18|   0.45|        |
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   |17.09.03 |24.03.03| 0.10 |101.600|101.650|101.650|  6.81|  26.96| 27010  |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |25.03.03| 0.20 |101.600|101.749|101.600|  6.61|   0.88|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |26.03.03| 0.20 |101.580|101.600|101.600|  6.77|  37.75|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |27.03.03| 0.20 |101.500|101.520|101.504|  6.99| 102.16|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |28.03.03| 0.20 |101.500|101.520|101.520|  7.03|  31.65|        |
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   |08.10.03 |24.03.03| 2.10 |101.850|101.900|101.850|  6.60|  60.98| 27011  |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |25.03.03| 2.10 |101.740|101.751|101.750|  6.84|  80.58|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |26.03.03| 2.10 |101.600|101.700|101.700|  6.98| 197.58|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |27.03.03| 2.10 |101.600|101.750|101.650|  7.06| 123.43|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |28.03.03| 2.20 |101.550|101.690|101.690|  7.01|  45.30|        |
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   |19.11.03 |24.03.03| 3.40 |101.800|102.400|102.400|  7.13|   4.49| 27012  |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |25.03.03| 3.40 |101.900|102.250|102.000|  6.89|   3.90|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |26.03.03| 3.50 |101.800|102.000|101.900|  6.90|  95.92|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |27.03.03| 3.50 |101.629|101.840|101.730|  7.31|  32.69|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |28.03.03| 3.50 |101.600|101.760|101.730|  7.36| 125.15|        |
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   |21.01.04 |24.03.03| 1.70 |102.010|102.100|102.020|  7.58|  16.33| 28001  |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |25.03.03| 1.70 |101.700|101.980|101.980|  7.85|   2.87|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |26.03.03| 1.70 |101.700|101.900|101.734|  8.04|   0.90|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |27.03.03| 1.80 |101.734|101.762|101.734|  7.98|   3.95|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |28.03.03| 1.80 |101.700|102.389|101.702|  8.06|  11.25|        |
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   |04.02.04 |24.03.03| 1.55 |103.600|103.700|103.700|  7.79|  33.80| 27015  |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |25.03.03| 1.58 |103.502|103.890|103.660|  7.99|  63.68|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |26.03.03| 1.61 |103.602|103.893|103.893|  7.56|   5.78|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |27.03.03| 1.64 |103.830|103.830|103.830|  7.56|   1.00|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |28.03.03| 1.68 |103.502|103.800|103.503|  7.89|   1.25|        |
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   |15.03.04 |26.03.03| 0.30 |101.100|101.100|101.100|  8.76|   0.01| 26002  |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |27.03.03| 0.33 |101.000|101.000|101.000|  8.86|   0.08|        |
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   |02.06.04 |24.03.03| 0.63 |104.720|104.750|104.720|  8.04|   4.37| 27013  |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |25.03.03| 0.66 |104.600|104.600|104.600|  8.15|  90.00|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |26.03.03| 0.69 |104.550|104.550|104.550|  8.19|  15.00|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |27.03.03| 0.72 |104.452|104.452|104.452|  8.27|   1.22|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |28.03.03| 0.76 |104.490|104.502|104.500|  8.22|  45.01|        |
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   |04.08.04 |24.03.03| 1.55 |105.305|105.305|105.305|  8.10|  14.80| 27017  |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |25.03.03| 1.58 |105.300|105.500|105.300|  8.00|  10.14|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |26.03.03| 1.61 |104.500|105.600|105.600|  8.29|   0.20|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |27.03.03| 1.64 |105.400|105.450|105.400|  8.00|   4.19|        |
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   |15.12.04 |24.03.03| 0.16 |106.600|106.890|106.890|  8.06|  17.25| 27014  |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |25.03.03| 0.20 |106.750|106.950|106.950|  7.94|  16.98|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |26.03.03| 0.23 |106.500|106.510|106.500|  8.17|   0.68|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |27.03.03| 0.26 |106.670|106.700|106.700|  8.04|   5.07|        |
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   |15.03.05 |25.03.03| 0.27 |101.000|101.000|101.000|  9.41|   0.12| 26003  |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |27.03.03| 0.33 |101.500|101.500|101.500|  9.12|   2.00|        |
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   |20.04.05 |25.03.03| 2.38 |107.300|107.500|107.500|  8.95|   7.75| 27021  |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |27.03.03| 2.46 |107.300|107.500|107.300|  8.94|   8.30|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |28.03.03| 2.49 |107.200|107.250|107.200|  9.01|  10.00|        |
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   |14.09.05 |24.03.03| 0.19 |108.100|108.190|108.190|  9.03|   8.53| 27018  |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |28.03.03| 0.35 |108.000|108.500|108.500|  8.94|   0.30|        |
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   |15.02.06 |24.03.03| 0.90 | 99.800|100.500| 99.800|  9.16| 112.39| 27022  |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |25.03.03| 0.93 | 99.950| 99.980| 99.950|  9.15|  81.10|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |26.03.03| 0.96 | 99.600|100.000| 99.600|  9.14|  49.62|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |27.03.03| 0.99 |100.200|100.200|100.200|  9.06|   2.09|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |28.03.03| 1.01 |100.000|100.000|100.000|  9.14|  14.25|        |
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   |02.08.06 |27.03.03| 1.57 |104.500|104.940|104.940|  9.12| 661.19| 45002  |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |28.03.03| 1.61 |104.770|104.850|104.770|  9.07| 103.47|        |
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   |15.11.06 |24.03.03| 1.27 |106.580|107.004|106.580|  9.40|  22.16| 45001  |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |25.03.03| 1.30 |106.500|106.620|106.590|  9.40|  36.18|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |26.03.03| 1.34 |106.470|106.989|106.800|  9.28|  53.16|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |27.03.03| 1.38 |106.810|106.990|106.990|  9.23|  24.63|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |28.03.03| 1.42 |106.450|107.150|106.600|  9.25|  50.73|        |
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   |10.09.08 |24.03.03| 0.19 |107.550|108.100|107.550|  9.53|  40.04| 46001  |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |25.03.03| 0.23 |107.350|107.600|107.350|  9.55|  40.18|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |26.03.03| 0.27 |107.500|107.700|107.620|  9.52|  15.00|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |27.03.03| 0.31 |107.550|107.725|107.650|  9.50| 158.09|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |28.03.03| 0.35 |107.500|107.750|107.600|  9.50| 165.02|        |
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   |08.08.12 |24.03.03| 1.67 |102.500|102.550|102.500|  9.58|  27.16| 46002  |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |25.03.03| 1.71 |102.451|102.500|102.451|  9.58|  17.00|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |26.03.03| 1.75 |102.470|102.500|102.500|  9.58|  62.25|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |27.03.03| 1.78 |102.640|102.950|102.800|  9.53|  35.29|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |28.03.03| 1.82 |102.750|102.900|102.830|  9.52|  46.98|        |
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   |29.08.18 |24.03.03| 0.55 | 99.300| 99.999| 99.999|  9.31|  32.66| 46014  |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |25.03.03| 0.58 | 99.250| 99.400| 99.250|  9.36|   8.54|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |27.03.03| 0.63 | 99.999|100.200|100.000|  9.24|  49.40|        |
   |         +--------+------+-------+-------+-------+------+-------+        |
   |         |28.03.03| 0.66 |100.000|100.100|100.030|  9.24| 104.75|        |
   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        |  244  |   5.00 |    50.00    |
   +--------+------------------------+-------+--------+-------------+
   | 25053  |      24.11.2003        |  241  |   2.00 |    19.95    |
   +--------+------------------------+-------+--------+-------------+
   | 26002  |      15.03.2004        |  353  |  10.00 |   100.27    |
   +--------+------------------------+-------+--------+-------------+
   | 26003  |      15.03.2004        |  353  |  10.00 |   100.27    |
   +--------+------------------------+-------+--------+-------------+
   | 26032  |      27.11.2003        |  244  |   5.00 |    50.00    |
   +--------+------------------------+-------+--------+-------------+
   | 26175  |      24.11.2003        |  241  |   2.00 |    19.95    |
   +--------+------------------------+-------+--------+-------------+
   | 26176  |      25.11.2003        |  242  |   2.00 |    19.95    |
   +--------+------------------------+-------+--------+-------------+
   | 26177  |      27.11.2003        |  244  |   2.00 |    19.95    |
   +--------+------------------------+-------+--------+-------------+
   | 26178  |      28.11.2003        |  245  |   2.00 |    19.95    |
   +--------+------------------------+-------+--------+-------------+
   | 27008  |      21.05.2003        |   54  |  10.00 |     0.25    |
   +--------+------------------------+-------+--------+-------------+
   | 27009  |      04.06.2003        |   68  |  10.00 |     0.25    |
   +--------+------------------------+-------+--------+-------------+
   | 27010  |      18.06.2003        |   82  |  10.00 |     0.25    |
   +--------+------------------------+-------+--------+-------------+
   | 27011  |      09.04.2003        |   12  |  10.00 |     0.25    |
   +--------+------------------------+-------+--------+-------------+
   | 27012  |      21.05.2003        |   54  |  10.00 |     0.50    |
   +--------+------------------------+-------+--------+-------------+
   | 27013  |      04.06.2003        |   68  |  12.00 |    29.92    |
   +--------+------------------------+-------+--------+-------------+
   | 27014  |      18.06.2003        |   82  |  12.00 |    29.92    |
   +--------+------------------------+-------+--------+-------------+
   | 27015  |      07.05.2003        |   40  |  12.00 |    29.92    |
   +--------+------------------------+-------+--------+-------------+
   | 27016  |      21.05.2003        |   54  |  12.00 |    29.92    |
   +--------+------------------------+-------+--------+-------------+
   | 27017  |      07.05.2003        |   40  |  12.00 |    29.92    |
   +--------+------------------------+-------+--------+-------------+
   | 27018  |      18.06.2003        |   82  |  14.00 |    34.90    |
   +--------+------------------------+-------+--------+-------------+
   | 27021  |      23.04.2003        |   26  |  14.00 |    34.90    |
   +--------+------------------------+-------+--------+-------------+
   | 27022  |      21.05.2003        |   54  |  10.00 |    24.93    |
   +--------+------------------------+-------+--------+-------------+
   | 28001  |      23.04.2003        |   26  |  10.00 |     0.25    |
   +--------+------------------------+-------+--------+-------------+
   | 45001  |      21.05.2003        |   54  |  14.00 |    34.90    |
   +--------+------------------------+-------+--------+-------------+
   | 45002  |      06.08.2003        |  131  |  14.00 |    66.36    |
   +--------+------------------------+-------+--------+-------------+
   | 46001  |      18.06.2003        |   82  |  14.00 |    34.90    |
   +--------+------------------------+-------+--------+-------------+
   | 46002  |      20.08.2003        |  145  |  13.00 |    69.81    |
   +--------+------------------------+-------+--------+-------------+
   | 46014  |      17.09.2003        |  173  |  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   |        |          |         |
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 21162  |04.09.02|02.04.03|    5|   1   |   5  |        |  3712.150|  287.850|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 21163  |23.10.02|23.04.03|   26|   1   |   8  |        |  3663.739|  336.261|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 21164  |20.11.02|07.05.03|   40|   1   |   1  |        |  1787.724| 3212.276|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 21165  |04.12.02|23.07.03|  117|   1   |   2  |        |  3025.287| 1974.713|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 21166  |05.02.03|06.08.03|  131|   1   |   2  |        |  2039.979| 2960.021|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 21167  |05.03.03|03.09.03|  159|   1   |   1  |        |  4172.588| 1827.412|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 25029  |27.11.98|27.11.03|  244|       |      |        |   163.722|    0.000|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 25053  |26.12.00|21.11.05|  969|       |      |        |     5.036|    0.000|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 26002  |15.03.97|15.03.04|  353|   1   |      |        |   265.174|    0.000|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 26003  |15.03.97|15.03.05|  718|   1   |      |        |  1131.559|    0.000|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 26032  |27.11.98|27.11.04|  610|       |      |        |   163.722|    0.000|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 26175  |26.12.00|20.11.06| 1333|       |      |        |     5.036|    0.000|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 26176  |26.12.00|20.11.07| 1698|       |      |        |     5.036|    0.000|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 26177  |26.12.00|20.11.08| 2064|       |      |        |     5.035|    0.000|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 26178  |26.12.00|20.11.09| 2429|       |      |        |     5.035|    0.000|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 27008  |19.08.98|21.05.03|   54|       |      |        |  9542.319|  446.431|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 27009  |19.08.98|04.06.03|   68|       |      |        |  9542.319|  446.431|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 27010  |19.08.98|17.09.03|  173|       |      |        |  9542.319|  446.431|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 27011  |19.08.98|08.10.03|  194|       |      |        |  9542.319|  446.431|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 27012  |14.11.99|19.11.03|  236|       |      |        |  9115.111| 8491.289|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 27013  |06.06.01|02.06.04|  432|   3   |  65  |        | 15000.000|    0.000|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 27014  |11.07.01|15.12.04|  628|   2   |  78  |        | 10000.000|    0.000|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 27015  |08.08.01|04.02.04|  313|   3   |  62  |        | 16000.000|    0.000|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 27016  |21.11.01|20.08.03|  145|   1   |   1  |        |  5672.494| 6327.506|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 27017  |06.02.02|04.08.04|  495|   2   |  64  |        | 12000.000|    0.000|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 27018  |20.03.02|14.09.05|  901|   2   |  45  |        | 14000.000|    0.000|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 27021  |09.10.02|20.04.05|  754|   2   |   2  |        | 10941.601|   58.399|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 27022  |19.02.03|15.02.06| 1055|   3   |   7  |        | 20657.389| 3342.611|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 28001  |19.08.98|21.01.04|  299|       |      |        |  9542.319|  446.431|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 45001  |22.05.02|15.11.06| 1328|   5   |  81  |        | 30354.634| 1645.366|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 45002  |14.02.03|02.08.06| 1223|   1   |      |        |  9200.000|    0.000|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 46001  |18.09.02|10.09.08| 1993|   3   |  43  |        | 27202.795| 3797.205|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 46002  |05.02.03|08.08.12| 3421|   2   |  15  |        | 20817.117| 6382.883|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   | 46014  |05.03.03|29.08.18| 5633|   1   |   4  |        | 10000.000|    0.000|
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   |Итого:  |                                               |278823.559|42875.949|
   L--------+-----------------------------------------------+----------+----------
   
                                Часть 4
   
          НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
                         РЫНОК ГКО - ОФЗ - ОБР
   
   ---------------------------T--------T--------T--------T--------T---------
   |                          |24.03.03|25.03.03|26.03.03|27.03.03|28.03.03|
   +--------------------------+--------+--------+--------+--------+--------+
   |1. Индикаторы (% годовых):|        |        |        |        |        |
   +--------------------------+--------+--------+--------+--------+--------+
   |а) рыночного портфеля <*> |        |        |        |        |        |
   +--------------------------+--------+--------+--------+--------+--------+
   |   ГКО                    |  5.76  |  5.66  |  5.72  |  5.81  |  5.72  |
   +--------------------------+--------+--------+--------+--------+--------+
   |   ОФЗ-ПД                 |  7.85  |  8.02  |  8.06  |  7.85  |  7.85  |
   +--------------------------+--------+--------+--------+--------+--------+
   |   ОФЗ-АД                 |  9.47  |  9.49  |  9.46  |  9.38  |  9.38  |
   +--------------------------+--------+--------+--------+--------+--------+
   |   ОФЗ-ФД                 |  8.45  |  8.47  |  8.50  |  8.47  |  8.51  |
   +--------------------------+--------+--------+--------+--------+--------+
   |б) оборота рынка <**>     |        |        |        |        |        |
   +--------------------------+--------+--------+--------+--------+--------+
   |   ГКО                    |  6.58  |  5.58  |  5.93  |  5.83  |  7.18  |
   +--------------------------+--------+--------+--------+--------+--------+
   |   ОФЗ-ПД                 |  0.00  |  9.41  |  8.76  |  9.12  |  0.00  |
   +--------------------------+--------+--------+--------+--------+--------+
   |   ОФЗ-АД                 |  9.43  |  9.49  |  9.50  |  9.25  |  9.33  |
   +--------------------------+--------+--------+--------+--------+--------+
   |   ОФЗ-ФД                 |  8.63  |  8.46  |  7.79  |  7.37  |  7.84  |
   +--------------------------+--------+--------+--------+--------+--------+
   |2. Коэффициенты           |        |        |        |        |        |
   |   оборачиваемости        |        |        |        |        |        |
   +--------------------------+--------+--------+--------+--------+--------+
   |   ГКО                    |  0.70  |  0.01  |  0.06  |  0.10  |  0.04  |
   +--------------------------+--------+--------+--------+--------+--------+
   |   ОФЗ-ПД                 |  0.00  |  0.01  |  0.00  |  0.12  |  0.00  |
   +--------------------------+--------+--------+--------+--------+--------+
   |   ОФЗ-АД                 |  0.14  |  0.12  |  0.15  |  0.95  |  0.48  |
   +--------------------------+--------+--------+--------+--------+--------+
   |   ОФЗ-ФД                 |  0.20  |  0.24  |  0.34  |  0.27  |  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----------
   |                      | 24.03.03| 25.03.03| 26.03.03| 27.03.03| 28.03.03|
   +----------------------+---------+---------+---------+---------+---------+
   |Номинальная стоимость,|269623.56|269623.56|269623.56|278823.56|278823.56|
   |млн. руб.             |         |         |         |         |         |
   +----------------------+---------+---------+---------+---------+---------+
   |   ГКО                | 18401.47| 18401.47| 18401.47| 18401.47| 18401.47|
   +----------------------+---------+---------+---------+---------+---------+
   |   ОФЗ-ПД             |  1749.36|  1749.36|  1749.36|  1749.36|  1749.36|
   +----------------------+---------+---------+---------+---------+---------+
   |   ОФЗ-АД             | 88374.55| 88374.55| 88374.55| 97574.55| 97574.55|
   +----------------------+---------+---------+---------+---------+---------+
   |   ОФЗ-ФД             |161098.19|161098.19|161098.19|161098.19|161098.19|
   +----------------------+---------+---------+---------+---------+---------+
   |Рыночная стоимость,   |282183.92|282144.94|282272.07|292355.33|292370.40|
   |млн. руб.             |         |         |         |         |         |
   +----------------------+---------+---------+---------+---------+---------+
   |   ГКО                | 18157.34| 18158.61| 18158.61| 18159.18| 18169.91|
   +----------------------+---------+---------+---------+---------+---------+
   |   ОФЗ-ПД             |  1756.62|  1752.52|  1751.88|  1757.71|  1758.13|
   +----------------------+---------+---------+---------+---------+---------+
   |   ОФЗ-АД             | 93761.67| 93730.40| 93872.92|103868.97|103901.68|
   +----------------------+---------+---------+---------+---------+---------+
   |   ОФЗ-ФД             |168508.28|168503.42|168488.66|168569.46|168540.67|
   +----------------------+---------+---------+---------+---------+---------+
   |Дюрация <*>, дней     |   762.77|   761.50|   760.76|   761.79|   760.89|
   +----------------------+---------+---------+---------+---------+---------+
   |   ГКО                |    83.32|    82.32|    81.32|    80.33|    79.30|
   +----------------------+---------+---------+---------+---------+---------+
   |   ОФЗ-ПД             |   508.00|   506.69|   505.99|   505.85|   505.05|
   +----------------------+---------+---------+---------+---------+---------+
   |   ОФЗ-АД             |  1481.14|  1479.47|  1478.14|  1413.63|  1412.79|
   +----------------------+---------+---------+---------+---------+---------+
   |   ОФЗ-ФД             |   438.93|   437.97|   436.95|   436.22|   435.15|
   L----------------------+---------+---------+---------+---------+----------
   
       --------------------------------
       <*> Рассчитывается  как средний срок до погашения,  взвешенный
   по объемам в обращении.
   
                                                 Департамент операций
                                                    на открытом рынке
                                                         Банка России
   

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