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БЮЛЛЕТЕНЬ ЦБ РФ ОТ 06.06.2003 N 20 ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР

(по состоянию на 20 октября 2006 года)

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                        ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
   
                               БЮЛЛЕТЕНЬ
                         от 6 июня 2003 г. N 20
   
                                Часть 1
   
                    ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
             КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
                        ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
   
       Торговля ГКО при суммарном объеме сделок за неделю 47.154 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.)¦        ¦
   +---------+--------+------+------+------+-------+-------+--------+
   ¦23.07.03 ¦03.06.03¦99.523¦99.523¦99.523¦  3.50 ¦  2.00 ¦ 21165  ¦
   ¦         +--------+------+------+------+-------+-------+        ¦
   ¦         ¦04.06.03¦99.502¦99.590¦99.590¦  3.73 ¦  3.00 ¦        ¦
   ¦         +--------+------+------+------+-------+-------+        ¦
   ¦         ¦05.06.03¦99.589¦99.589¦99.589¦  3.14 ¦  0.03 ¦        ¦
   ¦         +--------+------+------+------+-------+-------+        ¦
   ¦         ¦06.06.03¦99.575¦99.576¦99.575¦  3.31 ¦  2.00 ¦        ¦
   +---------+--------+------+------+------+-------+-------+--------+
   ¦06.08.03 ¦03.06.03¦99.250¦99.250¦99.250¦  4.31 ¦ 10.00 ¦ 21166  ¦
   ¦         +--------+------+------+------+-------+-------+        ¦
   ¦         ¦04.06.03¦99.400¦99.400¦99.400¦  3.50 ¦  5.00 ¦        ¦
   +---------+--------+------+------+------+-------+-------+--------+
   ¦03.09.03 ¦03.06.03¦99.108¦99.108¦99.108¦  3.57 ¦  0.20 ¦ 21167  ¦
   ¦         +--------+------+------+------+-------+-------+        ¦
   ¦         ¦04.06.03¦99.130¦99.130¦99.130¦  3.52 ¦  5.00 ¦        ¦
   +---------+--------+------+------+------+-------+-------+--------+
   ¦08.10.03 ¦02.06.03¦98.719¦98.730¦98.730¦  3.69 ¦  6.58 ¦ 21168  ¦
   ¦         +--------+------+------+------+-------+-------+        ¦
   ¦         ¦03.06.03¦98.730¦98.746¦98.746¦  3.68 ¦  6.15 ¦        ¦
   ¦         +--------+------+------+------+-------+-------+        ¦
   ¦         ¦04.06.03¦98.756¦98.756¦98.756¦  3.65 ¦  3.89 ¦        ¦
   +---------+--------+------+------+------+-------+-------+--------+
   ¦05.11.03 ¦02.06.03¦98.200¦98.200¦98.200¦  4.29 ¦  3.30 ¦ 21169  ¦
   L---------+--------+------+------+------+-------+-------+---------
   
       Торговля ОФЗ при суммарном объеме сделок  за  неделю  2664.889
   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.) ¦       ¦       ¦       ¦      ¦       ¦        ¦
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   ¦20.08.03 ¦05.06.03¦ 0.49 ¦101.600¦101.700¦101.600¦  4.30¦   1.52¦ 27016  ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦06.06.03¦ 0.53 ¦101.741¦101.741¦101.741¦  3.50¦   2.00¦        ¦
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   ¦17.09.03 ¦03.06.03¦ 2.10 ¦101.655¦101.749¦101.749¦  4.25¦  31.82¦ 27010  ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦04.06.03¦ 2.10 ¦101.580¦101.770¦101.749¦  4.06¦  38.72¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦05.06.03¦ 2.10 ¦101.670¦101.775¦101.775¦  4.08¦  16.97¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦06.06.03¦ 2.20 ¦101.551¦101.700¦101.675¦  3.97¦   3.88¦        ¦
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   ¦08.10.03 ¦02.06.03¦ 1.50 ¦101.756¦101.800¦101.800¦  4.85¦  12.53¦ 27011  ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦03.06.03¦ 1.50 ¦101.720¦102.000¦102.000¦  4.33¦  19.89¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦04.06.03¦ 1.50 ¦102.060¦102.130¦102.130¦  4.00¦  36.58¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦05.06.03¦ 1.60 ¦101.910¦101.989¦101.910¦  4.31¦   0.72¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦06.06.03¦ 1.60 ¦101.910¦102.000¦101.980¦  4.12¦  71.81¦        ¦
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   ¦19.11.03 ¦03.06.03¦ 0.40 ¦102.340¦102.340¦102.340¦  4.81¦   0.64¦ 27012  ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦04.06.03¦ 0.40 ¦102.350¦102.350¦102.350¦  4.82¦   0.90¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦05.06.03¦ 0.40 ¦102.350¦102.350¦102.350¦  4.85¦   2.21¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦06.06.03¦ 0.40 ¦102.500¦102.857¦102.857¦  4.54¦   1.00¦        ¦
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   ¦21.01.04 ¦02.06.03¦ 1.10 ¦102.450¦103.150¦103.150¦  6.16¦   0.17¦ 28001  ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦03.06.03¦ 1.10 ¦102.505¦103.170¦103.170¦  5.13¦   5.97¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦04.06.03¦ 1.20 ¦103.100¦103.280¦103.280¦  4.80¦   2.17¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦05.06.03¦ 1.20 ¦103.100¦103.290¦103.104¦  4.99¦   5.95¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦06.06.03¦ 1.20 ¦103.055¦103.400¦103.055¦  4.99¦   1.09¦        ¦
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   ¦04.02.04 ¦03.06.03¦ 0.89 ¦104.390¦104.640¦104.640¦  5.26¦   9.00¦ 27015  ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦04.06.03¦ 0.92 ¦104.210¦104.950¦104.300¦  5.10¦ 225.87¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦05.06.03¦ 0.95 ¦104.300¦104.399¦104.399¦  5.50¦  27.38¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦06.06.03¦ 0.99 ¦104.151¦104.640¦104.610¦  5.01¦  43.97¦        ¦
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   ¦15.03.04 ¦03.06.03¦ 2.19 ¦103.000¦103.000¦103.000¦  5.90¦  10.00¦ 26002  ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦04.06.03¦ 2.22 ¦103.002¦103.700¦103.002¦  5.36¦   6.88¦        ¦
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   ¦02.06.04 ¦02.06.03¦ 2.93 ¦105.205¦105.205¦105.205¦  6.76¦   0.01¦ 27013  ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦03.06.03¦ 2.96 ¦106.300¦106.300¦106.300¦  5.60¦  22.30¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦04.06.03¦ 0.00 ¦106.600¦106.695¦106.600¦  5.22¦  16.95¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦05.06.03¦ 0.03 ¦106.400¦106.600¦106.400¦  5.39¦   7.45¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦06.06.03¦ 0.07 ¦106.599¦106.600¦106.600¦  5.23¦   8.00¦        ¦
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   ¦04.08.04 ¦04.06.03¦ 0.92 ¦107.400¦107.450¦107.400¦  5.50¦   0.09¦ 27017  ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦06.06.03¦ 0.99 ¦107.450¦107.495¦107.495¦  5.46¦  11.00¦        ¦
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   ¦15.12.04 ¦04.06.03¦ 2.53 ¦108.997¦109.000¦108.997¦  5.95¦   1.00¦ 27014  ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦06.06.03¦ 2.60 ¦108.800¦108.900¦108.850¦  6.05¦  18.73¦        ¦
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   ¦15.03.05 ¦02.06.03¦ 2.16 ¦104.000¦104.000¦104.000¦  7.49¦   0.10¦ 26003  ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦03.06.03¦ 2.19 ¦105.300¦105.300¦105.300¦  6.71¦   0.40¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦04.06.03¦ 2.22 ¦105.000¦105.300¦105.300¦  6.72¦   7.42¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦05.06.03¦ 2.25 ¦105.100¦105.100¦105.100¦  6.82¦   0.05¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦06.06.03¦ 2.27 ¦105.300¦105.300¦105.300¦  6.70¦   0.40¦        ¦
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   ¦20.04.05 ¦04.06.03¦ 1.61 ¦110.850¦111.043¦110.850¦  6.35¦  46.36¦ 27021  ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦06.06.03¦ 1.69 ¦110.970¦110.975¦110.975¦  6.32¦  10.00¦        ¦
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   ¦20.07.05 ¦03.06.03¦ 1.07 ¦103.299¦103.390¦103.390¦  6.54¦  14.00¦ 27023  ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦04.06.03¦ 1.09 ¦103.250¦103.300¦103.300¦  6.51¦ 152.00¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦05.06.03¦ 1.12 ¦103.300¦103.300¦103.300¦  6.53¦   0.16¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦06.06.03¦ 1.15 ¦102.800¦103.400¦103.400¦  6.53¦  13.92¦        ¦
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   ¦14.09.05 ¦03.06.03¦ 2.92 ¦112.300¦112.300¦112.300¦  6.59¦   6.90¦ 27018  ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦04.06.03¦ 2.95 ¦112.200¦112.350¦112.200¦  6.58¦  20.09¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦05.06.03¦ 2.99 ¦112.200¦112.400¦112.200¦  6.60¦  10.49¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦06.06.03¦ 3.03 ¦112.389¦112.399¦112.390¦  6.53¦  12.00¦        ¦
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   ¦15.02.06 ¦04.06.03¦ 0.38 ¦105.600¦105.650¦105.650¦  6.61¦   7.00¦ 27022  ¦
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   ¦02.08.06 ¦02.06.03¦ 4.14 ¦106.050¦107.099¦106.050¦  7.40¦  52.86¦ 45002  ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦03.06.03¦ 4.18 ¦106.939¦107.200¦107.100¦  7.25¦ 179.86¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦04.06.03¦ 4.22 ¦107.150¦107.880¦107.150¦  7.07¦ 132.86¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦05.06.03¦ 4.26 ¦107.000¦107.250¦107.150¦  7.15¦  95.74¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦06.06.03¦ 4.30 ¦107.152¦107.450¦107.450¦  7.04¦  42.96¦        ¦
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   ¦15.11.06 ¦02.06.03¦ 0.46 ¦109.764¦110.977¦109.764¦  7.63¦  18.36¦ 45001  ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦03.06.03¦ 0.50 ¦109.850¦110.950¦110.950¦  7.32¦ 155.51¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦04.06.03¦ 0.54 ¦110.950¦111.560¦110.950¦  7.12¦  73.66¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦05.06.03¦ 0.58 ¦110.900¦111.394¦110.900¦  7.18¦ 123.25¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦06.06.03¦ 0.61 ¦110.950¦111.300¦111.300¦  7.08¦  62.75¦        ¦
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   ¦10.09.08 ¦02.06.03¦ 2.88 ¦115.511¦115.520¦115.520¦  7.18¦   0.30¦ 46001  ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦03.06.03¦ 2.92 ¦115.490¦115.730¦115.730¦  7.15¦  26.60¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦04.06.03¦ 2.95 ¦115.500¦116.188¦115.590¦  7.09¦  75.45¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦05.06.03¦ 2.99 ¦115.260¦115.300¦115.260¦  7.23¦  10.00¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦06.06.03¦ 3.03 ¦115.450¦115.515¦115.515¦  7.17¦  48.89¦        ¦
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   ¦08.08.12 ¦02.06.03¦ 4.17 ¦112.770¦112.780¦112.770¦  7.70¦   0.46¦ 46002  ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦03.06.03¦ 4.20 ¦112.730¦113.100¦113.000¦  7.68¦ 110.74¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦04.06.03¦ 4.24 ¦112.200¦113.350¦112.200¦  7.63¦ 123.45¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦05.06.03¦ 4.27 ¦112.100¦113.200¦112.100¦  7.73¦  45.15¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦06.06.03¦ 4.31 ¦112.500¦112.750¦112.600¦  7.71¦  52.05¦        ¦
   +---------+--------+------+-------+-------+-------+------+-------+--------+
   ¦29.08.18 ¦02.06.03¦ 2.56 ¦109.720¦109.720¦109.720¦  7.72¦   0.36¦ 46014  ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦03.06.03¦ 2.59 ¦109.000¦110.000¦109.980¦  7.68¦  87.64¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦04.06.03¦ 2.62 ¦109.500¦109.500¦109.500¦  7.66¦   4.40¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦05.06.03¦ 2.65 ¦109.500¦110.100¦109.500¦  7.70¦ 126.03¦        ¦
   ¦         +--------+------+-------+-------+-------+------+-------+        ¦
   ¦         ¦06.06.03¦ 2.68 ¦109.500¦109.630¦109.630¦  7.73¦  49.15¦        ¦
   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        ¦  174  ¦   5.00 ¦    50.00    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 25053  ¦      24.11.2003        ¦  171  ¦   2.00 ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26002  ¦      15.03.2004        ¦  283  ¦  10.00 ¦   100.27    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26003  ¦      15.03.2004        ¦  283  ¦  10.00 ¦   100.27    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26032  ¦      27.11.2003        ¦  174  ¦   5.00 ¦    50.00    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26175  ¦      24.11.2003        ¦  171  ¦   2.00 ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26176  ¦      25.11.2003        ¦  172  ¦   2.00 ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26177  ¦      27.11.2003        ¦  174  ¦   2.00 ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26178  ¦      28.11.2003        ¦  175  ¦   2.00 ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27010  ¦      18.06.2003        ¦   12  ¦  10.00 ¦     0.25    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27011  ¦      09.07.2003        ¦   33  ¦  10.00 ¦     0.25    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27012  ¦      19.11.2003        ¦  166  ¦  10.00 ¦     0.50    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27013  ¦      03.09.2003        ¦   89  ¦  12.00 ¦    29.92    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27014  ¦      18.06.2003        ¦   12  ¦  12.00 ¦    29.92    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27015  ¦      06.08.2003        ¦   61  ¦  12.00 ¦    29.92    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27016  ¦      20.08.2003        ¦   75  ¦  12.00 ¦    29.92    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27017  ¦      06.08.2003        ¦   61  ¦  12.00 ¦    29.92    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27018  ¦      18.06.2003        ¦   12  ¦  14.00 ¦    34.90    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27021  ¦      23.07.2003        ¦   47  ¦  14.00 ¦    34.90    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27022  ¦      20.08.2003        ¦   75  ¦  10.00 ¦    24.93    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27023  ¦      23.07.2003        ¦   47  ¦   9.50 ¦    23.68    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 28001  ¦      23.07.2003        ¦   47  ¦  10.00 ¦     0.25    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 45001  ¦      20.08.2003        ¦   75  ¦  14.00 ¦    34.90    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 45002  ¦      06.08.2003        ¦   61  ¦  14.00 ¦    66.36    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 46001  ¦      18.06.2003        ¦   12  ¦  14.00 ¦    34.90    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 46002  ¦      20.08.2003        ¦   75  ¦  13.00 ¦    69.81    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 46014  ¦      17.09.2003        ¦  103  ¦  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   ¦        ¦          ¦         ¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 21165  ¦04.12.02¦23.07.03¦   47¦   1   ¦   2  ¦        ¦  3025.287¦ 1974.713¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 21166  ¦05.02.03¦06.08.03¦   61¦   1   ¦   2  ¦        ¦  2039.979¦ 2960.021¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 21167  ¦05.03.03¦03.09.03¦   89¦   1   ¦   2  ¦        ¦  4522.588¦ 1477.412¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 21168  ¦02.04.03¦08.10.03¦  124¦   1   ¦      ¦        ¦  5994.811¦    5.189¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 21169  ¦07.05.03¦05.11.03¦  152¦   1   ¦      ¦        ¦  2468.554¦ 2531.446¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 25029  ¦27.11.98¦27.11.03¦  174¦       ¦      ¦        ¦   163.722¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 25053  ¦26.12.00¦21.11.05¦  899¦       ¦      ¦        ¦     5.036¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26002  ¦15.03.97¦15.03.04¦  283¦   1   ¦      ¦        ¦   265.174¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26003  ¦15.03.97¦15.03.05¦  648¦   1   ¦      ¦        ¦  1131.559¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26032  ¦27.11.98¦27.11.04¦  540¦       ¦      ¦        ¦   163.722¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26175  ¦26.12.00¦20.11.06¦ 1263¦       ¦      ¦        ¦     5.036¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26176  ¦26.12.00¦20.11.07¦ 1628¦       ¦      ¦        ¦     5.036¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26177  ¦26.12.00¦20.11.08¦ 1994¦       ¦      ¦        ¦     5.035¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26178  ¦26.12.00¦20.11.09¦ 2359¦       ¦      ¦        ¦     5.035¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27010  ¦19.08.98¦17.09.03¦  103¦       ¦      ¦        ¦  9542.319¦  446.431¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27011  ¦19.08.98¦08.10.03¦  124¦       ¦      ¦        ¦  9542.319¦  446.431¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27012  ¦14.11.99¦19.11.03¦  166¦       ¦      ¦        ¦  9115.111¦ 8491.289¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27013  ¦06.06.01¦02.06.04¦  362¦   3   ¦  65  ¦        ¦ 15000.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27014  ¦11.07.01¦15.12.04¦  558¦   2   ¦  78  ¦        ¦ 10000.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27015  ¦08.08.01¦04.02.04¦  243¦   3   ¦  62  ¦        ¦ 16000.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27016  ¦21.11.01¦20.08.03¦   75¦   1   ¦   1  ¦        ¦  5672.494¦ 6327.506¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27017  ¦06.02.02¦04.08.04¦  425¦   2   ¦  64  ¦        ¦ 12000.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27018  ¦20.03.02¦14.09.05¦  831¦   2   ¦  45  ¦        ¦ 14000.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27021  ¦09.10.02¦20.04.05¦  684¦   2   ¦   2  ¦        ¦ 10941.601¦   58.399¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27022  ¦19.02.03¦15.02.06¦  985¦   3   ¦  10  ¦        ¦ 21295.514¦ 2704.486¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27023  ¦23.04.03¦20.07.05¦  775¦   3   ¦   3  ¦        ¦ 20291.893¦ 2708.107¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 28001  ¦19.08.98¦21.01.04¦  229¦       ¦      ¦        ¦  9542.319¦  446.431¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 45001  ¦22.05.02¦15.11.06¦ 1258¦   5   ¦  81  ¦        ¦ 30354.634¦ 1645.366¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 45002  ¦14.02.03¦02.08.06¦ 1153¦   1   ¦      ¦        ¦  9200.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 46001  ¦18.09.02¦10.09.08¦ 1923¦   3   ¦  45  ¦        ¦ 27830.000¦ 3170.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 46002  ¦05.02.03¦08.08.12¦ 3351¦   2   ¦  26  ¦        ¦ 22619.652¦ 4580.348¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 46014  ¦05.03.03¦29.08.18¦ 5563¦   3   ¦   4  ¦        ¦ 20094.552¦ 6905.448¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦Итого:  ¦                                               ¦292842.983¦46879.024¦
   L--------+-----------------------------------------------+----------+----------
   
                                Часть 4
   
          НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
                         РЫНОК ГКО - ОФЗ - ОБР
   
   ---------------------------T--------T--------T--------T--------T--------¬
   ¦                          ¦02.06.03¦03.06.03¦04.06.03¦05.06.03¦06.06.03¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦1. Индикаторы (% годовых):¦        ¦        ¦        ¦        ¦        ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦а) рыночного портфеля <*> ¦        ¦        ¦        ¦        ¦        ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ГКО                    ¦  3.89  ¦  3.81  ¦  3.75  ¦  3.70  ¦  3.70  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ПД                 ¦  6.37  ¦  5.81  ¦  5.78  ¦  5.86  ¦  5.76  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-АД                 ¦  7.57  ¦  7.50  ¦  7.45  ¦  7.53  ¦  7.51  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ФД                 ¦  6.35  ¦  6.21  ¦  6.13  ¦  6.18  ¦  6.12  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦б) оборота рынка <**>     ¦        ¦        ¦        ¦        ¦        ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ГКО                    ¦  3.92  ¦  3.93  ¦  3.58  ¦  3.14  ¦  3.31  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ПД                 ¦  7.49  ¦  5.97  ¦  6.33  ¦  6.82  ¦  6.70  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-АД                 ¦  7.47  ¦  7.54  ¦  7.38  ¦  7.57  ¦  7.52  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ФД                 ¦  4.89  ¦  5.81  ¦  6.05  ¦  5.79  ¦  5.71  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦2. Коэффициенты           ¦        ¦        ¦        ¦        ¦        ¦
   ¦   оборачиваемости        ¦        ¦        ¦        ¦        ¦        ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ГКО                    ¦  0.05  ¦  0.10  ¦  0.09  ¦  0.00  ¦  0.01  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ПД                 ¦  0.01  ¦  0.60  ¦  0.83  ¦  0.00  ¦  0.02  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-АД                 ¦  0.07  ¦  0.53  ¦  0.37  ¦  0.36  ¦  0.23  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ФД                 ¦  0.01  ¦  0.07  ¦  0.33  ¦  0.04  ¦  0.12  ¦
   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---------¬
   ¦                      ¦ 02.06.03¦ 03.06.03¦ 04.06.03¦ 05.06.03¦ 06.06.03¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦Номинальная стоимость,¦291104.62¦291104.62¦292842.98¦292842.98¦292842.98¦
   ¦млн. руб.             ¦         ¦         ¦         ¦         ¦         ¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ГКО                ¦ 18051.22¦ 18051.22¦ 18051.22¦ 18051.22¦ 18051.22¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-ПД             ¦  1749.36¦  1749.36¦  1749.36¦  1749.36¦  1749.36¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-АД             ¦104797.05¦104797.05¦110098.84¦110098.84¦110098.84¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-ФД             ¦166507.00¦166507.00¦162943.57¦162943.57¦162943.57¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦Рыночная стоимость,   ¦317053.87¦317774.56¦320315.13¦319860.30¦320165.54¦
   ¦млн. руб.             ¦         ¦         ¦         ¦         ¦         ¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ГКО                ¦ 17845.15¦ 17860.88¦ 17865.56¦ 17868.19¦ 17867.77¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-ПД             ¦  1821.92¦  1835.74¦  1837.08¦  1835.42¦  1838.12¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-АД             ¦119719.83¦120095.87¦126426.83¦126047.88¦126205.63¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-ФД             ¦177666.96¦177982.07¦174185.66¦174108.82¦174254.02¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦Дюрация <*>, дней     ¦   800.80¦   800.11¦   854.78¦   852.30¦   851.02¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ГКО                ¦   102.92¦   101.90¦   100.89¦    99.88¦    98.89¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-ПД             ¦   454.68¦   455.46¦   454.53¦   453.52¦   452.94¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-АД             ¦  1454.47¦  1453.47¦  1500.97¦  1497.79¦  1495.84¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-ФД             ¦   433.98¦   432.86¦   467.31¦   466.42¦   465.32¦
   L----------------------+---------+---------+---------+---------+----------
   
       --------------------------------
       <*> Рассчитывается как средний срок до  погашения,  взвешенный
   по объемам в обращении.
   
                                                 Департамент операций
                                                    на открытом рынке
                                                         Банка России
   
   

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