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БЮЛЛЕТЕНЬ ЦБ РФ ОТ 06.09.2002 N 34 ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР

(по состоянию на 20 октября 2006 года)

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                        ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
   
                               БЮЛЛЕТЕНЬ
                       от 6 сентября 2002 г. N 34
   
                                Часть 1
   
                    ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
             КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
                        ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
   
       Торговля ГКО при суммарном объеме  сделок  за  неделю  184.134
   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.)¦        ¦
   +---------+--------+------+------+------+-------+-------+--------+
   ¦06.11.02 ¦03.09.02¦97.860¦97.864¦97.860¦ 12.47 ¦  2.50 ¦ 21159  ¦
   ¦         +--------+------+------+------+-------+-------+        ¦
   ¦         ¦04.09.02¦97.890¦97.970¦97.890¦ 12.25 ¦  0.00 ¦        ¦
   ¦         +--------+------+------+------+-------+-------+        ¦
   ¦         ¦05.09.02¦97.980¦97.985¦97.980¦ 12.12 ¦  2.00 ¦        ¦
   +---------+--------+------+------+------+-------+-------+--------+
   ¦20.11.02 ¦02.09.02¦97.370¦97.370¦97.370¦ 12.48 ¦  7.28 ¦ 21160  ¦
   ¦         +--------+------+------+------+-------+-------+        ¦
   ¦         ¦03.09.02¦97.400¦97.420¦97.420¦ 12.42 ¦ 16.50 ¦        ¦
   ¦         +--------+------+------+------+-------+-------+        ¦
   ¦         ¦04.09.02¦97.444¦97.451¦97.451¦ 12.40 ¦ 50.53 ¦        ¦
   ¦         +--------+------+------+------+-------+-------+        ¦
   ¦         ¦05.09.02¦97.482¦97.483¦97.483¦ 12.40 ¦ 48.87 ¦        ¦
   ¦         +--------+------+------+------+-------+-------+        ¦
   ¦         ¦06.09.02¦97.500¦97.520¦97.500¦ 12.47 ¦ 21.59 ¦        ¦
   +---------+--------+------+------+------+-------+-------+--------+
   ¦05.03.03 ¦03.09.02¦93.570¦93.600¦93.570¦ 13.71 ¦  1.70 ¦ 21161  ¦
   ¦         +--------+------+------+------+-------+-------+        ¦
   ¦         ¦04.09.02¦93.682¦93.741¦93.741¦ 13.45 ¦ 10.18 ¦        ¦
   ¦         +--------+------+------+------+-------+-------+        ¦
   ¦         ¦05.09.02¦93.840¦93.840¦93.840¦ 13.24 ¦ 12.52 ¦        ¦
   ¦         +--------+------+------+------+-------+-------+        ¦
   ¦         ¦06.09.02¦93.876¦93.876¦93.876¦ 13.23 ¦  4.00 ¦        ¦
   +---------+--------+------+------+------+-------+-------+--------+
   ¦02.04.03 ¦05.09.02¦92.840¦92.947¦92.947¦ 13.40 ¦  4.47 ¦ 21162  ¦
   ¦         +--------+------+------+------+-------+-------+        ¦
   ¦         ¦06.09.02¦92.900¦92.900¦92.900¦ 13.41 ¦  2.00 ¦        ¦
   L---------+--------+------+------+------+-------+-------+---------
   
       Торговля ОФЗ при суммарном объеме  сделок  за  неделю  2056.74
   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.  ¦(справ.)¦
   ¦         ¦        ¦(% от  ¦       ¦       ¦       ¦год.) ¦  по   ¦        ¦
   ¦         ¦        ¦ном.)  ¦       ¦       ¦       ¦      ¦номин.)¦        ¦
   +---------+--------+-------+-------+-------+-------+------+-------+--------+
   ¦18.09.02 ¦02.09.02¦  3.00 ¦100.030¦100.149¦100.149¦ 12.95¦  12.11¦ 27004  ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+        ¦
   ¦         ¦03.09.02¦  3.10 ¦100.100¦100.115¦100.115¦ 12.24¦ 230.47¦        ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+        ¦
   ¦         ¦04.09.02¦  3.10 ¦100.109¦100.135¦100.135¦ 12.91¦  39.07¦        ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+        ¦
   ¦         ¦05.09.02¦  3.20 ¦100.052¦100.140¦100.140¦ 10.86¦  54.24¦        ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+        ¦
   ¦         ¦06.09.02¦  3.20 ¦100.130¦100.200¦100.165¦ 10.93¦  24.07¦        ¦
   +---------+--------+-------+-------+-------+-------+------+-------+--------+
   ¦09.10.02 ¦02.09.02¦  1.50 ¦ 99.500¦ 99.920¦ 99.741¦ 13.08¦  11.56¦ 27005  ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+        ¦
   ¦         ¦03.09.02¦  1.50 ¦ 99.741¦ 99.950¦ 99.770¦ 13.02¦  10.81¦        ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+        ¦
   ¦         ¦04.09.02¦  1.50 ¦ 99.760¦ 99.800¦ 99.800¦ 13.28¦  17.50¦        ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+        ¦
   ¦         ¦05.09.02¦  1.60 ¦ 99.720¦ 99.800¦ 99.800¦ 12.38¦  21.02¦        ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+        ¦
   ¦         ¦06.09.02¦  1.60 ¦ 99.800¦ 99.850¦ 99.830¦ 12.30¦  60.08¦        ¦
   +---------+--------+-------+-------+-------+-------+------+-------+--------+
   ¦22.01.03 ¦02.09.02¦  1.10 ¦ 98.450¦ 98.761¦ 98.761¦ 14.60¦   0.08¦ 27006  ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+        ¦
   ¦         ¦03.09.02¦  1.10 ¦ 99.100¦ 99.100¦ 99.100¦ 13.09¦   0.50¦        ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+        ¦
   ¦         ¦04.09.02¦  1.20 ¦ 98.801¦ 98.801¦ 98.801¦ 13.79¦   0.00¦        ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+        ¦
   ¦         ¦05.09.02¦  1.20 ¦ 98.921¦ 99.290¦ 99.000¦ 12.80¦   4.00¦        ¦
   +---------+--------+-------+-------+-------+-------+------+-------+--------+
   ¦05.02.03 ¦03.09.02¦  0.70 ¦ 98.671¦ 98.800¦ 98.671¦ 13.76¦   0.04¦ 27007  ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+        ¦
   ¦         ¦05.09.02¦  0.80 ¦ 98.750¦ 98.900¦ 98.900¦ 13.67¦   0.02¦        ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+        ¦
   ¦         ¦06.09.02¦  0.80 ¦ 98.850¦ 99.200¦ 99.000¦ 13.04¦   7.24¦        ¦
   +---------+--------+-------+-------+-------+-------+------+-------+--------+
   ¦21.05.03 ¦04.09.02¦  0.40 ¦ 97.801¦ 97.850¦ 97.850¦ 13.96¦   0.56¦ 27008  ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+        ¦
   ¦         ¦05.09.02¦  0.40 ¦ 97.650¦ 98.045¦ 98.045¦ 13.64¦   2.68¦        ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+        ¦
   ¦         ¦06.09.02¦  0.40 ¦ 98.100¦ 98.115¦ 98.101¦ 13.58¦   5.32¦        ¦
   +---------+--------+-------+-------+-------+-------+------+-------+--------+
   ¦04.06.03 ¦04.09.02¦  0.00 ¦ 97.801¦ 97.950¦ 97.801¦ 13.82¦   0.61¦ 27009  ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+        ¦
   ¦         ¦05.09.02¦  0.00 ¦ 97.000¦ 98.300¦ 97.500¦ 13.58¦  10.53¦        ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+        ¦
   ¦         ¦06.09.02¦  0.10 ¦ 98.000¦ 98.000¦ 98.000¦ 13.46¦   1.32¦        ¦
   +---------+--------+-------+-------+-------+-------+------+-------+--------+
   ¦20.08.03 ¦02.09.02¦  0.49 ¦ 99.000¦ 99.000¦ 99.000¦ 14.56¦   1.00¦ 27016  ¦
   +---------+--------+-------+-------+-------+-------+------+-------+--------+
   ¦17.09.03 ¦02.09.02¦  3.00 ¦ 96.981¦ 96.981¦ 96.981¦ 14.14¦   5.00¦ 27010  ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+        ¦
   ¦         ¦03.09.02¦  3.10 ¦ 96.900¦ 96.900¦ 96.900¦ 14.16¦  10.00¦        ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+        ¦
   ¦         ¦04.09.02¦  3.10 ¦ 96.900¦ 97.000¦ 96.901¦ 14.17¦  17.06¦        ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+        ¦
   ¦         ¦05.09.02¦  3.20 ¦ 97.000¦ 97.100¦ 97.100¦ 13.90¦   4.09¦        ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+        ¦
   ¦         ¦06.09.02¦  3.20 ¦ 97.030¦ 97.200¦ 97.150¦ 13.83¦  10.26¦        ¦
   +---------+--------+-------+-------+-------+-------+------+-------+--------+
   ¦08.10.03 ¦02.09.02¦  1.50 ¦ 96.000¦ 96.070¦ 96.070¦ 14.69¦   3.77¦ 27011  ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+        ¦
   ¦         ¦03.09.02¦  1.50 ¦ 96.000¦ 96.100¦ 96.100¦ 14.70¦   7.09¦        ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+        ¦
   ¦         ¦04.09.02¦  1.50 ¦ 96.150¦ 96.200¦ 96.200¦ 14.60¦   4.20¦        ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+        ¦
   ¦         ¦05.09.02¦  1.60 ¦ 96.100¦ 96.360¦ 96.355¦ 14.37¦  25.26¦        ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+        ¦
   ¦         ¦06.09.02¦  1.60 ¦ 96.400¦ 96.400¦ 96.400¦ 14.34¦  15.75¦        ¦
   +---------+--------+-------+-------+-------+-------+------+-------+--------+
   ¦19.11.03 ¦02.09.02¦  2.80 ¦ 95.600¦ 95.600¦ 95.600¦ 14.58¦   0.20¦ 27012  ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+        ¦
   ¦         ¦03.09.02¦  2.90 ¦ 95.200¦ 95.265¦ 95.265¦ 14.87¦   0.18¦        ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+        ¦
   ¦         ¦04.09.02¦  2.90 ¦ 95.500¦ 95.750¦ 95.750¦ 14.47¦  21.66¦        ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+        ¦
   ¦         ¦05.09.02¦  2.90 ¦ 94.690¦ 95.900¦ 95.700¦ 14.32¦   5.73¦        ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+        ¦
   ¦         ¦06.09.02¦  2.90 ¦ 95.750¦ 95.900¦ 95.900¦ 14.43¦  18.53¦        ¦
   +---------+--------+-------+-------+-------+-------+------+-------+--------+
   ¦21.01.04 ¦02.09.02¦  1.10 ¦ 95.000¦ 95.200¦ 95.200¦ 14.65¦  17.13¦ 28001  ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+        ¦
   ¦         ¦03.09.02¦  1.10 ¦ 94.732¦ 96.180¦ 94.801¦ 14.89¦   8.52¦        ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+        ¦
   ¦         ¦04.09.02¦  1.20 ¦ 95.200¦ 95.350¦ 95.300¦ 14.52¦   6.09¦        ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+        ¦
   ¦         ¦05.09.02¦  1.20 ¦ 95.250¦ 95.300¦ 95.300¦ 14.55¦   0.80¦        ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+        ¦
   ¦         ¦06.09.02¦  1.20 ¦ 95.050¦ 95.310¦ 95.050¦ 14.56¦   0.82¦        ¦
   +---------+--------+-------+-------+-------+-------+------+-------+--------+
   ¦04.02.04 ¦02.09.02¦  1.00 ¦ 97.870¦ 97.870¦ 97.870¦ 14.68¦   0.50¦ 27015  ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+        ¦
   ¦         ¦03.09.02¦  1.04 ¦ 97.900¦ 98.000¦ 97.900¦ 14.57¦  22.41¦        ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+        ¦
   ¦         ¦04.09.02¦  1.07 ¦ 97.800¦ 97.800¦ 97.800¦ 14.74¦   0.00¦        ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+        ¦
   ¦         ¦05.09.02¦  1.11 ¦ 97.900¦ 97.900¦ 97.900¦ 14.65¦   0.00¦        ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+        ¦
   ¦         ¦06.09.02¦  1.15 ¦ 98.000¦ 98.100¦ 98.070¦ 14.51¦  11.26¦        ¦
   +---------+--------+-------+-------+-------+-------+------+-------+--------+
   ¦15.03.04 ¦02.09.02¦  4.69 ¦ 93.000¦ 93.250¦ 93.250¦ 15.18¦   0.30¦ 26002  ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+        ¦
   ¦         ¦05.09.02¦  4.77 ¦ 93.000¦ 93.000¦ 93.000¦ 15.35¦   0.05¦        ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+        ¦
   ¦         ¦06.09.02¦  4.80 ¦ 93.000¦ 93.000¦ 93.000¦ 15.35¦   0.01¦        ¦
   +---------+--------+-------+-------+-------+-------+------+-------+--------+
   ¦02.06.04 ¦02.09.02¦  3.41 ¦ 97.113¦ 97.113¦ 97.113¦ 14.99¦  33.00¦ 27013  ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+        ¦
   ¦         ¦03.09.02¦  3.45 ¦ 97.113¦ 97.200¦ 97.200¦ 14.96¦  11.01¦        ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+        ¦
   ¦         ¦04.09.02¦  0.00 ¦ 97.200¦ 97.209¦ 97.200¦ 14.92¦  61.33¦        ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+        ¦
   ¦         ¦05.09.02¦  0.04 ¦ 97.170¦ 97.500¦ 97.220¦ 14.93¦  22.75¦        ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+        ¦
   ¦         ¦06.09.02¦  0.08 ¦ 97.250¦ 97.280¦ 97.278¦ 14.87¦  30.97¦        ¦
   +---------+--------+-------+-------+-------+-------+------+-------+--------+
   ¦04.08.04 ¦02.09.02¦  1.00 ¦ 96.460¦ 96.560¦ 96.560¦ 15.09¦  42.21¦ 20717  ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+        ¦
   ¦         ¦03.09.02¦  1.04 ¦ 96.500¦ 96.609¦ 96.609¦ 15.06¦  10.09¦        ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+        ¦
   ¦         ¦04.09.02¦  1.07 ¦ 96.600¦ 96.626¦ 96.622¦ 15.02¦  45.23¦        ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+        ¦
   ¦         ¦05.09.02¦  1.11 ¦ 96.647¦ 96.670¦ 96.670¦ 14.99¦ 318.43¦        ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+        ¦
   ¦         ¦06.09.02¦  1.15 ¦ 96.674¦ 96.693¦ 96.693¦ 14.97¦ 295.08¦        ¦
   +---------+--------+-------+-------+-------+-------+------+-------+--------+
   ¦15.12.04 ¦02.09.02¦  2.88 ¦ 96.169¦ 96.169¦ 96.169¦ 15.07¦   0.50¦ 27014  ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+        ¦
   ¦         ¦04.09.02¦  2.95 ¦ 96.200¦ 96.230¦ 96.200¦ 15.03¦  29.17¦        ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+        ¦
   ¦         ¦05.09.02¦  2.99 ¦ 96.230¦ 96.300¦ 96.300¦ 15.01¦  13.83¦        ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+        ¦
   ¦         ¦06.09.02¦  3.03 ¦ 96.300¦ 96.300¦ 96.300¦ 14.99¦  12.50¦        ¦
   +---------+--------+-------+-------+-------+-------+------+-------+--------+
   ¦15.03.05 ¦02.09.02¦  4.69 ¦ 87.000¦ 87.700¦ 87.700¦ 16.31¦   0.37¦ 26003  ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+        ¦
   ¦         ¦03.09.02¦  4.71 ¦ 87.900¦ 87.900¦ 87.900¦ 16.09¦   0.00¦        ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+        ¦
   ¦         ¦04.09.02¦  4.74 ¦ 87.980¦ 87.980¦ 87.980¦ 16.05¦   0.02¦        ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+        ¦
   ¦         ¦05.09.02¦  4.77 ¦ 87.600¦ 87.968¦ 87.968¦ 16.15¦   0.11¦        ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+        ¦
   ¦         ¦06.09.02¦  4.80 ¦ 87.970¦ 88.000¦ 88.000¦ 16.07¦   8.23¦        ¦
   +---------+--------+-------+-------+-------+-------+------+-------+--------+
   ¦14.09.05 ¦02.09.02¦  3.08 ¦ 95.180¦ 95.300¦ 95.300¦ 15.60¦  28.37¦ 27018  ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+        ¦
   ¦         ¦03.09.02¦  3.12 ¦ 95.100¦ 95.300¦ 95.300¦ 15.61¦  30.25¦        ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+        ¦
   ¦         ¦04.09.02¦  3.17 ¦ 95.250¦ 95.300¦ 95.250¦ 15.59¦  13.48¦        ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+        ¦
   ¦         ¦05.09.02¦  3.21 ¦ 95.300¦ 95.399¦ 95.399¦ 15.55¦   7.03¦        ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+        ¦
   ¦         ¦06.09.02¦  3.25 ¦ 95.350¦ 95.440¦ 95.440¦ 15.54¦   3.21¦        ¦
   +---------+--------+-------+-------+-------+-------+------+-------+--------+
   ¦15.11.06 ¦02.09.02¦  0.49 ¦ 90.250¦ 90.285¦ 90.285¦ 17.06¦  32.52¦ 45001  ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+        ¦
   ¦         ¦03.09.02¦  0.53 ¦ 90.090¦ 90.299¦ 90.280¦ 17.08¦ 123.64¦        ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+        ¦
   ¦         ¦04.09.02¦  0.58 ¦ 90.287¦ 90.330¦ 90.330¦ 17.04¦  67.22¦        ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+        ¦
   ¦         ¦05.09.02¦  0.62 ¦ 90.313¦ 90.440¦ 90.400¦ 17.00¦  49.75¦        ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+        ¦
   ¦         ¦06.09.02¦  0.66 ¦ 90.390¦ 90.409¦ 90.400¦ 16.99¦  34.99¦        ¦
   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.)¦             ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 25028  ¦      27.11.2002        ¦   82  ¦  5.00  ¦    50.00    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 25029  ¦      27.11.2002        ¦   82  ¦  5.00  ¦    50.00    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 25053  ¦      25.11.2002        ¦   80  ¦  2.00  ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26001  ¦      15.03.2003        ¦  190  ¦ 10.00  ¦   100.00    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26002  ¦      15.03.2003        ¦  190  ¦ 10.00  ¦   100.00    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26003  ¦      15.03.2003        ¦  190  ¦ 10.00  ¦   100.00    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26032  ¦      27.11.2002        ¦   82  ¦  5.00  ¦    50.00    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26175  ¦      25.11.2002        ¦   80  ¦  2.00  ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26176  ¦      26.11.2002        ¦   81  ¦  2.00  ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26177  ¦      28.11.2002        ¦   83  ¦  2.00  ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26178  ¦      29.11.2002        ¦   84  ¦  2.00  ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27004  ¦      18.09.2002        ¦   12  ¦ 15.00  ¦     0.37    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27005  ¦      09.10.2002        ¦   33  ¦ 10.00  ¦     0.25    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27006  ¦      23.10.2002        ¦   47  ¦ 10.00  ¦     0.25    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27007  ¦      06.11.2002        ¦   61  ¦ 10.00  ¦     0.25    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27008  ¦      20.11.2002        ¦   75  ¦ 10.00  ¦     0.25    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27009  ¦      04.12.2002        ¦   89  ¦ 10.00  ¦     0.25    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27010  ¦      18.09.2002        ¦   12  ¦ 15.00  ¦     0.37    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27011  ¦      09.10.2002        ¦   33  ¦ 10.00  ¦     0.25    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27012  ¦      20.11.2002        ¦   75  ¦ 10.00  ¦     0.50    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27013  ¦      04.12.2002        ¦   89  ¦ 14.00  ¦    34.90    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27014  ¦      18.09.2002        ¦   12  ¦ 14.00  ¦    34.90    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27015  ¦      06.11.2002        ¦   61  ¦ 14.00  ¦    34.90    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27016  ¦      20.11.2002        ¦   75  ¦ 15.00  ¦    37.40    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27017  ¦      06.11.2002        ¦   61  ¦ 14.00  ¦    34.90    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27018  ¦      18.09.2002        ¦   12  ¦ 15.00  ¦    37.40    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 28001  ¦      23.10.2002        ¦   47  ¦ 10.00  ¦     0.25    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 45001  ¦      20.11.2002        ¦   75  ¦ 15.00  ¦    37.40    ¦
   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   ¦        ¦          ¦         ¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 21159  ¦13.03.02¦06.11.02¦   61¦   1   ¦  28  ¦        ¦  5072.010¦  927.990¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 21160  ¦22.05.02¦20.11.02¦   75¦   1   ¦  34  ¦        ¦  4792.449¦  207.551¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 21161  ¦17.07.02¦05.03.03¦  180¦   2   ¦   7  ¦        ¦  6778.895¦ 2221.105¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 21162  ¦04.09.02¦02.04.03¦  208¦   1   ¦      ¦        ¦  3511.331¦  488.669¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 25028  ¦27.11.98¦27.11.02¦   82¦       ¦      ¦        ¦   163.722¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 25029  ¦27.11.98¦27.11.03¦  447¦       ¦      ¦        ¦   163.722¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 25053  ¦26.12.00¦21.11.05¦ 1172¦       ¦      ¦        ¦     5.036¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26001  ¦15.03.97¦15.03.03¦  190¦   1   ¦      ¦        ¦   148.091¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26002  ¦15.03.97¦15.03.04¦  556¦   1   ¦      ¦        ¦   265.174¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26003  ¦15.03.97¦15.03.05¦  921¦   1   ¦      ¦        ¦  1131.559¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26032  ¦27.11.98¦27.11.04¦  813¦       ¦      ¦        ¦   163.722¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26175  ¦26.12.00¦20.11.06¦ 1536¦       ¦      ¦        ¦     5.036¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26176  ¦26.12.00¦20.11.07¦ 1901¦       ¦      ¦        ¦     5.036¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26177  ¦26.12.00¦20.11.08¦ 2267¦       ¦      ¦        ¦     5.035¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26178  ¦26.12.00¦20.11.09¦ 2632¦       ¦      ¦        ¦     5.035¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27004  ¦19.08.98¦18.09.02¦   12¦       ¦      ¦        ¦  9542.319¦  446.431¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27005  ¦19.08.98¦09.10.02¦   33¦       ¦      ¦        ¦  9542.319¦  446.431¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27006  ¦19.08.98¦22.01.03¦  138¦       ¦      ¦        ¦  9542.319¦  446.431¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27007  ¦19.08.98¦05.02.03¦  152¦       ¦      ¦        ¦  9542.319¦  446.431¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27008  ¦19.08.98¦21.05.03¦  257¦       ¦      ¦        ¦  9542.319¦  446.431¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27009  ¦19.08.98¦04.06.03¦  271¦       ¦      ¦        ¦  9542.319¦  446.431¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27010  ¦19.08.98¦17.09.03¦  376¦       ¦      ¦        ¦  9542.319¦  446.431¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27011  ¦19.08.98¦08.10.03¦  397¦       ¦      ¦        ¦  9542.319¦  446.431¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27012  ¦14.11.99¦19.11.03¦  439¦       ¦      ¦        ¦  9115.111¦ 8491.289¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27013  ¦06.06.01¦02.06.04¦  635¦   3   ¦  65  ¦        ¦ 15000.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27014  ¦11.07.01¦15.12.04¦  831¦   2   ¦  78  ¦        ¦ 10000.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27015  ¦08.08.01¦04.02.04¦  516¦   2   ¦  54  ¦        ¦ 10000.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27016  ¦21.11.01¦20.08.03¦  348¦   1   ¦   1  ¦        ¦  5672.494¦ 6327.506¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27017  ¦06.02.02¦04.08.04¦  698¦   2   ¦  56  ¦        ¦  9985.658¦ 2014.342¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27018  ¦20.03.02¦14.09.05¦ 1104¦   1   ¦  36  ¦        ¦  9000.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 28001  ¦19.08.98¦21.01.04¦  502¦       ¦      ¦        ¦  9542.319¦  446.431¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 45001  ¦22.05.02¦15.11.06¦ 1531¦   3   ¦  41  ¦        ¦ 13933.739¦ 5066.261¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ Итого :¦                                               ¦190803.728¦29762.595¦
   L--------+-----------------------------------------------+----------+----------
   
                                Часть 4
   
          НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
                         РЫНОК ГКО - ОФЗ - ОБР
   
   ---------------------------T--------T--------T--------T--------T--------¬
   ¦                          ¦02.09.02¦03.09.02¦04.09.02¦05.09.02¦06.09.02¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦1. Индикаторы (% годовых):¦        ¦        ¦        ¦        ¦        ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦а) рыночного портфеля <*> ¦        ¦        ¦        ¦        ¦        ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ГКО                    ¦ 13.05  ¦ 13.24  ¦ 13.17  ¦ 13.03  ¦ 13.01  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ПД                 ¦ 13.27  ¦ 13.10  ¦ 13.08  ¦ 13.15  ¦ 13.09  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-АД                 ¦ 17.06  ¦ 17.08  ¦ 17.04  ¦ 17.00  ¦ 16.99  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ФД                 ¦ 14.83  ¦ 14.74  ¦ 14.76  ¦ 14.64  ¦ 14.59  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦б) оборота рынка <**>     ¦        ¦        ¦        ¦        ¦        ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ГКО                    ¦ 12.48  ¦ 12.64  ¦ 12.73  ¦ 12.79  ¦ 12.80  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ПД                 ¦ 15.92  ¦ 16.09  ¦ 16.05  ¦ 15.96  ¦ 16.06  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-АД                 ¦ 17.06  ¦ 17.08  ¦ 17.04  ¦ 17.00  ¦ 16.99  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ФД                 ¦ 15.15  ¦ 15.00  ¦ 14.94  ¦ 14.93  ¦ 14.87  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦2. Коэффициенты           ¦        ¦        ¦        ¦        ¦        ¦
   ¦   оборачиваемости        ¦        ¦        ¦        ¦        ¦        ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ГКО                    ¦  0.04  ¦  0.13  ¦  0.31  ¦  0.34  ¦  0.14  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ПД                 ¦  0.03  ¦  0.00  ¦  0.00  ¦  0.01  ¦  0.39  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-АД                 ¦  0.23  ¦  0.89  ¦  0.48  ¦  0.36  ¦  0.25  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ФД                 ¦  0.10  ¦  0.23  ¦  0.17  ¦  0.32  ¦  0.32  ¦
   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---------¬
   ¦                      ¦ 02.09.02¦ 03.09.02¦ 04.09.02¦ 05.09.02¦ 06.09.02¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦Номинальная стоимость,¦186663.15¦186663.15¦190197.53¦190506.65¦190803.73¦
   ¦млн. руб.             ¦         ¦         ¦         ¦         ¦         ¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ГКО                ¦ 16626.84¦ 16626.84¦ 20138.17¦ 20150.69¦ 20154.69¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-ПД             ¦  2061.17¦  2061.17¦  2061.17¦  2061.17¦  2061.17¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-АД             ¦ 13933.74¦ 13933.74¦ 13933.74¦ 13933.74¦ 13933.74¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-ФД             ¦154041.40¦154041.40¦154064.46¦154361.06¦154654.14¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦Рыночная стоимость,   ¦183681.03¦183754.51¦186265.65¦186806.75¦187227.71¦
   ¦млн. руб.             ¦         ¦         ¦         ¦         ¦         ¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ГКО                ¦ 15944.52¦ 15959.64¦ 19232.53¦ 19260.15¦ 19268.17¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-ПД             ¦  1967.25¦  1972.16¦  1973.56¦  1971.74¦  1974.13¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-АД             ¦ 12644.17¦ 12644.87¦ 12662.70¦ 12680.54¦ 12687.64¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-ФД             ¦153125.09¦153177.85¦152396.87¦152894.31¦153297.76¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦Дюрация <*>, дней     ¦   406.02¦   404.98¦   402.68¦   402.00¦   401.37¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ГКО                ¦   116.26¦   115.28¦   130.51¦   129.57¦   128.58¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-ПД             ¦   521.06¦   521.16¦   520.60¦   519.53¦   519.16¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-АД             ¦  1002.19¦  1001.12¦  1000.30¦   999.48¦   998.50¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-ФД             ¦   385.49¦   384.46¦   385.84¦   385.25¦   384.72¦
   L----------------------+---------+---------+---------+---------+----------
   
       --------------------------------
       <*> Рассчитывается  как средний срок до погашения,  взвешенный
   по объемам в обращении.
   
                                                 Департамент операций
                                                    на открытом рынке
                                                         Банка России
   
   


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