ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 5 декабря 2003 г. N 46
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ОФЗ при суммарном объеме сделок за неделю 3396.299
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. ¦выпус-¦
¦ ¦ ¦доход ¦ мин. ¦ макс. ¦ закр. ¦(% ¦руб. по¦ка ¦
¦ ¦ ¦(% от ¦ ¦ ¦ ¦год.) ¦номин.)¦(спра-¦
¦ ¦ ¦номин.)¦ ¦ ¦ ¦ ¦ ¦вочно)¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦21.01.04 ¦01.12.03¦ 1.10 ¦100.320¦100.400¦100.400¦ 7.80 ¦ 0.39¦28001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.12.03¦ 1.10 ¦100.330¦100.520¦100.500¦ 6.67 ¦ 210.25¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.12.03¦ 1.20 ¦100.415¦100.500¦100.450¦ 6.48 ¦ 80.08¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.12.03¦ 1.20 ¦100.450¦100.500¦100.450¦ 6.17 ¦ 106.67¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.12.03¦ 1.20 ¦100.406¦100.580¦100.406¦ 6.93 ¦ 115.39¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.02.04 ¦01.12.03¦ 0.86 ¦101.241¦101.400¦101.400¦ 4.20 ¦ 0.58¦27015 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.12.03¦ 0.89 ¦101.240¦101.350¦101.250¦ 4.87 ¦ 8.36¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.12.03¦ 0.99 ¦101.320¦101.320¦101.320¦ 4.08 ¦ 0.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.06.04 ¦01.12.03¦ 2.93 ¦103.169¦103.169¦103.169¦ 5.70 ¦ 1.41¦27013 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.12.03¦ 2.96 ¦103.100¦103.169¦103.169¦ 5.79 ¦ 12.41¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.12.03¦ 0.00 ¦103.100¦103.100¦103.100¦ 5.77 ¦ 2.70¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.12.03¦ 0.03 ¦102.650¦103.395¦102.650¦ 6.50 ¦ 21.14¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.12.03¦ 0.07 ¦103.080¦103.248¦103.100¦ 5.71 ¦ 3.68¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.08.04 ¦02.12.03¦ 0.89 ¦104.000¦104.100¦104.100¦ 5.99 ¦ 0.76¦27017 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.12.03¦ 0.92 ¦103.450¦103.450¦103.450¦ 6.86 ¦ 0.03¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.12.03¦ 0.95 ¦103.750¦104.000¦103.750¦ 6.17 ¦ 14.38¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.12.03¦ 0.99 ¦103.850¦104.000¦104.000¦ 6.02 ¦ 10.50¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.12.04 ¦01.12.03¦ 2.47 ¦105.170¦106.196¦106.196¦ 5.98 ¦ 5.17¦27014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.12.03¦ 2.50 ¦106.390¦106.398¦106.390¦ 5.74 ¦ 1.96¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.12.03¦ 2.53 ¦106.400¦106.400¦106.400¦ 5.71 ¦ 1.37¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.12.03¦ 2.57 ¦106.375¦106.375¦106.375¦ 5.72 ¦ 1.20¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.05 ¦02.12.03¦ 7.18 ¦103.200¦103.550¦103.200¦ 7.23 ¦ 2.60¦26003 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.07.05 ¦02.12.03¦ 0.90 ¦102.500¦102.500¦102.500¦ 6.30 ¦ 12.58¦27023 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.12.03¦ 0.92 ¦102.500¦102.500¦102.500¦ 6.30 ¦ 10.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.12.03¦ 0.94 ¦102.000¦102.500¦102.500¦ 6.53 ¦ 35.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.12.03¦ 0.97 ¦102.000¦102.000¦102.000¦ 6.63 ¦ 2.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.09.05 ¦02.12.03¦ 2.50 ¦109.300¦109.350¦109.300¦ 6.59 ¦ 1.45¦27018 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.12.03¦ 2.53 ¦109.350¦109.600¦109.600¦ 6.46 ¦ 19.36¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.12.03¦ 2.57 ¦109.520¦109.600¦109.600¦ 6.43 ¦ 8.20¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.02.06 ¦02.12.03¦ 0.34 ¦102.500¦102.600¦102.500¦ 7.44 ¦ 3.00¦27022 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.12.03¦ 0.36 ¦102.700¦102.700¦102.700¦ 7.37 ¦ 9.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦19.04.06 ¦03.12.03¦ 0.92 ¦101.100¦101.100¦101.100¦ 7.28 ¦ 0.08¦27024 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.12.03¦ 0.94 ¦101.100¦101.100¦101.100¦ 7.28 ¦ 15.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.08.06 ¦02.12.03¦ 3.88 ¦106.400¦106.400¦106.400¦ 7.00 ¦ 0.19¦45002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.12.03¦ 3.91 ¦106.400¦106.400¦106.400¦ 6.99 ¦ 14.80¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.12.03¦ 3.95 ¦106.000¦106.000¦106.000¦ 7.23 ¦ 0.06¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.12.03¦ 3.98 ¦106.300¦106.300¦106.300¦ 7.04 ¦ 2.96¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.11.06 ¦01.12.03¦ 0.40 ¦107.500¦107.600¦107.600¦ 7.34 ¦ 23.14¦45001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.12.03¦ 0.43 ¦107.600¦107.600¦107.600¦ 7.34 ¦ 0.09¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.12.03¦ 0.46 ¦107.700¦107.800¦107.800¦ 7.26 ¦ 15.50¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.12.03¦ 0.49 ¦107.400¦107.900¦107.900¦ 7.19 ¦ 28.98¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.12.03¦ 0.53 ¦107.750¦108.000¦108.000¦ 7.12 ¦ 15.17¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦13.06.07 ¦03.12.03¦ 1.69 ¦100.200¦100.200¦100.200¦ 7.47 ¦ 5.00¦27025 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.12.03¦ 1.73 ¦100.200¦100.200¦100.200¦ 7.47 ¦ 5.41¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦18.07.07 ¦03.12.03¦ 4.74 ¦109.365¦109.489¦109.365¦ 8.27 ¦ 37.22¦27019 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.12.03¦ 4.77 ¦109.107¦109.300¦109.107¦ 8.30 ¦ 140.45¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.08.07 ¦03.12.03¦ 3.99 ¦109.600¦109.717¦109.600¦ 8.29 ¦ 86.30¦27020 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦10.09.08 ¦01.12.03¦ 2.88 ¦108.710¦108.711¦108.711¦ 8.29 ¦ 25.87¦46001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.12.03¦ 2.92 ¦108.676¦108.711¦108.692¦ 8.30 ¦ 172.25¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.12.03¦ 2.95 ¦108.650¦108.689¦108.650¦ 8.29 ¦ 91.26¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.12.03¦ 2.99 ¦108.660¦108.695¦108.695¦ 8.29 ¦ 341.64¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.12.03¦ 3.03 ¦108.600¦108.915¦108.915¦ 8.25 ¦ 664.12¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.07.10 ¦05.12.03¦ 4.44 ¦109.628¦109.628¦109.628¦ 8.38 ¦ 43.00¦46003 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.08.12 ¦02.12.03¦ 3.13 ¦106.600¦106.708¦106.600¦ 8.47 ¦ 13.59¦46002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.12.03¦ 3.16 ¦106.668¦106.668¦106.668¦ 8.47 ¦ 21.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.12.03¦ 3.20 ¦106.669¦106.676¦106.676¦ 8.47 ¦ 231.40¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.12.03¦ 3.23 ¦106.690¦106.950¦106.950¦ 8.45 ¦ 612.20¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦29.08.18 ¦01.12.03¦ 2.16 ¦103.460¦103.460¦103.460¦ 8.51 ¦ 0.11¦46014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.12.03¦ 2.19 ¦103.480¦103.600¦103.500¦ 8.50 ¦ 47.38¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.12.03¦ 2.24 ¦103.600¦103.810¦103.800¦ 8.47 ¦ 19.08¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.12.03¦ 2.27 ¦103.820¦103.950¦103.950¦ 8.43 ¦ 21.43¦ ¦
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.)¦ ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 22.11.2004 ¦ 353 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2004 ¦ 101 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2004 ¦ 101 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2004 ¦ 358 ¦ 5.00 ¦ 50.14 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 22.11.2004 ¦ 353 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 23.11.2004 ¦ 354 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 25.11.2004 ¦ 356 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 26.11.2004 ¦ 357 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 03.03.2004 ¦ 89 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 17.12.2003 ¦ 12 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 04.02.2004 ¦ 61 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 04.02.2004 ¦ 61 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 17.12.2003 ¦ 12 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27019 ¦ 21.01.2004 ¦ 47 ¦ 13.00 ¦ 64.82 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27020 ¦ 11.02.2004 ¦ 68 ¦ 13.00 ¦ 64.82 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 21.01.2004 ¦ 47 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27022 ¦ 18.02.2004 ¦ 75 ¦ 9.50 ¦ 23.68 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27023 ¦ 21.01.2004 ¦ 47 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27024 ¦ 21.01.2004 ¦ 47 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27025 ¦ 17.12.2003 ¦ 12 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 21.01.2004 ¦ 47 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 18.02.2004 ¦ 75 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45002 ¦ 04.02.2004 ¦ 61 ¦ 12.00 ¦ 47.87 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 17.12.2003 ¦ 12 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46002 ¦ 18.02.2004 ¦ 75 ¦ 11.00 ¦ 54.85 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46003 ¦ 21.01.2004 ¦ 47 ¦ 12.00 ¦ 59.84 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46014 ¦ 17.03.2004 ¦ 103 ¦ 10.50 ¦ 52.36 ¦
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 ¦ ¦ ¦ ¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21170 ¦06.08.03¦21.07.04¦ 229¦ 1 ¦ ¦ ¦ 1015.609¦ 3984.391¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21171 ¦08.10.03¦21.04.04¦ 138¦ 1 ¦ 2 ¦ ¦ 1673.396¦ 3326.604¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 717¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 101¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 466¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 358¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1081¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1446¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 1812¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2177¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 180¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 376¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 61¦ 3 ¦ 62 ¦ ¦ 16000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 243¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 649¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27019 ¦27.09.02¦18.07.07¦ 1321¦ ¦ ¦ ¦ 8800.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27020 ¦27.09.02¦08.08.07¦ 1342¦ ¦ ¦ ¦ 8800.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 502¦ 2 ¦ 2 ¦ ¦ 10941.601¦ 58.399¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27022 ¦19.02.03¦15.02.06¦ 803¦ 3 ¦ 10 ¦ ¦ 21295.514¦ 2704.486¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27023 ¦23.04.03¦20.07.05¦ 593¦ 3 ¦ 3 ¦ ¦ 20291.893¦ 2708.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27024 ¦09.07.03¦19.04.06¦ 866¦ 4 ¦ 1 ¦ ¦ 14217.676¦ 8782.324¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27025 ¦17.09.03¦13.06.07¦ 1286¦ 1 ¦ 10 ¦ ¦ 2993.400¦11006.600¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 47¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1076¦ 6 ¦ 82 ¦ ¦ 31740.000¦ 2760.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45002 ¦14.02.03¦02.08.06¦ 971¦ 1 ¦ ¦ ¦ 7360.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 1741¦ 7 ¦ 47 ¦ ¦ 28772.795¦ 4727.205¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46002 ¦05.02.03¦08.08.12¦ 3169¦ 4 ¦ 34 ¦ ¦ 25674.949¦ 6525.051¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46003 ¦14.02.03¦14.07.10¦ 2413¦ 3 ¦ ¦ ¦ 8000.000¦ 2000.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46014 ¦05.03.03¦29.08.18¦ 5381¦ 3 ¦ 8 ¦ ¦ 20702.864¦ 6297.136¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦290407.649¦55326.734¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦01.12.03¦02.12.03¦03.12.03¦04.12.03¦05.12.03¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 6.55 ¦ 6.55 ¦ 6.55 ¦ 6.55 ¦ 6.41 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 6.35 ¦ 6.55 ¦ 6.55 ¦ 6.55 ¦ 6.56 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 8.28 ¦ 8.28 ¦ 8.27 ¦ 8.25 ¦ 8.22 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 6.11 ¦ 5.99 ¦ 7.13 ¦ 7.18 ¦ 7.16 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 7.23 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 7.97 ¦ 8.39 ¦ 8.20 ¦ 8.37 ¦ 8.37 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 5.94 ¦ 6.47 ¦ 8.02 ¦ 7.96 ¦ 6.94 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 0.17 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.04 ¦ 0.19 ¦ 0.12 ¦ 0.51 ¦ 1.12 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.00 ¦ 0.15 ¦ 0.16 ¦ 0.21 ¦ 0.08 ¦
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---------¬
¦ ¦ 01.12.03¦ 02.12.03¦ 03.12.03¦ 04.12.03¦ 05.12.03¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦290407.65¦290407.65¦290407.65¦290407.65¦290407.65¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 2689.01¦ 2689.01¦ 2689.01¦ 2689.01¦ 2689.01¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1585.63¦ 1585.63¦ 1585.63¦ 1585.63¦ 1585.63¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦122250.61¦122250.61¦122250.61¦122250.61¦122250.61¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦163882.40¦163882.40¦163882.40¦163882.40¦163882.40¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦310633.35¦310977.01¦311290.06¦311324.69¦311564.69¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 2602.81¦ 2602.81¦ 2602.81¦ 2602.81¦ 2602.81¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1707.57¦ 1704.23¦ 1704.63¦ 1705.05¦ 1705.45¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦133723.22¦133756.97¦133845.67¦133942.03¦134097.09¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦172599.76¦172913.01¦173136.95¦173074.81¦173159.35¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 876.95¦ 875.80¦ 908.79¦ 908.22¦ 907.48¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 175.91¦ 174.91¦ 173.91¦ 172.91¦ 171.91¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 340.42¦ 339.26¦ 338.36¦ 337.46¦ 336.56¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 1431.49¦ 1430.57¦ 1429.35¦ 1429.02¦ 1428.46¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 463.20¦ 462.50¦ 523.03¦ 521.85¦ 520.71¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный
по объемам в обращении.
Департамент операций
на финансовых рынках
Банка России
|
