ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 17 октября 2003 г. N 39
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 15.174 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. ¦(% год.)¦руб. по¦(спра- ¦
¦ ¦ ¦ ¦ ¦ ¦ ¦номин.)¦вочно) ¦
+---------+--------+------+------+------+--------+-------+-------+
¦05.11.03 ¦16.10.03¦99.750¦99.750¦99.750¦ 4.57 ¦ 2.00 ¦ 21169 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦17.10.03¦99.770¦99.770¦99.770¦ 4.43 ¦ 3.00 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦21.04.04 ¦15.10.03¦97.301¦97.301¦97.301¦ 5.36 ¦ 10.17 ¦ 21171 ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 2280.978
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.)¦ ¦
¦ ¦ ¦номин.)¦ ¦ ¦ ¦ ¦ ¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦19.11.03 ¦13.10.03¦ 4.00 ¦100.533¦100.559¦100.533¦ 4.42 ¦ 40.96¦ 27012 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.10.03¦ 4.00 ¦100.535¦100.550¦100.535¦ 4.55 ¦ 32.75¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.10.03¦ 4.00 ¦100.539¦100.540¦100.539¦ 4.69 ¦ 20.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.10.03¦ 4.10 ¦100.450¦100.450¦100.450¦ 4.87 ¦ 7.50¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦21.01.04 ¦13.10.03¦ 2.30 ¦101.250¦101.350¦101.350¦ 4.99 ¦ 4.44¦ 28001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.10.03¦ 2.30 ¦101.200¦101.200¦101.200¦ 5.57 ¦ 24.09¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.10.03¦ 2.30 ¦101.000¦101.050¦101.040¦ 6.29 ¦ 6.13¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.10.03¦ 2.40 ¦101.000¦101.300¦101.000¦ 5.03 ¦ 1.93¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦04.02.04 ¦13.10.03¦ 2.24 ¦101.800¦101.975¦101.975¦ 5.94 ¦ 6.82¦ 27015 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.10.03¦ 2.27 ¦101.898¦101.898¦101.898¦ 5.88 ¦ 3.48¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.10.03¦ 2.30 ¦101.790¦101.850¦101.790¦ 6.05 ¦ 20.20¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.10.03¦ 2.37 ¦101.650¦101.817¦101.701¦ 6.36 ¦ 98.89¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦15.03.04 ¦16.10.03¦ 5.89 ¦101.500¦101.500¦101.500¦ 6.04 ¦ 0.37¦ 26002 ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦02.06.04 ¦13.10.03¦ 1.32 ¦103.900¦104.050¦104.000¦ 5.75 ¦ 14.24¦ 27013 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.10.03¦ 1.38 ¦103.500¦103.512¦103.500¦ 6.45 ¦ 12.91¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.10.03¦ 1.41 ¦103.500¦103.550¦103.500¦ 6.41 ¦ 79.56¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.10.03¦ 1.45 ¦103.510¦103.510¦103.510¦ 6.39 ¦ 3.33¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦04.08.04 ¦13.10.03¦ 2.24 ¦104.900¦105.000¦105.000¦ 5.89 ¦ 110.20¦ 27017 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.10.03¦ 2.30 ¦104.950¦104.950¦104.950¦ 5.79 ¦ 0.93¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦15.12.04 ¦13.10.03¦ 0.86 ¦107.000¦107.000¦107.000¦ 5.92 ¦ 1.00¦ 27014 ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦15.03.05 ¦13.10.03¦ 5.81 ¦104.880¦104.900¦104.900¦ 6.24 ¦ 39.45¦ 26003 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.10.03¦ 5.84 ¦104.850¦104.850¦104.850¦ 6.27 ¦ 7.42¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.10.03¦ 5.92 ¦104.000¦104.000¦104.000¦ 6.87 ¦ 0.30¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦20.04.05 ¦13.10.03¦ 3.15 ¦109.500¦109.500¦109.500¦ 5.59 ¦ 0.01¦ 27021 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.10.03¦ 3.22 ¦108.750¦108.750¦108.750¦ 6.08 ¦ 1.30¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦20.07.05 ¦13.10.03¦ 2.02 ¦102.000¦102.000¦102.000¦ 6.77 ¦ 20.00¦ 27023 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.10.03¦ 2.05 ¦102.100¦102.100¦102.100¦ 6.70 ¦ 1.60¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦14.09.05 ¦13.10.03¦ 0.86 ¦109.400¦110.000¦110.000¦ 6.59 ¦ 2.84¦ 27018 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.10.03¦ 0.92 ¦109.740¦109.800¦109.800¦ 6.68 ¦ 53.51¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.10.03¦ 0.99 ¦109.850¦109.850¦109.850¦ 6.64 ¦ 1.09¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦15.02.06 ¦13.10.03¦ 1.41 ¦102.100¦102.100¦102.100¦ 7.80 ¦ 2.00¦ 27022 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.10.03¦ 1.46 ¦102.300¦102.350¦102.300¦ 7.68 ¦ 28.43¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.10.03¦ 1.48 ¦102.400¦102.550¦102.500¦ 7.60 ¦ 25.60¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.10.03¦ 1.51 ¦102.500¦102.630¦102.550¦ 7.56 ¦ 38.20¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦02.08.06 ¦13.10.03¦ 2.24 ¦105.600¦106.200¦106.100¦ 7.67 ¦ 25.82¦ 45002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.10.03¦ 2.27 ¦106.100¦106.100¦106.100¦ 7.52 ¦ 0.80¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.10.03¦ 2.30 ¦105.900¦106.110¦105.900¦ 7.57 ¦ 26.78¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.10.03¦ 2.33 ¦105.800¦106.000¦105.800¦ 7.63 ¦ 44.32¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.10.03¦ 2.37 ¦105.900¦106.000¦106.000¦ 7.56 ¦ 80.55¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦15.11.06 ¦13.10.03¦ 2.07 ¦108.300¦108.300¦108.300¦ 7.38 ¦ 0.03¦ 45001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.10.03¦ 2.11 ¦108.200¦108.350¦108.300¦ 7.35 ¦ 116.24¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.10.03¦ 2.15 ¦108.100¦108.200¦108.100¦ 7.45 ¦ 51.80¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.10.03¦ 2.19 ¦108.100¦108.150¦108.150¦ 7.43 ¦ 52.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.10.03¦ 2.22 ¦108.000¦108.200¦108.120¦ 7.42 ¦ 26.84¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦13.06.07 ¦15.10.03¦ 0.61 ¦ 99.600¦ 99.600¦ 99.600¦ 7.70 ¦ 1.60¦ 27025 ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦10.09.08 ¦13.10.03¦ 1.00 ¦110.450¦110.450¦110.450¦ 7.99 ¦ 0.05¦ 46001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.10.03¦ 1.04 ¦110.401¦110.688¦110.408¦ 7.96 ¦ 74.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.10.03¦ 1.07 ¦110.160¦110.550¦110.160¦ 8.03 ¦ 229.19¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.10.03¦ 1.11 ¦110.204¦110.401¦110.370¦ 8.02 ¦ 293.40¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.10.03¦ 1.15 ¦110.350¦110.420¦110.400¦ 7.99 ¦ 194.41¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦14.07.10 ¦14.10.03¦ 2.73 ¦110.520¦110.520¦110.520¦ 8.28 ¦ 0.40¦ 46003 ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦08.08.12 ¦13.10.03¦ 1.63 ¦108.100¦108.550¦108.100¦ 8.22 ¦ 32.51¦ 46002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.10.03¦ 1.66 ¦108.300¦108.990¦108.300¦ 8.16 ¦ 34.22¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.10.03¦ 1.69 ¦108.000¦108.300¦108.000¦ 8.26 ¦ 25.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.10.03¦ 1.72 ¦108.000¦108.160¦108.000¦ 8.27 ¦ 33.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.10.03¦ 1.75 ¦108.190¦108.200¦108.200¦ 8.25 ¦ 114.44¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦29.08.18 ¦13.10.03¦ 0.75 ¦104.500¦104.620¦104.620¦ 8.38 ¦ 39.61¦ 46014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.10.03¦ 0.78 ¦104.650¦104.650¦104.650¦ 8.36 ¦ 6.80¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.10.03¦ 0.81 ¦104.200¦104.400¦104.200¦ 8.41 ¦ 43.50¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.10.03¦ 0.83 ¦103.601¦103.601¦103.601¦ 8.53 ¦ 3.16¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.10.03¦ 0.86 ¦104.000¦104.000¦104.000¦ 8.46 ¦ 19.05¦ ¦
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 ¦ 41 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 24.11.2003 ¦ 38 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2004 ¦ 150 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2004 ¦ 150 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2003 ¦ 41 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 24.11.2003 ¦ 38 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 25.11.2003 ¦ 39 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 27.11.2003 ¦ 41 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 28.11.2003 ¦ 42 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 19.11.2003 ¦ 33 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 03.12.2003 ¦ 47 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 17.12.2003 ¦ 61 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 05.11.2003 ¦ 19 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 05.11.2003 ¦ 19 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 17.12.2003 ¦ 61 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 22.10.2003 ¦ 5 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27022 ¦ 19.11.2003 ¦ 33 ¦ 9.50 ¦ 23.68 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27023 ¦ 22.10.2003 ¦ 5 ¦ 9.00 ¦ 22.44 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27024 ¦ 22.10.2003 ¦ 5 ¦ 8.00 ¦ 23.01 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27025 ¦ 17.12.2003 ¦ 61 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 22.10.2003 ¦ 5 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 19.11.2003 ¦ 33 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45002 ¦ 04.02.2004 ¦ 110 ¦ 12.00 ¦ 47.87 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 17.12.2003 ¦ 61 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46002 ¦ 18.02.2004 ¦ 124 ¦ 11.00 ¦ 54.85 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46003 ¦ 21.01.2004 ¦ 96 ¦ 12.00 ¦ 59.84 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46014 ¦ 17.03.2004 ¦ 152 ¦ 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 ¦ ¦ ¦ ¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21169 ¦07.05.03¦05.11.03¦ 19¦ 1 ¦ ¦ ¦ 2468.554¦ 2531.446¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21170 ¦06.08.03¦21.07.04¦ 278¦ 1 ¦ ¦ ¦ 1015.609¦ 3984.391¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21171 ¦08.10.03¦21.04.04¦ 187¦ 1 ¦ 2 ¦ ¦ 1673.396¦ 3326.604¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 41¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 766¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 150¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 515¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 407¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1130¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1495¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 1861¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2226¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 33¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 229¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 425¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 110¦ 3 ¦ 62 ¦ ¦ 16000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 292¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 698¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 551¦ 2 ¦ 2 ¦ ¦ 10941.601¦ 58.399¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27022 ¦19.02.03¦15.02.06¦ 852¦ 3 ¦ 10 ¦ ¦ 21295.514¦ 2704.486¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27023 ¦23.04.03¦20.07.05¦ 642¦ 3 ¦ 3 ¦ ¦ 20291.893¦ 2708.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27024 ¦09.07.03¦19.04.06¦ 915¦ 4 ¦ 1 ¦ ¦ 14217.676¦ 8782.324¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27025 ¦17.09.03¦13.06.07¦ 1335¦ 1 ¦ 6 ¦ ¦ 2910.003¦15089.997¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 96¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1125¦ 5 ¦ 81 ¦ ¦ 30354.634¦ 1645.366¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45002 ¦14.02.03¦02.08.06¦ 1020¦ 1 ¦ ¦ ¦ 7360.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 1790¦ 6 ¦ 45 ¦ ¦ 27830.000¦ 3170.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46002 ¦05.02.03¦08.08.12¦ 3218¦ 4 ¦ 33 ¦ ¦ 25670.000¦ 6530.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46003 ¦14.02.03¦14.07.10¦ 2462¦ 3 ¦ ¦ ¦ 8000.000¦ 2000.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46014 ¦05.03.03¦29.08.18¦ 5430¦ 3 ¦ 7 ¦ ¦ 20688.062¦ 6311.938¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦282123.727¦67780.778¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦13.10.03¦14.10.03¦15.10.03¦16.10.03¦17.10.03¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 5.48 ¦ 5.49 ¦ 5.43 ¦ 5.51 ¦ 5.50 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 5.53 ¦ 5.56 ¦ 5.56 ¦ 5.61 ¦ 6.11 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 8.13 ¦ 8.10 ¦ 8.18 ¦ 8.22 ¦ 8.19 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 6.92 ¦ 6.92 ¦ 6.98 ¦ 6.97 ¦ 6.94 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.00 ¦ 5.36 ¦ 4.57 ¦ 4.43 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 6.24 ¦ 6.27 ¦ 0.00 ¦ 6.04 ¦ 6.87 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 8.27 ¦ 7.86 ¦ 8.10 ¦ 7.99 ¦ 8.09 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 6.12 ¦ 5.59 ¦ 6.98 ¦ 7.04 ¦ 7.21 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.00 ¦ 0.20 ¦ 0.04 ¦ 0.06 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 2.32 ¦ 0.44 ¦ 0.00 ¦ 0.02 ¦ 0.02 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.08 ¦ 0.20 ¦ 0.32 ¦ 0.36 ¦ 0.36 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.13 ¦ 0.04 ¦ 0.09 ¦ 0.07 ¦ 0.10 ¦
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---------¬
¦ ¦ 13.10.03¦ 14.10.03¦ 15.10.03¦ 16.10.03¦ 17.10.03¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦282092.71¦282092.71¦282102.88¦282102.88¦282123.73¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 5147.39¦ 5147.39¦ 5157.56¦ 5157.56¦ 5157.56¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1749.36¦ 1749.36¦ 1749.36¦ 1749.36¦ 1749.36¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦119881.85¦119881.85¦119881.85¦119881.85¦119902.70¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦155314.12¦155314.12¦155314.12¦155314.12¦155314.12¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦302394.57¦302632.30¦302155.98¦302118.60¦302379.20¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 5042.65¦ 5042.65¦ 5055.28¦ 5057.23¦ 5057.72¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1885.44¦ 1885.30¦ 1885.74¦ 1884.57¦ 1875.39¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦131545.07¦131735.24¦131333.57¦131226.60¦131429.18¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦163921.41¦163969.10¦163881.40¦163950.20¦164016.92¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 900.68¦ 900.36¦ 897.80¦ 895.53¦ 895.50¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 126.47¦ 125.47¦ 124.63¦ 123.59¦ 122.58¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 348.54¦ 347.69¦ 346.88¦ 346.23¦ 344.60¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 1484.46¦ 1484.24¦ 1481.01¦ 1477.68¦ 1478.15¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 462.38¦ 461.44¦ 460.61¦ 459.70¦ 458.75¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный
по объемам в обращении.
Департамент операций
на открытом рынке
Банка России
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