ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 22 августа 2003 г. N 31
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 97 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) ¦
+---------+--------+------+------+------+--------+-------+-------+
¦03.09.03 ¦18.08.03¦99.860¦99.860¦99.860¦ 3.20 ¦ 3.00 ¦ 21167 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦19.08.03¦99.870¦99.870¦99.870¦ 3.17 ¦ 19.00 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦20.08.03¦99.877¦99.881¦99.881¦ 3.16 ¦ 61.50 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦21.08.03¦99.881¦99.890¦99.881¦ 3.11 ¦ 8.50 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦22.08.03¦99.890¦99.890¦99.890¦ 3.35 ¦ 5.00 ¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 2030.882
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)¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦17.09.03 ¦18.08.03¦ 1.70 ¦100.553¦100.574¦100.574¦ 2.94¦ 12.24¦27010 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.08.03¦ 1.70 ¦100.509¦100.524¦100.524¦ 3.50¦ 40.11¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.08.03¦ 1.70 ¦100.515¦100.526¦100.526¦ 3.57¦ 18.92¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.08.03¦ 1.80 ¦100.421¦100.421¦100.421¦ 3.75¦ 5.03¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.08.03¦ 1.80 ¦100.400¦100.426¦100.400¦ 3.83¦ 3.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.10.03 ¦20.08.03¦ 1.20 ¦100.821¦100.930¦100.930¦ 3.35¦ 1.15¦27011 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.08.03¦ 1.20 ¦100.837¦100.940¦100.940¦ 3.50¦ 58.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.08.03¦ 1.20 ¦100.847¦100.847¦100.847¦ 3.50¦ 0.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦19.11.03 ¦19.08.03¦ 2.50 ¦101.467¦101.467¦101.467¦ 4.00¦ 5.00¦27012 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.08.03¦ 2.50 ¦101.478¦101.478¦101.478¦ 4.00¦ 4.50¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.08.03¦ 2.50 ¦101.490¦101.490¦101.490¦ 4.00¦ 2.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.08.03¦ 2.60 ¦101.401¦101.500¦101.401¦ 3.97¦ 11.56¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦21.01.04 ¦18.08.03¦ 0.70 ¦101.650¦101.700¦101.660¦ 6.22¦ 9.03¦28001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.08.03¦ 0.70 ¦101.850¦101.880¦101.850¦ 5.78¦ 7.09¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.08.03¦ 0.80 ¦101.860¦101.889¦101.889¦ 5.56¦ 0.98¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.08.03¦ 0.80 ¦101.903¦101.980¦101.903¦ 5.49¦ 3.11¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.08.03¦ 0.80 ¦101.838¦101.838¦101.838¦ 5.70¦ 0.09¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.02.04 ¦19.08.03¦ 0.43 ¦102.936¦102.965¦102.936¦ 5.61¦ 6.50¦27015 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.08.03¦ 0.46 ¦102.935¦103.230¦103.230¦ 5.60¦ 9.15¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.08.03¦ 0.49 ¦102.955¦103.150¦102.955¦ 5.34¦ 4.52¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.08.03¦ 0.53 ¦103.000¦103.000¦103.000¦ 5.38¦ 28.97¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.06.04 ¦18.08.03¦ 2.47 ¦104.350¦104.350¦104.350¦ 6.47¦ 1.64¦27013 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.08.03¦ 2.57 ¦104.285¦104.450¦104.450¦ 6.41¦ 154.24¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.08.03¦ 2.60 ¦104.300¦104.300¦104.300¦ 6.46¦ 0.41¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.08.04 ¦20.08.03¦ 0.46 ¦104.850¦104.850¦104.850¦ 6.90¦ 5.00¦27017 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.08.03¦ 0.49 ¦104.850¦105.000¦105.000¦ 6.73¦ 5.20¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.08.03¦ 0.53 ¦104.950¦105.050¦105.050¦ 6.71¦ 28.40¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.12.04 ¦18.08.03¦ 2.01 ¦105.550¦105.550¦105.550¦ 7.78¦ 2.00¦27014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.08.03¦ 2.04 ¦105.950¦105.950¦105.950¦ 7.45¦ 2.45¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.08.03¦ 2.07 ¦105.815¦106.001¦106.000¦ 7.40¦ 62.09¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.08.03¦ 2.10 ¦106.000¦106.000¦106.000¦ 7.39¦ 4.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.04.05 ¦18.08.03¦ 1.00 ¦108.500¦108.500¦108.500¦ 6.98¦ 1.00¦27021 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.08.03¦ 1.04 ¦108.500¦108.500¦108.500¦ 6.97¦ 43.52¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.08.03¦ 1.11 ¦108.500¦108.500¦108.500¦ 6.95¦ 0.01¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.07.05 ¦18.08.03¦ 0.64 ¦100.800¦100.800¦100.800¦ 7.67¦ 6.00¦27023 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.08.03¦ 0.69 ¦101.200¦101.200¦101.200¦ 7.43¦ 0.01¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.08.03¦ 0.72 ¦101.150¦101.300¦101.300¦ 7.42¦ 13.52¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.09.05 ¦18.08.03¦ 2.34 ¦108.120¦108.120¦108.120¦ 8.04¦ 5.00¦27018 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.08.03¦ 2.38 ¦108.150¦108.150¦108.150¦ 8.02¦ 4.64¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.08.03¦ 2.42 ¦108.490¦108.500¦108.500¦ 7.82¦ 67.58¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.08.03¦ 2.46 ¦108.750¦108.850¦108.850¦ 7.66¦ 15.36¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.02.06 ¦18.08.03¦ 2.44 ¦101.500¦101.500¦101.500¦ 8.21¦ 10.00¦27022 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.08.03¦ 0.00 ¦101.500¦101.640¦101.640¦ 8.20¦ 360.80¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.08.03¦ 0.03 ¦101.600¦102.000¦102.000¦ 8.03¦ 0.77¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.08.03¦ 0.05 ¦101.979¦102.100¦102.100¦ 7.94¦ 1.45¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦19.04.06 ¦22.08.03¦ 0.96 ¦ 99.920¦ 99.924¦ 99.924¦ 7.90¦ 30.89¦27024 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.08.06 ¦18.08.03¦ 0.40 ¦106.300¦106.300¦106.300¦ 7.76¦ 1.20¦45002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.08.03¦ 0.49 ¦106.303¦106.320¦106.320¦ 7.74¦ 7.20¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.08.03¦ 0.53 ¦106.340¦106.350¦106.350¦ 7.71¦ 24.80¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.11.06 ¦18.08.03¦ 3.41 ¦108.491¦108.491¦108.491¦ 7.72¦ 0.00¦45001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.08.03¦ 3.45 ¦107.550¦108.050¦108.000¦ 8.06¦ 16.49¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.08.03¦ 0.00 ¦107.721¦108.000¦107.750¦ 8.03¦ 213.22¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.08.03¦ 0.04 ¦107.700¦107.920¦107.700¦ 8.02¦ 88.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.08.03¦ 0.08 ¦107.600¦107.725¦107.620¦ 8.06¦ 146.88¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦10.09.08 ¦18.08.03¦ 2.34 ¦110.299¦110.299¦110.299¦ 8.26¦ 0.27¦46001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.08.03¦ 2.38 ¦110.250¦110.250¦110.250¦ 8.27¦ 0.67¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.08.03¦ 2.42 ¦109.100¦110.265¦110.260¦ 8.29¦ 229.49¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.08.03¦ 2.46 ¦110.299¦110.311¦110.305¦ 8.25¦ 143.84¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.08.03¦ 2.49 ¦110.304¦110.358¦110.357¦ 8.24¦ 17.10¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.08.12 ¦19.08.03¦ 6.95 ¦107.880¦109.700¦107.880¦ 8.27¦ 16.00¦46002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.08.03¦ 0.00 ¦108.250¦108.250¦108.250¦ 8.31¦ 3.04¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.08.03¦ 0.03 ¦108.210¦108.230¦108.210¦ 8.31¦ 0.82¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.08.03¦ 0.06 ¦107.990¦108.010¦108.000¦ 8.35¦ 15.78¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦29.08.18 ¦18.08.03¦ 4.78 ¦104.580¦104.600¦104.600¦ 8.42¦ 6.15¦46014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.08.03¦ 4.83 ¦104.500¦104.500¦104.500¦ 8.43¦ 18.02¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.08.03¦ 4.86 ¦104.600¦104.600¦104.600¦ 8.41¦ 10.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.08.03¦ 4.89 ¦104.965¦105.000¦105.000¦ 8.35¦ 15.00¦ ¦
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 ¦ 97 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 24.11.2003 ¦ 94 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2004 ¦ 206 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2004 ¦ 206 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2003 ¦ 97 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 24.11.2003 ¦ 94 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 25.11.2003 ¦ 95 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 27.11.2003 ¦ 97 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 28.11.2003 ¦ 98 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 17.09.2003 ¦ 26 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 08.10.2003 ¦ 47 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 19.11.2003 ¦ 89 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 03.09.2003 ¦ 12 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 17.09.2003 ¦ 26 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 05.11.2003 ¦ 75 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 05.11.2003 ¦ 75 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 17.09.2003 ¦ 26 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 22.10.2003 ¦ 61 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27022 ¦ 19.11.2003 ¦ 89 ¦ 9.50 ¦ 23.68 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27023 ¦ 22.10.2003 ¦ 61 ¦ 9.00 ¦ 22.44 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27024 ¦ 22.10.2003 ¦ 61 ¦ 8.00 ¦ 23.01 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 22.10.2003 ¦ 61 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 19.11.2003 ¦ 89 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45002 ¦ 04.02.2004 ¦ 166 ¦ 12.00 ¦ 47.87 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 17.09.2003 ¦ 26 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46002 ¦ 18.02.2004 ¦ 180 ¦ 11.00 ¦ 54.85 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46003 ¦ 21.01.2004 ¦ 152 ¦ 12.00 ¦ 59.84 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46014 ¦ 17.09.2003 ¦ 26 ¦ 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 ¦ ¦ ¦ ¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21167 ¦05.03.03¦03.09.03¦ 12¦ 1 ¦ 2 ¦ ¦ 4522.588¦ 1477.412¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21168 ¦02.04.03¦08.10.03¦ 47¦ 1 ¦ ¦ ¦ 5994.811¦ 5.189¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21169 ¦07.05.03¦05.11.03¦ 75¦ 1 ¦ ¦ ¦ 2468.554¦ 2531.446¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21170 ¦06.08.03¦21.07.04¦ 334¦ 1 ¦ ¦ ¦ 1015.609¦ 3984.391¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 97¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 822¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 206¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 571¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 463¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1186¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1551¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 1917¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2282¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 26¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 47¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 89¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 285¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 481¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 166¦ 3 ¦ 62 ¦ ¦ 16000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 348¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 754¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 607¦ 2 ¦ 2 ¦ ¦ 10941.601¦ 58.399¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27022 ¦19.02.03¦15.02.06¦ 908¦ 3 ¦ 10 ¦ ¦ 21295.514¦ 2704.486¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27023 ¦23.04.03¦20.07.05¦ 698¦ 3 ¦ 3 ¦ ¦ 20291.893¦ 2708.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27024 ¦09.07.03¦19.04.06¦ 971¦ 3 ¦ 1 ¦ ¦ 11090.925¦ 6909.075¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 152¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1181¦ 5 ¦ 81 ¦ ¦ 30354.634¦ 1645.366¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45002 ¦14.02.03¦02.08.06¦ 1076¦ 1 ¦ ¦ ¦ 7360.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 1846¦ 3 ¦ 45 ¦ ¦ 27830.000¦ 3170.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46002 ¦05.02.03¦08.08.12¦ 3274¦ 2 ¦ 26 ¦ ¦ 22619.652¦ 4580.348¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46003 ¦14.02.03¦14.07.10¦ 2518¦ 1 ¦ ¦ ¦ 8000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46014 ¦05.03.03¦29.08.18¦ 5486¦ 3 ¦ 4 ¦ ¦ 20094.552¦ 6905.448¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦300371.757¦46510.250¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦18.08.03¦19.08.03¦20.08.03¦21.08.03¦22.08.03¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 4.64 ¦ 4.91 ¦ 4.92 ¦ 4.93 ¦ 4.96 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 6.78 ¦ 6.78 ¦ 6.78 ¦ 6.78 ¦ 6.78 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 8.25 ¦ 8.27 ¦ 8.28 ¦ 8.27 ¦ 8.26 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 7.54 ¦ 7.53 ¦ 7.44 ¦ 7.35 ¦ 7.34 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 3.20 ¦ 3.17 ¦ 3.16 ¦ 3.11 ¦ 3.35 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 8.39 ¦ 8.21 ¦ 8.23 ¦ 8.21 ¦ 8.16 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 7.75 ¦ 6.87 ¦ 8.06 ¦ 6.65 ¦ 7.28 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.02 ¦ 0.14 ¦ 0.44 ¦ 0.06 ¦ 0.04 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.01 ¦ 0.03 ¦ 0.40 ¦ 0.22 ¦ 0.19 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.03 ¦ 0.07 ¦ 0.31 ¦ 0.16 ¦ 0.06 ¦
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---------¬
¦ ¦ 18.08.03¦ 19.08.03¦ 20.08.03¦ 21.08.03¦ 22.08.03¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦300303.21¦300303.21¦300341.37¦300341.37¦300371.76¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 14001.56¦ 14001.56¦ 14001.56¦ 14001.56¦ 14001.56¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1749.36¦ 1749.36¦ 1749.36¦ 1749.36¦ 1749.36¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦116258.84¦116258.84¦116258.84¦116258.84¦116258.84¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦168293.46¦168293.46¦168331.61¦168331.61¦168362.00¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦321994.61¦321967.20¦318907.15¦319198.54¦319339.08¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 13882.34¦ 13882.79¦ 13883.21¦ 13883.68¦ 13883.70¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1840.60¦ 1841.02¦ 1841.46¦ 1841.88¦ 1842.30¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦130205.05¦130109.72¦127433.11¦127526.58¦127569.29¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦176066.63¦176133.66¦175749.38¦175946.41¦176043.78¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 822.51¦ 822.10¦ 844.88¦ 844.05¦ 843.49¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 64.38¦ 63.38¦ 62.38¦ 61.38¦ 60.38¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 392.28¦ 391.47¦ 390.67¦ 389.86¦ 389.05¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 1464.73¦ 1465.79¦ 1494.31¦ 1493.56¦ 1493.46¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 411.84¦ 410.91¦ 440.55¦ 439.79¦ 439.01¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный
по объемам в обращении.
Департамент операций
на открытом рынке
Банка России
|
