ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 25 июля 2003 г. N 27
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 33.451 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.)¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦06.08.03 ¦25.07.03¦99.865¦99.865¦99.865¦ 4.11 ¦ 1.00 ¦ 21166 ¦
+---------+--------+------+------+------+-------+-------+--------+
¦03.09.03 ¦21.07.03¦99.495¦99.495¦99.495¦ 4.21 ¦ 5.00 ¦ 21167 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦22.07.03¦99.500¦99.540¦99.500¦ 4.27 ¦ 10.72 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦23.07.03¦99.590¦99.620¦99.590¦ 3.58 ¦ 5.56 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦24.07.03¦99.550¦99.600¦99.600¦ 3.58 ¦ 3.02 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦08.10.03 ¦23.07.03¦99.110¦99.150¦99.150¦ 4.14 ¦ 8.00 ¦ 21168 ¦
+---------+--------+------+------+------+-------+-------+--------+
¦05.11.03 ¦24.07.03¦98.300¦98.300¦98.300¦ 6.07 ¦ 0.15 ¦ 21169 ¦
L---------+--------+------+------+------+-------+-------+---------
Торговля ОФЗ при суммарном объеме сделок за неделю 2036.323
млн. руб. по номиналу имела следующие параметры:
----------T--------T------T-----------------------T------T-------T--------¬
¦ Дата ¦ Дата ¦Накоп-¦ Цены облигаций ¦Доход-¦Оборот ¦ Номер ¦
¦погашения¦ торгов ¦ленный+-------T-------T-------+ность ¦ (млн. ¦выпуска ¦
¦ ¦ ¦доход ¦ мин. ¦ макс. ¦ закр. ¦(% ¦руб. по¦(справ.)¦
¦ ¦ ¦(% от ¦ ¦ ¦ ¦год.) ¦номин.)¦ ¦
¦ ¦ ¦ном.) ¦ ¦ ¦ ¦ ¦ ¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦20.08.03 ¦21.07.03¦ 2.01 ¦100.550¦100.600¦100.550¦ 4.97 ¦ 29.24 ¦ 27016 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.07.03¦ 2.04 ¦100.480¦100.570¦100.480¦ 5.52 ¦ 24.64 ¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.07.03¦ 2.07 ¦100.536¦100.536¦100.536¦ 5.00 ¦ 11.65 ¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.07.03¦ 2.10 ¦100.470¦100.500¦100.470¦ 5.44 ¦ 28.00 ¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.07.03¦ 2.14 ¦100.450¦100.480¦100.450¦ 5.33 ¦ 30.30 ¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦17.09.03 ¦21.07.03¦ 0.90 ¦100.900¦100.900¦100.900¦ 4.41 ¦ 0.00 ¦ 27010 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.07.03¦ 0.90 ¦100.800¦100.830¦100.800¦ 4.96 ¦ 10.58 ¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.07.03¦ 1.00 ¦100.650¦100.750¦100.750¦ 5.46 ¦ 5.74 ¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.07.03¦ 1.00 ¦100.670¦100.700¦100.670¦ 5.39 ¦ 13.41 ¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.07.03¦ 1.00 ¦100.695¦100.700¦100.695¦ 5.45 ¦ 7.05 ¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦08.10.03 ¦21.07.03¦ 0.30 ¦100.980¦101.205¦100.980¦ 4.61 ¦ 6.55 ¦ 27011 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.07.03¦ 0.40 ¦101.100¦101.100¦101.100¦ 4.69 ¦ 1.00 ¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.07.03¦ 0.40 ¦100.820¦101.000¦100.900¦ 5.32 ¦ 5.55 ¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.07.03¦ 0.40 ¦100.864¦100.900¦100.900¦ 5.82 ¦ 8.13 ¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.07.03¦ 0.40 ¦100.899¦101.000¦100.899¦ 5.89 ¦ 15.20 ¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦19.11.03 ¦21.07.03¦ 1.70 ¦101.200¦101.400¦101.202¦ 6.08 ¦ 1.55 ¦ 27012 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.07.03¦ 1.70 ¦101.300¦101.300¦101.300¦ 6.02 ¦ 3.66 ¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.07.03¦ 1.70 ¦101.250¦101.429¦101.250¦ 6.18 ¦ 1.60 ¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.07.03¦ 1.80 ¦101.300¦101.300¦101.300¦ 5.81 ¦ 14.36 ¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦21.01.04 ¦21.07.03¦ 2.40 ¦101.800¦102.250¦102.250¦ 6.00 ¦ 2.95 ¦ 28001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.07.03¦ 2.50 ¦101.800¦101.900¦101.900¦ 6.45 ¦ 9.55 ¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.07.03¦ 0.00 ¦101.340¦101.800¦101.800¦ 6.56 ¦ 18.48 ¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.07.03¦ 0.00 ¦101.800¦101.900¦101.900¦ 6.51 ¦ 28.68 ¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.07.03¦ 0.10 ¦101.750¦102.000¦101.755¦ 6.03 ¦ 52.52 ¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.02.04 ¦21.07.03¦ 2.47 ¦102.850¦103.125¦103.125¦ 6.28 ¦ 24.90 ¦ 27015 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.07.03¦ 2.50 ¦102.830¦103.000¦103.000¦ 6.75 ¦ 7.12 ¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.07.03¦ 2.53 ¦102.900¦103.000¦102.950¦ 6.53 ¦ 44.00 ¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.07.03¦ 2.57 ¦102.900¦103.100¦103.100¦ 6.54 ¦ 50.15 ¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.07.03¦ 2.60 ¦102.990¦103.100¦103.000¦ 6.27 ¦ 10.45 ¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦02.06.04 ¦21.07.03¦ 1.55 ¦104.850¦105.000¦105.000¦ 6.36 ¦ 10.68 ¦ 27013 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.07.03¦ 1.58 ¦105.000¦105.000¦105.000¦ 6.16 ¦ 2.36 ¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.07.03¦ 1.61 ¦104.200¦104.800¦104.800¦ 7.09 ¦ 1.27 ¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.07.03¦ 1.68 ¦104.720¦104.720¦104.720¦ 6.45 ¦ 0.50 ¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.08.04 ¦22.07.03¦ 2.50 ¦105.000¦105.490¦105.195¦ 7.01 ¦ 18.63 ¦ 27017 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.07.03¦ 2.53 ¦105.000¦105.355¦105.355¦ 7.13 ¦ 5.02 ¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.07.03¦ 2.57 ¦105.000¦105.200¦105.200¦ 7.08 ¦ 69.51 ¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.07.03¦ 2.60 ¦105.000¦105.100¦105.100¦ 7.06 ¦ 15.20 ¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.12.04 ¦21.07.03¦ 1.09 ¦105.770¦105.770¦105.770¦ 7.85 ¦ 5.00 ¦ 27014 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.07.03¦ 1.15 ¦105.770¦106.000¦106.000¦ 7.70 ¦ 12.76 ¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.07.03¦ 1.18 ¦106.000¦106.300¦106.300¦ 7.45 ¦ 36.83 ¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.07.03¦ 1.22 ¦106.010¦106.140¦106.140¦ 7.56 ¦ 16.75 ¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦20.04.05 ¦23.07.03¦ 0.00 ¦108.350¦108.500¦108.400¦ 7.32 ¦ 4.63 ¦ 27021 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.07.03¦ 0.04 ¦108.430¦108.850¦108.430¦ 7.30 ¦ 14.45 ¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.07.03¦ 0.08 ¦108.690¦108.800¦108.800¦ 7.12 ¦ 13.95 ¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦20.07.05 ¦21.07.03¦ 2.32 ¦102.450¦103.002¦102.450¦ 6.70 ¦ 3.00 ¦ 27023 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.07.03¦ 0.03 ¦101.000¦101.650¦101.250¦ 7.60 ¦ 59.17 ¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.07.03¦ 0.05 ¦101.150¦101.150¦101.150¦ 7.53 ¦ 0.55 ¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦14.09.05 ¦21.07.03¦ 1.27 ¦109.100¦109.500¦109.500¦ 7.67 ¦ 23.00 ¦ 27018 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.07.03¦ 1.42 ¦110.000¦110.000¦110.000¦ 7.26 ¦ 6.00 ¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.02.06 ¦21.07.03¦ 1.67 ¦101.300¦101.450¦101.450¦ 8.33 ¦ 3.20 ¦ 27022 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.07.03¦ 1.75 ¦101.500¦101.500¦101.500¦ 8.27 ¦ 0.00 ¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦02.08.06 ¦21.07.03¦ 6.02 ¦104.350¦104.600¦104.600¦ 8.34 ¦ 39.04 ¦ 45002 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.07.03¦ 6.06 ¦104.450¦104.910¦104.450¦ 8.20 ¦361.24 ¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.07.03¦ 6.10 ¦104.150¦104.700¦104.549¦ 8.36 ¦ 90.00 ¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.07.03¦ 6.14 ¦104.750¦104.800¦104.800¦ 8.12 ¦135.33 ¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.07.03¦ 6.18 ¦104.749¦104.800¦104.749¦ 8.13 ¦ 0.22 ¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.11.06 ¦21.07.03¦ 2.34 ¦106.050¦107.159¦107.000¦ 8.70 ¦ 36.13 ¦ 45001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.07.03¦ 2.38 ¦106.650¦106.850¦106.650¦ 8.69 ¦ 29.34 ¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.07.03¦ 2.42 ¦106.050¦106.990¦106.250¦ 8.91 ¦191.22 ¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.07.03¦ 2.46 ¦106.698¦106.857¦106.800¦ 8.65 ¦ 45.13 ¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.07.03¦ 2.49 ¦106.040¦106.450¦106.250¦ 8.92 ¦108.82 ¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦10.09.08 ¦21.07.03¦ 1.27 ¦108.000¦109.500¦109.500¦ 8.75 ¦ 39.23 ¦ 46001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.07.03¦ 1.30 ¦108.500¦108.500¦108.500¦ 8.87 ¦ 5.90 ¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.07.03¦ 1.34 ¦107.100¦108.040¦108.040¦ 9.12 ¦ 32.68 ¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.07.03¦ 1.38 ¦108.390¦108.590¦108.500¦ 8.87 ¦ 31.20 ¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.07.03¦ 1.42 ¦108.300¦108.300¦108.300¦ 8.92 ¦ 17.50 ¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦08.08.12 ¦21.07.03¦ 5.91 ¦106.000¦107.000¦107.000¦ 8.75 ¦ 8.93 ¦ 46002 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.07.03¦ 5.95 ¦106.000¦106.500¦106.250¦ 8.71 ¦ 8.91 ¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.07.03¦ 5.98 ¦106.000¦106.000¦106.000¦ 8.75 ¦ 1.00 ¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.07.03¦ 6.02 ¦106.000¦106.300¦106.270¦ 8.71 ¦ 63.85 ¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦29.08.18 ¦21.07.03¦ 3.97 ¦103.000¦103.000¦103.000¦ 8.68 ¦ 1.20 ¦ 46014 ¦
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 ¦ 125 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 24.11.2003 ¦ 122 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2004 ¦ 234 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2004 ¦ 234 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2003 ¦ 125 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 24.11.2003 ¦ 122 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 25.11.2003 ¦ 123 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 27.11.2003 ¦ 125 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 28.11.2003 ¦ 126 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 17.09.2003 ¦ 54 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 08.10.2003 ¦ 75 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 19.11.2003 ¦ 117 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 03.09.2003 ¦ 40 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 17.09.2003 ¦ 54 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 06.08.2003 ¦ 12 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 20.08.2003 ¦ 26 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 06.08.2003 ¦ 12 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 17.09.2003 ¦ 54 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 22.10.2003 ¦ 89 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27022 ¦ 20.08.2003 ¦ 26 ¦ 10.00 ¦ 24.93 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27023 ¦ 22.10.2003 ¦ 89 ¦ 9.00 ¦ 22.44 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27024 ¦ 22.10.2003 ¦ 89 ¦ 8.00 ¦ 23.01 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 22.10.2003 ¦ 89 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 20.08.2003 ¦ 26 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45002 ¦ 06.08.2003 ¦ 12 ¦ 14.00 ¦ 66.36 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 17.09.2003 ¦ 54 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46002 ¦ 20.08.2003 ¦ 26 ¦ 13.00 ¦ 69.81 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46003 ¦ 21.01.2004 ¦ 180 ¦ 12.00 ¦ 59.84 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46014 ¦ 17.09.2003 ¦ 54 ¦ 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-¦досроч. ¦в обращ., ¦остаток, ¦
¦выпуска ¦ния ¦ния ¦пога-¦ (вк. ¦меще- ¦выкупов ¦млн. руб. ¦млн. руб.¦
¦ ¦ ¦ ¦шения¦ осн.) ¦ний ¦ ¦ ¦ ¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21166 ¦05.02.03¦06.08.03¦ 12¦ 1 ¦ 2 ¦ ¦ 2039.979¦ 2960.021¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21167 ¦05.03.03¦03.09.03¦ 40¦ 1 ¦ 2 ¦ ¦ 4522.588¦ 1477.412¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21168 ¦02.04.03¦08.10.03¦ 75¦ 1 ¦ ¦ ¦ 5994.811¦ 5.189¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21169 ¦07.05.03¦05.11.03¦ 103¦ 1 ¦ ¦ ¦ 2468.554¦ 2531.446¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 125¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 850¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 234¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 599¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 491¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1214¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1579¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 1945¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2310¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 54¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 75¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 117¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 313¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 509¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 194¦ 3 ¦ 62 ¦ ¦ 16000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 26¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 376¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 782¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 635¦ 2 ¦ 2 ¦ ¦ 10941.601¦ 58.399¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27022 ¦19.02.03¦15.02.06¦ 936¦ 3 ¦ 10 ¦ ¦ 21295.514¦ 2704.486¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27023 ¦23.04.03¦20.07.05¦ 726¦ 3 ¦ 3 ¦ ¦ 20291.893¦ 2708.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27024 ¦09.07.03¦19.04.06¦ 999¦ 2 ¦ ¦ ¦ 5349.887¦ 5650.113¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 180¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1209¦ 5 ¦ 81 ¦ ¦ 30354.634¦ 1645.366¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45002 ¦14.02.03¦02.08.06¦ 1104¦ 1 ¦ ¦ ¦ 9200.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 1874¦ 3 ¦ 45 ¦ ¦ 27830.000¦ 3170.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46002 ¦05.02.03¦08.08.12¦ 3302¦ 2 ¦ 26 ¦ ¦ 22619.652¦ 4580.348¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46003 ¦14.02.03¦14.07.10¦ 2546¦ 1 ¦ ¦ ¦ 8000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46014 ¦05.03.03¦29.08.18¦ 5514¦ 3 ¦ 4 ¦ ¦ 20094.552¦ 6905.448¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦303167.583¦50554.424¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦21.07.03¦22.07.03¦23.07.03¦24.07.03¦25.07.03¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 4.26 ¦ 4.42 ¦ 4.61 ¦ 4.50 ¦ 4.48 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 6.08 ¦ 6.08 ¦ 6.08 ¦ 6.08 ¦ 6.09 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 8.65 ¦ 8.66 ¦ 8.74 ¦ 8.65 ¦ 8.69 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 7.36 ¦ 7.38 ¦ 7.47 ¦ 7.60 ¦ 7.46 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 4.21 ¦ 4.27 ¦ 3.98 ¦ 3.86 ¦ 4.11 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 8.65 ¦ 8.28 ¦ 8.80 ¦ 8.54 ¦ 8.92 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 7.23 ¦ 6.64 ¦ 6.94 ¦ 7.23 ¦ 6.86 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.03 ¦ 0.06 ¦ 0.09 ¦ 0.02 ¦ 0.01 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.11 ¦ 0.34 ¦ 0.27 ¦ 0.24 ¦ 0.11 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.07 ¦ 0.05 ¦ 0.07 ¦ 0.19 ¦ 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---------¬
¦ ¦ 21.07.03¦ 22.07.03¦ 23.07.03¦ 24.07.03¦ 25.07.03¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦304870.52¦304870.52¦303167.58¦303167.58¦303167.58¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 18051.22¦ 18051.22¦ 15025.93¦ 15025.93¦ 15025.93¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1749.36¦ 1749.36¦ 1749.36¦ 1749.36¦ 1749.36¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦118098.84¦118098.84¦118098.84¦118098.84¦118098.84¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦166971.11¦166971.11¦168293.46¦168293.46¦168293.46¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦326073.23¦326055.24¦322209.28¦322523.09¦322632.36¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 17930.22¦ 17930.45¦ 14904.17¦ 14905.86¦ 14911.27¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1846.04¦ 1846.46¦ 1846.90¦ 1847.32¦ 1847.74¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦130276.88¦130269.42¦129354.77¦129882.54¦129687.52¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦176020.09¦176008.90¦176103.45¦175887.36¦176185.82¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 822.80¦ 821.98¦ 832.44¦ 832.38¦ 831.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 53.88¦ 52.88¦ 62.39¦ 61.39¦ 60.38¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 415.93¦ 415.13¦ 414.32¦ 413.51¦ 412.70¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 1462.03¦ 1461.36¦ 1466.02¦ 1464.68¦ 1464.42¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 432.28¦ 431.39¦ 436.61¦ 435.20¦ 434.36¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный
по объемам в обращении.
Департамент операций
на открытом рынке
Банка России
|
