ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 27 июня 2003 г. N 23
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 3127.921
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.)¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦23.07.03 ¦24.06.03¦99.700¦99.750¦99.750¦ 3.72 ¦ 5.60¦ 21165 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦26.06.03¦99.750¦99.760¦99.750¦ 3.25 ¦2026.49¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦27.06.03¦99.770¦99.780¦99.780¦ 3.21 ¦ 80.25¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦06.08.03 ¦26.06.03¦99.600¦99.600¦99.600¦ 3.58 ¦ 589.85¦ 21166 ¦
+---------+--------+------+------+------+-------+-------+--------+
¦03.09.03 ¦26.06.03¦99.200¦99.200¦99.200¦ 4.27 ¦ 21.54¦ 21167 ¦
+---------+--------+------+------+------+-------+-------+--------+
¦08.10.03 ¦26.06.03¦98.850¦98.850¦98.850¦ 4.08 ¦ 404.19¦ 21168 ¦
+---------+--------+------+------+------+-------+-------+--------+
¦05.11.03 ¦26.06.03¦98.250¦98.250¦98.250¦ 4.93 ¦ 0.00¦ 21169 ¦
L---------+--------+------+------+------+-------+-------+---------
Торговля ОФЗ при суммарном объеме сделок за неделю 2276.837
млн. руб. по номиналу имела следующие параметры:
----------T--------T------T-----------------------T------T-------T--------¬
¦ Дата ¦ Дата ¦Накоп-¦ Цены облигаций ¦Доход-¦Оборот ¦ Номер ¦
¦погашения¦ торгов ¦ленный+-------T-------T-------+ность ¦ (млн. ¦выпуска ¦
¦ ¦ ¦доход ¦ мин. ¦ макс. ¦ закр. ¦(% ¦ руб. ¦(справ.)¦
¦ ¦ ¦(% от ¦ ¦ ¦ ¦год.) ¦ по ¦ ¦
¦ ¦ ¦ном.) ¦ ¦ ¦ ¦ ¦номин.)¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦17.09.03 ¦23.06.03¦ 0.10 ¦101.350¦101.430¦101.370¦ 4.35¦ 35.19¦ 27010 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.06.03¦ 0.20 ¦101.349¦101.370¦101.370¦ 4.04¦ 9.45¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.06.03¦ 0.20 ¦101.250¦101.350¦101.300¦ 4.47¦ 118.49¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦26.06.03¦ 0.20 ¦101.268¦101.350¦101.290¦ 4.31¦ 130.73¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.06.03¦ 0.20 ¦101.280¦101.306¦101.306¦ 4.45¦ 22.65¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦08.10.03 ¦24.06.03¦ 2.10 ¦101.670¦101.998¦101.670¦ 3.56¦ 0.70¦ 27011 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.06.03¦ 2.10 ¦101.650¦101.650¦101.650¦ 4.34¦ 0.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦26.06.03¦ 2.10 ¦101.510¦101.700¦101.510¦ 4.72¦ 11.19¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.06.03¦ 2.20 ¦101.431¦101.431¦101.431¦ 4.87¦ 0.01¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦19.11.03 ¦23.06.03¦ 0.90 ¦102.350¦102.350¦102.350¦ 4.20¦ 10.00¦ 27012 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦26.06.03¦ 1.00 ¦101.900¦102.350¦101.900¦ 4.93¦ 18.63¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦21.01.04 ¦23.06.03¦ 1.70 ¦102.850¦103.000¦102.850¦ 4.81¦ 0.53¦ 28001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.06.03¦ 1.70 ¦102.825¦103.500¦102.825¦ 4.76¦ 6.25¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.06.03¦ 1.70 ¦102.821¦102.822¦102.821¦ 5.17¦ 0.50¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦26.06.03¦ 1.80 ¦102.701¦102.900¦102.730¦ 4.87¦ 5.93¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.06.03¦ 1.80 ¦102.351¦102.800¦102.800¦ 5.78¦ 0.12¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.02.04 ¦23.06.03¦ 1.55 ¦104.000¦104.500¦104.500¦ 5.46¦ 28.08¦ 27015 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.06.03¦ 1.58 ¦103.800¦104.448¦104.329¦ 5.31¦ 10.73¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.06.03¦ 1.61 ¦104.071¦104.071¦104.071¦ 5.31¦ 0.01¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦26.06.03¦ 1.64 ¦104.000¦104.150¦104.150¦ 5.20¦ 68.11¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.06.03¦ 1.68 ¦104.000¦104.050¦104.000¦ 5.37¦ 56.93¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.03.04 ¦23.06.03¦ 2.74 ¦103.850¦103.850¦103.850¦ 4.45¦ 0.40¦ 26002 ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦02.06.04 ¦23.06.03¦ 0.63 ¦105.800¦106.200¦105.850¦ 5.72¦ 15.10¦ 27013 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.06.03¦ 0.66 ¦105.900¦105.950¦105.950¦ 5.62¦ 20.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.06.03¦ 0.69 ¦105.750¦106.000¦105.750¦ 5.67¦ 17.06¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦26.06.03¦ 0.72 ¦106.000¦106.050¦106.050¦ 5.50¦ 86.32¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.08.04 ¦24.06.03¦ 1.58 ¦106.500¦107.000¦107.000¦ 5.62¦ 1.05¦ 27017 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.06.03¦ 1.61 ¦108.000¦108.000¦108.000¦ 4.66¦ 0.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦26.06.03¦ 1.64 ¦107.340¦107.340¦107.340¦ 5.25¦ 37.91¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.12.04 ¦23.06.03¦ 0.16 ¦108.250¦108.500¦108.500¦ 6.19¦ 0.12¦ 27014 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.06.03¦ 0.20 ¦108.250¦108.350¦108.250¦ 6.27¦ 20.41¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.06.03¦ 0.23 ¦108.200¦108.350¦108.200¦ 6.23¦ 11.40¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.06.03¦ 0.30 ¦108.000¦108.000¦108.000¦ 6.41¦ 0.14¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.03.05 ¦24.06.03¦ 2.77 ¦104.952¦104.952¦104.952¦ 6.82¦ 1.50¦ 26003 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.06.03¦ 2.79 ¦104.950¦104.950¦104.950¦ 6.82¦ 0.63¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦26.06.03¦ 2.82 ¦104.950¦104.950¦104.950¦ 6.81¦ 0.06¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦20.04.05 ¦23.06.03¦ 2.34 ¦111.000¦111.000¦111.000¦ 6.11¦ 0.05¦ 27021 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.06.03¦ 2.38 ¦111.000¦111.000¦111.000¦ 6.10¦ 1.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.06.03¦ 2.42 ¦110.900¦111.030¦111.030¦ 6.09¦ 11.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦20.07.05 ¦24.06.03¦ 1.61 ¦102.700¦102.800¦102.700¦ 6.77¦ 14.06¦ 27023 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦26.06.03¦ 1.67 ¦102.310¦102.998¦102.310¦ 6.64¦ 525.25¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦14.09.05 ¦24.06.03¦ 0.23 ¦111.700¦111.700¦111.700¦ 6.70¦ 0.45¦ 27018 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.06.03¦ 0.27 ¦111.710¦111.710¦111.710¦ 6.68¦ 2.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦26.06.03¦ 0.31 ¦111.700¦111.700¦111.700¦ 6.68¦ 0.01¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.06.03¦ 0.35 ¦111.100¦111.700¦111.685¦ 6.68¦ 175.13¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.02.06 ¦24.06.03¦ 0.93 ¦105.000¦105.000¦105.000¦ 6.81¦ 1.00¦ 27022 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.06.03¦ 0.96 ¦105.998¦105.998¦105.998¦ 6.38¦ 0.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦26.06.03¦ 0.99 ¦104.500¦105.000¦104.500¦ 6.86¦ 0.15¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦02.08.06 ¦23.06.03¦ 4.95 ¦107.054¦107.054¦107.054¦ 7.02¦ 14.97¦ 45002 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.06.03¦ 4.99 ¦107.050¦107.050¦107.050¦ 7.01¦ 5.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.06.03¦ 5.03 ¦107.000¦107.051¦107.000¦ 7.02¦ 275.55¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦26.06.03¦ 5.06 ¦106.800¦106.950¦106.810¦ 7.11¦ 82.20¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.06.03¦ 5.10 ¦106.850¦106.851¦106.850¦ 7.10¦ 19.40¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.11.06 ¦23.06.03¦ 1.27 ¦110.801¦111.000¦111.000¦ 7.03¦ 11.22¦ 45001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.06.03¦ 1.30 ¦110.950¦111.100¦110.950¦ 7.02¦ 50.76¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.06.03¦ 1.34 ¦110.950¦111.100¦110.950¦ 7.01¦ 50.49¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦26.06.03¦ 1.38 ¦110.700¦111.010¦110.751¦ 7.09¦ 49.53¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.06.03¦ 1.42 ¦110.690¦110.850¦110.700¦ 7.11¦ 121.66¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦10.09.08 ¦23.06.03¦ 0.19 ¦114.400¦115.200¦114.800¦ 7.24¦ 7.26¦ 46001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.06.03¦ 0.23 ¦115.000¦115.300¦115.000¦ 7.18¦ 13.17¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.06.03¦ 0.27 ¦115.170¦115.170¦115.170¦ 7.17¦ 6.89¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦26.06.03¦ 0.31 ¦115.000¦115.000¦115.000¦ 7.21¦ 5.59¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.06.03¦ 0.35 ¦114.500¦114.950¦114.500¦ 7.24¦ 5.80¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦08.08.12 ¦24.06.03¦ 4.95 ¦112.600¦112.600¦112.600¦ 7.69¦ 8.50¦ 46002 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.06.03¦ 4.99 ¦112.500¦112.695¦112.500¦ 7.67¦ 12.93¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦26.06.03¦ 5.02 ¦111.800¦112.600¦111.850¦ 7.77¦ 29.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.06.03¦ 5.06 ¦111.900¦112.250¦112.050¦ 7.77¦ 11.84¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦29.08.18 ¦23.06.03¦ 3.16 ¦109.260¦109.860¦109.260¦ 7.75¦ 2.70¦ 46014 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.06.03¦ 3.22 ¦109.500¦109.600¦109.500¦ 7.72¦ 15.42¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦26.06.03¦ 3.25 ¦109.000¦109.301¦109.000¦ 7.77¦ 0.53¦ ¦
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 ¦ 153 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 24.11.2003 ¦ 150 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2004 ¦ 262 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2004 ¦ 262 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2003 ¦ 153 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 24.11.2003 ¦ 150 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 25.11.2003 ¦ 151 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 27.11.2003 ¦ 153 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 28.11.2003 ¦ 154 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 17.09.2003 ¦ 82 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 09.07.2003 ¦ 12 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 19.11.2003 ¦ 145 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 03.09.2003 ¦ 68 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 17.09.2003 ¦ 82 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 06.08.2003 ¦ 40 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 20.08.2003 ¦ 54 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 06.08.2003 ¦ 40 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 17.09.2003 ¦ 82 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 23.07.2003 ¦ 26 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27022 ¦ 20.08.2003 ¦ 54 ¦ 10.00 ¦ 24.93 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27023 ¦ 23.07.2003 ¦ 26 ¦ 9.50 ¦ 23.68 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 23.07.2003 ¦ 26 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 20.08.2003 ¦ 54 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45002 ¦ 06.08.2003 ¦ 40 ¦ 14.00 ¦ 66.36 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 17.09.2003 ¦ 82 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46002 ¦ 20.08.2003 ¦ 54 ¦ 13.00 ¦ 69.81 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46003 ¦ 23.07.2003 ¦ 26 ¦ 14.00 ¦ 60.99 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46014 ¦ 17.09.2003 ¦ 82 ¦ 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 ¦ ¦ ¦ ¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21165 ¦04.12.02¦23.07.03¦ 26¦ 1 ¦ 2 ¦ ¦ 3025.287¦ 1974.713¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21166 ¦05.02.03¦06.08.03¦ 40¦ 1 ¦ 2 ¦ ¦ 2039.979¦ 2960.021¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21167 ¦05.03.03¦03.09.03¦ 68¦ 1 ¦ 2 ¦ ¦ 4522.588¦ 1477.412¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21168 ¦02.04.03¦08.10.03¦ 103¦ 1 ¦ ¦ ¦ 5994.811¦ 5.189¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21169 ¦07.05.03¦05.11.03¦ 131¦ 1 ¦ ¦ ¦ 2468.554¦ 2531.446¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 153¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 878¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 262¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 627¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 519¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1242¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1607¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 1973¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2338¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 82¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 103¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 145¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 341¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 537¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 222¦ 3 ¦ 62 ¦ ¦ 16000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 54¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 404¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 810¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 663¦ 2 ¦ 2 ¦ ¦ 10941.601¦ 58.399¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27022 ¦19.02.03¦15.02.06¦ 964¦ 3 ¦ 10 ¦ ¦ 21295.514¦ 2704.486¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27023 ¦23.04.03¦20.07.05¦ 754¦ 3 ¦ 3 ¦ ¦ 20291.893¦ 2708.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 208¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1237¦ 5 ¦ 81 ¦ ¦ 30354.634¦ 1645.366¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45002 ¦14.02.03¦02.08.06¦ 1132¦ 1 ¦ ¦ ¦ 9200.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 1902¦ 3 ¦ 45 ¦ ¦ 27830.000¦ 3170.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46002 ¦05.02.03¦08.08.12¦ 3330¦ 2 ¦ 26 ¦ ¦ 22619.652¦ 4580.348¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46003 ¦14.02.03¦14.07.10¦ 2574¦ 1 ¦ ¦ ¦ 8000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46014 ¦05.03.03¦29.08.18¦ 5542¦ 3 ¦ 4 ¦ ¦ 20094.552¦ 6905.448¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦300842.983¦46879.024¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦23.06.03¦24.06.03¦25.06.03¦26.06.03¦27.06.03¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 4.21 ¦ 4.09 ¦ 4.20 ¦ 4.24 ¦ 4.25 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 5.92 ¦ 5.80 ¦ 5.80 ¦ 5.80 ¦ 5.80 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 7.53 ¦ 7.51 ¦ 7.49 ¦ 7.55 ¦ 7.56 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 6.27 ¦ 6.29 ¦ 6.14 ¦ 6.27 ¦ 6.32 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 3.72 ¦ 0.00 ¦ 3.61 ¦ 3.21 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 4.45 ¦ 6.82 ¦ 6.82 ¦ 6.81 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 7.26 ¦ 7.21 ¦ 7.20 ¦ 7.36 ¦ 7.24 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 5.23 ¦ 6.12 ¦ 5.57 ¦ 6.40 ¦ 6.55 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.03 ¦ 0.00 ¦ 16.94 ¦ 0.45 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.02 ¦ 0.09 ¦ 0.04 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.03 ¦ 0.06 ¦ 0.30 ¦ 0.14 ¦ 0.13 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.05 ¦ 0.05 ¦ 0.10 ¦ 0.53 ¦ 0.16 ¦
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---------¬
¦ ¦ 23.06.03¦ 24.06.03¦ 25.06.03¦ 26.06.03¦ 27.06.03¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦300842.98¦300842.98¦300842.98¦300842.98¦300842.98¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 18051.22¦ 18051.22¦ 18051.22¦ 18051.22¦ 18051.22¦
+----------------------+---------+---------+---------+---------+---------+
¦ 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 ¦162943.57¦162943.57¦162943.57¦162943.57¦162943.57¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦328390.80¦328505.90¦328930.51¦328414.43¦328350.96¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 17876.06¦ 17878.63¦ 17878.63¦ 17887.48¦ 17887.84¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1840.17¦ 1843.06¦ 1843.46¦ 1843.90¦ 1844.32¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦135244.75¦135385.41¦135482.08¦135188.57¦135184.09¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦173429.82¦173398.79¦173726.33¦173494.49¦173434.70¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 866.17¦ 865.49¦ 864.93¦ 862.57¦ 861.74¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 81.88¦ 80.87¦ 79.87¦ 78.87¦ 77.87¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 438.49¦ 437.92¦ 437.11¦ 436.31¦ 435.50¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 1508.25¦ 1507.54¦ 1507.30¦ 1504.42¦ 1503.56¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 450.84¦ 449.64¦ 449.30¦ 447.75¦ 446.86¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный
по объемам в обращении.
Департамент операций
на открытом рынке
Банка России
|
