ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 21 июня 2003 г. N 22
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 2536.637
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 ¦16.06.03¦ 99.61¦ 99.65¦ 99.64¦ 3.61 ¦ 15.08¦ 21165 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦17.06.03¦ 99.65¦ 99.66¦ 99.66¦ 3.54 ¦ 15.00¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦19.06.03¦ 99.62¦ 99.62¦ 99.62¦ 4.09 ¦ 0.01¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦06.08.03 ¦21.06.03¦ 99.48¦ 99.48¦ 99.48¦ 4.15 ¦ 600.01¦ 21166 ¦
+---------+--------+------+------+------+-------+-------+--------+
¦03.09.03 ¦16.06.03¦ 99.22¦ 99.22¦ 99.22¦ 3.63 ¦ 55.00¦ 21167 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦21.06.03¦ 99.17¦ 99.26¦ 99.17¦ 4.07 ¦ 615.00¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦08.10.03 ¦17.06.03¦ 98.75¦ 98.80¦ 98.78¦ 4.09 ¦1070.52¦ 21168 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦18.06.03¦ 98.79¦ 98.80¦ 98.80¦ 3.97 ¦ 80.03¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦19.06.03¦ 98.80¦ 98.80¦ 98.80¦ 4.00 ¦ 19.00¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦20.06.03¦ 98.81¦ 98.81¦ 98.81¦ 3.99 ¦ 60.00¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦21.06.03¦ 98.80¦ 98.82¦ 98.80¦ 4.05 ¦ 7.00¦ ¦
L---------+--------+------+------+------+-------+-------+---------
Торговля ОФЗ при суммарном объеме сделок за неделю 4737.924
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.)¦ ¦ ¦ ¦ ¦ ¦ ¦
+---------+--------+-------+------+------+------+------+-------+--------+
¦20.08.03 ¦16.06.03¦ 0.86 ¦101.31¦101.40¦101.31¦ 4.36¦ 2.82¦ 27016 ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.06.03¦ 0.89 ¦101.39¦101.42¦101.41¦ 3.92¦ 221.34¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.06.03¦ 0.92 ¦101.41¦101.42¦101.42¦ 3.77¦ 277.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.06.03¦ 0.95 ¦101.43¦101.43¦101.43¦ 3.55¦ 1.14¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.06.03¦ 0.99 ¦101.34¦101.36¦101.34¦ 3.93¦ 165.00¦ ¦
+---------+--------+-------+------+------+------+------+-------+--------+
¦17.09.03 ¦16.06.03¦ 2.40 ¦101.50¦101.51¦101.50¦ 4.30¦ 3.52¦ 27010 ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.06.03¦ 2.50 ¦101.50¦101.52¦101.52¦ 3.88¦ 75.05¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.06.03¦ 0.00 ¦101.37¦101.52¦101.52¦ 3.97¦ 135.47¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.06.03¦ 0.00 ¦101.50¦101.52¦101.52¦ 3.99¦ 88.11¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.06.03¦ 0.10 ¦101.40¦101.44¦101.40¦ 3.96¦ 45.12¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.06.03¦ 0.10 ¦101.43¦101.44¦101.44¦ 4.04¦ 532.70¦ ¦
+---------+--------+-------+------+------+------+------+-------+--------+
¦08.10.03 ¦16.06.03¦ 1.90 ¦101.60¦101.88¦101.88¦ 4.50¦ 3.00¦ 27011 ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.06.03¦ 1.90 ¦101.60¦101.88¦101.60¦ 3.98¦ 30.74¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.06.03¦ 1.90 ¦101.61¦101.88¦101.88¦ 4.02¦ 51.62¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.06.03¦ 2.00 ¦101.64¦101.88¦101.70¦ 4.39¦ 0.21¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.06.03¦ 2.00 ¦101.75¦101.79¦101.79¦ 4.00¦ 3.56¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.06.03¦ 2.00 ¦101.79¦101.79¦101.79¦ 4.04¦ 1.33¦ ¦
+---------+--------+-------+------+------+------+------+-------+--------+
¦19.11.03 ¦17.06.03¦ 0.70 ¦102.61¦102.75¦102.61¦ 3.88¦ 11.00¦ 27012 ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.06.03¦ 0.80 ¦102.40¦102.52¦102.52¦ 3.90¦ 1.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.06.03¦ 0.80 ¦102.46¦102.49¦102.46¦ 4.00¦ 35.46¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.06.03¦ 0.80 ¦102.35¦102.50¦102.35¦ 3.99¦ 2.51¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.06.03¦ 0.90 ¦102.41¦102.41¦102.41¦ 3.99¦ 3.01¦ ¦
+---------+--------+-------+------+------+------+------+-------+--------+
¦21.01.04 ¦16.06.03¦ 1.50 ¦103.10¦103.20¦103.15¦ 4.68¦ 8.67¦ 28001 ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.06.03¦ 1.50 ¦102.65¦103.24¦103.24¦ 5.11¦ 5.26¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.06.03¦ 1.50 ¦102.75¦103.10¦103.10¦ 4.87¦ 0.94¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.06.03¦ 1.60 ¦102.85¦103.30¦102.85¦ 5.06¦ 0.03¦ ¦
+---------+--------+-------+------+------+------+------+-------+--------+
¦04.02.04 ¦16.06.03¦ 1.32 ¦104.10¦104.45¦104.21¦ 5.10¦ 12.40¦ 27015 ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.06.03¦ 1.35 ¦104.30¦104.30¦104.30¦ 5.17¦ 20.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.06.03¦ 1.38 ¦104.20¦104.30¦104.23¦ 5.17¦ 26.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.06.03¦ 1.45 ¦104.40¦104.50¦104.50¦ 4.80¦ 5.00¦ ¦
+---------+--------+-------+------+------+------+------+-------+--------+
¦15.03.04 ¦18.06.03¦ 2.60 ¦104.00¦104.00¦104.00¦ 4.35¦ 0.05¦ 26002 ¦
+---------+--------+-------+------+------+------+------+-------+--------+
¦02.06.04 ¦16.06.03¦ 0.40 ¦106.50¦106.50¦106.50¦ 5.15¦ 33.01¦ 27013 ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.06.03¦ 0.43 ¦106.30¦106.30¦106.30¦ 5.34¦ 2.10¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.06.03¦ 0.46 ¦106.15¦106.30¦106.25¦ 5.35¦ 23.15¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.06.03¦ 0.49 ¦105.99¦106.10¦106.10¦ 5.63¦ 23.32¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.06.03¦ 0.53 ¦106.04¦106.04¦106.04¦ 5.56¦ 30.07¦ ¦
+---------+--------+-------+------+------+------+------+-------+--------+
¦04.08.04 ¦16.06.03¦ 1.32 ¦107.49¦107.52¦107.49¦ 5.25¦ 23.85¦ 27017 ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.06.03¦ 1.35 ¦106.35¦107.49¦107.49¦ 6.15¦ 0.70¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.06.03¦ 1.38 ¦107.10¦107.45¦107.45¦ 5.54¦ 0.60¦ ¦
+---------+--------+-------+------+------+------+------+-------+--------+
¦15.12.04 ¦18.06.03¦ 0.00 ¦108.50¦108.80¦108.75¦ 6.15¦ 20.42¦ 27014 ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.06.03¦ 0.03 ¦108.70¦108.70¦108.70¦ 6.00¦ 0.01¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.06.03¦ 0.07 ¦108.40¦108.45¦108.40¦ 6.19¦ 12.23¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.06.03¦ 0.10 ¦108.60¦108.60¦108.60¦ 6.05¦ 0.01¦ ¦
+---------+--------+-------+------+------+------+------+-------+--------+
¦15.03.05 ¦16.06.03¦ 2.55 ¦105.14¦105.14¦105.14¦ 6.75¦ 2.00¦ 26003 ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.06.03¦ 2.58 ¦104.50¦104.50¦104.50¦ 7.13¦ 1.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.06.03¦ 2.63 ¦104.50¦104.55¦104.55¦ 7.10¦ 0.21¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.06.03¦ 2.66 ¦104.60¦104.60¦104.60¦ 7.05¦ 0.01¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.06.03¦ 2.69 ¦104.70¦104.75¦104.75¦ 6.97¦ 1.47¦ ¦
+---------+--------+-------+------+------+------+------+-------+--------+
¦20.04.05 ¦16.06.03¦ 2.07 ¦110.85¦110.85¦110.85¦ 6.28¦ 15.00¦ 27021 ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.06.03¦ 2.15 ¦110.90¦110.94¦110.94¦ 6.21¦ 7.85¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.06.03¦ 2.19 ¦111.00¦111.10¦111.10¦ 6.12¦ 8.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.06.03¦ 2.22 ¦110.60¦110.92¦110.60¦ 6.34¦ 31.27¦ ¦
+---------+--------+-------+------+------+------+------+-------+--------+
¦20.07.05 ¦18.06.03¦ 1.46 ¦103.10¦103.10¦103.10¦ 6.59¦ 0.47¦ 27023 ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.06.03¦ 1.48 ¦103.24¦103.24¦103.24¦ 6.51¦ 0.10¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.06.03¦ 1.51 ¦102.87¦102.90¦102.87¦ 6.70¦ 303.40¦ ¦
+---------+--------+-------+------+------+------+------+-------+--------+
¦14.09.05 ¦18.06.03¦ 0.00 ¦112.30¦112.49¦112.30¦ 6.38¦ 20.48¦ 27018 ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.06.03¦ 0.04 ¦112.00¦112.50¦112.20¦ 6.59¦ 14.20¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.06.03¦ 0.12 ¦111.80¦111.80¦111.80¦ 6.68¦ 10.00¦ ¦
+---------+--------+-------+------+------+------+------+-------+--------+
¦15.02.06 ¦18.06.03¦ 0.77 ¦105.35¦105.50¦105.50¦ 6.62¦ 26.79¦ 27022 ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.06.03¦ 0.79 ¦105.35¦105.55¦105.50¦ 6.63¦ 22.90¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.06.03¦ 0.82 ¦105.15¦105.40¦105.15¦ 6.70¦ 35.30¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.06.03¦ 0.85 ¦105.15¦105.15¦105.15¦ 6.75¦ 24.00¦ ¦
+---------+--------+-------+------+------+------+------+-------+--------+
¦02.08.06 ¦16.06.03¦ 4.68 ¦107.18¦107.35¦107.35¦ 7.00¦ 12.44¦ 45002 ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.06.03¦ 4.72 ¦106.90¦106.90¦106.90¦ 7.17¦ 20.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.06.03¦ 4.76 ¦106.60¦106.90¦106.90¦ 7.28¦ 79.32¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.06.03¦ 4.80 ¦107.15¦107.20¦107.20¦ 6.99¦ 23.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.06.03¦ 4.83 ¦107.15¦107.15¦107.15¦ 6.99¦ 4.50¦ ¦
+---------+--------+-------+------+------+------+------+-------+--------+
¦15.11.06 ¦16.06.03¦ 1.00 ¦110.90¦111.16¦111.00¦ 7.07¦ 102.49¦ 45001 ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.06.03¦ 1.04 ¦110.60¦111.18¦110.60¦ 7.19¦ 206.27¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.06.03¦ 1.07 ¦110.45¦110.80¦110.66¦ 7.22¦ 344.52¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.06.03¦ 1.11 ¦110.70¦111.27¦111.27¦ 7.04¦ 291.06¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.06.03¦ 1.15 ¦111.00¦111.10¦111.10¦ 7.02¦ 196.19¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.06.03¦ 1.19 ¦111.00¦111.01¦111.01¦ 7.04¦ 13.25¦ ¦
+---------+--------+-------+------+------+------+------+-------+--------+
¦10.09.08 ¦16.06.03¦ 3.41 ¦115.60¦115.68¦115.60¦ 7.08¦ 2.59¦ 46001 ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦17.06.03¦ 3.45 ¦114.70¦116.00¦114.70¦ 7.30¦ 38.23¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.06.03¦ 0.00 ¦114.40¦114.80¦114.50¦ 7.37¦ 163.34¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.06.03¦ 0.04 ¦115.10¦115.50¦115.50¦ 7.15¦ 53.21¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.06.03¦ 0.08 ¦115.00¦115.50¦115.45¦ 7.12¦ 29.09¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.06.03¦ 0.12 ¦115.50¦115.55¦115.55¦ 7.10¦ 14.00¦ ¦
+---------+--------+-------+------+------+------+------+-------+--------+
¦14.07.10 ¦17.06.03¦ 4.72 ¦116.00¦116.00¦116.00¦ 7.46¦ 0.19¦ 46003 ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦18.06.03¦ 4.76 ¦115.77¦115.77¦115.77¦ 7.50¦ 89.81¦ ¦
+---------+--------+-------+------+------+------+------+-------+--------+
¦08.08.12 ¦18.06.03¦ 4.74 ¦111.85¦112.60¦112.20¦ 7.77¦ 220.34¦ 46002 ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.06.03¦ 4.77 ¦112.11¦112.55¦112.50¦ 7.72¦ 80.14¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.06.03¦ 4.81 ¦112.35¦112.45¦112.45¦ 7.73¦ 43.78¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.06.03¦ 4.84 ¦112.40¦112.50¦112.50¦ 7.72¦ 15.60¦ ¦
+---------+--------+-------+------+------+------+------+-------+--------+
¦29.08.18 ¦18.06.03¦ 3.02 ¦108.60¦109.30¦109.00¦ 7.84¦ 183.61¦ 46014 ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦19.06.03¦ 3.05 ¦109.69¦109.90¦109.80¦ 7.70¦ 37.97¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.06.03¦ 3.11 ¦109.30¦109.31¦109.31¦ 7.76¦ 10.00¦ ¦
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 ¦ 159 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 24.11.2003 ¦ 156 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2004 ¦ 268 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2004 ¦ 268 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2003 ¦ 159 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 24.11.2003 ¦ 156 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 25.11.2003 ¦ 157 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 27.11.2003 ¦ 159 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 28.11.2003 ¦ 160 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 17.09.2003 ¦ 88 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 09.07.2003 ¦ 18 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 19.11.2003 ¦ 151 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 03.09.2003 ¦ 74 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 17.09.2003 ¦ 88 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 06.08.2003 ¦ 46 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 20.08.2003 ¦ 60 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 06.08.2003 ¦ 46 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 17.09.2003 ¦ 88 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 23.07.2003 ¦ 32 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27022 ¦ 20.08.2003 ¦ 60 ¦ 10.00 ¦ 24.93 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27023 ¦ 23.07.2003 ¦ 32 ¦ 9.50 ¦ 23.68 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 23.07.2003 ¦ 32 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 20.08.2003 ¦ 60 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45002 ¦ 06.08.2003 ¦ 46 ¦ 14.00 ¦ 66.36 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 17.09.2003 ¦ 88 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46002 ¦ 20.08.2003 ¦ 60 ¦ 13.00 ¦ 69.81 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46003 ¦ 23.07.2003 ¦ 32 ¦ 14.00 ¦ 60.99 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46014 ¦ 17.09.2003 ¦ 88 ¦ 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¦ 32¦ 1 ¦ 2 ¦ ¦ 3025.287¦ 1974.713¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21166 ¦05.02.03¦06.08.03¦ 46¦ 1 ¦ 2 ¦ ¦ 2039.979¦ 2960.021¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21167 ¦05.03.03¦03.09.03¦ 74¦ 1 ¦ 2 ¦ ¦ 4522.588¦ 1477.412¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21168 ¦02.04.03¦08.10.03¦ 109¦ 1 ¦ ¦ ¦ 5994.811¦ 5.189¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21169 ¦07.05.03¦05.11.03¦ 137¦ 1 ¦ ¦ ¦ 2468.554¦ 2531.446¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 159¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 884¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 268¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 633¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 525¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1248¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1613¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 1979¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2344¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 88¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 109¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 151¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 347¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 543¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 228¦ 3 ¦ 62 ¦ ¦ 16000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 60¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 410¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 816¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 669¦ 2 ¦ 2 ¦ ¦ 10941.601¦ 58.399¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27022 ¦19.02.03¦15.02.06¦ 970¦ 3 ¦ 10 ¦ ¦ 21295.514¦ 2704.486¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27023 ¦23.04.03¦20.07.05¦ 760¦ 3 ¦ 3 ¦ ¦ 20291.893¦ 2708.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 214¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1243¦ 5 ¦ 81 ¦ ¦ 30354.634¦ 1645.366¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45002 ¦14.02.03¦02.08.06¦ 1138¦ 1 ¦ ¦ ¦ 9200.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 1908¦ 3 ¦ 45 ¦ ¦ 27830.000¦ 3170.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46002 ¦05.02.03¦08.08.12¦ 3336¦ 2 ¦ 26 ¦ ¦ 22619.652¦ 4580.348¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46003 ¦14.02.03¦14.07.10¦ 2580¦ 1 ¦ ¦ ¦ 8000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46014 ¦05.03.03¦29.08.18¦ 5548¦ 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--------T--------¬
¦ ¦16.06.03¦17.06.03¦18.06.03¦19.06.03¦20.06.03¦21.06.03¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 3.81 ¦ 3.92 ¦ 3.86 ¦ 3.89 ¦ 3.95 ¦ 4.13 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 5.81 ¦ 6.11 ¦ 6.03 ¦ 6.01 ¦ 5.97 ¦ 5.91 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 7.50 ¦ 7.55 ¦ 7.62 ¦ 7.49 ¦ 7.49 ¦ 7.51 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 6.10 ¦ 6.17 ¦ 6.12 ¦ 6.15 ¦ 6.22 ¦ 6.24 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 3.63 ¦ 4.09 ¦ 3.97 ¦ 4.00 ¦ 3.99 ¦ 4.10 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 6.75 ¦ 7.13 ¦ 4.35 ¦ 7.10 ¦ 7.05 ¦ 6.97 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 7.06 ¦ 7.21 ¦ 7.63 ¦ 7.38 ¦ 7.27 ¦ 7.55 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 5.45 ¦ 4.19 ¦ 5.47 ¦ 5.88 ¦ 6.49 ¦ 5.14 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.39 ¦ 6.00 ¦ 0.44 ¦ 0.11 ¦ 0.33 ¦ 6.79 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.12 ¦ 0.06 ¦ 0.00 ¦ 0.01 ¦ 0.00 ¦ 0.09 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.10 ¦ 0.22 ¦ 0.91 ¦ 0.41 ¦ 0.23 ¦ 0.04 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.06 ¦ 0.22 ¦ 0.35 ¦ 0.12 ¦ 0.38 ¦ 0.34 ¦
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---------T---------¬
¦ ¦ 16.06.03¦ 17.06.03¦ 18.06.03¦ 19.06.03¦ 20.06.03¦ 21.06.03¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦300842.98¦300842.98¦300842.98¦300842.98¦300842.98¦300842.98¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 18051.22¦ 18051.22¦ 18051.22¦ 18051.22¦ 18051.22¦ 18051.22¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1749.36¦ 1749.36¦ 1749.36¦ 1749.36¦ 1749.36¦ 1749.36¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦118098.84¦118098.84¦118098.84¦118098.84¦118098.84¦118098.84¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦162943.57¦162943.57¦162943.57¦162943.57¦162943.57¦162943.57¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦330542.72¦330118.35¦327855.04¦328540.91¦328486.93¦328453.61¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 17874.49¦ 17873.75¦ 17876.50¦ 17875.66¦ 17876.61¦ 17876.06¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1840.60¦ 1833.78¦ 1835.78¦ 1836.50¦ 1837.75¦ 1839.71¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦136208.40¦135892.88¦134592.44¦135291.66¦135351.01¦135317.18¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦174619.22¦174517.93¦173550.32¦173537.09¦173421.55¦173420.66¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 867.96¦ 866.70¦ 869.17¦ 870.72¦ 869.72¦ 868.16¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 88.88¦ 87.88¦ 86.88¦ 85.88¦ 84.88¦ 83.88¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 444.69¦ 443.18¦ 442.23¦ 441.45¦ 440.73¦ 440.07¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 1504.70¦ 1504.18¦ 1511.50¦ 1513.35¦ 1512.11¦ 1510.05¦
+----------------------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 455.49¦ 454.53¦ 456.12¦ 455.10¦ 453.79¦ 452.68¦
L----------------------+---------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный
по объемам в обращении.
Департамент операций
на открытом рынке
Банка России
|
