ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 30 мая 2003 г. N 19
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 156.53 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 ¦27.05.03¦99.380¦99.400¦99.380¦ 3.98 ¦ 6.00 ¦ 21165 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦28.05.03¦99.400¦99.400¦99.400¦ 3.93 ¦ 4.16 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦29.05.03¦99.400¦99.401¦99.401¦ 4.00 ¦ 15.00 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦30.05.03¦99.441¦99.441¦99.441¦ 3.80 ¦ 3.69 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦06.08.03 ¦29.05.03¦99.000¦99.000¦99.000¦ 5.34 ¦ 10.00 ¦ 21166 ¦
+---------+--------+------+------+------+-------+-------+--------+
¦03.09.03 ¦28.05.03¦98.694¦98.950¦98.950¦ 3.97 ¦ 10.20 ¦ 21167 ¦
+---------+--------+------+------+------+-------+-------+--------+
¦08.10.03 ¦26.05.03¦98.550¦98.550¦98.550¦ 3.98 ¦ 50.00 ¦ 21168 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦27.05.03¦98.560¦98.560¦98.560¦ 3.98 ¦ 15.00 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦28.05.03¦98.205¦98.588¦98.587¦ 4.48 ¦ 19.16 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦29.05.03¦98.574¦98.680¦98.680¦ 3.82 ¦ 17.00 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦30.05.03¦98.500¦98.689¦98.689¦ 4.17 ¦ 6.32 ¦ ¦
L---------+--------+------+------+------+-------+-------+---------
Торговля ОФЗ при суммарном объеме сделок за неделю 4539.483
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.) ¦ ¦ ¦ ¦ ¦ ¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.06.03 ¦26.05.03¦ 2.30 ¦100.120¦100.120¦100.120¦ 3.22 ¦ 3.00¦ 27009 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.05.03¦ 2.30 ¦100.112¦100.124¦100.124¦ 3.58 ¦ 22.64¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.05.03¦ 2.30 ¦100.000¦100.142¦100.142¦ 5.11 ¦ 50.64¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦29.05.03¦ 2.30 ¦100.106¦100.110¦100.110¦ 5.49 ¦ 50.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦30.05.03¦ 2.40 ¦100.050¦100.055¦100.055¦ 3.33 ¦ 154.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦17.09.03 ¦26.05.03¦ 1.90 ¦101.700¦101.775¦101.775¦ 4.35 ¦ 7.09¦ 27010 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.05.03¦ 1.90 ¦101.650¦101.739¦101.739¦ 4.40 ¦ 9.58¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.05.03¦ 1.90 ¦101.500¦101.839¦101.839¦ 4.50 ¦ 25.39¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦29.05.03¦ 2.00 ¦101.650¦101.650¦101.650¦ 4.44 ¦ 5.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦30.05.03¦ 2.00 ¦101.600¦101.650¦101.650¦ 4.49 ¦ 2.23¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦17.09.03 ¦29.05.03¦ 3.81 ¦100.492¦100.492¦100.492¦ 4.20 ¦2448.99¦ 26197 ¦
¦<*> ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦08.10.03 ¦27.05.03¦ 1.30 ¦102.065¦102.070¦102.070¦ 4.43 ¦ 18.00¦ 27011 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.05.03¦ 1.30 ¦101.700¦102.085¦102.085¦ 5.47 ¦ 0.09¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦29.05.03¦ 1.40 ¦101.601¦102.000¦102.000¦ 4.41 ¦ 9.84¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦30.05.03¦ 1.40 ¦102.000¦102.000¦102.000¦ 4.45 ¦ 18.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦19.11.03 ¦26.05.03¦ 0.10 ¦102.400¦102.450¦102.450¦ 5.05 ¦ 13.38¦ 27012 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦30.05.03¦ 0.20 ¦102.350¦102.350¦102.350¦ 5.11 ¦ 0.39¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦21.01.04 ¦26.05.03¦ 0.90 ¦102.990¦103.100¦103.100¦ 5.33 ¦ 8.20¦ 28001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.05.03¦ 0.90 ¦103.090¦103.130¦103.130¦ 5.33 ¦ 23.24¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.05.03¦ 1.00 ¦102.850¦102.905¦102.901¦ 5.55 ¦ 2.06¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦29.05.03¦ 1.00 ¦102.711¦103.087¦103.087¦ 5.37 ¦ 4.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦30.05.03¦ 1.00 ¦103.000¦103.095¦103.095¦ 5.35 ¦ 28.84¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.02.04 ¦26.05.03¦ 0.63 ¦104.700¦104.700¦104.700¦ 5.18 ¦ 1.15¦ 27015 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.05.03¦ 0.66 ¦104.310¦104.679¦104.679¦ 5.32 ¦ 5.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.05.03¦ 0.69 ¦104.560¦104.560¦104.560¦ 5.33 ¦ 5.02¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦30.05.03¦ 0.76 ¦104.500¦104.650¦104.500¦ 5.27 ¦ 19.21¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.03.04 ¦27.05.03¦ 2.00 ¦102.800¦102.800¦102.800¦ 6.25 ¦ 0.05¦ 26002 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.05.03¦ 2.03 ¦103.500¦103.500¦103.500¦ 5.36 ¦ 0.12¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦02.06.04 ¦26.05.03¦ 2.70 ¦106.000¦106.300¦106.300¦ 5.73 ¦ 20.10¦ 27013 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.05.03¦ 2.73 ¦106.348¦106.348¦106.348¦ 5.67 ¦ 15.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.08.04 ¦28.05.03¦ 0.69 ¦107.450¦107.450¦107.450¦ 5.60 ¦ 0.50¦ 27017 ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.12.04 ¦26.05.03¦ 2.24 ¦108.500¦108.500¦108.500¦ 6.38 ¦ 10.00¦ 27014 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.05.03¦ 2.27 ¦108.635¦108.670¦108.635¦ 6.28 ¦ 4.15¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦29.05.03¦ 2.33 ¦108.500¦108.645¦108.500¦ 6.30 ¦ 8.43¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.03.05 ¦26.05.03¦ 1.97 ¦105.300¦105.300¦105.300¦ 6.75 ¦ 0.77¦ 26003 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.05.03¦ 2.00 ¦104.000¦105.300¦105.300¦ 6.98 ¦ 2.02¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.05.03¦ 2.03 ¦105.300¦105.300¦105.300¦ 6.74 ¦ 0.40¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦20.04.05 ¦26.05.03¦ 1.27 ¦110.800¦111.050¦111.050¦ 6.50 ¦ 6.01¦ 27021 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.05.03¦ 1.30 ¦110.900¦110.900¦110.900¦ 6.47 ¦ 2.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.05.03¦ 1.34 ¦110.900¦110.900¦110.900¦ 6.46 ¦ 1.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦30.05.03¦ 1.42 ¦110.850¦110.990¦110.850¦ 6.40 ¦ 75.40¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦20.07.05 ¦26.05.03¦ 0.86 ¦103.295¦103.300¦103.300¦ 6.58 ¦ 1.92¦ 27023 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.05.03¦ 0.89 ¦103.001¦103.350¦103.350¦ 6.55 ¦ 56.44¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.05.03¦ 0.91 ¦103.300¦103.350¦103.350¦ 6.55 ¦ 102.30¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦30.05.03¦ 0.96 ¦103.290¦103.300¦103.290¦ 6.56 ¦ 55.59¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦14.09.05 ¦26.05.03¦ 2.61 ¦112.488¦112.600¦112.490¦ 6.56 ¦ 18.69¦ 27018 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.05.03¦ 2.65 ¦112.500¦112.500¦112.500¦ 6.56 ¦ 2.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.05.03¦ 2.69 ¦112.000¦112.160¦112.160¦ 6.73 ¦ 1.33¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦29.05.03¦ 2.72 ¦112.000¦112.150¦112.150¦ 6.72 ¦ 2.31¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦30.05.03¦ 2.76 ¦112.100¦112.130¦112.100¦ 6.71 ¦ 39.50¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.02.06 ¦26.05.03¦ 0.14 ¦105.500¦105.750¦105.750¦ 6.62 ¦ 19.82¦ 27022 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.05.03¦ 0.16 ¦105.700¦105.720¦105.720¦ 6.61 ¦ 48.20¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.05.03¦ 0.19 ¦105.650¦105.650¦105.650¦ 6.63 ¦ 5.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦29.05.03¦ 0.22 ¦105.650¦105.650¦105.650¦ 6.63 ¦ 5.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦02.08.06 ¦26.05.03¦ 3.87 ¦107.999¦108.020¦107.999¦ 6.76 ¦ 7.00¦ 45002 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.05.03¦ 3.91 ¦107.999¦108.100¦107.999¦ 6.75 ¦ 4.98¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.05.03¦ 3.95 ¦107.400¦107.600¦107.400¦ 7.07 ¦ 40.33¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦29.05.03¦ 3.99 ¦107.200¦107.400¦107.400¦ 7.17 ¦ 19.17¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦30.05.03¦ 4.03 ¦107.000¦107.202¦107.000¦ 7.25 ¦ 118.46¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.11.06 ¦26.05.03¦ 0.19 ¦112.230¦112.230¦112.230¦ 6.73 ¦ 2.14¦ 45001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.05.03¦ 0.23 ¦112.230¦112.250¦112.250¦ 6.72 ¦ 8.06¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.05.03¦ 0.27 ¦111.402¦112.230¦111.402¦ 6.99 ¦ 70.98¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦29.05.03¦ 0.31 ¦111.000¦111.500¦111.000¦ 7.12 ¦ 72.50¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦30.05.03¦ 0.35 ¦110.500¦111.250¦110.500¦ 7.24 ¦ 140.53¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦10.09.08 ¦26.05.03¦ 2.61 ¦116.998¦117.000¦117.000¦ 6.83 ¦ 1.05¦ 46001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.05.03¦ 2.65 ¦115.750¦117.000¦116.200¦ 7.07 ¦ 40.89¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.05.03¦ 2.69 ¦115.650¦116.000¦115.665¦ 7.12 ¦ 39.83¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦29.05.03¦ 2.72 ¦115.400¦115.800¦115.400¦ 7.19 ¦ 14.22¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦30.05.03¦ 2.76 ¦115.500¦115.655¦115.500¦ 7.19 ¦ 7.15¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦08.08.12 ¦26.05.03¦ 3.92 ¦112.810¦113.250¦112.810¦ 7.68 ¦ 73.43¦ 46002 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.05.03¦ 3.95 ¦112.900¦113.050¦113.000¦ 7.68 ¦ 42.33¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.05.03¦ 3.99 ¦113.000¦113.200¦113.000¦ 7.66 ¦ 79.09¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦29.05.03¦ 4.03 ¦102.799¦113.000¦112.701¦ 8.06 ¦ 11.03¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦30.05.03¦ 4.06 ¦112.500¦113.000¦112.770¦ 7.71 ¦ 30.59¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦29.08.18 ¦26.05.03¦ 2.36 ¦110.000¦110.000¦110.000¦ 7.68 ¦ 7.00¦ 46014 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦27.05.03¦ 2.39 ¦110.000¦110.150¦110.000¦ 7.68 ¦ 44.92¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.05.03¦ 2.42 ¦109.600¦110.140¦110.000¦ 7.67 ¦ 107.62¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦29.05.03¦ 2.45 ¦109.999¦110.101¦110.100¦ 7.67 ¦ 100.24¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦30.05.03¦ 2.47 ¦109.600¦110.000¦109.801¦ 7.73 ¦ 16.93¦ ¦
L---------+--------+------+-------+-------+-------+------+-------+---------
--------------------------------
<*> Дата обратного выкупа Банком России.
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 ¦ 181 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 24.11.2003 ¦ 178 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2004 ¦ 290 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2004 ¦ 290 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2003 ¦ 181 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 24.11.2003 ¦ 178 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 25.11.2003 ¦ 179 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 27.11.2003 ¦ 181 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 28.11.2003 ¦ 182 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 04.06.2003 ¦ 5 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 18.06.2003 ¦ 19 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 09.07.2003 ¦ 40 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 19.11.2003 ¦ 173 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 04.06.2003 ¦ 5 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 18.06.2003 ¦ 19 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 06.08.2003 ¦ 68 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 20.08.2003 ¦ 82 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 06.08.2003 ¦ 68 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 18.06.2003 ¦ 19 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 23.07.2003 ¦ 54 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27022 ¦ 20.08.2003 ¦ 82 ¦ 10.00 ¦ 24.93 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27023 ¦ 23.07.2003 ¦ 54 ¦ 9.50 ¦ 23.68 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 23.07.2003 ¦ 54 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 20.08.2003 ¦ 82 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45002 ¦ 06.08.2003 ¦ 68 ¦ 14.00 ¦ 66.36 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 18.06.2003 ¦ 19 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46002 ¦ 20.08.2003 ¦ 82 ¦ 13.00 ¦ 69.81 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46014 ¦ 17.09.2003 ¦ 110 ¦ 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¦ 54¦ 1 ¦ 2 ¦ ¦ 3025.287¦ 1974.713¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21166 ¦05.02.03¦06.08.03¦ 68¦ 1 ¦ 2 ¦ ¦ 2039.979¦ 2960.021¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21167 ¦05.03.03¦03.09.03¦ 96¦ 1 ¦ 2 ¦ ¦ 4522.588¦ 1477.412¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21168 ¦02.04.03¦08.10.03¦ 131¦ 1 ¦ ¦ ¦ 5994.811¦ 5.189¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21169 ¦07.05.03¦05.11.03¦ 159¦ 1 ¦ ¦ ¦ 2468.554¦ 2531.446¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 181¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 906¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 290¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 655¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 547¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1270¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1635¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2001¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2366¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 5¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 110¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 131¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 173¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 369¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 565¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 250¦ 3 ¦ 62 ¦ ¦ 16000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 82¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 432¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 838¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 691¦ 2 ¦ 2 ¦ ¦ 10941.601¦ 58.399¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27022 ¦19.02.03¦15.02.06¦ 992¦ 3 ¦ 10 ¦ ¦ 21295.514¦ 2704.486¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27023 ¦23.04.03¦20.07.05¦ 782¦ 2 ¦ 3 ¦ ¦ 14312.999¦ 1687.001¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 236¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1265¦ 5 ¦ 81 ¦ ¦ 30354.634¦ 1645.366¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45002 ¦14.02.03¦02.08.06¦ 1160¦ 1 ¦ ¦ ¦ 9200.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 1930¦ 3 ¦ 45 ¦ ¦ 27830.000¦ 3170.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46002 ¦05.02.03¦08.08.12¦ 3358¦ 2 ¦ 26 ¦ ¦ 22619.652¦ 4580.348¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46014 ¦05.03.03¦29.08.18¦ 5570¦ 2 ¦ 4 ¦ ¦ 14792.759¦ 3207.241¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦291104.615¦42606.142¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦26.05.03¦27.05.03¦28.05.03¦29.05.03¦30.05.03¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 4.17 ¦ 4.17 ¦ 4.38 ¦ 4.10 ¦ 4.22 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 5.89 ¦ 6.04 ¦ 5.79 ¦ 5.79 ¦ 5.79 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 7.33 ¦ 7.37 ¦ 7.43 ¦ 7.58 ¦ 7.52 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 6.23 ¦ 6.22 ¦ 6.20 ¦ 6.20 ¦ 6.20 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 3.98 ¦ 3.98 ¦ 4.31 ¦ 4.14 ¦ 4.10 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 6.75 ¦ 6.97 ¦ 6.58 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 7.64 ¦ 7.55 ¦ 7.55 ¦ 7.59 ¦ 7.42 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 6.32 ¦ 6.38 ¦ 6.46 ¦ 6.17 ¦ 6.39 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.28 ¦ 0.12 ¦ 0.19 ¦ 0.23 ¦ 0.06 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.05 ¦ 0.12 ¦ 0.03 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.09 ¦ 0.14 ¦ 0.32 ¦ 0.20 ¦ 0.29 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.07 ¦ 0.12 ¦ 0.11 ¦ 0.05 ¦ 0.23 ¦
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---------¬
¦ ¦ 26.05.03¦ 27.05.03¦ 28.05.03¦ 29.05.03¦ 30.05.03¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦291104.62¦291104.62¦291104.62¦291104.62¦291104.62¦
¦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 ¦104797.05¦104797.05¦104797.05¦104797.05¦104797.05¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦166507.00¦166507.00¦166507.00¦166507.00¦166507.00¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦318080.08¦317924.41¦317577.88¦316950.46¦317340.39¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 17822.50¦ 17824.88¦ 17817.48¦ 17835.08¦ 17829.57¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1831.26¦ 1827.69¦ 1834.49¦ 1834.93¦ 1835.35¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦120770.59¦120553.58¦120295.08¦119563.38¦119918.19¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦177655.74¦177718.26¦177630.84¦177717.08¦177757.28¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 809.19¦ 807.66¦ 806.75¦ 802.03¦ 803.42¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 109.91¦ 108.90¦ 107.89¦ 106.90¦ 105.89¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 462.01¦ 460.70¦ 460.17¦ 459.36¦ 458.56¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 1459.53¦ 1458.40¦ 1458.76¦ 1452.38¦ 1455.84¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 440.82¦ 439.89¦ 438.87¦ 437.79¦ 436.81¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный
по объемам в обращении.
Департамент операций
на открытом рынке
Банка России
|
