ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 18 апреля 2003 г. N 14
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 441.44 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.)| |
+---------+--------+------+------+------+-------+-------+--------+
|23.04.03 |15.04.03|99.891|99.913|99.913| 4.48 | 0.02 | 21163 |
+---------+--------+------+------+------+-------+-------+--------+
|07.05.03 |17.04.03|99.726|99.726|99.726| 5.01 | 2.50 | 21164 |
+---------+--------+------+------+------+-------+-------+--------+
|23.07.03 |15.04.03|98.530|98.530|98.530| 5.50 | 4.58 | 21165 |
| +--------+------+------+------+-------+-------+ |
| |16.04.03|98.432|98.546|98.432| 5.84 |135.10 | |
| +--------+------+------+------+-------+-------+ |
| |17.04.03|98.482|98.560|98.560| 5.64 | 21.62 | |
| +--------+------+------+------+-------+-------+ |
| |18.04.03|98.502|98.600|98.517| 5.69 |200.56 | |
+---------+--------+------+------+------+-------+-------+--------+
|06.08.03 |16.04.03|98.250|98.250|98.250| 5.80 | 45.00 | 21166 |
+---------+--------+------+------+------+-------+-------+--------+
|03.09.03 |15.04.03|97.900|97.900|97.900| 5.55 | 1.00 | 21167 |
| +--------+------+------+------+-------+-------+ |
| |17.04.03|97.950|97.950|97.950| 5.50 | 20.00 | |
| +--------+------+------+------+-------+-------+ |
| |18.04.03|97.980|97.980|97.980| 5.45 | 5.41 | |
+---------+--------+------+------+------+-------+-------+--------+
|08.10.03 |15.04.03|97.450|97.450|97.450| 5.43 | 5.64 | 21168 |
| +--------+------+------+------+-------+-------+ |
| |16.04.03|97.519|97.519|97.519| 5.31 | 0.01 | |
L---------+--------+------+------+------+-------+-------+---------
Торговля ОФЗ при суммарном объеме сделок за неделю 2401.183
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.) | | | | | | |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|21.05.03 |14.04.03| 1.50 |100.340|100.510|100.510| 4.98| 24.38| 27008 |
| +--------+------+-------+-------+-------+------+-------+ |
| |15.04.03| 1.50 |100.460|100.500|100.500| 5.12| 8.84| |
| +--------+------+-------+-------+-------+------+-------+ |
| |16.04.03| 1.50 |100.500|100.550|100.502| 5.00| 15.83| |
| +--------+------+-------+-------+-------+------+-------+ |
| |17.04.03| 1.60 |100.400|100.472|100.462| 4.68| 2.20| |
| +--------+------+-------+-------+-------+------+-------+ |
| |18.04.03| 1.60 |100.452|100.500|100.500| 4.42| 16.51| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|04.06.03 |14.04.03| 1.10 |100.500|100.700|100.694| 5.23| 10.23| 27009 |
| +--------+------+-------+-------+-------+------+-------+ |
| |15.04.03| 1.10 |100.600|100.740|100.690| 4.96| 30.16| |
| +--------+------+-------+-------+-------+------+-------+ |
| |16.04.03| 1.20 |100.600|100.700|100.700| 4.77| 24.20| |
| +--------+------+-------+-------+-------+------+-------+ |
| |17.04.03| 1.20 |100.540|100.650|100.641| 5.07| 37.24| |
| +--------+------+-------+-------+-------+------+-------+ |
| |18.04.03| 1.20 |100.632|100.652|100.650| 5.06| 48.12| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|20.08.03 |14.04.03| 1.78 |101.519|101.519|101.519| 7.77| 0.01| 27016 |
| +--------+------+-------+-------+-------+------+-------+ |
| |17.04.03| 1.87 |102.000|102.000|102.000| 6.18| 1.40| |
| +--------+------+-------+-------+-------+------+-------+ |
| |18.04.03| 1.91 |102.000|102.100|102.100| 6.05| 0.41| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|17.09.03 |14.04.03| 0.70 |101.665|101.740|101.740| 6.08| 15.11| 27010 |
| +--------+------+-------+-------+-------+------+-------+ |
| |15.04.03| 0.70 |101.720|101.760|101.750| 6.05| 26.49| |
| +--------+------+-------+-------+-------+------+-------+ |
| |16.04.03| 0.80 |101.700|101.750|101.750| 5.90| 17.93| |
| +--------+------+-------+-------+-------+------+-------+ |
| |17.04.03| 0.80 |101.727|101.810|101.730| 5.75| 21.73| |
| +--------+------+-------+-------+-------+------+-------+ |
| |18.04.03| 0.80 |101.780|101.810|101.810| 5.78| 4.18| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|08.10.03 |14.04.03| 0.10 |101.850|101.901|101.900| 6.24| 25.11| 27011 |
| +--------+------+-------+-------+-------+------+-------+ |
| |15.04.03| 0.20 |101.865|101.900|101.865| 6.06| 16.27| |
| +--------+------+-------+-------+-------+------+-------+ |
| |16.04.03| 0.20 |101.851|101.970|101.890| 6.14| 4.93| |
| +--------+------+-------+-------+-------+------+-------+ |
| |17.04.03| 0.20 |101.870|102.000|101.875| 6.02| 133.22| |
| +--------+------+-------+-------+-------+------+-------+ |
| |18.04.03| 0.20 |101.860|101.952|101.933| 6.09| 2.47| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|19.10.03 |14.04.03| 4.00 |102.135|102.400|102.400| 6.39| 0.89| 27012 |
| +--------+------+-------+-------+-------+------+-------+ |
| |17.04.03| 4.10 |102.150|102.500|102.500| 5.68| 5.03| |
| +--------+------+-------+-------+-------+------+-------+ |
| |18.04.03| 4.10 |102.400|102.500|102.500| 5.87| 6.11| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|21.01.04 |14.04.03| 2.30 |101.900|102.200|102.200| 7.32| 0.24| 28001 |
| +--------+------+-------+-------+-------+------+-------+ |
| |15.04.03| 2.30 |102.181|102.310|102.310| 7.07| 0.11| |
| +--------+------+-------+-------+-------+------+-------+ |
| |16.04.03| 2.30 |102.305|102.440|102.402| 6.97| 10.83| |
| +--------+------+-------+-------+-------+------+-------+ |
| |17.04.03| 2.30 |102.350|102.600|102.550| 6.85| 5.63| |
| +--------+------+-------+-------+-------+------+-------+ |
| |18.04.03| 2.40 |102.500|102.550|102.510| 6.68| 12.71| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|04.02.04 |14.04.03| 2.24 |103.550|104.150|104.150| 7.64| 116.04| 27015 |
| +--------+------+-------+-------+-------+------+-------+ |
| |15.04.03| 2.27 |103.920|104.000|104.000| 7.10| 90.15| |
| +--------+------+-------+-------+-------+------+-------+ |
| |16.04.03| 2.30 |104.200|104.200|104.200| 6.76| 1.70| |
| +--------+------+-------+-------+-------+------+-------+ |
| |17.04.03| 2.33 |103.950|104.199|104.199| 6.95| 26.21| |
| +--------+------+-------+-------+-------+------+-------+ |
| |18.04.03| 2.37 |104.050|104.200|104.200| 6.73| 20.19| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|15.03.04 |15.04.03| 0.85 |102.000|102.000|102.000| 7.63| 1.70| 26002 |
| +--------+------+-------+-------+-------+------+-------+ |
| |18.04.03| 0.93 |102.000|102.000|102.000| 7.60| 0.30| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|02.06.04 |14.04.03| 1.32 |105.300|105.300|105.300| 7.29| 5.44| 27013 |
| +--------+------+-------+-------+-------+------+-------+ |
| |15.04.03| 1.35 |105.250|105.261|105.261| 7.33| 32.02| |
| +--------+------+-------+-------+-------+------+-------+ |
| |16.04.03| 1.38 |105.320|105.400|105.400| 7.23| 3.70| |
| +--------+------+-------+-------+-------+------+-------+ |
| |17.04.03| 1.41 |105.260|105.400|105.400| 7.22| 25.06| |
| +--------+------+-------+-------+-------+------+-------+ |
| |18.04.03| 1.45 |105.350|105.450|105.370| 7.18| 24.40| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|04.08.04 |14.04.03| 2.24 |105.200|105.550|105.500| 7.79| 31.72| 27017 |
| +--------+------+-------+-------+-------+------+-------+ |
| |15.04.03| 2.27 |105.120|105.120|105.120| 8.07| 0.20| |
| +--------+------+-------+-------+-------+------+-------+ |
| |16.04.03| 2.30 |105.210|105.600|105.600| 7.72| 1.20| |
| +--------+------+-------+-------+-------+------+-------+ |
| |17.04.03| 2.33 |105.510|105.510|105.510| 7.73| 0.05| |
| +--------+------+-------+-------+-------+------+-------+ |
| |18.04.03| 2.37 |105.550|105.800|105.700| 7.50| 38.26| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|15.12.04 |14.04.03| 0.86 |107.000|107.110|107.110| 7.69| 28.05| 27014 |
| +--------+------+-------+-------+-------+------+-------+ |
| |15.04.03| 0.89 |106.150|106.150|106.150| 8.27| 0.50| |
| +--------+------+-------+-------+-------+------+-------+ |
| |16.04.03| 0.92 |106.800|106.800|106.800| 7.84| 0.15| |
| +--------+------+-------+-------+-------+------+-------+ |
| |18.04.03| 0.99 |106.850|106.850|106.850| 7.79| 1.26| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|15.03.05 |14.04.03| 0.82 |102.250|102.250|102.250| 8.66| 0.07| 26003 |
| +--------+------+-------+-------+-------+------+-------+ |
| |15.04.03| 0.85 |102.350|102.350|102.350| 8.60| 0.75| |
| +--------+------+-------+-------+-------+------+-------+ |
| |18.04.03| 0.93 |102.410|102.410|102.410| 8.56| 0.40| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|20.04.05 |15.04.03| 3.18 |108.950|108.950|108.950| 7.94| 0.05| 27021 |
| +--------+------+-------+-------+-------+------+-------+ |
| |16.04.03| 3.22 |109.200|109.200|109.200| 7.79| 0.13| |
| +--------+------+-------+-------+-------+------+-------+ |
| |18.04.03| 3.30 |109.400|109.400|109.400| 7.67| 3.00| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|14.09.05 |14.04.03| 1.00 |109.930|109.950|109.930| 8.07| 10.98| 27018 |
| +--------+------+-------+-------+-------+------+-------+ |
| |15.04.03| 1.04 |109.945|110.000|110.000| 8.05| 25.00| |
| +--------+------+-------+-------+-------+------+-------+ |
| |16.04.03| 1.07 |109.920|110.330|110.330| 7.99| 58.02| |
| +--------+------+-------+-------+-------+------+-------+ |
| |17.04.03| 1.11 |110.000|110.111|110.111| 7.97| 5.35| |
| +--------+------+-------+-------+-------+------+-------+ |
| |18.04.03| 1.15 |110.150|110.400|110.351| 7.91| 29.07| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|21.11.05 |16.04.03| 0.78 | 85.354| 85.555| 85.555| 8.45| 2.00| 27053 |
| +--------+------+-------+-------+-------+------+-------+ |
| |17.04.03| 0.78 | 85.980| 85.980| 85.980| 8.20| 2.56| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|15.02.06 |16.04.03| 1.53 |100.950|101.200|101.200| 8.66| 9.04| 27022 |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|02.08.06 |14.04.03| 2.26 |105.550|105.580|105.580| 8.53| 92.46| 45002 |
| +--------+------+-------+-------+-------+------+-------+ |
| |15.04.03| 2.30 |105.555|105.595|105.595| 8.51| 92.57| |
| +--------+------+-------+-------+-------+------+-------+ |
| |16.04.03| 2.34 |105.600|105.900|105.900| 8.46| 122.33| |
| +--------+------+-------+-------+-------+------+-------+ |
| |17.04.03| 2.38 |105.810|106.000|106.000| 8.32| 0.07| |
| +--------+------+-------+-------+-------+------+-------+ |
| |18.04.03| 2.42 |106.100|106.100|106.100| 8.19| 0.03| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|15.11.06 |14.04.03| 2.07 |108.000|108.120|108.120| 8.67| 24.66| 45001 |
| +--------+------+-------+-------+-------+------+-------+ |
| |15.04.03| 2.11 |108.100|108.115|108.110| 8.66| 30.48| |
| +--------+------+-------+-------+-------+------+-------+ |
| |16.04.03| 2.15 |108.100|108.280|108.280| 8.64| 58.88| |
| +--------+------+-------+-------+-------+------+-------+ |
| |17.04.03| 2.19 |108.480|108.555|108.555| 8.49| 76.77| |
| +--------+------+-------+-------+-------+------+-------+ |
| |18.04.03| 2.22 |108.500|108.700|108.700| 8.45| 59.43| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|10.09.08 |14.04.03| 1.00 |109.091|109.150|109.145| 9.04| 186.13| 46001 |
| +--------+------+-------+-------+-------+------+-------+ |
| |15.04.03| 1.04 |109.100|109.150|109.150| 9.03| 37.90| |
| +--------+------+-------+-------+-------+------+-------+ |
| |16.04.03| 1.07 |109.150|109.890|109.255| 9.01| 99.36| |
| +--------+------+-------+-------+-------+------+-------+ |
| |17.04.03| 1.11 |109.250|109.595|109.595| 8.93| 44.12| |
| +--------+------+-------+-------+-------+------+-------+ |
| |18.04.03| 1.15 |109.500|109.900|109.720| 8.87| 51.16| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|08.08.12 |14.04.03| 2.42 |104.980|105.000|105.000| 9.10| 9.04| 45002 |
| +--------+------+-------+-------+-------+------+-------+ |
| |15.04.03| 2.46 |105.050|105.075|105.070| 9.08| 54.03| |
| +--------+------+-------+-------+-------+------+-------+ |
| |16.04.03| 2.49 |105.350|105.700|105.378| 9.03| 93.44| |
| +--------+------+-------+-------+-------+------+-------+ |
| |17.04.03| 2.53 |105.400|105.622|105.620| 8.99| 29.68| |
| +--------+------+-------+-------+-------+------+-------+ |
| |18.04.03| 2.56 |105.800|106.000|106.000| 8.94| 7.45| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|29.08.18 |14.04.03| 1.15 |101.199|101.200|101.200| 9.04| 0.55| 46014 |
| +--------+------+-------+-------+-------+------+-------+ |
| |15.04.03| 1.18 |101.240|101.250|101.250| 9.03| 18.81| |
| +--------+------+-------+-------+-------+------+-------+ |
| |16.04.03| 1.21 |101.250|101.380|101.380| 9.01| 36.52| |
| +--------+------+-------+-------+-------+------+-------+ |
| |17.04.03| 1.24 |101.400|101.650|101.460| 9.00| 11.60| |
| +--------+------+-------+-------+-------+------+-------+ |
| |18.04.03| 1.27 |101.650|102.350|101.350| 8.88| 40.53| |
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 | 223 | 5.00 | 50.00 |
+--------+------------------------+-------+--------+-------------+
| 25053 | 24.11.2003 | 220 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 26002 | 15.03.2004 | 332 | 10.00 | 100.27 |
+--------+------------------------+-------+--------+-------------+
| 26003 | 15.03.2004 | 332 | 10.00 | 100.27 |
+--------+------------------------+-------+--------+-------------+
| 26032 | 27.11.2003 | 223 | 5.00 | 50.00 |
+--------+------------------------+-------+--------+-------------+
| 26175 | 24.11.2003 | 220 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 26176 | 25.11.2003 | 221 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 26177 | 27.11.2003 | 223 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 26178 | 28.11.2003 | 224 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 27008 | 21.05.2003 | 33 | 10.00 | 0.25 |
+--------+------------------------+-------+--------+-------------+
| 27009 | 04.06.2003 | 47 | 10.00 | 0.25 |
+--------+------------------------+-------+--------+-------------+
| 27010 | 18.06.2003 | 61 | 10.00 | 0.25 |
+--------+------------------------+-------+--------+-------------+
| 27011 | 09.07.2003 | 82 | 10.00 | 0.25 |
+--------+------------------------+-------+--------+-------------+
| 27012 | 21.05.2003 | 33 | 10.00 | 0.50 |
+--------+------------------------+-------+--------+-------------+
| 27013 | 04.06.2003 | 47 | 12.00 | 29.92 |
+--------+------------------------+-------+--------+-------------+
| 27014 | 18.06.2003 | 61 | 12.00 | 29.92 |
+--------+------------------------+-------+--------+-------------+
| 27015 | 07.05.2003 | 19 | 12.00 | 29.92 |
+--------+------------------------+-------+--------+-------------+
| 27016 | 21.05.2003 | 33 | 12.00 | 29.92 |
+--------+------------------------+-------+--------+-------------+
| 27017 | 07.05.2003 | 19 | 12.00 | 29.92 |
+--------+------------------------+-------+--------+-------------+
| 27018 | 18.06.2003 | 61 | 14.00 | 34.90 |
+--------+------------------------+-------+--------+-------------+
| 27021 | 23.04.2003 | 5 | 14.00 | 34.90 |
+--------+------------------------+-------+--------+-------------+
| 27022 | 21.05.2003 | 33 | 10.00 | 24.93 |
+--------+------------------------+-------+--------+-------------+
| 28001 | 23.04.2003 | 5 | 10.00 | 0.25 |
+--------+------------------------+-------+--------+-------------+
| 45001 | 21.05.2003 | 33 | 14.00 | 34.90 |
+--------+------------------------+-------+--------+-------------+
| 45002 | 06.08.2003 | 110 | 14.00 | 66.36 |
+--------+------------------------+-------+--------+-------------+
| 46001 | 18.06.2003 | 61 | 14.00 | 34.90 |
+--------+------------------------+-------+--------+-------------+
| 46002 | 20.08.2003 | 124 | 13.00 | 69.81 |
+--------+------------------------+-------+--------+-------------+
| 46014 | 17.09.2003 | 152 | 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 | | | |
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21163 |23.10.02|23.04.03| 5| 1 | 8 | | 3663.739| 336.261|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21164 |20.11.02|07.05.03| 19| 1 | 1 | | 1787.724| 3212.276|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21165 |04.12.02|23.07.03| 96| 1 | 2 | | 3025.287| 1974.713|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21166 |05.02.03|06.08.03| 110| 1 | 2 | | 2039.979| 2960.021|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21167 |05.03.03|03.09.03| 138| 1 | 2 | | 4522.588| 1477.412|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21168 |02.04.03|08.10.03| 173| 1 | | | 5994.811| 5.189|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 25029 |27.11.98|27.11.03| 223| | | | 163.722| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 25053 |26.12.00|21.11.05| 948| | | | 5.036| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26002 |15.03.97|15.03.04| 332| 1 | | | 265.174| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26003 |15.03.97|15.03.05| 697| 1 | | | 1131.559| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26032 |27.11.98|27.11.04| 589| | | | 163.722| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26175 |26.12.00|20.11.06| 1312| | | | 5.036| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26176 |26.12.00|20.11.07| 1677| | | | 5.036| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26177 |26.12.00|20.11.08| 2043| | | | 5.035| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26178 |26.12.00|20.11.09| 2408| | | | 5.035| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27008 |19.08.98|21.05.03| 33| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27009 |19.08.98|04.06.03| 47| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27010 |19.08.98|17.09.03| 152| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27011 |19.08.98|08.10.03| 173| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27012 |14.11.99|19.11.03| 215| | | | 9115.111| 8491.289|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27013 |06.06.01|02.06.04| 411| 3 | 65 | | 15000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27014 |11.07.01|15.12.04| 607| 2 | 78 | | 10000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27015 |08.08.01|04.02.04| 292| 3 | 62 | | 16000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27016 |21.11.01|20.08.03| 124| 1 | 1 | | 5672.494| 6327.506|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27017 |06.02.02|04.08.04| 474| 2 | 64 | | 12000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27018 |20.03.02|14.09.05| 880| 2 | 45 | | 14000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27021 |09.10.02|20.04.05| 733| 2 | 2 | | 10941.601| 58.399|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27022 |19.02.03|15.02.06| 1034| 3 | 8 | | 20669.389| 3330.611|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 28001 |19.08.98|21.01.04| 278| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 45001 |22.05.02|15.11.06| 1307| 5 | 81 | | 30354.634| 1645.366|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 45002 |14.02.03|02.08.06| 1202| 1 | | | 9200.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 46001 |18.09.02|10.09.08| 1972| 3 | 45 | | 27830.000| 3170.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 46002 |05.02.03|08.08.12| 3400| 2 | 20 | | 21666.943| 5533.057|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 46014 |05.02.03|29.08.18| 5612| 1 | 4 | | 10000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
|Итого: | |282945.251|40754.257|
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T---------
| |14.04.03|15.04.03|16.04.03|17.04.03|18.04.03|
+--------------------------+--------+--------+--------+--------+--------+
|1. Индикаторы (% годовых):| | | | | |
+--------------------------+--------+--------+--------+--------+--------+
|а) рыночного портфеля <*> | | | | | |
+--------------------------+--------+--------+--------+--------+--------+
| ГКО | 5.45 | 5.49 | 5.50 | 5.44 | 5.43 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ПД | 7.41 | 7.36 | 7.36 | 7.36 | 7.32 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-АД | 8.97 | 8.96 | 8.93 | 8.86 | 8.79 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ФД | 7.96 | 7.96 | 7.78 | 7.75 | 7.68 |
+--------------------------+--------+--------+--------+--------+--------+
|б) оборота рынка <**> | | | | | |
+--------------------------+--------+--------+--------+--------+--------+
| ГКО | 0.00 | 5.46 | 5.83 | 5.55 | 5.68 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ПД | 8.66 | 8.09 | 8.45 | 8.20 | 8.31 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-АД | 8.91 | 8.91 | 8.90 | 8.83 | 8.80 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ФД | 7.56 | 7.30 | 7.84 | 6.53 | 7.36 |
+--------------------------+--------+--------+--------+--------+--------+
|2. Коэффициенты | | | | | |
| оборачиваемости | | | | | |
+--------------------------+--------+--------+--------+--------+--------+
| ГКО | 0.00 | 0.05 | 0.86 | 0.21 | 0.98 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ПД | 0.00 | 0.14 | 0.10 | 0.12 | 0.04 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-АД | 0.32 | 0.24 | 0.41 | 0.16 | 0.16 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ФД | 0.17 | 0.14 | 0.09 | 0.16 | 0.13 |
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----------
| | 14.04.03| 15.04.03| 16.04.03| 17.04.03| 18.04.03|
+----------------------+---------+---------+---------+---------+---------+
|Номинальная стоимость,|282838.31|282838.31|282930.05|282945.25|282945.25|
|млн. руб. | | | | | |
+----------------------+---------+---------+---------+---------+---------+
| ГКО | 21034.13| 21034.13| 21034.13| 21034.13| 21034.13|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ПД | 1749.36| 1749.36| 1749.36| 1749.36| 1749.36|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-АД | 98944.63| 98944.63| 99036.37| 99051.58| 99051.58|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ФД |161110.19|161110.19|161110.19|161110.19|161110.19|
+----------------------+---------+---------+---------+---------+---------+
|Рыночная стоимость, |299827.65|299913.11|300528.14|300969.81|301375.60|
|млн. руб. | | | | | |
+----------------------+---------+---------+---------+---------+---------+
| ГКО | 20682.59| 20691.04| 20696.00| 20703.84| 20705.26|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ПД | 1776.95| 1778.51| 1779.10| 1779.55| 1780.65|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-АД |107410.59|107465.40|107715.89|108042.67|108298.69|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ФД |169957.52|169978.16|170337.15|170443.75|170590.99|
+----------------------+---------+---------+---------+---------+---------+
|Дюрация <*>, дней | 749.09| 748.21| 748.19| 747.95| 748.10|
+----------------------+---------+---------+---------+---------+---------+
| ГКО | 109.37| 108.36| 107.38| 106.37| 105.37|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ПД | 492.27| 491.58| 490.82| 490.03| 489.30|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-АД | 1397.14| 1397.43| 1397.08| 1396.70| 1397.67|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ФД | 420.08| 418.96| 418.41| 417.34| 416.43|
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный
по объемам в обращении.
Департамент операций
на открытом рынке
Банка России
|
