ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 11 апреля 2003 г. N 13
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 118.061
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 |08.04.03|99.837|99.837|99.837| 3.97 | 15.00 | 21163 |
| +--------+------+------+------+-------+-------+ |
| |10.04.03|99.850|99.850|99.850| 4.22 | 0.01 | |
+---------+--------+------+------+------+-------+-------+--------+
|07.05.03 |08.04.03|99.590|99.590|99.590| 5.18 | 0.32 | 21164 |
| +--------+------+------+------+-------+-------+ |
| |10.04.03|99.518|99.560|99.520| 6.40 | 15.50 | |
+---------+--------+------+------+------+-------+-------+--------+
|23.07.03 |07.04.03|98.399|98.449|98.449| 5.55 | 11.00 | 21165 |
| +--------+------+------+------+-------+-------+ |
| |08.04.03|98.450|98.450|98.450| 5.42 | 11.83 | |
| +--------+------+------+------+-------+-------+ |
| |09.04.03|98.300|98.449|98.449| 5.94 | 7.32 | |
| +--------+------+------+------+-------+-------+ |
| |10.04.03|98.427|98.427|98.427| 5.61 | 7.92 | |
| +--------+------+------+------+-------+-------+ |
| |11.04.03|98.400|98.400|98.400| 5.76 | 3.00 | |
+---------+--------+------+------+------+-------+-------+--------+
|06.08.03 |09.04.03|98.100|98.100|98.100| 5.94 | 5.12 | 21166 |
+---------+--------+------+------+------+-------+-------+--------+
|03.09.03 |07.04.03|97.800|97.850|97.800| 5.50 | 10.00 | 21167 |
| +--------+------+------+------+-------+-------+ |
| |09.04.03|97.830|97.830|97.830| 5.51 | 0.00 | |
| +--------+------+------+------+-------+-------+ |
| |10.04.03|97.830|97.830|97.830| 5.55 | 15.11 | |
| +--------+------+------+------+-------+-------+ |
| |11.04.03|97.850|97.850|97.850| 5.53 | 5.00 | |
+---------+--------+------+------+------+-------+-------+--------+
|08.10.03 |07.04.03|97.440|97.440|97.440| 5.21 | 0.53 | 21168 |
| +--------+------+------+------+-------+-------+ |
| |09.04.03|97.460|97.473|97.473| 5.21 | 0.00 | |
| +--------+------+------+------+-------+-------+ |
| |10.04.03|97.486|97.486|97.486| 5.20 | 0.01 | |
| +--------+------+------+------+-------+-------+ |
| |11.04.03|97.435|97.453|97.435| 5.32 | 10.39 | |
L---------+--------+------+------+------+-------+-------+---------
Торговля ОФЗ при суммарном объеме сделок за неделю 4535.137
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 |07.04.03| 1.30 |100.500|100.650|100.620| 4.87| 11.12| 27008 |
| +--------+------+-------+-------+-------+------+-------+ |
| |08.04.03| 1.30 |100.501|100.610|100.610| 5.88| 33.65| |
| +--------+------+-------+-------+-------+------+-------+ |
| |09.04.03| 1.30 |100.550|100.618|100.615| 5.14| 15.55| |
| +--------+------+-------+-------+-------+------+-------+ |
| |10.04.03| 1.40 |100.549|100.555|100.550| 4.88| 26.31| |
| +--------+------+-------+-------+-------+------+-------+ |
| |11.04.03| 1.40 |100.510|100.510|100.510| 5.41| 0.13| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|04.06.03 |07.04.03| 0.90 |100.752|100.947|100.752| 4.97| 11.02| 27009 |
| +--------+------+-------+-------+-------+------+-------+ |
| |08.04.03| 0.90 |100.634|100.770|100.724| 5.60| 34.53| |
| +--------+------+-------+-------+-------+------+-------+ |
| |09.04.03| 1.00 |100.720|100.759|100.759| 5.10| 7.29| |
| +--------+------+-------+-------+-------+------+-------+ |
| |10.04.03| 1.00 |100.700|100.735|100.733| 5.12| 46.45| |
| +--------+------+-------+-------+-------+------+-------+ |
| |11.04.03| 1.00 |100.700|100.730|100.725| 5.30| 30.16| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|20.08.03 |08.04.03| 1.58 |102.050|102.050|102.050| 6.44| 0.40| 27016 |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|17.09.03 |07.04.03| 0.50 |101.820|101.850|101.820| 5.99| 17.00| 27010 |
| +--------+------+-------+-------+-------+------+-------+ |
| |08.04.03| 0.50 |101.601|101.884|101.884| 6.36| 7.23| |
| +--------+------+-------+-------+-------+------+-------+ |
| |09.04.03| 0.60 |101.715|101.978|101.978| 6.13| 7.74| |
| +--------+------+-------+-------+-------+------+-------+ |
| |10.04.03| 0.60 |101.680|101.978|101.978| 6.19| 6.54| |
| +--------+------+-------+-------+-------+------+-------+ |
| |11.04.03| 0.60 |101.735|101.735|101.735| 6.17| 0.15| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|08.10.03 |07.04.03| 2.40 |101.950|101.999|101.970| 6.22| 53.18| 27011 |
| +--------+------+-------+-------+-------+------+-------+ |
| |08.04.03| 2.50 |101.800|102.069|102.069| 6.30| 7.10| |
| +--------+------+-------+-------+-------+------+-------+ |
| |09.04.03| 0.00 |101.900|102.079|102.079| 6.26| 2.65| |
| +--------+------+-------+-------+-------+------+-------+ |
| |10.04.03| 0.00 |101.880|101.979|101.950| 6.33| 3.22| |
| +--------+------+-------+-------+-------+------+-------+ |
| |11.04.03| 0.10 |101.936|101.960|101.940| 6.04| 2.46| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|19.11.03 |07.04.03| 3.80 |102.250|102.498|102.498| 6.31| 14.23| 27012 |
| +--------+------+-------+-------+-------+------+-------+ |
| |08.04.03| 3.80 |102.599|102.599|102.599| 5.77| 0.34| |
| +--------+------+-------+-------+-------+------+-------+ |
| |09.04.03| 3.80 |102.001|102.495|102.459| 6.08| 0.16| |
| +--------+------+-------+-------+-------+------+-------+ |
| |10.04.03| 3.90 |102.415|102.415|102.415| 5.97| 0.12| |
| +--------+------+-------+-------+-------+------+-------+ |
| |11.04.03| 3.90 |102.300|102.320|102.300| 6.17| 9.18| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|21.01.04 |07.04.03| 2.10 |102.020|102.440|102.020| 7.26| 0.14| 28001 |
| +--------+------+-------+-------+-------+------+-------+ |
| |08.04.03| 2.10 |102.000|102.100|102.038| 7.53| 22.06| |
| +--------+------+-------+-------+-------+------+-------+ |
| |09.04.03| 2.10 |102.005|102.449|102.449| 7.10| 21.06| |
| +--------+------+-------+-------+-------+------+-------+ |
| |10.04.03| 2.10 |101.950|102.388|102.342| 7.17| 8.74| |
| +--------+------+-------+-------+-------+------+-------+ |
| |11.04.03| 2.20 |102.120|102.185|102.150| 7.35| 1.88| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|04.02.04 |07.04.03| 2.01 |103.706|104.000|103.706| 7.50| 37.94| 27015 |
| +--------+------+-------+-------+-------+------+-------+ |
| |08.04.03| 2.04 |104.140|104.140|104.140| 6.98| 0.10| |
| +--------+------+-------+-------+-------+------+-------+ |
| |09.04.03| 2.07 |104.000|104.150|104.150| 7.10| 19.50| |
| +--------+------+-------+-------+-------+------+-------+ |
| |10.04.03| 2.10 |103.900|104.100|103.999| 7.17| 69.00| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|15.03.04 |07.04.03| 0.63 |101.500|101.500|101.500| 8.25| 1.00| 26002 |
| +--------+------+-------+-------+-------+------+-------+ |
| |10.04.03| 0.71 |102.010|102.010|102.010| 7.65| 0.17| |
| +--------+------+-------+-------+-------+------+-------+ |
| |11.04.03| 0.74 |102.000|102.000|102.000| 7.66| 0.02| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|02.06.04 |09.04.03| 1.15 |105.247|105.247|105.247| 7.40| 131.07| 27013 |
| +--------+------+-------+-------+-------+------+-------+ |
| |10.04.03| 1.18 |105.200|105.300|105.250| 7.39| 191.32| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|04.08.04 |08.04.03| 2.04 |105.593|105.593|105.593| 7.74| 4.00| 27017 |
| +--------+------+-------+-------+-------+------+-------+ |
| |09.04.03| 2.07 |104.400|105.600|104.400| 7.73| 5.00| |
| +--------+------+-------+-------+-------+------+-------+ |
| |10.04.03| 2.10 |105.219|105.300|105.300| 8.00| 15.00| |
| +--------+------+-------+-------+-------+------+-------+ |
| |11.04.03| 2.14 |105.150|105.400|105.400| 7.98| 0.10| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|15.12.04 |07.04.03| 0.63 |108.280|108.280|108.280| 6.96| 0.00| 27014 |
| +--------+------+-------+-------+-------+------+-------+ |
| |08.04.03| 0.66 |106.500|108.000|108.000| 7.76| 0.02| |
| +--------+------+-------+-------+-------+------+-------+ |
| |09.04.03| 0.69 |107.400|108.280|107.400| 7.47| 1.05| |
| +--------+------+-------+-------+-------+------+-------+ |
| |10.04.03| 0.72 |107.000|107.000|107.000| 7.75| 4.58| |
| +--------+------+-------+-------+-------+------+-------+ |
| |11.04.03| 0.76 |106.825|107.100|107.100| 7.69| 1.33| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|15.03.05 |11.04.03| 0.74 |101.700|102.300|102.300| 8.65| 0.32| 26003 |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|20.04.05 |08.04.03| 2.92 |108.250|108.250|108.250| 8.37| 0.76| 27021 |
| +--------+------+-------+-------+-------+------+-------+ |
| |09.04.03| 2.95 |108.320|108.430|108.430| 8.29| 26.43| |
| +--------+------+-------+-------+-------+------+-------+ |
| |10.04.03| 2.99 |108.440|109.000|109.000| 8.09| 66.80| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|22.06.05 |10.04.03| 0.00 | 84.587| 84.587| 84.587| 8.27| 117.92| 46005 |
|<*> | | | | | | | | |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|14.09.05 |08.04.03| 0.77 |108.950|109.150|109.150| 8.52| 69.99| 27018 |
| +--------+------+-------+-------+-------+------+-------+ |
| |09.04.03| 0.81 |109.500|109.500|109.500| 8.30| 10.00| |
| +--------+------+-------+-------+-------+------+-------+ |
| |10.04.03| 0.84 |109.410|109.900|109.900| 8.23| 35.00| |
| +--------+------+-------+-------+-------+------+-------+ |
| |11.04.03| 0.88 |109.500|109.800|109.800| 8.25| 34.17| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|15.02.06 |07.04.03| 1.29 |100.460|100.500|100.490| 8.93| 11.73| 27022 |
| +--------+------+-------+-------+-------+------+-------+ |
| |08.04.03| 1.32 |100.450|100.460|100.460| 8.93| 0.41| |
| +--------+------+-------+-------+-------+------+-------+ |
| |09.04.03| 1.34 |100.500|100.700|100.700| 8.91| 9.61| |
| +--------+------+-------+-------+-------+------+-------+ |
| |10.04.03| 1.37 |100.710|101.750|100.850| 8.64| 9.54| |
| +--------+------+-------+-------+-------+------+-------+ |
| |11.04.03| 1.40 |100.550|100.850|100.550| 8.86| 0.02| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|02.08.06 |07.04.03| 2.00 |105.300|105.375|105.375| 8.69| 33.32| 45002 |
| +--------+------+-------+-------+-------+------+-------+ |
| |08.04.03| 2.03 |105.230|105.360|105.356| 8.69|1945.57| |
| +--------+------+-------+-------+-------+------+-------+ |
| |09.04.03| 2.07 |105.351|105.390|105.390| 8.68| 70.00| |
| +--------+------+-------+-------+-------+------+-------+ |
| |10.04.03| 2.11 |105.500|105.550|105.550| 8.59| 15.00| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|15.11.06 |07.04.03| 1.80 |107.300|107.900|107.600| 8.89| 37.34| 45001 |
| +--------+------+-------+-------+-------+------+-------+ |
| |08.04.03| 1.84 |107.600|107.850|107.850| 8.82| 57.64| |
| +--------+------+-------+-------+-------+------+-------+ |
| |09.04.03| 1.88 |107.800|107.998|107.990| 8.76| 103.05| |
| +--------+------+-------+-------+-------+------+-------+ |
| |10.04.03| 1.92 |107.900|108.140|108.110| 8.73| 245.24| |
| +--------+------+-------+-------+-------+------+-------+ |
| |11.04.03| 1.96 |107.850|108.050|108.000| 8.72| 88.58| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|10.09.08 |07.04.03| 0.73 |108.655|109.005|108.900| 9.11| 124.91| 46001 |
| +--------+------+-------+-------+-------+------+-------+ |
| |08.04.03| 0.77 |108.200|108.920|108.850| 9.13| 26.59| |
| +--------+------+-------+-------+-------+------+-------+ |
| |09.04.03| 0.81 |108.810|108.950|108.880| 9.12| 121.92| |
| +--------+------+-------+-------+-------+------+-------+ |
| |10.04.03| 0.84 |108.990|109.050|109.030| 9.08| 122.35| |
| +--------+------+-------+-------+-------+------+-------+ |
| |11.04.03| 0.88 |109.000|109.000|109.000| 9.08| 34.12| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|08.08.12 |07.04.03| 2.17 |104.800|104.950|104.820| 9.14| 17.40| 46002 |
| +--------+------+-------+-------+-------+------+-------+ |
| |08.04.03| 2.21 |104.800|104.900|105.850| 9.14| 15.04| |
| +--------+------+-------+-------+-------+------+-------+ |
| |09.04.03| 2.24 |104.850|104.910|104.880| 9.13| 24.11| |
| +--------+------+-------+-------+-------+------+-------+ |
| |10.04.03| 2.28 |104.900|104.950|104.950| 9.12| 21.03| |
| +--------+------+-------+-------+-------+------+-------+ |
| |11.04.03| 2.32 |104.980|104.980|104.980| 9.11| 29.51| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|29.08.18 |07.04.03| 0.95 |101.000|101.230|101.220| 9.04| 15.72| 46014 |
| +--------+------+-------+-------+-------+------+-------+ |
| |08.04.03| 0.98 |101.200|101.201|101.200| 9.04| 33.09| |
| +--------+------+-------+-------+-------+------+-------+ |
| |09.04.03| 1.01 |101.200|101.200|101.200| 9.04| 34.48| |
| +--------+------+-------+-------+-------+------+-------+ |
| |10.04.03| 1.04 |101.200|101.200|101.200| 9.04| 38.26| |
| +--------+------+-------+-------+-------+------+-------+ |
| |11.04.03| 1.06 |101.150|101.200|101.200| 9.04| 5.21| |
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 | 230 | 5.00 | 50.00 |
+--------+------------------------+-------+--------+-------------+
| 25053 | 24.11.2003 | 227 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 26002 | 15.03.2004 | 339 | 10.00 | 100.27 |
+--------+------------------------+-------+--------+-------------+
| 26003 | 15.03.2004 | 339 | 10.00 | 100.27 |
+--------+------------------------+-------+--------+-------------+
| 26032 | 27.11.2003 | 230 | 5.00 | 50.00 |
+--------+------------------------+-------+--------+-------------+
| 26175 | 24.11.2003 | 227 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 26176 | 25.11.2003 | 228 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 26177 | 27.11.2003 | 230 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 26178 | 28.11.2003 | 231 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 27008 | 21.05.2003 | 40 | 10.00 | 0.25 |
+--------+------------------------+-------+--------+-------------+
| 27009 | 04.06.2003 | 54 | 10.00 | 0.25 |
+--------+------------------------+-------+--------+-------------+
| 27010 | 18.06.2003 | 68 | 10.00 | 0.25 |
+--------+------------------------+-------+--------+-------------+
| 27011 | 09.07.2003 | 89 | 10.00 | 0.25 |
+--------+------------------------+-------+--------+-------------+
| 27012 | 21.05.2003 | 40 | 10.00 | 0.50 |
+--------+------------------------+-------+--------+-------------+
| 27013 | 04.06.2003 | 54 | 12.00 | 29.92 |
+--------+------------------------+-------+--------+-------------+
| 27014 | 18.06.2003 | 68 | 12.00 | 29.92 |
+--------+------------------------+-------+--------+-------------+
| 27015 | 07.05.2003 | 26 | 12.00 | 29.92 |
+--------+------------------------+-------+--------+-------------+
| 27016 | 21.05.2003 | 40 | 12.00 | 29.92 |
+--------+------------------------+-------+--------+-------------+
| 27017 | 07.05.2003 | 26 | 12.00 | 29.92 |
+--------+------------------------+-------+--------+-------------+
| 27018 | 18.06.2003 | 68 | 14.00 | 34.90 |
+--------+------------------------+-------+--------+-------------+
| 27021 | 23.04.2003 | 12 | 14.00 | 34.90 |
+--------+------------------------+-------+--------+-------------+
| 27022 | 21.05.2003 | 40 | 10.00 | 24.93 |
+--------+------------------------+-------+--------+-------------+
| 28001 | 23.04.2003 | 12 | 10.00 | 0.25 |
+--------+------------------------+-------+--------+-------------+
| 45001 | 21.05.2003 | 40 | 14.00 | 34.90 |
+--------+------------------------+-------+--------+-------------+
| 45002 | 06.08.2003 | 117 | 14.00 | 66.36 |
+--------+------------------------+-------+--------+-------------+
| 46001 | 18.06.2003 | 68 | 14.00 | 34.90 |
+--------+------------------------+-------+--------+-------------+
| 46002 | 20.08.2003 | 131 | 13.00 | 69.81 |
+--------+------------------------+-------+--------+-------------+
| 46014 | 17.09.2003 | 159 | 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| 12| 1 | 8 | | 3663.739| 336.261|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21164 |20.11.02|07.05.03| 26| 1 | 1 | | 1787.724| 3212.276|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21165 |04.12.02|23.07.03| 103| 1 | 2 | | 3025.287| 1974.713|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21166 |05.02.03|06.08.03| 117| 1 | 2 | | 2039.979| 2960.021|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21167 |05.03.03|03.09.03| 145| 1 | 2 | | 4522.588| 1477.412|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21168 |02.04.03|08.10.03| 180| 1 | | | 5994.811| 5.189|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 25029 |27.11.98|27.11.03| 230| | | | 163.722| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 25053 |26.12.00|21.11.05| 955| | | | 5.036| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26002 |15.03.97|15.03.04| 339| 1 | | | 265.174| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26003 |15.03.97|15.03.05| 704| 1 | | | 1131.559| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26032 |27.11.98|27.11.04| 596| | | | 163.722| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26175 |26.12.00|20.11.06| 1319| | | | 5.036| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26176 |26.12.00|20.11.07| 1684| | | | 5.036| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26177 |26.12.00|20.11.08| 2050| | | | 5.035| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26178 |26.12.00|20.11.09| 2415| | | | 5.035| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27008 |19.08.98|21.05.03| 40| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27009 |19.08.98|04.06.03| 54| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27010 |19.08.98|17.09.03| 159| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27011 |19.08.98|08.10.03| 180| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27012 |14.11.99|19.11.03| 222| | | | 9115.111| 8491.289|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27013 |06.06.01|02.06.04| 418| 3 | 65 | | 15000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27014 |11.07.01|15.12.04| 614| 2 | 78 | | 10000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27015 |08.08.01|04.02.04| 299| 3 | 62 | | 16000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27016 |21.11.01|20.08.03| 131| 1 | 1 | | 5672.494| 6327.506|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27017 |06.02.02|04.08.04| 481| 2 | 64 | | 12000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27018 |20.03.02|14.09.05| 887| 2 | 45 | | 14000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27021 |09.10.02|20.04.05| 740| 2 | 2 | | 10941.601| 58.399|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27022 |19.02.03|15.02.06| 1041| 3 | 8 | | 20669.389| 3330.611|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 28001 |19.08.98|21.01.04| 285| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 45001 |22.05.02|15.11.06| 1314| 5 | 81 | | 30354.634| 1645.366|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 45002 |14.02.03|02.08.06| 1209| 1 | | | 9200.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 46001 |18.09.02|10.09.08| 1979| 3 | 45 | | 27830.000| 3170.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 46002 |05.02.03|08.08.12| 3407| 2 | 18 | | 21560.000| 5640.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 46014 |05.02.03|29.08.18| 5619| 1 | 4 | | 10000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
|Итого: | |282838.308|40861.200|
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T---------
| |07.04.03|08.04.03|09.04.03|10.04.03|11.04.03|
+--------------------------+--------+--------+--------+--------+--------+
|1. Индикаторы (% годовых):| | | | | |
+--------------------------+--------+--------+--------+--------+--------+
|а) рыночного портфеля <*> | | | | | |
+--------------------------+--------+--------+--------+--------+--------+
| ГКО | 5.19 | 5.35 | 5.42 | 5.41 | 5.50 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ПД | 7.45 | 7.45 | 7.45 | 7.40 | 7.40 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-АД | 9.04 | 9.04 | 9.02 | 9.00 | 8.99 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ФД | 7.97 | 8.05 | 7.95 | 7.89 | 7.96 |
+--------------------------+--------+--------+--------+--------+--------+
|б) оборота рынка <**> | | | | | |
+--------------------------+--------+--------+--------+--------+--------+
| ГКО | 5.51 | 5.20 | 5.94 | 5.67 | 5.42 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ПД | 8.25 | 0.00 | 0.00 | 7.65 | 8.63 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-АД | 9.04 | 8.74 | 8.98 | 8.93 | 8.95 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ФД | 7.34 | 8.23 | 7.70 | 7.70 | 7.96 |
+--------------------------+--------+--------+--------+--------+--------+
|2. Коэффициенты | | | | | |
| оборачиваемости | | | | | |
+--------------------------+--------+--------+--------+--------+--------+
| ГКО | 0.10 | 0.13 | 0.06 | 0.18 | 0.09 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ПД | 0.06 | 0.00 | 0.00 | 0.01 | 0.02 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-АД | 0.23 | 2.09 | 0.36 | 0.45 | 0.16 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ФД | 0.10 | 0.11 | 0.16 | 0.30 | 0.05 |
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----------
| | 07.04.03| 08.04.03| 09.04.03| 10.04.03| 11.04.03|
+----------------------+---------+---------+---------+---------+---------+
|Номинальная стоимость,|282838.31|282838.31|282838.31|282838.31|282838.31|
|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| 98944.63| 98944.63| 98944.63|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ФД |161110.19|161110.19|161110.19|161110.19|161110.19|
+----------------------+---------+---------+---------+---------+---------+
|Рыночная стоимость, |299288.32|299252.18|299324.44|299578.54|299537.76|
|млн. руб. | | | | | |
+----------------------+---------+---------+---------+---------+---------+
| ГКО | 20673.85| 20681.73| 20681.37| 20685.02| 20682.59|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ПД | 1773.24| 1773.67| 1774.10| 1775.87| 1775.96|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-АД |106923.02|106969.04|107069.47|107187.07|107226.34|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ФД |169918.21|169827.73|169799.50|169930.59|169852.86|
+----------------------+---------+---------+---------+---------+---------+
|Дюрация <*>, дней | 758.36| 757.33| 757.08| 756.49| 751.63|
+----------------------+---------+---------+---------+---------+---------+
| ГКО | 116.39| 115.36| 114.37| 113.38| 112.37|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ПД | 498.04| 497.24| 496.44| 495.52| 494.70|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-АД | 1414.99| 1413.75| 1412.78| 1411.84| 1400.07|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ФД | 426.00| 424.78| 424.62| 424.13| 422.79|
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный
по объемам в обращении.
Департамент операций
на открытом рынке
Банка России
|
