ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 7 марта 2003 г. N 8
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 216.117
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.)| |
+---------+--------+------+------+------+-------+-------+--------+
|02.04.03 |05.03.03|99.430|99.572|99.572| 5.62 | 3.02 | 21162 |
+---------+--------+------+------+------+-------+-------+--------+
|23.04.03 |04.03.03|99.180|99.180|99.180| 6.04 | 5.04 | 21163 |
| +--------+------+------+------+-------+-------+ |
| |05.03.03|99.120|99.120|99.120| 6.61 | 0.01 | |
| +--------+------+------+------+-------+-------+ |
| |06.03.03|99.321|99.330|99.330| 5.15 | 10.11 | |
+---------+--------+------+------+------+-------+-------+--------+
|07.05.03 |04.03.03|98.900|98.960|98.960| 6.15 | 6.55 | 21164 |
| +--------+------+------+------+-------+-------+ |
| |05.03.03|98.960|99.000|99.000| 5.99 | 5.13 | |
+---------+--------+------+------+------+-------+-------+--------+
|23.07.03 |03.03.03|97.756|97.756|97.756| 5.90 | 20.00 | 21165 |
| +--------+------+------+------+-------+-------+ |
| |04.03.03|97.690|97.920|97.920| 6.12 |100.10 | |
| +--------+------+------+------+-------+-------+ |
| |05.03.03|97.930|97.930|97.930| 5.51 | 0.25 | |
+---------+--------+------+------+------+-------+-------+--------+
|06.08.03 |07.03.03|98.000|98.000|98.000| 4.90 | 0.01 | 21166 |
+---------+--------+------+------+------+-------+-------+--------+
|03.09.03 |06.03.03|97.155|97.210|97.200| 5.90 | 65.90 | 21167 |
L---------+--------+------+------+------+-------+-------+---------
Торговля ОФЗ при суммарном объеме сделок за неделю 6944.61
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 |03.03.03| 0.30 |100.910|101.000|101.000| 5.91| 16.68| 27008 |
| +--------+------+-------+-------+-------+------+-------+ |
| |04.03.03| 0.40 |100.850|100.870|100.860| 5.86| 10.39| |
| +--------+------+-------+-------+-------+------+-------+ |
| |05.03.03| 0.40 |100.500|100.730|100.701| 7.07| 20.64| |
| +--------+------+-------+-------+-------+------+-------+ |
| |06.03.03| 0.40 |100.600|100.880|100.833| 6.16| 97.82| |
| +--------+------+-------+-------+-------+------+-------+ |
| |07.03.03| 0.40 |100.880|100.930|100.930| 5.86| 24.99| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|04.06.03 |03.03.03| 2.40 |101.000|101.095|101.095| 6.34| 50.01| 27009 |
| +--------+------+-------+-------+-------+------+-------+ |
| |04.03.03| 2.50 |100.900|101.130|101.000| 6.00| 15.76| |
| +--------+------+-------+-------+-------+------+-------+ |
| |05.03.03| 0.00 |100.900|101.000|100.900| 6.50| 2.79| |
| +--------+------+-------+-------+-------+------+-------+ |
| |06.03.03| 0.00 |100.940|101.030|100.940| 6.16| 201.53| |
| +--------+------+-------+-------+-------+------+-------+ |
| |07.03.03| 0.10 |100.700|101.000|101.000| 5.97| 20.96| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|20.08.03 |04.03.03| 0.43 |101.900|101.900|101.900| 8.01| 0.20| 27016 |
| +--------+------+-------+-------+-------+------+-------+ |
| |05.03.03| 0.46 |102.000|102.100|102.100| 7.62| 9.00| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|17.09.03 |03.03.03| 2.10 |101.800|101.800|101.800| 6.71| 10.00| 27010 |
| +--------+------+-------+-------+-------+------+-------+ |
| |04.03.03| 2.10 |101.700|101.820|101.820| 6.73| 12.92| |
| +--------+------+-------+-------+-------+------+-------+ |
| |05.03.03| 2.10 |101.400|102.100|102.100| 6.43| 136.06| |
| +--------+------+-------+-------+-------+------+-------+ |
| |06.03.03| 2.10 |102.030|102.150|102.150| 6.16| 166.07| |
| +--------+------+-------+-------+-------+------+-------+ |
| |07.03.03| 2.20 |102.190|102.210|102.210| 5.86| 9.91| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|08.10.03 |03.03.03| 1.50 |101.950|101.950|101.950| 6.82| 8.00| 27011 |
| +--------+------+-------+-------+-------+------+-------+ |
| |04.03.03| 1.50 |101.130|101.789|101.789| 7.18| 8.15| |
| +--------+------+-------+-------+-------+------+-------+ |
| |05.03.03| 1.50 |101.306|102.150|102.150| 6.75| 133.97| |
| +--------+------+-------+-------+-------+------+-------+ |
| |06.03.03| 1.60 |102.026|102.230|102.230| 6.38| 208.73| |
| +--------+------+-------+-------+-------+------+-------+ |
| |07.03.03| 1.60 |102.240|102.395|102.395| 6.03| 44.59| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|19.11.03 |03.03.03| 2.80 |101.511|101.511|101.511| 7.98| 0.14| 27012 |
| +--------+------+-------+-------+-------+------+-------+ |
| |04.03.03| 2.90 |101.500|101.500|101.500| 7.88| 7.88| |
| +--------+------+-------+-------+-------+------+-------+ |
| |05.03.03| 2.90 |101.550|101.900|101.581| 7.42| 12.16| |
| +--------+------+-------+-------+-------+------+-------+ |
| |06.03.03| 2.90 |101.950|102.030|102.000| 7.18| 7.17| |
| +--------+------+-------+-------+-------+------+-------+ |
| |07.03.03| 2.90 |102.500|102.550|102.550| 6.43| 50.00| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|21.01.04 |03.03.03| 1.10 |101.700|101.700|101.700| 8.26| 0.01| 28001 |
| +--------+------+-------+-------+-------+------+-------+ |
| |04.03.03| 1.10 |101.500|101.501|101.500| 8.54| 1.04| |
| +--------+------+-------+-------+-------+------+-------+ |
| |05.03.03| 1.20 |101.502|101.702|101.702| 8.29| 20.82| |
| +--------+------+-------+-------+-------+------+-------+ |
| |06.03.03| 1.20 |101.620|102.000|101.901| 8.01| 42.50| |
| +--------+------+-------+-------+-------+------+-------+ |
| |07.03.03| 1.20 |101.900|102.000|102.000| 7.88| 0.84| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|04.02.04 |03.03.03| 0.86 |103.700|103.800|103.700| 7.96| 25.00| 27015 |
| +--------+------+-------+-------+-------+------+-------+ |
| |04.03.03| 0.89 |103.400|103.500|103.400| 8.29| 100.23| |
| +--------+------+-------+-------+-------+------+-------+ |
| |05.03.03| 0.92 |103.650|103.950|103.800| 7.99| 146.92| |
| +--------+------+-------+-------+-------+------+-------+ |
| |06.03.03| 0.95 |103.724|104.200|104.200| 7.96| 133.08| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|15.03.04 |03.03.03| 9.67 |100.890|100.890|100.890| 9.05| 10.00| 26002 |
| +--------+------+-------+-------+-------+------+-------+ |
| |06.03.03| 9.75 |101.360|101.670|101.670| 8.35| 12.88| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|02.06.04 |04.03.03| 2.96 |104.600|104.700|104.600| 8.29| 15.92| 27013 |
| +--------+------+-------+-------+-------+------+-------+ |
| |05.03.03| 0.00 |104.700|104.750|104.740| 8.23| 120.85| |
| +--------+------+-------+-------+-------+------+-------+ |
| |06.03.03| 0.03 |104.713|104.860|104.860| 8.21| 130.51| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|04.08.04 |03.03.03| 0.86 |105.100|105.100|105.100| 8.42| 3.65| 27017 |
| +--------+------+-------+-------+-------+------+-------+ |
| |04.03.03| 0.89 |104.850|105.100|104.850| 8.48| 130.27| |
| +--------+------+-------+-------+-------+------+-------+ |
| |05.03.03| 0.92 |104.850|105.270|105.270| 8.38| 30.58| |
| +--------+------+-------+-------+-------+------+-------+ |
| |06.03.03| 0.95 |105.350|105.450|105.450| 8.17| 9.23| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|15.12.04 |03.03.03| 2.47 |106.100|106.100|106.100| 8.56| 0.00| 27014 |
| +--------+------+-------+-------+-------+------+-------+ |
| |05.03.03| 2.53 |106.000|106.350|106.350| 8.40| 4.32| |
| +--------+------+-------+-------+-------+------+-------+ |
| |06.03.03| 2.57 |106.600|106.600|106.600| 8.23| 4.59| |
| +--------+------+-------+-------+-------+------+-------+ |
| |07.03.03| 2.60 |107.000|107.000|107.000| 7.98| 0.06| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|15.03.05 |03.03.03| 9.67 |100.000|100.000|100.000| 9.99| 0.23| 26003 |
| +--------+------+-------+-------+-------+------+-------+ |
| |04.03.03| 9.70 |100.000|100.400|100.400| 9.82| 0.43| |
| +--------+------+-------+-------+-------+------+-------+ |
| |05.03.03| 9.73 |101.200|101.300|101.300| 9.29| 9.34| |
| +--------+------+-------+-------+-------+------+-------+ |
| |06.03.03| 9.75 |100.400|101.500|101.400| 9.24| 0.48| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|20.04.05 |03.03.03| 1.53 |107.100|107.100|107.100| 9.25| 0.03| 27021 |
| +--------+------+-------+-------+-------+------+-------+ |
| |05.03.03| 1.61 |107.400|107.400|107.400| 9.07| 15.00| |
| +--------+------+-------+-------+-------+------+-------+ |
| |06.03.03| 1.65 |107.700|107.800|107.700| 8.90| 2.90| |
| +--------+------+-------+-------+-------+------+-------+ |
| |07.03.03| 1.69 |108.000|108.000|108.000| 8.74| 10.00| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|14.09.05 |03.03.03| 2.88 |107.600|107.600|107.600| 9.39| 15.00| 27018 |
| +--------+------+-------+-------+-------+------+-------+ |
| |04.03.03| 2.92 |107.200|107.300|107.200| 9.54| 46.52| |
| +--------+------+-------+-------+-------+------+-------+ |
| |05.03.03| 2.95 |107.350|107.834|107.834| 9.49| 7.62| |
| +--------+------+-------+-------+-------+------+-------+ |
| |06.03.03| 2.99 |108.000|108.050|108.000| 9.18| 23.20| |
| +--------+------+-------+-------+-------+------+-------+ |
| |07.03.03| 3.03 |108.030|108.450|108.400| 9.02| 22.32| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|15.02.06 |04.03.03| 0.36 | 99.350| 99.500| 99.350| 9.44| 12.30| 27022 |
| +--------+------+-------+-------+-------+------+-------+ |
| |05.03.03| 0.38 | 99.800| 99.900| 99.900| 9.37| 23.00| |
| +--------+------+-------+-------+-------+------+-------+ |
| |06.03.03| 0.41 | 99.900| 99.940| 99.919| 9.21| 36.73| |
| +--------+------+-------+-------+-------+------+-------+ |
| |07.03.03| 0.44 |100.050|100.250|100.239| 9.09| 21.08| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|15.11.06 |03.03.03| 0.46 |106.498|106.590|106.550| 9.52| 327.18| 45001 |
| +--------+------+-------+-------+-------+------+-------+ |
| |04.03.03| 0.50 |106.130|106.500|106.150| 9.64| 357.34| |
| +--------+------+-------+-------+-------+------+-------+ |
| |05.03.03| 0.54 |106.300|106.850|106.750| 9.49| 110.02| |
| +--------+------+-------+-------+-------+------+-------+ |
| |06.03.03| 0.58 |106.800|107.049|106.900| 9.38| 250.20| |
| +--------+------+-------+-------+-------+------+-------+ |
| |07.03.03| 0.61 |106.930|107.190|107.190| 9.31| 40.47| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|10.09.08 |03.03.03| 2.88 |107.350|107.550|107.550| 9.64| 110.47| 46001 |
| +--------+------+-------+-------+-------+------+-------+ |
| |04.03.03| 2.92 |107.100|107.300|107.121| 9.70| 118.29| |
| +--------+------+-------+-------+-------+------+-------+ |
| |05.03.03| 2.95 |107.100|107.820|107.820| 9.60| 111.25| |
| +--------+------+-------+-------+-------+------+-------+ |
| |06.03.03| 2.99 |107.401|107.867|107.810| 9.50| 159.37| |
| +--------+------+-------+-------+-------+------+-------+ |
| |07.03.03| 3.03 |107.860|108.100|108.040| 9.46| 112.14| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|08.08.12 |03.03.03| 0.93 |102.401|102.428|102.428| 9.63| 125.24| 46002 |
| +--------+------+-------+-------+-------+------+-------+ |
| |04.03.03| 0.96 |102.100|102.200|102.150| 9.68| 39.92| |
| +--------+------+-------+-------+-------+------+-------+ |
| |05.03.03| 1.00 |102.140|103.100|103.100| 9.54| 65.16| |
| +--------+------+-------+-------+-------+------+-------+ |
| |06.03.03| 1.03 |103.060|103.145|103.145| 9.50| 695.04| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|29.08.12 |06.03.03| 0.03 | 97.980| 98.500| 98.360| 9.56|1692.03| 46014 |
| +--------+------+-------+-------+-------+------+-------+ |
| |07.03.03| 0.06 | 98.450| 98.850| 98.600| 9.50| 154.52| |
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 | 265 | 5.00 | 50.00 |
+--------+------------------------+-------+--------+-------------+
| 25053 | 24.11.2003 | 262 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 26001 | 15.03.2003 | 8 | 10.00 | 100.00 |
+--------+------------------------+-------+--------+-------------+
| 26002 | 15.03.2003 | 8 | 10.00 | 100.00 |
+--------+------------------------+-------+--------+-------------+
| 26003 | 15.03.2003 | 8 | 10.00 | 100.00 |
+--------+------------------------+-------+--------+-------------+
| 26032 | 27.11.2003 | 265 | 5.00 | 50.00 |
+--------+------------------------+-------+--------+-------------+
| 26175 | 24.11.2003 | 262 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 26176 | 25.11.2003 | 263 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 26177 | 27.11.2003 | 265 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 26178 | 28.11.2003 | 266 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 27008 | 21.05.2003 | 75 | 10.00 | 0.25 |
+--------+------------------------+-------+--------+-------------+
| 27009 | 04.06.2003 | 89 | 10.00 | 0.25 |
+--------+------------------------+-------+--------+-------------+
| 27010 | 19.03.2003 | 12 | 10.00 | 0.25 |
+--------+------------------------+-------+--------+-------------+
| 27011 | 09.04.2003 | 33 | 10.00 | 0.25 |
+--------+------------------------+-------+--------+-------------+
| 27012 | 21.05.2003 | 75 | 10.00 | 0.50 |
+--------+------------------------+-------+--------+-------------+
| 27013 | 04.06.2003 | 89 | 12.00 | 29.92 |
+--------+------------------------+-------+--------+-------------+
| 27014 | 19.03.2003 | 12 | 12.00 | 29.92 |
+--------+------------------------+-------+--------+-------------+
| 27015 | 07.05.2003 | 61 | 12.00 | 29.92 |
+--------+------------------------+-------+--------+-------------+
| 27016 | 21.05.2003 | 75 | 12.00 | 29.92 |
+--------+------------------------+-------+--------+-------------+
| 27017 | 07.05.2003 | 61 | 12.00 | 29.92 |
+--------+------------------------+-------+--------+-------------+
| 27018 | 19.03.2003 | 12 | 14.00 | 34.90 |
+--------+------------------------+-------+--------+-------------+
| 27021 | 23.04.2003 | 47 | 14.00 | 34.90 |
+--------+------------------------+-------+--------+-------------+
| 27022 | 21.05.2003 | 75 | 10.00 | 24.93 |
+--------+------------------------+-------+--------+-------------+
| 28001 | 23.04.2003 | 47 | 10.00 | 0.25 |
+--------+------------------------+-------+--------+-------------+
| 45001 | 21.05.2003 | 75 | 14.00 | 34.90 |
+--------+------------------------+-------+--------+-------------+
| 46001 | 19.03.2003 | 12 | 14.00 | 34.90 |
+--------+------------------------+-------+--------+-------------+
| 46002 | 20.08.2003 | 166 | 13.00 | 69.81 |
+--------+------------------------+-------+--------+-------------+
| 46014 | 17.09.2003 | 194 | 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 | | | |
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21162 |04.09.02|02.04.03| 26| 1 | 5 | | 3712.150| 287.850|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21163 |23.10.02|23.04.03| 47| 1 | 8 | | 3663.739| 336.261|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21164 |20.11.02|07.05.03| 61| 1 | 1 | | 1787.724| 3212.276|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21165 |04.12.02|23.07.03| 138| 1 | 2 | | 3025.287| 1974.713|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21166 |05.02.03|06.08.03| 152| 1 | 2 | | 2039.979| 2960.021|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21167 |05.03.03|03.09.03| 180| 1 | 1 | | 4172.588| 1827.412|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 25029 |27.11.98|27.11.03| 265| | | | 163.722| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 25053 |26.12.00|21.11.05| 990| | | | 5.036| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26001 |15.03.97|15.03.03| 8| 1 | | | 148.091| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26002 |15.03.97|15.03.04| 374| 1 | | | 265.174| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26003 |15.03.97|15.03.05| 739| 1 | | | 1131.559| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26032 |27.11.98|27.11.04| 631| | | | 163.722| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26175 |26.12.00|20.11.06| 1354| | | | 5.036| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26176 |26.12.00|20.11.07| 1719| | | | 5.036| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26177 |26.12.00|20.11.08| 2085| | | | 5.035| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26178 |26.12.00|20.11.09| 2450| | | | 5.035| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27008 |19.08.98|21.05.03| 75| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27009 |19.08.98|04.06.03| 89| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27010 |19.08.98|17.09.03| 194| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27011 |19.08.98|08.10.03| 215| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27012 |14.11.99|19.11.03| 257| | | | 9115.111| 8491.289|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27013 |06.06.01|02.06.04| 453| 3 | 65 | | 15000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27014 |11.07.01|15.12.04| 649| 2 | 78 | | 10000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27015 |08.08.01|04.02.04| 334| 3 | 62 | | 16000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27016 |21.11.01|20.08.03| 166| 1 | 1 | | 5672.494| 6327.506|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27017 |06.02.02|04.08.04| 516| 2 | 64 | | 12000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27018 |20.03.02|14.09.05| 922| 2 | 45 | | 14000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27021 |09.10.02|20.04.05| 775| 2 | 2 | | 10941.601| 58.399|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27022 |19.02.03|15.02.06| 1076| 2 | 2 | | 14531.890| 1468.110|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 28001 |19.08.98|21.01.04| 320| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 45001 |22.05.02|15.11.06| 1349| 5 | 81 | | 30354.634| 1645.366|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 46001 |18.09.02|10.09.08| 2014| 3 | 43 | | 27202.795| 3797.205|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 46002 |05.02.03|08.08.12| 3442| 1 | 12 | | 17837.737| 1362.263|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 46014 |05.03.03|29.08.18| 5654| 1 | 1 | | 9311.518| 688.482|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
|Итого: | |259978.289|36669.310|
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T---------
| |03.03.03|04.03.03|05.03.03|06.03.03|07.03.03|
+--------------------------+--------+--------+--------+--------+--------+
|1. Индикаторы (% годовых):| | | | | |
+--------------------------+--------+--------+--------+--------+--------+
|а) рыночного портфеля <*> | | | | | |
+--------------------------+--------+--------+--------+--------+--------+
| ГКО | 5.93 | 6.10 | 5.88 | 5.60 | 5.44 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ПД | 8.59 | 8.46 | 8.07 | 7.97 | 7.97 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-АД | 9.60 | 9.68 | 9.58 | 9.49 | 9.45 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ФД | 8.62 | 8.73 | 8.65 | 8.46 | 8.31 |
+--------------------------+--------+--------+--------+--------+--------+
|б) оборота рынка <**> | | | | | |
+--------------------------+--------+--------+--------+--------+--------+
| ГКО | 5.90 | 6.12 | 5.88 | 5.87 | 4.90 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ПД | 9.09 | 9.82 | 9.29 | 8.41 | 0.00 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-АД | 9.59 | 9.67 | 9.55 | 9.54 | 9.48 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ФД | 8.17 | 8.70 | 7.98 | 7.68 | 8.01 |
+--------------------------+--------+--------+--------+--------+--------+
|2. Коэффициенты | | | | | |
| оборачиваемости | | | | | |
+--------------------------+--------+--------+--------+--------+--------+
| ГКО | 0.09 | 0.52 | 0.05 | 0.41 | 0.00 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ПД | 0.56 | 0.02 | 0.51 | 0.72 | 0.00 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-АД | 0.75 | 0.69 | 0.35 | 3.10 | 0.35 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ФД | 0.08 | 0.24 | 0.44 | 0.68 | 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----------
| | 03.03.03| 04.03.03| 05.03.03| 06.03.03| 07.03.03|
+----------------------+---------+---------+---------+---------+---------+
|Номинальная стоимость,|248069.28|248069.28|258298.99|259978.29|259978.29|
|млн. руб. | | | | | |
+----------------------+---------+---------+---------+---------+---------+
| ГКО | 21041.66| 21041.66| 18397.34| 18401.47| 18401.47|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ПД | 1897.45| 1897.45| 1897.45| 1897.45| 1897.45|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-АД | 74689.37| 74689.37| 83038.33| 84706.68| 84706.68|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ФД |150440.80|150440.80|154965.87|154972.69|154972.69|
+----------------------+---------+---------+---------+---------+---------+
|Рыночная стоимость, |261325.22|260992.93|270844.94|273239.03|273709.68|
|млн. руб. | | | | | |
+----------------------+---------+---------+---------+---------+---------+
| ГКО | 20840.84| 20841.56| 18092.99| 18107.21| 18120.57|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ПД | 2032.42| 2036.35| 2047.47| 2050.67| 2051.15|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-АД | 80177.89| 79998.59| 88505.63| 90491.95| 90647.28|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ФД |158274.07|158116.42|162198.84|162589.20|162890.68|
+----------------------+---------+---------+---------+---------+---------+
|Дюрация <*>, дней | 673.45| 671.85| 740.67| 750.17| 749.54|
+----------------------+---------+---------+---------+---------+---------+
| ГКО | 55.38| 54.38| 102.26| 101.26| 100.30|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ПД | 447.17| 446.81| 447.42| 446.66| 445.83|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-АД | 1338.09| 1336.39| 1436.93| 1452.91| 1452.47|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ФД | 421.04| 419.91| 435.67| 435.14| 434.41|
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный
по объемам в обращении.
Департамент операций
на открытом рынке
Банка России
|
