ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 21 февраля 2003 г. N 6а
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 2459.229
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.)| |
+---------+--------+------+------+------+-------+-------+--------+
|05.03.03 |17.02.03|99.670|99.670|99.670| 32.00 | 7.55 | 21161 |
| +--------+------+------+------+-------+-------+ |
| |18.02.03|99.755|99.755|99.755| 5.98 | 12.80 | |
| +--------+------+------+------+-------+-------+ |
| |19.02.03|99.770|99.800|99.770| 5.70 | 1.69 | |
| +--------+------+------+------+-------+-------+ |
| |20.02.03|99.780|99.800|99.785| 6.05 | 9.31 | |
| +--------+------+------+------+-------+-------+ |
| |21.02.03|99.800|99.800|99.800| 6.10 | 31.11 | |
+---------+--------+------+------+------+-------+-------+--------+
|02.04.03 |17.02.03|99.280|99.280|99.280| 6.02 | 10.60 | 21162 |
| +--------+------+------+------+-------+-------+ |
| |18.02.03|99.321|99.380|99.380| 5.61 |167.25 | |
| +--------+------+------+------+-------+-------+ |
| |19.02.03|99.337|99.350|99.350| 5.69 | 11.00 | |
+---------+--------+------+------+------+-------+-------+--------+
|23.04.03 |18.02.03|98.990|98.990|98.990| 5.82 | 2.00 | 21163 |
| +--------+------+------+------+-------+-------+ |
| |19.02.03|98.980|99.020|98.980| 5.86 | 4.23 | |
+---------+--------+------+------+------+-------+-------+--------+
|07.05.03 |17.02.03|98.700|98.720|98.720| 6.03 | 7.00 | 21164 |
| +--------+------+------+------+-------+-------+ |
| |18.02.03|98.760|98.830|98.830| 5.65 |115.02 | |
| +--------+------+------+------+-------+-------+ |
| |19.02.03|98.805|98.806|98.806| 5.73 | 26.96 | |
| +--------+------+------+------+-------+-------+ |
| |20.02.03|98.806|98.810|98.810| 5.80 | 28.38 | |
+---------+--------+------+------+------+-------+-------+--------+
|23.07.03 |17.02.03|97.540|97.540|97.540| 5.90 | 5.00 | 21165 |
| +--------+------+------+------+-------+-------+ |
| |18.02.03|97.530|97.680|97.680| 5.72 |361.05 | |
| +--------+------+------+------+-------+-------+ |
| |19.02.03|97.630|97.688|97.688| 5.68 | 81.20 | |
| +--------+------+------+------+-------+-------+ |
| |20.02.03|97.688|97.710|97.710| 5.60 |241.20 | |
| +--------+------+------+------+-------+-------+ |
| |21.02.03|97.720|97.720|97.720| 5.60 | 20.10 | |
+---------+--------+------+------+------+-------+-------+--------+
|06.08.03 |17.02.03|97.200|97.284|97.283| 6.02 |569.36 | 21166 |
| +--------+------+------+------+-------+-------+ |
| |20.02.03|97.300|97.350|97.350| 5.99 |710.00 | |
| +--------+------+------+------+-------+-------+ |
| |21.02.03|97.332|97.332|97.332| 6.03 | 12.00 | |
L---------+--------+------+------+------+-------+-------+---------
Торговля ОФЗ при суммарном объеме сделок за неделю 15239.947
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.) | | | | | | |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|15.03.03 |17.02.03| 9.29 |100.000|100.000|100.000| 9.54| 0.04| 26001 |
| +--------+------+-------+-------+-------+------+-------+ |
| |20.02.03| 9.37 |100.150|100.150|100.150| 7.19| 0.50| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|20.03.03 |21.02.03| 2.22 |100.005|100.005|100.005| 5.81| 1.00| 26197 |
|<*> | | | | | | | | |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|21.05.03 |17.02.03| 2.40 |100.550|100.682|100.682| 7.74| 12.68| 27008 |
| +--------+------+-------+-------+-------+------+-------+ |
| |18.02.03| 2.50 |100.760|100.800|100.768| 6.99| 17.82| |
| +--------+------+-------+-------+-------+------+-------+ |
| |19.02.03| 0.00 |100.750|101.000|101.000| 6.34| 352.69| |
| +--------+------+-------+-------+-------+------+-------+ |
| |20.02.03| 0.00 |100.626|100.998|100.811| 6.93| 358.50| |
| +--------+------+-------+-------+-------+------+-------+ |
| |21.02.03| 0.10 |100.840|100.850|100.850| 6.45| 63.01| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|04.06.03 |17.02.03| 2.10 |100.351|100.786|100.351| 7.34| 42.83| 27009 |
| +--------+------+-------+-------+-------+------+-------+ |
| |18.02.03| 2.10 |100.500|100.800|100.800| 7.36| 8.60| |
| +--------+------+-------+-------+-------+------+-------+ |
| |19.02.03| 2.10 |100.700|100.800|100.800| 7.60| 8.23| |
| +--------+------+-------+-------+-------+------+-------+ |
| |20.02.03| 2.10 |100.800|100.850|100.800| 7.34| 56.22| |
| +--------+------+-------+-------+-------+------+-------+ |
| |21.02.03| 2.20 |100.800|100.860|100.855| 7.01| 81.10| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|20.08.03 |20.02.03| 0.03 |100.610|100.611|100.610| 11.16| 15.98| 27016 |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|17.09.03 |17.02.03| 1.70 |100.125|101.100|101.100| 8.27| 36.02| 27010 |
| +--------+------+-------+-------+-------+------+-------+ |
| |18.02.03| 1.70 |101.110|101.200|101.150| 8.18| 4.86| |
| +--------+------+-------+-------+-------+------+-------+ |
| |19.02.03| 1.70 |101.101|101.230|101.230| 8.19| 36.02| |
| +--------+------+-------+-------+-------+------+-------+ |
| |20.02.03| 1.80 |101.000|101.180|101.150| 8.11| 79.07| |
| +--------+------+-------+-------+-------+------+-------+ |
| |21.02.03| 1.80 |101.220|101.400|101.350| 7.70| 19.49| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|08.10.03 |17.02.03| 1.10 |100.900|101.101|101.100| 8.55| 22.25| 27011 |
| +--------+------+-------+-------+-------+------+-------+ |
| |18.02.03| 1.10 |101.100|101.300|101.300| 8.24| 33.00| |
| +--------+------+-------+-------+-------+------+-------+ |
| |19.02.03| 1.20 |101.100|101.265|101.265| 8.26| 23.13| |
| +--------+------+-------+-------+-------+------+-------+ |
| |20.02.03| 1.20 |101.150|101.400|101.400| 8.18| 315.74| |
| +--------+------+-------+-------+-------+------+-------+ |
| |21.02.03| 1.20 |101.200|101.450|101.400| 7.93| 40.12| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|19.10.03 |17.02.03| 2.40 |101.000|101.000|101.000| 8.84| 0.01| 27012 |
| +--------+------+-------+-------+-------+------+-------+ |
| |18.02.03| 2.50 |100.901|101.300|101.300| 8.31| 25.34| |
| +--------+------+-------+-------+-------+------+-------+ |
| |19.02.03| 2.50 |101.200|101.200|101.200| 8.48| 25.00| |
| +--------+------+-------+-------+-------+------+-------+ |
| |20.02.03| 2.50 |101.200|101.400|101.200| 8.28| 70.25| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|21.01.04 |17.02.03| 0.70 |101.000|101.390|101.390| 8.75| 7.10| 28001 |
| +--------+------+-------+-------+-------+------+-------+ |
| |18.02.03| 0.70 |101.001|101.600|101.001| 8.73| 1.29| |
| +--------+------+-------+-------+-------+------+-------+ |
| |19.02.03| 0.80 |101.000|101.420|101.420| 8.76| 8.72| |
| +--------+------+-------+-------+-------+------+-------+ |
| |20.02.03| 0.80 |101.400|101.600|101.400| 8.50| 13.59| |
| +--------+------+-------+-------+-------+------+-------+ |
| |21.02.03| 0.80 |100.650|101.556|101.556| 9.04| 0.52| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|04.02.04 |17.02.03| 0.40 |103.300|103.300|103.300| 8.67| 5.00| 27015 |
| +--------+------+-------+-------+-------+------+-------+ |
| |18.02.03| 0.43 |103.100|103.550|103.300| 8.65| 44.01| |
| +--------+------+-------+-------+-------+------+-------+ |
| |19.02.03| 0.46 |103.100|103.360|103.360| 8.60| 120.83| |
| +--------+------+-------+-------+-------+------+-------+ |
| |20.02.03| 0.49 |103.300|103.450|103.333| 8.55| 63.00| |
| +--------+------+-------+-------+-------+------+-------+ |
| |21.02.03| 0.53 |103.450|103.700|103.650| 8.26| 51.37| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|15.03.04 |17.02.03| 9.29 |100.000|100.000|100.000| 9.97| 0.15| 26002 |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|02.06.04 |17.02.03| 2.47 |104.028|104.100|104.100| 8.90| 74.86| 27013 |
| +--------+------+-------+-------+-------+------+-------+ |
| |18.02.03| 2.50 |104.150|104.400|104.200| 8.71| 60.21| |
| +--------+------+-------+-------+-------+------+-------+ |
| |19.02.03| 2.53 |104.300|104.400|104.300| 8.70| 106.37| |
| +--------+------+-------+-------+-------+------+-------+ |
| |20.02.03| 2.57 |104.200|104.300|104.200| 8.72| 84.50| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|04.08.04 |17.02.03| 0.40 |104.350|104.350|103.350| 9.09| 16.50| 27017 |
| +--------+------+-------+-------+-------+------+-------+ |
| |18.02.03| 0.43 |104.500|104.750|104.700| 8.87| 53.85| |
| +--------+------+-------+-------+-------+------+-------+ |
| |19.02.03| 0.46 |104.600|104.750|104.750| 8.78| 109.67| |
| +--------+------+-------+-------+-------+------+-------+ |
| |20.02.03| 0.49 |104.700|104.750|104.700| 8.79| 65.00| |
| +--------+------+-------+-------+-------+------+-------+ |
| |21.02.03| 0.53 |105.000|105.200|105.200| 8.49| 62.69| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|15.12.04 |17.02.03| 2.01 |104.270|104.500|104.500| 9.67| 115.52| 27014 |
| +--------+------+-------+-------+-------+------+-------+ |
| |18.02.03| 2.04 |105.100|105.500|105.200| 9.11| 63.22| |
| +--------+------+-------+-------+-------+------+-------+ |
| |19.02.03| 2.07 |105.200|105.650|105.650| 8.97| 92.34| |
| +--------+------+-------+-------+-------+------+-------+ |
| |20.02.03| 2.10 |105.680|105.700|105.700| 8.86| 10.00| |
| +--------+------+-------+-------+-------+------+-------+ |
| |21.02.03| 2.14 |105.680|105.900|105.900| 8.77| 53.00| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|15.03.05 |17.02.03| 9.29 | 98.100| 98.100| 98.100| 11.05| 0.74| 26003 |
| +--------+------+-------+-------+-------+------+-------+ |
| |18.02.03| 9.32 |100.000|100.000|100.000| 9.98| 1.24| |
| +--------+------+-------+-------+-------+------+-------+ |
| |19.02.03| 9.34 | 99.970| 99.970| 99.970| 10.00| 1.80| |
| +--------+------+-------+-------+-------+------+-------+ |
| |20.02.03| 9.37 |100.490|100.500|100.500| 9.70| 2.64| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|20.04.05 |17.02.03| 1.00 |105.000|105.400|105.400| 10.29| 19.00| 27021 |
| +--------+------+-------+-------+-------+------+-------+ |
| |18.02.03| 1.04 |106.320|106.320|106.320| 9.74| 18.00| |
| +--------+------+-------+-------+-------+------+-------+ |
| |19.02.03| 1.07 |106.800|106.800|106.800| 9.48| 0.13| |
| +--------+------+-------+-------+-------+------+-------+ |
| |20.02.03| 1.11 |106.800|106.800|106.800| 9.48| 0.01| |
| +--------+------+-------+-------+-------+------+-------+ |
| |21.02.03| 1.15 |106.999|106.999|106.999| 9.36| 0.48| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|14.09.05 |17.02.03| 2.34 |105.530|106.000|106.000| 10.26| 33.46| 27018 |
| +--------+------+-------+-------+-------+------+-------+ |
| |19.02.03| 2.42 |106.500|107.000|106.750| 9.82| 73.41| |
| +--------+------+-------+-------+-------+------+-------+ |
| |20.02.03| 2.46 |106.792|107.000|106.900| 9.78| 235.05| |
| +--------+------+-------+-------+-------+------+-------+ |
| |21.02.03| 2.49 |106.900|107.349|107.349| 9.61| 169.53| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|15.02.06 |20.02.03| 0.03 | 98.500| 98.700| 98.700| 9.76|4279.25| 27022 |
| +--------+------+-------+-------+-------+------+-------+ |
| |21.02.03| 0.06 | 98.790| 98.800| 98.800| 9.69| 2.22| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|15.11.06 |17.02.03| 3.41 |104.000|105.010|104.970| 10.24| 528.73| 45001 |
| +--------+------+-------+-------+-------+------+-------+ |
| |18.02.03| 3.45 |104.900|105.888|105.550| 9.96| 293.46| |
| +--------+------+-------+-------+-------+------+-------+ |
| |19.02.03| 0.00 |105.537|105.900|105.900| 9.88|1702.53| |
| +--------+------+-------+-------+-------+------+-------+ |
| |20.02.03| 0.04 |105.730|105.950|105.900| 9.85| 695.92| |
| +--------+------+-------+-------+-------+------+-------+ |
| |21.02.03| 0.08 |105.950|106.500|106.500| 9.79| 191.31| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|10.09.08 |17.02.03| 2.34 |103.500|105.400|105.400| 10.35| 281.22| 46001 |
| +--------+------+-------+-------+-------+------+-------+ |
| |18.02.03| 2.38 |105.500|106.900|106.590| 9.88| 220.22| |
| +--------+------+-------+-------+-------+------+-------+ |
| |19.02.03| 2.42 |106.650|107.000|106.699| 9.83| 202.49| |
| +--------+------+-------+-------+-------+------+-------+ |
| |20.02.03| 2.46 |106.450|106.928|106.701| 9.88| 869.81| |
| +--------+------+-------+-------+-------+------+-------+ |
| |21.02.03| 2.49 |106.850|106.941|106.850| 9.80| 589.16| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|08.08.12 |17.02.03| 0.43 | 98.500| 99.100| 99.100| 10.36| 990.90| 46002 |
| +--------+------+-------+-------+-------+------+-------+ |
| |18.02.03| 0.46 | 98.700|102.300|101.500| 9.81| 431.53| |
| +--------+------+-------+-------+-------+------+-------+ |
| |19.02.03| 0.50 |101.490|102.100|101.950| 9.75| 43.84| |
| +--------+------+-------+-------+-------+------+-------+ |
| |20.02.03| 0.53 |101.600|102.000|101.905| 9.76| 130.35| |
| +--------+------+-------+-------+-------+------+-------+ |
| |21.02.03| 0.57 |101.900|102.000|102.000| 9.73| 198.73| |
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 | 279 | 5.00 | 50.00 |
+--------+------------------------+-------+--------+-------------+
| 25053 | 24.11.2003 | 276 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 26001 | 15.03.2003 | 22 | 10.00 | 100.00 |
+--------+------------------------+-------+--------+-------------+
| 26002 | 15.03.2003 | 22 | 10.00 | 100.00 |
+--------+------------------------+-------+--------+-------------+
| 26003 | 15.03.2003 | 22 | 10.00 | 100.00 |
+--------+------------------------+-------+--------+-------------+
| 26032 | 27.11.2003 | 279 | 5.00 | 50.00 |
+--------+------------------------+-------+--------+-------------+
| 26175 | 24.11.2003 | 276 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 26176 | 25.11.2003 | 277 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 26177 | 27.11.2003 | 279 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 26178 | 28.11.2003 | 280 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 27008 | 21.05.2003 | 89 | 10.00 | 0.25 |
+--------+------------------------+-------+--------+-------------+
| 27009 | 05.03.2003 | 12 | 10.00 | 0.25 |
+--------+------------------------+-------+--------+-------------+
| 27010 | 19.03.2003 | 26 | 10.00 | 0.25 |
+--------+------------------------+-------+--------+-------------+
| 27011 | 09.04.2003 | 47 | 10.00 | 0.25 |
+--------+------------------------+-------+--------+-------------+
| 27012 | 21.05.2003 | 89 | 10.00 | 0.50 |
+--------+------------------------+-------+--------+-------------+
| 27013 | 05.03.2003 | 12 | 12.00 | 29.92 |
+--------+------------------------+-------+--------+-------------+
| 27014 | 19.03.2003 | 26 | 12.00 | 29.92 |
+--------+------------------------+-------+--------+-------------+
| 27015 | 07.05.2003 | 75 | 12.00 | 29.92 |
+--------+------------------------+-------+--------+-------------+
| 27016 | 21.05.2003 | 89 | 12.00 | 29.92 |
+--------+------------------------+-------+--------+-------------+
| 27017 | 07.05.2003 | 75 | 12.00 | 29.92 |
+--------+------------------------+-------+--------+-------------+
| 27018 | 19.03.2003 | 26 | 14.00 | 34.90 |
+--------+------------------------+-------+--------+-------------+
| 27021 | 23.04.2003 | 61 | 14.00 | 34.90 |
+--------+------------------------+-------+--------+-------------+
| 27022 | 21.05.2003 | 89 | 10.00 | 24.93 |
+--------+------------------------+-------+--------+-------------+
| 28001 | 23.04.2003 | 61 | 10.00 | 0.25 |
+--------+------------------------+-------+--------+-------------+
| 45001 | 21.05.2003 | 89 | 14.00 | 34.90 |
+--------+------------------------+-------+--------+-------------+
| 46001 | 19.03.2003 | 26 | 14.00 | 34.90 |
+--------+------------------------+-------+--------+-------------+
| 46002 | 20.08.2003 | 180 | 13.00 | 69.81 |
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 | | | |
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21161 |17.07.02|05.03.03| 12| 2 | 10 | | 6812.778| 2187.222|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21162 |04.09.02|02.04.03| 40| 1 | 5 | | 3712.150| 287.850|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21163 |23.10.02|23.04.03| 61| 1 | 8 | | 3663.739| 336.261|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21164 |20.11.02|07.05.03| 75| 1 | 1 | | 1787.724| 3212.276|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21165 |04.12.02|23.07.03| 152| 1 | 2 | | 3025.287| 1974.713|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21166 |05.02.03|06.08.03| 166| 1 | 1 | | 2034.857| 2965.143|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 25029 |27.11.98|27.11.03| 279| | | | 163.722| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 25053 |26.12.00|21.11.05| 1004| | | | 5.036| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26001 |15.03.97|15.03.03| 22| 1 | | | 148.091| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26002 |15.03.97|15.03.04| 388| 1 | | | 265.174| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26003 |15.03.97|15.03.05| 753| 1 | | | 1131.559| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26032 |27.11.98|27.11.04| 645| | | | 163.722| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26175 |26.12.00|20.11.06| 1368| | | | 5.036| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26176 |26.12.00|20.11.07| 1733| | | | 5.036| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26177 |26.12.00|20.11.08| 2099| | | | 5.035| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26178 |26.12.00|20.11.09| 2464| | | | 5.035| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27008 |19.08.98|21.05.03| 89| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27009 |19.08.98|04.06.03| 103| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27010 |19.08.98|17.09.03| 208| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27011 |19.08.98|08.10.03| 229| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27012 |14.11.99|19.11.03| 271| | | | 9115.111| 8491.289|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27013 |06.06.01|02.06.04| 467| 3 | 65 | | 15000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27014 |11.07.01|15.12.04| 663| 2 | 78 | | 10000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27015 |08.08.01|04.02.04| 348| 3 | 62 | | 16000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27016 |21.11.01|20.08.03| 180| 1 | 1 | | 5672.494| 6327.506|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27017 |06.02.02|04.08.04| 530| 2 | 64 | | 12000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27018 |20.03.02|14.09.05| 936| 2 | 45 | | 14000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27021 |09.10.02|20.04.05| 789| 2 | 2 | | 10941.601| 58.399|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27022 |19.02.03|15.02.06| 1090| 1 | 1 | | 10000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 28001 |19.08.98|21.01.04| 334| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 45001 |22.05.02|15.11.06| 1363| 5 | 81 | | 30354.634| 1645.366|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 46001 |18.09.02|10.09.08| 2028| 3 | 38 | | 26191.948| 4808.052|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 46002 |05.02.03|08.08.12| 3456| 1 | 7 | | 16292.467| 2907.533|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
|Итого: | |246213.832|37433.767|
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T---------
| |17.02.03|18.02.03|19.02.03|20.02.03|21.02.03|
+--------------------------+--------+--------+--------+--------+--------+
|1. Индикаторы (% годовых):| | | | | |
+--------------------------+--------+--------+--------+--------+--------+
|а) рыночного портфеля <*> | | | | | |
+--------------------------+--------+--------+--------+--------+--------+
| ГКО | 6.12 | 5.81 | 5.80 | 5.84 | 5.77 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ПД | 9.46 | 8.66 | 8.67 | 8.45 | 8.45 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-АД | 10.32 | 9.88 | 9.82 | 9.83 | 9.77 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ФД | 9.38 | 9.15 | 9.08 | 9.11 | 8.99 |
+--------------------------+--------+--------+--------+--------+--------+
|б) оборота рынка <**> | | | | | |
+--------------------------+--------+--------+--------+--------+--------+
| ГКО | 6.03 | 5.70 | 5.69 | 5.90 | 5.79 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ПД | 10.95 | 9.98 | 10.00 | 9.69 | 0.00 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-АД | 10.34 | 9.85 | 9.87 | 9.85 | 9.77 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ФД | 9.48 | 8.88 | 8.75 | 9.68 | 9.06 |
+--------------------------+--------+--------+--------+--------+--------+
|2. Коэффициенты | | | | | |
| оборачиваемости | | | | | |
+--------------------------+--------+--------+--------+--------+--------+
| ГКО | 2.96 | 3.14 | 0.60 | 4.63 | 0.30 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ПД | 0.05 | 0.07 | 0.10 | 0.17 | 0.00 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-АД | 2.43 | 1.29 | 2.69 | 2.37 | 1.36 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ФД | 0.28 | 0.24 | 0.65 | 3.59 | 0.37 |
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----------
| | 17.02.03| 18.02.03| 19.02.03| 20.02.03| 21.02.03|
+----------------------+---------+---------+---------+---------+---------+
|Номинальная стоимость,|235367.93|235367.93|241950.76|245587.95|246213.83|
|млн. руб. | | | | | |
+----------------------+---------+---------+---------+---------+---------+
| ГКО | 20816.54| 20816.54| 20836.54| 21036.54| 21036.54|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ПД | 1897.45| 1897.45| 1897.45| 1897.45| 1897.45|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-АД | 72213.15| 72213.15| 72213.17| 72213.17| 72839.05|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ФД |140440.80|140440.80|147003.61|150440.80|150440.80|
+----------------------+---------+---------+---------+---------+---------+
|Рыночная стоимость, |245884.55|247434.52|252877.69|256594.49|257688.54|
|млн. руб. | | | | | |
+----------------------+---------+---------+---------+---------+---------+
| ГКО | 20575.26| 20595.10| 20617.84| 20815.98| 20817.46|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ПД | 2001.81| 2023.77| 2023.89| 2030.59| 2031.05|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-АД | 76492.81| 77620.20| 76736.87| 76731.94| 77573.16|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ФД |146814.67|147195.46|153499.09|157015.98|157266.87|
+----------------------+---------+---------+---------+---------+---------+
|Дюрация <*>, дней | 653.85| 658.68| 670.10| 672.42| 674.21|
+----------------------+---------+---------+---------+---------+---------+
| ГКО | 68.47| 67.46| 66.55| 66.38| 65.38|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ПД | 455.92| 458.07| 457.20| 457.14| 456.31|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-АД | 1309.77| 1318.51| 1336.68| 1335.33| 1336.75|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ФД | 396.84| 396.22| 420.75| 431.59| 430.82|
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный
по объемам в обращении.
Департамент операций
на открытом рынке
Банка России
|
