ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 17 января 2003 г. N 2
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 201.792
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 |16.01.03|98.560|98.700|98.700| 10.22 | 23.00 | 21161 |
| +--------+------+------+------+-------+-------+--------+
| |17.01.03|98.800|98.805|98.805| 9.40 | 36.00 | |
+---------+--------+------+------+------+-------+-------+--------+
|23.04.03 |14.01.03|97.200|97.350|97.350| 10.20 | 9.05 | 21163 |
| +--------+------+------+------+-------+-------+ |
| |16.01.03|97.260|97.335|97.335| 10.39 | 17.50 | |
+---------+--------+------+------+------+-------+-------+--------+
|07.05.03 |14.01.03|96.900|97.000|96.900| 10.33 | 6.03 | 21164 |
| +--------+------+------+------+-------+-------+ |
| |16.01.03|96.930|97.000|97.000| 10.23 | 7.89 | |
+---------+--------+------+------+------+-------+-------+--------+
|23.07.03 |13.01.03|94.500|94.600|94.600| 10.95 | 5.68 | 21165 |
| +--------+------+------+------+-------+-------+ |
| |14.01.03|94.670|94.880|94.880| 10.52 | 45.55 | |
| +--------+------+------+------+-------+-------+ |
| |15.01.03|94.950|94.965|94.965| 10.24 | 5.28 | |
| +--------+------+------+------+-------+-------+ |
| |16.01.03|94.800|94.970|94.970| 10.43 | 24.90 | |
| +--------+------+------+------+-------+-------+ |
| |17.01.03|94.950|95.100|95.085| 10.18 | 20.91 | |
L---------+--------+------+------+------+-------+-------+---------
Торговля ОФЗ при суммарном объеме сделок за неделю 2207.402
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.) | | | | | | |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|22.01.03 |13.01.03| 2.30 | 99.990|100.000|100.000| 8.33| 13.44| 27006 |
| +--------+------+-------+-------+-------+------+-------+ |
| |14.01.03| 2.30 | 99.987|100.040|100.040| 9.03| 12.84| |
| +--------+------+-------+-------+-------+------+-------+ |
| |15.01.03| 2.30 |100.040|100.045|100.045| 8.43| 10.00| |
| +--------+------+-------+-------+-------+------+-------+ |
| |16.01.03| 2.30 | 99.990|100.045|100.045| 10.17| 17.77| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|05.02.03 |13.01.03| 1.90 |100.051|100.100|100.051| 8.12| 1.59| 27007 |
| +--------+------+-------+-------+-------+------+-------+ |
| |14.01.03| 1.90 |100.030|100.090|100.090| 8.80| 23.56| |
| +--------+------+-------+-------+-------+------+-------+ |
| |16.01.03| 2.00 | 99.950|100.000| 99.951| 10.30| 0.77| |
| +--------+------+-------+-------+-------+------+-------+ |
| |17.01.03| 2.00 |100.100|100.100|100.100| 7.80| 1.00| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|15.03.03 |14.01.03| 8.36 | 99.938| 99.990| 99.988| 9.69| 11.23| 26001 |
| +--------+------+-------+-------+-------+------+-------+ |
| |17.01.03| 8.44 | 99.930| 99.930| 99.930| 10.04| 0.05| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|21.05.03 |13.01.03| 1.50 | 99.790| 99.800| 99.791| 11.00| 7.09| 27008 |
| +--------+------+-------+-------+-------+------+-------+ |
| |14.01.03| 1.50 | 99.800| 99.878| 99.830| 10.98| 14.80| |
| +--------+------+-------+-------+-------+------+-------+ |
| |15.01.03| 1.50 | 99.800| 99.850| 99.850| 11.02| 1.21| |
| +--------+------+-------+-------+-------+------+-------+ |
| |16.01.03| 1.60 | 99.700| 99.810| 99.700| 11.22| 0.67| |
| +--------+------+-------+-------+-------+------+-------+ |
| |17.01.03| 1.60 | 99.750| 99.850| 99.790| 11.06| 28.74| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|04.06.03 |13.01.03| 1.10 | 99.700| 99.895| 99.700| 11.06| 0.55| 27009 |
| +--------+------+-------+-------+-------+------+-------+ |
| |14.01.03| 1.10 | 99.750| 99.797| 99.791| 11.11| 43.04| |
| +--------+------+-------+-------+-------+------+-------+ |
| |15.01.03| 1.20 | 99.790| 99.790| 99.790| 10.86| 1.00| |
| +--------+------+-------+-------+-------+------+-------+ |
| |16.01.03| 1.20 | 99.400| 99.550| 99.550| 12.05| 0.11| |
| +--------+------+-------+-------+-------+------+-------+ |
| |17.01.03| 1.20 | 99.798| 99.880| 99.880| 10.91| 11.98| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|17.09.03 |13.01.03| 0.70 | 99.300| 99.400| 99.400| 11.46| 5.66| 27010 |
| +--------+------+-------+-------+-------+------+-------+ |
| |14.01.03| 0.70 | 99.053| 99.390| 99.390| 11.65| 48.28| |
| +--------+------+-------+-------+-------+------+-------+ |
| |15.01.03| 0.80 | 99.398| 99.400| 99.400| 11.36| 23.04| |
| +--------+------+-------+-------+-------+------+-------+ |
| |16.01.03| 0.80 | 99.100| 99.300| 99.300| 11.87| 0.61| |
| +--------+------+-------+-------+-------+------+-------+ |
| |17.01.03| 0.80 | 99.250| 99.420| 99.380| 11.50| 46.90| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|08.10.03 |13.01.03| 0.10 | 99.011| 99.260| 99.260| 11.68| 0.73| 27011 |
| +--------+------+-------+-------+-------+------+-------+ |
| |14.01.03| 0.20 | 99.050| 99.215| 99.213| 11.60| 48.10| |
| +--------+------+-------+-------+-------+------+-------+ |
| |15.01.03| 0.20 | 99.275| 99.350| 99.348| 11.45| 12.87| |
| +--------+------+-------+-------+-------+------+-------+ |
| |16.01.03| 0.20 | 99.050| 99.275| 99.275| 11.80| 3.02| |
| +--------+------+-------+-------+-------+------+-------+ |
| |17.01.03| 0.20 | 99.300| 99.325| 99.325| 11.57| 56.00| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|19.11.03 |16.01.03| 1.60 | 98.898| 99.000| 99.000| 11.65| 49.85| 27012 |
| +--------+------+-------+-------+-------+------+-------+ |
| |17.01.03| 1.60 | 98.900| 98.930| 98.930| 11.70| 3.68| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|21.01.04 |13.01.03| 2.30 | 98.660| 98.700| 98.700| 11.84| 3.57| 28001 |
| +--------+------+-------+-------+-------+------+-------+ |
| |14.01.03| 2.30 | 98.050| 98.698| 98.698| 11.95| 4.98| |
| +--------+------+-------+-------+-------+------+-------+ |
| |15.01.03| 2.30 | 98.711| 98.850| 98.850| 11.80| 36.47| |
| +--------+------+-------+-------+-------+------+-------+ |
| |17.01.03| 2.40 | 98.900| 98.900| 98.900| 11.63| 10.00| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|04.02.04 |13.01.03| 2.24 | 99.601|101.251|100.300| 12.01| 50.22| 27015 |
| +--------+------+-------+-------+-------+------+-------+ |
| |14.01.03| 2.27 |100.250|100.350|100.350| 12.21| 14.67| |
| +--------+------+-------+-------+-------+------+-------+ |
| |15.01.03| 2.30 |100.301|100.301|100.301| 12.21| 3.00| |
| +--------+------+-------+-------+-------+------+-------+ |
| |17.01.03| 2.37 |100.300|101.500|100.500| 12.19| 0.62| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|15.03.04 |13.01.03| 8.33 | 97.000| 97.000| 97.000| 12.84| 0.02| 26002 |
| +--------+------+-------+-------+-------+------+-------+ |
| |16.01.03| 8.41 | 97.000| 97.000| 97.000| 12.86| 2.65| |
| +--------+------+-------+-------+-------+------+-------+ |
| |17.01.03| 8.44 | 97.300| 97.300| 97.300| 12.57| 2.65| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|02.06.04 |13.01.03| 1.32 |100.100|100.100|100.100| 12.46| 1.31| 27013 |
| +--------+------+-------+-------+-------+------+-------+ |
| |14.01.03| 1.35 |100.000|100.200|100.200| 12.44| 58.01| |
| +--------+------+-------+-------+-------+------+-------+ |
| |15.01.03| 1.38 |100.100|100.250|100.111| 12.42| 14.00| |
| +--------+------+-------+-------+-------+------+-------+ |
| |16.01.03| 1.41 |100.000|100.100|100.100| 12.47| 2.28| |
| +--------+------+-------+-------+-------+------+-------+ |
| |17.01.03| 1.45 |100.250|100.300|100.300| 12.32| 4.60| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|04.08.04 |13.01.03| 2.24 | 99.670| 99.700| 99.700| 12.80| 11.77| 27017 |
| +--------+------+-------+-------+-------+------+-------+ |
| |14.01.03| 2.27 | 99.770| 99.770| 99.770| 12.73| 2.10| |
| +--------+------+-------+-------+-------+------+-------+ |
| |15.01.03| 2.30 | 99.950|100.050|100.050| 12.55| 30.50| |
| +--------+------+-------+-------+-------+------+-------+ |
| |16.01.03| 2.33 | 99.900|100.070|100.070| 12.52| 32.24| |
| +--------+------+-------+-------+-------+------+-------+ |
| |17.01.03| 2.37 | 99.990|100.280|100.250| 12.35| 20.42| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|15.12.04 |14.01.03| 0.89 | 99.990|100.000|100.000| 12.55| 8.91| 27014 |
| +--------+------+-------+-------+-------+------+-------+ |
| |15.01.03| 0.92 | 99.980|100.020|100.020| 12.54| 53.08| |
| +--------+------+-------+-------+-------+------+-------+ |
| |16.01.03| 0.95 | 99.950|100.050|100.050| 12.55| 33.25| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|15.03.05 |14.01.03| 8.36 | 94.090| 94.390| 94.390| 13.21| 8.09| 26003 |
| +--------+------+-------+-------+-------+------+-------+ |
| |15.01.03| 8.38 | 94.300| 94.480| 94.480| 13.07| 46.35| |
| +--------+------+-------+-------+-------+------+-------+ |
| |17.01.03| 8.44 | 94.624| 94.800| 94.800| 12.91| 8.10| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|14.09.05 |13.01.03| 1.00 |100.500|100.500|100.500| 12.93| 0.39| 27018 |
| +--------+------+-------+-------+-------+------+-------+ |
| |14.01.03| 1.04 |100.500|100.700|100.700| 12.83| 13.36| |
| +--------+------+-------+-------+-------+------+-------+ |
| |15.01.03| 1.07 |100.500|100.650|100.580| 12.88| 25.72| |
| +--------+------+-------+-------+-------+------+-------+ |
| |16.01.03| 1.11 |100.550|100.600|100.600| 12.87| 5.40| |
| +--------+------+-------+-------+-------+------+-------+ |
| |17.01.03| 1.15 |100.750|100.800|100.800| 12.77| 24.46| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|15.11.06 |13.01.03| 2.07 | 98.220| 98.270| 98.221| 13.22| 178.88| 45001 |
| +--------+------+-------+-------+-------+------+-------+ |
| |14.01.03| 2.11 | 98.200| 98.255| 98.200| 13.23| 88.19| |
| +--------+------+-------+-------+-------+------+-------+ |
| |15.01.03| 2.15 | 98.180| 98.238| 98.200| 13.24| 53.63| |
| +--------+------+-------+-------+-------+------+-------+ |
| |16.01.03| 2.19 | 98.150| 98.179| 98.150| 13.26| 55.10| |
| +--------+------+-------+-------+-------+------+-------+ |
| |17.01.03| 2.22 | 98.250| 99.150| 98.275| 13.18| 55.36| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|10.09.08 |13.01.03| 1.00 | 95.500| 95.523| 95.520| 13.26| 175.27| 46001 |
| +--------+------+-------+-------+-------+------+-------+ |
| |14.01.03| 1.04 | 95.450| 95.600| 95.560| 13.24| 229.52| |
| +--------+------+-------+-------+-------+------+-------+ |
| |15.01.03| 1.07 | 95.450| 95.551| 95.540| 13.26| 18.10| |
| +--------+------+-------+-------+-------+------+-------+ |
| |16.01.03| 1.11 | 95.400| 95.514| 95.450| 13.28| 59.22| |
| +--------+------+-------+-------+-------+------+-------+ |
| |17.01.03| 1.15 | 95.500| 95.605| 95.500| 13.25| 260.81| |
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 | 314 | 5.00 | 50.00 |
+--------+------------------------+-------+--------+-------------+
| 25053 | 24.11.2003 | 311 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 26001 | 15.03.2003 | 57 | 10.00 | 100.00 |
+--------+------------------------+-------+--------+-------------+
| 26002 | 15.03.2003 | 57 | 10.00 | 100.00 |
+--------+------------------------+-------+--------+-------------+
| 26003 | 15.03.2003 | 57 | 10.00 | 100.00 |
+--------+------------------------+-------+--------+-------------+
| 26032 | 27.11.2003 | 314 | 5.00 | 50.00 |
+--------+------------------------+-------+--------+-------------+
| 26175 | 24.11.2003 | 311 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 26176 | 25.11.2003 | 312 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 26177 | 27.11.2003 | 314 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 26178 | 28.11.2003 | 315 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 27006 | 22.01.2003 | 5 | 10.00 | 0.25 |
+--------+------------------------+-------+--------+-------------+
| 27007 | 05.02.2003 | 19 | 10.00 | 0.25 |
+--------+------------------------+-------+--------+-------------+
| 27008 | 19.02.2003 | 33 | 10.00 | 0.25 |
+--------+------------------------+-------+--------+-------------+
| 27009 | 05.03.2003 | 47 | 10.00 | 0.25 |
+--------+------------------------+-------+--------+-------------+
| 27010 | 19.03.2003 | 61 | 10.00 | 0.25 |
+--------+------------------------+-------+--------+-------------+
| 27011 | 09.04.2003 | 82 | 10.00 | 0.25 |
+--------+------------------------+-------+--------+-------------+
| 27012 | 21.05.2003 | 124 | 10.00 | 0.50 |
+--------+------------------------+-------+--------+-------------+
| 27013 | 05.03.2003 | 47 | 12.00 | 29.92 |
+--------+------------------------+-------+--------+-------------+
| 27014 | 19.03.2003 | 61 | 12.00 | 29.92 |
+--------+------------------------+-------+--------+-------------+
| 27015 | 05.02.2003 | 19 | 12.00 | 29.92 |
+--------+------------------------+-------+--------+-------------+
| 27016 | 19.02.2003 | 33 | 12.00 | 29.92 |
+--------+------------------------+-------+--------+-------------+
| 27017 | 05.02.2003 | 19 | 12.00 | 29.92 |
+--------+------------------------+-------+--------+-------------+
| 27018 | 19.03.2003 | 61 | 14.00 | 34.90 |
+--------+------------------------+-------+--------+-------------+
| 27021 | 22.01.2003 | 5 | 15.00 | 43.15 |
+--------+------------------------+-------+--------+-------------+
| 28001 | 22.01.2003 | 5 | 10.00 | 0.25 |
+--------+------------------------+-------+--------+-------------+
| 45001 | 19.02.2003 | 33 | 14.00 | 34.90 |
+--------+------------------------+-------+--------+-------------+
| 46001 | 19.03.2003 | 61 | 14.00 | 34.90 |
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-|досроч. |в обращ., |остаток, |
|выпуска |ния |ния |пога-| (вк. |меще- |выкупов |млн. руб. |млн. руб.|
| | | |шения| осн.) |ний | | | |
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21161 |17.07.02|05.03.03| 47| 2 | 10 | | 6812.778| 2187.222|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21162 |04.09.02|02.04.03| 75| 1 | 5 | | 3712.150| 287.850|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21163 |23.10.02|23.04.03| 96| 1 | 8 | | 3663.739| 336.261|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21164 |20.11.02|07.05.03| 110| 1 | 1 | | 1787.724| 3212.276|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21165 |04.12.02|23.07.03| 187| 1 | | | 2805.287| 2194.713|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 25029 |27.11.98|27.11.03| 314| | | | 163.722| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 25053 |26.12.00|21.11.05| 1039| | | | 5.036| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26001 |15.03.97|15.03.03| 57| 1 | | | 148.091| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26002 |15.03.97|15.03.04| 423| 1 | | | 265.174| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26003 |15.03.97|15.03.05| 788| 1 | | | 1131.559| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26032 |27.11.98|27.11.04| 680| | | | 163.722| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26175 |26.12.00|20.11.06| 1403| | | | 5.036| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26176 |26.12.00|20.11.07| 1768| | | | 5.036| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26177 |26.12.00|20.11.08| 2134| | | | 5.035| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26178 |26.12.00|20.11.09| 2499| | | | 5.035| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27006 |19.08.98|22.01.03| 5| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27007 |19.08.98|05.02.03| 19| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27008 |19.08.98|21.05.03| 124| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27009 |19.08.98|04.06.03| 138| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27010 |19.08.98|17.09.03| 243| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27011 |19.08.98|08.10.03| 264| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27012 |14.11.99|19.11.03| 306| | | | 9115.111| 8491.289|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27013 |06.06.01|02.06.04| 502| 3 | 65 | | 15000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27014 |11.07.01|15.12.04| 698| 2 | 78 | | 10000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27015 |08.08.01|04.02.04| 383| 3 | 62 | | 16000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27016 |21.11.01|20.08.03| 215| 1 | 1 | | 5672.494| 6327.506|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27017 |06.02.02|04.08.04| 565| 2 | 64 | | 12000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27018 |20.03.02|14.09.05| 971| 2 | 45 | | 14000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27021 |09.10.02|20.04.05| 824| 1 | 1 | | 6000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 28001 |19.08.98|21.01.04| 369| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 45001 |22.05.02|15.11.06| 1398| 5 | 80 | | 30327.634| 1672.366|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 46001 |18.09.02|10.09.08| 2063| 2 | 29 | | 12772.199| 1227.801|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
|Итого: | |218362.797|29062.303|
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T---------
| |13.01.03|14.01.03|15.01.03|16.01.03|17.01.03|
+--------------------------+--------+--------+--------+--------+--------+
|1. Индикаторы (% годовых):| | | | | |
+--------------------------+--------+--------+--------+--------+--------+
|а) рыночного портфеля <*> | | | | | |
+--------------------------+--------+--------+--------+--------+--------+
| ГКО | 10.68 | 10.44 | 10.20 | 10.71 | 10.24 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ПД | 11.28 | 11.27 | 11.16 | 11.17 | 11.02 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-АД | 13.24 | 13.24 | 13.25 | 13.27 | 13.21 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ФД | 12.36 | 12.34 | 12.26 | 12.38 | 12.20 |
+--------------------------+--------+--------+--------+--------+--------+
|б) оборота рынка <**> | | | | | |
+--------------------------+--------+--------+--------+--------+--------+
| ГКО | 10.95 | 10.48 | 10.24 | 10.37 | 9.94 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ПД | 12.84 | 12.85 | 13.07 | 12.86 | 12.86 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-АД | 13.25 | 13.24 | 13.24 | 13.27 | 13.24 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ФД | 12.11 | 12.12 | 12.42 | 12.34 | 12.06 |
+--------------------------+--------+--------+--------+--------+--------+
|2. Коэффициенты | | | | | |
| оборачиваемости | | | | | |
+--------------------------+--------+--------+--------+--------+--------+
| ГКО | 0.03 | 0.32 | 0.03 | 0.39 | 0.30 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ПД | 0.00 | 1.06 | 2.46 | 0.14 | 0.58 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-АД | 0.82 | 0.73 | 0.17 | 0.26 | 0.72 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ФД | 0.06 | 0.19 | 0.14 | 0.09 | 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----------
| | 13.01.03| 14.01.03| 15.01.03| 16.01.03| 17.01.03|
+----------------------+---------+---------+---------+---------+---------+
|Номинальная стоимость,|218362.50|218362.50|218362.80|218362.80|218362.80|
|млн. руб. | | | | | |
+----------------------+---------+---------+---------+---------+---------+
| ГКО | 18781.68| 18781.68| 18781.68| 18781.68| 18781.68|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ПД | 1897.45| 1897.45| 1897.45| 1897.45| 1897.45|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-АД | 43099.53| 43099.53| 43099.83| 43099.83| 43099.83|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ФД |154583.84|154583.84|154583.84|154583.84|154583.84|
+----------------------+---------+---------+---------+---------+---------+
|Рыночная стоимость, |219775.55|219871.72|219986.99|219927.95|220263.06|
|млн. руб. | | | | | |
+----------------------+---------+---------+---------+---------+---------+
| ГКО | 18278.99| 18297.75| 18302.16| 18310.55| 18323.36|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ПД | 1931.15| 1933.57| 1936.81| 1937.27| 1941.64|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-АД | 42751.34| 42768.81| 42772.35| 42764.64| 42842.18|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ФД |156814.07|156871.59|156975.68|156915.49|157155.87|
+----------------------+---------+---------+---------+---------+---------+
|Дюрация <*>, дней | 473.78| 472.92| 471.84| 470.90| 470.03|
+----------------------+---------+---------+---------+---------+---------+
| ГКО | 92.37| 91.41| 90.43| 89.41| 88.41|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ПД | 478.52| 477.82| 477.42| 476.59| 476.23|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-АД | 1042.08| 1041.18| 1040.09| 1038.98| 1038.15|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ФД | 363.24| 362.43| 361.40| 360.53| 359.58|
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный
по объемам в обращении.
Департамент операций
на открытом рынке
Банка России
|
