ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 28 ноября 2003 г. N 45
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 5 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. ¦(% год.)¦руб. по¦(спра- ¦
¦ ¦ ¦ ¦ ¦ ¦ ¦номин.)¦вочно) ¦
+---------+--------+------+------+------+--------+-------+-------+
¦21.04.04 ¦25.11.03¦97.580¦97.580¦97.580¦ 6.12 ¦ 5.00 ¦ 21171 ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 7431.84
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. ¦выпус-¦
¦ ¦ ¦доход ¦ мин. ¦ макс. ¦ закр. ¦(% ¦руб. по¦ка ¦
¦ ¦ ¦(% от ¦ ¦ ¦ ¦год.) ¦номин.)¦(спра-¦
¦ ¦ ¦номин.)¦ ¦ ¦ ¦ ¦ ¦вочно)¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦21.01.04 ¦24.11.03¦ 0.90 ¦100.800¦100.800¦100.800¦ 5.05 ¦ 0.00¦28001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.11.03¦ 0.90 ¦100.620¦100.680¦100.677¦ 6.06 ¦ 2.04¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.11.03¦ 1.00 ¦100.600¦100.654¦100.600¦ 5.61 ¦ 1.19¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.11.03¦ 1.00 ¦100.500¦100.701¦100.500¦ 6.40 ¦ 13.54¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.11.03¦ 1.00 ¦100.480¦100.790¦100.481¦ 6.99 ¦ 36.17¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.02.04 ¦24.11.03¦ 0.63 ¦101.200¦101.409¦101.409¦ 4.88 ¦ 10.80¦27015 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.11.03¦ 0.66 ¦101.360¦101.360¦101.360¦ 5.01 ¦ 1.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.11.03¦ 0.69 ¦101.300¦101.350¦101.350¦ 4.96 ¦ 4.90¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.11.03¦ 0.72 ¦101.240¦101.250¦101.240¦ 5.46 ¦ 0.98¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.11.03¦ 0.76 ¦101.000¦101.000¦101.000¦ 6.70 ¦ 0.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.06.04 ¦24.11.03¦ 2.70 ¦103.000¦103.000¦103.000¦ 6.27 ¦ 1.04¦27013 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.11.03¦ 2.76 ¦103.050¦103.050¦103.050¦ 6.11 ¦ 28.87¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.11.03¦ 2.80 ¦102.910¦103.000¦102.910¦ 6.35 ¦ 12.94¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.08.04 ¦24.11.03¦ 0.63 ¦104.000¦104.000¦104.000¦ 6.22 ¦ 4.00¦27017 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.11.03¦ 0.66 ¦104.090¦104.092¦104.092¦ 6.06 ¦ 11.22¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.11.03¦ 0.72 ¦103.710¦104.000¦103.713¦ 6.59 ¦ 16.65¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.11.03¦ 0.76 ¦104.300¦104.300¦104.300¦ 5.67 ¦ 0.17¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.12.04 ¦26.11.03¦ 2.30 ¦106.400¦106.410¦106.400¦ 5.82 ¦ 18.01¦27014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.11.03¦ 2.33 ¦106.400¦106.400¦106.400¦ 5.81 ¦ 19.96¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.05 ¦25.11.03¦ 6.99 ¦103.500¦103.500¦103.500¦ 7.04 ¦ 0.05¦26003 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.11.03¦ 7.01 ¦103.502¦103.650¦103.600¦ 7.00 ¦ 5.20¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.04.05 ¦27.11.03¦ 1.18 ¦108.200¦108.200¦108.200¦ 5.97 ¦ 0.20¦27021 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.07.05 ¦26.11.03¦ 0.77 ¦102.220¦102.330¦102.330¦ 6.48 ¦ 3.00¦27023 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.11.03¦ 0.79 ¦102.500¦102.500¦102.500¦ 6.31 ¦ 1.85¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.11.03¦ 0.81 ¦101.000¦101.000¦101.000¦ 7.32 ¦ 1.90¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.09.05 ¦24.11.03¦ 2.24 ¦109.500¦109.500¦109.500¦ 6.55 ¦ 0.86¦27018 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.11.03¦ 2.27 ¦109.500¦109.500¦109.500¦ 6.54 ¦ 1.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.11.03¦ 2.33 ¦109.350¦109.350¦109.350¦ 6.61 ¦ 4.50¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.02.06 ¦24.11.03¦ 0.13 ¦102.500¦102.700¦102.700¦ 7.42 ¦ 0.70¦27022 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.11.03¦ 0.23 ¦102.600¦102.600¦102.600¦ 7.43 ¦ 1.72¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦19.04.06 ¦28.11.03¦ 0.81 ¦101.000¦101.000¦101.000¦ 7.33 ¦ 1.86¦27024 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.08.06 ¦24.11.03¦ 3.62 ¦106.000¦106.000¦106.000¦ 7.30 ¦ 0.18¦45002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.11.03¦ 3.68 ¦106.300¦106.300¦106.300¦ 7.11 ¦ 0.63¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.11.03¦ 3.72 ¦106.400¦106.700¦106.400¦ 7.04 ¦ 11.22¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.11.03¦ 3.75 ¦105.702¦106.400¦106.400¦ 7.04 ¦ 15.74¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.11.06 ¦24.11.03¦ 0.16 ¦107.650¦107.700¦107.700¦ 7.34 ¦ 33.00¦45001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.11.03¦ 0.20 ¦107.530¦107.710¦107.660¦ 7.36 ¦ 30.37¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.11.03¦ 0.23 ¦107.600¦107.780¦107.700¦ 7.32 ¦ 0.57¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.11.03¦ 0.26 ¦107.300¦107.700¦107.700¦ 7.32 ¦ 45.28¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.11.03¦ 0.30 ¦107.250¦107.600¦107.600¦ 7.37 ¦ 0.35¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦13.06.07 ¦26.11.03¦ 1.54 ¦100.200¦100.200¦100.200¦ 7.48 ¦ 0.07¦27025 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦18.07.07 ¦24.11.03¦ 4.42 ¦111.926¦112.004¦112.004¦ 7.50 ¦6587.06¦27019 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦10.09.08 ¦24.11.03¦ 2.61 ¦109.150¦109.247¦109.238¦ 8.17 ¦ 12.51¦46001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.11.03¦ 2.65 ¦109.100¦109.240¦109.213¦ 8.17 ¦ 27.94¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.11.03¦ 2.69 ¦109.150¦109.220¦109.220¦ 8.17 ¦ 13.16¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.11.03¦ 2.72 ¦109.200¦109.223¦109.223¦ 8.16 ¦ 51.10¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.11.03¦ 2.76 ¦108.752¦108.800¦108.759¦ 8.29 ¦ 106.90¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.07.10 ¦26.11.03¦ 4.14 ¦110.277¦110.280¦110.280¦ 8.26 ¦ 5.03¦46003 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.08.12 ¦24.11.03¦ 2.89 ¦106.700¦106.950¦106.950¦ 8.46 ¦ 2.77¦46002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.11.03¦ 2.92 ¦106.890¦106.900¦106.900¦ 8.44 ¦ 41.95¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.11.03¦ 2.95 ¦106.900¦106.905¦106.900¦ 8.44 ¦ 71.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.11.03¦ 2.98 ¦106.700¦106.903¦106.903¦ 8.44 ¦ 6.15¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.11.03¦ 3.01 ¦106.700¦106.760¦106.700¦ 8.47 ¦ 118.30¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦29.08.18 ¦24.11.03¦ 1.96 ¦102.900¦103.155¦103.150¦ 8.57 ¦ 24.76¦46014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.11.03¦ 1.99 ¦103.250¦103.557¦103.557¦ 8.51 ¦ 16.66¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.11.03¦ 2.04 ¦103.300¦103.410¦103.410¦ 8.52 ¦ 2.85¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.11.03¦ 2.07 ¦103.000¦103.000¦103.000¦ 8.59 ¦ 0.00¦ ¦
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.)¦ ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 22.11.2004 ¦ 360 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2004 ¦ 108 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2004 ¦ 108 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2004 ¦ 365 ¦ 5.00 ¦ 50.14 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 22.11.2004 ¦ 360 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 23.11.2004 ¦ 361 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 25.11.2004 ¦ 363 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 26.11.2004 ¦ 364 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 03.12.2003 ¦ 5 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 17.12.2003 ¦ 19 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 04.02.2004 ¦ 68 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 04.02.2004 ¦ 68 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 17.12.2003 ¦ 19 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27019 ¦ 21.01.2004 ¦ 54 ¦ 13.00 ¦ 64.82 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 21.01.2004 ¦ 54 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27022 ¦ 18.02.2004 ¦ 82 ¦ 9.50 ¦ 23.68 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27023 ¦ 21.01.2004 ¦ 54 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27024 ¦ 21.01.2004 ¦ 54 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27025 ¦ 17.12.2003 ¦ 19 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 21.01.2004 ¦ 54 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 18.02.2004 ¦ 82 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45002 ¦ 04.02.2004 ¦ 68 ¦ 12.00 ¦ 47.87 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 17.12.2003 ¦ 19 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46002 ¦ 18.02.2004 ¦ 82 ¦ 11.00 ¦ 54.85 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46003 ¦ 21.01.2004 ¦ 54 ¦ 12.00 ¦ 59.84 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46014 ¦ 17.03.2004 ¦ 110 ¦ 10.50 ¦ 52.36 ¦
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 ¦ ¦ ¦ ¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21170 ¦06.08.03¦21.07.04¦ 236¦ 1 ¦ ¦ ¦ 1015.609¦ 3984.391¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21171 ¦08.10.03¦21.04.04¦ 145¦ 1 ¦ 2 ¦ ¦ 1673.396¦ 3326.604¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 724¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 108¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 473¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 365¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1088¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1453¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 1819¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2184¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 187¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 383¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 68¦ 3 ¦ 62 ¦ ¦ 16000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 250¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 656¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27019 ¦27.09.02¦18.07.07¦ 1328¦ ¦ ¦ ¦ 8800.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 509¦ 2 ¦ 2 ¦ ¦ 10941.601¦ 58.399¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27022 ¦19.02.03¦15.02.06¦ 810¦ 3 ¦ 10 ¦ ¦ 21295.514¦ 2704.486¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27023 ¦23.04.03¦20.07.05¦ 600¦ 3 ¦ 3 ¦ ¦ 20291.893¦ 2708.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27024 ¦09.07.03¦19.04.06¦ 873¦ 4 ¦ 1 ¦ ¦ 14217.676¦ 8782.324¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27025 ¦17.09.03¦13.06.07¦ 1293¦ 1 ¦ 10 ¦ ¦ 2993.400¦11006.600¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 54¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1083¦ 6 ¦ 82 ¦ ¦ 31740.000¦ 2760.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45002 ¦14.02.03¦02.08.06¦ 978¦ 1 ¦ ¦ ¦ 7360.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 1748¦ 7 ¦ 47 ¦ ¦ 28772.795¦ 4727.205¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46002 ¦05.02.03¦08.08.12¦ 3176¦ 4 ¦ 34 ¦ ¦ 25674.949¦ 6525.051¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46003 ¦14.02.03¦14.07.10¦ 2420¦ 3 ¦ ¦ ¦ 8000.000¦ 2000.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46014 ¦05.03.03¦29.08.18¦ 5388¦ 3 ¦ 8 ¦ ¦ 20702.864¦ 6297.136¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦281607.649¦55326.734¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦24.11.03¦25.11.03¦26.11.03¦27.11.03¦28.11.03¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 6.69 ¦ 6.54 ¦ 6.55 ¦ 6.55 ¦ 6.55 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 6.31 ¦ 6.34 ¦ 6.31 ¦ 6.34 ¦ 6.35 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 8.28 ¦ 8.26 ¦ 8.25 ¦ 8.25 ¦ 8.31 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 6.95 ¦ 6.95 ¦ 6.94 ¦ 6.95 ¦ 7.03 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 6.12 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 7.04 ¦ 7.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 8.29 ¦ 8.30 ¦ 8.40 ¦ 7.93 ¦ 8.37 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 7.50 ¦ 6.13 ¦ 5.99 ¦ 6.22 ¦ 7.23 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.19 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 0.00 ¦ 0.30 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.06 ¦ 0.10 ¦ 0.07 ¦ 0.10 ¦ 0.20 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 4.70 ¦ 0.01 ¦ 0.04 ¦ 0.05 ¦ 0.03 ¦
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---------¬
¦ ¦ 24.11.03¦ 25.11.03¦ 26.11.03¦ 27.11.03¦ 28.11.03¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦281771.37¦281771.37¦281771.37¦281607.65¦281607.65¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 2689.01¦ 2689.01¦ 2689.01¦ 2689.01¦ 2689.01¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1749.36¦ 1749.36¦ 1749.36¦ 1585.63¦ 1585.63¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦122250.61¦122250.61¦122250.61¦122250.61¦122250.61¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦155082.40¦155082.40¦155082.40¦155082.40¦155082.40¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦301353.92¦301499.21¦301626.52¦301483.27¦301078.71¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 2599.62¦ 2602.81¦ 2602.81¦ 2602.81¦ 2602.81¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1885.57¦ 1884.88¦ 1885.81¦ 1706.05¦ 1706.36¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦133543.30¦133652.53¦133742.17¦133778.83¦133513.19¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦163325.42¦163358.99¦163395.73¦163395.57¦163256.36¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 909.38¦ 909.17¦ 908.21¦ 907.82¦ 905.93¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 182.95¦ 181.91¦ 180.91¦ 179.91¦ 178.91¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 313.59¦ 312.72¦ 311.95¦ 344.00¦ 343.12¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 1437.42¦ 1437.85¦ 1436.73¦ 1435.51¦ 1433.07¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 496.06¦ 495.10¦ 494.07¦ 493.26¦ 492.31¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный
по объемам в обращении.
Департамент операций
на открытом рынке
Банка России
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