ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 21 ноября 2003 г. N 44
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 19.92 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 ¦20.11.03¦97.350¦97.420¦97.420¦ 6.39 ¦ 14.92 ¦ 21171 ¦
+---------+--------+------+------+------+--------+-------+-------+
¦21.07.04 ¦18.11.03¦95.500¦95.500¦95.500¦ 6.99 ¦ 5.00 ¦ 21170 ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 1563.432
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 ¦17.11.03¦ 0.70 ¦100.600¦100.600¦100.600¦ 6.84 ¦ 2.81¦28001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.11.03¦ 0.70 ¦100.400¦100.600¦100.400¦ 7.23 ¦ 12.52¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.11.03¦ 0.80 ¦100.600¦100.700¦100.670¦ 6.34 ¦ 19.57¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.11.03¦ 0.80 ¦100.570¦100.700¦100.700¦ 6.05 ¦ 0.61¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.11.03¦ 0.80 ¦100.645¦100.700¦100.700¦ 6.12 ¦ 128.31¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.02.04 ¦17.11.03¦ 0.40 ¦101.500¦101.600¦101.500¦ 5.07 ¦ 5.01¦27015 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.11.03¦ 0.43 ¦101.300¦101.450¦101.400¦ 5.67 ¦ 39.82¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.11.03¦ 0.46 ¦101.450¦101.450¦101.450¦ 5.13 ¦ 0.94¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.11.03¦ 0.49 ¦101.301¦101.450¦101.301¦ 5.29 ¦ 67.05¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.11.03¦ 0.53 ¦101.150¦101.150¦101.150¦ 6.46 ¦ 175.45¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.04 ¦20.11.03¦ 6.85 ¦101.035¦101.035¦101.035¦ 6.38 ¦ 4.84¦26002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.11.03¦ 6.88 ¦101.020¦101.020¦101.020¦ 6.40 ¦ 12.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.06.04 ¦17.11.03¦ 2.47 ¦103.120¦103.240¦103.240¦ 6.18 ¦ 12.50¦27013 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.11.03¦ 2.50 ¦103.100¦103.380¦103.179¦ 6.24 ¦ 16.55¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.11.03¦ 2.53 ¦102.720¦102.800¦102.720¦ 6.95 ¦ 15.80¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.11.03¦ 2.57 ¦102.900¦103.000¦102.900¦ 6.56 ¦ 9.01¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.11.03¦ 2.60 ¦102.900¦102.900¦102.900¦ 6.56 ¦ 2.75¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.08.04 ¦19.11.03¦ 0.46 ¦104.150¦104.150¦104.150¦ 6.12 ¦ 0.01¦27017 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.11.03¦ 0.49 ¦104.010¦104.010¦104.010¦ 6.30 ¦ 8.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.12.04 ¦18.11.03¦ 2.04 ¦106.500¦106.500¦106.500¦ 5.85 ¦ 0.00¦27014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.11.03¦ 2.07 ¦106.030¦106.500¦106.030¦ 6.05 ¦ 19.90¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.11.03¦ 2.10 ¦106.350¦106.350¦106.350¦ 5.97 ¦ 3.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.11.03¦ 2.14 ¦106.120¦106.500¦106.440¦ 5.89 ¦ 20.39¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.05 ¦19.11.03¦ 6.82 ¦103.590¦103.590¦103.590¦ 7.00 ¦ 5.00¦26003 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.04.05 ¦18.11.03¦ 0.89 ¦108.500¦108.500¦108.500¦ 5.85 ¦ 0.02¦27021 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.11.03¦ 0.92 ¦108.000¦108.000¦108.000¦ 6.21 ¦ 9.04¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.11.03¦ 0.99 ¦108.000¦108.000¦108.000¦ 6.19 ¦ 0.10¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.09.05 ¦18.11.03¦ 2.04 ¦108.671¦109.550¦109.550¦ 6.61 ¦ 3.48¦27018 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.11.03¦ 2.10 ¦109.340¦109.800¦109.800¦ 6.41 ¦ 2.12¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.11.03¦ 2.14 ¦109.800¦109.820¦109.820¦ 6.39 ¦ 4.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.02.06 ¦20.11.03¦ 0.03 ¦102.700¦102.700¦102.700¦ 7.41 ¦ 0.13¦27022 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦19.04.06 ¦19.11.03¦ 0.61 ¦100.100¦101.000¦101.000¦ 7.70 ¦ 6.00¦27024 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.08.06 ¦17.11.03¦ 3.39 ¦106.300¦106.300¦106.300¦ 7.17 ¦ 4.70¦45002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.11.03¦ 3.42 ¦105.000¦106.200¦106.000¦ 7.34 ¦ 22.47¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.11.03¦ 3.45 ¦106.247¦106.250¦106.250¦ 7.19 ¦ 23.11¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.11.03¦ 3.49 ¦106.200¦106.200¦106.200¦ 7.21 ¦ 0.01¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.11.03¦ 3.52 ¦106.050¦106.300¦106.300¦ 7.28 ¦ 0.79¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.11.06 ¦17.11.03¦ 3.41 ¦107.100¦107.700¦107.360¦ 7.60 ¦ 33.17¦45001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.11.03¦ 3.45 ¦107.000¦107.300¦107.250¦ 7.60 ¦ 52.20¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.11.03¦ 0.00 ¦107.450¦107.600¦107.600¦ 7.65 ¦ 145.71¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.11.03¦ 0.03 ¦107.600¦107.614¦107.614¦ 7.40 ¦ 224.87¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦13.06.07 ¦18.11.03¦ 1.36 ¦100.000¦100.000¦100.000¦ 7.55 ¦ 2.00¦27025 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.11.03¦ 1.40 ¦ 99.920¦100.180¦100.180¦ 7.50 ¦ 85.27¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.11.03¦ 1.43 ¦100.180¦100.180¦100.180¦ 7.49 ¦ 0.11¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦10.09.08 ¦18.11.03¦ 2.38 ¦109.000¦109.300¦109.300¦ 8.22 ¦ 11.54¦46001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.11.03¦ 2.42 ¦109.250¦109.347¦109.347¦ 8.25 ¦ 5.47¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.11.03¦ 2.46 ¦109.340¦109.370¦109.365¦ 8.15 ¦ 49.83¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.11.03¦ 2.49 ¦109.297¦109.380¦109.370¦ 8.14 ¦ 122.75¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.08.12 ¦18.11.03¦ 2.71 ¦107.000¦107.000¦107.000¦ 8.43 ¦ 13.00¦46002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.11.03¦ 2.74 ¦106.850¦106.900¦106.850¦ 8.45 ¦ 28.58¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.11.03¦ 2.77 ¦106.900¦106.900¦106.900¦ 8.44 ¦ 20.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.11.03¦ 2.80 ¦106.900¦106.902¦106.900¦ 8.44 ¦ 24.14¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦29.08.18 ¦17.11.03¦ 1.76 ¦102.800¦102.850¦102.850¦ 8.62 ¦ 10.00¦46014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.11.03¦ 1.78 ¦102.700¦102.790¦102.790¦ 8.64 ¦ 41.01¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.11.03¦ 1.81 ¦102.600¦102.750¦102.750¦ 8.65 ¦ 13.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.11.03¦ 1.84 ¦102.700¦102.775¦102.700¦ 8.64 ¦ 6.18¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.11.03¦ 1.87 ¦102.850¦102.852¦102.852¦ 8.62 ¦ 16.80¦ ¦
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 ¦ 6 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 24.11.2003 ¦ 3 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2004 ¦ 115 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2004 ¦ 115 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2003 ¦ 6 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 24.11.2003 ¦ 3 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 25.11.2003 ¦ 4 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 27.11.2003 ¦ 6 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 28.11.2003 ¦ 7 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 03.12.2003 ¦ 12 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 17.12.2003 ¦ 26 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 04.02.2004 ¦ 75 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 04.02.2004 ¦ 75 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 17.12.2003 ¦ 26 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 21.01.2004 ¦ 61 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27022 ¦ 18.02.2004 ¦ 89 ¦ 9.50 ¦ 23.68 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27023 ¦ 21.01.2004 ¦ 61 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27024 ¦ 21.01.2004 ¦ 61 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27025 ¦ 17.12.2003 ¦ 26 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 21.01.2004 ¦ 61 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 18.02.2004 ¦ 89 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45002 ¦ 04.02.2004 ¦ 75 ¦ 12.00 ¦ 47.87 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 17.12.2003 ¦ 26 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46002 ¦ 18.02.2004 ¦ 89 ¦ 11.00 ¦ 54.85 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46003 ¦ 21.01.2004 ¦ 61 ¦ 12.00 ¦ 59.84 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46014 ¦ 17.03.2004 ¦ 117 ¦ 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¦ 243¦ 1 ¦ ¦ ¦ 1015.609¦ 3984.391¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21171 ¦08.10.03¦21.04.04¦ 152¦ 1 ¦ 2 ¦ ¦ 1673.396¦ 3326.604¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 6¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 731¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 115¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 480¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 372¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1095¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1460¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 1826¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2191¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 194¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 390¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 75¦ 3 ¦ 62 ¦ ¦ 16000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 257¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 663¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 516¦ 2 ¦ 2 ¦ ¦ 10941.601¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27022 ¦19.02.03¦15.02.06¦ 817¦ 3 ¦ 10 ¦ ¦ 21295.514¦ 2704.486¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27023 ¦23.04.03¦20.07.05¦ 607¦ 3 ¦ 3 ¦ ¦ 20291.893¦ 2708.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27024 ¦09.07.03¦19.04.06¦ 880¦ 4 ¦ 1 ¦ ¦ 14217.676¦ 8782.324¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27025 ¦17.09.03¦13.06.07¦ 1300¦ 1 ¦ 10 ¦ ¦ 2993.400¦11006.600¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 61¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1090¦ 6 ¦ 82 ¦ ¦ 31740.000¦ 2760.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45002 ¦14.02.03¦02.08.06¦ 985¦ 1 ¦ ¦ ¦ 7360.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 1755¦ 7 ¦ 47 ¦ ¦ 28772.795¦ 4727.205¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46002 ¦05.02.03¦08.08.12¦ 3183¦ 4 ¦ 34 ¦ ¦ 25674.949¦ 6525.051¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46003 ¦14.02.03¦14.07.10¦ 2427¦ 3 ¦ ¦ ¦ 8000.000¦ 2000.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46014 ¦05.03.03¦29.08.18¦ 5395¦ 3 ¦ 8 ¦ ¦ 20702.864¦ 6297.136¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦272971.371¦55326.734¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦17.11.03¦18.11.03¦19.11.03¦20.11.03¦21.11.03¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 6.40 ¦ 6.56 ¦ 6.56 ¦ 6.68 ¦ 6.69 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 6.59 ¦ 6.59 ¦ 6.24 ¦ 6.30 ¦ 6.30 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 8.29 ¦ 8.34 ¦ 8.35 ¦ 8.31 ¦ 8.30 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 6.94 ¦ 6.96 ¦ 6.93 ¦ 6.86 ¦ 6.87 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 6.99 ¦ 0.00 ¦ 6.39 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 0.00 ¦ 7.00 ¦ 0.38 ¦ 6.40 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 8.15 ¦ 8.34 ¦ 8.04 ¦ 7.81 ¦ 8.31 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 6.08 ¦ 6.51 ¦ 6.60 ¦ 7.35 ¦ 6.23 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.18 ¦ 0.00 ¦ 0.56 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 0.00 ¦ 0.29 ¦ 0.28 ¦ 0.69 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.04 ¦ 0.12 ¦ 0.18 ¦ 0.24 ¦ 0.14 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.01 ¦ 0.05 ¦ 0.05 ¦ 0.12 ¦ 0.22 ¦
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---------¬
¦ ¦ 17.11.03¦ 18.11.03¦ 19.11.03¦ 20.11.03¦ 21.11.03¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦279656.19¦279656.19¦272640.11¦272934.53¦272971.37¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 2689.01¦ 2689.01¦ 2689.01¦ 2689.01¦ 2689.01¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1749.36¦ 1749.36¦ 1749.36¦ 1749.36¦ 1749.36¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦119902.70¦119902.70¦122001.72¦122213.87¦122250.61¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦155315.14¦155315.14¦146200.03¦146282.29¦146282.40¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦299098.12¦298799.83¦289974.68¦290724.90¦290838.30¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 2594.48¦ 2594.77¦ 2594.77¦ 2599.62¦ 2599.62¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1878.85¦ 1879.28¦ 1885.30¦ 1884.09¦ 1884.47¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦131887.83¦131600.75¦132786.89¦133304.50¦133407.74¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦162736.96¦162725.04¦152707.71¦152936.69¦152946.47¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 876.14¦ 874.43¦ 907.32¦ 906.41¦ 905.90¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 190.01¦ 189.02¦ 188.02¦ 186.95¦ 186.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 318.59¦ 317.78¦ 317.44¦ 316.80¦ 316.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 1442.91¦ 1441.44¦ 1442.95¦ 1440.27¦ 1439.90¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 434.19¦ 433.24¦ 461.06¦ 460.57¦ 459.70¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный
по объемам в обращении.
Департамент операций
на открытом рынке
Банка России
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