ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 14 ноября 2003 г. N 43
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ОФЗ при суммарном объеме сделок за неделю 711.115
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)¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦19.11.03 ¦11.11.03¦ 4.80 ¦100.070¦100.070¦100.070¦ 5.82¦ 5.12¦27012 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.11.03¦ 4.80 ¦100.070¦100.070¦100.070¦ 6.67¦ 0.30¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.11.03¦ 4.80 ¦100.070¦100.120¦100.120¦ 4.76¦ 2.01¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦21.01.04 ¦10.11.03¦ 0.50 ¦100.600¦100.700¦100.650¦ 6.76¦ 3.43¦28001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.11.03¦ 0.50 ¦100.750¦101.000¦100.750¦ 6.47¦ 23.62¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.11.03¦ 0.60 ¦100.410¦100.590¦100.590¦ 7.41¦ 2.81¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.02.04 ¦10.11.03¦ 0.16 ¦101.310¦101.400¦101.310¦ 6.36¦ 15.86¦27015 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.11.03¦ 0.20 ¦101.300¦101.500¦101.300¦ 6.48¦ 5.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.11.03¦ 0.23 ¦101.000¦101.260¦101.260¦ 7.67¦ 7.72¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.11.03¦ 0.26 ¦101.350¦101.350¦101.350¦ 6.11¦ 23.57¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.06.04 ¦10.11.03¦ 2.24 ¦103.100¦103.100¦103.100¦ 6.48¦ 14.50¦27013 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.11.03¦ 2.27 ¦103.050¦103.120¦103.050¦ 6.46¦ 48.63¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.11.03¦ 2.30 ¦102.500¦102.531¦102.530¦ 7.54¦ 12.56¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.11.03¦ 2.33 ¦103.100¦103.100¦103.100¦ 6.40¦ 43.46¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.08.04 ¦11.11.03¦ 0.20 ¦103.898¦103.898¦103.898¦ 6.66¦ 7.15¦27017 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.11.03¦ 0.23 ¦103.850¦104.000¦103.900¦ 6.58¦ 182.25¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.12.04 ¦11.11.03¦ 1.81 ¦106.200¦106.200¦106.200¦ 6.25¦ 13.88¦27014 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.05 ¦11.11.03¦ 6.60 ¦103.000¦103.000¦103.000¦ 7.50¦ 3.10¦26003 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.11.03¦ 6.66 ¦103.000¦103.150¦103.150¦ 7.42¦ 25.49¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.04.05 ¦14.11.03¦ 0.76 ¦109.000¦109.000¦109.000¦ 5.54¦ 0.02¦27021 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.07.05 ¦11.11.03¦ 0.44 ¦102.200¦102.600¦102.600¦ 6.39¦ 7.50¦27023 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.11.03¦ 0.46 ¦102.344¦102.350¦102.350¦ 6.46¦ 7.05¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.09.05 ¦10.11.03¦ 1.78 ¦109.500¦109.500¦109.500¦ 6.66¦ 5.00¦27018 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.11.03¦ 1.81 ¦109.200¦109.350¦109.200¦ 6.77¦ 32.50¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.11.03¦ 1.84 ¦109.200¦109.350¦109.200¦ 6.77¦ 15.20¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.11.03¦ 1.91 ¦109.300¦109.800¦109.300¦ 6.61¦ 0.90¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦19.04.06 ¦10.11.03¦ 0.42 ¦100.000¦100.000¦100.000¦ 7.83¦ 2.00¦27024 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.11.03¦ 0.46 ¦ 99.500¦ 99.500¦ 99.500¦ 8.07¦ 2.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.08.06 ¦10.11.03¦ 3.16 ¦106.490¦106.500¦106.500¦ 7.11¦ 16.00¦45002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.11.03¦ 3.22 ¦106.000¦106.250¦106.250¦ 7.28¦ 14.50¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.11.03¦ 3.26 ¦106.390¦106.398¦106.398¦ 7.14¦ 18.84¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.11.06 ¦10.11.03¦ 3.15 ¦108.000¦108.000¦108.000¦ 7.29¦ 0.67¦45001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.11.03¦ 3.18 ¦107.630¦108.000¦108.000¦ 7.29¦ 0.21¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.11.03¦ 3.22 ¦107.500¦107.650¦107.500¦ 7.48¦ 6.77¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.11.03¦ 3.26 ¦107.700¦107.700¦107.700¦ 7.41¦ 37.85¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.11.03¦ 3.30 ¦107.700¦107.850¦107.700¦ 7.40¦ 4.66¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦13.06.07 ¦12.11.03¦ 1.23 ¦ 99.800¦ 99.800¦ 99.800¦ 7.62¦ 1.05¦27025 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦10.09.08 ¦11.11.03¦ 2.11 ¦110.290¦110.300¦110.290¦ 7.91¦ 10.79¦46001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.11.03¦ 2.15 ¦109.800¦109.900¦109.800¦ 8.05¦ 0.05¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.11.03¦ 2.22 ¦110.000¦110.000¦110.000¦ 7.99¦ 0.06¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.08.12 ¦11.11.03¦ 2.50 ¦105.000¦107.450¦107.400¦ 8.41¦ 1.00¦46002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.11.03¦ 2.53 ¦107.200¦107.479¦107.400¦ 8.36¦ 18.17¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.11.03¦ 2.59 ¦107.150¦107.220¦107.220¦ 8.40¦ 13.28¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦29.08.18 ¦12.11.03¦ 1.61 ¦100.100¦100.110¦100.110¦ 9.07¦ 1.86¦46014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.11.03¦ 1.64 ¦103.000¦103.000¦103.000¦ 8.60¦ 0.14¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.11.03¦ 1.67 ¦102.780¦102.980¦102.960¦ 8.62¦ 52.58¦ ¦
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 ¦ 13 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 24.11.2003 ¦ 10 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2004 ¦ 122 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2004 ¦ 122 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2003 ¦ 13 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 24.11.2003 ¦ 10 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 25.11.2003 ¦ 11 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 27.11.2003 ¦ 13 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 28.11.2003 ¦ 14 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 19.11.2003 ¦ 5 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 03.12.2003 ¦ 19 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 17.12.2003 ¦ 33 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 04.02.2004 ¦ 82 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 04.02.2004 ¦ 82 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 17.12.2003 ¦ 33 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 21.01.2004 ¦ 68 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27022 ¦ 19.11.2003 ¦ 5 ¦ 9.50 ¦ 23.68 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27023 ¦ 21.01.2004 ¦ 68 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27024 ¦ 21.01.2004 ¦ 68 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27025 ¦ 17.12.2003 ¦ 33 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 21.01.2004 ¦ 68 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 19.11.2003 ¦ 5 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45002 ¦ 04.02.2004 ¦ 82 ¦ 12.00 ¦ 47.87 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 17.12.2003 ¦ 33 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46002 ¦ 18.02.2004 ¦ 96 ¦ 11.00 ¦ 54.85 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46003 ¦ 21.01.2004 ¦ 68 ¦ 12.00 ¦ 59.84 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46014 ¦ 17.03.2004 ¦ 124 ¦ 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¦ 250¦ 1 ¦ ¦ ¦ 1015.609¦ 3984.391¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21171 ¦08.10.03¦21.04.04¦ 159¦ 1 ¦ 2 ¦ ¦ 1673.396¦ 3326.604¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 13¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 738¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 122¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 487¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 379¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1102¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1467¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 1833¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2198¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 5¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 201¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 397¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 82¦ 3 ¦ 62 ¦ ¦ 16000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 264¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 670¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 523¦ 2 ¦ 2 ¦ ¦ 10941.601¦ 58.399¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27022 ¦19.02.03¦15.02.06¦ 824¦ 3 ¦ 10 ¦ ¦ 21295.514¦ 2704.486¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27023 ¦23.04.03¦20.07.05¦ 614¦ 3 ¦ 3 ¦ ¦ 20291.893¦ 2708.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27024 ¦09.07.03¦19.04.06¦ 887¦ 4 ¦ 1 ¦ ¦ 14217.676¦ 8782.324¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27025 ¦17.09.03¦13.06.07¦ 1307¦ 1 ¦ 8 ¦ ¦ 2911.024¦11088.976¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 68¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1097¦ 5 ¦ 81 ¦ ¦ 30354.634¦ 1645.366¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45002 ¦14.02.03¦02.08.06¦ 992¦ 1 ¦ ¦ ¦ 7360.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 1762¦ 6 ¦ 45 ¦ ¦ 27830.000¦ 3170.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46002 ¦05.02.03¦08.08.12¦ 3190¦ 4 ¦ 33 ¦ ¦ 25670.000¦ 6530.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46003 ¦14.02.03¦14.07.10¦ 2434¦ 3 ¦ ¦ ¦ 8000.000¦ 2000.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46014 ¦05.03.03¦29.08.18¦ 5402¦ 3 ¦ 7 ¦ ¦ 20688.062¦ 6311.938¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦279656.194¦61248.311¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
--------------------T--------T--------T--------T--------T--------¬
¦ ¦10.11.03¦11.11.03¦12.11.03¦13.11.03¦14.11.03¦
+-------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы ¦ ¦ ¦ ¦ ¦ ¦
¦ (% годовых): ¦ ¦ ¦ ¦ ¦ ¦
+-------------------+--------+--------+--------+--------+--------+
¦а) рыночного ¦ ¦ ¦ ¦ ¦ ¦
¦ портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+-------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 6.40 ¦ 6.40 ¦ 6.40 ¦ 6.40 ¦ 6.40 ¦
+-------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 6.40 ¦ 6.64 ¦ 6.65 ¦ 6.58 ¦ 6.58 ¦
+-------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 8.12 ¦ 8.20 ¦ 8.43 ¦ 8.25 ¦ 8.26 ¦
+-------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 6.90 ¦ 6.96 ¦ 7.13 ¦ 7.05 ¦ 6.97 ¦
+-------------------+--------+--------+--------+--------+--------+
¦б) оборота ¦ ¦ ¦ ¦ ¦ ¦
¦ рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+-------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+-------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 7.50 ¦ 0.00 ¦ 7.42 ¦ 0.00 ¦
+-------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 7.11 ¦ 7.97 ¦ 8.19 ¦ 7.35 ¦ 8.57 ¦
+-------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 6.77 ¦ 6.58 ¦ 6.70 ¦ 6.36 ¦ 6.60 ¦
+-------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+-------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+-------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 0.18 ¦ 0.00 ¦ 1.49 ¦ 0.00 ¦
+-------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.01 ¦ 0.01 ¦ 0.03 ¦ 0.05 ¦ 0.06 ¦
+-------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.03 ¦ 0.09 ¦ 0.15 ¦ 0.05 ¦ 0.00 ¦
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---------¬
¦ ¦ 10.11.03¦ 11.11.03¦ 12.11.03¦ 13.11.03¦ 14.11.03¦
+--------------+---------+---------+---------+---------+---------+
¦Номинальная ¦279656.19¦279656.19¦279656.19¦279656.19¦279656.19¦
¦стоимость, ¦ ¦ ¦ ¦ ¦ ¦
¦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¦119902.70¦119902.70¦119902.70¦
+--------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦155315.14¦155315.14¦155315.14¦155315.14¦155315.14¦
+--------------+---------+---------+---------+---------+---------+
¦Рыночная ¦299611.08¦299083.53¦297930.37¦298783.95¦298960.86¦
¦стоимость, ¦ ¦ ¦ ¦ ¦ ¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+--------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 2594.48¦ 2594.48¦ 2594.48¦ 2594.48¦ 2594.48¦
+--------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1879.29¦ 1875.18¦ 1875.62¦ 1877.13¦ 1877.57¦
+--------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦132540.33¦132124.04¦131221.06¦131911.32¦131918.72¦
+--------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦162596.99¦162489.83¦162239.22¦162401.02¦162570.10¦
+--------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, ¦ 887.11¦ 883.82¦ 877.04¦ 880.86¦ 879.27¦
¦дней ¦ ¦ ¦ ¦ ¦ ¦
+--------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 197.01¦ 196.01¦ 195.01¦ 194.01¦ 193.01¦
+--------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 324.55¦ 323.36¦ 322.55¦ 321.84¦ 321.03¦
+--------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 1454.90¦ 1450.11¦ 1439.52¦ 1447.29¦ 1445.40¦
+--------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 441.80¦ 440.81¦ 439.41¦ 438.21¦ 437.28¦
L--------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный
по объемам в обращении.
Департамент операций
на открытом рынке
Банка России
|
