ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 31 октября 2003 г. N 41
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 2.6 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 ¦27.10.03¦97.100¦97.100¦97.100¦ 6.16 ¦ 2.10 ¦ 21171 ¦
+---------+--------+------+------+------+--------+-------+-------+
¦21.07.04 ¦31.10.03¦95.400¦95.400¦95.400¦ 6.67 ¦ 0.50 ¦ 21170 ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 3735.005
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 ¦28.10.03¦ 4.40 ¦100.180¦100.190¦100.180¦ 6.87 ¦ 8.73¦27012 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.10.03¦ 4.50 ¦100.060¦100.100¦100.100¦ 7.49 ¦ 25.50¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.10.03¦ 4.50 ¦100.180¦100.250¦100.248¦ 5.80 ¦ 67.03¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦21.01.04 ¦27.10.03¦ 0.10 ¦100.500¦100.670¦100.500¦ 8.16 ¦ 6.99¦28001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.10.03¦ 0.20 ¦100.490¦100.690¦100.490¦ 7.91 ¦ 12.12¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.10.03¦ 0.20 ¦100.450¦100.500¦100.500¦ 8.01 ¦ 18.40¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.10.03¦ 0.20 ¦100.620¦100.690¦100.620¦ 7.33 ¦ 15.38¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.10.03¦ 0.20 ¦100.962¦101.150¦100.962¦ 5.61 ¦ 383.36¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.02.04 ¦28.10.03¦ 2.73 ¦101.270¦101.649¦101.270¦ 6.01 ¦ 104.05¦27015 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.10.03¦ 2.80 ¦101.100¦101.250¦101.100¦ 7.92 ¦ 15.36¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.10.03¦ 2.83 ¦101.100¦101.830¦101.830¦ 5.69 ¦ 393.98¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.04 ¦30.10.03¦ 6.27 ¦101.740¦101.800¦101.740¦ 4.91 ¦ 0.01¦26002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.10.03¦ 6.30 ¦101.649¦101.695¦101.650¦ 5.24 ¦ 8.41¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.06.04 ¦30.10.03¦ 1.87 ¦102.750¦102.800¦102.800¦ 7.35 ¦ 4.00¦27013 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.10.03¦ 1.91 ¦103.300¦103.490¦103.400¦ 6.21 ¦ 128.27¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.08.04 ¦27.10.03¦ 2.70 ¦103.400¦103.400¦103.400¦ 7.64 ¦ 3.56¦27017 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.10.03¦ 2.73 ¦104.500¦104.500¦104.500¦ 6.11 ¦ 0.10¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.10.03¦ 2.80 ¦104.400¦104.400¦104.400¦ 6.20 ¦ 6.85¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.10.03¦ 2.83 ¦104.200¦104.300¦104.300¦ 6.38 ¦ 264.21¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.12.04 ¦27.10.03¦ 1.32 ¦105.010¦105.250¦105.020¦ 7.49 ¦ 23.47¦27014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.10.03¦ 1.35 ¦105.010¦105.030¦105.020¦ 7.54 ¦ 32.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.10.03¦ 1.45 ¦105.825¦106.596¦106.596¦ 6.34 ¦ 64.89¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.05 ¦27.10.03¦ 6.19 ¦103.000¦103.000¦103.000¦ 7.57 ¦ 0.30¦26003 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.10.03¦ 6.25 ¦103.000¦103.800¦103.000¦ 7.25 ¦ 1.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.10.03¦ 6.30 ¦103.400¦103.500¦103.500¦ 7.17 ¦ 30.10¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.04.05 ¦27.10.03¦ 0.16 ¦107.379¦107.379¦107.379¦ 6.90 ¦ 109.27¦27021 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.10.03¦ 0.26 ¦108.550¦108.550¦108.550¦ 6.03 ¦ 0.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.10.03¦ 0.30 ¦108.200¦108.500¦108.200¦ 6.26 ¦ 0.22¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.07.05 ¦28.10.03¦ 0.13 ¦101.490¦101.490¦101.490¦ 7.05 ¦ 1.01¦27023 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.10.03¦ 0.18 ¦101.190¦101.500¦101.500¦ 7.13 ¦ 27.45¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.10.03¦ 0.20 ¦100.500¦102.800¦102.800¦ 6.52 ¦ 0.33¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.09.05 ¦27.10.03¦ 1.32 ¦108.500¦108.500¦108.500¦ 7.33 ¦ 6.09¦27018 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.10.03¦ 1.35 ¦108.000¦108.000¦108.000¦ 7.61 ¦ 0.50¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.10.03¦ 1.41 ¦108.500¦108.500¦108.500¦ 7.31 ¦ 2.30¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.10.03¦ 1.45 ¦108.550¦109.800¦109.800¦ 7.02 ¦ 34.35¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.02.06 ¦28.10.03¦ 1.80 ¦102.000¦102.500¦102.000¦ 7.75 ¦ 0.26¦27022 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.10.03¦ 1.85 ¦101.000¦101.590¦101.300¦ 8.15 ¦ 182.75¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.10.03¦ 1.87 ¦102.019¦102.400¦102.300¦ 7.80 ¦ 560.05¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.08.06 ¦28.10.03¦ 2.73 ¦105.200¦105.500¦105.500¦ 7.79 ¦ 41.13¦45002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.10.03¦ 2.76 ¦104.600¦104.600¦104.600¦ 8.30 ¦ 0.01¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.10.03¦ 2.80 ¦105.858¦105.880¦105.860¦ 7.55 ¦ 2.16¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.10.03¦ 2.83 ¦105.700¦106.100¦106.100¦ 7.50 ¦ 65.42¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.11.06 ¦27.10.03¦ 2.61 ¦107.300¦107.500¦107.500¦ 7.70 ¦ 76.04¦45001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.10.03¦ 2.65 ¦107.000¦107.485¦107.000¦ 7.87 ¦ 39.34¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.10.03¦ 2.69 ¦106.600¦107.000¦106.600¦ 7.96 ¦ 4.50¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.10.03¦ 2.72 ¦106.700¦106.900¦106.900¦ 8.00 ¦ 12.07¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.10.03¦ 2.76 ¦107.025¦107.915¦107.915¦ 7.50 ¦ 407.23¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦13.06.07 ¦27.10.03¦ 0.88 ¦ 99.850¦102.500¦ 99.850¦ 7.50 ¦ 0.50¦27025 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.10.03¦ 0.94 ¦102.900¦102.900¦102.900¦ 6.60 ¦ 0.06¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦10.09.08 ¦27.10.03¦ 1.53 ¦109.800¦109.870¦109.870¦ 8.10 ¦ 11.32¦46001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.10.03¦ 1.57 ¦109.000¦109.470¦109.150¦ 8.32 ¦ 84.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.10.03¦ 1.61 ¦109.000¦110.000¦109.000¦ 8.20 ¦ 17.44¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.10.03¦ 1.65 ¦108.150¦108.250¦108.220¦ 8.57 ¦ 18.07¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.10.03¦ 1.69 ¦109.640¦109.990¦109.850¦ 8.10 ¦ 233.07¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.07.10 ¦31.10.03¦ 3.29 ¦109.895¦110.490¦110.490¦ 8.32 ¦ 26.98¦46003 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.08.12 ¦28.10.03¦ 2.08 ¦106.750¦106.750¦106.750¦ 8.49 ¦ 17.49¦46002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.10.03¦ 2.11 ¦106.900¦106.900¦106.900¦ 8.47 ¦ 0.19¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.10.03¦ 2.17 ¦108.950¦108.950¦108.950¦ 8.11 ¦ 0.81¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦29.08.18 ¦29.10.03¦ 1.21 ¦103.500¦103.500¦103.500¦ 8.53 ¦ 0.98¦46014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.10.03¦ 1.24 ¦103.500¦103.500¦103.500¦ 8.53 ¦ 1.43¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.10.03¦ 1.27 ¦103.000¦103.490¦103.400¦ 8.58 ¦ 132.15¦ ¦
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 ¦ 27 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 24.11.2003 ¦ 24 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2004 ¦ 136 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2004 ¦ 136 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2003 ¦ 27 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 24.11.2003 ¦ 24 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 25.11.2003 ¦ 25 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 27.11.2003 ¦ 27 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 28.11.2003 ¦ 28 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 19.11.2003 ¦ 19 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 03.12.2003 ¦ 33 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 17.12.2003 ¦ 47 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 05.11.2003 ¦ 5 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 05.11.2003 ¦ 5 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 17.12.2003 ¦ 47 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 21.01.2004 ¦ 82 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27022 ¦ 19.11.2003 ¦ 19 ¦ 9.50 ¦ 23.68 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27023 ¦ 21.01.2004 ¦ 82 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27024 ¦ 21.01.2004 ¦ 82 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27025 ¦ 17.12.2003 ¦ 47 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 21.01.2004 ¦ 82 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 19.11.2003 ¦ 19 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45002 ¦ 04.02.2004 ¦ 96 ¦ 12.00 ¦ 47.87 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 17.12.2003 ¦ 47 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46002 ¦ 18.02.2004 ¦ 110 ¦ 11.00 ¦ 54.85 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46003 ¦ 21.01.2004 ¦ 82 ¦ 12.00 ¦ 59.84 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46014 ¦ 17.03.2004 ¦ 138 ¦ 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 ¦ ¦ ¦ ¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21169 ¦07.05.03¦05.11.03¦ 5¦ 1 ¦ ¦ ¦ 2468.554¦ 2531.446¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21170 ¦06.08.03¦21.07.04¦ 264¦ 1 ¦ ¦ ¦ 1015.609¦ 3984.391¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21171 ¦08.10.03¦21.04.04¦ 173¦ 1 ¦ 2 ¦ ¦ 1673.396¦ 3326.604¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 27¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 752¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 136¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 501¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 393¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1116¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1481¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 1847¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2212¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 19¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 215¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 411¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 96¦ 3 ¦ 62 ¦ ¦ 16000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 278¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 684¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 537¦ 2 ¦ 2 ¦ ¦ 10941.601¦ 58.399¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27022 ¦19.02.03¦15.02.06¦ 838¦ 3 ¦ 10 ¦ ¦ 21295.514¦ 2704.486¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27023 ¦23.04.03¦20.07.05¦ 628¦ 3 ¦ 3 ¦ ¦ 20291.893¦ 2708.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27024 ¦09.07.03¦19.04.06¦ 901¦ 4 ¦ 1 ¦ ¦ 14217.676¦ 8782.324¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27025 ¦17.09.03¦13.06.07¦ 1321¦ 1 ¦ 7 ¦ ¦ 2910.471¦11089.529¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 82¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1111¦ 5 ¦ 81 ¦ ¦ 30354.634¦ 1645.366¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45002 ¦14.02.03¦02.08.06¦ 1006¦ 1 ¦ ¦ ¦ 7360.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 1776¦ 6 ¦ 45 ¦ ¦ 27830.000¦ 3170.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46002 ¦05.02.03¦08.08.12¦ 3204¦ 4 ¦ 33 ¦ ¦ 25670.000¦ 6530.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46003 ¦14.02.03¦14.07.10¦ 2448¦ 3 ¦ ¦ ¦ 8000.000¦ 2000.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46014 ¦05.03.03¦29.08.18¦ 5416¦ 3 ¦ 7 ¦ ¦ 20688.062¦ 6311.938¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦282124.195¦63780.310¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦27.10.03¦28.10.03¦29.10.03¦30.10.03¦31.10.03¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 5.96 ¦ 5.97 ¦ 5.97 ¦ 5.98 ¦ 6.35 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 6.71 ¦ 6.71 ¦ 6.45 ¦ 6.39 ¦ 6.34 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 8.34 ¦ 8.41 ¦ 8.39 ¦ 8.43 ¦ 8.20 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 7.24 ¦ 7.40 ¦ 7.40 ¦ 7.41 ¦ 7.03 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 6.16 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 6.67 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 7.57 ¦ 0.00 ¦ 7.25 ¦ 4.91 ¦ 7.03 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 7.78 ¦ 8.21 ¦ 8.21 ¦ 8.39 ¦ 8.12 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 7.02 ¦ 6.94 ¦ 8.01 ¦ 8.00 ¦ 7.27 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.04 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.01 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.02 ¦ 0.00 ¦ 0.06 ¦ 0.00 ¦ 2.25 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.07 ¦ 0.15 ¦ 0.02 ¦ 0.03 ¦ 0.72 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.10 ¦ 0.10 ¦ 0.01 ¦ 0.18 ¦ 1.21 ¦
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---------¬
¦ ¦ 27.10.03¦ 28.10.03¦ 29.10.03¦ 30.10.03¦ 31.10.03¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦282124.20¦282124.20¦282124.20¦282124.20¦282124.20¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 5157.56¦ 5157.56¦ 5157.56¦ 5157.56¦ 5157.56¦
+----------------------+---------+---------+---------+---------+---------+
¦ 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 ¦155314.59¦155314.59¦155314.59¦155314.59¦155314.59¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦300269.18¦299605.45¦299771.22¦299522.13¦301571.59¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 5056.34¦ 5056.34¦ 5056.34¦ 5056.34¦ 5058.61¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1868.36¦ 1868.79¦ 1873.73¦ 1874.94¦ 1876.13¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦130981.97¦130606.05¦130727.72¦130481.65¦131785.44¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦162362.51¦162074.27¦162113.43¦162109.20¦162851.42¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 887.74¦ 886.15¦ 886.13¦ 884.76¦ 886.23¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 112.50¦ 111.50¦ 110.50¦ 109.50¦ 108.57¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 335.54¦ 334.73¦ 334.31¦ 333.42¦ 332.75¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 1464.30¦ 1463.51¦ 1464.35¦ 1463.11¦ 1464.33¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 453.10¦ 451.42¦ 450.42¦ 449.80¦ 448.95¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный
по объемам в обращении.
Департамент операций
на открытом рынке
Банка России
|
