ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 5 сентября 2003 г. N 33
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 39.98 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.)¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦08.10.03 ¦03.09.03¦99.620¦99.623¦99.620¦ 3.97 ¦ 8.77 ¦ 21168 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦05.09.03¦99.554¦99.554¦99.554¦ 4.96 ¦ 10.00 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦05.11.03 ¦03.09.03¦99.200¦99.200¦99.200¦ 4.67 ¦ 0.20 ¦ 21169 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦04.09.03¦99.200¦99.200¦99.200¦ 4.75 ¦ 21.00 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦21.07.04 ¦01.09.03¦95.300¦95.300¦95.300¦ 5.56 ¦ 0.01 ¦ 21170 ¦
L---------+--------+------+------+------+-------+-------+---------
Торговля ОФЗ при суммарном объеме сделок за неделю 4980.388
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)¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦17.09.03 ¦02.09.03¦ 2.10 ¦100.200¦100.200¦100.200¦ 4.87 ¦ 36.52¦27010 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.09.03¦ 2.10 ¦100.246¦100.275¦100.250¦ 3.34 ¦ 22.24¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.09.03¦ 2.10 ¦100.220¦100.258¦100.220¦ 4.11 ¦ 19.92¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.10.03 ¦02.09.03¦ 1.50 ¦100.633¦100.638¦100.633¦ 3.67 ¦ 607.93¦27011 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.09.03¦ 1.50 ¦100.580¦100.644¦100.643¦ 3.71 ¦ 1.83¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦19.11.03 ¦01.09.03¦ 2.80 ¦101.440¦101.440¦101.440¦ 3.41 ¦ 0.00¦27012 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.09.03¦ 2.90 ¦101.288¦101.288¦101.288¦ 3.70 ¦ 5.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.09.03¦ 2.90 ¦101.380¦101.380¦101.380¦ 3.36 ¦ 1.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.09.03¦ 2.90 ¦101.360¦101.360¦101.360¦ 3.50 ¦ 0.01¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦11.12.03 ¦04.09.03¦ 0.00 ¦ 98.951¦ 98.951¦ 98.951¦ 3.95 ¦3000.00¦46009 ¦
¦<*> ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦21.01.04 ¦01.09.03¦ 1.10 ¦101.700¦101.900¦101.900¦ 5.26 ¦ 0.06¦28001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.09.03¦ 1.10 ¦101.970¦101.970¦101.970¦ 5.00 ¦ 3.69¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.09.03¦ 1.20 ¦101.900¦102.000¦102.000¦ 4.78 ¦ 3.72¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.09.03¦ 1.20 ¦101.600¦102.000¦102.000¦ 5.57 ¦ 3.88¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.09.03¦ 1.20 ¦101.500¦101.910¦101.910¦ 6.09 ¦ 0.25¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.02.04 ¦01.09.03¦ 0.86 ¦102.999¦102.999¦102.999¦ 4.95 ¦ 1.14¦27015 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.09.03¦ 0.89 ¦102.800¦103.150¦103.150¦ 4.96 ¦ 640.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.09.03¦ 0.95 ¦102.800¦102.940¦102.940¦ 5.30 ¦ 8.30¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.09.03¦ 0.99 ¦102.600¦102.600¦102.600¦ 5.75 ¦ 0.11¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.06.04 ¦01.09.03¦ 2.93 ¦105.000¦105.000¦105.000¦ 5.29 ¦ 0.01¦27013 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.09.03¦ 2.96 ¦105.000¦105.000¦105.000¦ 5.27 ¦ 0.34¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.09.03¦ 0.00 ¦105.000¦105.100¦105.100¦ 5.24 ¦ 9.43¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.08.04 ¦02.09.03¦ 0.89 ¦104.778¦105.000¦105.000¦ 6.78 ¦ 50.01¦27017 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.09.03¦ 0.92 ¦105.000¦105.375¦105.000¦ 6.27 ¦ 15.80¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.09.03¦ 0.99 ¦104.818¦105.990¦104.818¦ 6.69 ¦ 1.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.12.04 ¦02.09.03¦ 2.50 ¦106.000¦106.200¦106.100¦ 7.19 ¦ 23.79¦27014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.09.03¦ 2.53 ¦106.110¦106.120¦106.120¦ 7.17 ¦ 8.89¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.09.03¦ 2.57 ¦106.000¦106.100¦106.000¦ 7.24 ¦ 5.91¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.09.03¦ 2.60 ¦105.620¦105.700¦105.700¦ 7.50 ¦ 10.77¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.05 ¦03.09.03¦ 4.71 ¦103.500¦103.500¦103.500¦ 7.43 ¦ 0.34¦26003 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.04.05 ¦02.09.03¦ 1.57 ¦107.470¦107.950¦107.950¦ 7.17 ¦ 10.48¦27021 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.09.03¦ 1.65 ¦107.800¦107.900¦107.900¦ 7.21 ¦ 9.13¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.09.03¦ 1.69 ¦107.869¦107.900¦107.870¦ 7.18 ¦ 9.36¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.07.05 ¦02.09.03¦ 1.01 ¦101.500¦101.500¦101.500¦ 7.21 ¦ 9.75¦27023 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.09.03¦ 1.06 ¦101.200¦101.450¦101.200¦ 7.32 ¦ 9.84¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.09.03¦ 1.09 ¦100.500¦101.600¦101.600¦ 7.81 ¦ 278.50¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.09.05 ¦02.09.03¦ 2.92 ¦109.000¦109.100¦109.100¦ 7.44 ¦ 8.93¦27018 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.09.03¦ 2.95 ¦109.100¦109.230¦109.230¦ 7.35 ¦ 10.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.09.03¦ 2.99 ¦109.200¦109.250¦109.250¦ 7.31 ¦ 11.91¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.09.03¦ 3.03 ¦109.250¦109.250¦109.250¦ 7.29 ¦ 2.50¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.02.06 ¦04.09.03¦ 0.39 ¦101.500¦101.500¦101.500¦ 8.18 ¦ 0.90¦27022 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.09.03¦ 0.42 ¦101.500¦101.600¦101.500¦ 8.16 ¦ 1.70¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.11.06 ¦01.09.03¦ 0.46 ¦107.550¦107.550¦107.550¦ 8.04 ¦ 0.14¦45001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.09.03¦ 0.50 ¦107.500¦107.600¦107.600¦ 8.04 ¦ 29.66¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.09.03¦ 0.54 ¦107.550¦107.749¦107.749¦ 7.97 ¦ 18.90¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.09.03¦ 0.58 ¦107.600¦107.699¦107.699¦ 7.98 ¦ 23.50¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.09.03¦ 0.61 ¦107.500¦107.583¦107.583¦ 8.02 ¦ 11.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦10.09.08 ¦01.09.03¦ 2.88 ¦110.180¦110.180¦110.180¦ 8.24 ¦ 0.01¦46001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.09.03¦ 2.92 ¦110.000¦110.000¦110.000¦ 8.29 ¦ 6.02¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.09.03¦ 2.95 ¦109.800¦110.077¦110.000¦ 8.28 ¦ 10.28¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.09.03¦ 2.99 ¦109.800¦110.037¦109.800¦ 8.32 ¦ 15.83¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.09.03¦ 3.03 ¦109.600¦109.800¦109.601¦ 8.37 ¦ 19.60¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.07.10 ¦01.09.03¦ 1.32 ¦114.990¦114.990¦114.990¦ 7.48 ¦ 0.00¦46003 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.08.12 ¦01.09.03¦ 0.36 ¦108.080¦108.080¦108.080¦ 8.32 ¦ 0.02¦46002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.09.03¦ 0.48 ¦106.950¦107.000¦106.950¦ 8.51 ¦ 0.50¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦29.08.18 ¦05.09.03¦ 5.29 ¦104.000¦104.000¦104.000¦ 8.50 ¦ 0.06¦46014 ¦
L---------+--------+-------+-------+-------+-------+------+-------+-------
--------------------------------
<*> Дата обратного выкупа Банком России.
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 ¦ 83 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 24.11.2003 ¦ 80 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2004 ¦ 192 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2004 ¦ 192 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2003 ¦ 83 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 24.11.2003 ¦ 80 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 25.11.2003 ¦ 81 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 27.11.2003 ¦ 83 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 28.11.2003 ¦ 84 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 17.09.2003 ¦ 12 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 08.10.2003 ¦ 33 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 19.11.2003 ¦ 75 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 03.12.2003 ¦ 89 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 17.09.2003 ¦ 12 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 05.11.2003 ¦ 61 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 05.11.2003 ¦ 61 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 17.09.2003 ¦ 12 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 22.10.2003 ¦ 47 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27022 ¦ 19.11.2003 ¦ 75 ¦ 9.50 ¦ 23.68 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27023 ¦ 22.10.2003 ¦ 47 ¦ 9.00 ¦ 22.44 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27024 ¦ 22.10.2003 ¦ 47 ¦ 8.00 ¦ 23.01 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 22.10.2003 ¦ 47 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 19.11.2003 ¦ 75 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45002 ¦ 04.02.2004 ¦ 152 ¦ 12.00 ¦ 47.87 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 17.09.2003 ¦ 12 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46002 ¦ 18.02.2004 ¦ 166 ¦ 11.00 ¦ 54.85 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46003 ¦ 21.01.2004 ¦ 138 ¦ 12.00 ¦ 59.84 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46014 ¦ 17.09.2003 ¦ 12 ¦ 10.50 ¦ 52.38 ¦
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 ¦ ¦ ¦ ¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21168 ¦02.04.03¦08.10.03¦ 33¦ 1 ¦ ¦ ¦ 5994.811¦ 5.189¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21169 ¦07.05.03¦05.11.03¦ 61¦ 1 ¦ ¦ ¦ 2468.554¦ 2531.446¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21170 ¦06.08.03¦21.07.04¦ 320¦ 1 ¦ ¦ ¦ 1015.609¦ 3984.391¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 83¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 808¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 192¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 557¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 449¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1172¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1537¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 1903¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2268¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 12¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 33¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 75¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 271¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 467¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 152¦ 3 ¦ 62 ¦ ¦ 16000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 334¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 740¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 593¦ 2 ¦ 2 ¦ ¦ 10941.601¦ 58.399¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27022 ¦19.02.03¦15.02.06¦ 894¦ 3 ¦ 10 ¦ ¦ 21295.514¦ 2704.486¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27023 ¦23.04.03¦20.07.05¦ 684¦ 3 ¦ 3 ¦ ¦ 20291.893¦ 2708.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27024 ¦09.07.03¦19.04.06¦ 957¦ 4 ¦ 1 ¦ ¦ 14217.676¦ 8782.324¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 138¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1167¦ 5 ¦ 81 ¦ ¦ 30354.634¦ 1645.366¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45002 ¦14.02.03¦02.08.06¦ 1062¦ 1 ¦ ¦ ¦ 7360.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 1832¦ 3 ¦ 45 ¦ ¦ 27830.000¦ 3170.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46002 ¦05.02.03¦08.08.12¦ 3260¦ 3 ¦ 27 ¦ ¦ 22892.972¦ 4307.028¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46003 ¦14.02.03¦14.07.10¦ 2504¦ 1 ¦ ¦ ¦ 8000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46014 ¦05.03.03¦29.08.18¦ 5472¦ 3 ¦ 4 ¦ ¦ 20094.552¦ 6905.448¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦299249.240¦46632.767¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦01.09.03¦02.09.03¦03.09.03¦04.09.03¦05.09.03¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 4.49 ¦ 4.60 ¦ 4.86 ¦ 4.89 ¦ 5.23 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 6.35 ¦ 6.36 ¦ 6.50 ¦ 6.51 ¦ 6.51 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 8.22 ¦ 8.22 ¦ 8.21 ¦ 8.33 ¦ 8.33 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 7.26 ¦ 7.17 ¦ 7.15 ¦ 7.29 ¦ 7.42 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 5.56 ¦ 0.00 ¦ 4.00 ¦ 4.75 ¦ 4.96 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 0.00 ¦ 7.43 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 8.11 ¦ 8.11 ¦ 8.12 ¦ 8.16 ¦ 8.29 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 4.96 ¦ 5.40 ¦ 6.64 ¦ 7.14 ¦ 7.78 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.00 ¦ 0.10 ¦ 0.22 ¦ 0.11 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 0.00 ¦ 0.02 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.00 ¦ 0.03 ¦ 0.02 ¦ 0.03 ¦ 0.03 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.00 ¦ 0.82 ¦ 0.04 ¦ 0.04 ¦ 0.17 ¦
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---------¬
¦ ¦ 01.09.03¦ 02.09.03¦ 03.09.03¦ 04.09.03¦ 05.09.03¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦300645.08¦300645.08¦299249.24¦299249.24¦299249.24¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 14001.56¦ 14001.56¦ 9478.97¦ 9478.97¦ 9478.97¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1749.36¦ 1749.36¦ 1749.36¦ 1749.36¦ 1749.36¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦116532.16¦116532.16¦116532.16¦116532.16¦116532.16¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦168362.00¦168362.00¦171488.75¦171488.75¦171488.75¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦320699.90¦320869.58¦319285.02¦318422.71¦318317.95¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 13901.04¦ 13901.04¦ 9388.73¦ 9388.73¦ 9384.76¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1854.79¦ 1855.22¦ 1852.18¦ 1852.61¦ 1853.04¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦128378.45¦128363.80¦128445.93¦127834.80¦127963.70¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦176565.63¦176749.52¦179598.19¦179346.56¦179116.46¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 835.50¦ 834.39¦ 846.58¦ 842.27¦ 841.99¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 50.53¦ 49.53¦ 71.89¦ 70.89¦ 69.91¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 381.47¦ 380.66¦ 379.54¦ 378.74¦ 377.93¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 1486.07¦ 1485.09¦ 1483.89¦ 1477.52¦ 1477.05¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 429.05¦ 428.31¦ 436.09¦ 434.64¦ 433.55¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный
по объемам в обращении.
Департамент операций
на открытом рынке
Банка России
|
