ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 4 июля 2003 г. N 24
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 545.216
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.)¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦23.07.03 ¦30.06.03¦99.770¦99.800¦99.770¦ 3.53¦ 155.39¦ 21165 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦01.07.03¦99.790¦99.790¦99.790¦ 3.49¦ 2.50¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦02.07.03¦99.815¦99.822¦99.822¦ 3.17¦ 5.50¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦03.07.03¦99.815¦99.816¦99.816¦ 3.36¦ 1.00¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦04.07.03¦99.821¦99.821¦99.821¦ 3.44¦ 0.39¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦03.09.03 ¦30.06.03¦99.277¦99.277¦99.277¦ 4.09¦ 0.00¦ 21167 ¦
+---------+--------+------+------+------+-------+-------+--------+
¦08.10.03 ¦30.06.03¦99.000¦99.025¦99.025¦ 3.64¦ 380.44¦ 21168 ¦
L---------+--------+------+------+------+-------+-------+---------
Торговля ОФЗ при суммарном объеме сделок за неделю 5002.678
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. ¦выпуска ¦
¦ ¦ ¦доход ¦ мин. ¦ макс. ¦ закр. ¦(% ¦руб. по¦(справ.)¦
¦ ¦ ¦(% от ¦ ¦ ¦ ¦год.) ¦номин.)¦ ¦
¦ ¦ ¦номин.)¦ ¦ ¦ ¦ ¦ ¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦17.09.03 ¦30.06.03¦ 0.30 ¦101.150¦101.195¦101.195¦ 4.68¦ 24.29¦ 27010 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.07.03¦ 0.40 ¦101.050¦101.120¦101.105¦ 4.66¦ 19.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.07.03¦ 0.40 ¦101.100¦101.100¦101.100¦ 4.76¦ 0.11¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.07.03¦ 0.40 ¦101.200¦101.270¦101.270¦ 4.05¦ 72.97¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.07.03¦ 0.40 ¦101.270¦101.330¦101.330¦ 3.74¦ 10.33¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦08.10.03 ¦30.06.03¦ 2.30 ¦101.300¦101.440¦101.365¦ 4.86¦1203.58¦ 27011 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.07.03¦ 2.30 ¦101.210¦101.210¦101.210¦ 5.54¦ 0.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.07.03¦ 2.30 ¦101.300¦101.400¦101.375¦ 4.93¦ 8.24¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.07.03¦ 2.30 ¦101.588¦101.639¦101.631¦ 4.00¦ 34.36¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.07.03¦ 2.40 ¦101.530¦101.557¦101.530¦ 4.00¦ 36.92¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦19.11.03 ¦30.06.03¦ 1.10 ¦101.855¦102.000¦101.950¦ 5.04¦ 486.20¦ 27012 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.07.03¦ 1.10 ¦102.090¦102.090¦102.090¦ 4.60¦ 78.95¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.07.03¦ 1.20 ¦102.100¦102.100¦102.100¦ 4.38¦ 3.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.07.03¦ 1.20 ¦102.100¦102.102¦102.100¦ 4.41¦ 25.21¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦21.01.04 ¦30.06.03¦ 1.90 ¦102.421¦103.000¦103.000¦ 4.78¦ 193.85¦ 28001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.07.03¦ 1.90 ¦102.400¦103.050¦103.050¦ 4.63¦ 1.50¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.07.03¦ 1.90 ¦102.460¦102.700¦102.700¦ 5.63¦ 2.19¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.07.03¦ 2.00 ¦102.310¦102.700¦102.700¦ 5.42¦ 1.15¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.07.03¦ 2.00 ¦102.550¦102.750¦102.555¦ 5.01¦ 2.26¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦04.02.04 ¦30.06.03¦ 1.78 ¦103.400¦104.430¦103.800¦ 5.27¦ 973.62¦ 27015 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.07.03¦ 1.81 ¦104.000¦104.170¦104.000¦ 4.96¦ 285.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.07.03¦ 1.84 ¦103.800¦104.170¦103.800¦ 4.93¦ 286.02¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.07.03¦ 1.87 ¦103.800¦103.998¦103.998¦ 5.52¦ 0.63¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.07.03¦ 1.91 ¦104.000¦104.130¦104.000¦ 5.00¦ 90.71¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦15.03.04 ¦30.06.03¦ 2.93 ¦103.200¦103.200¦103.200¦ 5.21¦ 1.00¦ 26002 ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦02.06.04 ¦30.06.03¦ 0.86 ¦105.500¦105.800¦105.800¦ 5.91¦ 0.24¦ 27013 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.07.03¦ 0.92 ¦104.300¦105.648¦105.648¦ 7.22¦ 7.44¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.07.03¦ 0.95 ¦105.000¦105.690¦105.600¦ 6.26¦ 0.73¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.07.03¦ 0.99 ¦105.000¦105.700¦105.700¦ 6.20¦ 46.86¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦04.08.04 ¦04.07.03¦ 1.91 ¦107.080¦107.300¦107.199¦ 5.25¦ 27.50¦ 27017 ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦15.12.04 ¦30.06.03¦ 0.40 ¦107.700¦108.450¦107.700¦ 6.31¦ 26.56¦ 27014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.07.03¦ 0.46 ¦107.123¦107.690¦107.690¦ 6.91¦ 5.03¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.07.03¦ 0.53 ¦107.000¦107.690¦107.690¦ 7.04¦ 11.10¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦15.03.05 ¦30.06.03¦ 2.93 ¦104.950¦105.000¦105.000¦ 6.77¦ 0.48¦ 26003 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.07.03¦ 2.99 ¦105.275¦105.275¦105.275¦ 6.58¦ 4.50¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦20.04.05 ¦01.07.03¦ 2.65 ¦110.200¦110.500¦110.210¦ 6.39¦ 73.00¦ 27021 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.07.03¦ 2.69 ¦109.350¦110.580¦110.580¦ 6.97¦ 46.02¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.07.03¦ 2.76 ¦110.000¦110.500¦110.400¦ 6.55¦ 7.92¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦20.07.05 ¦01.07.03¦ 1.80 ¦102.250¦102.400¦102.250¦ 6.93¦ 35.55¦ 27023 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.07.03¦ 1.82 ¦102.050¦102.102¦102.052¦ 7.10¦ 40.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.07.03¦ 1.85 ¦102.006¦102.134¦102.006¦ 7.09¦ 14.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.07.03¦ 1.87 ¦101.450¦102.050¦101.450¦ 7.35¦ 23.84¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦14.09.05 ¦30.06.03¦ 0.46 ¦111.000¦111.170¦111.100¦ 6.95¦ 20.00¦ 27018 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.07.03¦ 0.50 ¦110.800¦111.080¦111.080¦ 6.96¦ 30.39¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦02.08.06 ¦30.06.03¦ 5.22 ¦107.050¦107.050¦107.050¦ 6.95¦ 0.14¦ 45002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.07.03¦ 5.26 ¦106.600¦106.708¦106.600¦ 7.21¦ 17.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.07.03¦ 5.29 ¦106.250¦106.600¦106.250¦ 7.38¦ 188.89¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.07.03¦ 5.33 ¦106.300¦106.310¦106.300¦ 7.37¦ 158.83¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.07.03¦ 5.37 ¦106.100¦106.250¦106.100¦ 7.44¦ 36.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦15.11.06 ¦30.06.03¦ 1.53 ¦110.740¦110.750¦110.740¦ 7.09¦ 37.17¦ 45001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.07.03¦ 1.57 ¦110.500¦110.504¦110.500¦ 7.18¦ 4.55¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.07.03¦ 1.61 ¦110.000¦110.700¦110.000¦ 7.26¦ 21.64¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.07.03¦ 1.65 ¦110.200¦110.210¦110.200¦ 7.29¦ 40.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.07.03¦ 1.69 ¦109.700¦110.200¦109.800¦ 7.38¦ 113.17¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦10.09.08 ¦30.06.03¦ 0.46 ¦114.500¦114.950¦114.950¦ 7.27¦ 0.10¦ 46001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.07.03¦ 0.54 ¦114.000¦114.001¦114.001¦ 7.45¦ 12.13¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.07.03¦ 0.58 ¦113.800¦113.800¦113.800¦ 7.50¦ 0.01¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.07.03¦ 0.61 ¦112.500¦114.000¦112.500¦ 7.72¦ 11.13¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦14.07.10 ¦30.06.03¦ 5.22 ¦110.000¦114.000¦110.000¦ 7.99¦ 0.40¦ 46003 ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦08.08.12 ¦30.06.03¦ 5.17 ¦112.495¦112.495¦112.495¦ 7.70¦ 3.00¦ 46002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.07.03¦ 5.20 ¦112.100¦112.400¦112.100¦ 7.73¦ 22.71¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.07.03¦ 5.24 ¦111.100¦111.600¦111.100¦ 7.85¦ 18.93¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.07.03¦ 5.27 ¦111.650¦111.850¦111.730¦ 7.82¦ 21.10¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.07.03¦ 5.31 ¦111.400¦111.400¦111.400¦ 7.87¦ 6.60¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦29.08.18 ¦30.06.03¦ 3.37 ¦109.570¦109.570¦109.570¦ 7.71¦ 5.00¦ 46014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.07.03¦ 3.39 ¦109.100¦109.100¦109.100¦ 7.78¦ 0.66¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.07.03¦ 3.42 ¦109.390¦109.395¦109.395¦ 7.74¦ 19.78¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.07.03¦ 3.45 ¦109.200¦109.200¦109.200¦ 7.76¦ 1.48¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.07.03¦ 3.48 ¦109.500¦109.500¦109.500¦ 7.72¦ 0.02¦ ¦
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 ¦ 146 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 24.11.2003 ¦ 143 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2004 ¦ 255 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2004 ¦ 255 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2003 ¦ 146 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 24.11.2003 ¦ 143 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 25.11.2003 ¦ 144 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 27.11.2003 ¦ 146 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 28.11.2003 ¦ 147 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 17.09.2003 ¦ 75 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 09.07.2003 ¦ 5 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 19.11.2003 ¦ 138 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 03.09.2003 ¦ 61 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 17.09.2003 ¦ 75 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 06.08.2003 ¦ 33 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 20.08.2003 ¦ 47 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 06.08.2003 ¦ 33 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 17.09.2003 ¦ 75 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 23.07.2003 ¦ 19 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27022 ¦ 20.08.2003 ¦ 47 ¦ 10.00 ¦ 24.93 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27023 ¦ 23.07.2003 ¦ 19 ¦ 9.50 ¦ 23.68 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 23.07.2003 ¦ 19 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 20.08.2003 ¦ 47 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45002 ¦ 06.08.2003 ¦ 33 ¦ 14.00 ¦ 66.36 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 17.09.2003 ¦ 75 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46002 ¦ 20.08.2003 ¦ 47 ¦ 13.00 ¦ 69.81 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46003 ¦ 23.07.2003 ¦ 19 ¦ 14.00 ¦ 60.99 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46014 ¦ 17.09.2003 ¦ 75 ¦ 10.50 ¦ 56.38 ¦
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 ¦ ¦ ¦ ¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21165 ¦04.12.02¦23.07.03¦ 19¦ 1 ¦ 2 ¦ ¦ 3025.287¦ 1974.713¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21166 ¦05.02.03¦06.08.03¦ 33¦ 1 ¦ 2 ¦ ¦ 2039.979¦ 2960.021¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21167 ¦05.03.03¦03.09.03¦ 61¦ 1 ¦ 2 ¦ ¦ 4522.588¦ 1477.412¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21168 ¦02.04.03¦08.10.03¦ 96¦ 1 ¦ ¦ ¦ 5994.811¦ 5.189¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21169 ¦07.05.03¦05.11.03¦ 124¦ 1 ¦ ¦ ¦ 2468.554¦ 2531.446¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 146¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 871¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 255¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 620¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 512¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1235¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1600¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 1966¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2331¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 75¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 96¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 138¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 334¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 530¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 215¦ 3 ¦ 62 ¦ ¦ 16000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 47¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 397¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 803¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 656¦ 2 ¦ 2 ¦ ¦ 10941.601¦ 58.399¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27022 ¦19.02.03¦15.02.06¦ 957¦ 3 ¦ 10 ¦ ¦ 21295.514¦ 2704.486¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27023 ¦23.04.03¦20.07.05¦ 747¦ 3 ¦ 3 ¦ ¦ 20291.893¦ 2708.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 201¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1230¦ 5 ¦ 81 ¦ ¦ 30354.634¦ 1645.366¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45002 ¦14.02.03¦02.08.06¦ 1125¦ 1 ¦ ¦ ¦ 9200.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 1895¦ 3 ¦ 45 ¦ ¦ 27830.000¦ 3170.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46002 ¦05.02.03¦08.08.12¦ 3323¦ 2 ¦ 26 ¦ ¦ 22619.652¦ 4580.348¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46003 ¦14.02.03¦14.07.10¦ 2567¦ 1 ¦ ¦ ¦ 8000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46014 ¦05.03.03¦29.08.18¦ 5535¦ 3 ¦ 4 ¦ ¦ 20094.552¦ 6905.448¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦300842.983¦46879.024¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦30.06.03¦01.07.03¦02.07.03¦03.07.03¦04.07.03¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 4.04 ¦ 3.99 ¦ 3.95 ¦ 3.88 ¦ 3.85 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 5.83 ¦ 5.83 ¦ 5.69 ¦ 5.69 ¦ 5.69 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 7.55 ¦ 7.60 ¦ 7.66 ¦ 7.68 ¦ 7.73 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 6.36 ¦ 6.42 ¦ 6.65 ¦ 6.59 ¦ 6.57 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 3.63 ¦ 3.49 ¦ 3.17 ¦ 3.36 ¦ 3.44 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 6.05 ¦ 0.00 ¦ 6.58 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 7.38 ¦ 7.61 ¦ 7.54 ¦ 7.48 ¦ 7.47 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 5.18 ¦ 5.92 ¦ 6.01 ¦ 5.66 ¦ 5.92 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 2.97 ¦ 0.01 ¦ 0.03 ¦ 0.01 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.09 ¦ 0.00 ¦ 0.26 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.04 ¦ 0.04 ¦ 0.22 ¦ 0.18 ¦ 0.14 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 1.76 ¦ 0.32 ¦ 0.24 ¦ 0.08 ¦ 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---------¬
¦ ¦ 30.06.03¦ 01.07.03¦ 02.07.03¦ 03.07.03¦ 04.07.03¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦300842.98¦300842.98¦300842.98¦300842.98¦300842.98¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 18051.22¦ 18051.22¦ 18051.22¦ 18051.22¦ 18051.22¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1749.36¦ 1749.36¦ 1749.36¦ 1749.36¦ 1749.36¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦118098.84¦118098.84¦118098.84¦118098.84¦118098.84¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦162943.57¦162943.57¦162943.57¦162943.57¦162943.57¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦328454.92¦328129.61¦327352.78¦327468.48¦327248.93¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 17901.28¦ 17901.64¦ 17902.49¦ 17902.43¦ 17902.58¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1844.38¦ 1844.82¦ 1848.42¦ 1848.86¦ 1849.28¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦135234.96¦135020.29¦134659.72¦134618.35¦134335.71¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦173474.31¦173362.86¦172942.14¦173098.85¦173161.36¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 859.03¦ 857.03¦ 855.72¦ 854.34¦ 852.88¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 74.88¦ 73.88¦ 72.88¦ 71.88¦ 70.88¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 433.29¦ 432.48¦ 431.98¦ 431.17¦ 430.36¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 1501.40¦ 1499.04¦ 1497.86¦ 1496.71¦ 1496.34¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 443.71¦ 442.41¦ 441.30¦ 440.22¦ 439.05¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный
по объемам в обращении.
Департамент операций
на открытом рынке
Банка России
|
