ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 11 июня 2003 г. N 21
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 27.15 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 ¦10.06.03¦99.575¦99.576¦99.575¦ 3.61 ¦ 16.70 ¦ 21165 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦11.06.03¦99.570¦99.600¦99.600¦ 3.50 ¦ 10.45 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦03.09.03 ¦10.06.03¦99.160¦99.160¦99.160¦ 3.64 ¦ 0.00 ¦ 21167 ¦
+---------+--------+------+------+------+-------+-------+--------+
¦08.10.03 ¦10.06.03¦98.770¦98.770¦98.770¦ 3.79 ¦ 0.00 ¦ 21168 ¦
L---------+--------+------+------+------+-------+-------+---------
Торговля ОФЗ при суммарном объеме сделок за неделю 4100.355
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.)¦ ¦
¦ ¦ ¦ном.) ¦ ¦ ¦ ¦ ¦ ¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦20.08.03 ¦09.06.03¦ 0.63 ¦101.700¦101.700¦101.700¦ 3.35 ¦ 8.00¦ 27016 ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦17.09.03 ¦09.06.03¦ 2.30 ¦101.600¦101.650¦101.640¦ 3.96 ¦ 30.47¦ 27010 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦10.06.03¦ 2.30 ¦101.501¦101.600¦101.570¦ 4.23 ¦ 60.89¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦11.06.03¦ 2.30 ¦101.620¦101.677¦101.649¦ 3.91 ¦ 51.90¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦08.10.03 ¦09.06.03¦ 1.70 ¦101.990¦102.000¦102.000¦ 3.90 ¦ 22.58¦ 27011 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦10.06.03¦ 1.70 ¦101.900¦101.980¦101.900¦ 4.22 ¦ 46.35¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦11.06.03¦ 1.70 ¦101.985¦101.999¦101.999¦ 4.00 ¦ 13.10¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦19.11.03 ¦09.06.03¦ 0.50 ¦102.500¦102.500¦102.500¦ 4.40 ¦ 3.00¦ 27012 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦10.06.03¦ 0.50 ¦102.401¦102.490¦102.490¦ 4.46 ¦ 4.36¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦11.06.03¦ 0.60 ¦102.400¦102.500¦102.500¦ 4.23 ¦ 3.06¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦21.01.04 ¦10.06.03¦ 1.30 ¦103.150¦103.250¦103.151¦ 4.88 ¦ 55.11¦ 28001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦11.06.03¦ 1.30 ¦103.190¦103.249¦103.200¦ 4.86 ¦ 1.03¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.02.04 ¦09.06.03¦ 1.09 ¦104.690¦104.695¦104.695¦ 4.79 ¦ 2.00¦ 27015 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦10.06.03¦ 1.12 ¦104.670¦104.720¦104.720¦ 4.78 ¦ 29.90¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦11.06.03¦ 1.15 ¦104.600¦104.600¦104.600¦ 4.87 ¦ 19.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦02.06.04 ¦10.06.03¦ 0.20 ¦106.655¦106.655¦106.655¦ 5.10 ¦ 0.87¦ 27013 ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.08.04 ¦11.06.03¦ 1.15 ¦107.510¦107.510¦107.510¦ 5.33 ¦ 5.00¦ 27017 ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.12.04 ¦10.06.03¦ 2.73 ¦108.790¦108.890¦108.890¦ 6.03 ¦ 10.00¦ 27014 ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.03.05 ¦10.06.03¦ 2.38 ¦105.100¦105.100¦105.100¦ 6.80 ¦ 0.10¦ 26003 ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦20.04.05 ¦10.06.03¦ 1.84 ¦110.900¦110.910¦110.910¦ 6.31 ¦ 17.59¦ 27021 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦11.06.03¦ 1.88 ¦111.110¦111.110¦111.110¦ 6.19 ¦ 0.90¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦20.07.05 ¦11.06.03¦ 1.28 ¦103.300¦103.300¦103.300¦ 6.51 ¦ 15.00¦ 27023 ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦14.09.05 ¦09.06.03¦ 3.15 ¦112.250¦112.450¦112.450¦ 6.48 ¦ 8.17¦ 27018 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦10.06.03¦ 3.18 ¦112.300¦112.450¦112.450¦ 6.49 ¦ 41.24¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.02.06 ¦09.06.03¦ 0.52 ¦105.550¦105.600¦105.600¦ 6.62 ¦ 7.63¦ 27022 ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦02.08.06 ¦09.06.03¦ 4.41 ¦107.769¦107.770¦107.770¦ 6.75 ¦ 12.00¦ 45002 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦10.06.03¦ 4.45 ¦107.400¦107.790¦107.400¦ 6.87 ¦ 69.05¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦11.06.03¦ 4.49 ¦107.450¦107.597¦107.501¦ 6.86 ¦ 54.20¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.11.06 ¦09.06.03¦ 0.73 ¦111.350¦111.700¦111.700¦ 6.91 ¦ 27.89¦ 45001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦10.06.03¦ 0.77 ¦111.250¦111.550¦111.300¦ 6.97 ¦ 134.19¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦11.06.03¦ 0.81 ¦111.311¦111.749¦111.500¦ 6.91 ¦ 104.05¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦10.09.08 ¦09.06.03¦ 3.15 ¦115.496¦115.496¦115.496¦ 7.16 ¦ 12.82¦ 46001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦10.06.03¦ 3.18 ¦115.300¦115.300¦115.300¦ 7.20 ¦ 0.07¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦11.06.03¦ 3.22 ¦115.500¦115.680¦115.680¦ 7.10 ¦1001.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦14.07.10 ¦10.06.03¦ 4.45 ¦115.960¦115.960¦115.960¦ 7.51 ¦ 2.65¦ 46003 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦11.06.03¦ 4.49 ¦115.950¦116.000¦115.990¦ 7.48 ¦1018.97¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦08.08.12 ¦09.06.03¦ 4.42 ¦112.680¦112.680¦112.680¦ 7.71 ¦ 88.00¦ 46002 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦10.06.03¦ 4.45 ¦112.500¦112.680¦112.620¦ 7.72 ¦ 16.49¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦11.06.03¦ 4.49 ¦112.500¦112.690¦112.690¦ 7.70 ¦1072.06¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦29.08.18 ¦09.06.03¦ 2.76 ¦109.600¦109.600¦109.600¦ 7.73 ¦ 0.17¦ 46014 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦10.06.03¦ 2.79 ¦108.514¦109.501¦108.514¦ 7.79 ¦ 17.50¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦11.06.03¦ 2.82 ¦109.350¦109.500¦109.350¦ 7.76 ¦ 12.00¦ ¦
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 ¦ 169 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 24.11.2003 ¦ 166 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2004 ¦ 278 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2004 ¦ 278 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2003 ¦ 169 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 24.11.2003 ¦ 166 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 25.11.2003 ¦ 167 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 27.11.2003 ¦ 169 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 28.11.2003 ¦ 170 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 18.06.2003 ¦ 7 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 09.07.2003 ¦ 28 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 19.11.2003 ¦ 161 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 03.09.2003 ¦ 84 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 18.06.2003 ¦ 7 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 06.08.2003 ¦ 56 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 20.08.2003 ¦ 70 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 06.08.2003 ¦ 56 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 18.06.2003 ¦ 7 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 23.07.2003 ¦ 42 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27022 ¦ 20.08.2003 ¦ 70 ¦ 10.00 ¦ 24.93 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27023 ¦ 23.07.2003 ¦ 42 ¦ 9.50 ¦ 23.68 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 23.07.2003 ¦ 42 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 20.08.2003 ¦ 70 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45002 ¦ 06.08.2003 ¦ 56 ¦ 14.00 ¦ 66.36 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 18.06.2003 ¦ 7 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46002 ¦ 20.08.2003 ¦ 70 ¦ 13.00 ¦ 69.81 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46003 ¦ 23.07.2003 ¦ 42 ¦ 14.00 ¦ 60.99 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46014 ¦ 17.09.2003 ¦ 98 ¦ 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¦ 42¦ 1 ¦ 2 ¦ ¦ 3025.287¦ 1974.713¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21166 ¦05.02.03¦06.08.03¦ 56¦ 1 ¦ 2 ¦ ¦ 2039.979¦ 2960.021¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21167 ¦05.03.03¦03.09.03¦ 84¦ 1 ¦ 2 ¦ ¦ 4522.588¦ 1477.412¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21168 ¦02.04.03¦08.10.03¦ 119¦ 1 ¦ ¦ ¦ 5994.811¦ 5.189¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21169 ¦07.05.03¦05.11.03¦ 147¦ 1 ¦ ¦ ¦ 2468.554¦ 2531.446¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 169¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 894¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 278¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 643¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 535¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1258¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1623¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 1989¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2354¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 98¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 119¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 161¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 357¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 553¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 238¦ 3 ¦ 62 ¦ ¦ 16000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 70¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 420¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 826¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 679¦ 2 ¦ 2 ¦ ¦ 10941.601¦ 58.399¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27022 ¦19.02.03¦15.02.06¦ 980¦ 3 ¦ 10 ¦ ¦ 21295.514¦ 2704.486¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27023 ¦23.04.03¦20.07.05¦ 770¦ 3 ¦ 3 ¦ ¦ 20291.893¦ 2708.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 224¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1253¦ 5 ¦ 81 ¦ ¦ 30354.634¦ 1645.366¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45002 ¦14.02.03¦02.08.06¦ 1148¦ 1 ¦ ¦ ¦ 9200.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 1918¦ 3 ¦ 45 ¦ ¦ 27830.000¦ 3170.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46002 ¦05.02.03¦08.08.12¦ 3346¦ 2 ¦ 26 ¦ ¦ 22619.652¦ 4580.348¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46003 ¦14.02.03¦14.07.10¦ 2590¦ 1 ¦ ¦ ¦ 8000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46014 ¦05.03.03¦29.08.18¦ 5558¦ 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----------¬
¦ ¦ 09.06.03 ¦ 10.06.03 ¦ 11.06.03 ¦
+-------------------------------+----------+----------+----------+
¦1. Индикаторы (% годовых): ¦ ¦ ¦ ¦
+-------------------------------+----------+----------+----------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦
+-------------------------------+----------+----------+----------+
¦ ГКО ¦ 3.69 ¦ 3.80 ¦ 3.80 ¦
+-------------------------------+----------+----------+----------+
¦ ОФЗ-ПД ¦ 5.77 ¦ 5.84 ¦ 5.84 ¦
+-------------------------------+----------+----------+----------+
¦ ОФЗ-АД ¦ 7.47 ¦ 7.52 ¦ 7.48 ¦
+-------------------------------+----------+----------+----------+
¦ ОФЗ-ФД ¦ 6.10 ¦ 6.10 ¦ 6.07 ¦
+-------------------------------+----------+----------+----------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦
+-------------------------------+----------+----------+----------+
¦ ГКО ¦ 0.00 ¦ 3.61 ¦ 3.50 ¦
+-------------------------------+----------+----------+----------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 6.80 ¦ 0.00 ¦
+-------------------------------+----------+----------+----------+
¦ ОФЗ-АД ¦ 7.56 ¦ 7.26 ¦ 7.48 ¦
+-------------------------------+----------+----------+----------+
¦ ОФЗ-ФД ¦ 5.70 ¦ 5.75 ¦ 5.41 ¦
+-------------------------------+----------+----------+----------+
¦2. Коэффициенты оборачиваемости¦ ¦ ¦ ¦
+-------------------------------+----------+----------+----------+
¦ ГКО ¦ 0.00 ¦ 0.09 ¦ 0.06 ¦
+-------------------------------+----------+----------+----------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 0.01 ¦ 0.00 ¦
+-------------------------------+----------+----------+----------+
¦ ОФЗ-АД ¦ 0.13 ¦ 0.20 ¦ 2.84 ¦
+-------------------------------+----------+----------+----------+
¦ ОФЗ-ФД ¦ 0.05 ¦ 0.16 ¦ 0.07 ¦
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---------¬
¦ ¦ 09.06.03¦ 10.06.03¦ 11.06.03¦
+----------------------------------+---------+---------+---------+
¦Номинальная стоимость, млн. руб. ¦292842.98¦300842.98¦300842.98¦
+----------------------------------+---------+---------+---------+
¦ ГКО ¦ 18051.22¦ 18051.22¦ 18051.22¦
+----------------------------------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1749.36¦ 1749.36¦ 1749.36¦
+----------------------------------+---------+---------+---------+
¦ ОФЗ-АД ¦110098.84¦118098.84¦118098.84¦
+----------------------------------+---------+---------+---------+
¦ ОФЗ-ФД ¦162943.57¦162943.57¦162943.57¦
+----------------------------------+---------+---------+---------+
¦Рыночная стоимость, млн. руб. ¦320605.68¦330051.22¦330395.00¦
+----------------------------------+---------+---------+---------+
¦ ГКО ¦ 17867.77¦ 17869.99¦ 17870.69¦
+----------------------------------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1839.41¦ 1837.57¦ 1838.00¦
+----------------------------------+---------+---------+---------+
¦ ОФЗ-АД ¦126484.78¦135915.22¦136170.77¦
+----------------------------------+---------+---------+---------+
¦ ОФЗ-ФД ¦174413.72¦174428.44¦174515.54¦
+----------------------------------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 848.19¦ 872.93¦ 872.65¦
+----------------------------------+---------+---------+---------+
¦ ГКО ¦ 95.89¦ 94.89¦ 93.88¦
+----------------------------------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 450.52¦ 449.49¦ 448.68¦
+----------------------------------+---------+---------+---------+
¦ ОФЗ-АД ¦ 1492.37¦ 1509.20¦ 1509.00¦
+----------------------------------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 462.30¦ 461.33¦ 460.33¦
L----------------------------------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный
по объемам в обращении.
Департамент операций
на открытом рынке
Банка России
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