ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 23 мая 2003 г. N 18
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 323.639
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 ¦21.05.03¦99.200¦99.300¦99.250¦ 4.38 ¦ 52.80 ¦ 21165 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦22.05.03¦99.250¦99.325¦99.325¦ 4.01 ¦ 9.30 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦06.08.03 ¦20.05.03¦98.800¦98.800¦98.800¦ 5.68 ¦ 1.05 ¦ 21166 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦22.05.03¦98.850¦98.850¦98.850¦ 5.59 ¦ 20.00 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦03.09.03 ¦19.05.03¦98.800¦98.800¦98.800¦ 4.14 ¦ 0.00 ¦ 21167 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦21.05.03¦98.800¦98.800¦98.800¦ 4.22 ¦ 2.06 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦22.05.03¦98.900¦98.900¦98.900¦ 3.90 ¦ 20.00 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦23.05.03¦98.900¦98.900¦98.900¦ 3.94 ¦ 2.70 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦08.10.03 ¦19.05.03¦98.279¦98.279¦98.279¦ 4.50 ¦ 0.00 ¦ 21168 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦20.05.03¦98.291¦98.291¦98.291¦ 4.50 ¦ 3.41 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦21.05.03¦98.322¦98.396¦98.396¦ 4.38 ¦ 7.33 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦22.05.03¦98.450¦98.505¦98.505¦ 4.04 ¦130.00 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦23.05.03¦98.480¦98.515¦98.515¦ 3.99 ¦ 71.30 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦05.11.03 ¦19.05.03¦97.947¦97.947¦97.947¦ 4.50 ¦ 0.00 ¦ 21169 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦20.05.03¦97.959¦97.959¦97.959¦ 4.50 ¦ 1.00 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦23.05.03¦98.050¦98.050¦98.050¦ 4.37 ¦ 2.70 ¦ ¦
L---------+--------+------+------+------+-------+-------+---------
Торговля ОФЗ при суммарном объеме сделок за неделю 3777.669
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.) ¦ ¦ ¦ ¦ ¦ ¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦21.05.03 ¦19.05.03¦ 2.40 ¦100.100¦100.100¦100.100¦ 0.00¦ 0.06¦ 27008 ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.06.03 ¦19.05.03¦ 2.10 ¦100.160¦100.190¦100.180¦ 5.26¦ 44.43¦ 27009 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦20.05.03¦ 2.10 ¦100.170¦100.170¦100.170¦ 5.62¦ 2.13¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦21.05.03¦ 2.10 ¦100.183¦100.230¦100.205¦ 5.14¦ 35.16¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.05.03¦ 2.10 ¦100.210¦100.230¦100.230¦ 4.97¦ 50.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.05.03¦ 2.20 ¦100.150¦100.185¦100.160¦ 4.15¦ 5.70¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦20.08.03 ¦19.05.03¦ 2.93 ¦101.600¦101.600¦101.600¦ 5.75¦ 0.60¦ 27016 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦21.05.03¦ 0.00 ¦101.750¦101.750¦101.750¦ 4.99¦ 0.50¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦17.09.03 ¦19.05.03¦ 1.70 ¦101.350¦101.600¦101.600¦ 5.81¦ 19.41¦ 27010 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦20.05.03¦ 1.70 ¦101.400¦101.575¦101.560¦ 5.31¦ 118.01¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦21.05.03¦ 1.70 ¦101.572¦101.950¦101.950¦ 4.92¦ 9.44¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.05.03¦ 1.80 ¦101.750¦101.866¦101.866¦ 4.47¦ 2.87¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.05.03¦ 1.80 ¦101.600¦101.870¦101.870¦ 4.28¦ 34.03¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦08.10.03 ¦19.05.03¦ 1.10 ¦101.451¦101.700¦101.650¦ 5.91¦ 4.13¦ 27011 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦20.05.03¦ 1.10 ¦101.600¦101.775¦101.751¦ 5.74¦ 8.93¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦21.05.03¦ 1.20 ¦101.550¦102.000¦102.000¦ 4.69¦ 52.01¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.05.03¦ 1.20 ¦102.000¦102.050¦102.050¦ 4.61¦ 6.14¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.05.03¦ 1.20 ¦101.780¦102.100¦102.090¦ 4.51¦ 10.46¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦19.11.03 ¦19.05.03¦ 4.90 ¦102.300¦102.400¦102.400¦ 5.31¦ 11.62¦ 27012 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦20.05.03¦ 5.00 ¦102.210¦102.210¦102.210¦ 5.52¦ 5.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦21.05.03¦ 0.00 ¦102.050¦102.370¦102.350¦ 5.25¦ 2.54¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.05.03¦ 0.00 ¦102.370¦102.370¦102.370¦ 5.25¦ 15.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.05.03¦ 0.10 ¦102.350¦102.450¦102.389¦ 5.03¦ 36.14¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦21.01.04 ¦19.05.03¦ 0.70 ¦102.621¦102.700¦102.700¦ 6.08¦ 20.56¦ 28001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦20.05.03¦ 0.70 ¦102.612¦102.700¦102.612¦ 6.17¦ 3.32¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦21.05.03¦ 0.80 ¦102.600¦103.290¦103.290¦ 5.94¦ 9.78¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.05.03¦ 0.80 ¦101.980¦102.700¦102.657¦ 6.49¦ 0.65¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.05.03¦ 0.80 ¦102.670¦103.190¦103.000¦ 5.55¦ 2.95¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.02.04 ¦19.05.03¦ 0.40 ¦104.130¦104.200¦104.200¦ 6.10¦ 13.94¦ 27015 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦20.05.03¦ 0.43 ¦104.200¦104.300¦104.300¦ 5.96¦ 12.02¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦21.05.03¦ 0.46 ¦104.498¦104.698¦104.698¦ 5.45¦ 0.21¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.05.03¦ 0.49 ¦104.500¦104.700¦104.700¦ 5.30¦ 169.01¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.05.03¦ 0.53 ¦104.300¦104.725¦104.725¦ 5.32¦ 33.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.03.04 ¦21.05.03¦ 1.84 ¦102.600¦102.600¦102.600¦ 6.57¦ 2.00¦ 26002 ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦02.06.04 ¦19.05.03¦ 2.47 ¦105.168¦105.530¦105.530¦ 6.74¦ 17.80¦ 27013 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦20.05.03¦ 2.50 ¦105.500¦105.739¦105.739¦ 6.46¦ 61.61¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦21.05.03¦ 2.53 ¦105.647¦106.115¦106.050¦ 6.17¦ 226.49¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.05.03¦ 2.57 ¦106.218¦106.228¦106.218¦ 5.87¦ 0.23¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.05.03¦ 2.60 ¦106.248¦106.248¦106.248¦ 5.83¦ 0.71¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.08.04 ¦19.05.03¦ 0.40 ¦106.202¦106.300¦106.202¦ 6.75¦ 24.12¦ 27017 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦20.05.03¦ 0.43 ¦106.200¦106.350¦106.350¦ 6.72¦ 50.29¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.05.03¦ 0.53 ¦107.500¦107.500¦107.500¦ 5.63¦ 0.04¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.12.04 ¦19.05.03¦ 2.01 ¦107.812¦107.950¦107.812¦ 6.88¦ 20.45¦ 27014 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦20.05.03¦ 2.04 ¦107.850¦107.850¦107.850¦ 6.88¦ 36.67¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.03.05 ¦20.05.03¦ 1.81 ¦104.300¦105.000¦105.000¦ 7.04¦ 2.22¦ 26003 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦21.05.03¦ 1.84 ¦105.300¦105.300¦105.300¦ 6.78¦ 1.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.05.03¦ 1.86 ¦104.800¦104.800¦104.800¦ 7.06¦ 0.04¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.05.03¦ 1.89 ¦105.270¦105.300¦105.300¦ 6.77¦ 1.08¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦20.04.05 ¦20.05.03¦ 1.04 ¦110.500¦110.550¦110.550¦ 6.75¦ 4.00¦ 27021 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦21.05.03¦ 1.07 ¦110.650¦110.650¦110.650¦ 6.67¦ 2.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.05.03¦ 1.11 ¦110.660¦110.850¦110.850¦ 6.63¦ 2.50¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.05.03¦ 1.15 ¦110.800¦110.851¦110.851¦ 6.55¦ 2.40¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦20.07.05 ¦20.05.03¦ 0.70 ¦102.350¦102.550¦102.550¦ 7.02¦ 116.91¦ 27023 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦21.05.03¦ 0.73 ¦102.750¦102.900¦102.750¦ 6.75¦ 15.06¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.05.03¦ 0.76 ¦102.750¦103.150¦103.100¦ 6.73¦ 266.66¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.05.03¦ 0.78 ¦103.300¦103.300¦103.300¦ 6.59¦ 0.13¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦14.09.05 ¦19.05.03¦ 2.34 ¦109.150¦111.000¦111.000¦ 8.16¦ 1.68¦ 27018 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦20.05.03¦ 2.38 ¦110.900¦110.950¦110.950¦ 7.35¦ 3.09¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦21.05.03¦ 2.42 ¦112.350¦112.500¦112.490¦ 6.63¦ 7.44¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.05.03¦ 2.46 ¦112.350¦112.680¦112.680¦ 6.65¦ 25.77¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.05.03¦ 2.49 ¦112.100¦112.640¦112.640¦ 6.77¦ 11.42¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.02.06 ¦19.05.03¦ 2.44 ¦104.350¦104.700¦104.700¦ 7.12¦ 9.51¦ 27022 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.05.03¦ 0.03 ¦105.600¦106.000¦105.700¦ 6.62¦ 33.20¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.05.03¦ 0.06 ¦105.370¦105.550¦105.532¦ 6.73¦ 8.24¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦02.08.06 ¦19.05.03¦ 3.61 ¦107.150¦107.400¦107.400¦ 7.20¦ 44.29¦ 45002 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦20.05.03¦ 3.64 ¦107.260¦107.720¦107.720¦ 7.04¦ 95.85¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦21.05.03¦ 3.68 ¦107.800¦108.350¦108.350¦ 6.73¦ 114.67¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.05.03¦ 3.72 ¦107.705¦108.110¦107.705¦ 6.80¦ 26.55¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.05.03¦ 3.76 ¦108.000¦108.040¦108.000¦ 6.78¦ 17.50¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.11.06 ¦19.05.03¦ 3.41 ¦111.200¦111.500¦111.400¦ 7.11¦ 135.56¦ 45001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦20.05.03¦ 3.45 ¦111.550¦112.000¦111.790¦ 6.96¦ 31.52¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦21.05.03¦ 0.00 ¦111.800¦112.750¦112.720¦ 6.64¦ 119.15¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.05.03¦ 0.04 ¦111.800¦112.670¦111.800¦ 6.79¦ 62.35¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.05.03¦ 0.08 ¦112.150¦112.250¦112.150¦ 6.75¦ 57.44¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦10.09.08 ¦19.05.03¦ 2.34 ¦114.799¦115.077¦115.070¦ 7.36¦ 145.85¦ 46001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦20.05.03¦ 2.38 ¦115.637¦116.380¦116.200¦ 7.11¦ 47.38¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦21.05.03¦ 2.42 ¦116.000¦117.600¦117.600¦ 6.81¦ 159.03¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.05.03¦ 2.46 ¦116.700¦117.350¦116.700¦ 6.82¦ 91.59¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.05.03¦ 2.49 ¦117.000¦117.000¦117.000¦ 6.85¦ 16.07¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦08.08.12 ¦19.05.03¦ 3.67 ¦111.100¦111.285¦111.210¦ 7.98¦ 272.90¦ 46002 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦20.05.03¦ 3.70 ¦112.500¦113.800¦113.262¦ 7.65¦ 38.71¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦21.05.03¦ 3.74 ¦113.300¦114.700¦114.400¦ 7.53¦ 160.78¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.05.03¦ 3.78 ¦113.100¦113.620¦113.150¦ 7.63¦ 62.50¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.05.03¦ 3.81 ¦112.950¦113.400¦113.150¦ 7.67¦ 6.64¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦29.08.18 ¦19.05.03¦ 2.16 ¦107.510¦108.350¦108.350¦ 7.94¦ 74.32¦ 46014 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦20.05.03¦ 2.19 ¦108.201¦110.000¦110.000¦ 7.74¦ 113.26¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.05.03¦ 2.24 ¦110.000¦110.505¦110.000¦ 7.65¦ 100.94¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.05.03¦ 2.27 ¦110.000¦110.050¦110.000¦ 7.68¦ 88.32¦ ¦
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 ¦ 188 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 24.11.2003 ¦ 185 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2004 ¦ 297 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2004 ¦ 297 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2003 ¦ 188 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 24.11.2003 ¦ 185 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 25.11.2003 ¦ 186 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 27.11.2003 ¦ 188 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 28.11.2003 ¦ 189 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 04.06.2003 ¦ 12 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 18.06.2003 ¦ 26 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 09.07.2003 ¦ 47 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 19.11.2003 ¦ 180 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 04.06.2003 ¦ 12 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 18.06.2003 ¦ 26 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 06.08.2003 ¦ 75 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 20.08.2003 ¦ 89 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 06.08.2003 ¦ 75 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 18.06.2003 ¦ 26 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 23.07.2003 ¦ 61 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27022 ¦ 20.08.2003 ¦ 89 ¦ 10.00 ¦ 24.93 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27023 ¦ 23.07.2003 ¦ 61 ¦ 9.50 ¦ 23.68 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 23.07.2003 ¦ 61 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 20.08.2003 ¦ 89 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45002 ¦ 06.08.2003 ¦ 75 ¦ 14.00 ¦ 66.36 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 18.06.2003 ¦ 26 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46002 ¦ 20.08.2003 ¦ 89 ¦ 13.00 ¦ 69.81 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46014 ¦ 17.09.2003 ¦ 117 ¦ 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¦ 61¦ 1 ¦ 2 ¦ ¦ 3025.287¦ 1974.713¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21166 ¦05.02.03¦06.08.03¦ 75¦ 1 ¦ 2 ¦ ¦ 2039.979¦ 2960.021¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21167 ¦05.03.03¦03.09.03¦ 103¦ 1 ¦ 2 ¦ ¦ 4522.588¦ 1477.412¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21168 ¦02.04.03¦08.10.03¦ 138¦ 1 ¦ ¦ ¦ 5994.811¦ 5.189¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21169 ¦07.05.03¦05.11.03¦ 166¦ 1 ¦ ¦ ¦ 2468.554¦ 2531.446¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 188¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 913¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 297¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 662¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 554¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1277¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1642¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2008¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2373¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 12¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 117¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 138¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 180¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 376¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 572¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 257¦ 3 ¦ 62 ¦ ¦ 16000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 89¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 439¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 845¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 698¦ 2 ¦ 2 ¦ ¦ 10941.601¦ 58.399¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27022 ¦19.02.03¦15.02.06¦ 999¦ 3 ¦ 10 ¦ ¦ 21295.514¦ 2704.486¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27023 ¦23.04.03¦20.07.05¦ 789¦ 2 ¦ 3 ¦ ¦ 14312.999¦ 1687.001¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 243¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1272¦ 5 ¦ 81 ¦ ¦ 30354.634¦ 1645.366¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45002 ¦14.02.03¦02.08.06¦ 1167¦ 1 ¦ ¦ ¦ 9200.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 1937¦ 3 ¦ 45 ¦ ¦ 27830.000¦ 3170.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46002 ¦05.02.03¦08.08.12¦ 3365¦ 2 ¦ 26 ¦ ¦ 22619.652¦ 4580.348¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46014 ¦05.03.03¦29.08.18¦ 5577¦ 2 ¦ 4 ¦ ¦ 14792.759¦ 3207.241¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦291104.615¦42606.142¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦19.05.03¦20.05.03¦21.05.03¦22.05.03¦23.05.03¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 4.49 ¦ 4.54 ¦ 4.47 ¦ 4.22 ¦ 4.18 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 6.57 ¦ 6.23 ¦ 5.91 ¦ 6.13 ¦ 5.90 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 7.64 ¦ 7.40 ¦ 7.23 ¦ 7.31 ¦ 7.33 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 7.02 ¦ 6.82 ¦ 6.59 ¦ 6.44 ¦ 6.35 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 4.41 ¦ 4.63 ¦ 4.38 ¦ 4.14 ¦ 4.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 7.04 ¦ 6.68 ¦ 7.06 ¦ 6.77 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 7.77 ¦ 7.56 ¦ 7.12 ¦ 7.41 ¦ 7.51 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 6.65 ¦ 6.73 ¦ 6.15 ¦ 6.49 ¦ 5.85 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.03 ¦ 0.35 ¦ 0.99 ¦ 0.42 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 0.13 ¦ 0.17 ¦ 0.00 ¦ 0.06 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.67 ¦ 0.32 ¦ 0.53 ¦ 0.33 ¦ 0.17 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.11 ¦ 0.25 ¦ 0.22 ¦ 0.34 ¦ 0.09 ¦
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---------¬
¦ ¦ 19.05.03¦ 20.05.03¦ 21.05.03¦ 22.05.03¦ 23.05.03¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦289881.18¦289881.18¦291104.62¦291104.62¦291104.62¦
¦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 ¦100004.29¦100004.29¦104797.05¦104797.05¦104797.05¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦170076.32¦170076.32¦166507.00¦166507.00¦166507.00¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦314971.76¦316423.59¦317460.56¦317488.20¦317648.15¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 17784.25¦ 17792.41¦ 17800.21¦ 17816.24¦ 17820.34¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1811.72¦ 1820.59¦ 1829.11¦ 1823.88¦ 1829.94¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦114758.76¦115793.42¦121072.09¦120753.36¦120682.08¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦180617.04¦181017.17¦176759.15¦177094.73¦177315.79¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 753.76¦ 757.55¦ 816.86¦ 814.39¦ 812.30¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 116.92¦ 115.90¦ 114.90¦ 113.90¦ 112.91¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 466.54¦ 466.59¦ 466.04¦ 464.67¦ 464.42¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 1398.70¦ 1405.38¦ 1468.18¦ 1465.11¦ 1462.71¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 409.57¦ 409.15¦ 445.05¦ 444.76¦ 443.50¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный
по объемам в обращении.
Департамент операций
на открытом рынке
Банка России
|
