ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 16 мая 2003 г. N 17
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 290.267
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 ¦14.05.03¦99.050¦99.050¦99.050¦ 5.00 ¦ 20.19¦ 21165 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦15.05.03¦99.064¦99.090¦99.090¦ 4.95 ¦ 29.52¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦16.05.03¦99.100¦99.100¦99.100¦ 4.87 ¦ 40.58¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦03.09.03 ¦12.05.03¦98.350¦98.400¦98.400¦ 5.37 ¦ 33.40¦ 21167 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦13.05.03¦98.400¦98.410¦98.410¦ 5.23 ¦ 4.50¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦14.05.03¦98.470¦98.470¦98.470¦ 5.06 ¦ 3.00¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦15.05.03¦98.510¦98.700¦98.700¦ 4.65 ¦ 10.00¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦08.10.03 ¦12.05.03¦98.000¦98.000¦98.000¦ 5.00 ¦ 0.66¦ 21168 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦13.05.03¦98.013¦98.013¦98.013¦ 5.00 ¦ 1.33¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦14.05.03¦98.026¦98.050¦98.050¦ 5.00 ¦ 25.90¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦15.05.03¦98.120¦98.155¦98.155¦ 4.74 ¦ 105.00¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦16.05.03¦98.205¦98.205¦98.205¦ 4.60 ¦ 1.38¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦05.11.03 ¦12.05.03¦97.633¦97.633¦97.633¦ 5.00 ¦ 2.35¦ 21169 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦14.05.03¦97.659¦97.659¦97.659¦ 5.00 ¦ 2.90¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦15.05.03¦97.717¦97.854¦97.854¦ 4.74 ¦ 9.56¦ ¦
L---------+--------+------+------+------+-------+-------+---------
Торговля ОФЗ при суммарном объеме сделок за неделю 5070.957
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 ¦12.05.03¦ 2.30 ¦100.115¦100.115¦100.115¦ 3.42 ¦ 0.00¦ 27008 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦13.05.03¦ 2.30 ¦100.100¦100.110¦100.101¦ 4.09 ¦ 5.05¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.05.03¦ 2.30 ¦100.100¦100.150¦100.100¦ 5.01 ¦ 28.01¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦15.05.03¦ 2.30 ¦100.096¦100.130¦100.130¦ 4.86 ¦ 22.02¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.06.03 ¦12.05.03¦ 1.90 ¦100.300¦100.350¦100.320¦ 4.11 ¦ 75.43¦ 27009 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦13.05.03¦ 1.90 ¦100.300¦100.340¦100.340¦ 4.57 ¦ 25.05¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.05.03¦ 1.90 ¦100.285¦100.311¦100.285¦ 5.16 ¦ 9.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦15.05.03¦ 2.00 ¦100.286¦100.286¦100.286¦ 3.89 ¦ 50.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦20.08.03 ¦13.05.03¦ 2.73 ¦101.500¦101.500¦101.500¦ 6.53 ¦ 0.02¦ 27016 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦15.05.03¦ 2.80 ¦101.720¦101.750¦101.750¦ 5.48 ¦ 8.13¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦17.09.03 ¦12.05.03¦ 1.50 ¦101.301¦101.632¦101.632¦ 6.25 ¦ 2.48¦ 27010 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦13.05.03¦ 1.50 ¦101.549¦101.995¦101.995¦ 5.58 ¦ 16.08¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.05.03¦ 1.50 ¦101.650¦101.711¦101.700¦ 5.26 ¦ 30.75¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦15.05.03¦ 1.60 ¦101.690¦101.750¦101.700¦ 4.85 ¦ 35.52¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦16.05.03¦ 1.60 ¦101.689¦101.750¦101.745¦ 4.95 ¦ 11.83¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦08.10.03 ¦12.05.03¦ 0.90 ¦101.478¦102.000¦102.000¦ 6.43 ¦ 1.33¦ 27011 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦13.05.03¦ 0.90 ¦101.550¦102.140¦102.140¦ 5.77 ¦ 5.77¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.05.03¦ 1.00 ¦101.900¦101.900¦101.900¦ 5.22 ¦ 10.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦15.05.03¦ 1.00 ¦101.880¦101.950¦101.950¦ 5.20 ¦ 11.22¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦16.05.03¦ 1.00 ¦101.950¦101.950¦101.950¦ 5.17 ¦ 5.30¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦19.11.03 ¦12.05.03¦ 4.80 ¦101.800¦102.450¦102.450¦ 6.32 ¦ 1.08¦ 27012 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦13.05.03¦ 4.80 ¦101.900¦102.300¦102.300¦ 5.55 ¦ 24.82¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.05.03¦ 4.80 ¦102.350¦102.371¦102.370¦ 5.42 ¦ 21.75¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦15.05.03¦ 4.80 ¦102.440¦102.440¦102.440¦ 5.30 ¦ 14.60¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦16.05.03¦ 4.90 ¦102.300¦102.450¦102.450¦ 5.38 ¦ 7.44¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦21.01.04 ¦12.05.03¦ 0.50 ¦102.110¦102.795¦102.795¦ 7.10 ¦ 2.86¦ 28001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦13.05.03¦ 0.50 ¦102.301¦102.750¦102.700¦ 6.22 ¦ 13.88¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.05.03¦ 0.60 ¦102.273¦102.273¦102.273¦ 6.76 ¦ 0.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦15.05.03¦ 0.60 ¦102.500¦102.570¦102.500¦ 6.33 ¦ 9.58¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦16.05.03¦ 0.60 ¦102.600¦102.600¦102.600¦ 6.31 ¦ 11.91¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.02.04 ¦12.05.03¦ 0.16 ¦104.000¦104.190¦104.189¦ 6.42 ¦ 16.00¦ 27015 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦13.05.03¦ 0.20 ¦104.100¦104.280¦104.280¦ 6.37 ¦ 18.70¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.05.03¦ 0.23 ¦104.150¦104.170¦104.150¦ 6.27 ¦ 14.77¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.03.04 ¦14.05.03¦ 1.64 ¦101.500¦101.500¦101.500¦ 8.01 ¦ 0.09¦ 26002 ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦02.06.04 ¦12.05.03¦ 2.24 ¦105.000¦105.445¦105.445¦ 7.08 ¦ 13.76¦ 27013 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.05.03¦ 2.30 ¦105.250¦105.352¦105.350¦ 6.87 ¦ 210.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦15.05.03¦ 2.33 ¦105.345¦105.500¦105.500¦ 6.79 ¦ 55.02¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦16.05.03¦ 2.37 ¦105.460¦105.700¦105.700¦ 6.73 ¦ 4.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.08.04 ¦13.05.03¦ 0.20 ¦106.280¦106.300¦106.300¦ 6.80 ¦ 15.51¦ 27017 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦16.05.03¦ 0.30 ¦106.296¦106.300¦106.300¦ 6.76 ¦ 32.07¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.12.04 ¦13.05.03¦ 1.81 ¦107.400¦107.710¦107.700¦ 7.09 ¦ 296.69¦ 27014 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.05.03¦ 1.84 ¦107.700¦107.800¦107.800¦ 6.96 ¦ 25.97¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦15.05.03¦ 1.87 ¦107.900¦107.900¦107.900¦ 6.89 ¦ 12.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.03.05 ¦12.05.03¦ 1.59 ¦104.200¦104.200¦104.200¦ 7.45 ¦ 1.00¦ 26003 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦13.05.03¦ 1.62 ¦103.652¦104.300¦104.300¦ 7.39 ¦ 2.05¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.05.03¦ 1.64 ¦104.400¦104.500¦104.500¦ 7.29 ¦ 7.22¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦16.05.03¦ 1.70 ¦103.700¦104.350¦103.700¦ 7.49 ¦ 0.21¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦20.04.05 ¦12.05.03¦ 0.73 ¦110.023¦110.250¦110.250¦ 7.08 ¦ 16.95¦ 27021 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.05.03¦ 0.81 ¦110.200¦110.200¦110.200¦ 6.99 ¦ 2.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦20.07.05 ¦13.05.03¦ 0.52 ¦102.000¦102.200¦102.120¦ 7.20 ¦ 60.68¦ 27023 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.05.03¦ 0.55 ¦102.205¦102.307¦102.306¦ 7.16 ¦ 391.96¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦15.05.03¦ 0.57 ¦102.300¦102.356¦102.350¦ 7.12 ¦ 309.49¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦14.09.05 ¦14.05.03¦ 2.15 ¦111.050¦111.050¦111.050¦ 7.34 ¦ 0.15¦ 27018 ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.02.06 ¦12.05.03¦ 2.25 ¦103.700¦103.800¦103.800¦ 7.47 ¦ 54.30¦ 27022 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦13.05.03¦ 2.27 ¦103.810¦104.000¦103.900¦ 7.38 ¦ 31.90¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.05.03¦ 2.30 ¦104.003¦104.068¦104.003¦ 7.35 ¦ 268.65¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦15.05.03¦ 2.33 ¦104.085¦104.123¦104.123¦ 7.31 ¦ 366.12¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦16.05.03¦ 2.36 ¦104.251¦104.251¦104.251¦ 7.25 ¦ 5.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦02.08.06 ¦12.05.03¦ 3.34 ¦107.000¦107.100¦107.095¦ 7.45 ¦ 17.00¦ 45002 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦13.05.03¦ 3.38 ¦107.089¦107.100¦107.090¦ 7.41 ¦ 81.72¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.05.03¦ 3.41 ¦107.050¦107.200¦107.050¦ 7.37 ¦ 111.62¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦15.05.03¦ 3.45 ¦107.050¦107.130¦107.100¦ 7.39 ¦ 202.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦16.05.03¦ 3.49 ¦107.000¦107.260¦107.260¦ 7.34 ¦ 200.26¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.11.06 ¦12.05.03¦ 3.15 ¦110.000¦110.150¦110.150¦ 7.69 ¦ 65.00¦ 45001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦13.05.03¦ 3.18 ¦110.150¦110.400¦110.201¦ 7.61 ¦ 95.50¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.05.03¦ 3.22 ¦110.100¦110.500¦110.500¦ 7.53 ¦ 20.05¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦15.05.03¦ 3.26 ¦110.500¦110.700¦110.700¦ 7.46 ¦ 18.27¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦16.05.03¦ 3.30 ¦110.100¦111.350¦111.250¦ 7.23 ¦ 161.30¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦10.09.08 ¦12.05.03¦ 2.07 ¦112.950¦112.950¦112.950¦ 7.92 ¦ 2.90¦ 46001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦13.05.03¦ 2.11 ¦113.000¦113.300¦113.250¦ 7.85 ¦ 180.16¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.05.03¦ 2.15 ¦113.250¦113.250¦113.250¦ 7.84 ¦ 45.55¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦15.05.03¦ 2.19 ¦113.150¦113.950¦113.950¦ 7.72 ¦ 100.75¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦16.05.03¦ 2.22 ¦113.700¦114.500¦114.500¦ 7.61 ¦ 42.39¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦08.08.12 ¦12.05.03¦ 3.42 ¦108.400¦108.408¦108.408¦ 8.46 ¦ 66.83¦ 46002 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦13.05.03¦ 3.46 ¦108.499¦109.000¦109.000¦ 8.37 ¦ 120.34¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.05.03¦ 3.49 ¦109.010¦109.060¦109.060¦ 8.35 ¦ 139.65¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦15.05.03¦ 3.53 ¦109.100¦109.999¦109.999¦ 8.27 ¦ 196.03¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦16.05.03¦ 3.56 ¦109.999¦110.800¦110.650¦ 8.09 ¦ 185.95¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦29.08.18 ¦12.05.03¦ 1.96 ¦104.220¦104.400¦104.400¦ 8.53 ¦ 0.45¦ 46014 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦13.05.03¦ 1.99 ¦104.760¦105.200¦105.200¦ 8.41 ¦ 19.15¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.05.03¦ 2.01 ¦105.200¦106.000¦106.000¦ 8.31 ¦ 12.63¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦15.05.03¦ 2.04 ¦105.860¦106.840¦106.840¦ 8.19 ¦ 143.12¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦16.05.03¦ 2.07 ¦106.800¦107.600¦107.600¦ 8.08 ¦ 149.20¦ ¦
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 ¦ 195 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 24.11.2003 ¦ 192 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2004 ¦ 304 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2004 ¦ 304 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2003 ¦ 195 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 24.11.2003 ¦ 192 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 25.11.2003 ¦ 193 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 27.11.2003 ¦ 195 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 28.11.2003 ¦ 196 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 21.05.2003 ¦ 5 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 04.06.2003 ¦ 19 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 18.06.2003 ¦ 33 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 09.07.2003 ¦ 54 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 21.05.2003 ¦ 5 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 04.06.2003 ¦ 19 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 18.06.2003 ¦ 33 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 06.08.2003 ¦ 82 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 21.05.2003 ¦ 5 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 06.08.2003 ¦ 82 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 18.06.2003 ¦ 33 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 23.07.2003 ¦ 68 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27022 ¦ 21.05.2003 ¦ 5 ¦ 10.00 ¦ 24.93 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27023 ¦ 23.07.2003 ¦ 68 ¦ 9.50 ¦ 23.68 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 23.07.2003 ¦ 68 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 21.05.2003 ¦ 5 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45002 ¦ 06.08.2003 ¦ 82 ¦ 14.00 ¦ 66.36 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 18.06.2003 ¦ 33 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46002 ¦ 20.08.2003 ¦ 96 ¦ 13.00 ¦ 69.81 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46014 ¦ 17.09.2003 ¦ 124 ¦ 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¦ 68¦ 1 ¦ 2 ¦ ¦ 3025.287¦ 1974.713¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦21166 ¦05.02.03¦06.08.03¦ 82¦ 1 ¦ 2 ¦ ¦ 2039.979¦ 2960.021¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦21167 ¦05.03.03¦03.09.03¦ 110¦ 1 ¦ 2 ¦ ¦ 4522.588¦ 1477.412¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦21168 ¦02.04.03¦08.10.03¦ 145¦ 1 ¦ ¦ ¦ 5994.811¦ 5.189¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦21169 ¦07.05.03¦05.11.03¦ 173¦ 1 ¦ ¦ ¦ 2468.554¦ 2531.446¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦25029 ¦27.11.98¦27.11.03¦ 195¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦25053 ¦26.12.00¦21.11.05¦ 920¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦26002 ¦15.03.97¦15.03.04¦ 304¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦26003 ¦15.03.97¦15.03.05¦ 669¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦26032 ¦27.11.98¦27.11.04¦ 561¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦26175 ¦26.12.00¦20.11.06¦ 1284¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦26176 ¦26.12.00¦20.11.07¦ 1649¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦26177 ¦26.12.00¦20.11.08¦ 2015¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦26178 ¦26.12.00¦20.11.09¦ 2380¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦27008 ¦19.08.98¦21.05.03¦ 5¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦27009 ¦19.08.98¦04.06.03¦ 19¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦27010 ¦19.08.98¦17.09.03¦ 124¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦27011 ¦19.08.98¦08.10.03¦ 145¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦27012 ¦14.11.99¦19.11.03¦ 187¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦27013 ¦06.06.01¦02.06.04¦ 383¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦27014 ¦11.07.01¦15.12.04¦ 579¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦27015 ¦08.08.01¦04.02.04¦ 264¦ 3 ¦ 62 ¦ ¦ 16000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦27016 ¦21.11.01¦20.08.03¦ 96¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦27017 ¦06.02.02¦04.08.04¦ 446¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦27018 ¦20.03.02¦14.09.05¦ 852¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦27021 ¦09.10.02¦20.04.05¦ 705¦ 2 ¦ 2 ¦ ¦ 10941.601¦ 58.399¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦27022 ¦19.02.03¦15.02.06¦ 1006¦ 3 ¦ 10 ¦ ¦ 21295.514¦ 2704.486¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦27023 ¦23.04.03¦20.07.05¦ 796¦ 1 ¦ 3 ¦ ¦ 8340.000¦ 1660.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦28001 ¦19.08.98¦21.01.04¦ 250¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦45001 ¦22.05.02¦15.11.06¦ 1279¦ 5 ¦ 81 ¦ ¦ 30354.634¦ 1645.366¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦45002 ¦14.02.03¦02.08.06¦ 1174¦ 1 ¦ ¦ ¦ 9200.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦46001 ¦18.09.02¦10.09.08¦ 1944¦ 3 ¦ 45 ¦ ¦ 27830.000¦ 3170.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦46002 ¦05.02.03¦08.08.12¦ 3372¦ 2 ¦ 26 ¦ ¦ 22619.652¦ 4580.348¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦46014 ¦05.03.03¦29.08.18¦ 5584¦ 1 ¦ 4 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦ ¦ ¦ ¦ ¦ ¦289881.176¦39818.332¦
L--------+--------+--------+-----+-------+------+--------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦12.05.03¦13.05.03¦14.05.03¦15.05.03¦16.05.03¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 5.06 ¦ 5.02 ¦ 5.03 ¦ 4.76 ¦ 4.70 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 6.49 ¦ 6.45 ¦ 6.41 ¦ 6.41 ¦ 6.57 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 8.17 ¦ 8.08 ¦ 8.04 ¦ 7.95 ¦ 7.80 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 7.18 ¦ 7.05 ¦ 6.98 ¦ 6.93 ¦ 6.91 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 5.33 ¦ 5.17 ¦ 5.00 ¦ 4.76 ¦ 4.86 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 7.45 ¦ 7.39 ¦ 7.29 ¦ 0.00 ¦ 7.49 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 8.20 ¦ 8.03 ¦ 8.10 ¦ 8.06 ¦ 7.88 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 7.24 ¦ 7.07 ¦ 7.16 ¦ 7.18 ¦ 6.59 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.20 ¦ 0.03 ¦ 0.29 ¦ 0.85 ¦ 0.23 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.06 ¦ 0.12 ¦ 0.43 ¦ 0.00 ¦ 0.01 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.15 ¦ 0.50 ¦ 0.33 ¦ 0.65 ¦ 0.73 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.11 ¦ 0.31 ¦ 0.59 ¦ 0.52 ¦ 0.05 ¦
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---------¬
¦ ¦ 12.05.03¦ 13.05.03¦ 14.05.03¦ 15.05.03¦ 16.05.03¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦288449.37¦288555.40¦289275.12¦289881.18¦289881.18¦
¦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 ¦ 99758.60¦ 99864.63¦100004.29¦100004.29¦100004.29¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦168890.19¦168890.19¦169470.26¦170076.32¦170076.32¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦310570.61¦311340.68¦312436.96¦313642.86¦314369.84¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 17734.58¦ 17737.94¦ 17745.60¦ 17762.29¦ 17767.12¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1811.21¦ 1812.65¦ 1813.77¦ 1814.20¦ 1810.44¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦112184.62¦112667.98¦113017.64¦113416.92¦114055.73¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦178840.20¦179122.11¦179859.95¦180649.46¦180736.55¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 750.03¦ 751.08¦ 751.61¦ 752.40¦ 754.03¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 123.90¦ 122.90¦ 121.89¦ 120.90¦ 119.90¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 472.17¦ 471.46¦ 470.99¦ 470.18¦ 468.96¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 1389.55¦ 1392.21¦ 1393.46¦ 1395.31¦ 1398.07¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 413.76¦ 412.84¦ 413.25¦ 413.70¦ 412.80¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный
по объемам в обращении.
Департамент операций
на открытом рынке
Банка России
|
