ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 25 апреля 2003 г. N 15
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 155.08 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.)| |
+---------+--------+------+------+------+-------+-------+--------+
|07.05.03 |25.04.03|99.800|99.800|99.800| 6.10 | 7.00 | 21164 |
+---------+--------+------+------+------+-------+-------+--------+
|23.07.03 |21.04.03|98.644|98.644|98.644| 5.40 | 20.27 | 21165 |
| +--------+------+------+------+-------+-------+ |
| |23.04.03|98.640|98.680|98.660| 5.44 | 28.36 | |
| +--------+------+------+------+-------+-------+ |
| |24.04.03|98.670|98.770|98.770| 5.45 | 10.55 | |
| +--------+------+------+------+-------+-------+ |
| |25.04.03|98.670|98.670|98.670| 5.53 | 20.00 | |
+---------+--------+------+------+------+-------+-------+--------+
|03.09.03 |22.04.03|97.987|97.995|97.987| 5.59 | 48.60 | 21167 |
| +--------+------+------+------+-------+-------+ |
| |24.04.03|98.050|98.050|98.050| 5.50 | 5.30 | |
+---------+--------+------+------+------+-------+-------+--------+
|08.10.03 |24.04.03|97.676|97.676|97.676| 5.20 | 0.00 | 21168 |
| +--------+------+------+------+-------+-------+ |
| |25.04.03|97.590|97.590|97.590| 5.43 | 15.00 | |
L---------+--------+------+------+------+-------+-------+---------
Торговля ОФЗ при суммарном объеме сделок за неделю 4313.437
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 |21.04.03| 1.70 |100.362|100.362|100.362| 5.35| 3.45| 27008 |
| +--------+------+-------+-------+-------+------+-------+ |
| |22.04.03| 1.70 |100.350|100.400|100.390| 5.17| 40.28| |
| +--------+------+-------+-------+-------+------+-------+ |
| |23.04.03| 1.70 |100.360|100.430|100.372| 5.11| 86.77| |
| +--------+------+-------+-------+-------+------+-------+ |
| |24.04.03| 1.80 |100.220|100.300|100.220| 6.17| 128.29| |
| +--------+------+-------+-------+-------+------+-------+ |
| |25.04.03| 1.80 |100.202|100.290|100.236| 6.08| 60.25| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|04.06.03 |21.04.03| 1.30 |100.550|100.556|100.556| 5.40| 3.42| 27009 |
| +--------+------+-------+-------+-------+------+-------+ |
| |22.04.03| 1.30 |100.502|100.536|100.536| 5.78| 2.83| |
| +--------+------+-------+-------+-------+------+-------+ |
| |23.04.03| 1.30 |100.452|100.600|100.570| 5.50| 106.30| |
| +--------+------+-------+-------+-------+------+-------+ |
| |24.04.03| 1.40 |100.320|100.500|100.320| 5.65| 30.38| |
| +--------+------+-------+-------+-------+------+-------+ |
| |25.04.03| 1.40 |100.352|100.500|100.450| 5.97| 29.03| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|20.08.03 |22.04.03| 2.04 |101.898|101.190|102.190| 5.40| 7.43| 27016 |
| +--------+------+-------+-------+-------+------+-------+ |
| |23.04.03| 2.07 |101.970|102.000|101.970| 5.89| 52.50| |
| +--------+------+-------+-------+-------+------+-------+ |
| |24.04.03| 2.10 |101.800|101.860|101.800| 6.34| 33.00| |
| +--------+------+-------+-------+-------+------+-------+ |
| |25.04.03| 2.14 |102.000|102.000|102.000| 5.77| 10.78| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|17.09.03 |21.04.03| 0.90 |101.700|101.800|101.750| 5.69| 2.50| 27010 |
| +--------+------+-------+-------+-------+------+-------+ |
| |22.04.03| 0.90 |101.720|101.750|101.720| 5.86| 3.04| |
| +--------+------+-------+-------+-------+------+-------+ |
| |23.04.03| 1.00 |101.550|101.740|101.740| 5.93| 17.40| |
| +--------+------+-------+-------+-------+------+-------+ |
| |24.04.03| 1.00 |101.480|101.600|101.500| 6.26| 66.82| |
| +--------+------+-------+-------+-------+------+-------+ |
| |25.04.03| 1.00 |101.480|101.569|101.559| 6.19| 71.12| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|08.10.03 |21.04.03| 0.30 |101.900|102.000|101.910| 6.02| 12.51| 27011 |
| +--------+------+-------+-------+-------+------+-------+ |
| |22.04.03| 0.40 |101.880|101.890|101.880| 5.91| 20.40| |
| +--------+------+-------+-------+-------+------+-------+ |
| |23.04.03| 0.40 |101.850|101.900|101.900| 5.94| 0.69| |
| +--------+------+-------+-------+-------+------+-------+ |
| |24.04.03| 0.40 |101.701|102.000|102.000| 6.24| 3.10| |
| +--------+------+-------+-------+-------+------+-------+ |
| |25.04.03| 0.40 |101.720|101.721|101.721| 6.39| 1.31| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|19.11.03 |21.04.03| 4.20 |102.156|102.156|102.156| 6.23| 0.02| 27012 |
| +--------+------+-------+-------+-------+------+-------+ |
| |24.04.03| 4.30 |102.200|102.200|102.200| 6.06| 1.00| |
| +--------+------+-------+-------+-------+------+-------+ |
| |25.04.03| 4.30 |102.300|102.300|102.300| 5.91| 0.05| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|21.01.04 |21.04.03| 2.40 |102.290|102.351|102.350| 7.05| 8.19| 28001 |
| +--------+------+-------+-------+-------+------+-------+ |
| |22.04.03| 2.50 |102.300|102.400|102.400| 6.89| 10.30| |
| +--------+------+-------+-------+-------+------+-------+ |
| |23.04.03| 0.00 |102.400|102.590|102.589| 6.67| 45.49| |
| +--------+------+-------+-------+-------+------+-------+ |
| |24.04.03| 0.00 |102.300|102.547|102.460| 6.89| 3.97| |
| +--------+------+-------+-------+-------+------+-------+ |
| |25.04.03| 0.10 |102.290|102.600|102.600| 6.94| 3.67| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|04.02.04 |21.04.03| 2.47 |103.802|104.170|103.940| 7.02| 20.31| 27015 |
| +--------+------+-------+-------+-------+------+-------+ |
| |22.04.03| 2.50 |103.800|103.900|103.900| 7.14| 21.00| |
| +--------+------+-------+-------+-------+------+-------+ |
| |23.04.03| 2.53 |103.960|104.050|104.000| 6.90| 155.62| |
| +--------+------+-------+-------+-------+------+-------+ |
| |24.04.03| 2.57 |103.970|104.000|103.970| 6.91| 52.57| |
| +--------+------+-------+-------+-------+------+-------+ |
| |25.04.03| 2.60 |103.610|103.999|103.999| 7.39| 18.03| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|02.06.04 |21.04.03| 1.55 |105.200|105.300|105.260| 7.28| 48.80| 27013 |
| +--------+------+-------+-------+-------+------+-------+ |
| |22.04.03| 1.58 |105.000|105.200|105.100| 7.41| 49.86| |
| +--------+------+-------+-------+-------+------+-------+ |
| |23.04.03| 1.61 |105.200|105.200|105.200| 7.28| 0.90| |
| +--------+------+-------+-------+-------+------+-------+ |
| |24.04.03| 1.64 |105.120|105.200|105.120| 7.30| 36.02| |
| +--------+------+-------+-------+-------+------+-------+ |
| |25.04.03| 1.68 |105.002|105.354|105.354| 7.44| 27.83| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|04.08.04 |21.04.03| 2.47 |105.560|105.700|105.580| 7.61| 46.04| 27017 |
| +--------+------+-------+-------+-------+------+-------+ |
| |22.04.03| 2.50 |105.622|105.700|105.700| 7.56| 55.90| |
| +--------+------+-------+-------+-------+------+-------+ |
| |23.04.03| 2.53 |105.800|106.130|106.130| 7.26| 8.00| |
| +--------+------+-------+-------+-------+------+-------+ |
| |24.04.03| 2.57 |105.750|105.900|105.750| 7.38| 47.12| |
| +--------+------+-------+-------+-------+------+-------+ |
| |25.04.03| 2.60 |105.505|105.750|105.750| 7.66| 19.72| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|15.12.04 |21.04.03| 1.09 |106.900|107.000|106.950| 7.69| 36.72| 27014 |
| +--------+------+-------+-------+-------+------+-------+ |
| |22.04.03| 1.12 |106.850|106.999|106.999| 7.69| 3.59| |
| +--------+------+-------+-------+-------+------+-------+ |
| |24.04.03| 1.18 |107.000|107.000|107.000| 7.65| 3.72| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|15.03.05 |21.04.03| 1.01 |102.500|102.790|102.750| 8.33| 5.72| 26003 |
| +--------+------+-------+-------+-------+------+-------+ |
| |23.04.03| 1.07 |103.800|103.800|103.800| 7.75| 0.55| |
| +--------+------+-------+-------+-------+------+-------+ |
| |24.04.03| 1.10 |103.800|103.800|103.800| 7.74| 5.03| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|20.04.05 |21.04.03| 3.41 |109.400|109.490|109.490| 7.62| 10.00| 27021 |
| +--------+------+-------+-------+-------+------+-------+ |
| |22.04.03| 3.45 |109.370|109.370|109.370| 7.65| 2.00| |
| +--------+------+-------+-------+-------+------+-------+ |
| |24.04.03| 0.04 |110.200|110.200|110.200| 7.18| 0.01| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|20.07.05 |23.04.03| 0.00 |101.736|101.935|101.935| 7.50| 339.91| 27023 |
| +--------+------+-------+-------+-------+------+-------+ |
| |24.04.03| 0.03 |101.800|101.800|101.800| 7.46| 5.00| |
| +--------+------+-------+-------+-------+------+-------+ |
| |25.04.03| 0.05 |101.720|101.999|101.999| 7.49| 3.01| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|14.09.05 |21.04.03| 1.27 |110.190|110.250|110.230| 7.88| 40.87| 27018 |
| +--------+------+-------+-------+-------+------+-------+ |
| |22.04.03| 1.30 |110.222|110.300|110.300| 7.86| 26.47| |
| +--------+------+-------+-------+-------+------+-------+ |
| |23.04.03| 1.34 |110.290|111.300|111.300| 7.43| 14.98| |
| +--------+------+-------+-------+-------+------+-------+ |
| |24.04.03| 1.38 |111.000|111.000|111.000| 7.51| 0.21| |
| +--------+------+-------+-------+-------+------+-------+ |
| |25.04.03| 1.42 |111.000|111.000|111.000| 7.50| 5.14| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|15.02.06 |21.04.03| 1.67 |101.000|101.236|101.236| 8.58| 1.02| 27022 |
| +--------+------+-------+-------+-------+------+-------+ |
| |23.04.03| 1.73 |101.500|102.600|102.500| 8.21| 24.43| |
| +--------+------+-------+-------+-------+------+-------+ |
| |24.04.03| 1.75 |102.880|102.901|102.900| 7.87| 19.28| |
| +--------+------+-------+-------+-------+------+-------+ |
| |25.04.03| 1.78 |102.886|103.000|102.886| 7.87| 15.33| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|02.08.06 |21.04.03| 2.53 |106.000|106.100|106.100| 8.20| 11.06| 45002 |
| +--------+------+-------+-------+-------+------+-------+ |
| |22.04.03| 2.57 |106.000|106.100|106.099| 8.19| 20.00| |
| +--------+------+-------+-------+-------+------+-------+ |
| |23.04.03| 2.61 |106.000|106.950|106.945| 7.70| 18.23| |
| +--------+------+-------+-------+-------+------+-------+ |
| |24.04.03| 2.65 |106.920|106.920|106.920| 7.68| 3.61| |
| +--------+------+-------+-------+-------+------+-------+ |
| |25.04.03| 2.69 |106.850|106.900|106.850| 7.71| 6.80| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|15.11.06 |21.04.03| 2.34 |108.600|108.900|108.800| 8.35| 56.24| 45001 |
| +--------+------+-------+-------+-------+------+-------+ |
| |22.04.03| 2.38 |108.800|108.939|108.939| 8.32| 42.40| |
| +--------+------+-------+-------+-------+------+-------+ |
| |23.04.03| 2.42 |108.800|109.900|109.870| 7.93| 94.08| |
| +--------+------+-------+-------+-------+------+-------+ |
| |24.04.03| 2.46 |109.950|109.999|109.950| 7.85| 2.04| |
| +--------+------+-------+-------+-------+------+-------+ |
| |25.04.03| 2.49 |109.700|109.900|109.800| 7.92| 19.70| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|10.09.08 |21.04.03| 1.27 |109.711|109.800|109.790| 8.83| 46.00| 46001 |
| +--------+------+-------+-------+-------+------+-------+ |
| |22.04.03| 1.30 |109.790|109.860|109.860| 8.82| 106.56| |
| +--------+------+-------+-------+-------+------+-------+ |
| |23.04.03| 1.34 |109.810|111.070|111.070| 8.51| 472.04| |
| +--------+------+-------+-------+-------+------+-------+ |
| |24.04.03| 1.38 |110.700|111.040|111.025| 8.49| 69.32| |
| +--------+------+-------+-------+-------+------+-------+ |
| |25.04.03| 1.42 |110.900|111.090|111.000| 8.49| 234.22| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|08.08.12 |21.04.03| 2.67 |105.800|105.900|105.900| 8.93| 0.40| 46002 |
| +--------+------+-------+-------+-------+------+-------+ |
| |22.04.03| 2.71 |105.800|106.000|105.900| 8.92| 35.34| |
| +--------+------+-------+-------+-------+------+-------+ |
| |23.04.03| 2.74 |106.800|107.330|107.330| 8.70| 439.93| |
| +--------+------+-------+-------+-------+------+-------+ |
| |24.04.03| 2.78 |107.190|107.250|107.240| 8.69| 261.85| |
| +--------+------+-------+-------+-------+------+-------+ |
| |25.04.03| 2.81 |107.180|107.250|107.239| 8.69| 61.76| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|29.08.18 |21.04.03| 1.35 |102.200|102.250|102.200| 8.88| 5.09| 46014 |
| +--------+------+-------+-------+-------+------+-------+ |
| |22.04.03| 1.38 |102.010|102.200|102.200| 8.89| 36.80| |
| +--------+------+-------+-------+-------+------+-------+ |
| |23.04.03| 1.41 |102.100|103.250|103.100| 8.76| 80.15| |
| +--------+------+-------+-------+-------+------+-------+ |
| |24.04.03| 1.44 |103.150|103.200|103.150| 8.72| 122.00| |
| +--------+------+-------+-------+-------+------+-------+ |
| |25.04.03| 1.47 |102.900|103.150|103.000| 8.75| 30.90| |
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 | 216 | 5.00 | 50.00 |
+--------+------------------------+-------+--------+-------------+
| 25053 | 24.11.2003 | 213 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 26002 | 15.03.2004 | 325 | 10.00 | 100.27 |
+--------+------------------------+-------+--------+-------------+
| 26003 | 15.03.2004 | 325 | 10.00 | 100.27 |
+--------+------------------------+-------+--------+-------------+
| 26032 | 27.11.2003 | 216 | 5.00 | 50.00 |
+--------+------------------------+-------+--------+-------------+
| 26175 | 24.11.2003 | 213 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 26176 | 25.11.2003 | 214 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 26177 | 27.11.2003 | 216 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 26178 | 28.11.2003 | 217 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 27008 | 21.05.2003 | 26 | 10.00 | 0.25 |
+--------+------------------------+-------+--------+-------------+
| 27009 | 04.06.2003 | 40 | 10.00 | 0.25 |
+--------+------------------------+-------+--------+-------------+
| 27010 | 18.06.2003 | 54 | 10.00 | 0.25 |
+--------+------------------------+-------+--------+-------------+
| 27011 | 09.04.2003 | 75 | 10.00 | 0.25 |
+--------+------------------------+-------+--------+-------------+
| 27012 | 21.05.2003 | 26 | 10.00 | 0.50 |
+--------+------------------------+-------+--------+-------------+
| 27013 | 04.06.2003 | 40 | 12.00 | 29.92 |
+--------+------------------------+-------+--------+-------------+
| 27014 | 18.06.2003 | 54 | 12.00 | 29.92 |
+--------+------------------------+-------+--------+-------------+
| 27015 | 07.05.2003 | 12 | 12.00 | 29.92 |
+--------+------------------------+-------+--------+-------------+
| 27016 | 21.05.2003 | 26 | 12.00 | 29.92 |
+--------+------------------------+-------+--------+-------------+
| 27017 | 07.05.2003 | 12 | 12.00 | 29.92 |
+--------+------------------------+-------+--------+-------------+
| 27018 | 18.06.2003 | 54 | 14.00 | 34.90 |
+--------+------------------------+-------+--------+-------------+
| 27021 | 23.07.2003 | 89 | 14.00 | 34.90 |
+--------+------------------------+-------+--------+-------------+
| 27022 | 21.05.2003 | 26 | 10.00 | 24.93 |
+--------+------------------------+-------+--------+-------------+
| 27023 | 23.07.2003 | 89 | 9.50 | 23.68 |
+--------+------------------------+-------+--------+-------------+
| 28001 | 23.07.2003 | 89 | 10.00 | 0.25 |
+--------+------------------------+-------+--------+-------------+
| 45001 | 21.05.2003 | 26 | 14.00 | 34.90 |
+--------+------------------------+-------+--------+-------------+
| 45002 | 06.08.2003 | 103 | 14.00 | 66.36 |
+--------+------------------------+-------+--------+-------------+
| 46001 | 18.06.2003 | 54 | 14.00 | 34.90 |
+--------+------------------------+-------+--------+-------------+
| 46002 | 20.08.2003 | 117 | 13.00 | 69.81 |
+--------+------------------------+-------+--------+-------------+
| 46014 | 17.09.2003 | 145 | 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 | | | |
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21164 |20.11.02|07.05.03| 12| 1 | 1 | | 1787.724| 3212.276|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21165 |04.12.02|23.07.03| 89| 1 | 2 | | 3025.287| 1974.713|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21166 |05.02.03|06.08.03| 103| 1 | 2 | | 2039.979| 2960.021|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21167 |05.03.03|03.09.03| 131| 1 | 2 | | 4522.588| 1477.412|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21168 |02.04.03|08.10.03| 166| 1 | | | 5994.811| 5.189|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 25029 |27.11.98|27.11.03| 216| | | | 163.722| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 25053 |26.12.00|21.11.05| 941| | | | 5.036| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26002 |15.03.97|15.03.04| 325| 1 | | | 265.174| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26003 |15.03.97|15.03.05| 690| 1 | | | 1131.559| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26032 |27.11.98|27.11.04| 582| | | | 163.722| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26175 |26.12.00|20.11.06| 1305| | | | 5.036| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26176 |26.12.00|20.11.07| 1670| | | | 5.036| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26177 |26.12.00|20.11.08| 2036| | | | 5.035| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26178 |26.12.00|20.11.09| 2401| | | | 5.035| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27008 |19.08.98|21.05.03| 26| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27009 |19.08.98|04.06.03| 40| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27010 |19.08.98|17.09.03| 145| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27011 |19.08.98|08.10.03| 166| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27012 |14.11.99|19.11.03| 208| | | | 9115.111| 8491.289|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27013 |06.06.01|02.06.04| 404| 3 | 65 | | 15000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27014 |11.07.01|15.12.04| 600| 2 | 78 | | 10000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27015 |08.08.01|04.02.04| 285| 3 | 62 | | 16000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27016 |21.11.01|20.08.03| 117| 1 | 1 | | 5672.494| 6327.506|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27017 |06.02.02|04.08.04| 467| 2 | 64 | | 12000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27018 |20.03.02|14.09.05| 873| 2 | 45 | | 14000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27021 |09.10.02|20.04.05| 726| 2 | 2 | | 10941.601| 58.399|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27022 |19.02.03|15.02.06| 1027| 3 | 8 | | 20669.389| 3330.611|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27023 |23.04.03|20.07.05| 817| 1 | 1 | | 7780.000| 2220.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 28001 |19.08.98|21.01.04| 271| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 45001 |22.05.02|15.11.06| 1300| 5 | 81 | | 30354.634| 1645.366|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 45002 |14.02.03|02.08.06| 1195| 1 | | | 9200.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 46001 |18.09.02|10.09.08| 1965| 3 | 45 | | 27830.000| 3170.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 46002 |05.02.03|08.08.12| 3393| 2 | 21 | | 22015.607| 5184.393|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 46014 |05.02.03|29.08.18| 5605| 1 | 4 | | 10000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
|Итого: | |287410.176|42289.332|
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T---------
| |21.04.03|22.04.03|23.04.03|24.04.03|25.04.03|
+--------------------------+--------+--------+--------+--------+--------+
|1. Индикаторы (% годовых):| | | | | |
+--------------------------+--------+--------+--------+--------+--------+
|а) рыночного портфеля <*> | | | | | |
+--------------------------+--------+--------+--------+--------+--------+
| ГКО | 5.41 | 5.45 | 5.45 | 5.38 | 5.51 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ПД | 7.16 | 7.16 | 6.71 | 6.71 | 6.71 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-АД | 8.76 | 8.75 | 8.49 | 8.46 | 8.48 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ФД | 7.71 | 7.72 | 7.49 | 7.39 | 7.45 |
+--------------------------+--------+--------+--------+--------+--------+
|б) оборота рынка <**> | | | | | |
+--------------------------+--------+--------+--------+--------+--------+
| ГКО | 5.40 | 5.59 | 5.44 | 5.47 | 5.48 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ПД | 8.33 | 0.00 | 7.75 | 7.74 | 0.00 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-АД | 8.63 | 8.79 | 8.61 | 8.68 | 8.56 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ФД | 7.59 | 7.44 | 7.37 | 7.18 | 7.28 |
+--------------------------+--------+--------+--------+--------+--------+
|2. Коэффициенты | | | | | |
| оборачиваемости | | | | | |
+--------------------------+--------+--------+--------+--------+--------+
| ГКО | 0.10 | 0.23 | 0.16 | 0.09 | 0.24 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ПД | 0.33 | 0.00 | 0.03 | 0.29 | 0.00 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-АД | 0.12 | 0.24 | 1.11 | 0.45 | 0.36 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ФД | 0.15 | 0.15 | 0.49 | 0.25 | 0.15 |
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----------
| | 21.04.03| 22.04.03| 23.04.03| 24.04.03| 25.04.03|
+----------------------+---------+---------+---------+---------+---------+
|Номинальная стоимость,|282945.25|282945.25|287410.18|287410.18|287410.18|
|млн. руб. | | | | | |
+----------------------+---------+---------+---------+---------+---------+
| ГКО | 21034.13| 21034.13| 17370.39| 17370.39| 17370.39|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ПД | 1749.36| 1749.36| 1749.36| 1749.36| 1749.36|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-АД | 99051.58| 99051.58| 99400.24| 99400.24| 99400.24|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ФД |161110.19|161110.19|168890.19|168890.19|168890.19|
+----------------------+---------+---------+---------+---------+---------+
|Рыночная стоимость, |301637.71|301719.98|307271.55|307641.28|307521.51|
|млн. руб. | | | | | |
+----------------------+---------+---------+---------+---------+---------+
| ГКО | 20708.83| 20709.28| 17049.65| 17062.20| 17058.21|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ПД | 1786.18| 1786.60| 1798.52| 1798.96| 1799.38|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-АД |108498.87|108560.61|110025.35|110169.34|110128.76|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ФД |170643.83|170663.48|178398.03|178610.78|178535.15|
+----------------------+---------+---------+---------+---------+---------+
|Дюрация <*>, дней | 745.64| 744.71| 759.87| 759.45| 758.44|
+----------------------+---------+---------+---------+---------+---------+
| ГКО | 102.37| 101.37| 121.91| 120.94| 119.92|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ПД | 487.35| 486.55| 486.96| 486.16| 485.36|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-АД | 1394.74| 1393.58| 1399.24| 1398.61| 1397.51|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ФД | 413.71| 412.72| 429.26| 428.96| 427.99|
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный
по объемам в обращении.
Департамент операций
на открытом рынке
Банка России
|
