ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 4 апреля 2003 г. N 12
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 415.666
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.)| |
+---------+--------+------+------+------+-------+-------+--------+
|23.04.03 |02.04.03|99.750|99.757|99.757| 4.27 | 7.00 | 21163 |
| +--------+------+------+------+-------+-------+ |
| |04.04.03|99.834|99.834|99.834| 3.19 | 3.47 | |
+---------+--------+------+------+------+-------+-------+--------+
|23.07.03 |31.03.03|98.300|98.300|98.300| 5.54 | 0.00 | 21165 |
| +--------+------+------+------+-------+-------+ |
| |02.04.03|98.250|98.350|98.350| 5.64 | 39.56 | |
| +--------+------+------+------+-------+-------+ |
| |03.04.03|98.400|98.400|98.400| 5.35 | 4.11 | |
| +--------+------+------+------+-------+-------+ |
| |04.04.03|98.400|98.400|98.400| 5.40 | 1.00 | |
+---------+--------+------+------+------+-------+-------+--------+
|06.08.03 |31.03.03|98.070|98.200|98.070| 5.61 | 5.00 | 21166 |
+---------+--------+------+------+------+-------+-------+--------+
|03.09.03 |31.03.03|97.550|97.550|97.550| 5.88 | 0.00 | 21167 |
| +--------+------+------+------+-------+-------+ |
| |02.04.03|97.700|97.724|97.724| 5.52 |355.00 | |
| +--------+------+------+------+-------+-------+ |
| |03.04.03|97.800|97.800|97.800| 5.37 | 0.53 | |
L---------+--------+------+------+------+-------+-------+---------
Торговля ОФЗ при суммарном объеме сделок за неделю 8898.191
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 |31.03.03| 1.10 |100.420|100.632|100.632| 6.23| 3.41| 27008 |
| +--------+------+-------+-------+-------+------+-------+ |
| |01.04.03| 1.10 |100.470|100.645|100.610| 6.16| 4.24| |
| +--------+------+-------+-------+-------+------+-------+ |
| |02.04.03| 1.20 |100.459|100.600|100.600| 5.24| 20.57| |
| +--------+------+-------+-------+-------+------+-------+ |
| |03.04.03| 1.20 |100.522|100.600|100.600| 5.36| 25.51| |
| +--------+------+-------+-------+-------+------+-------+ |
| |04.04.03| 1.20 |100.596|100.620|100.620| 5.31| 2.85| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|04.06.03 |31.03.03| 0.70 |100.500|100.740|100.740| 6.69| 47.71| 27009 |
| +--------+------+-------+-------+-------+------+-------+ |
| |01.04.03| 0.70 |100.701|100.800|100.800| 5.75| 18.50| |
| +--------+------+-------+-------+-------+------+-------+ |
| |02.04.03| 0.80 |100.720|100.720|100.720| 5.72| 0.01| |
| +--------+------+-------+-------+-------+------+-------+ |
| |03.04.03| 0.80 |100.834|100.849|100.834| 5.12| 4.88| |
| +--------+------+-------+-------+-------+------+-------+ |
| |04.04.03| 0.80 |100.800|100.835|100.835| 5.21| 20.15| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|20.08.03 |31.03.03| 1.32 |102.000|102.000|102.000| 6.91| 1.00| 27016 |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|17.09.03 |31.03.03| 0.30 |101.480|101.600|101.570| 6.88| 37.49| 27010 |
| +--------+------+-------+-------+-------+------+-------+ |
| |01.04.03| 0.40 |101.600|101.800|101.783| 6.25| 26.78| |
| +--------+------+-------+-------+-------+------+-------+ |
| |02.04.03| 0.40 |101.661|102.020|102.000| 5.67| 6.88| |
| +--------+------+-------+-------+-------+------+-------+ |
| |04.04.03| 0.40 |101.900|102.000|101.901| 5.96| 4.30| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|08.10.03 |31.03.03| 2.30 |101.580|101.999|101.999| 6.98| 60.33| 27011 |
| +--------+------+-------+-------+-------+------+-------+ |
| |01.04.03| 2.30 |101.700|102.000|102.000| 6.33| 81.99| |
| +--------+------+-------+-------+-------+------+-------+ |
| |02.04.03| 2.30 |101.950|102.449|102.449| 5.78| 3.19| |
| +--------+------+-------+-------+-------+------+-------+ |
| |03.04.03| 2.30 |102.050|102.449|102.050| 6.08| 33.32| |
| +--------+------+-------+-------+-------+------+-------+ |
| |04.04.03| 2.40 |102.000|102.100|102.100| 5.94| 0.68| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|19.11.03 |31.03.03| 3.60 |101.502|101.502|101.502| 7.68| 0.01| 27012 |
| +--------+------+-------+-------+-------+------+-------+ |
| |01.04.03| 3.60 |101.800|102.100|102.100| 6.90| 56.02| |
| +--------+------+-------+-------+-------+------+-------+ |
| |03.04.03| 3.70 |101.900|102.699|102.699| 5.75| 0.11| |
| +--------+------+-------+-------+-------+------+-------+ |
| |04.04.03| 3.70 |102.400|102.433|102.432| 6.12| 25.17| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|21.01.04 |31.03.03| 1.90 |101.500|101.650|101.650| 8.11| 36.29| 28001 |
| +--------+------+-------+-------+-------+------+-------+ |
| |01.04.03| 1.90 |101.652|101.700|101.652| 8.12| 1.06| |
| +--------+------+-------+-------+-------+------+-------+ |
| |02.04.03| 1.90 |101.700|102.400|102.400| 7.34| 6.84| |
| +--------+------+-------+-------+-------+------+-------+ |
| |03.04.03| 2.00 |102.152|102.430|102.430| 7.04| 81.01| |
| +--------+------+-------+-------+-------+------+-------+ |
| |04.04.03| 2.00 |102.300|102.559|102.410| 6.97| 3.65| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|04.02.04 |01.04.03| 1.81 |103.550|104.000|104.000| 7.61| 46.75| 27015 |
| +--------+------+-------+-------+-------+------+-------+ |
| |02.04.03| 1.84 |104.000|104.470|104.470| 7.00| 23.00| |
| +--------+------+-------+-------+-------+------+-------+ |
| |03.04.03| 1.87 |103.750|104.490|104.000| 7.24| 441.20| |
| +--------+------+-------+-------+-------+------+-------+ |
| |04.04.03| 1.91 |103.850|104.199|104.199| 7.35| 343.93| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|15.03.04 |04.04.03| 0.55 |101.200|101.200|101.200| 8.60| 0.68| 26002 |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|02.06.04 |31.03.03| 0.86 |104.540|104.550|104.550| 8.14| 1.89| 27013 |
| +--------+------+-------+-------+-------+------+-------+ |
| |01.04.03| 0.89 |103.900|104.900|104.900| 8.06| 5.50| |
| +--------+------+-------+-------+-------+------+-------+ |
| |02.04.03| 0.92 |104.950|105.200|105.200| 7.65| 91.03| |
| +--------+------+-------+-------+-------+------+-------+ |
| |03.04.03| 0.95 |105.130|105.200|105.200| 7.52| 119.37| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|04.08.04 |31.03.03| 1.78 |105.450|105.450|105.450| 7.93| 1.40| 27017 |
| +--------+------+-------+-------+-------+------+-------+ |
| |02.04.03| 1.84 |105.580|105.580|105.580| 7.80| 40.00| |
| +--------+------+-------+-------+-------+------+-------+ |
| |03.04.03| 1.87 |105.400|105.750|105.750| 7.79| 57.40| |
| +--------+------+-------+-------+-------+------+-------+ |
| |04.04.03| 1.91 |105.550|106.500|105.600| 7.78| 15.00| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|15.12.04 |01.04.03| 0.43 |106.800|107.100|106.800| 7.92| 8.40| 27014 |
| +--------+------+-------+-------+-------+------+-------+ |
| |02.04.03| 0.46 |106.950|107.000|106.950| 7.82| 63.59| |
| +--------+------+-------+-------+-------+------+-------+ |
| |03.04.03| 0.49 |106.900|108.984|108.984| 7.69| 0.23| |
| +--------+------+-------+-------+-------+------+-------+ |
| |04.04.03| 0.53 |108.249|108.249|108.249| 7.00| 0.00| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|15.03.05 |31.03.03| 0.44 |100.801|101.450|100.801| 9.52| 5.59| 26003 |
| +--------+------+-------+-------+-------+------+-------+ |
| |01.04.03| 0.47 |101.600|101.820|101.602| 8.96| 1.25| |
| +--------+------+-------+-------+-------+------+-------+ |
| |02.04.03| 0.49 |101.777|102.600|102.600| 8.66| 1.96| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|20.04.05 |31.03.03| 2.61 |107.000|107.500|107.500| 8.98| 0.00| 27021 |
| +--------+------+-------+-------+-------+------+-------+ |
| |01.04.03| 2.65 |107.750|107.800|107.800| 8.68| 13.00| |
| +--------+------+-------+-------+-------+------+-------+ |
| |02.04.03| 2.69 |107.800|108.610|108.610| 8.42| 19.24| |
| +--------+------+-------+-------+-------+------+-------+ |
| |03.04.03| 2.72 |108.230|108.300|108.300| 8.41| 44.00| |
| +--------+------+-------+-------+-------+------+-------+ |
| |04.04.03| 2.76 |108.300|108.300|108.300| 8.38| 5.00| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|14.09.05 |31.03.03| 0.46 |107.500|108.600|108.600| 9.25| 21.72| 27018 |
| +--------+------+-------+-------+-------+------+-------+ |
| |01.04.03| 0.50 |107.700|108.600|108.600| 8.90| 3.41| |
| +--------+------+-------+-------+-------+------+-------+ |
| |02.04.03| 0.54 |109.000|109.010|109.010| 8.57| 6.10| |
| +--------+------+-------+-------+-------+------+-------+ |
| |03.04.03| 0.58 |109.200|109.330|109.330| 8.45| 10.00| |
| +--------+------+-------+-------+-------+------+-------+ |
| |04.04.03| 0.61 |109.300|109.301|109.300| 8.43| 9.00| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|21.11.05 |04.04.03| 0.71 | 82.000| 83.776| 83.776| 9.87| 0.20| 25053 |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|15.02.06 |31.03.03| 1.10 |100.000|100.000|100.000| 9.14| 2.20| 27022 |
| +--------+------+-------+-------+-------+------+-------+ |
| |02.04.03| 1.15 |100.520|101.200|100.700| 8.83| 48.79| |
| +--------+------+-------+-------+-------+------+-------+ |
| |03.04.03| 1.18 |100.850|100.851|100.850| 8.77| 6.96| |
| +--------+------+-------+-------+-------+------+-------+ |
| |04.04.03| 1.21 |100.860|100.889|100.860| 8.77| 12.01| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|02.08.06 |31.03.03| 1.73 |104.800|104.820|104.820| 9.06| 72.00| 45002 |
| +--------+------+-------+-------+-------+------+-------+ |
| |01.04.03| 1.76 |104.815|104.935|104.921| 9.00| 840.00| |
| +--------+------+-------+-------+-------+------+-------+ |
| |02.04.03| 1.80 |104.970|105.350|105.350| 8.77|1270.01| |
| +--------+------+-------+-------+-------+------+-------+ |
| |03.04.03| 1.84 |105.400|106.500|105.425| 8.66| 366.06| |
| +--------+------+-------+-------+-------+------+-------+ |
| |04.04.03| 1.88 |105.424|105.430|105.430| 8.69|1087.28| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|15.11.06 |31.03.03| 1.53 |106.102|107.038|107.038| 9.30| 2.71| 45001 |
| +--------+------+-------+-------+-------+------+-------+ |
| |01.04.03| 1.57 |107.234|107.500|107.500| 9.06| 14.95| |
| +--------+------+-------+-------+-------+------+-------+ |
| |02.04.03| 1.61 |107.600|107.950|107.801| 8.82| 48.08| |
| +--------+------+-------+-------+-------+------+-------+ |
| |03.04.03| 1.65 |107.700|108.100|107.750| 8.86| 105.75| |
| +--------+------+-------+-------+-------+------+-------+ |
| |04.04.03| 1.69 |107.751|107.850|107.751| 8.83| 76.43| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|10.09.08 |31.03.03| 0.46 |107.210|107.927|107.800| 9.47| 133.27| 46001 |
| +--------+------+-------+-------+-------+------+-------+ |
| |01.04.03| 0.50 |106.020|108.800|108.800| 9.38| 197.07| |
| +--------+------+-------+-------+-------+------+-------+ |
| |02.04.03| 0.54 |107.510|109.300|109.290| 9.09| 452.22| |
| +--------+------+-------+-------+-------+------+-------+ |
| |03.04.03| 0.58 |108.950|109.300|109.300| 9.07| 832.74| |
| +--------+------+-------+-------+-------+------+-------+ |
| |04.04.03| 0.61 |109.000|109.300|109.000| 9.10| 182.90| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|08.08.12 |01.04.03| 1.96 |103.539|104.560|104.560| 9.28| 48.08| 46002 |
| +--------+------+-------+-------+-------+------+-------+ |
| |02.04.03| 2.00 |104.994|105.229|105.222| 9.10| 289.61| |
| +--------+------+-------+-------+-------+------+-------+ |
| |03.04.03| 2.03 |104.800|105.180|105.180| 9.09| 592.13| |
| +--------+------+-------+-------+-------+------+-------+ |
| |04.04.03| 2.07 |105.150|105.200|105.200| 9.08| 104.97| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|29.08.18 |31.03.03| 0.75 |100.000|100.450|100.400| 9.20| 43.28| 46014 |
| +--------+------+-------+-------+-------+------+-------+ |
| |01.04.03| 0.78 |100.590|101.380|100.800| 9.13| 17.12| |
| +--------+------+-------+-------+-------+------+-------+ |
| |02.04.03| 0.81 |101.150|101.200|101.200| 9.05| 8.65| |
| +--------+------+-------+-------+-------+------+-------+ |
| |03.04.03| 0.83 |101.200|101.480|101.390| 9.04| 7.26| |
| +--------+------+-------+-------+-------+------+-------+ |
| |04.04.03| 0.86 |101.350|101.350|101.350| 9.02| 21.87| |
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 | 237 | 5.00 | 50.00 |
+--------+------------------------+-------+--------+-------------+
| 25053 | 24.11.2003 | 234 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 26002 | 15.03.2004 | 346 | 10.00 | 100.27 |
+--------+------------------------+-------+--------+-------------+
| 26003 | 15.03.2004 | 346 | 10.00 | 100.27 |
+--------+------------------------+-------+--------+-------------+
| 26032 | 27.11.2003 | 237 | 5.00 | 50.00 |
+--------+------------------------+-------+--------+-------------+
| 26175 | 24.11.2003 | 234 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 26176 | 25.11.2003 | 235 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 26177 | 27.11.2003 | 237 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 26178 | 28.11.2003 | 238 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 27008 | 21.05.2003 | 47 | 10.00 | 0.25 |
+--------+------------------------+-------+--------+-------------+
| 27009 | 04.06.2003 | 61 | 10.00 | 0.25 |
+--------+------------------------+-------+--------+-------------+
| 27010 | 18.06.2003 | 75 | 10.00 | 0.25 |
+--------+------------------------+-------+--------+-------------+
| 27011 | 09.04.2003 | 5 | 10.00 | 0.25 |
+--------+------------------------+-------+--------+-------------+
| 27012 | 21.05.2003 | 47 | 10.00 | 0.50 |
+--------+------------------------+-------+--------+-------------+
| 27013 | 04.06.2003 | 61 | 12.00 | 29.92 |
+--------+------------------------+-------+--------+-------------+
| 27014 | 18.06.2003 | 75 | 12.00 | 29.92 |
+--------+------------------------+-------+--------+-------------+
| 27015 | 07.05.2003 | 33 | 12.00 | 29.92 |
+--------+------------------------+-------+--------+-------------+
| 27016 | 21.05.2003 | 47 | 12.00 | 29.92 |
+--------+------------------------+-------+--------+-------------+
| 27017 | 07.05.2003 | 33 | 12.00 | 29.92 |
+--------+------------------------+-------+--------+-------------+
| 27018 | 18.06.2003 | 75 | 14.00 | 34.90 |
+--------+------------------------+-------+--------+-------------+
| 27021 | 23.04.2003 | 19 | 14.00 | 34.90 |
+--------+------------------------+-------+--------+-------------+
| 27022 | 21.05.2003 | 47 | 10.00 | 24.93 |
+--------+------------------------+-------+--------+-------------+
| 28001 | 23.04.2003 | 19 | 10.00 | 0.25 |
+--------+------------------------+-------+--------+-------------+
| 45001 | 21.05.2003 | 47 | 14.00 | 34.90 |
+--------+------------------------+-------+--------+-------------+
| 45002 | 06.08.2003 | 124 | 14.00 | 66.36 |
+--------+------------------------+-------+--------+-------------+
| 46001 | 18.06.2003 | 75 | 14.00 | 34.90 |
+--------+------------------------+-------+--------+-------------+
| 46002 | 20.08.2003 | 138 | 13.00 | 69.81 |
+--------+------------------------+-------+--------+-------------+
| 46014 | 17.09.2003 | 166 | 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 | | | |
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21163 |23.10.02|23.04.03| 19| 1 | 8 | | 3663.739| 336.261|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21164 |20.11.02|07.05.03| 33| 1 | 1 | | 1787.724| 3212.276|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21165 |04.12.02|23.07.03| 110| 1 | 2 | | 3025.287| 1974.713|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21166 |05.02.03|06.08.03| 124| 1 | 2 | | 2039.979| 2960.021|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21167 |05.03.03|03.09.03| 152| 1 | 2 | | 4522.588| 1477.412|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21168 |02.04.03|08.10.03| 187| 1 | | | 5994.811| 5.189|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 25029 |27.11.98|27.11.03| 237| | | | 163.722| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 25053 |26.12.00|21.11.05| 962| | | | 5.036| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26002 |15.03.97|15.03.04| 346| 1 | | | 265.174| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26003 |15.03.97|15.03.05| 711| 1 | | | 1131.559| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26032 |27.11.98|27.11.04| 603| | | | 163.722| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26175 |26.12.00|20.11.06| 1326| | | | 5.036| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26176 |26.12.00|20.11.07| 1691| | | | 5.036| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26177 |26.12.00|20.11.08| 2057| | | | 5.035| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26178 |26.12.00|20.11.09| 2422| | | | 5.035| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27008 |19.08.98|21.05.03| 47| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27009 |19.08.98|04.06.03| 61| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27010 |19.08.98|17.09.03| 166| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27011 |19.08.98|08.10.03| 187| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27012 |14.11.99|19.11.03| 229| | | | 9115.111| 8491.289|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27013 |06.06.01|02.06.04| 425| 3 | 65 | | 15000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27014 |11.07.01|15.12.04| 621| 2 | 78 | | 10000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27015 |08.08.01|04.02.04| 306| 3 | 62 | | 16000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27016 |21.11.01|20.08.03| 138| 1 | 1 | | 5672.494| 6327.506|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27017 |06.02.02|04.08.04| 488| 2 | 64 | | 12000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27018 |20.03.02|14.09.05| 894| 2 | 45 | | 14000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27021 |09.10.02|20.04.05| 747| 2 | 2 | | 10941.601| 58.399|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27022 |19.02.03|15.02.06| 1048| 3 | 8 | | 20669.389| 3330.611|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 28001 |19.08.98|21.01.04| 292| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 45001 |22.05.02|15.11.06| 1321| 5 | 81 | | 30354.634| 1645.366|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 45002 |14.02.03|02.08.06| 1216| 1 | | | 9200.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 46001 |18.09.02|10.09.08| 1986| 3 | 45 | | 27830.000| 3170.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 46002 |05.02.03|08.08.12| 3414| 2 | 18 | | 21560.000| 5640.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 46014 |05.02.03|29.08.18| 5626| 1 | 4 | | 10000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
|Итого: | |282838.308|40861.200|
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T---------
| |31.03.03|01.04.03|02.04.03|03.04.03|04.04.03|
+--------------------------+--------+--------+--------+--------+--------+
|1. Индикаторы (% годовых):| | | | | |
+--------------------------+--------+--------+--------+--------+--------+
|а) рыночного портфеля <*> | | | | | |
+--------------------------+--------+--------+--------+--------+--------+
| ГКО | 5.72 | 5.17 | 5.40 | 5.30 | 5.28 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ПД | 8.15 | 7.73 | 7.50 | 7.50 | 7.47 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-АД | 9.37 | 9.22 | 9.02 | 9.01 | 9.01 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ФД | 8.55 | 8.36 | 8.04 | 7.95 | 7.90 |
+--------------------------+--------+--------+--------+--------+--------+
|б) оборота рынка <**> | | | | | |
+--------------------------+--------+--------+--------+--------+--------+
| ГКО | 5.61 | 0.00 | 5.53 | 5.35 | 4.56 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ПД | 9.52 | 8.96 | 8.66 | 0.00 | 9.11 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-АД | 9.30 | 9.13 | 8.95 | 9.03 | 8.84 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ФД | 8.10 | 7.33 | 8.06 | 7.50 | 7.50 |
+--------------------------+--------+--------+--------+--------+--------+
|2. Коэффициенты | | | | | |
| оборачиваемости | | | | | |
+--------------------------+--------+--------+--------+--------+--------+
| ГКО | 0.03 | 0.00 | 1.90 | 0.02 | 0.02 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ПД | 0.32 | 0.07 | 0.11 | 0.00 | 0.05 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-АД | 0.26 | 1.14 | 2.11 | 1.93 | 1.48 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ФД | 0.13 | 0.16 | 0.21 | 0.51 | 0.27 |
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----------
| | 31.03.03| 01.04.03| 02.04.03| 03.04.03| 04.04.03|
+----------------------+---------+---------+---------+---------+---------+
|Номинальная стоимость,|278823.56|278823.56|281726.31|282726.31|282838.31|
|млн. руб. | | | | | |
+----------------------+---------+---------+---------+---------+---------+
| ГКО | 18401.47| 18401.47| 21034.13| 21034.13| 21034.13|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ПД | 1749.36| 1749.36| 1749.36| 1749.36| 1749.36|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-АД | 97574.55| 97574.55| 97844.63| 98844.63| 98944.63|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ФД |161098.19|161098.19|161098.19|161098.19|161110.19|
+----------------------+---------+---------+---------+---------+---------+
|Рыночная стоимость, |292524.55|293523.69|297714.32|299048.87|299330.73|
|млн. руб. | | | | | |
+----------------------+---------+---------+---------+---------+---------+
| ГКО | 18175.93| 18175.93| 20651.23| 20657.76| 20660.65|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ПД | 1751.54| 1762.99| 1769.38| 1769.81| 1771.15|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-АД |104007.20|104618.87|105696.52|106836.32|106975.00|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ФД |168598.88|168965.91|169597.19|169784.98|169923.92|
+----------------------+---------+---------+---------+---------+---------+
|Дюрация <*>, дней | 758.21| 759.60| 759.69| 762.32| 761.93|
+----------------------+---------+---------+---------+---------+---------+
| ГКО | 76.31| 75.31| 121.36| 120.36| 119.35|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ПД | 501.77| 502.20| 502.06| 501.26| 500.51|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-АД | 1410.56| 1413.33| 1416.50| 1418.98| 1418.92|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ФД | 431.94| 431.13| 430.77| 429.94| 429.17|
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный
по объемам в обращении.
Департамент операций
на открытом рынке
Банка России
|
