ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 21 марта 2003 г. N 10
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 341.033
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.)| |
+---------+--------+------+------+------+-------+-------+--------+
|02.04.03 |17.03.03|99.729|99.729|99.729| 6.20 | 1.00 | 21162 |
+---------+--------+------+------+------+-------+-------+--------+
|23.04.03 |17.03.03|99.370|99.375|99.370| 6.22 | 8.69 | 21163 |
+---------+--------+------+------+------+-------+-------+--------+
|07.05.03 |18.03.03|99.240|99.240|99.240| 5.59 | 26.61 | 21164 |
+---------+--------+------+------+------+-------+-------+--------+
|23.07.03 |18.03.03|97.650|98.000|98.000| 6.03 | 32.40 | 21165 |
| +--------+------+------+------+-------+-------+ |
| |19.03.03|97.650|98.000|98.000| 6.63 | 6.21 | |
| +--------+------+------+------+-------+-------+ |
| |21.03.03|98.150|98.160|98.160| 5.52 | 45.55 | |
+---------+--------+------+------+------+-------+-------+--------+
|06.08.03 |21.03.03|98.100|98.100|98.100| 5.12 |117.92 | 21166 |
+---------+--------+------+------+------+-------+-------+--------+
|03.09.03 |21.03.03|97.450|97.450|97.450| 5.75 |102.62 | 21167 |
L---------+--------+------+------+------+-------+-------+---------
Торговля ОФЗ при суммарном объеме сделок за неделю 12962.079
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 |17.03.03| 0.70 |100.700|100.840|100.840| 6.13 | 5.94| 27008 |
| +--------+------+-------+-------+-------+------+-------+ |
| |18.03.03| 0.70 |100.600|100.850|100.849| 6.38 | 39.54| |
| +--------+------+-------+-------+-------+------+-------+ |
| |19.03.03| 0.80 |100.600|100.700|100.700| 6.40 | 22.64| |
| +--------+------+-------+-------+-------+------+-------+ |
| |20.03.03| 0.80 |100.550|100.850|100.790| 5.79 | 6.89| |
| +--------+------+-------+-------+-------+------+-------+ |
| |21.03.03| 0.80 |100.700|100.940|100.940| 5.97 | 119.97| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|04.06.03 |17.03.03| 0.30 |100.890|101.010|101.010| 6.12 | 15.01| 27009 |
| +--------+------+-------+-------+-------+------+-------+ |
| |18.03.03| 0.40 |100.550|100.900|100.900| 6.21 | 20.59| |
| +--------+------+-------+-------+-------+------+-------+ |
| |19.03.03| 0.40 |100.608|100.880|100.880| 6.86 | 186.92| |
| +--------+------+-------+-------+-------+------+-------+ |
| |20.03.03| 0.40 |100.600|100.760|100.750| 6.81 | 90.58| |
| +--------+------+-------+-------+-------+------+-------+ |
| |21.03.03| 0.40 |100.700|100.790|100.770| 6.63 | 228.65| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|20.08.03 |17.03.03| 0.86 |102.600|102.600|102.600| 5.91 | 0.12| 27016 |
| +--------+------+-------+-------+-------+------+-------+ |
| |20.03.03| 0.95 |102.150|102.150|102.150| 6.92 | 0.41| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|17.09.03 |17.03.03| 2.40 |102.000|102.270|102.270| 6.10 | 6.60| 27010 |
| +--------+------+-------+-------+-------+------+-------+ |
| |18.03.03| 2.50 |101.200|102.000|102.000| 7.09 | 20.34| |
| +--------+------+-------+-------+-------+------+-------+ |
| |19.03.03| 0.00 |101.000|101.750|101.750| 7.11 | 7.37| |
| +--------+------+-------+-------+-------+------+-------+ |
| |20.03.03| 0.00 |101.120|101.700|101.700| 7.42 | 17.55| |
| +--------+------+-------+-------+-------+------+-------+ |
| |21.03.03| 0.10 |101.500|101.750|101.750| 6.46 | 36.24| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|08.10.03 |18.03.03| 1.90 |101.399|102.050|102.050| 7.61 | 65.95| 27011 |
| +--------+------+-------+-------+-------+------+-------+ |
| |19.03.03| 1.90 |100.901|102.279|102.150| 6.67 | 16.33| |
| +--------+------+-------+-------+-------+------+-------+ |
| |20.03.03| 2.00 |101.201|102.070|102.070| 6.68 | 26.61| |
| +--------+------+-------+-------+-------+------+-------+ |
| |21.03.03| 2.00 |101.453|102.000|101.702| 6.44 | 85.74| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|19.11.03 |17.03.03| 3.20 |101.800|102.601|102.500| 6.80 | 21.41| 27012 |
| +--------+------+-------+-------+-------+------+-------+ |
| |18.03.03| 3.20 |101.800|102.500|102.500| 6.86 | 2.00| |
| +--------+------+-------+-------+-------+------+-------+ |
| |19.03.03| 3.30 |101.200|102.500|102.500| 7.62 | 5.00| |
| +--------+------+-------+-------+-------+------+-------+ |
| |20.03.03| 3.30 |102.380|102.380|102.380| 6.40 | 0.04| |
| +--------+------+-------+-------+-------+------+-------+ |
| |21.03.03| 3.30 |102.100|102.450|102.450| 6.86 | 0.51| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|21.01.04 |17.03.03| 1.50 |101.402|102.000|101.402| 8.10 | 0.54| 28001 |
| +--------+------+-------+-------+-------+------+-------+ |
| |18.03.03| 1.50 |101.101|102.150|102.150| 8.76 | 91.21| |
| +--------+------+-------+-------+-------+------+-------+ |
| |19.03.03| 1.50 |100.500|102.300|102.240| 8.46 | 0.93| |
| +--------+------+-------+-------+-------+------+-------+ |
| |20.03.03| 1.60 |101.220|102.000|102.000| 7.72 | 21.44| |
| +--------+------+-------+-------+-------+------+-------+ |
| |21.03.03| 1.60 |102.100|103.000|102.300| 7.32 | 87.79| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|04.02.04 |17.03.03| 1.32 |104.399|104.499|104.400| 7.02 | 20.16| 27015 |
| +--------+------+-------+-------+-------+------+-------+ |
| |19.03.03| 1.38 |102.958|104.350|104.350| 7.64 | 14.60| |
| +--------+------+-------+-------+-------+------+-------+ |
| |20.03.03| 1.41 |104.000|104.350|104.350| 7.04 | 5.12| |
| +--------+------+-------+-------+-------+------+-------+ |
| |21.03.03| 1.45 |104.000|104.150|104.050| 7.38 | 105.88| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|15.03.04 |18.03.03| 0.08 |101.750|101.800|101.800| 8.09 | 0.11| 26002 |
| +--------+------+-------+-------+-------+------+-------+ |
| |19.03.03| 0.11 |101.300|101.300|101.300| 8.57 | 0.35| |
| +--------+------+-------+-------+-------+------+-------+ |
| |21.03.03| 0.16 |101.500|101.500|101.500| 8.35 | 0.62| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|02.06.04 |17.03.03| 0.40 |103.500|103.500|103.500| 9.23 | 0.11| 27013 |
| +--------+------+-------+-------+-------+------+-------+ |
| |19.03.03| 0.46 |104.100|104.300|104.300| 8.57 | 10.00| |
| +--------+------+-------+-------+-------+------+-------+ |
| |20.03.03| 0.49 |104.268|104.300|104.270| 8.49 | 69.00| |
| +--------+------+-------+-------+-------+------+-------+ |
| |21.03.03| 0.53 |104.600|104.603|104.600| 8.19 | 82.98| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|04.08.04 |20.03.03| 1.41 |104.000|105.550|105.550| 8.80 | 6.24| 27017 |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|15.12.04 |19.03.03| 0.00 |106.010|107.000|106.010| 7.92 | 59.07| 27014 |
| +--------+------+-------+-------+-------+------+-------+ |
| |20.03.03| 0.03 |106.500|106.950|106.950| 8.20 | 5.65| |
| +--------+------+-------+-------+-------+------+-------+ |
| |21.03.03| 0.07 |106.500|106.900|106.900| 8.14 | 10.21| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|15.03.05 |17.03.03| 0.06 |101.100|101.450|101.450| 9.23 | 1.21| 26003 |
| +--------+------+-------+-------+-------+------+-------+ |
| |18.03.03| 0.08 |100.860|101.000|101.000| 9.43 | 2.54| |
| +--------+------+-------+-------+-------+------+-------+ |
| |19.03.03| 0.11 |100.000|101.000|100.000| 9.61 | 12.66| |
| +--------+------+-------+-------+-------+------+-------+ |
| |20.03.03| 0.14 |100.489|101.350|101.350| 9.42 | 4.63| |
| +--------+------+-------+-------+-------+------+-------+ |
| |21.03.03| 0.16 |101.400|101.400|101.400| 9.19 | 0.10| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|20.04.05 |17.03.03| 2.07 |107.120|107.170|107.120| 9.14 | 5.00| 27021 |
| +--------+------+-------+-------+-------+------+-------+ |
| |18.03.03| 2.11 |106.449|107.000|106.449| 9.36 | 23.67| |
| +--------+------+-------+-------+-------+------+-------+ |
| |19.03.03| 2.15 |106.497|107.500|106.850| 9.29 | 119.13| |
| +--------+------+-------+-------+-------+------+-------+ |
| |20.03.03| 2.19 |107.345|107.350|107.350| 9.00 | 26.35| |
| +--------+------+-------+-------+-------+------+-------+ |
| |21.03.03| 2.22 |107.550|107.550|107.550| 8.88 | 2.06| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|14.09.05 |17.03.03| 3.41 |108.000|108.150|108.050| 9.10 | 35.60| 27018 |
| +--------+------+-------+-------+-------+------+-------+ |
| |18.03.03| 3.45 |107.700|107.700|107.700| 9.27 | 10.73| |
| +--------+------+-------+-------+-------+------+-------+ |
| |19.03.03| 0.00 |106.500|107.810|107.500| 9.57 | 438.41| |
| +--------+------+-------+-------+-------+------+-------+ |
| |20.03.03| 0.04 |107.100|108.000|108.000| 9.35 | 6.80| |
| +--------+------+-------+-------+-------+------+-------+ |
| |21.03.03| 0.08 |108.100|108.100|108.100| 9.06 | 1.50| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|15.02.06 |17.03.03| 0.71 | 99.099|100.522| 99.099| 9.19 | 42.05| 27022 |
| +--------+------+-------+-------+-------+------+-------+ |
| |18.03.03| 0.74 | 98.380| 98.850| 98.380| 9.73 | 36.50| |
| +--------+------+-------+-------+-------+------+-------+ |
| |20.03.03| 0.79 | 98.100| 99.500| 99.500| 9.73 | 797.12| |
| +--------+------+-------+-------+-------+------+-------+ |
| |21.03.03| 0.82 | 99.510|100.000|100.000| 9.25 | 563.75| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|15.11.06 |17.03.03| 1.00 |106.100|107.620|106.100| 9.45 | 112.55| 45001 |
| +--------+------+-------+-------+-------+------+-------+ |
| |18.03.03| 1.04 |105.200|106.150|105.839| 9.78 | 214.24| |
| +--------+------+-------+-------+-------+------+-------+ |
| |19.03.03| 1.07 |104.000|106.650|105.750| 9.84 | 852.89| |
| +--------+------+-------+-------+-------+------+-------+ |
| |20.03.03| 1.11 |100.620|106.995|106.995| 9.73 |1121.59| |
| +--------+------+-------+-------+-------+------+-------+ |
| |21.03.03| 1.15 |106.900|107.100|107.100| 9.23 | 60.44| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|10.09.08 |17.03.03| 3.41 |107.000|109.000|107.200| 9.61 | 137.78| 46001 |
| +--------+------+-------+-------+-------+------+-------+ |
| |18.03.03| 3.45 |105.441|107.000|105.900| 9.86 | 180.75| |
| +--------+------+-------+-------+-------+------+-------+ |
| |19.03.03| 0.00 |103.800|107.800|106.400| 9.89 | 931.50| |
| +--------+------+-------+-------+-------+------+-------+ |
| |20.03.03| 0.04 |105.500|107.800|107.800| 9.73 |2163.32| |
| +--------+------+-------+-------+-------+------+-------+ |
| |21.03.03| 0.08 |107.900|108.250|108.050| 9.39 | 125.21| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|08.08.12 |17.03.03| 1.43 |103.030|104.270|103.100| 9.36 | 105.70| 46002 |
| +--------+------+-------+-------+-------+------+-------+ |
| |18.03.03| 1.46 |101.000|101.710|101.000| 9.79 | 5.30| |
| +--------+------+-------+-------+-------+------+-------+ |
| |19.03.03| 1.50 | 96.949|102.750|101.650| 9.63 | 608.22| |
| +--------+------+-------+-------+-------+------+-------+ |
| |20.03.03| 1.53 | 99.650|102.000|102.000| 9.99 | 423.61| |
| +--------+------+-------+-------+-------+------+-------+ |
| |21.03.03| 1.57 |102.100|103.850|103.013| 9.42 | 48.75| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|29.08.18 |17.03.03| 0.35 | 98.000| 99.995| 98.250| 9.36 | 383.84| 46014 |
| +--------+------+-------+-------+-------+------+-------+ |
| |18.03.03| 0.37 | 96.600| 98.500| 96.750| 9.67 | 177.64| |
| +--------+------+-------+-------+-------+------+-------+ |
| |19.03.03| 0.40 | 92.542| 98.500| 95.500| 9.98 | 688.40| |
| +--------+------+-------+-------+-------+------+-------+ |
| |20.03.03| 0.43 | 95.350| 98.500| 98.500| 9.69 | 595.37| |
| +--------+------+-------+-------+-------+------+-------+ |
| |21.03.03| 0.46 | 99.000| 99.999| 99.920| 9.34 | 254.23| |
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 | 251 | 5.00 | 50.00 |
+--------+------------------------+-------+--------+-------------+
| 25053 | 24.11.2003 | 248 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 26002 | 15.03.2004 | 360 | 10.00 | 100.27 |
+--------+------------------------+-------+--------+-------------+
| 26003 | 15.03.2004 | 360 | 10.00 | 100.27 |
+--------+------------------------+-------+--------+-------------+
| 26032 | 27.11.2003 | 251 | 5.00 | 50.00 |
+--------+------------------------+-------+--------+-------------+
| 26175 | 24.11.2003 | 248 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 26176 | 25.11.2003 | 249 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 26177 | 27.11.2003 | 251 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 26178 | 28.11.2003 | 252 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 27008 | 21.05.2003 | 61 | 10.00 | 0.25 |
+--------+------------------------+-------+--------+-------------+
| 27009 | 04.06.2003 | 75 | 10.00 | 0.25 |
+--------+------------------------+-------+--------+-------------+
| 27010 | 18.06.2003 | 89 | 10.00 | 0.25 |
+--------+------------------------+-------+--------+-------------+
| 27011 | 09.04.2003 | 19 | 10.00 | 0.25 |
+--------+------------------------+-------+--------+-------------+
| 27012 | 21.05.2003 | 61 | 10.00 | 0.50 |
+--------+------------------------+-------+--------+-------------+
| 27013 | 04.06.2003 | 75 | 12.00 | 29.92 |
+--------+------------------------+-------+--------+-------------+
| 27014 | 18.06.2003 | 89 | 12.00 | 29.92 |
+--------+------------------------+-------+--------+-------------+
| 27015 | 07.05.2003 | 47 | 12.00 | 29.92 |
+--------+------------------------+-------+--------+-------------+
| 27016 | 21.05.2003 | 61 | 12.00 | 29.92 |
+--------+------------------------+-------+--------+-------------+
| 27017 | 07.05.2003 | 47 | 12.00 | 29.92 |
+--------+------------------------+-------+--------+-------------+
| 27018 | 18.06.2003 | 89 | 14.00 | 34.90 |
+--------+------------------------+-------+--------+-------------+
| 27021 | 23.04.2003 | 33 | 14.00 | 34.90 |
+--------+------------------------+-------+--------+-------------+
| 27022 | 21.05.2003 | 61 | 10.00 | 24.93 |
+--------+------------------------+-------+--------+-------------+
| 28001 | 23.04.2003 | 33 | 10.00 | 0.25 |
+--------+------------------------+-------+--------+-------------+
| 45001 | 21.05.2003 | 61 | 14.00 | 34.90 |
+--------+------------------------+-------+--------+-------------+
| 46001 | 18.06.2003 | 89 | 14.00 | 34.90 |
+--------+------------------------+-------+--------+-------------+
| 46002 | 20.08.2003 | 152 | 13.00 | 69.81 |
+--------+------------------------+-------+--------+-------------+
| 46014 | 17.09.2003 | 180 | 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 | | | |
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21162 |04.09.02|02.04.03| 12| 1 | 5 | | 3712.150| 287.850|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21163 |23.10.02|23.04.03| 33| 1 | 8 | | 3663.739| 336.261|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21164 |20.11.02|07.05.03| 47| 1 | 1 | | 1787.724| 3212.276|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21165 |04.12.02|23.07.03| 124| 1 | 2 | | 3025.287| 1974.713|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21166 |05.02.03|06.08.03| 138| 1 | 2 | | 2039.979| 2960.021|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21167 |05.03.03|03.09.03| 166| 1 | 1 | | 4172.588| 1827.412|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 25029 |27.11.98|27.11.03| 251| | | | 163.722| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 25053 |26.12.00|21.11.05| 976| | | | 5.036| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26002 |15.03.97|15.03.04| 360| 1 | | | 265.174| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26003 |15.03.97|15.03.05| 725| 1 | | | 1131.559| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26032 |27.11.98|27.11.04| 617| | | | 163.722| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26175 |26.12.00|20.11.06| 1340| | | | 5.036| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26176 |26.12.00|20.11.07| 1705| | | | 5.036| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26177 |26.12.00|20.11.08| 2071| | | | 5.035| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26178 |26.12.00|20.11.09| 2436| | | | 5.035| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27008 |19.08.98|21.05.03| 61| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27009 |19.08.98|04.06.03| 75| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27010 |19.08.98|17.09.03| 180| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27011 |19.08.98|08.10.03| 201| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27012 |14.11.99|19.11.03| 243| | | | 9115.111| 8491.289|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27013 |06.06.01|02.06.04| 439| 3 | 65 | | 15000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27014 |11.07.01|15.12.04| 635| 2 | 78 | | 10000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27015 |08.08.01|04.02.04| 320| 3 | 62 | | 16000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27016 |21.11.01|20.08.03| 152| 1 | 1 | | 5672.494| 6327.506|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27017 |06.02.02|04.08.04| 502| 2 | 64 | | 12000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27018 |20.03.02|14.09.05| 908| 2 | 45 | | 14000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27021 |09.10.02|20.04.05| 761| 2 | 2 | | 10941.601| 58.399|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27022 |19.02.03|15.02.06| 1062| 3 | 7 | | 20657.389| 3342.611|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 28001 |19.08.98|21.01.04| 306| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 45001 |22.05.02|15.11.06| 1335| 5 | 81 | | 30354.634| 1645.366|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 46001 |18.09.02|10.09.08| 2000| 3 | 43 | | 27202.795| 3797.205|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 46002 |05.02.03|08.08.12| 3428| 2 | 15 | | 20817.117| 6382.883|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 46014 |05.03.03|29.08.18| 5640| 1 | 4 | | 10000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
|Итого: | |269623.559|42875.949|
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T---------
| |17.03.03|18.03.03|19.03.03|20.03.03|21.03.03|
+--------------------------+--------+--------+--------+--------+--------+
|1. Индикаторы (% годовых):| | | | | |
+--------------------------+--------+--------+--------+--------+--------+
|а) рыночного портфеля <*> | | | | | |
+--------------------------+--------+--------+--------+--------+--------+
| ГКО | 5.54 | 5.63 | 5.77 | 5.84 | 5.61 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ПД | 7.83 | 8.00 | 8.18 | 8.04 | 7.85 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-АД | 9.44 | 9.78 | 9.82 | 9.80 | 9.36 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ФД | 8.43 | 8.69 | 8.75 | 8.71 | 8.49 |
+--------------------------+--------+--------+--------+--------+--------+
|б) оборота рынка <**> | | | | | |
+--------------------------+--------+--------+--------+--------+--------+
| ГКО | 6.22 | 5.92 | 6.63 | 0.00 | 5.46 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ПД | 9.23 | 9.40 | 9.59 | 9.42 | 8.55 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-АД | 9.39 | 9.73 | 9.86 | 9.75 | 9.35 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ФД | 8.79 | 8.93 | 9.29 | 9.59 | 8.85 |
+--------------------------+--------+--------+--------+--------+--------+
|2. Коэффициенты | | | | | |
| оборачиваемости | | | | | |
+--------------------------+--------+--------+--------+--------+--------+
| ГКО | 0.05 | 0.32 | 0.03 | 0.00 | 1.43 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ПД | 0.07 | 0.15 | 0.75 | 0.27 | 0.04 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-АД | 0.84 | 0.67 | 3.44 | 4.89 | 0.54 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ФД | 0.10 | 0.20 | 0.56 | 0.65 | 0.79 |
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----------
| | 17.03.03| 18.03.03| 19.03.03| 20.03.03| 21.03.03|
+----------------------+---------+---------+---------+---------+---------+
|Номинальная стоимость,|261612.59|261612.59|269123.56|269123.56|269623.56|
|млн. руб. | | | | | |
+----------------------+---------+---------+---------+---------+---------+
| ГКО | 18401.47| 18401.47| 18401.47| 18401.47| 18401.47|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ПД | 1749.36| 1749.36| 1749.36| 1749.36| 1749.36|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-АД | 85770.97| 85770.97| 88374.55| 88374.55| 88374.55|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ФД |155690.80|155690.80|160598.19|160598.19|161098.19|
+----------------------+---------+---------+---------+---------+---------+
|Рыночная стоимость, |275597.44|274079.65|279700.48|279797.16|282335.81|
|млн. руб. | | | | | |
+----------------------+---------+---------+---------+---------+---------+
| ГКО | 18144.98| 18143.42| 18137.83| 18137.83| 18153.96|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ПД | 1754.39| 1750.10| 1745.75| 1749.80| 1755.32|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-АД | 91918.13| 90834.49| 92518.80| 92542.40| 94112.62|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ФД |163779.94|163351.64|167298.10|167367.14|168313.90|
+----------------------+---------+---------+---------+---------+---------+
|Дюрация <*>, дней | 748.43| 741.59| 761.82| 759.98| 767.22|
+----------------------+---------+---------+---------+---------+---------+
| ГКО | 90.31| 89.31| 88.30| 87.30| 86.34|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ПД | 513.41| 512.20| 511.10| 510.72| 510.39|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-АД | 1456.73| 1446.26| 1478.00| 1475.08| 1485.76|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ФД | 426.34| 424.66| 441.40| 440.09| 441.58|
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный
по объемам в обращении.
Департамент операций
на открытом рынке
Банка России
|
