ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 14 марта 2003 г. N 9
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 154.305
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 |11.03.03|99.640|99.670|99.670| 5.76 | 9.10 | 21162 |
| +--------+------+------+------+-------+-------+ |
| |12.03.03|99.695|99.695|99.695| 5.32 | 1.00 | |
| +--------+------+------+------+-------+-------+ |
| |13.03.03|99.713|99.713|99.713| 5.25 | 7.00 | |
| +--------+------+------+------+-------+-------+ |
| |14.03.03|99.730|99.755|99.755| 5.05 | 29.07 | |
+---------+--------+------+------+------+-------+-------+--------+
|23.04.03 |14.03.03|99.435|99.435|99.435| 5.18 | 0.01 | 21163 |
+---------+--------+------+------+------+-------+-------+--------+
|07.05.03 |12.03.03|99.000|99.000|99.000| 6.58 | 15.38 | 21164 |
| +--------+------+------+------+-------+-------+ |
| |14.03.03|99.236|99.236|99.236| 5.20 | 8.81 | |
+---------+--------+------+------+------+-------+-------+--------+
|23.07.03 |12.03.03|98.000|98.000|98.000| 5.60 | 16.15 | 21165 |
| +--------+------+------+------+-------+-------+ |
| |13.03.03|98.000|98.000|98.000| 5.64 | 5.20 | |
+---------+--------+------+------+------+-------+-------+--------+
|03.09.03 |12.03.03|97.300|97.330|97.330| 5.77 | 59.77 | 21167 |
| +--------+------+------+------+-------+-------+ |
| |13.03.03|97.400|97.400|97.400| 5.60 | 2.81 | |
L---------+--------+------+------+------+-------+-------+---------
Торговля ОФЗ при суммарном объеме сделок за неделю 4895.906
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 |11.03.03| 0.50 |100.650|100.850|100.850| 6.27 | 38.20| 27008 |
| +--------+------+-------+-------+-------+------+-------+ |
| |12.03.03| 0.60 |100.700|100.710|100.710| 6.31 | 20.12| |
| +--------+------+-------+-------+-------+------+-------+ |
| |13.03.03| 0.60 |100.760|100.850|100.820| 5.77 | 44.00| |
| +--------+------+-------+-------+-------+------+-------+ |
| |14.03.03| 0.60 |100.800|100.855|100.846| 5.70 | 18.72| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|04.06.03 |11.03.03| 0.20 |100.750|100.800|100.800| 6.59 | 21.10| 27009 |
| +--------+------+-------+-------+-------+------+-------+ |
| |12.03.03| 0.20 |100.760|100.900|100.900| 6.43 | 44.87| |
| +--------+------+-------+-------+-------+------+-------+ |
| |13.03.03| 0.20 |100.897|100.999|100.999| 5.99 | 5.69| |
| +--------+------+-------+-------+-------+------+-------+ |
| |14.03.03| 0.20 |100.901|101.000|101.000| 5.85 | 227.71| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|20.08.03 |14.03.03| 0.76 |102.600|102.600|102.600| 6.03 | 15.00| 27016 |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|17.09.03 |11.03.03| 2.30 |102.050|102.100|102.050| 6.02 | 6.91| 27010 |
| +--------+------+-------+-------+-------+------+-------+ |
| |12.03.03| 2.30 |102.000|102.050|102.050| 6.22 | 8.42| |
| +--------+------+-------+-------+-------+------+-------+ |
| |13.03.03| 2.30 |102.050|102.400|102.400| 5.76 | 27.11| |
| +--------+------+-------+-------+-------+------+-------+ |
| |14.03.03| 2.40 |102.200|102.400|102.200| 5.29 | 46.75| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|08.10.03 |11.03.03| 1.70 |102.250|102.260|102.250| 6.16 | 38.65| 27011 |
| +--------+------+-------+-------+-------+------+-------+ |
| |12.03.03| 1.70 |102.000|102.300|102.300| 6.66 | 10.47| |
| +--------+------+-------+-------+-------+------+-------+ |
| |13.03.03| 1.80 |102.100|102.300|102.300| 5.97 | 14.98| |
| +--------+------+-------+-------+-------+------+-------+ |
| |14.03.03| 1.80 |102.200|102.370|102.200| 6.12 | 6.08| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|19.11.03 |11.03.03| 3.00 |102.450|102.450|102.450| 6.51 | 3.44| 27012 |
| +--------+------+-------+-------+-------+------+-------+ |
| |12.03.03| 3.10 |102.300|102.450|102.450| 6.61 | 4.16| |
| +--------+------+-------+-------+-------+------+-------+ |
| |13.03.03| 3.10 |102.400|102.593|102.579| 6.32 | 12.68| |
| +--------+------+-------+-------+-------+------+-------+ |
| |14.03.03| 3.10 |102.121|102.699|102.699| 6.31 | 10.21| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|21.01.04 |11.03.03| 1.30 |101.540|102.000|101.580| 8.23 | 0.16| 28001 |
| +--------+------+-------+-------+-------+------+-------+ |
| |12.03.03| 1.30 |102.000|102.500|102.300| 7.34 | 23.63| |
| +--------+------+-------+-------+-------+------+-------+ |
| |13.03.03| 1.40 |102.200|102.500|102.500| 7.22 | 12.06| |
| +--------+------+-------+-------+-------+------+-------+ |
| |14.03.03| 1.40 |102.100|102.700|102.700| 6.95 | 23.18| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|04.02.04 |11.03.03| 1.12 |103.120|104.300|104.050| 8.07 | 0.77| 27015 |
| +--------+------+-------+-------+-------+------+-------+ |
| |12.03.03| 1.15 |104.060|104.300|104.300| 7.44 | 84.00| |
| +--------+------+-------+-------+-------+------+-------+ |
| |13.03.03| 1.18 |104.301|104.479|104.440| 7.07 | 128.65| |
| +--------+------+-------+-------+-------+------+-------+ |
| |14.03.03| 1.22 |104.500|104.500|104.500| 6.95 | 25.00| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|15.03.04 |13.03.03| 9.95 |101.900|102.000|101.900| 7.86 | 12.88| 26002 |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|02.06.04 |12.03.03| 0.23 |104.905|105.150|105.150| 7.89 | 53.00| 27013 |
| +--------+------+-------+-------+-------+------+-------+ |
| |13.03.03| 0.26 |105.117|105.170|105.170| 7.78 | 20.00| |
| +--------+------+-------+-------+-------+------+-------+ |
| |14.03.03| 0.30 |105.140|105.250|105.150| 7.71 | 17.08| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|04.08.04 |11.03.03| 1.12 |105.400|105.410|105.410| 8.12 | 25.02| 27017 |
| +--------+------+-------+-------+-------+------+-------+ |
| |12.03.03| 1.15 |105.500|105.600|105.600| 8.00 | 22.00| |
| +--------+------+-------+-------+-------+------+-------+ |
| |14.03.03| 1.22 |105.550|105.600|105.550| 7.97 | 10.00| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|15.12.04 |11.03.03| 2.73 |106.700|106.700|106.700| 8.14 | 5.00| 27014 |
| +--------+------+-------+-------+-------+------+-------+ |
| |12.03.03| 2.76 |106.900|107.000|107.000| 7.95 | 15.94| |
| +--------+------+-------+-------+-------+------+-------+ |
| |14.03.03| 2.83 |106.500|107.050|107.050| 7.93 | 25.29| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|15.03.05 |11.03.03| 9.89 |101.690|101.690|101.690| 9.04 | 3.05| 26003 |
| +--------+------+-------+-------+-------+------+-------+ |
| |12.03.03| 9.92 |101.300|101.850|101.850| 8.96 | 2.32| |
| +--------+------+-------+-------+-------+------+-------+ |
| |13.03.03| 9.95 |101.800|102.000|102.000| 8.93 | 1.72| |
| +--------+------+-------+-------+-------+------+-------+ |
| |14.03.03| 9.97 |101.000|101.000|101.000| 9.43 | 0.20| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|20.04.05 |12.03.03| 1.88 |108.300|108.300|108.300| 8.55 | 12.80| 27021 |
| +--------+------+-------+-------+-------+------+-------+ |
| |13.03.03| 1.92 |108.350|108.400|108.350| 8.49 | 149.37| |
| +--------+------+-------+-------+-------+------+-------+ |
| |14.03.03| 1.96 |108.330|108.450|108.350| 8.51 | 59.24| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|14.09.05 |11.03.03| 3.18 |108.500|108.800|108.800| 8.82 | 20.91| 27018 |
| +--------+------+-------+-------+-------+------+-------+ |
| |12.03.03| 3.22 |108.800|108.970|108.800| 8.74 | 17.87| |
| +--------+------+-------+-------+-------+------+-------+ |
| |13.03.03| 3.26 |109.000|109.000|109.000| 8.70 | 8.81| |
| +--------+------+-------+-------+-------+------+-------+ |
| |14.03.03| 3.30 |109.000|109.100|109.050| 8.67 | 23.50| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|15.02.06 |11.03.03| 0.55 |100.165|100.250|100.248| 9.07 | 32.32| 27022 |
| +--------+------+-------+-------+-------+------+-------+ |
| |12.03.03| 0.58 |100.240|100.290|100.290| 9.05 | 325.28| |
| +--------+------+-------+-------+-------+------+-------+ |
| |13.03.03| 0.60 |100.300|100.397|100.397| 9.01 | 313.01| |
| +--------+------+-------+-------+-------+------+-------+ |
| |14.03.03| 0.63 |100.415|100.650|100.565| 8.95 | 324.53| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|15.11.06 |11.03.03| 0.77 |107.200|107.320|107.250| 9.19 | 105.66| 45001 |
| +--------+------+-------+-------+-------+------+-------+ |
| |12.03.03| 0.81 |107.500|107.700|107.700| 9.03 | 23.36| |
| +--------+------+-------+-------+-------+------+-------+ |
| |13.03.03| 0.84 |107.800|107.900|107.850| 8.94 | 93.06| |
| +--------+------+-------+-------+-------+------+-------+ |
| |14.03.03| 0.88 |107.850|108.200|107.900| 8.91 | 32.40| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|10.09.08 |11.03.03| 3.18 |108.399|108.500|108.499| 9.33 | 140.20| 46001 |
| +--------+------+-------+-------+-------+------+-------+ |
| |12.03.03| 3.22 |108.750|108.950|108.950| 9.23 | 104.89| |
| +--------+------+-------+-------+-------+------+-------+ |
| |13.03.03| 3.26 |108.920|109.000|109.000| 9.18 | 44.78| |
| +--------+------+-------+-------+-------+------+-------+ |
| |14.03.03| 3.30 |109.000|109.200|109.100| 9.15 | 42.44| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|08.08.12 |11.03.03| 1.21 |103.600|103.660|103.650| 9.40 | 58.02| 46002 |
| +--------+------+-------+-------+-------+------+-------+ |
| |12.03.03| 1.25 |104.000|104.026|104.026| 9.33 | 276.28| |
| +--------+------+-------+-------+-------+------+-------+ |
| |13.03.03| 1.28 |104.038|104.296|104.296| 9.31 | 260.29| |
| +--------+------+-------+-------+-------+------+-------+ |
| |14.03.03| 1.32 |104.260|104.505|104.350| 9.25 | 216.65| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|29.08.18 |11.03.03| 0.17 | 99.050| 99.354| 99.120| 9.40 | 59.37| 46014 |
| +--------+------+-------+-------+-------+------+-------+ |
| |12.03.03| 0.20 | 99.357| 99.796| 99.796| 9.34 | 536.69| |
| +--------+------+-------+-------+-------+------+-------+ |
| |13.03.03| 0.23 | 99.805| 99.912| 99.911| 9.28 | 326.38| |
| +--------+------+-------+-------+-------+------+-------+ |
| |14.03.03| 0.26 | 99.930| 99.999| 99.995| 9.26 | 151.58| |
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 | 258 | 5.00 | 50.00 |
+--------+------------------------+-------+--------+-------------+
| 25053 | 24.11.2003 | 255 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 26001 | 15.03.2003 | 1 | 10.00 | 100.00 |
+--------+------------------------+-------+--------+-------------+
| 26002 | 15.03.2003 | 1 | 10.00 | 100.00 |
+--------+------------------------+-------+--------+-------------+
| 26003 | 15.03.2003 | 1 | 10.00 | 100.00 |
+--------+------------------------+-------+--------+-------------+
| 26032 | 27.11.2003 | 258 | 5.00 | 50.00 |
+--------+------------------------+-------+--------+-------------+
| 26175 | 24.11.2003 | 255 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 26176 | 25.11.2003 | 256 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 26177 | 27.11.2003 | 258 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 26178 | 28.11.2003 | 259 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 27008 | 21.05.2003 | 68 | 10.00 | 0.25 |
+--------+------------------------+-------+--------+-------------+
| 27009 | 04.06.2003 | 82 | 10.00 | 0.25 |
+--------+------------------------+-------+--------+-------------+
| 27010 | 19.03.2003 | 5 | 10.00 | 0.25 |
+--------+------------------------+-------+--------+-------------+
| 27011 | 09.04.2003 | 26 | 10.00 | 0.25 |
+--------+------------------------+-------+--------+-------------+
| 27012 | 21.05.2003 | 68 | 10.00 | 0.50 |
+--------+------------------------+-------+--------+-------------+
| 27013 | 04.06.2003 | 82 | 12.00 | 29.92 |
+--------+------------------------+-------+--------+-------------+
| 27014 | 19.03.2003 | 5 | 12.00 | 29.92 |
+--------+------------------------+-------+--------+-------------+
| 27015 | 07.05.2003 | 54 | 12.00 | 29.92 |
+--------+------------------------+-------+--------+-------------+
| 27016 | 21.05.2003 | 68 | 12.00 | 29.92 |
+--------+------------------------+-------+--------+-------------+
| 27017 | 07.05.2003 | 54 | 12.00 | 29.92 |
+--------+------------------------+-------+--------+-------------+
| 27018 | 19.03.2003 | 5 | 14.00 | 34.90 |
+--------+------------------------+-------+--------+-------------+
| 27021 | 23.04.2003 | 40 | 14.00 | 34.90 |
+--------+------------------------+-------+--------+-------------+
| 27022 | 21.05.2003 | 68 | 10.00 | 24.93 |
+--------+------------------------+-------+--------+-------------+
| 28001 | 23.04.2003 | 40 | 10.00 | 0.25 |
+--------+------------------------+-------+--------+-------------+
| 45001 | 21.05.2003 | 68 | 14.00 | 34.90 |
+--------+------------------------+-------+--------+-------------+
| 46001 | 19.03.2003 | 5 | 14.00 | 34.90 |
+--------+------------------------+-------+--------+-------------+
| 46002 | 20.08.2003 | 159 | 13.00 | 69.81 |
+--------+------------------------+-------+--------+-------------+
| 46014 | 17.09.2003 | 187 | 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| 19| 1 | 5 | | 3712.150| 287.850|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21163 |23.10.02|23.04.03| 40| 1 | 8 | | 3663.739| 336.261|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21164 |20.11.02|07.05.03| 54| 1 | 1 | | 1787.724| 3212.276|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21165 |04.12.02|23.07.03| 131| 1 | 2 | | 3025.287| 1974.713|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21166 |05.02.03|06.08.03| 145| 1 | 2 | | 2039.979| 2960.021|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21167 |05.03.03|03.09.03| 173| 1 | 1 | | 4172.588| 1827.412|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 25029 |27.11.98|27.11.03| 258| | | | 163.722| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 25053 |26.12.00|21.11.05| 983| | | | 5.036| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26001 |15.03.97|15.03.03| 1| 1 | | | 148.091| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26002 |15.03.97|15.03.04| 367| 1 | | | 265.174| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26003 |15.03.97|15.03.05| 732| 1 | | | 1131.559| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26032 |27.11.98|27.11.04| 624| | | | 163.722| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26175 |26.12.00|20.11.06| 1347| | | | 5.036| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26176 |26.12.00|20.11.07| 1712| | | | 5.036| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26177 |26.12.00|20.11.08| 2078| | | | 5.035| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26178 |26.12.00|20.11.09| 2443| | | | 5.035| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27008 |19.08.98|21.05.03| 68| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27009 |19.08.98|04.06.03| 82| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27010 |19.08.98|17.09.03| 187| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27011 |19.08.98|08.10.03| 208| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27012 |14.11.99|19.11.03| 250| | | | 9115.111| 8491.289|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27013 |06.06.01|02.06.04| 446| 3 | 65 | | 15000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27014 |11.07.01|15.12.04| 642| 2 | 78 | | 10000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27015 |08.08.01|04.02.04| 327| 3 | 62 | | 16000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27016 |21.11.01|20.08.03| 159| 1 | 1 | | 5672.494| 6327.506|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27017 |06.02.02|04.08.04| 509| 2 | 64 | | 12000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27018 |20.03.02|14.09.05| 915| 2 | 45 | | 14000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27021 |09.10.02|20.04.05| 768| 2 | 2 | | 10941.601| 58.399|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27022 |19.02.03|15.02.06| 1069| 2 | 5 | | 15245.000| 755.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 28001 |19.08.98|21.01.04| 313| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 45001 |22.05.02|15.11.06| 1342| 5 | 81 | | 30354.634| 1645.366|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 46001 |18.09.02|10.09.08| 2007| 3 | 43 | | 27202.795| 3797.205|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 46002 |05.02.03|08.08.12| 3435| 1 | 15 | | 18213.541| 986.459|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 46014 |05.03.03|29.08.18| 5647| 1 | 4 | | 10000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
|Итого: | |261755.685|34891.914|
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
-----------------------------T--------T--------T--------T---------
| |11.03.03|12.03.03|13.03.03|14.03.03|
+----------------------------+--------+--------+--------+--------+
|1. Индикаторы (% годовых): | | | | |
+----------------------------+--------+--------+--------+--------+
|а) рыночного портфеля <*> | | | | |
+----------------------------+--------+--------+--------+--------+
| ГКО | 5.52 | 5.54 | 5.40 | 5.37 |
+----------------------------+--------+--------+--------+--------+
| ОФЗ-ПД | 7.82 | 7.76 | 7.70 | 8.07 |
+----------------------------+--------+--------+--------+--------+
| ОФЗ-АД | 9.34 | 9.25 | 9.19 | 9.16 |
+----------------------------+--------+--------+--------+--------+
| ОФЗ-ФД | 8.33 | 8.18 | 8.06 | 8.00 |
+----------------------------+--------+--------+--------+--------+
|б) оборота рынка <**> | | | | |
+----------------------------+--------+--------+--------+--------+
| ГКО | 5.76 | 5.80 | 5.58 | 5.12 |
+----------------------------+--------+--------+--------+--------+
| ОФЗ-ПД | 9.04 | 8.96 | 8.09 | 9.43 |
+----------------------------+--------+--------+--------+--------+
| ОФЗ-АД | 9.34 | 9.33 | 9.27 | 9.24 |
+----------------------------+--------+--------+--------+--------+
| ОФЗ-ФД | 8.33 | 8.73 | 8.60 | 8.53 |
+----------------------------+--------+--------+--------+--------+
|2. Коэффициенты | | | | |
| оборачиваемости | | | | |
+----------------------------+--------+--------+--------+--------+
| ГКО | 0.05 | 0.50 | 0.08 | 0.21 |
+----------------------------+--------+--------+--------+--------+
| ОФЗ-ПД | 0.17 | 0.13 | 0.79 | 0.01 |
+----------------------------+--------+--------+--------+--------+
| ОФЗ-АД | 0.43 | 1.05 | 0.81 | 0.50 |
+----------------------------+--------+--------+--------+--------+
| ОФЗ-ФД | 0.12 | 0.40 | 0.47 | 0.52 |
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----------
| | 11.03.03| 12.03.03| 13.03.03| 14.03.03|
+------------------------+---------+---------+---------+---------+
|Номинальная стоимость, |259978.29|260843.66|261477.39|261755.69|
|млн. руб. | | | | |
+------------------------+---------+---------+---------+---------+
| ГКО | 18401.47| 18401.47| 18401.47| 18401.47|
+------------------------+---------+---------+---------+---------+
| ОФЗ-ПД | 1897.45| 1897.45| 1897.45| 1897.45|
+------------------------+---------+---------+---------+---------+
| ОФЗ-АД | 84706.68| 85278.95| 85742.68| 85770.97|
+------------------------+---------+---------+---------+---------+
| ОФЗ-ФД |154972.69|155265.80|155435.80|155685.80|
+------------------------+---------+---------+---------+---------+
|Рыночная стоимость, |274301.33|275834.71|276941.99|277522.86|
|млн. руб. | | | | |
+------------------------+---------+---------+---------+---------+
| ГКО | 18123.65| 18133.94| 18138.49| 18147.59|
+------------------------+---------+---------+---------+---------+
| ОФЗ-ПД | 2057.05| 2059.10| 2061.30| 2051.84|
+------------------------+---------+---------+---------+---------+
| ОФЗ-АД | 91116.57| 92032.51| 92717.74| 92882.01|
+------------------------+---------+---------+---------+---------+
| ОФЗ-ФД |163004.05|163609.16|164024.46|164441.43|
+------------------------+---------+---------+---------+---------+
|Дюрация <*>, дней | 747.64| 751.27| 753.53| 753.31|
+------------------------+---------+---------+---------+---------+
| ГКО | 96.29| 95.31| 94.33| 93.30|
+------------------------+---------+---------+---------+---------+
| ОФЗ-ПД | 443.04| 442.43| 441.63| 439.47|
+------------------------+---------+---------+---------+---------+
| ОФЗ-АД | 1451.04| 1457.15| 1461.31| 1461.49|
+------------------------+---------+---------+---------+---------+
| ОФЗ-ФД | 430.71| 430.80| 430.27| 430.05|
L------------------------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный
по объемам в обращении.
Департамент операций
на открытом рынке
Банка России
|
