ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 7 февраля 2003 г. N 5
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 193.007
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.)| |
+---------+--------+------+------+------+-------+-------+--------+
|05.03.03 |04.02.03|99.210|99.210|99.210| 10.02 | 5.00 | 21161 |
| +--------+------+------+------+-------+-------+ |
| |05.02.03|99.250|99.285|99.285| 9.49 | 50.39 | |
| +--------+------+------+------+-------+-------+ |
| |06.02.03|99.450|99.450|99.450| 7.48 | 10.03 | |
+---------+--------+------+------+------+-------+-------+--------+
|02.04.03 |03.02.03|98.500|98.500|98.500| 9.58 | 0.25 | 21162 |
| +--------+------+------+------+-------+-------+ |
| |04.02.03|98.462|98.462|98.462| 10.00 | 0.66 | |
| +--------+------+------+------+-------+-------+ |
| |05.02.03|98.489|98.570|98.570| 9.70 | 11.28 | |
| +--------+------+------+------+-------+-------+ |
| |06.02.03|98.750|98.800|98.800| 8.22 | 19.00 | |
| +--------+------+------+------+-------+-------+ |
| |07.02.03|98.975|99.050|98.975| 6.77 | 9.00 | |
+---------+--------+------+------+------+-------+-------+--------+
|23.04.03 |05.02.03|98.000|98.150|98.150| 9.37 | 8.55 | 21163 |
| +--------+------+------+------+-------+-------+ |
| |06.02.03|98.479|98.480|98.480| 7.41 | 6.50 | |
+---------+--------+------+------+------+-------+-------+--------+
|07.05.03 |06.02.03|97.990|98.150|98.150| 7.68 | 1.00 | 21164 |
| +--------+------+------+------+-------+-------+ |
| |07.02.03|98.322|98.322|98.322| 7.00 | 0.03 | |
+---------+--------+------+------+------+-------+-------+--------+
|23.07.03 |04.02.03|95.450|95.450|95.450| 10.30 | 1.50 | 21165 |
| +--------+------+------+------+-------+-------+ |
| |05.02.03|95.500|95.625|95.625| 10.16 | 20.21 | |
| +--------+------+------+------+-------+-------+ |
| |06.02.03|96.299|96.400|96.320| 8.33 | 16.50 | |
| +--------+------+------+------+-------+-------+ |
| |07.02.03|96.450|96.700|96.600| 7.76 | 28.54 | |
+---------+--------+------+------+------+-------+-------+--------+
|06.08.03 |06.02.03|96.300|96.300|96.300| 7.75 | 4.57 | 21166 |
L---------+--------+------+------+------+-------+-------+---------
Торговля ОФЗ при суммарном объеме сделок за неделю 5354.821
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.) | | | | | | |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|05.02.03 |03.02.03| 2.40 | 99.995| 99.995| 99.995| 20.57| 0.03| 27007 |
| +--------+------+-------+-------+-------+------+-------+ |
| |04.02.03| 2.50 | 99.995| 99.995| 99.995| 1.80| 2.00| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|15.03.03 |05.02.03| 8.96 | 99.950|100.000|100.000| 9.85| 9.36| 26001 |
| +--------+------+-------+-------+-------+------+-------+ |
| |07.02.03| 9.01 |100.033|100.052|100.052| 9.06| 1.20| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|21.05.03 |03.02.03| 2.10 | 99.906| 99.906| 99.906| 10.60| 0.03| 27008 |
| +--------+------+-------+-------+-------+------+-------+ |
| |04.02.03| 2.10 | 99.950| 99.960| 99.955| 10.51| 1.39| |
| +--------+------+-------+-------+-------+------+-------+ |
| |05.02.03| 2.10 | 99.900|100.100|100.100| 10.40| 17.11| |
| +--------+------+-------+-------+-------+------+-------+ |
| |06.02.03| 2.10 |100.130|100.250|100.210| 9.94| 24.34| |
| +--------+------+-------+-------+-------+------+-------+ |
| |07.02.03| 2.20 |100.161|100.489|100.489| 8.93| 20.90| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|04.06.03 |03.02.03| 1.70 | 99.900| 99.901| 99.901| 10.64| 0.04| 27009 |
| +--------+------+-------+-------+-------+------+-------+ |
| |04.02.03| 1.70 | 99.898| 99.960| 99.960| 10.54| 11.23| |
| +--------+------+-------+-------+-------+------+-------+ |
| |05.02.03| 1.70 | 99.900|100.098|100.098| 10.30| 2.67| |
| +--------+------+-------+-------+-------+------+-------+ |
| |06.02.03| 1.80 |100.076|100.175|100.175| 9.80| 9.82| |
| +--------+------+-------+-------+-------+------+-------+ |
| |07.02.03| 1.80 |100.101|100.590|100.590| 8.80| 17.62| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|17.09.03 |03.02.03| 1.30 | 99.750| 99.800| 99.750| 10.78| 2.26| 27010 |
| +--------+------+-------+-------+-------+------+-------+ |
| |04.02.03| 1.30 | 99.750| 99.850| 99.850| 10.74| 7.41| |
| +--------+------+-------+-------+-------+------+-------+ |
| |05.02.03| 1.30 | 99.800|100.100|100.100| 10.37| 14.19| |
| +--------+------+-------+-------+-------+------+-------+ |
| |06.02.03| 1.40 |100.100|100.249|100.200| 10.04| 14.48| |
| +--------+------+-------+-------+-------+------+-------+ |
| |07.02.03| 1.40 |100.200|100.700|100.700| 9.20| 3.57| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|08.10.03 |03.02.03| 0.70 | 99.770| 99.950| 99.770| 10.54| 0.23| 27011 |
| +--------+------+-------+-------+-------+------+-------+ |
| |04.02.03| 0.70 | 99.400| 99.920| 99.849| 10.78| 10.91| |
| +--------+------+-------+-------+-------+------+-------+ |
| |05.02.03| 0.80 | 99.301| 99.910| 99.650| 10.54| 1.52| |
| +--------+------+-------+-------+-------+------+-------+ |
| |06.02.03| 0.80 |100.090|100.150|100.150| 10.19| 1.30| |
| +--------+------+-------+-------+-------+------+-------+ |
| |07.02.03| 0.80 |100.150|100.500|100.500| 9.65| 10.87| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|19.11.03 |03.02.03| 2.10 | 99.600| 99.800| 99.600| 10.74| 9.00| 27012 |
| +--------+------+-------+-------+-------+------+-------+ |
| |04.02.03| 2.10 | 99.790| 99.790| 99.790| 10.52| 0.23| |
| +--------+------+-------+-------+-------+------+-------+ |
| |05.02.03| 2.10 | 99.790| 99.850| 99.850| 10.54| 21.34| |
| +--------+------+-------+-------+-------+------+-------+ |
| |07.02.03| 2.20 |100.200|100.500|100.500| 9.51| 5.12| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|21.01.04 |03.02.03| 0.30 | 99.016| 99.200| 99.160| 11.45| 6.06| 28001 |
| +--------+------+-------+-------+-------+------+-------+ |
| |04.02.03| 0.40 | 99.000| 99.200| 99.100| 11.38| 4.96| |
| +--------+------+-------+-------+-------+------+-------+ |
| |05.02.03| 0.40 | 99.050| 99.500| 99.203| 11.27| 3.59| |
| +--------+------+-------+-------+-------+------+-------+ |
| |06.02.03| 0.40 | 99.020|100.100|100.050| 10.43| 57.35| |
| +--------+------+-------+-------+-------+------+-------+ |
| |07.02.03| 0.40 |100.000|100.275|100.275| 10.15| 2.33| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|04.02.04 |03.02.03| 2.93 |101.000|101.000|101.000| 11.39| 9.65| 27015 |
| +--------+------+-------+-------+-------+------+-------+ |
| |04.02.03| 2.96 |100.090|100.150|100.090| 12.40| 5.00| |
| +--------+------+-------+-------+-------+------+-------+ |
| |05.02.03| 0.00 |101.000|101.439|101.439| 11.30| 66.78| |
| +--------+------+-------+-------+-------+------+-------+ |
| |07.02.03| 0.07 |102.000|102.500|102.000| 9.95| 9.73| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|15.03.04 |05.02.03| 8.96 | 98.000| 98.500| 98.500| 11.76| 12.26| 26002 |
| +--------+------+-------+-------+-------+------+-------+ |
| |06.02.03| 8.99 | 99.000| 99.280| 99.280| 10.77| 4.59| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|02.06.04 |04.02.03| 2.04 |100.750|100.800|100.780| 11.83| 77.99| 27013 |
| +--------+------+-------+-------+-------+------+-------+ |
| |05.02.03| 2.07 |100.800|101.800|101.620| 11.71| 121.09| |
| +--------+------+-------+-------+-------+------+-------+ |
| |06.02.03| 2.10 |101.515|101.515|101.515| 11.19| 14.00| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|04.08.04 |05.02.03| 0.00 |101.000|101.300|101.300| 11.58| 14.00| 27017 |
| +--------+------+-------+-------+-------+------+-------+ |
| |06.02.03| 0.03 |101.500|102.000|102.000| 11.09| 8.00| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|15.12.04 |04.02.03| 1.58 |100.550|100.650|100.550| 12.13| 32.33| 27014 |
| +--------+------+-------+-------+-------+------+-------+ |
| |05.02.03| 1.61 |100.750|101.600|101.600| 11.74| 85.00| |
| +--------+------+-------+-------+-------+------+-------+ |
| |06.02.03| 1.64 |102.000|102.000|102.000| 11.24| 0.02| |
| +--------+------+-------+-------+-------+------+-------+ |
| |07.02.03| 1.68 |102.800|102.800|102.800| 10.72| 5.00| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|15.03.05 |05.02.03| 8.96 | 96.000| 96.000| 96.000| 12.24| 2.00| 26003 |
| +--------+------+-------+-------+-------+------+-------+ |
| |06.02.03| 8.99 | 96.190| 96.190| 96.190| 12.13| 2.61| |
| +--------+------+-------+-------+-------+------+-------+ |
| |07.02.03| 9.01 | 96.410| 96.850| 96.850| 11.86| 0.26| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|20.04.05 |04.02.03| 0.50 |101.600|101.650|101.650| 12.38| 12.28| 27021 |
| +--------+------+-------+-------+-------+------+-------+ |
| |05.02.03| 0.54 |102.490|102.500|102.500| 11.89| 11.00| |
| +--------+------+-------+-------+-------+------+-------+ |
| |06.02.03| 0.58 |103.200|103.200|103.200| 11.50| 5.00| |
| +--------+------+-------+-------+-------+------+-------+ |
| |07.02.03| 0.61 |103.500|104.000|104.000| 11.14| 7.20| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|14.09.05 |03.02.03| 1.80 |101.500|101.500|101.500| 12.39| 10.37| 27018 |
| +--------+------+-------+-------+-------+------+-------+ |
| |04.02.03| 1.84 |101.500|101.600|101.550| 12.35| 25.00| |
| +--------+------+-------+-------+-------+------+-------+ |
| |05.02.03| 1.88 |102.100|102.400|102.400| 11.99| 24.55| |
| +--------+------+-------+-------+-------+------+-------+ |
| |06.02.03| 1.92 |103.000|103.000|103.000| 11.65| 6.00| |
| +--------+------+-------+-------+-------+------+-------+ |
| |07.02.03| 1.96 |104.000|104.000|104.000| 11.17| 4.60| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|15.11.06 |03.02.03| 2.88 | 98.651| 98.750| 98.695| 12.98| 77.55| 45001 |
| +--------+------+-------+-------+-------+------+-------+ |
| |04.02.03| 2.92 | 98.730| 98.800| 98.790| 12.95| 383.95| |
| +--------+------+-------+-------+-------+------+-------+ |
| |05.02.03| 2.95 | 98.790| 98.985| 98.875| 12.59| 178.66| |
| +--------+------+-------+-------+-------+------+-------+ |
| |06.02.03| 2.99 | 99.995|100.185|100.185| 12.37| 64.44| |
| +--------+------+-------+-------+-------+------+-------+ |
| |07.02.03| 3.03 |100.850|101.500|101.163| 12.00| 358.53| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|10.09.08 |03.02.03| 1.80 | 96.243| 96.286| 96.250| 12.98| 41.04| 46001 |
| +--------+------+-------+-------+-------+------+-------+ |
| |04.02.03| 1.84 | 96.220| 96.390| 96.287| 12.97| 72.60| |
| +--------+------+-------+-------+-------+------+-------+ |
| |05.02.03| 1.88 | 96.300| 98.000| 97.803| 12.58| 260.75| |
| +--------+------+-------+-------+-------+------+-------+ |
| |06.02.03| 1.92 | 97.801| 98.246| 98.246| 12.50| 806.43| |
| +--------+------+-------+-------+-------+------+-------+ |
| |07.02.03| 1.96 | 98.131| 99.766| 99.766| 11.94| 140.94| |
+---------+--------+------+-------+-------+-------+------+-------+--------+
|08.08.12 |05.02.03| 0.00 | 86.920| 88.500| 88.150| 12.92| 490.74| 46002 |
| +--------+------+-------+-------+-------+------+-------+ |
| |06.02.03| 0.04 | 88.150| 88.880| 88.880| 12.54|1130.60| |
| +--------+------+-------+-------+-------+------+-------+ |
| |07.02.03| 0.07 | 89.500| 90.950| 90.950| 11.97| 477.85| |
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 | 293 | 5.00 | 50.00 |
+--------+------------------------+-------+--------+-------------+
| 25053 | 24.11.2003 | 290 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 26001 | 15.03.2003 | 36 | 10.00 | 100.00 |
+--------+------------------------+-------+--------+-------------+
| 26002 | 15.03.2003 | 36 | 10.00 | 100.00 |
+--------+------------------------+-------+--------+-------------+
| 26003 | 15.03.2003 | 36 | 10.00 | 100.00 |
+--------+------------------------+-------+--------+-------------+
| 26032 | 27.11.2003 | 293 | 5.00 | 50.00 |
+--------+------------------------+-------+--------+-------------+
| 26175 | 24.11.2003 | 290 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 26176 | 25.11.2003 | 291 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 26177 | 27.11.2003 | 293 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 26178 | 28.11.2003 | 294 | 2.00 | 19.95 |
+--------+------------------------+-------+--------+-------------+
| 27008 | 19.02.2003 | 12 | 10.00 | 0.25 |
+--------+------------------------+-------+--------+-------------+
| 27009 | 05.03.2003 | 26 | 10.00 | 0.25 |
+--------+------------------------+-------+--------+-------------+
| 27010 | 19.03.2003 | 40 | 10.00 | 0.25 |
+--------+------------------------+-------+--------+-------------+
| 27011 | 09.04.2003 | 61 | 10.00 | 0.25 |
+--------+------------------------+-------+--------+-------------+
| 27012 | 21.05.2003 | 103 | 10.00 | 0.50 |
+--------+------------------------+-------+--------+-------------+
| 27013 | 05.03.2003 | 26 | 12.00 | 29.92 |
+--------+------------------------+-------+--------+-------------+
| 27014 | 19.03.2003 | 40 | 12.00 | 29.92 |
+--------+------------------------+-------+--------+-------------+
| 27015 | 07.05.2003 | 89 | 12.00 | 29.92 |
+--------+------------------------+-------+--------+-------------+
| 27016 | 19.02.2003 | 12 | 12.00 | 29.92 |
+--------+------------------------+-------+--------+-------------+
| 27017 | 07.05.2003 | 89 | 12.00 | 29.92 |
+--------+------------------------+-------+--------+-------------+
| 27018 | 19.03.2003 | 40 | 14.00 | 34.90 |
+--------+------------------------+-------+--------+-------------+
| 27021 | 23.04.2003 | 75 | 14.00 | 34.90 |
+--------+------------------------+-------+--------+-------------+
| 28001 | 23.04.2003 | 75 | 10.00 | 0.25 |
+--------+------------------------+-------+--------+-------------+
| 45001 | 19.02.2003 | 12 | 14.00 | 34.90 |
+--------+------------------------+-------+--------+-------------+
| 46001 | 19.03.2003 | 40 | 14.00 | 34.90 |
+--------+------------------------+-------+--------+-------------+
| 46002 | 20.08.2003 | 194 | 13.00 | 69.81 |
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 | | | |
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21161 |17.07.02|05.03.03| 26| 2 | 10 | | 6812.778| 2187.222|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21162 |04.09.02|02.04.03| 54| 1 | 5 | | 3712.150| 287.850|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21163 |23.10.02|23.04.03| 75| 1 | 8 | | 3663.739| 336.261|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21164 |20.11.02|07.05.03| 89| 1 | 1 | | 1787.724| 3212.276|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21165 |04.12.02|23.07.03| 166| 1 | | | 2805.287| 2194.713|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 21166 |05.02.03|06.08.03| 180| 1 | | | 1554.857| 3445.143|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 25029 |27.11.98|27.11.03| 293| | | | 163.722| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 25053 |26.12.00|21.11.05| 1018| | | | 5.036| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26001 |15.03.97|15.03.03| 36| 1 | | | 148.091| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26002 |15.03.97|15.03.04| 402| 1 | | | 265.174| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26003 |15.03.97|15.03.05| 767| 1 | | | 1131.559| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26032 |27.11.98|27.11.04| 659| | | | 163.722| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26175 |26.12.00|20.11.06| 1382| | | | 5.036| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26176 |26.12.00|20.11.07| 1747| | | | 5.036| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26177 |26.12.00|20.11.08| 2113| | | | 5.035| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 26178 |26.12.00|20.11.09| 2478| | | | 5.035| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27008 |19.08.98|21.05.03| 103| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27009 |19.08.98|04.06.03| 117| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27010 |19.08.98|17.09.03| 222| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27011 |19.08.98|08.10.03| 243| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27012 |14.11.99|19.11.03| 285| | | | 9115.111| 8491.289|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27013 |06.06.01|02.06.04| 481| 3 | 65 | | 15000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27014 |11.07.01|15.12.04| 677| 2 | 78 | | 10000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27015 |08.08.01|04.02.04| 362| 3 | 62 | | 16000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27016 |21.11.01|20.08.03| 194| 1 | 1 | | 5672.494| 6327.506|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27017 |06.02.02|04.08.04| 544| 2 | 64 | | 12000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27018 |20.03.02|14.09.05| 950| 2 | 45 | | 14000.000| 0.000|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 27021 |09.10.02|20.04.05| 803| 2 | 2 | | 10941.601| 58.399|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 28001 |19.08.98|21.01.04| 348| | | | 9542.319| 446.431|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 45001 |22.05.02|15.11.06| 1377| 5 | 80 | | 30327.634| 1672.366|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 46001 |18.09.02|10.09.08| 2042| 3 | 36 | | 18672.214| 5327.786|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
| 46002 |05.02.03|08.08.12| 3470| 1 | 3 | | 7729.012| 3270.988|
+--------+--------+--------+-----+-------+------+--------+----------+---------+
|Итого: | |219403.643|39043.956|
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T---------
| |03.02.03|04.02.03|05.02.03|06.02.03|07.02.03|
+--------------------------+--------+--------+--------+--------+--------+
|1. Индикаторы (% годовых):| | | | | |
+--------------------------+--------+--------+--------+--------+--------+
|а) рыночного портфеля <*> | | | | | |
+--------------------------+--------+--------+--------+--------+--------+
| ГКО | 10.46 | 10.27 | 9.87 | 7.88 | 7.12 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ПД | 10.92 | 10.92 | 10.48 | 10.30 | 10.11 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-АД | 12.98 | 12.96 | 12.65 | 12.45 | 11.97 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ФД | 11.85 | 11.91 | 11.53 | 11.02 | 10.64 |
+--------------------------+--------+--------+--------+--------+--------+
|б) оборота рынка <**> | | | | | |
+--------------------------+--------+--------+--------+--------+--------+
| ГКО | 9.58 | 10.18 | 9.87 | 8.09 | 7.66 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ПД | 0.00 | 0.00 | 11.76 | 11.47 | 11.35 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-АД | 12.98 | 12.96 | 12.81 | 12.52 | 11.97 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ФД | 11.82 | 12.01 | 11.63 | 10.77 | 10.27 |
+--------------------------+--------+--------+--------+--------+--------+
|2. Коэффициенты | | | | | |
| оборачиваемости | | | | | |
+--------------------------+--------+--------+--------+--------+--------+
| ГКО | 0.00 | 0.04 | 0.45 | 0.28 | 0.18 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ПД | 0.00 | 0.00 | 1.29 | 0.39 | 0.08 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-АД | 0.25 | 0.96 | 1.60 | 3.31 | 1.65 |
+--------------------------+--------+--------+--------+--------+--------+
| ОФЗ-ФД | 0.03 | 0.13 | 0.27 | 0.10 | 0.06 |
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----------
| | 03.02.03| 04.02.03| 05.02.03| 06.02.03| 07.02.03|
+----------------------+---------+---------+---------+---------+---------+
|Номинальная стоимость,|218779.04|218779.04|217470.59|219070.59|219403.64|
|млн. руб. | | | | | |
+----------------------+---------+---------+---------+---------+---------+
| ГКО | 18781.68| 18781.68| 20336.54| 20336.54| 20336.54|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ПД | 1897.45| 1897.45| 1897.45| 1897.45| 1897.45|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-АД | 48116.79| 48116.79| 54795.81| 56395.81| 56728.86|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ФД |149983.12|149983.12|140440.80|140440.80|140440.80|
+----------------------+---------+---------+---------+---------+---------+
|Рыночная стоимость, |221945.24|221983.78|219738.76|222252.40|224131.58|
|млн. руб. | | | | | |
+----------------------+---------+---------+---------+---------+---------+
| ГКО | 18404.05| 18416.55| 19916.19| 20004.16| 20023.45|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ПД | 1951.88| 1952.35| 1967.62| 1972.82| 1978.60|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-АД | 48250.73| 48294.51| 54559.61| 56395.80| 57509.53|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ФД |153338.58|153320.37|143295.34|143879.63|144620.01|
+----------------------+---------+---------+---------+---------+---------+
|Дюрация <*>, дней | 500.96| 500.13| 563.84| 571.86| 576.41|
+----------------------+---------+---------+---------+---------+---------+
| ГКО | 71.41| 70.40| 77.78| 76.93| 75.96|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ПД | 462.68| 461.86| 462.62| 462.02| 461.91|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-АД | 1053.30| 1052.36| 1159.38| 1175.19| 1185.27|
+----------------------+---------+---------+---------+---------+---------+
| ОФЗ-ФД | 379.20| 378.29| 406.03| 405.69| 405.15|
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный
по объемам в обращении.
Департамент операций
на открытом рынке
Банка России
|
