Бюллетень цб рф от 06.11.2003 n 42 <итоги торговли гко, офз и обр>

ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 6 ноября 2003 г. N 42
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 5 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. ¦(% год.)¦руб. по¦(спра- ¦
¦ ¦ ¦ ¦ ¦ ¦ ¦номин.)¦вочно) ¦
+---------+--------+------+------+------+--------+-------+-------+
¦21.07.04 ¦04.11.03¦95.470¦95.471¦95.471¦ 6.66 ¦ 0.50 ¦ 21170 ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 1761.47 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. ¦выпус-¦
¦ ¦ ¦доход ¦ мин. ¦ макс. ¦ закр. ¦(% ¦руб. по¦ка ¦
¦ ¦ ¦(% от ¦ ¦ ¦ ¦год.) ¦номин.)¦(спра-¦
¦ ¦ ¦номин.)¦ ¦ ¦ ¦ ¦ ¦вочно)¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦19.11.03 ¦05.11.03¦ 4.60 ¦100.150¦100.150¦100.150¦ 6.41 ¦ 0.90¦27012 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.11.03¦ 4.60 ¦100.210¦100.224¦100.210¦ 4.99 ¦ 24.75¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦21.01.04 ¦03.11.03¦ 0.30 ¦100.710¦100.710¦100.710¦ 7.00 ¦ 4.16¦28001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.11.03¦ 0.40 ¦100.400¦100.970¦100.970¦ 6.02 ¦ 6.80¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.11.03¦ 0.40 ¦100.550¦100.600¦100.600¦ 7.24 ¦ 2.66¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.11.03¦ 0.40 ¦100.651¦100.651¦100.651¦ 7.08 ¦ 0.04¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.02.04 ¦04.11.03¦ 2.96 ¦101.750¦101.750¦101.750¦ 5.06 ¦ 0.05¦27015 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.11.03¦ 0.00 ¦101.650¦101.650¦101.650¦ 5.40 ¦1285.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.11.03¦ 0.03 ¦101.570¦101.600¦101.600¦ 5.66 ¦ 16.65¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.06.04 ¦04.11.03¦ 2.04 ¦103.380¦103.380¦103.380¦ 6.14 ¦ 4.27¦27013 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.11.03¦ 2.07 ¦103.000¦103.300¦103.000¦ 6.65 ¦ 14.25¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.11.03¦ 2.10 ¦103.010¦103.050¦103.040¦ 6.69 ¦ 10.01¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.08.04 ¦03.11.03¦ 2.93 ¦104.255¦104.255¦104.255¦ 6.32 ¦ 0.09¦27017 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.11.03¦ 0.00 ¦104.250¦104.250¦104.250¦ 6.29 ¦ 0.20¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.12.04 ¦03.11.03¦ 1.55 ¦105.000¦105.000¦105.000¦ 7.50 ¦ 0.03¦27014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.11.03¦ 1.58 ¦106.200¦106.200¦106.200¦ 6.34 ¦ 0.02¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.11.03¦ 1.61 ¦106.200¦106.400¦106.300¦ 6.20 ¦ 27.51¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.05 ¦06.11.03¦ 6.47 ¦103.400¦103.400¦103.400¦ 7.21 ¦ 0.03¦26003 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.04.05 ¦05.11.03¦ 0.46 ¦108.208¦108.208¦108.208¦ 6.21 ¦ 0.04¦27021 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.07.05 ¦04.11.03¦ 0.29 ¦102.500¦102.800¦102.800¦ 6.27 ¦ 24.20¦27023 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.11.03¦ 0.33 ¦102.650¦102.700¦102.700¦ 6.25 ¦ 12.71¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.09.05 ¦04.11.03¦ 1.58 ¦108.928¦109.200¦109.100¦ 7.00 ¦ 16.14¦27018 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.11.03¦ 1.61 ¦109.150¦109.200¦109.200¦ 6.87 ¦ 20.72¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.02.06 ¦03.11.03¦ 1.95 ¦102.500¦102.500¦102.500¦ 7.55 ¦ 0.49¦27022 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.11.03¦ 1.98 ¦102.500¦102.900¦102.900¦ 7.44 ¦ 12.81¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.11.03¦ 2.00 ¦102.500¦102.500¦102.500¦ 7.55 ¦ 1.94¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.08.06 ¦04.11.03¦ 2.96 ¦106.500¦106.700¦106.700¦ 7.08 ¦ 15.64¦45002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.11.03¦ 3.03 ¦106.700¦106.700¦106.700¦ 7.02 ¦ 0.02¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.11.06 ¦03.11.03¦ 2.88 ¦106.710¦108.000¦108.000¦ 7.84 ¦ 11.24¦45001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.11.03¦ 2.92 ¦107.950¦108.300¦108.200¦ 7.27 ¦ 45.02¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.11.03¦ 2.95 ¦108.000¦108.620¦108.370¦ 7.15 ¦ 158.97¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.11.03¦ 2.99 ¦108.000¦108.100¦108.000¦ 7.32 ¦ 1.09¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦13.06.07 ¦03.11.03¦ 1.03 ¦102.500¦102.500¦102.500¦ 6.73 ¦ 0.50¦27025 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.11.03¦ 1.07 ¦102.500¦102.500¦102.500¦ 6.73 ¦ 0.55¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦10.09.08 ¦04.11.03¦ 1.84 ¦110.260¦110.269¦110.269¦ 7.95 ¦ 15.00¦46001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.11.03¦ 1.88 ¦110.250¦110.320¦110.320¦ 7.94 ¦ 17.76¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦29.08.18 ¦05.11.03¦ 1.41 ¦103.556¦103.600¦103.600¦ 8.51 ¦ 6.43¦46014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.11.03¦ 1.44 ¦103.600¦103.600¦103.600¦ 8.51 ¦ 2.80¦ ¦
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 ¦ 21 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 24.11.2003 ¦ 18 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2004 ¦ 130 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2004 ¦ 130 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2003 ¦ 21 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 24.11.2003 ¦ 18 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 25.11.2003 ¦ 19 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 27.11.2003 ¦ 21 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 28.11.2003 ¦ 22 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 19.11.2003 ¦ 13 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 03.12.2003 ¦ 27 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 17.12.2003 ¦ 41 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 04.02.2004 ¦ 90 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 04.02.2004 ¦ 90 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 17.12.2003 ¦ 41 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 21.01.2004 ¦ 76 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27022 ¦ 19.11.2003 ¦ 13 ¦ 9.50 ¦ 23.68 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27023 ¦ 21.01.2004 ¦ 76 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27024 ¦ 21.01.2004 ¦ 76 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27025 ¦ 17.12.2003 ¦ 41 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 21.01.2004 ¦ 76 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 19.11.2003 ¦ 13 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45002 ¦ 04.02.2004 ¦ 90 ¦ 12.00 ¦ 47.87 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 17.12.2003 ¦ 41 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46002 ¦ 18.02.2004 ¦ 104 ¦ 11.00 ¦ 54.85 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46003 ¦ 21.01.2004 ¦ 76 ¦ 12.00 ¦ 59.84 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46014 ¦ 17.03.2004 ¦ 132 ¦ 10.50 ¦ 52.36 ¦
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 ¦ ¦ ¦ ¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21170 ¦06.08.03¦21.07.04¦ 258¦ 1 ¦ ¦ ¦ 1015.609¦ 3984.391¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21171 ¦08.10.03¦21.04.04¦ 167¦ 1 ¦ 2 ¦ ¦ 1673.396¦ 3326.604¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 21¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 746¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 130¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 495¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 387¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1110¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1475¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 1841¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2206¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 13¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 209¦ 3 ¦ 65

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