БЮЛЛЕТЕНЬ ЦБ РФ от 24.10.2003 n 40 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 24 октября 2003 г. N 40
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 60.892 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) ¦
+---------+--------+------+------+------+--------+-------+-------+
¦05.11.03 ¦22.10.03¦99.790¦99.800¦99.790¦ 5.46 ¦ 54.00 ¦ 21169 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦23.10.03¦99.820¦99.820¦99.820¦ 5.06 ¦ 1.89 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦24.10.03¦99.850¦99.850¦99.850¦ 4.57 ¦ 5.00 ¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 1167.616 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 ¦20.10.03¦ 4.20 ¦100.400¦100.450¦100.400¦ 4.69 ¦ 9.56¦27012 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.10.03¦ 4.20 ¦100.300¦100.350¦100.300¦ 5.93 ¦ 44.72¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦24.10.03¦ 4.30 ¦100.300¦100.310¦100.300¦ 5.48 ¦ 50.87¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦21.01.04 ¦20.10.03¦ 2.40 ¦101.030¦101.050¦101.030¦ 6.22 ¦ 2.89¦28001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.10.03¦ 2.50 ¦100.620¦100.900¦100.830¦ 6.69 ¦ 48.28¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.10.03¦ 0.00 ¦100.800¦100.900¦100.899¦ 6.52 ¦ 41.89¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.10.03¦ 0.00 ¦100.750¦100.970¦100.900¦ 6.59 ¦ 9.44¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦24.10.03¦ 0.10 ¦100.750¦100.900¦100.900¦ 6.54 ¦ 1.01¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.02.04 ¦21.10.03¦ 2.50 ¦101.699¦101.700¦101.699¦ 6.18 ¦ 5.50¦27015 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.10.03¦ 2.53 ¦101.500¦101.700¦101.700¦ 6.64 ¦ 0.07¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.10.03¦ 2.57 ¦101.650¦101.750¦101.650¦ 6.23 ¦ 0.02¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.06.04 ¦20.10.03¦ 1.55 ¦103.370¦103.420¦103.420¦ 6.53 ¦ 8.60¦27013 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.10.03¦ 1.58 ¦103.260¦103.370¦103.260¦ 6.70 ¦ 31.50¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.10.03¦ 1.61 ¦103.300¦103.350¦103.350¦ 6.54 ¦ 52.11¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦24.10.03¦ 1.68 ¦103.100¦103.100¦103.100¦ 6.92 ¦ 0.11¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.08.04 ¦20.10.03¦ 2.47 ¦104.000¦104.900¦104.900¦ 5.88 ¦ 1.05¦27017 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.10.03¦ 2.50 ¦104.500¦104.880¦104.500¦ 5.90 ¦ 1.33¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.10.03¦ 2.53 ¦104.500¦104.500¦104.500¦ 6.23 ¦ 8.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦24.10.03¦ 2.60 ¦104.500¦104.500¦104.500¦ 6.19 ¦ 0.05¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.12.04 ¦20.10.03¦ 1.09 ¦106.800¦106.800¦106.800¦ 6.00 ¦ 0.48¦27014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.10.03¦ 1.12 ¦106.010¦106.010¦106.010¦ 6.71 ¦ 0.04¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.10.03¦ 1.15 ¦105.850¦105.850¦105.850¦ 6.84 ¦ 20.02¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦24.10.03¦ 1.22 ¦105.400¦105.400¦105.400¦ 7.23 ¦ 0.57¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.05 ¦21.10.03¦ 6.03 ¦103.400¦103.790¦103.790¦ 7.00 ¦ 0.35¦26003 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦24.10.03¦ 6.11 ¦103.400¦103.522¦103.400¦ 7.23 ¦ 5.64¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.04.05 ¦22.10.03¦ 0.00 ¦108.790¦108.790¦108.790¦ 5.95 ¦ 0.00¦27021 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦24.10.03¦ 0.07 ¦108.495¦108.600¦108.600¦ 6.09 ¦ 14.07¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.07.05 ¦20.10.03¦ 2.20 ¦102.100¦102.150¦102.150¦ 6.65 ¦ 28.74¦27023 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.10.03¦ 0.00 ¦102.140¦102.140¦102.140¦ 6.65 ¦ 5.32¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.10.03¦ 0.02 ¦102.980¦103.000¦102.980¦ 6.11 ¦ 0.01¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦24.10.03¦ 0.04 ¦102.940¦102.950¦102.950¦ 6.13 ¦ 9.26¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.09.05 ¦20.10.03¦ 1.09 ¦109.149¦109.149¦109.149¦ 7.01 ¦ 0.13¦27018 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.10.03¦ 1.15 ¦109.000¦109.150¦109.000¦ 7.07 ¦ 54.53¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦24.10.03¦ 1.22 ¦108.950¦109.000¦108.950¦ 7.09 ¦ 27.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.02.06 ¦20.10.03¦ 1.59 ¦102.550¦102.600¦102.600¦ 7.55 ¦ 16.23¦27022 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.10.03¦ 1.61 ¦102.574¦102.800¦102.600¦ 7.48 ¦ 4.98¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.10.03¦ 1.64 ¦102.650¦102.650¦102.650¦ 7.51 ¦ 38.77¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦24.10.03¦ 1.69 ¦102.500¦102.500¦102.500¦ 7.58 ¦ 0.09¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.08.06 ¦20.10.03¦ 2.47 ¦105.950¦106.000¦105.950¦ 7.54 ¦ 8.51¦45002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.10.03¦ 2.50 ¦105.600¦105.850¦105.850¦ 7.72 ¦ 29.36¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.10.03¦ 2.53 ¦105.650¦105.650¦105.650¦ 7.73 ¦ 15.29¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦24.10.03¦ 2.60 ¦105.800¦105.800¦105.800¦ 7.63 ¦ 0.07¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.11.06 ¦20.10.03¦ 2.34 ¦107.900¦108.100¦107.900¦ 7.47 ¦ 3.22¦45001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.10.03¦ 2.38 ¦107.600¦107.700¦107.700¦ 7.62 ¦ 6.79¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.10.03¦ 2.42 ¦107.500¦107.700¦107.500¦ 7.69 ¦ 3.01¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.10.03¦ 2.46 ¦107.320¦107.490¦107.400¦ 7.73 ¦ 26.74¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦24.10.03¦ 2.49 ¦107.400¦107.800¦107.800¦ 7.55 ¦ 25.06¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦13.06.07 ¦21.10.03¦ 0.75 ¦ 99.290¦ 99.500¦ 99.300¦ 7.79 ¦ 56.93¦27025 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.10.03¦ 0.77 ¦ 99.290¦ 99.370¦ 99.300¦ 7.80 ¦ 9.58¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.10.03¦ 0.79 ¦ 99.280¦ 99.300¦ 99.300¦ 7.80 ¦ 14.08¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦10.09.08 ¦20.10.03¦ 1.27 ¦110.000¦110.400¦110.300¦ 8.02 ¦ 43.12¦46001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.10.03¦ 1.30 ¦110.010¦110.300¦110.010¦ 8.08 ¦ 15.39¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.10.03¦ 1.38 ¦109.950¦110.300¦110.000¦ 8.06 ¦ 54.62¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦24.10.03¦ 1.42 ¦110.210¦110.210¦110.210¦ 8.01 ¦ 269.22¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.08.12 ¦20.10.03¦ 1.84 ¦107.400¦108.200¦108.200¦ 8.25 ¦ 3.48¦46002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.10.03¦ 1.87 ¦107.850¦108.000¦107.850¦ 8.30 ¦ 29.20¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.10.03¦ 1.90 ¦107.400¦107.500¦107.400¦ 8.38 ¦ 4.96¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.10.03¦ 1.93 ¦107.000¦107.000¦107.000¦ 8.46 ¦ 5.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦29.08.18 ¦21.10.03¦ 0.98 ¦103.150¦103.500¦103.150¦ 8.58 ¦ 0.77¦46014 ¦
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 ¦ 34 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 24.11.2003 ¦ 31 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2004 ¦ 143 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2004 ¦ 143 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2003 ¦ 34 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 24.11.2003 ¦ 31 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 25.11.2003 ¦ 32 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 27.11.2003 ¦ 34 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 28.11.2003 ¦ 35 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 19.11.2003 ¦ 26 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 03.12.2003 ¦ 40 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 17.12.2003 ¦ 54 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 05.11.2003 ¦ 12 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 05.11.2003 ¦ 12 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 17.12.2003 ¦ 54 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 21.01.2004 ¦ 89 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27022 ¦ 19.11.2003 ¦ 26 ¦ 9.50 ¦ 23.68 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27023 ¦ 21.01.2004 ¦ 89 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27024 ¦ 21.01.2004 ¦ 89 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27025 ¦ 17.12.2003 ¦ 54 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 21.01.2004 ¦ 89 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 19.11.2003 ¦ 26 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45002 ¦ 04.02.2004 ¦ 103 ¦ 12.00 ¦ 47.87 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 17.12.2003 ¦ 54 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46002 ¦ 18.02.2004 ¦ 117 ¦ 11.00 ¦ 54.85 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46003 ¦ 21.01.2004 ¦ 89 ¦ 12.00 ¦ 59.84 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46014 ¦ 17.03.2004 ¦ 145 ¦ 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 ¦ ¦ ¦ ¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21169 ¦07.05.03¦05.11.03¦ 12¦ 1 ¦ ¦ ¦ 2468.554¦ 2531.446¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21170 ¦06.08.03¦21.07.04¦ 271¦ 1 ¦ ¦ ¦ 1015.609¦ 3984.391¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21171 ¦08.10.03¦21.07.04¦ 180¦ 1 ¦ 2 ¦ ¦ 1673.396¦ 3326.604¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 34¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 759¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 143¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 508¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 400¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1123¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1488¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 1854¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2219¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 26¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 222¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 418¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 103¦ 3 ¦ 62 ¦ ¦ 16000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 285¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 691¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 544¦ 2 ¦ 2 ¦ ¦ 10941.601¦ 58.399¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27022 ¦19.02.03¦15.02.06¦ 845¦ 3 ¦ 10 ¦ ¦ 21295.514¦ 2704.486¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27023 ¦23.04.03¦20.07.05¦ 635¦ 3 ¦ 3 ¦ ¦ 20291.893¦ 2708.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27024 ¦09.07.03¦19.04.06¦ 908¦ 4 ¦ 1 ¦ ¦ 14217.676¦ 8782.324¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27025 ¦17.09.03¦13.06.07¦ 1328¦ 1 ¦ 7 ¦ ¦ 2910.471¦11089.529¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 89¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1118¦ 5 ¦ 81 ¦ ¦ 30354.634¦ 1645.366¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45002 ¦14.02.03¦02.08.06¦ 1013¦ 1 ¦ ¦ ¦ 7360.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 1783¦ 6 ¦ 45 ¦ ¦ 27830.000¦ 3170.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46002 ¦05.02.03¦08.08.12¦ 3211¦ 4 ¦ 33 ¦ ¦ 25670.000¦ 6530.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46003 ¦14.02.03¦14.07.10¦ 2455¦ 3 ¦ ¦ ¦ 8000.000¦ 2000.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46014 ¦05.03.03¦29.08.18¦ 5423¦ 3 ¦ 7 ¦ ¦ 20688.062¦ 6311.938¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦282124.195¦63780.310¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦20.10.03¦21.10.03¦22.10.03¦23.10.03¦24.10.03¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 5.51 ¦ 5.51 ¦ 5.58 ¦ 5.56 ¦ 5.54 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 6.12 ¦ 6.23 ¦ 6.23 ¦ 6.23 ¦ 6.43 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 8.20 ¦ 8.28 ¦ 8.31 ¦ 8.33 ¦ 8.30 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 7.01 ¦ 7.05 ¦ 7.09 ¦ 6.99 ¦ 7.06 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.00 ¦ 5.46 ¦ 5.06 ¦ 4.57 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 7.00 ¦ 0.00 ¦ 0.00 ¦ 7.23 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 7.99 ¦ 8.13 ¦ 8.02 ¦ 8.03 ¦ 7.99 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 6.97 ¦ 7.61 ¦ 7.14 ¦ 7.75 ¦ 6.64 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.00 ¦ 1.07 ¦ 0.04 ¦ 0.10 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 0.02 ¦ 0.00 ¦ 0.00 ¦ 0.33 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.05 ¦ 0.07 ¦ 0.02 ¦ 0.07 ¦ 0.25 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.04 ¦ 0.09 ¦ 0.18 ¦ 0.01 ¦ 0.07 ¦
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---------¬
¦ ¦ 20.10.03¦ 21.10.03¦ 22.10.03¦ 23.10.03¦ 24.10.03¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦282123.73¦282123.73¦282124.20¦282124.20¦282124.20¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 5157.56¦ 5157.56¦ 5157.56¦ 5157.56¦ 5157.56¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1749.36¦ 1749.36¦ 1749.36¦ 1749.36¦ 1749.36¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦119902.70¦119902.70¦119902.70¦119902.70¦119902.70¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦155314.12¦155314.12¦155314.59¦155314.59¦155314.59¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦302365.44¦301931.71¦300359.78¦300510.23¦300590.07¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 5057.72¦ 5057.72¦ 5058.24¦ 5058.95¦ 5059.69¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1876.67¦ 1874.71¦ 1875.14¦ 1875.57¦ 1872.27¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦131456.51¦131075.24¦130951.78¦130864.57¦131062.86¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦163974.54¦163924.05¦162474.62¦162711.14¦162595.25¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 892.70¦ 890.07¦ 892.73¦ 890.92¦ 890.20¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 119.58¦ 118.58¦ 117.57¦ 116.56¦ 115.54¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 342.17¦ 341.16¦ 340.35¦ 339.54¦ 338.41¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 1475.34¦ 1471.99¦ 1470.22¦ 1468.37¦ 1466.78¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 455.74¦ 454.85¦ 457.80¦ 456.92¦ 455.90¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

<ПИСЬМО> Минфина РФ от 24.10.2003 n 16-00-14/324 <О ВЫЯВЛЕНИИ ФИНАНСОВОГО РЕЗУЛЬТАТА ДЕЯТЕЛЬНОСТИ ОРГАНИЗАЦИИ И ОТРАЖЕНИЯ ЭТИХ ПОКАЗАТЕЛЕЙ В БУХГАЛТЕРСКОЙ ОТЧЕТНОСТИ>  »
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