БЮЛЛЕТЕНЬ ЦБ РФ от 17.10.2003 n 39 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 17 октября 2003 г. N 39
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 15.174 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 ¦16.10.03¦99.750¦99.750¦99.750¦ 4.57 ¦ 2.00 ¦ 21169 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦17.10.03¦99.770¦99.770¦99.770¦ 4.43 ¦ 3.00 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦21.04.04 ¦15.10.03¦97.301¦97.301¦97.301¦ 5.36 ¦ 10.17 ¦ 21171 ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 2280.978 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.)¦ ¦
¦ ¦ ¦номин.)¦ ¦ ¦ ¦ ¦ ¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦19.11.03 ¦13.10.03¦ 4.00 ¦100.533¦100.559¦100.533¦ 4.42 ¦ 40.96¦ 27012 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.10.03¦ 4.00 ¦100.535¦100.550¦100.535¦ 4.55 ¦ 32.75¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.10.03¦ 4.00 ¦100.539¦100.540¦100.539¦ 4.69 ¦ 20.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.10.03¦ 4.10 ¦100.450¦100.450¦100.450¦ 4.87 ¦ 7.50¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦21.01.04 ¦13.10.03¦ 2.30 ¦101.250¦101.350¦101.350¦ 4.99 ¦ 4.44¦ 28001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.10.03¦ 2.30 ¦101.200¦101.200¦101.200¦ 5.57 ¦ 24.09¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.10.03¦ 2.30 ¦101.000¦101.050¦101.040¦ 6.29 ¦ 6.13¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.10.03¦ 2.40 ¦101.000¦101.300¦101.000¦ 5.03 ¦ 1.93¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦04.02.04 ¦13.10.03¦ 2.24 ¦101.800¦101.975¦101.975¦ 5.94 ¦ 6.82¦ 27015 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.10.03¦ 2.27 ¦101.898¦101.898¦101.898¦ 5.88 ¦ 3.48¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.10.03¦ 2.30 ¦101.790¦101.850¦101.790¦ 6.05 ¦ 20.20¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.10.03¦ 2.37 ¦101.650¦101.817¦101.701¦ 6.36 ¦ 98.89¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦15.03.04 ¦16.10.03¦ 5.89 ¦101.500¦101.500¦101.500¦ 6.04 ¦ 0.37¦ 26002 ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦02.06.04 ¦13.10.03¦ 1.32 ¦103.900¦104.050¦104.000¦ 5.75 ¦ 14.24¦ 27013 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.10.03¦ 1.38 ¦103.500¦103.512¦103.500¦ 6.45 ¦ 12.91¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.10.03¦ 1.41 ¦103.500¦103.550¦103.500¦ 6.41 ¦ 79.56¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.10.03¦ 1.45 ¦103.510¦103.510¦103.510¦ 6.39 ¦ 3.33¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦04.08.04 ¦13.10.03¦ 2.24 ¦104.900¦105.000¦105.000¦ 5.89 ¦ 110.20¦ 27017 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.10.03¦ 2.30 ¦104.950¦104.950¦104.950¦ 5.79 ¦ 0.93¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦15.12.04 ¦13.10.03¦ 0.86 ¦107.000¦107.000¦107.000¦ 5.92 ¦ 1.00¦ 27014 ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦15.03.05 ¦13.10.03¦ 5.81 ¦104.880¦104.900¦104.900¦ 6.24 ¦ 39.45¦ 26003 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.10.03¦ 5.84 ¦104.850¦104.850¦104.850¦ 6.27 ¦ 7.42¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.10.03¦ 5.92 ¦104.000¦104.000¦104.000¦ 6.87 ¦ 0.30¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦20.04.05 ¦13.10.03¦ 3.15 ¦109.500¦109.500¦109.500¦ 5.59 ¦ 0.01¦ 27021 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.10.03¦ 3.22 ¦108.750¦108.750¦108.750¦ 6.08 ¦ 1.30¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦20.07.05 ¦13.10.03¦ 2.02 ¦102.000¦102.000¦102.000¦ 6.77 ¦ 20.00¦ 27023 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.10.03¦ 2.05 ¦102.100¦102.100¦102.100¦ 6.70 ¦ 1.60¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦14.09.05 ¦13.10.03¦ 0.86 ¦109.400¦110.000¦110.000¦ 6.59 ¦ 2.84¦ 27018 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.10.03¦ 0.92 ¦109.740¦109.800¦109.800¦ 6.68 ¦ 53.51¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.10.03¦ 0.99 ¦109.850¦109.850¦109.850¦ 6.64 ¦ 1.09¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦15.02.06 ¦13.10.03¦ 1.41 ¦102.100¦102.100¦102.100¦ 7.80 ¦ 2.00¦ 27022 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.10.03¦ 1.46 ¦102.300¦102.350¦102.300¦ 7.68 ¦ 28.43¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.10.03¦ 1.48 ¦102.400¦102.550¦102.500¦ 7.60 ¦ 25.60¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.10.03¦ 1.51 ¦102.500¦102.630¦102.550¦ 7.56 ¦ 38.20¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦02.08.06 ¦13.10.03¦ 2.24 ¦105.600¦106.200¦106.100¦ 7.67 ¦ 25.82¦ 45002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.10.03¦ 2.27 ¦106.100¦106.100¦106.100¦ 7.52 ¦ 0.80¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.10.03¦ 2.30 ¦105.900¦106.110¦105.900¦ 7.57 ¦ 26.78¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.10.03¦ 2.33 ¦105.800¦106.000¦105.800¦ 7.63 ¦ 44.32¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.10.03¦ 2.37 ¦105.900¦106.000¦106.000¦ 7.56 ¦ 80.55¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦15.11.06 ¦13.10.03¦ 2.07 ¦108.300¦108.300¦108.300¦ 7.38 ¦ 0.03¦ 45001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.10.03¦ 2.11 ¦108.200¦108.350¦108.300¦ 7.35 ¦ 116.24¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.10.03¦ 2.15 ¦108.100¦108.200¦108.100¦ 7.45 ¦ 51.80¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.10.03¦ 2.19 ¦108.100¦108.150¦108.150¦ 7.43 ¦ 52.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.10.03¦ 2.22 ¦108.000¦108.200¦108.120¦ 7.42 ¦ 26.84¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦13.06.07 ¦15.10.03¦ 0.61 ¦ 99.600¦ 99.600¦ 99.600¦ 7.70 ¦ 1.60¦ 27025 ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦10.09.08 ¦13.10.03¦ 1.00 ¦110.450¦110.450¦110.450¦ 7.99 ¦ 0.05¦ 46001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.10.03¦ 1.04 ¦110.401¦110.688¦110.408¦ 7.96 ¦ 74.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.10.03¦ 1.07 ¦110.160¦110.550¦110.160¦ 8.03 ¦ 229.19¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.10.03¦ 1.11 ¦110.204¦110.401¦110.370¦ 8.02 ¦ 293.40¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.10.03¦ 1.15 ¦110.350¦110.420¦110.400¦ 7.99 ¦ 194.41¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦14.07.10 ¦14.10.03¦ 2.73 ¦110.520¦110.520¦110.520¦ 8.28 ¦ 0.40¦ 46003 ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦08.08.12 ¦13.10.03¦ 1.63 ¦108.100¦108.550¦108.100¦ 8.22 ¦ 32.51¦ 46002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.10.03¦ 1.66 ¦108.300¦108.990¦108.300¦ 8.16 ¦ 34.22¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.10.03¦ 1.69 ¦108.000¦108.300¦108.000¦ 8.26 ¦ 25.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.10.03¦ 1.72 ¦108.000¦108.160¦108.000¦ 8.27 ¦ 33.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.10.03¦ 1.75 ¦108.190¦108.200¦108.200¦ 8.25 ¦ 114.44¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+--------+
¦29.08.18 ¦13.10.03¦ 0.75 ¦104.500¦104.620¦104.620¦ 8.38 ¦ 39.61¦ 46014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.10.03¦ 0.78 ¦104.650¦104.650¦104.650¦ 8.36 ¦ 6.80¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.10.03¦ 0.81 ¦104.200¦104.400¦104.200¦ 8.41 ¦ 43.50¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.10.03¦ 0.83 ¦103.601¦103.601¦103.601¦ 8.53 ¦ 3.16¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.10.03¦ 0.86 ¦104.000¦104.000¦104.000¦ 8.46 ¦ 19.05¦ ¦
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 ¦ 41 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 24.11.2003 ¦ 38 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2004 ¦ 150 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2004 ¦ 150 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2003 ¦ 41 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 24.11.2003 ¦ 38 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 25.11.2003 ¦ 39 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 27.11.2003 ¦ 41 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 28.11.2003 ¦ 42 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 19.11.2003 ¦ 33 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 03.12.2003 ¦ 47 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 17.12.2003 ¦ 61 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 05.11.2003 ¦ 19 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 05.11.2003 ¦ 19 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 17.12.2003 ¦ 61 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+

ОФИЦИАЛЬНОЕ СООБЩЕНИЕ ЦБ РФ от 17.10.2003 <ОБ АУКЦИОНЕ ПО РАЗМЕЩЕНИЮ ОБЛИГАЦИЙ ФЕДЕРАЛЬНОГО ЗАЙМА С ФИКСИРОВАННЫМ КУПОННЫМ ДОХОДОМ ДОПОЛНИТЕЛЬНОГО ВЫПУСКА n 27025rmfs>  »
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