БЮЛЛЕТЕНЬ ЦБ РФ от 03.10.2003 n 37 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 3 октября 2003 г. N 37
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 7.86 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) ¦
+---------+--------+------+------+------+--------+-------+-------+
¦08.10.03 ¦29.09.03¦99.820¦99.830¦99.820¦ 7.11 ¦ 4.02 ¦ 21168 ¦
+---------+--------+------+------+------+--------+-------+-------+
¦05.11.03 ¦29.09.03¦99.270¦99.270¦99.270¦ 7.25 ¦ 3.64 ¦ 21169 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦30.09.03¦99.350¦99.350¦99.350¦ 6.63 ¦ 0.00 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦01.10.03¦99.480¦99.480¦99.480¦ 5.45 ¦ 0.20 ¦ ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 2296.529 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)¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.10.03 ¦29.09.03¦ 2.30 ¦100.050¦100.050¦100.050¦ 6.12 ¦ 0.59¦27011 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.09.03¦ 2.30 ¦100.050¦100.050¦100.050¦ 6.91 ¦ 0.01¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.10.03¦ 2.30 ¦100.050¦100.060¦100.060¦ 7.66 ¦ 4.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.10.03¦ 2.30 ¦100.050¦100.070¦100.055¦ 8.17 ¦ 11.52¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.10.03¦ 2.40 ¦100.012¦100.020¦100.020¦ 5.87 ¦ 7.58¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦19.11.03 ¦29.09.03¦ 3.60 ¦100.420¦100.508¦100.420¦ 6.78 ¦ 162.00¦27012 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.09.03¦ 3.60 ¦100.420¦100.471¦100.420¦ 6.79 ¦ 29.70¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.10.03¦ 3.70 ¦100.416¦100.416¦100.416¦ 6.50 ¦ 19.21¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.10.03¦ 3.70 ¦100.441¦100.441¦100.441¦ 6.45 ¦ 0.01¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.10.03¦ 3.70 ¦100.440¦100.477¦100.440¦ 6.37 ¦ 18.30¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦21.01.04 ¦30.09.03¦ 1.90 ¦100.950¦101.080¦101.005¦ 6.64 ¦ 13.34¦28001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.10.03¦ 1.90 ¦100.800¦101.070¦101.070¦ 7.32 ¦ 0.09¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.10.03¦ 2.00 ¦101.080¦101.250¦101.250¦ 6.16 ¦ 0.19¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.10.03¦ 2.00 ¦101.050¦101.050¦101.050¦ 6.55 ¦ 0.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.02.04 ¦29.09.03¦ 1.78 ¦101.440¦102.000¦101.440¦ 6.52 ¦ 343.06¦27015 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.09.03¦ 1.81 ¦101.725¦101.750¦101.740¦ 7.06 ¦ 96.56¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.10.03¦ 1.87 ¦101.740¦101.850¦101.850¦ 6.77 ¦ 22.58¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.04 ¦29.09.03¦ 5.42 ¦101.700¦102.100¦101.700¦ 5.55 ¦ 1.50¦26002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.09.03¦ 5.45 ¦102.100¦102.100¦102.100¦ 5.10 ¦ 0.03¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.06.04 ¦29.09.03¦ 0.86 ¦103.500¦103.500¦103.500¦ 6.83 ¦ 0.22¦27013 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.09.03¦ 0.89 ¦103.400¦104.000¦103.490¦ 6.82 ¦ 70.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.10.03¦ 0.92 ¦103.500¦103.797¦103.500¦ 6.78 ¦ 119.45¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.10.03¦ 0.95 ¦103.500¦103.900¦103.700¦ 6.72 ¦ 382.45¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.10.03¦ 0.99 ¦103.650¦103.800¦103.800¦ 6.38 ¦ 1.88¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.08.04 ¦29.09.03¦ 1.78 ¦104.200¦104.250¦104.200¦ 7.04 ¦ 23.58¦27017 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.09.03¦ 1.81 ¦104.200¦104.300¦104.200¦ 6.90 ¦ 31.83¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.10.03¦ 1.84 ¦104.200¦104.400¦104.400¦ 6.81 ¦ 42.02¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.10.03¦ 1.87 ¦104.200¦104.260¦104.260¦ 6.95 ¦ 9.30¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.10.03¦ 1.91 ¦104.300¦104.400¦104.300¦ 6.80 ¦ 8.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.12.04 ¦29.09.03¦ 0.40 ¦105.950¦106.150¦105.950¦ 7.02 ¦ 0.14¦27014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.09.03¦ 0.43 ¦106.000¦106.000¦106.000¦ 6.97 ¦ 4.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.10.03¦ 0.46 ¦106.090¦106.090¦106.090¦ 6.88 ¦ 2.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.10.03¦ 0.49 ¦105.502¦105.502¦105.502¦ 7.39 ¦ 0.04¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.10.03¦ 0.53 ¦106.100¦106.100¦106.100¦ 6.85 ¦ 49.34¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.05 ¦29.09.03¦ 5.42 ¦102.800¦102.800¦102.800¦ 7.83 ¦ 0.06¦26003 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.09.03¦ 5.45 ¦102.750¦102.750¦102.750¦ 7.86 ¦ 4.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.04.05 ¦29.09.03¦ 2.61 ¦108.200¦108.500¦108.400¦ 6.53 ¦ 60.55¦27021 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.09.03¦ 2.65 ¦108.800¦109.000¦108.800¦ 6.20 ¦ 22.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.07.05 ¦01.10.03¦ 1.73 ¦101.480¦101.500¦101.500¦ 7.13 ¦ 10.00¦27023 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.10.03¦ 1.75 ¦101.485¦101.490¦101.485¦ 7.13 ¦ 12.69¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.10.03¦ 1.78 ¦101.450¦101.450¦101.450¦ 7.15 ¦ 10.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.09.05 ¦29.09.03¦ 0.40 ¦109.400¦109.500¦109.500¦ 6.98 ¦ 71.44¦27018 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.09.03¦ 0.43 ¦109.600¦109.800¦109.800¦ 6.87 ¦ 15.07¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.10.03¦ 0.49 ¦109.450¦109.450¦109.450¦ 6.97 ¦ 0.74¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.02.06 ¦30.09.03¦ 1.07 ¦101.800¦101.800¦101.800¦ 7.98 ¦ 1.00¦27022 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦19.04.06 ¦29.09.03¦ 1.80 ¦ 99.500¦ 99.500¦ 99.500¦ 8.08 ¦ 0.30¦27024 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.09.03¦ 1.82 ¦ 99.500¦ 99.500¦ 99.500¦ 8.08 ¦ 0.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.10.03¦ 1.89 ¦100.000¦100.000¦100.000¦ 7.85 ¦ 10.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.08.06 ¦29.09.03¦ 1.78 ¦105.200¦105.220¦105.200¦ 8.12 ¦ 4.00¦45002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.09.03¦ 1.81 ¦105.500¦105.900¦105.900¦ 7.80 ¦ 12.16¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.10.03¦ 1.87 ¦105.600¦105.610¦105.600¦ 7.87 ¦ 7.92¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.10.03¦ 1.91 ¦105.650¦105.650¦105.650¦ 7.84 ¦ 20.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.11.06 ¦29.09.03¦ 1.53 ¦107.000¦107.150¦107.140¦ 8.07 ¦ 12.25¦45001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.09.03¦ 1.57 ¦107.000¦107.100¦107.000¦ 8.08 ¦ 9.76¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.10.03¦ 1.61 ¦107.000¦107.105¦107.100¦ 8.04 ¦ 51.28¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.10.03¦ 1.65 ¦107.000¦107.200¦107.185¦ 8.00 ¦ 181.68¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.10.03¦ 1.69 ¦107.199¦107.250¦107.250¦ 7.97 ¦ 87.44¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦13.06.07 ¦29.09.03¦ 0.26 ¦ 97.930¦ 97.930¦ 97.930¦ 8.27 ¦ 0.50¦27025 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.09.03¦ 0.29 ¦ 98.500¦ 98.500¦ 98.500¦ 8.08 ¦ 0.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦10.09.08 ¦29.09.03¦ 0.46 ¦109.700¦109.700¦109.700¦ 8.27 ¦ 7.43¦46001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.09.03¦ 0.50 ¦109.650¦109.650¦109.650¦ 8.28 ¦ 2.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.10.03¦ 0.58 ¦110.000¦110.000¦110.000¦ 8.17 ¦ 32.67¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.10.03¦ 0.61 ¦110.000¦110.020¦110.020¦ 8.16 ¦ 24.34¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.07.10 ¦29.09.03¦ 2.24 ¦114.500¦114.500¦114.500¦ 7.52 ¦ 0.35¦46003 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.08.12 ¦29.09.03¦ 1.21 ¦105.100¦105.010¦105.010¦ 8.83 ¦ 1.80¦46002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.09.03¦ 1.24 ¦105.001¦105.100¦105.100¦ 8.83 ¦ 2.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.10.03¦ 1.27 ¦105.250¦105.350¦105.350¦ 8.78 ¦ 5.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦29.08.18 ¦29.09.03¦ 0.35 ¦101.760¦102.578¦102.578¦ 8.77 ¦ 48.91¦46014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.09.03¦ 0.37 ¦101.550¦101.900¦101.700¦ 8.87 ¦ 18.64¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.10.03¦ 0.40 ¦101.700¦101.700¦101.700¦ 8.84 ¦ 4.05¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.10.03¦ 0.43 ¦101.700¦101.700¦101.700¦ 8.84 ¦ 35.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.10.03¦ 0.46 ¦101.780¦101.900¦101.900¦ 8.83 ¦ 35.00¦ ¦
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 ¦ 55 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 24.11.2003 ¦ 52 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2004 ¦ 164 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2004 ¦ 164 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2003 ¦ 55 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 24.11.2003 ¦ 52 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 25.11.2003 ¦ 53 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 27.11.2003 ¦ 55 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 28.11.2003 ¦ 56 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 08.10.2003 ¦ 5 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 19.11.2003 ¦ 47 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 03.12.2003 ¦ 61 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 17.12.2003 ¦ 75 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 05.11.2003 ¦ 33 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 05.11.2003 ¦ 33 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 17.12.2003 ¦ 75 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 22.10.2003 ¦ 19 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27022 ¦ 19.11.2003 ¦ 47 ¦ 9.50 ¦ 23.68 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27023 ¦ 22.10.2003 ¦ 19 ¦ 9.00 ¦ 22.44 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27024 ¦ 22.10.2003 ¦ 19 ¦ 8.00 ¦ 23.01 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27025 ¦ 17.12.2003 ¦ 75 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 22.10.2003 ¦ 19 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 19.11.2003 ¦ 47 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45002 ¦ 04.02.2004 ¦ 124 ¦ 12.00 ¦ 47.87 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 17.12.2003 ¦ 75 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46002 ¦ 18.02.2004 ¦ 138 ¦ 11.00 ¦ 54.85 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46003 ¦ 21.01.2004 ¦ 110 ¦ 12.00 ¦ 59.84 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46014 ¦ 17.03.2004 ¦ 166 ¦ 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 ¦ ¦ ¦ ¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21168 ¦02.04.03¦08.10.03¦ 5¦ 1 ¦ ¦ ¦ 5994.811¦ 5.189¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21169 ¦07.05.03¦05.11.03¦ 33¦ 1 ¦ ¦ ¦ 2468.554¦ 2531.446¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21170 ¦06.08.03¦21.07.04¦ 292¦ 1 ¦ ¦ ¦ 1015.609¦ 3984.391¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 55¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 780¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 164¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 529¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 421¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1144¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1509¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 1875¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2240¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 5¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 47¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 243¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 439¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 124¦ 3 ¦ 62 ¦ ¦ 16000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 306¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 712¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 565¦ 2 ¦ 2 ¦ ¦ 10941.601¦ 58.399¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27022 ¦19.02.03¦15.02.06¦ 866¦ 3 ¦ 10 ¦ ¦ 21295.514¦ 2704.486¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27023 ¦23.04.03¦20.07.05¦ 656¦ 3 ¦ 3 ¦ ¦ 20291.893¦ 2708.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27024 ¦09.07.03¦19.04.06¦ 929¦ 4 ¦ 1 ¦ ¦ 14217.676¦ 8782.324¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27025 ¦17.09.03¦13.06.07¦ 1349¦ 1 ¦ 4 ¦ ¦ 2598.000¦ 6402.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 110¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1139¦ 5 ¦ 81 ¦ ¦ 30354.634¦ 1645.366¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45002 ¦14.02.03¦02.08.06¦ 1034¦ 1 ¦ ¦ ¦ 7360.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 1804¦ 3 ¦ 45 ¦ ¦ 27830.000¦ 3170.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46002 ¦05.02.03¦08.08.12¦ 3232¦ 4 ¦ 30 ¦ ¦ 25148.500¦ 7051.500¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46003 ¦14.02.03¦14.07.10¦ 2476¦ 2 ¦ ¦ ¦ 8000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46014 ¦05.0..03¦29.08.18¦ 5444¦ 3 ¦ 5 ¦ ¦ 20125.645¦ 6874.355¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦294591.542¦55301.715¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦29.09.03¦30.09.03¦01.10.03¦02.10.03¦03.10.03¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 6.31 ¦ 6.09 ¦ 5.84 ¦ 5.85 ¦ 5.73 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 6.83 ¦ 6.83 ¦ 6.84 ¦ 6.84 ¦ 6.84 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 8.51 ¦ 8.54 ¦ 8.51 ¦ 8.49 ¦ 8.48 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 7.45 ¦ 7.38 ¦ 7.35 ¦ 7.38 ¦ 7.29 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 7.22 ¦ 6.63 ¦ 5.45 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 5.82 ¦ 7.85 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 8.70 ¦ 8.67 ¦ 8.34 ¦ 8.35 ¦ 8.43 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 6.73 ¦ 6.78 ¦ 6.83 ¦ 6.76 ¦ 7.09 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.08 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.09 ¦ 0.23 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.06 ¦ 0.04 ¦ 0.05 ¦ 0.22 ¦ 0.14 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.41 ¦ 0.17 ¦ 0.12 ¦ 0.27 ¦ 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---------¬
¦ ¦ 29.09.03¦ 30.09.03¦ 01.10.03¦ 02.10.03¦ 03.10.03¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦294591.54¦294591.54¦294591.54¦294591.54¦294591.54¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 9478.97¦ 9478.97¦ 9478.97¦ 9478.97¦ 9478.97¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1749.36¦ 1749.36¦ 1749.36¦ 1749.36¦ 1749.36¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦118818.78¦118818.78¦118818.78¦118818.78¦118818.78¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦164544.43¦164544.43¦164544.43¦164544.43¦164544.43¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦311338.78¦311448.83¦311698.39¦311832.87¦312121.37¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 9401.47¦ 9403.45¦ 9406.66¦ 9406.66¦ 9406.66¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1855.14¦ 1855.54¦ 1855.96¦ 1856.40¦ 1856.82¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦128177.62¦128125.81¦128278.57¦128425.48¦128508.81¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦171904.55¦172064.03¦172157.20¦172144.34¦172349.08¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 860.34¦ 858.40¦ 857.97¦ 857.20¦ 856.26¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 45.81¦ 44.80¦ 43.80¦ 42.80¦ 41.80¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 357.87¦ 356.96¦ 356.15¦ 355.34¦ 354.53¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 1480.33¦ 1477.41¦ 1477.28¦ 1476.23¦ 1475.46¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 448.02¦ 447.33¦ 446.40¦ 445.29¦ 444.43¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

ПРИКАЗ ГТК РФ от 03.10.2003 n 1101 О РЕГИОНЕ ДЕЯТЕЛЬНОСТИ ЦЕНТРАЛЬНОГО ТАМОЖЕННОГО УПРАВЛЕНИЯ  »
Постановления и Указы »
Читайте также