БЮЛЛЕТЕНЬ ЦБ РФ от 19.09.2003 n 35 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 19 сентября 2003 г. N 35
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 205.662 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.)¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦08.10.03 ¦17.09.03¦99.715¦99.715¦99.715¦ 4.97 ¦ 0.20 ¦ 21168 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦18.09.03¦99.670¦99.711¦99.690¦ 5.67 ¦ 3.76 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦19.09.03¦99.670¦99.680¦99.670¦ 6.17 ¦155.50 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦05.11.03 ¦19.09.03¦99.100¦99.250¦99.100¦ 6.98 ¦ 46.20 ¦ 21169 ¦
L---------+--------+------+------+------+-------+-------+---------
Торговля ОФЗ при суммарном объеме сделок за неделю 2141.906 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 ¦15.09.03¦ 1.90 ¦100.210¦100.210¦100.210¦ 6.24¦ 0.00¦27011 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.09.03¦ 1.90 ¦100.140¦100.200¦100.145¦ 7.55¦ 22.60¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.09.03¦ 2.00 ¦100.150¦100.150¦100.150¦ 6.44¦ 6.90¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.09.03¦ 2.00 ¦100.180¦100.200¦100.200¦ 6.18¦ 101.62¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦19.11.03 ¦15.09.03¦ 3.20 ¦100.400¦100.400¦100.400¦ 7.83¦ 0.80¦27012 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.09.03¦ 3.30 ¦100.430¦100.565¦100.550¦ 6.83¦ 80.43¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.09.03¦ 3.30 ¦100.500¦100.600¦100.560¦ 6.70¦ 14.04¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.09.03¦ 3.30 ¦100.650¦100.750¦100.650¦ 5.69¦ 5.99¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦21.01.04 ¦15.09.03¦ 1.50 ¦100.650¦101.130¦101.100¦ 7.89¦ 3.21¦28001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.09.03¦ 1.50 ¦100.300¦100.900¦100.900¦ 9.41¦ 143.03¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.09.03¦ 1.50 ¦100.750¦101.300¦101.300¦ 7.46¦ 6.90¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.09.03¦ 1.60 ¦101.180¦101.260¦101.180¦ 6.53¦ 1.68¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.09.03¦ 1.60 ¦101.268¦101.270¦101.268¦ 6.33¦ 16.52¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.02.04 ¦15.09.03¦ 1.32 ¦102.375¦102.523¦102.375¦ 5.82¦ 0.01¦27015 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.09.03¦ 1.35 ¦102.395¦102.395¦102.395¦ 5.80¦ 0.15¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.09.03¦ 1.38 ¦102.200¦102.400¦102.400¦ 6.01¦ 0.74¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.09.03¦ 1.41 ¦101.876¦101.876¦101.867¦ 7.13¦ 5.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.09.03¦ 1.45 ¦101.876¦102.090¦101.867¦ 6.98¦ 5.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.06.04 ¦15.09.03¦ 0.40 ¦104.000¦104.000¦104.000¦ 6.38¦ 56.63¦27013 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.09.03¦ 0.43 ¦104.000¦104.000¦104.000¦ 6.36¦ 0.10¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.09.03¦ 0.46 ¦104.000¦104.025¦104.025¦ 6.32¦ 120.64¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.09.03¦ 0.53 ¦104.200¦104.280¦104.200¦ 5.99¦ 3.73¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.08.04 ¦15.09.03¦ 1.32 ¦103.794¦104.490¦104.490¦ 7.75¦ 6.02¦27017 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.09.03¦ 1.38 ¦104.700¦104.780¦104.780¦ 6.59¦ 0.67¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.09.03¦ 1.41 ¦104.710¦104.770¦104.710¦ 6.53¦ 3.09¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.09.03¦ 1.45 ¦104.000¦104.400¦104.200¦ 7.33¦ 78.81¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.12.04 ¦15.09.03¦ 2.93 ¦105.000¦105.000¦105.000¦ 8.00¦ 7.00¦27014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.09.03¦ 2.96 ¦105.400¦105.400¦105.400¦ 7.64¦ 5.54¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.09.03¦ 0.00 ¦105.850¦106.000¦105.997¦ 7.15¦ 13.13¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.09.03¦ 0.03 ¦106.090¦106.100¦106.100¦ 7.03¦ 4.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.09.03¦ 0.07 ¦106.000¦106.100¦106.100¦ 7.03¦ 17.99¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.05 ¦15.09.03¦ 5.04 ¦101.800¦102.750¦102.750¦ 8.25¦ 0.00¦26003 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.09.03¦ 5.07 ¦101.800¦101.800¦101.800¦ 8.59¦ 0.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.09.03¦ 5.10 ¦100.510¦101.800¦101.800¦ 9.49¦ 2.42¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.09.03¦ 5.15 ¦101.500¦101.500¦101.500¦ 8.80¦ 0.10¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.04.05 ¦15.09.03¦ 2.07 ¦106.000¦106.000¦106.000¦ 8.34¦ 5.00¦27021 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.09.03¦ 2.15 ¦107.200¦107.300¦107.300¦ 7.43¦ 3.09¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.09.03¦ 2.22 ¦107.300¦107.300¦107.300¦ 7.40¦ 18.25¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.07.05 ¦15.09.03¦ 1.33 ¦100.000¦100.000¦100.000¦ 8.10¦ 2.00¦27023 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.09.03¦ 1.41 ¦101.340¦101.430¦101.340¦ 7.23¦ 6.74¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.09.03¦ 1.43 ¦100.100¦100.100¦100.100¦ 8.03¦ 5.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.09.05 ¦16.09.03¦ 3.45 ¦108.000¦108.000¦108.000¦ 7.87¦ 1.61¦27018 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.09.03¦ 0.00 ¦108.800¦109.200¦109.200¦ 7.37¦ 55.34¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.09.03¦ 0.03 ¦108.900¦109.000¦109.000¦ 7.31¦ 7.85¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.09.03¦ 0.07 ¦108.999¦109.350¦109.350¦ 7.12¦ 15.08¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.02.06 ¦16.09.03¦ 0.70 ¦ 99.500¦101.000¦100.000¦ 8.95¦ 2.20¦27022 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.09.03¦ 0.73 ¦101.490¦101.800¦101.800¦ 8.08¦ 2.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.09.03¦ 0.76 ¦101.800¦102.000¦102.000¦ 7.97¦ 3.59¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.08.06 ¦18.09.03¦ 1.41 ¦106.180¦106.200¦106.200¦ 7.63¦ 8.40¦45002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.09.03¦ 1.45 ¦106.200¦106.200¦106.200¦ 7.62¦ 12.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.11.06 ¦15.09.03¦ 1.00 ¦107.330¦107.330¦107.330¦ 8.05¦ 1.25¦45001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.09.03¦ 1.04 ¦106.752¦107.000¦107.000¦ 8.27¦ 52.78¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.09.03¦ 1.07 ¦106.700¦106.700¦106.700¦ 8.33¦ 23.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.09.03¦ 1.11 ¦106.800¦107.050¦107.050¦ 8.22¦ 33.68¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.09.03¦ 1.15 ¦106.950¦107.050¦107.000¦ 8.17¦ 60.24¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦13.06.07 ¦18.09.03¦ 0.02 ¦ 97.610¦ 97.655¦ 97.655¦ 8.38¦ 192.04¦27025 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦10.09.08 ¦16.09.03¦ 3.45 ¦109.248¦109.650¦109.650¦ 8.40¦ 55.22¦46001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.09.03¦ 0.00 ¦109.430¦109.640¦109.500¦ 8.37¦ 82.17¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.09.03¦ 0.04 ¦109.000¦109.850¦109.000¦ 8.30¦ 133.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.09.03¦ 0.08 ¦109.700¦109.730¦109.730¦ 8.30¦ 6.12¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.07.10 ¦19.09.03¦ 1.91 ¦114.500¦114.500¦114.500¦ 7.54¦ 0.06¦46003 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.08.12 ¦16.09.03¦ 0.81 ¦104.700¦104.700¦104.700¦ 8.90¦ 0.01¦46002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.09.03¦ 0.84 ¦104.700¦104.700¦104.700¦ 8.90¦ 0.96¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.09.03¦ 0.87 ¦104.706¦104.708¦104.708¦ 8.90¦ 71.18¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.09.03¦ 0.90 ¦104.750¦104.750¦104.750¦ 8.89¦ 500.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦29.08.18 ¦17.09.03¦ 0.00 ¦101.500¦101.500¦101.500¦ 8.89¦ 3.04¦46014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.09.03¦ 0.03 ¦101.455¦102.000¦101.480¦ 8.89¦ 44.19¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.09.03¦ 0.06 ¦101.476¦101.476¦101.476¦ 8.89¦ 0.34¦ ¦
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 ¦ 69 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 24.11.2003 ¦ 66 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2004 ¦ 178 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2004 ¦ 178 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2003 ¦ 69 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 24.11.2003 ¦ 66 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 25.11.2003 ¦ 67 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 27.11.2003 ¦ 69 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 28.11.2003 ¦ 70 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 08.10.2003 ¦ 19 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 19.11.2003 ¦ 61 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 03.12.2003 ¦ 75 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 17.12.2003 ¦ 89 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 05.11.2003 ¦ 47 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 05.11.2003 ¦ 47 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 17.12.2003 ¦ 89 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 22.10.2003 ¦ 33 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27022 ¦ 19.11.2003 ¦ 61 ¦ 9.50 ¦ 23.68 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27023 ¦ 22.10.2003 ¦ 33 ¦ 9.00 ¦ 22.44 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27024 ¦ 22.10.2003 ¦ 33 ¦ 8.00 ¦ 23.01 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27025 ¦ 17.12.2003 ¦ 89 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 22.10.2003 ¦ 33 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 19.11.2003 ¦ 61 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45002 ¦ 04.02.2004 ¦ 138 ¦ 12.00 ¦ 47.87 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 17.12.2003 ¦ 89 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46002 ¦ 18.02.2004 ¦ 152 ¦ 11.00 ¦ 54.85 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46003 ¦ 21.01.2004 ¦ 124 ¦ 12.00 ¦ 59.84 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46014 ¦ 17.03.2004 ¦ 180 ¦ 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¦ 19¦ 1 ¦ ¦ ¦ 5994.811¦ 5.189¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21169 ¦07.05.03¦05.11.03¦ 47¦ 1 ¦ ¦ ¦ 2468.554¦ 2531.446¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21170 ¦06.08.03¦21.07.04¦ 306¦ 1 ¦ ¦ ¦ 1015.609¦ 3984.391¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 69¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 794¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 178¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 543¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 435¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1158¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1523¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 1889¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2254¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 19¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 61¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 257¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 453¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 138¦ 3 ¦ 62 ¦ ¦ 16000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 320¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 726¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 579¦ 2 ¦ 2 ¦ ¦ 10941.601¦ 58.399¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27022 ¦19.02.03¦15.02.06¦ 880¦ 3 ¦ 10 ¦ ¦ 21295.514¦ 2704.486¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27023 ¦23.04.03¦20.07.05¦ 670¦ 3 ¦ 3 ¦ ¦ 20291.893¦ 2708.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27024 ¦09.07.03¦19.04.06¦ 943¦ 4 ¦ 1 ¦ ¦ 14217.676¦ 8782.324¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27025 ¦17.09.03¦13.06.07¦ 1363¦ 1 ¦ 1 ¦ ¦ 2025.204¦ 6974.796¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 124¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1153¦ 5 ¦ 81 ¦ ¦ 30354.634¦ 1645.366¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45002 ¦14.02.03¦02.08.06¦ 1048¦ 1 ¦ ¦ ¦ 7360.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 1818¦ 3 ¦ 45 ¦ ¦ 27830.000¦ 3170.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46002 ¦05.02.03¦08.08.12¦ 3246¦ 4 ¦ 28 ¦ ¦ 24890.000¦ 7310.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46003 ¦14.02.03¦14.07.10¦ 2490¦ 1 ¦ ¦ ¦ 8000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46014 ¦05.03.03¦29.08.18¦ 5458¦ 3 ¦ 5 ¦ ¦ 20125.645¦ 6874.355¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦293760.246¦56133.011¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦15.09.03¦16.09.03¦17.09.03¦18.09.03¦19.09.03¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 5.50 ¦ 5.64 ¦ 5.62 ¦ 5.70 ¦ 6.17 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 7.18 ¦ 7.46 ¦ 8.18 ¦ 8.18 ¦ 7.63 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 8.68 ¦ 8.72 ¦ 8.60 ¦ 8.58 ¦ 8.57 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 7.81 ¦ 8.07 ¦ 7.63 ¦ 7.46 ¦ 7.57 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.00 ¦ 4.97 ¦ 5.67 ¦ 6.51 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 8.25 ¦ 8.59 ¦ 9.49 ¦ 0.00 ¦ 8.80 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 8.05 ¦ 8.35 ¦ 8.41 ¦ 8.65 ¦ 8.85 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 7.06 ¦ 9.09 ¦ 6.97 ¦ 8.30 ¦ 7.21 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.04 ¦ 2.14 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 0.00 ¦ 0.14 ¦ 0.00 ¦ 0.01 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.00 ¦ 0.09 ¦ 0.09 ¦ 0.24 ¦ 0.48 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.05 ¦ 0.09 ¦ 0.19 ¦ 0.14 ¦ 0.16 ¦
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---------¬
¦ ¦ 15.09.03¦ 16.09.03¦ 17.09.03¦ 18.09.03¦ 19.09.03¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦299249.24¦299249.24¦293465.93¦293760.25¦293760.25¦
¦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 ¦116532.16¦116532.16¦118458.00¦118560.28¦118560.28¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦171488.75¦171488.75¦163779.60¦163971.64¦163971.64¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦316836.17¦316179.00¦308645.91¦309474.87¦309326.96¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 9392.42¦ 9392.42¦ 9395.23¦ 9393.75¦ 9388.82¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1843.46¦ 1838.51¦ 1824.95¦ 1825.38¦ 1836.40¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦126908.99¦126701.89¦127048.57¦127312.53¦127354.02¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦178691.29¦178246.17¦170377.15¦170943.22¦170747.71¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 823.17¦ 822.06¦ 868.24¦ 867.85¦ 866.97¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 59.84¦ 58.84¦ 57.83¦ 56.84¦ 55.84¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 368.61¦ 367.31¦ 365.23¦ 364.43¦ 346.59¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 1448.53¦ 1448.22¦ 1487.88¦ 1487.11¦ 1485.94¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 423.85¦ 421.87¦ 456.26¦ 456.58¦ 455.31¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

ПРИКАЗ ГТК РФ от 19.09.2003 n 1055 О СОВЕРШЕНСТВОВАНИИ СИСТЕМЫ УПРАВЛЕНИЯ ТАМОЖЕННЫМИ ОРГАНАМИ РОССИЙСКОЙ ФЕДЕРАЦИИ  »
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