БЮЛЛЕТЕНЬ ЦБ РФ от 12.09.2003 n 34 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 12 сентября 2003 г. N 34
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 934.118 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 ¦08.09.03¦99.550¦99.600¦99.600¦ 5.19 ¦800.00 ¦ 21168 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦09.09.03¦99.565¦99.575¦99.565¦ 5.40 ¦ 75.06 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦11.09.03¦99.668¦99.668¦99.668¦ 4.50 ¦ 0.00 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦05.11.03 ¦09.09.03¦99.333¦99.333¦99.333¦ 4.30 ¦ 13.57 ¦ 21169 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦10.09.03¦99.284¦99.284¦99.284¦ 4.70 ¦ 2.00 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦21.07.04 ¦08.09.03¦95.000¦95.100¦95.100¦ 5.99 ¦ 36.14 ¦ 21170 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦09.09.03¦95.170¦95.190¦95.190¦ 5.85 ¦ 7.35 ¦ ¦
L---------+--------+------+------+------+-------+-------+---------
Торговля ОФЗ при суммарном объеме сделок за неделю 704.072 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)¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦17.09.03 ¦08.09.03¦ 2.30 ¦100.070¦100.074¦100.070¦ 5.23¦ 0.41¦27010 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.09.03¦ 2.30 ¦100.060¦100.100¦100.100¦ 7.38¦ 1.81¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.09.03¦ 2.30 ¦100.150¦100.150¦100.150¦ 3.01¦ 0.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.09.03¦ 2.40 ¦100.080¦100.080¦100.080¦ 1.43¦ 0.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.10.03 ¦08.09.03¦ 1.70 ¦100.430¦100.500¦100.430¦ 4.49¦ 0.15¦27011 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.09.03¦ 1.70 ¦100.378¦100.430¦100.430¦ 5.51¦ 9.53¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.09.03¦ 1.80 ¦100.300¦100.301¦100.300¦ 5.43¦ 10.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.09.03¦ 1.80 ¦100.340¦100.340¦100.340¦ 5.06¦ 0.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦19.11.03 ¦10.09.03¦ 3.10 ¦100.968¦101.080¦100.968¦ 4.70¦ 0.59¦27012 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.09.03¦ 3.10 ¦100.700¦100.788¦100.700¦ 6.34¦ 5.10¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦21.01.04 ¦08.09.03¦ 1.30 ¦101.020¦101.750¦101.750¦ 6.74¦ 3.42¦28001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.09.03¦ 1.30 ¦101.200¦101.570¦101.570¦ 6.63¦ 8.67¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.09.03¦ 1.30 ¦101.400¦101.638¦101.638¦ 5.82¦ 36.95¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.09.03¦ 1.40 ¦101.116¦101.648¦101.648¦ 6.83¦ 2.65¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.09.03¦ 1.40 ¦100.910¦101.250¦101.250¦ 6.94¦ 0.29¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.02.04 ¦10.09.03¦ 1.15 ¦102.051¦102.741¦102.741¦ 6.35¦ 6.69¦27015 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.09.03¦ 1.18 ¦102.255¦102.490¦102.490¦ 6.07¦ 1.63¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.06.04 ¦08.09.03¦ 0.16 ¦104.000¦105.000¦104.685¦ 5.58¦ 272.74¦27013 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.09.03¦ 0.23 ¦104.100¦104.480¦104.480¦ 6.34¦ 5.10¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.09.03¦ 0.26 ¦104.150¦104.270¦104.270¦ 6.19¦ 13.99¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.09.03¦ 0.30 ¦104.000¦104.150¦104.095¦ 6.31¦ 19.20¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.08.04 ¦08.09.03¦ 1.09 ¦104.200¦104.800¦104.790¦ 6.93¦ 9.02¦27017 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.09.03¦ 1.12 ¦104.500¦104.750¦104.750¦ 7.00¦ 7.92¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.09.03¦ 1.15 ¦104.480¦104.670¦104.650¦ 7.00¦ 35.69¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.09.03¦ 1.18 ¦104.500¦105.100¦104.850¦ 6.38¦ 33.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.09.03¦ 1.22 ¦105.070¦105.070¦105.070¦ 6.28¦ 0.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.12.04 ¦08.09.03¦ 2.70 ¦105.400¦105.402¦105.402¦ 7.72¦ 5.05¦27014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.09.03¦ 2.76 ¦105.500¦105.500¦105.500¦ 7.62¦ 0.55¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.09.03¦ 2.80 ¦105.500¦105.555¦105.555¦ 7.60¦ 4.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.09.03¦ 2.83 ¦105.200¦105.750¦105.750¦ 7.85¦ 11.01¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.05 ¦10.09.03¦ 4.90 ¦102.500¦102.500¦102.500¦ 8.11¦ 3.00¦26003 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.09.03¦ 4.93 ¦102.110¦102.112¦102.110¦ 8.38¦ 1.17¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.04.05 ¦09.09.03¦ 1.84 ¦107.710¦107.710¦107.710¦ 7.24¦ 9.13¦27021 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.09.03¦ 1.92 ¦107.050¦107.050¦107.050¦ 7.66¦ 2.86¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.07.05 ¦09.09.03¦ 1.18 ¦100.500¦100.500¦100.500¦ 7.80¦ 2.50¦27023 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.09.03¦ 1.21 ¦100.355¦100.355¦100.355¦ 7.89¦ 2.15¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.09.05 ¦09.09.03¦ 3.18 ¦109.000¦109.100¦109.000¦ 7.35¦ 6.30¦27018 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.09.03¦ 3.26 ¦106.100¦108.600¦108.600¦ 7.86¦ 0.60¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.09.03¦ 3.30 ¦109.000¦109.000¦109.000¦ 7.36¦ 0.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.02.06 ¦09.09.03¦ 0.52 ¦101.500¦101.500¦101.500¦ 8.17¦ 1.00¦27022 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.11.06 ¦08.09.03¦ 0.73 ¦107.321¦107.634¦107.321¦ 8.08¦ 1.18¦45001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.09.03¦ 0.77 ¦107.300¦107.500¦107.300¦ 8.07¦ 64.53¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.09.03¦ 0.81 ¦107.000¦107.100¦107.100¦ 8.21¦ 49.48¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.09.03¦ 0.84 ¦106.850¦107.000¦107.000¦ 8.26¦ 0.23¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.09.03¦ 0.88 ¦107.000¦107.000¦107.000¦ 8.22¦ 31.41¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦10.09.08 ¦10.09.03¦ 3.22 ¦109.470¦109.480¦109.470¦ 8.41¦ 3.00¦46001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.09.03¦ 3.26 ¦109.135¦109.800¦109.800¦ 8.31¦ 0.73¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.08.12 ¦10.09.03¦ 0.63 ¦103.000¦103.000¦103.000¦ 9.22¦ 0.01¦46002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.09.03¦ 0.66 ¦104.700¦104.700¦104.700¦ 8.91¦ 0.09¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦29.08.18 ¦10.09.03¦ 5.44 ¦ 99.510¦100.100¦100.000¦ 9.22¦ 2.28¦46014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.09.03¦ 5.47 ¦ 99.150¦103.900¦ 99.150¦ 9.22¦ 17.27¦ ¦
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 ¦ 76 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 24.11.2003 ¦ 73 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2004 ¦ 185 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2004 ¦ 185 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2003 ¦ 76 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 24.11.2003 ¦ 73 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 25.11.2003 ¦ 74 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 27.11.2003 ¦ 76 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 28.11.2003 ¦ 77 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 17.09.2003 ¦ 5 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 08.10.2003 ¦ 26 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 19.11.2003 ¦ 68 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 03.12.2003 ¦ 82 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 17.09.2003 ¦ 5 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 05.11.2003 ¦ 54 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 05.11.2003 ¦ 54 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 17.09.2003 ¦ 5 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 22.10.2003 ¦ 40 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27022 ¦ 19.11.2003 ¦ 68 ¦ 9.50 ¦ 23.68 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27023 ¦ 22.10.2003 ¦ 40 ¦ 9.00 ¦ 22.44 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27024 ¦ 22.10.2003 ¦ 40 ¦ 8.00 ¦ 23.01 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 22.10.2003 ¦ 40 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 19.11.2003 ¦ 68 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45002 ¦ 04.02.2004 ¦ 145 ¦ 12.00 ¦ 47.87 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 17.09.2003 ¦ 5 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46002 ¦ 18.02.2004 ¦ 159 ¦ 11.00 ¦ 54.85 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46003 ¦ 21.01.2004 ¦ 131 ¦ 12.00 ¦ 59.84 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46014 ¦ 17.09.2003 ¦ 5 ¦ 10.50 ¦ 56.38 ¦
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¦ 26¦ 1 ¦ ¦ ¦ 5994.811¦ 5.189¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21169 ¦07.05.03¦05.11.03¦ 54¦ 1 ¦ ¦ ¦ 2468.554¦ 2531.446¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21170 ¦06.08.03¦21.07.04¦ 313¦ 1 ¦ ¦ ¦ 1015.609¦ 3984.391¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 76¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 801¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 185¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 550¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 442¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1165¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1530¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 1896¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2261¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 5¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 26¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 68¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 264¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 460¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 145¦ 3 ¦ 62 ¦ ¦ 16000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 327¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 733¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 586¦ 2 ¦ 2 ¦ ¦ 10941.601¦ 58.399¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27022 ¦19.02.03¦15.02.06¦ 887¦ 3 ¦ 10 ¦ ¦ 21295.514¦ 2704.486¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27023 ¦23.04.03¦20.07.05¦ 677¦ 3 ¦ 3 ¦ ¦ 20291.893¦ 2708.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27024 ¦09.07.03¦19.04.06¦ 950¦ 4 ¦ 1 ¦ ¦ 14217.676¦ 8782.324¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 131¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1160¦ 5 ¦ 81 ¦ ¦ 30354.634¦ 1645.366¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45002 ¦14.02.03¦02.08.06¦ 1055¦ 1 ¦ ¦ ¦ 7360.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 1825¦ 3 ¦ 45 ¦ ¦ 27830.000¦ 3170.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46002 ¦05.02.03¦08.08.12¦ 3253¦ 3 ¦ 27 ¦ ¦ 22892.972¦ 4307.028¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46003 ¦14.02.03¦14.07.10¦ 2497¦ 1 ¦ ¦ ¦ 8000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46014 ¦05.03.03¦29.08.18¦ 5465¦ 3 ¦ 4 ¦ ¦ 20094.552¦ 6905.448¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦299249.240¦46632.767¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦08.09.03¦09.09.03¦10.09.03¦11.09.03¦12.09.03¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 5.52 ¦ 5.37 ¦ 5.54 ¦ 5.23 ¦ 5.24 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 6.51 ¦ 6.51 ¦ 7.06 ¦ 7.28 ¦ 7.28 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 8.34 ¦ 8.34 ¦ 8.79 ¦ 8.70 ¦ 8.70 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 7.49 ¦ 7.50 ¦ 7.57 ¦ 7.64 ¦ 7.61 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 5.44 ¦ 5.43 ¦ 4.70 ¦ 4.50 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 0.00 ¦ 8.11 ¦ 8.38 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 8.08 ¦ 8.07 ¦ 8.39 ¦ 9.20 ¦ 8.22 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 5.70 ¦ 7.30 ¦ 6.70 ¦ 6.60 ¦ 7.07 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 8.86 ¦ 1.01 ¦ 0.02 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 0.00 ¦ 0.17 ¦ 0.07 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.00 ¦ 0.05 ¦ 0.05 ¦ 0.02 ¦ 0.03 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.17 ¦ 0.02 ¦ 0.06 ¦ 0.04 ¦ 0.02 ¦
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---------¬
¦ ¦ 08.09.03¦ 09.09.03¦ 10.09.03¦ 11.09.03¦ 12.09.03¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦299249.24¦299249.24¦299249.24¦299249.24¦299249.24¦
¦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¦116532.16¦116532.16¦116532.16¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦171488.75¦171488.75¦171488.75¦171488.75¦171488.75¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦318370.84¦318400.41¦316346.44¦316737.15¦316906.21¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 9383.55¦ 9387.92¦ 9386.71¦ 9392.42¦ 9392.42¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1854.32¦ 1854.76¦ 1843.87¦ 1839.89¦ 1840.33¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦128029.13¦128066.54¦126144.29¦126629.70¦126688.69¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦179103.83¦179091.19¦178971.57¦178875.14¦178984.77¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 839.32¦ 838.37¦ 825.04¦ 826.45¦ 825.53¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 66.83¦ 65.86¦ 64.87¦ 63.84¦ 62.84¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 375.50¦ 374.69¦ 372.87¦ 371.66¦ 370.86¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 1474.25¦ 1473.25¦ 1450.36¦ 1453.11¦ 1452.01¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 430.72¦ 429.67¦ 428.83¦ 427.54¦ 426.80¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

<ПИСЬМО> ГТК РФ от 12.09.2003 n 07-58/35407 О ТОВАРНЫХ ЗНАКАХ ЗАО КАРАТ  »
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