БЮЛЛЕТЕНЬ ЦБ РФ от 29.08.2003 n 32 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 29 августа 2003 г. N 32
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 4.559 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) ¦
+---------+--------+------+------+------+--------+-------+-------+
¦03.09.03 ¦25.08.03¦99.897¦99.898¦99.897¦ 4.18 ¦ 4.55 ¦ 21167 ¦
+---------+--------+------+------+------+--------+-------+-------+
¦08.10.03 ¦25.08.03¦99.550¦99.550¦99.550¦ 3.75 ¦ 0.00 ¦ 21168 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦29.08.03¦99.650¦99.650¦99.650¦ 3.20 ¦ 0.00 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦21.07.04 ¦29.08.03¦95.200¦95.200¦95.200¦ 5.63 ¦ 0.01 ¦ 21170 ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 2303.177 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 ¦25.08.03¦ 1.90 ¦100.360¦100.360¦100.360¦ 3.79¦ 1.22¦27010 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.08.03¦ 1.90 ¦100.230¦100.360¦100.360¦ 4.94¦ 6.90¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.08.03¦ 2.00 ¦100.164¦100.220¦100.200¦ 5.25¦ 15.11¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.08.03¦ 2.00 ¦100.200¦100.200¦100.200¦ 5.79¦ 0.54¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.10.03 ¦25.08.03¦ 1.30 ¦100.720¦100.776¦100.740¦ 3.73¦ 55.90¦27011 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.08.03¦ 1.30 ¦100.700¦100.800¦100.800¦ 4.23¦ 6.35¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.08.03¦ 1.30 ¦100.822¦100.822¦100.822¦ 3.26¦ 0.01¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.08.03¦ 1.40 ¦100.690¦100.690¦100.690¦ 3.63¦ 0.01¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.08.03¦ 1.40 ¦100.610¦100.790¦100.790¦ 3.64¦ 0.56¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦19.11.03 ¦25.08.03¦ 2.60 ¦101.450¦101.505¦101.450¦ 3.80¦ 36.79¦27012 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.08.03¦ 2.70 ¦101.400¦101.480¦101.480¦ 3.71¦ 13.58¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.08.03¦ 2.70 ¦101.400¦101.490¦101.490¦ 3.63¦ 3.04¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.08.03¦ 2.70 ¦101.430¦101.436¦101.430¦ 3.70¦ 102.98¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.08.03¦ 2.70 ¦101.430¦101.440¦101.430¦ 3.77¦ 12.35¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦21.01.04 ¦25.08.03¦ 0.90 ¦101.785¦102.200¦101.890¦ 5.21¦ 1.32¦28001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.08.03¦ 0.90 ¦101.800¦101.900¦101.900¦ 5.70¦ 52.42¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.08.03¦ 1.00 ¦101.970¦101.970¦101.970¦ 5.04¦ 0.03¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.08.03¦ 1.00 ¦101.700¦101.970¦101.970¦ 5.57¦ 1.02¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.08.03¦ 1.00 ¦101.700¦101.970¦101.970¦ 5.81¦ 0.87¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.02.04 ¦25.08.03¦ 0.63 ¦102.945¦102.945¦102.945¦ 5.38¦ 0.60¦27015 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.08.03¦ 0.66 ¦102.800¦103.100¦103.100¦ 5.39¦ 22.23¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.08.03¦ 0.69 ¦102.924¦102.930¦102.924¦ 5.33¦ 4.51¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.08.03¦ 0.72 ¦103.200¦103.200¦103.200¦ 4.66¦ 0.13¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.04 ¦25.08.03¦ 4.47 ¦102.000¦102.000¦102.000¦ 6.09¦ 0.17¦26002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.08.03¦ 4.49 ¦102.000¦102.000¦102.000¦ 6.08¦ 0.16¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.08.03¦ 4.52 ¦102.000¦102.000¦102.000¦ 6.06¦ 0.04¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.06.04 ¦25.08.03¦ 2.70 ¦103.935¦104.990¦104.990¦ 6.89¦ 10.10¦27013 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.08.03¦ 2.73 ¦104.875¦105.000¦105.000¦ 5.53¦ 43.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.08.03¦ 2.76 ¦104.800¦105.010¦105.010¦ 5.48¦ 16.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.08.03¦ 2.80 ¦104.570¦104.800¦104.570¦ 5.89¦ 41.10¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.08.03¦ 2.83 ¦104.490¦105.000¦105.000¦ 6.04¦ 222.24¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.08.04 ¦25.08.03¦ 0.63 ¦104.500¦105.000¦105.000¦ 6.92¦ 0.01¦27017 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.08.03¦ 0.66 ¦105.050¦105.050¦105.050¦ 6.59¦ 30.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.08.03¦ 0.69 ¦105.000¦105.000¦105.000¦ 6.63¦ 7.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.12.04 ¦25.08.03¦ 2.24 ¦106.000¦106.000¦106.000¦ 7.35¦ 0.01¦27014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.08.03¦ 2.27 ¦106.000¦106.850¦106.850¦ 7.28¦ 0.55¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.08.03¦ 2.33 ¦106.050¦106.660¦106.050¦ 7.24¦ 20.10¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.05 ¦27.08.03¦ 4.52 ¦102.000¦103.153¦103.153¦ 8.01¦ 0.08¦26003 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.08.03¦ 4.55 ¦103.807¦103.807¦103.807¦ 7.25¦ 1.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.04.05 ¦26.08.03¦ 1.30 ¦107.050¦108.000¦108.000¦ 7.69¦ 11.07¦27021 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.08.03¦ 1.38 ¦107.800¦108.000¦107.800¦ 7.20¦ 1.07¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.08.03¦ 1.42 ¦107.400¦108.000¦108.000¦ 7.57¦ 19.52¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.07.05 ¦25.08.03¦ 0.81 ¦101.500¦101.500¦101.500¦ 7.24¦ 0.01¦27023 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.08.03¦ 0.84 ¦101.700¦101.800¦101.800¦ 7.10¦ 107.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.08.03¦ 0.86 ¦101.700¦102.000¦102.000¦ 7.10¦ 21.51¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.08.03¦ 0.91 ¦100.900¦101.800¦101.800¦ 7.58¦ 4.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.09.05 ¦25.08.03¦ 2.61 ¦109.000¦109.000¦109.000¦ 7.52¦ 0.89¦27018 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.08.03¦ 2.65 ¦108.500¦109.000¦109.000¦ 7.63¦ 9.11¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.08.03¦ 2.69 ¦108.810¦108.810¦108.810¦ 7.60¦ 15.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.08.03¦ 2.72 ¦109.100¦109.100¦109.100¦ 7.44¦ 0.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.08.03¦ 2.76 ¦109.000¦109.080¦109.000¦ 7.46¦ 2.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.02.06 ¦25.08.03¦ 0.13 ¦102.000¦102.000¦102.000¦ 7.96¦ 1.68¦27022 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.08.03¦ 0.16 ¦102.250¦102.250¦102.250¦ 7.84¦ 4.14¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.08.03¦ 0.23 ¦102.450¦102.450¦102.450¦ 7.74¦ 0.20¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.08.06 ¦26.08.03¦ 0.66 ¦105.800¦105.800¦105.800¦ 7.98¦ 0.04¦45002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.08.03¦ 0.69 ¦106.300¦106.300¦106.300¦ 7.71¦ 10.40¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.08.03¦ 0.72 ¦106.200¦106.200¦106.200¦ 7.75¦ 308.63¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.11.06 ¦25.08.03¦ 0.19 ¦107.600¦107.600¦107.600¦ 8.07¦ 35.50¦45001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.08.03¦ 0.23 ¦107.250¦107.500¦107.300¦ 8.19¦ 64.90¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.08.03¦ 0.27 ¦107.100¦107.300¦107.100¦ 8.22¦ 114.56¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.08.03¦ 0.31 ¦107.300¦107.645¦107.350¦ 8.09¦ 48.43¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.08.03¦ 0.35 ¦107.250¦107.550¦107.550¦ 8.18¦ 30.99¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦10.09.08 ¦25.08.03¦ 2.61 ¦110.700¦110.700¦110.700¦ 8.12¦ 0.20¦46001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.08.03¦ 2.65 ¦110.300¦110.350¦110.310¦ 8.23¦ 51.87¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.08.03¦ 2.69 ¦109.000¦110.300¦109.000¦ 8.60¦ 1.58¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.08.03¦ 2.72 ¦110.006¦110.010¦110.010¦ 8.31¦ 39.35¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.08.03¦ 2.76 ¦110.170¦110.280¦110.170¦ 8.25¦ 7.90¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.07.10 ¦29.08.03¦ 1.22 ¦114.850¦114.990¦114.990¦ 7.50¦ 0.02¦46003 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.08.12 ¦25.08.03¦ 0.15 ¦107.780¦107.780¦107.780¦ 8.38¦ 4.61¦46002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.08.03¦ 0.18 ¦107.000¦107.000¦107.000¦ 8.52¦ 0.05¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.08.03¦ 0.21 ¦106.910¦106.950¦106.910¦ 8.53¦ 11.25¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.08.03¦ 0.24 ¦107.500¦108.000¦108.000¦ 8.37¦ 623.01¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.08.03¦ 0.27 ¦108.000¦108.000¦108.000¦ 8.34¦ 0.86¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦29.08.18 ¦25.08.03¦ 4.98 ¦104.500¦105.000¦104.500¦ 8.42¦ 5.81¦46014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.08.03¦ 5.03 ¦102.000¦103.000¦102.000¦ 8.79¦ 16.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.08.03¦ 5.09 ¦104.900¦104.900¦104.900¦ 8.36¦ 0.00¦ ¦
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 ¦ 90 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 24.11.2003 ¦ 87 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2004 ¦ 199 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2004 ¦ 199 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2003 ¦ 90 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 24.11.2003 ¦ 87 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 25.11.2003 ¦ 88 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 27.11.2003 ¦ 90 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 28.11.2003 ¦ 91 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 17.09.2003 ¦ 19 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 08.10.2003 ¦ 40 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 19.11.2003 ¦ 82 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 03.09.2003 ¦ 5 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 17.09.2003 ¦ 19 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 05.11.2003 ¦ 68 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 05.11.2003 ¦ 68 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 17.09.2003 ¦ 19 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 22.10.2003 ¦ 54 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27022 ¦ 19.11.2003 ¦ 82 ¦ 9.50 ¦ 23.68 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27023 ¦ 22.10.2003 ¦ 54 ¦ 9.00 ¦ 22.44 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27024 ¦ 22.10.2003 ¦ 54 ¦ 8.00 ¦ 23.01 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 22.10.2003 ¦ 54 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 19.11.2003 ¦ 82 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45002 ¦ 04.02.2004 ¦ 159 ¦ 12.00 ¦ 47.87 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 17.09.2003 ¦ 19 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46002 ¦ 18.02.2004 ¦ 173 ¦ 11.00 ¦ 54.85 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46003 ¦ 21.01.2004 ¦ 145 ¦ 12.00 ¦ 59.84 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46014 ¦ 17.09.2003 ¦ 19 ¦ 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 ¦ ¦ ¦ ¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21167 ¦05.03.03¦03.09.03¦ 5¦ 1 ¦ 2 ¦ ¦ 4522.588¦ 1477.412¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21168 ¦02.04.03¦08.10.03¦ 40¦ 1 ¦ ¦ ¦ 5994.811¦ 5.189¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21169 ¦07.05.03¦05.11.03¦ 68¦ 1 ¦ ¦ ¦ 2468.554¦ 2531.446¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21170 ¦06.08.03¦21.07.04¦ 327¦ 1 ¦ ¦ ¦ 1015.609¦ 3984.391¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 90¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 815¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 199¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 564¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 456¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1179¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1544¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 1910¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2275¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 19¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 40¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 82¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 278¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 474¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 159¦ 3 ¦ 62 ¦ ¦ 16000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 341¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 747¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 600¦ 2 ¦ 2 ¦ ¦ 10941.601¦ 58.399¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27022 ¦19.02.03¦15.02.06¦ 901¦ 3 ¦ 10 ¦ ¦ 21295.514¦ 2704.486¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27023 ¦23.04.03¦20.07.05¦ 691¦ 3 ¦ 3 ¦ ¦ 20291.893¦ 2708.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27024 ¦09.07.03¦19.04.06¦ 964¦ 3 ¦ 1 ¦ ¦ 11090.925¦ 6909.075¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 145¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1174¦ 5 ¦ 81 ¦ ¦ 30354.634¦ 1645.366¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45002 ¦14.02.03¦02.08.06¦ 1069¦ 1 ¦ ¦ ¦ 7360.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 1839¦ 3 ¦ 45 ¦ ¦ 27830.000¦ 3170.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46002 ¦05.02.03¦08.08.12¦ 3267¦ 2 ¦ 27 ¦ ¦ 22892.972¦ 4307.028¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46003 ¦14.02.03¦14.07.10¦ 2511¦ 1 ¦ ¦ ¦ 8000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46014 ¦05.03.03¦29.08.18¦ 5479¦ 3 ¦ 4 ¦ ¦ 20094.552¦ 6905.448¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦300645.077¦46236.930¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦25.08.03¦26.08.03¦27.08.03¦28.08.03¦29.08.03¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 4.97 ¦ 5.27 ¦ 5.17 ¦ 5.23 ¦ 4.62 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 6.72 ¦ 6.72 ¦ 6.95 ¦ 6.35 ¦ 6.35 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 8.27 ¦ 8.34 ¦ 8.54 ¦ 8.44 ¦ 8.24 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 7.32 ¦ 7.27 ¦ 7.24 ¦ 7.19 ¦ 7.30 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 4.18 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 5.60 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 6.09 ¦ 6.08 ¦ 7.70 ¦ 7.25 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 8.25 ¦ 8.21 ¦ 8.42 ¦ 8.28 ¦ 8.21 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 5.43 ¦ 6.81 ¦ 6.96 ¦ 5.73 ¦ 6.32 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.03 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.01 ¦ 0.01 ¦ 0.01 ¦ 0.06 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.04 ¦ 0.10 ¦ 0.13 ¦ 0.86 ¦ 0.03 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.06 ¦ 0.18 ¦ 0.04 ¦ 0.11 ¦ 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---------¬
¦ ¦ 25.08.03¦ 26.08.03¦ 27.08.03¦ 28.08.03¦ 29.08.03¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦300371.76¦300371.76¦300371.76¦300645.08¦300645.08¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 14001.56¦ 14001.56¦ 14001.56¦ 14001.56¦ 14001.56¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1749.36¦ 1749.36¦ 1749.36¦ 1749.36¦ 1749.36¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦116258.84¦116258.84¦116258.84¦116532.16¦116532.16¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦168362.00¦168362.00¦168362.00¦168362.00¦168362.00¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦319548.71¦319316.81¦318592.14¦319633.90¦320258.57¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 13887.02¦ 13887.02¦ 13887.02¦ 13887.02¦ 13900.02¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1844.93¦ 1845.35¦ 1840.15¦ 1853.08¦ 1853.50¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦127636.33¦127266.96¦126467.25¦127360.28¦128154.94¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦176180.44¦176317.48¦176397.71¦176533.52¦176350.10¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 839.85¦ 837.51¦ 831.71¦ 833.64¦ 838.42¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 57.37¦ 56.37¦ 55.37¦ 54.37¦ 53.51¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 386.50¦ 385.69¦ 384.37¦ 384.70¦ 383.89¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 1488.73¦ 1486.75¦ 1478.07¦ 1480.13¦ 1489.24¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 436.18¦ 435.14¦ 434.09¦ 433.25¦ 432.11¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

<ТЕЛЕГРАММА> ЦБ РФ от 29.08.2003 n 128-Т <О НЕДЕЙСТВИТЕЛЬНОСТИ ПЕЧАТЕЙ И ШТАМПОВ АКЦИОНЕРНОГО КОММЕРЧЕСКОГО БАНКА ОБЪЕДИНЕННЫЙ ПРОМЫШЛЕННЫЙ БАНК (ОАО)>  »
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