БЮЛЛЕТЕНЬ ЦБ РФ от 01.08.2003 n 28 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 1 августа 2003 г. N 28
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 1252.482 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.)¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦06.08.03 ¦01.08.03¦99.900¦99.920¦99.920¦ 6.58¦ 339.92¦ 21166 ¦
+---------+--------+------+------+------+-------+-------+--------+
¦03.09.03 ¦28.07.03¦99.650¦99.650¦99.650¦ 3.46¦ 1.50¦ 21167 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦01.08.03¦99.650¦99.700¦99.700¦ 3.55¦ 26.54¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦08.10.03 ¦30.07.03¦99.250¦99.250¦99.250¦ 3.94¦ 0.50¦ 21168 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦01.08.03¦99.250¦99.300¦99.300¦ 3.92¦ 879.41¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦05.11.03 ¦31.07.03¦98.800¦99.000¦99.000¦ 4.19¦ 4.61¦ 21169 ¦
L---------+--------+------+------+------+-------+-------+---------
Торговля ОФЗ при суммарном объеме сделок за неделю 8293.507 млн. руб. по номиналу имела следующие параметры:
---------T--------T------T-----------------------T-----T-------T--------¬
¦Дата ¦ Дата ¦Накоп-¦ Цены облигаций ¦До- ¦Оборот ¦ Номер ¦
¦погаше- ¦ торгов ¦ленный+-------T-------T-------+ход- ¦ (млн. ¦выпуска ¦
¦ния ¦ ¦доход ¦ мин. ¦ макс. ¦ закр. ¦ность¦ руб. ¦(справ.)¦
¦ ¦ ¦(% от ¦ ¦ ¦ ¦(% ¦ по ¦ ¦
¦ ¦ ¦ном.) ¦ ¦ ¦ ¦год.)¦номин.)¦ ¦
+--------+--------+------+-------+-------+-------+-----+-------+--------+
¦20.08.03¦28.07.03¦ 2.24 ¦100.350¦100.380¦100.380¦ 6.30¦ 29.00¦ 27016 ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦29.07.03¦ 2.27 ¦100.380¦100.400¦100.400¦ 5.66¦ 28.50¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦30.07.03¦ 2.30 ¦100.400¦100.400¦100.400¦ 5.02¦ 102.20¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦31.07.03¦ 2.33 ¦100.380¦100.440¦100.400¦ 4.81¦ 19.60¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦01.08.03¦ 2.37 ¦100.434¦100.434¦100.434¦ 3.63¦ 1.00¦ ¦
+--------+--------+------+-------+-------+-------+-----+-------+--------+
¦17.09.03¦28.07.03¦ 1.10 ¦100.570¦100.610¦100.570¦ 5.78¦ 34.15¦ 27010 ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦30.07.03¦ 1.20 ¦100.610¦100.700¦100.630¦ 4.87¦ 246.44¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦31.07.03¦ 1.20 ¦100.650¦100.775¦100.750¦ 4.20¦ 77.54¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦01.08.03¦ 1.20 ¦100.725¦100.800¦100.771¦ 4.09¦ 139.78¦ ¦
+--------+--------+------+-------+-------+-------+-----+-------+--------+
¦08.10.03¦28.07.03¦ 0.50 ¦100.810¦100.861¦100.820¦ 6.03¦ 19.13¦ 27011 ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦29.07.03¦ 0.50 ¦100.750¦100.850¦100.850¦ 6.49¦ 2.98¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦30.07.03¦ 0.60 ¦100.770¦100.935¦100.770¦ 5.59¦ 11.08¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦31.07.03¦ 0.60 ¦101.000¦101.100¦101.000¦ 4.66¦ 49.29¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦01.08.03¦ 0.60 ¦101.100¦101.150¦101.100¦ 4.16¦ 686.41¦ ¦
+--------+--------+------+-------+-------+-------+-----+-------+--------+
¦19.11.03¦31.07.03¦ 2.00 ¦101.450¦101.600¦101.450¦ 4.78¦ 5.65¦ 27012 ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦01.08.03¦ 2.00 ¦101.450¦101.550¦101.550¦ 4.89¦ 224.93¦ ¦
+--------+--------+------+-------+-------+-------+-----+-------+--------+
¦21.01.04¦28.07.03¦ 0.10 ¦101.500¦101.700¦101.500¦ 7.11¦ 15.29¦ 28001 ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦29.07.03¦ 0.20 ¦101.700¦101.975¦101.700¦ 6.35¦ 3.12¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦30.07.03¦ 0.20 ¦101.200¦102.175¦102.170¦ 5.77¦ 10.05¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦31.07.03¦ 0.20 ¦102.590¦102.600¦102.590¦ 4.61¦ 14.83¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦01.08.03¦ 0.20 ¦102.200¦102.350¦102.200¦ 5.31¦ 184.24¦ ¦
+--------+--------+------+-------+-------+-------+-----+-------+--------+
¦04.02.04¦29.07.03¦ 2.73 ¦102.700¦103.100¦103.100¦ 6.37¦ 137.99¦ 27015 ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦30.07.03¦ 2.76 ¦103.250¦103.497¦103.350¦ 5.49¦ 25.39¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦31.07.03¦ 2.80 ¦103.350¦103.500¦103.350¦ 5.33¦ 37.55¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦01.08.03¦ 2.83 ¦103.300¦103.400¦103.400¦ 5.47¦ 663.17¦ ¦
+--------+--------+------+-------+-------+-------+-----+-------+--------+
¦15.03.04¦31.07.03¦ 3.78 ¦103.000¦103.000¦103.000¦ 4.91¦ 1.05¦ 26002 ¦
+--------+--------+------+-------+-------+-------+-----+-------+--------+
¦02.06.04¦29.07.03¦ 1.81 ¦104.351¦104.500¦104.400¦ 6.78¦ 101.62¦ 27013 ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦30.07.03¦ 1.84 ¦105.450¦105.450¦105.450¦ 5.46¦ 0.14¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦01.08.03¦ 1.91 ¦105.450¦105.600¦105.600¦ 5.32¦ 198.66¦ ¦
+--------+--------+------+-------+-------+-------+-----+-------+--------+
¦04.08.04¦29.07.03¦ 2.73 ¦105.000¦105.150¦105.150¦ 7.00¦ 15.92¦ 27017 ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦30.07.03¦ 2.76 ¦105.800¦105.800¦105.800¦ 6.21¦ 1.00¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦01.08.03¦ 2.83 ¦105.490¦105.790¦105.490¦ 6.28¦ 74.35¦ ¦
+--------+--------+------+-------+-------+-------+-----+-------+--------+
¦15.12.04¦29.07.03¦ 1.35 ¦105.850¦106.400¦106.400¦ 7.61¦ 69.20¦ 27014 ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦30.07.03¦ 1.38 ¦106.999¦107.280¦107.280¦ 6.78¦ 20.05¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦31.07.03¦ 1.41 ¦107.500¦107.700¦107.501¦ 6.41¦ 23.95¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦01.08.03¦ 1.45 ¦106.000¦107.600¦107.340¦ 6.43¦ 14.90¦ ¦
+--------+--------+------+-------+-------+-------+-----+-------+--------+
¦15.03.05¦29.07.03¦ 3.73 ¦105.484¦105.484¦105.484¦ 6.31¦ 0.10¦ 26003 ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦31.07.03¦ 3.78 ¦105.500¦105.500¦105.500¦ 6.29¦ 0.90¦ ¦
+--------+--------+------+-------+-------+-------+-----+-------+--------+
¦20.04.05¦28.07.03¦ 0.19 ¦108.300¦108.570¦108.550¦ 7.25¦ 26.02¦ 27021 ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦29.07.03¦ 0.23 ¦108.000¦108.280¦108.000¦ 7.45¦ 2.50¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦30.07.03¦ 0.27 ¦108.400¦108.400¦108.400¦ 7.26¦ 0.85¦ ¦
+--------+--------+------+-------+-------+-------+-----+-------+--------+
¦20.07.05¦29.07.03¦ 0.15 ¦101.200¦101.200¦101.200¦ 7.49¦ 0.05¦ 27023 ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦30.07.03¦ 0.17 ¦101.000¦103.000¦101.000¦ 7.60¦ 609.42¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦31.07.03¦ 0.20 ¦101.190¦101.250¦101.200¦ 7.48¦ 674.60¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦01.08.03¦ 0.22 ¦101.000¦101.150¦101.000¦ 7.53¦ 253.13¦ ¦
+--------+--------+------+-------+-------+-------+-----+-------+--------+
¦14.09.05¦28.07.03¦ 1.53 ¦110.000¦110.000¦110.000¦ 7.24¦ 0.08¦ 27018 ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦29.07.03¦ 1.57 ¦109.300¦109.500¦109.300¦ 7.59¦ 5.10¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦30.07.03¦ 1.61 ¦109.990¦110.100¦110.100¦ 7.19¦ 0.05¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦31.07.03¦ 1.65 ¦109.800¦110.500¦109.800¦ 7.24¦ 4.57¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦01.08.03¦ 1.69 ¦109.400¦109.400¦109.400¦ 7.51¦ 10.00¦ ¦
+--------+--------+------+-------+-------+-------+-----+-------+--------+
¦15.02.06¦29.07.03¦ 1.89 ¦101.395¦101.500¦101.500¦ 8.26¦ 49.03¦ 27022 ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦30.07.03¦ 1.92 ¦101.750¦101.800¦101.800¦ 8.12¦ 98.39¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦31.07.03¦ 1.95 ¦102.000¦104.000¦102.000¦ 7.72¦ 62.30¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦01.08.03¦ 1.97 ¦101.800¦101.800¦101.800¦ 8.11¦ 0.15¦ ¦
+--------+--------+------+-------+-------+-------+-----+-------+--------+
¦02.08.06¦29.07.03¦ 6.33 ¦104.500¦104.899¦104.899¦ 8.18¦ 406.84¦ 45002 ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦30.07.03¦ 6.37 ¦105.270¦105.500¦105.500¦ 7.62¦ 56.50¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦31.07.03¦ 6.41 ¦105.800¦106.250¦105.850¦ 7.20¦ 169.29¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦01.08.03¦ 6.44 ¦105.500¦105.500¦105.500¦ 7.58¦ 1.00¦ ¦
+--------+--------+------+-------+-------+-------+-----+-------+--------+
¦15.11.06¦28.07.03¦ 2.61 ¦105.965¦106.000¦105.965¦ 9.00¦ 15.39¦ 45001 ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦29.07.03¦ 2.65 ¦106.000¦106.880¦106.880¦ 8.81¦ 97.60¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦30.07.03¦ 2.69 ¦106.950¦107.880¦107.700¦ 8.24¦ 155.57¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦31.07.03¦ 2.72 ¦107.301¦108.700¦108.500¦ 7.92¦ 350.98¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦01.08.03¦ 2.76 ¦107.500¦107.800¦107.500¦ 8.28¦ 12.00¦ ¦
+--------+--------+------+-------+-------+-------+-----+-------+--------+
¦10.09.08¦28.07.03¦ 1.53 ¦107.000¦107.770¦107.770¦ 9.25¦ 0.72¦ 46001 ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦29.07.03¦ 1.57 ¦108.200¦108.790¦108.790¦ 8.89¦ 31.50¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦30.07.03¦ 1.61 ¦109.180¦109.500¦109.200¦ 8.62¦ 27.62¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦31.07.03¦ 1.65 ¦109.900¦110.500¦110.250¦ 8.35¦ 396.11¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦01.08.03¦ 1.69 ¦109.950¦110.050¦110.000¦ 8.41¦ 70.75¦ ¦
+--------+--------+------+-------+-------+-------+-----+-------+--------+
¦14.07.10¦31.07.03¦ 0.26 ¦115.900¦115.900¦115.900¦ 7.37¦ 0.01¦ 46003 ¦
+--------+--------+------+-------+-------+-------+-----+-------+--------+
¦08.08.12¦29.07.03¦ 6.20 ¦106.200¦107.000¦107.000¦ 8.62¦ 8.51¦ 46002 ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦30.07.03¦ 6.23 ¦107.400¦107.700¦107.500¦ 8.46¦ 29.60¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦31.07.03¦ 6.27 ¦107.600¦108.750¦108.199¦ 8.33¦ 302.40¦ ¦
+--------+--------+------+-------+-------+-------+-----+-------+--------+
¦29.08.18¦29.07.03¦ 4.20 ¦103.000¦103.000¦103.000¦ 8.68¦ 388.10¦ 46014 ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦30.07.03¦ 4.23 ¦103.800¦104.500¦104.000¦ 8.51¦ 522.66¦ ¦
¦ +--------+------+-------+-------+-------+-----+-------+ ¦
¦ ¦31.07.03¦ 4.26 ¦104.700¦105.200¦105.200¦ 8.36¦ 163.00¦ ¦
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 ¦ 118 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 24.11.2003 ¦ 115 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2004 ¦ 227 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2004 ¦ 227 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2003 ¦ 118 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 24.11.2003 ¦ 115 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 25.11.2003 ¦ 116 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 27.11.2003 ¦ 118 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 28.11.2003 ¦ 119 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 17.09.2003 ¦ 47 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 08.10.2003 ¦ 68 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 19.11.2003 ¦ 110 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 03.09.2003 ¦ 33 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 17.09.2003 ¦ 47 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 06.08.2003 ¦ 5 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 20.08.2003 ¦ 19 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 06.08.2003 ¦ 5 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 17.09.2003 ¦ 47 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 22.10.2003 ¦ 82 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27022 ¦ 20.08.2003 ¦ 19 ¦ 10.00 ¦ 24.93 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27023 ¦ 22.10.2003 ¦ 82 ¦ 9.00 ¦ 22.44 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27024 ¦ 22.10.2003 ¦ 82 ¦ 8.00 ¦ 23.01 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 22.10.2003 ¦ 82 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 20.08.2003 ¦ 19 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45002 ¦ 06.08.2003 ¦ 5 ¦ 14.00 ¦ 66.36 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 17.09.2003 ¦ 47 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46002 ¦ 20.08.2003 ¦ 19 ¦ 13.00 ¦ 69.81 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46003 ¦ 21.01.2004 ¦ 173 ¦ 12.00 ¦ 59.84 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46014 ¦ 17.09.2003 ¦ 47 ¦ 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-¦досроч. ¦в обращ., ¦остаток, ¦
¦выпуска ¦ния ¦ния ¦пога-¦ (вк. ¦меще- ¦выкупов ¦млн. руб. ¦млн. руб.¦
¦ ¦ ¦ ¦шения¦ осн.) ¦ний ¦ ¦ ¦ ¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21166 ¦05.02.03¦06.08.03¦ 5¦ 1 ¦ 2 ¦ ¦ 2039.979¦ 2960.021¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21167 ¦05.03.03¦03.09.03¦ 33¦ 1 ¦ 2 ¦ ¦ 4522.588¦ 1477.412¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21168 ¦02.04.03¦08.10.03¦ 68¦ 1 ¦ ¦ ¦ 5994.811¦ 5.189¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21169 ¦07.05.03¦05.11.03¦ 96¦ 1 ¦ ¦ ¦ 2468.554¦ 2531.446¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 118¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 843¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 227¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 592¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 484¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1207¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1572¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 1938¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2303¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 47¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 68¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 110¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 306¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 502¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 187¦ 3 ¦ 62 ¦ ¦ 16000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 19¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 369¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 775¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 628¦ 2 ¦ 2 ¦ ¦ 10941.601¦ 58.399¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27022 ¦19.02.03¦15.02.06¦ 929¦ 3 ¦ 10 ¦ ¦ 21295.514¦ 2704.486¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27023 ¦23.04.03¦20.07.05¦ 719¦ 3 ¦ 3 ¦ ¦ 20291.893¦ 2708.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27024 ¦09.07.03¦19.04.06¦ 992¦ 2 ¦ ¦ ¦ 5349.887¦ 5650.113¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 173¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1202¦ 5 ¦ 81 ¦ ¦ 30354.634¦ 1645.366¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45002 ¦14.02.03¦02.08.06¦ 1097¦ 1 ¦ ¦ ¦ 9200.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 1867¦ 3 ¦ 45 ¦ ¦ 27830.000¦ 3170.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46002 ¦05.02.03¦08.08.12¦ 3295¦ 2 ¦ 26 ¦ ¦ 22619.652¦ 4580.348¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46003 ¦14.02.03¦14.07.10¦ 2539¦ 1 ¦ ¦ ¦ 8000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46014 ¦05.03.03¦29.08.18¦ 5507¦ 3 ¦ 4 ¦ ¦ 20094.552¦ 6905.448¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦303167.583¦50554.424¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦28.07.03¦29.07.03¦30.07.03¦31.07.03¦01.08.03¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 4.74 ¦ 4.54 ¦ 4.26 ¦ 3.48 ¦ 3.94 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 6.09 ¦ 5.54 ¦ 5.54 ¦ 5.46 ¦ 5.46 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 8.76 ¦ 8.65 ¦ 8.42 ¦ 8.19 ¦ 8.26 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 7.50 ¦ 7.57 ¦ 7.23 ¦ 7.05 ¦ 7.20 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 3.46 ¦ 0.00 ¦ 3.94 ¦ 4.19 ¦ 3.99 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 6.31 ¦ 0.00 ¦ 5.86 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 9.01 ¦ 8.61 ¦ 8.48 ¦ 8.23 ¦ 8.39 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 7.03 ¦ 7.37 ¦ 7.57 ¦ 7.40 ¦ 6.07 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.01 ¦ 0.00 ¦ 0.00 ¦ 0.03 ¦ 8.29 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 0.01 ¦ 0.00 ¦ 0.11 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.01 ¦ 0.78 ¦ 0.66 ¦ 1.17 ¦ 0.07 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.07 ¦ 0.25 ¦ 0.65 ¦ 0.56 ¦ 1.44 ¦
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---------¬
¦ ¦ 28.07.03¦ 29.07.03¦ 30.07.03¦ 31.07.03¦ 01.08.03¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦303167.58¦303167.58¦303167.58¦303167.58¦303167.58¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 15025.93¦ 15025.93¦ 15025.93¦ 15025.93¦ 15025.93¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1749.36¦ 1749.36¦ 1749.36¦ 1749.36¦ 1749.36¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦118098.84¦118098.84¦118098.84¦118098.84¦118098.84¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦168293.46¦168293.46¦168293.46¦168293.46¦168293.46¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦322420.15¦322900.81¦324774.90¦326369.80¦325788.19¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 14913.53¦ 14913.53¦ 14920.42¦ 14935.23¦ 14939.01¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1849.03¦ 1860.78¦ 1861.20¦ 1862.88¦ 1863.31¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦129415.75¦130016.85¦131198.93¦132363.16¦132048.31¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦176241.85¦176109.66¦176794.34¦177208.52¦176937.57¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 827.50¦ 828.02¦ 829.91¦ 832.70¦ 831.59¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 57.37¦ 56.37¦ 55.38¦ 54.42¦ 53.42¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 410.28¦ 410.53¦ 409.72¦ 408.82¦ 408.01¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 1461.58¦ 1461.25¦ 1463.76¦ 1467.39¦ 1467.64¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 431.44¦ 430.28¦ 429.32¦ 428.68¦ 427.08¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

<ТЕЛЕТАЙПОГРАММА> ГТК РФ от 01.08.2003 n ТФ-3086 <О ПРИМЕНЕНИИ ПРИКАЗА ГТК РОССИИ ОТ 23.06.2003 n 681>  »
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