БЮЛЛЕТЕНЬ ЦБ РФ от 18.07.2003 n 26 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 18 июля 2003 г. N 26
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 278.682 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) ¦
+---------+--------+------+------+------+--------+-------+-------+
¦23.07.03 ¦14.07.03¦99.903¦99.923¦99.919¦ 3.29 ¦ 99.27 ¦ 21165 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦15.07.03¦99.920¦99.945¦99.945¦ 3.01 ¦ 61.61 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦16.07.03¦99.940¦99.945¦99.945¦ 3.03 ¦ 48.98 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦18.07.03¦99.971¦99.971¦99.971¦ 2.12 ¦ 0.00 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦03.09.03 ¦15.07.03¦99.482¦99.482¦99.482¦ 3.80 ¦ 3.00 ¦ 21167 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦16.07.03¦99.510¦99.510¦99.510¦ 3.67 ¦ 3.00 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦17.07.03¦99.503¦99.520¦99.503¦ 3.80 ¦ 3.00 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦18.07.03¦99.550¦99.600¦99.550¦ 3.38 ¦ 14.58 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦08.10.03 ¦15.07.03¦99.120¦99.159¦99.120¦ 3.74 ¦ 38.50 ¦ 21168 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦16.07.03¦99.142¦99.145¦99.145¦ 3.75 ¦ 6.43 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦17.07.03¦99.179¦99.289¦99.289¦ 3.39 ¦ 0.00 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦05.11.03 ¦16.07.03¦98.250¦98.250¦98.250¦ 5.80 ¦ 0.31 ¦ 21169 ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 3289.849 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)¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.08.03 ¦14.07.03¦ 1.78 ¦100.600¦100.740¦100.600¦ 6.01 ¦ 213.80¦27016 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.07.03¦ 1.81 ¦100.602¦100.700¦100.700¦ 4.90 ¦ 37.17¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.07.03¦ 1.84 ¦100.600¦100.650¦100.600¦ 5.31 ¦ 130.89¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.07.03¦ 1.87 ¦100.600¦100.650¦100.600¦ 5.36 ¦ 58.50¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.07.03¦ 1.91 ¦100.610¦100.650¦100.650¦ 5.22 ¦ 64.02¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦17.09.03 ¦14.07.03¦ 0.70 ¦101.000¦101.120¦101.090¦ 3.93 ¦ 30.01¦27010 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.07.03¦ 0.70 ¦101.098¦101.134¦101.134¦ 3.99 ¦ 32.36¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.07.03¦ 0.80 ¦100.900¦101.060¦100.950¦ 4.21 ¦ 44.82¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.07.03¦ 0.80 ¦100.973¦101.100¦100.973¦ 4.11 ¦ 31.25¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.07.03¦ 0.80 ¦100.900¦100.970¦100.900¦ 4.55 ¦ 11.57¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.10.03 ¦14.07.03¦ 0.10 ¦101.345¦101.500¦101.400¦ 4.09 ¦ 15.12¦27011 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.07.03¦ 0.20 ¦101.120¦101.400¦101.400¦ 3.87 ¦ 72.59¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.07.03¦ 0.20 ¦101.200¦101.320¦101.200¦ 4.60 ¦ 50.25¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.07.03¦ 0.20 ¦101.200¦101.300¦101.250¦ 4.61 ¦ 17.40¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.07.03¦ 0.20 ¦101.200¦101.210¦101.200¦ 4.90 ¦ 10.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦19.11.03 ¦14.07.03¦ 1.50 ¦101.980¦101.980¦101.980¦ 4.25 ¦ 1.00¦27012 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.07.03¦ 1.50 ¦101.900¦101.900¦101.900¦ 4.51 ¦ 0.59¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.07.03¦ 1.50 ¦101.550¦101.550¦101.550¦ 5.58 ¦ 5.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.07.03¦ 1.60 ¦101.400¦101.400¦101.400¦ 5.78 ¦ 0.01¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦21.01.04 ¦14.07.03¦ 2.30 ¦102.330¦102.700¦102.700¦ 5.45 ¦ 7.01¦28001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.07.03¦ 2.30 ¦102.100¦102.640¦102.640¦ 5.91 ¦ 0.10¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.07.03¦ 2.30 ¦101.500¦102.359¦102.359¦ 5.50 ¦ 0.56¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.07.03¦ 2.30 ¦102.000¦102.390¦102.390¦ 5.51 ¦ 111.34¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.02.04 ¦14.07.03¦ 2.24 ¦103.650¦104.000¦104.000¦ 5.40 ¦ 6.11¦27015 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.07.03¦ 2.27 ¦103.600¦104.100¦103.649¦ 5.45 ¦ 43.61¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.07.03¦ 2.30 ¦103.250¦103.750¦103.550¦ 5.67 ¦ 0.64¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.07.03¦ 2.33 ¦103.300¦103.700¦103.300¦ 5.79 ¦ 0.95¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.07.03¦ 2.37 ¦103.000¦103.200¦103.000¦ 6.45 ¦ 17.50¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.04 ¦14.07.03¦ 3.32 ¦102.900¦102.900¦102.900¦ 5.39 ¦ 2.21¦26002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.07.03¦ 3.40 ¦102.600¦102.600¦102.600¦ 5.79 ¦ 5.44¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.06.04 ¦14.07.03¦ 1.32 ¦105.400¦105.500¦105.500¦ 5.79 ¦ 173.42¦27013 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.07.03¦ 1.35 ¦105.000¦105.550¦105.550¦ 6.29 ¦ 6.02¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.07.03¦ 1.41 ¦105.100¦105.200¦105.100¦ 6.06 ¦ 28.18¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.07.03¦ 1.45 ¦105.000¦105.100¦105.000¦ 6.12 ¦ 20.35¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.08.04 ¦15.07.03¦ 2.27 ¦105.700¦106.050¦105.888¦ 6.43 ¦ 45.02¦27017 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.07.03¦ 2.30 ¦104.500¦105.200¦105.000¦ 7.36 ¦ 18.05¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.07.03¦ 2.33 ¦105.100¦105.700¦105.700¦ 7.02 ¦ 3.32¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.12.04 ¦15.07.03¦ 0.89 ¦106.100¦106.800¦106.200¦ 7.59 ¦ 36.32¦27014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.07.03¦ 0.92 ¦104.800¦105.750¦104.850¦ 8.50 ¦ 138.78¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.07.03¦ 0.95 ¦105.000¦105.500¦105.500¦ 8.31 ¦ 91.39¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.07.03¦ 0.99 ¦105.470¦105.570¦105.570¦ 8.07 ¦ 10.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.05 ¦17.07.03¦ 3.40 ¦104.484¦104.484¦104.484¦ 7.00 ¦ 8.00¦26003 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.04.05 ¦14.07.03¦ 3.15 ¦108.400¦109.100¦108.950¦ 7.32 ¦ 17.95¦27021 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.07.03¦ 3.18 ¦108.500¦108.700¦108.500¦ 7.26 ¦ 32.50¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.07.03¦ 3.22 ¦107.500¦109.890¦109.890¦ 7.96 ¦ 3.98¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.07.03¦ 3.26 ¦107.300¦108.500¦108.500¦ 7.50 ¦ 0.01¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.07.05 ¦17.07.03¦ 2.21 ¦101.000¦101.000¦101.000¦ 7.64 ¦ 14.00¦27023 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.07.03¦ 2.24 ¦101.000¦101.490¦101.490¦ 7.64 ¦ 4.50¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.09.05 ¦14.07.03¦ 1.00 ¦110.000¦110.000¦110.000¦ 7.36 ¦ 0.32¦27018 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.07.03¦ 1.04 ¦109.450¦110.000¦109.800¦ 7.48 ¦ 60.32¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.07.03¦ 1.07 ¦108.700¦109.500¦109.000¦ 7.79 ¦ 16.16¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.02.06 ¦16.07.03¦ 1.53 ¦100.000¦101.600¦100.000¦ 8.41 ¦ 6.65¦27022 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.08.06 ¦14.07.03¦ 5.75 ¦104.800¦105.000¦104.800¦ 8.17 ¦ 203.28¦45002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.07.03¦ 5.79 ¦104.150¦104.700¦104.150¦ 8.54 ¦ 220.39¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.07.03¦ 5.87 ¦103.500¦103.700¦103.500¦ 9.02 ¦ 124.68¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.07.03¦ 5.91 ¦103.740¦104.350¦104.160¦ 8.57 ¦ 259.25¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.11.06 ¦14.07.03¦ 2.07 ¦108.000¦108.100¦108.100¦ 8.16 ¦ 36.59¦45001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.07.03¦ 2.11 ¦107.200¦108.000¦107.200¦ 8.34 ¦ 46.27¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.07.03¦ 2.15 ¦104.000¦107.500¦104.000¦ 9.79 ¦ 56.92¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.07.03¦ 2.19 ¦105.000¦107.800¦105.559¦ 9.22 ¦ 21.90¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.07.03¦ 2.22 ¦106.000¦106.500¦106.200¦ 8.98 ¦ 347.92¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦10.09.08 ¦14.07.03¦ 1.00 ¦109.000¦109.000¦109.000¦ 8.76 ¦ 7.32¦46001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.07.03¦ 1.04 ¦108.450¦109.000¦109.000¦ 8.81 ¦ 15.14¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.07.03¦ 1.07 ¦105.970¦108.000¦105.970¦ 9.12 ¦ 9.08¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.07.03¦ 1.11 ¦107.700¦107.700¦107.700¦ 9.12 ¦ 0.20¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.07.03¦ 1.15 ¦107.700¦108.300¦108.000¦ 9.03 ¦ 67.30¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.08.12 ¦14.07.03¦ 5.66 ¦106.900¦107.080¦106.990¦ 8.59 ¦ 17.50¦46002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.07.03¦ 5.70 ¦106.000¦106.280¦106.000¦ 8.75 ¦ 17.75¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.07.03¦ 5.77 ¦106.000¦106.000¦106.000¦ 8.76 ¦ 5.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦29.08.18 ¦14.07.03¦ 3.77 ¦106.600¦106.700¦106.600¦ 8.12 ¦ 7.00¦46014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.07.03¦ 3.80 ¦103.000¦104.100¦103.000¦ 8.66 ¦ 38.36¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.07.03¦ 3.83 ¦100.000¦100.000¦100.000¦ 9.17 ¦ 1.80¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.07.03¦ 3.88 ¦100.800¦101.280¦100.800¦ 9.02 ¦ 29.13¦ ¦
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 ¦ 132 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 24.11.2003 ¦ 129 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2004 ¦ 241 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2004 ¦ 241 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2003 ¦ 132 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 24.11.2003 ¦ 129 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 25.11.2003 ¦ 130 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 27.11.2003 ¦ 132 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 28.11.2003 ¦ 133 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 17.09.2003 ¦ 61 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 08.10.2003 ¦ 82 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 19.11.2003 ¦ 124 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 03.09.2003 ¦ 47 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 17.09.2003 ¦ 61 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 06.08.2003 ¦ 19 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 20.08.2003 ¦ 33 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 06.08.2003 ¦ 19 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 17.09.2003 ¦ 61 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 23.07.2003 ¦ 5 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27022 ¦ 20.08.2003 ¦ 33 ¦ 10.00 ¦ 24.93 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27023 ¦ 23.07.2003 ¦ 5 ¦ 9.50 ¦ 23.68 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27024 ¦ 22.10.2003 ¦ 96 ¦ 8.00 ¦ 23.01 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 23.07.2003 ¦ 5 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 20.08.2003 ¦ 33 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45002 ¦ 06.08.2003 ¦ 19 ¦ 14.00 ¦ 66.36 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 17.09.2003 ¦ 61 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46002 ¦ 20.08.2003 ¦ 33 ¦ 13.00 ¦ 69.81 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46003 ¦ 23.07.2003 ¦ 5 ¦ 14.00 ¦ 60.99 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46014 ¦ 17.09.2003 ¦ 61 ¦ 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 ¦ ¦ ¦ ¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21165 ¦04.12.02¦23.07.03¦ 5¦ 1 ¦ 2 ¦ ¦ 3025.287¦ 1974.713¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21166 ¦05.02.03¦06.08.03¦ 19¦ 1 ¦ 2 ¦ ¦ 2039.979¦ 2960.021¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21167 ¦05.03.03¦03.09.03¦ 47¦ 1 ¦ 2 ¦ ¦ 4522.588¦ 1477.412¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21168 ¦02.04.03¦08.10.03¦ 82¦ 1 ¦ ¦ ¦ 5994.811¦ 5.189¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21169 ¦07.05.03¦05.11.03¦ 110¦ 1 ¦ ¦ ¦ 2468.554¦ 2531.446¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 132¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 857¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 241¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 606¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 498¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1221¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1586¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 1952¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2317¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 61¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 82¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 124¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 320¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 516¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 201¦ 3 ¦ 62 ¦ ¦ 16000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 33¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 383¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 789¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 642¦ 2 ¦ 2 ¦ ¦ 10941.601¦ 58.399¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27022 ¦19.02.03¦15.02.06¦ 943¦ 3 ¦ 10 ¦ ¦ 21295.514¦ 2704.486¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27023 ¦23.04.03¦20.07.05¦ 733¦ 3 ¦ 3 ¦ ¦ 20291.893¦ 2708.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27024 ¦09.07.03¦19.04.06¦ 1006¦ 1 ¦ ¦ ¦ 4027.541¦ 972.459¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 187¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1216¦ 5 ¦ 81 ¦ ¦ 30354.634¦ 1645.366¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45002 ¦14.02.03¦02.08.06¦ 1111¦ 1 ¦ ¦ ¦ 9200.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 1881¦ 3 ¦ 45 ¦ ¦ 27830.000¦ 3170.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46002 ¦05.02.03¦08.08.12¦ 3309¦ 2 ¦ 26 ¦ ¦ 22619.652¦ 4580.348¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46003 ¦14.02.03¦14.07.10¦ 2553¦ 1 ¦ ¦ ¦ 8000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46014 ¦05.03.03¦29.08.18¦ 5521¦ 3 ¦ 4 ¦ ¦ 20094.552¦ 6905.448¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ Итого: ¦ ¦304870.524¦47851.483¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦14.07.03¦15.07.03¦16.07.03¦17.07.03¦18.07.03¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 4.34 ¦ 4.08 ¦ 4.27 ¦ 4.17 ¦ 4.07 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 6.06 ¦ 6.06 ¦ 6.06 ¦ 6.08 ¦ 6.08 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 8.34 ¦ 8.62 ¦ 9.02 ¦ 8.97 ¦ 8.86 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 6.95 ¦ 7.10 ¦ 7.53 ¦ 7.54 ¦ 7.56 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 3.29 ¦ 3.65 ¦ 3.57 ¦ 3.80 ¦ 3.38 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 5.39 ¦ 0.00 ¦ 0.00 ¦ 6.74 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 8.25 ¦ 8.59 ¦ 9.61 ¦ 9.02 ¦ 8.87 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 5.96 ¦ 6.91 ¦ 7.93 ¦ 7.17 ¦ 6.67 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.55 ¦ 0.57 ¦ 0.33 ¦ 0.02 ¦ 0.08 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.13 ¦ 0.00 ¦ 0.00 ¦ 0.78 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.23 ¦ 0.28 ¦ 0.06 ¦ 0.13 ¦ 0.59 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.27 ¦ 0.22 ¦ 0.25 ¦ 0.21 ¦ 0.08 ¦
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---------¬
¦ ¦ 14.07.03¦ 15.07.03¦ 16.07.03¦ 17.07.03¦ 18.07.03¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦304870.52¦304870.52¦304870.52¦304870.52¦304870.52¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 18051.22¦ 18051.22¦ 18051.22¦ 18051.22¦ 18051.22¦
+----------------------+---------+---------+---------+---------+---------+
¦ 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 ¦166971.11¦166971.11¦166971.11¦166971.11¦166971.11¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦327756.70¦326383.27¦323683.22¦324036.36¦324569.45¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 17911.10¦ 17922.70¦ 17924.63¦ 17929.71¦ 17933.48¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1844.01¦ 1844.43¦ 1844.87¦ 1844.31¦ 1844.75¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦131381.28¦130283.53¦128405.01¦128733.26¦129261.39¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦176620.30¦176332.61¦175508.71¦175529.08¦175529.82¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 832.50¦ 828.53¦ 821.75¦ 820.74¦ 821.60¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 60.87¦ 59.87¦ 58.87¦ 57.88¦ 56.87¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 421.53¦ 420.72¦ 419.91¦ 419.17¦ 418.36¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 1471.55¦ 1467.62¦ 1460.50¦ 1458.16¦ 1459.09¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 439.68¦ 438.73¦ 436.57¦ 435.40¦ 434.52¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

ОФИЦИАЛЬНОЕ СООБЩЕНИЕ ЦБ РФ от 18.07.2003 <ОБ АУКЦИОНЕ ПО РАЗМЕЩЕНИЮ ОБЛИГАЦИЙ ФЕДЕРАЛЬНОГО ЗАЙМА С ФИКСИРОВАННЫМ КУПОННЫМ ДОХОДОМ ДОПОЛНИТЕЛЬНОГО ВЫПУСКА n 27024rmfs>  »
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