БЮЛЛЕТЕНЬ ЦБ РФ от 11.07.2003 n 25 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 11 июля 2003 г. N 25
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 100.907 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 ¦07.07.03¦99.865¦99.865¦99.865¦ 3.08 ¦ 1.00 ¦ 21165 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦08.07.03¦99.876¦99.877¦99.877¦ 3.02 ¦ 39.00 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦09.07.03¦99.878¦99.879¦99.879¦ 3.16 ¦ 56.91 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦10.07.03¦99.881¦99.881¦99.881¦ 3.35 ¦ 1.00 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦03.09.03 ¦07.07.03¦99.400¦99.400¦99.400¦ 3.80 ¦ 3.00 ¦ 21167 ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 2412.911 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 ¦10.07.03¦ 1.64 ¦100.905¦100.925¦100.905¦ 3.86 ¦ 75.06 ¦27016 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.07.03¦ 1.68 ¦100.900¦100.900¦100.900¦ 3.75 ¦ 3.00 ¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦17.09.03 ¦07.07.03¦ 0.50 ¦101.340¦101.340¦101.340¦ 3.33 ¦ 0.20 ¦27010 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.07.03¦ 0.50 ¦101.215¦101.300¦101.215¦ 3.90 ¦ 98.14 ¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.07.03¦ 0.60 ¦101.135¦101.240¦101.135¦ 3.93 ¦ 21.71 ¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.07.03¦ 0.60 ¦101.140¦101.150¦101.140¦ 3.99 ¦ 97.00 ¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.07.03¦ 0.60 ¦101.140¦101.154¦101.145¦ 4.04 ¦ 13.68 ¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.10.03 ¦08.07.03¦ 2.50 ¦101.730¦101.730¦101.730¦ 3.04 ¦ 4.43 ¦27011 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.07.03¦ 0.00 ¦101.650¦101.750¦101.750¦ 3.43 ¦ 0.12 ¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.07.03¦ 0.10 ¦101.450¦101.550¦101.450¦ 3.59 ¦277.75 ¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦19.11.03 ¦08.07.03¦ 1.30 ¦102.000¦102.000¦102.000¦ 4.55 ¦ 25.74 ¦27012 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.07.03¦ 1.40 ¦102.300¦102.300¦102.300¦ 3.50 ¦ 0.11 ¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦21.01.04 ¦07.07.03¦ 2.10 ¦102.850¦102.850¦102.850¦ 4.68 ¦ 0.65 ¦28001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.07.03¦ 2.10 ¦102.500¦102.750¦102.750¦ 5.28 ¦ 6.31 ¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.07.03¦ 2.10 ¦102.500¦102.750¦102.600¦ 5.20 ¦ 7.64 ¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.07.03¦ 2.10 ¦102.700¦102.700¦102.700¦ 5.05 ¦ 60.02 ¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.07.03¦ 2.20 ¦102.700¦102.700¦102.700¦ 4.88 ¦ 0.93 ¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.02.04 ¦07.07.03¦ 2.01 ¦104.200¦104.300¦104.300¦ 4.61 ¦ 53.91 ¦27015 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.07.03¦ 2.04 ¦104.250¦104.300¦104.300¦ 4.54 ¦ 10.30 ¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.07.03¦ 2.07 ¦104.150¦104.300¦104.150¦ 4.63 ¦ 6.16 ¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.07.03¦ 2.10 ¦104.295¦104.295¦104.295¦ 4.43 ¦ 0.00 ¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.07.03¦ 2.14 ¦104.000¦104.000¦104.000¦ 4.92 ¦ 1.00 ¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.04 ¦10.07.03¦ 3.21 ¦102.890¦102.890¦102.890¦ 5.48 ¦ 0.89 ¦26002 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.06.04 ¦07.07.03¦ 1.09 ¦105.600¦106.149¦106.149¦ 5.24 ¦ 60.66 ¦27013 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.07.03¦ 1.18 ¦106.000¦106.000¦106.000¦ 5.22 ¦ 8.15 ¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.08.04 ¦07.07.03¦ 2.01 ¦107.000¦107.230¦107.230¦ 5.36 ¦ 47.10 ¦27017 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.07.03¦ 2.04 ¦106.650¦107.098¦107.098¦ 5.60 ¦ 13.02 ¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.07.03¦ 2.07 ¦106.500¦106.500¦106.500¦ 5.84 ¦ 18.55 ¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.07.03¦ 2.10 ¦106.300¦107.000¦106.780¦ 5.49 ¦ 36.68 ¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.05 ¦11.07.03¦ 3.23 ¦104.500¦104.500¦104.500¦ 7.02 ¦ 0.20 ¦26003 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.04.05 ¦07.07.03¦ 2.88 ¦109.800¦110.000¦109.950¦ 6.57 ¦ 8.62 ¦27021 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.07.03¦ 2.95 ¦109.010¦109.010¦109.010¦ 7.11 ¦ 2.00 ¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.07.03¦ 3.03 ¦109.100¦109.100¦109.100¦ 7.03 ¦ 1.44 ¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.07.05 ¦07.07.03¦ 1.95 ¦102.199¦102.199¦102.199¦ 7.00 ¦ 0.00 ¦27023 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.07.03¦ 1.98 ¦101.799¦101.800¦101.800¦ 7.22 ¦119.03 ¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.07.03¦ 2.00 ¦101.790¦101.849¦101.790¦ 7.19 ¦ 2.50 ¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.07.03¦ 2.03 ¦101.780¦101.849¦101.849¦ 7.22 ¦ 83.01 ¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.07.03¦ 2.06 ¦101.800¦102.000¦101.850¦ 7.18 ¦ 30.73 ¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.09.05 ¦07.07.03¦ 0.73 ¦110.500¦110.500¦110.500¦ 7.17 ¦ 3.00 ¦27018 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.07.03¦ 0.81 ¦110.450¦110.450¦110.450¦ 7.18 ¦ 1.97 ¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.07.03¦ 0.84 ¦110.420¦110.450¦110.450¦ 7.18 ¦ 26.95 ¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.07.03¦ 0.88 ¦110.300¦110.300¦110.300¦ 7.23 ¦ 0.05 ¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.02.06 ¦07.07.03¦ 1.29 ¦104.000¦104.000¦104.000¦ 7.19 ¦ 0.50 ¦27022 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.07.03¦ 1.32 ¦103.500¦103.500¦103.500¦ 7.41 ¦ 0.40 ¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.07.03¦ 1.34 ¦103.280¦103.280¦103.280¦ 7.50 ¦ 2.00 ¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.07.03¦ 1.40 ¦102.938¦102.938¦102.938¦ 7.65 ¦ 1.00 ¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.08.06 ¦08.07.03¦ 5.52 ¦105.650¦106.190¦105.650¦ 7.68 ¦ 7.00 ¦45002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.07.03¦ 5.56 ¦105.350¦105.650¦105.650¦ 7.84 ¦ 30.09 ¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.07.03¦ 5.60 ¦105.350¦105.500¦105.405¦ 7.84 ¦ 4.50 ¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.07.03¦ 5.64 ¦105.167¦105.400¦105.167¦ 7.98 ¦226.51 ¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.11.06 ¦07.07.03¦ 1.80 ¦109.500¦109.810¦109.500¦ 7.50 ¦ 31.84 ¦45001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.07.03¦ 1.84 ¦108.500¦109.600¦108.500¦ 7.76 ¦ 31.44 ¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.07.03¦ 1.88 ¦108.000¦108.600¦108.500¦ 7.99 ¦ 81.08 ¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.07.03¦ 1.92 ¦108.400¦108.650¦108.650¦ 7.97 ¦ 30.58 ¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.07.03¦ 1.96 ¦108.300¦108.520¦108.300¦ 8.02 ¦ 83.50 ¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦10.09.08 ¦07.07.03¦ 0.73 ¦111.999¦112.000¦111.999¦ 7.96 ¦ 0.32 ¦46001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.07.03¦ 0.77 ¦110.950¦112.000¦111.095¦ 8.20 ¦ 95.24 ¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.07.03¦ 0.81 ¦109.015¦111.000¦110.700¦ 8.33 ¦135.03 ¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.07.03¦ 0.84 ¦110.000¦110.750¦110.750¦ 8.48 ¦ 27.00 ¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.07.03¦ 0.88 ¦109.700¦110.250¦109.700¦ 8.50 ¦ 96.16 ¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.08.12 ¦07.07.03¦ 5.41 ¦111.000¦111.700¦111.000¦ 7.88 ¦ 0.05 ¦46002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.07.03¦ 5.45 ¦110.900¦110.995¦110.900¦ 7.94 ¦ 21.20 ¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.07.03¦ 5.49 ¦109.190¦109.999¦109.190¦ 8.15 ¦ 48.66 ¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.07.03¦ 5.52 ¦108.500¦108.800¦108.779¦ 8.29 ¦ 26.26 ¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.07.03¦ 5.56 ¦107.900¦108.000¦107.900¦ 8.42 ¦ 11.00 ¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦29.08.18 ¦08.07.03¦ 3.60 ¦106.000¦106.001¦106.000¦ 8.23 ¦158.54 ¦46014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.07.03¦ 3.62 ¦105.900¦106.800¦105.900¦ 8.19 ¦ 13.87 ¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.07.03¦ 3.65 ¦105.750¦106.000¦105.850¦ 8.26 ¦ 18.28 ¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.07.03¦ 3.68 ¦105.000¦105.100¦105.000¦ 8.38 ¦ 2.50 ¦ ¦
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 ¦ 139 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 24.11.2003 ¦ 136 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2004 ¦ 248 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2004 ¦ 248 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2003 ¦ 139 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 24.11.2003 ¦ 136 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 25.11.2003 ¦ 137 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 27.11.2003 ¦ 139 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 28.11.2003 ¦ 140 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 17.09.2003 ¦ 68 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 08.10.2003 ¦ 89 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 19.11.2003 ¦ 131 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 03.09.2003 ¦ 54 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 17.09.2003 ¦ 68 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 06.08.2003 ¦ 26 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 20.08.2003 ¦ 40 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 06.08.2003 ¦ 26 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 17.09.2003 ¦ 68 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 23.07.2003 ¦ 12 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27022 ¦ 20.08.2003 ¦ 40 ¦ 10.00 ¦ 24.93 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27023 ¦ 23.07.2003 ¦ 12 ¦ 9.50 ¦ 23.68 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27024 ¦ 22.10.2003 ¦ 103 ¦ 8.00 ¦ 23.01 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 23.07.2003 ¦ 12 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 20.08.2003 ¦ 40 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45002 ¦ 06.08.2003 ¦ 26 ¦ 14.00 ¦ 66.36 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 17.09.2003 ¦ 68 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46002 ¦ 20.08.2003 ¦ 40 ¦ 13.00 ¦ 69.81 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46003 ¦ 23.07.2003 ¦ 12 ¦ 14.00 ¦ 60.99 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46014 ¦ 17.09.2003 ¦ 68 ¦ 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¦ 12 ¦ 1 ¦ 2 ¦ ¦ 3025.287¦ 1974.713¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21166 ¦05.02.03¦06.08.03¦ 26 ¦ 1 ¦ 2 ¦ ¦ 2039.979¦ 2960.021¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21167 ¦05.03.03¦03.09.03¦ 54 ¦ 1 ¦ 2 ¦ ¦ 4522.588¦ 1477.412¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21168 ¦02.04.03¦08.10.03¦ 89 ¦ 1 ¦ ¦ ¦ 5994.811¦ 5.189¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21169 ¦07.05.03¦05.11.03¦ 117 ¦ 1 ¦ ¦ ¦ 2468.554¦ 2531.446¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 139 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 864 ¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 248 ¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 613 ¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 505 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦1228 ¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦1593 ¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦1959 ¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦2324 ¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 68 ¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 89 ¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 131 ¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 327 ¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 523 ¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 208 ¦ 3 ¦ 62 ¦ ¦ 16000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 40 ¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 390 ¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 796 ¦ 2 ¦ 45 ¦ ¦ 14000.00 ¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 649 ¦ 2 ¦ 2 ¦ ¦ 10941.601¦ 58.399¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27022 ¦19.02.03¦15.02.06¦ 950 ¦ 3 ¦ 10 ¦ ¦ 21295.514¦ 2704.486¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27023 ¦23.04.03¦20.07.05¦ 740 ¦ 3 ¦ 3 ¦ ¦ 20291.893¦ 2708.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27024 ¦09.07.03¦19.04.06¦1013 ¦ 1 ¦ ¦ ¦ 4027.541¦ 972.459¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 194 ¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦1223 ¦ 5 ¦ 81 ¦ ¦ 30354.634¦ 1645.366¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45002 ¦14.02.03¦02.08.06¦1118 ¦ 1 ¦ ¦ ¦ 9200.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦1888 ¦ 3 ¦ 45 ¦ ¦ 27830.000¦ 3170.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46002 ¦05.02.03¦08.08.12¦3316 ¦ 2 ¦ 26 ¦ ¦ 22619.652¦ 4580.348¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46003 ¦14.02.03¦14.07.10¦2560 ¦ 1 ¦ ¦ ¦ 8000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46014 ¦05.03.03¦29.08.18¦5528 ¦ 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--------¬
¦ ¦07.07.03¦08.07.03¦09.07.03¦10.07.03¦11.07.03¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 3.89 ¦ 4.00 ¦ 4.02 ¦ 4.03 ¦ 4.03 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 5.69 ¦ 5.69 ¦ 5.70 ¦ 5.72 ¦ 6.06 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 7.79 ¦ 8.06 ¦ 8.15 ¦ 8.24 ¦ 8.33 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 6.54 ¦ 6.66 ¦ 6.80 ¦ 6.76 ¦ 6.81 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 3.74 ¦ 3.02 ¦ 3.16 ¦ 3.35 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 5.48 ¦ 7.02 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 7.51 ¦ 8.19 ¦ 8.19 ¦ 8.26 ¦ 8.19 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 5.38 ¦ 6.75 ¦ 6.06 ¦ 6.49 ¦ 5.36 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.02 ¦ 0.22 ¦ 0.32 ¦ 0.01 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.05 ¦ 0.01 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.03 ¦ 0.26 ¦ 0.26 ¦ 0.09 ¦ 0.35 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.11 ¦ 0.17 ¦ 0.04 ¦ 0.23 ¦ 0.19 ¦
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---------¬
¦ ¦ 07.07.03¦ 08.07.03¦ 09.07.03¦ 10.07.03¦ 11.07.03¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦300842.98¦300842.98¦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 ¦162943.57¦162943.57¦166971.11¦166971.11¦166971.11¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦327132.97¦325727.85¦328864.17¦328565.19¦328109.66¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 17909.47¦ 17909.80¦ 17909.89¦ 17909.95¦ 17909.95¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1850.57¦ 1851.01¦ 1851.43¦ 1851.03¦ 1842.70¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦134065.74¦132857.03¦132330.28¦131942.95¦131560.48¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦173307.20¦173110.02¦176772.57¦176861.26¦176796.52¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 848.90¦ 841.25¦ 840.50¦ 837.33¦ 834.09¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 67.87¦ 66.87¦ 65.87¦ 64.87¦ 63.87¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 427.93¦ 427.13¦ 426.32¦ 425.59¦ 423.96¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 1493.44¦ 1481.89¦ 1479.88¦ 1475.67¦ 1470.90¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 435.50¦ 434.11¦ 444.68¦ 443.64¦ 442.52¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

<ТЕЛЕГРАММА> ЦБ РФ от 11.07.2003 n 33-1-11/3755 <О ЗАКРЫТИИ ФИЛИАЛА АКБ МОСКОВСКИЙ ИНДУСТРИАЛЬНЫЙ БАНК (ОАО) (Г. МОСКВА)>  »
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