БЮЛЛЕТЕНЬ ЦБ РФ от 06.06.2003 n 20 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 6 июня 2003 г. N 20
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 47.154 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.)¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦23.07.03 ¦03.06.03¦99.523¦99.523¦99.523¦ 3.50 ¦ 2.00 ¦ 21165 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦04.06.03¦99.502¦99.590¦99.590¦ 3.73 ¦ 3.00 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦05.06.03¦99.589¦99.589¦99.589¦ 3.14 ¦ 0.03 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦06.06.03¦99.575¦99.576¦99.575¦ 3.31 ¦ 2.00 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦06.08.03 ¦03.06.03¦99.250¦99.250¦99.250¦ 4.31 ¦ 10.00 ¦ 21166 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦04.06.03¦99.400¦99.400¦99.400¦ 3.50 ¦ 5.00 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦03.09.03 ¦03.06.03¦99.108¦99.108¦99.108¦ 3.57 ¦ 0.20 ¦ 21167 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦04.06.03¦99.130¦99.130¦99.130¦ 3.52 ¦ 5.00 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦08.10.03 ¦02.06.03¦98.719¦98.730¦98.730¦ 3.69 ¦ 6.58 ¦ 21168 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦03.06.03¦98.730¦98.746¦98.746¦ 3.68 ¦ 6.15 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦04.06.03¦98.756¦98.756¦98.756¦ 3.65 ¦ 3.89 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦05.11.03 ¦02.06.03¦98.200¦98.200¦98.200¦ 4.29 ¦ 3.30 ¦ 21169 ¦
L---------+--------+------+------+------+-------+-------+---------
Торговля ОФЗ при суммарном объеме сделок за неделю 2664.889 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. ¦выпуска ¦
¦ ¦ ¦доход ¦ мин. ¦ макс. ¦ закр. ¦(% ¦руб. по¦(справ.)¦
¦ ¦ ¦(% от ¦ ¦ ¦ ¦год.) ¦номин.)¦ ¦
¦ ¦ ¦ном.) ¦ ¦ ¦ ¦ ¦ ¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦20.08.03 ¦05.06.03¦ 0.49 ¦101.600¦101.700¦101.600¦ 4.30¦ 1.52¦ 27016 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦06.06.03¦ 0.53 ¦101.741¦101.741¦101.741¦ 3.50¦ 2.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦17.09.03 ¦03.06.03¦ 2.10 ¦101.655¦101.749¦101.749¦ 4.25¦ 31.82¦ 27010 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.06.03¦ 2.10 ¦101.580¦101.770¦101.749¦ 4.06¦ 38.72¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.06.03¦ 2.10 ¦101.670¦101.775¦101.775¦ 4.08¦ 16.97¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦06.06.03¦ 2.20 ¦101.551¦101.700¦101.675¦ 3.97¦ 3.88¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦08.10.03 ¦02.06.03¦ 1.50 ¦101.756¦101.800¦101.800¦ 4.85¦ 12.53¦ 27011 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦03.06.03¦ 1.50 ¦101.720¦102.000¦102.000¦ 4.33¦ 19.89¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.06.03¦ 1.50 ¦102.060¦102.130¦102.130¦ 4.00¦ 36.58¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.06.03¦ 1.60 ¦101.910¦101.989¦101.910¦ 4.31¦ 0.72¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦06.06.03¦ 1.60 ¦101.910¦102.000¦101.980¦ 4.12¦ 71.81¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦19.11.03 ¦03.06.03¦ 0.40 ¦102.340¦102.340¦102.340¦ 4.81¦ 0.64¦ 27012 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.06.03¦ 0.40 ¦102.350¦102.350¦102.350¦ 4.82¦ 0.90¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.06.03¦ 0.40 ¦102.350¦102.350¦102.350¦ 4.85¦ 2.21¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦06.06.03¦ 0.40 ¦102.500¦102.857¦102.857¦ 4.54¦ 1.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦21.01.04 ¦02.06.03¦ 1.10 ¦102.450¦103.150¦103.150¦ 6.16¦ 0.17¦ 28001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦03.06.03¦ 1.10 ¦102.505¦103.170¦103.170¦ 5.13¦ 5.97¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.06.03¦ 1.20 ¦103.100¦103.280¦103.280¦ 4.80¦ 2.17¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.06.03¦ 1.20 ¦103.100¦103.290¦103.104¦ 4.99¦ 5.95¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦06.06.03¦ 1.20 ¦103.055¦103.400¦103.055¦ 4.99¦ 1.09¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.02.04 ¦03.06.03¦ 0.89 ¦104.390¦104.640¦104.640¦ 5.26¦ 9.00¦ 27015 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.06.03¦ 0.92 ¦104.210¦104.950¦104.300¦ 5.10¦ 225.87¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.06.03¦ 0.95 ¦104.300¦104.399¦104.399¦ 5.50¦ 27.38¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦06.06.03¦ 0.99 ¦104.151¦104.640¦104.610¦ 5.01¦ 43.97¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.03.04 ¦03.06.03¦ 2.19 ¦103.000¦103.000¦103.000¦ 5.90¦ 10.00¦ 26002 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.06.03¦ 2.22 ¦103.002¦103.700¦103.002¦ 5.36¦ 6.88¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦02.06.04 ¦02.06.03¦ 2.93 ¦105.205¦105.205¦105.205¦ 6.76¦ 0.01¦ 27013 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦03.06.03¦ 2.96 ¦106.300¦106.300¦106.300¦ 5.60¦ 22.30¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.06.03¦ 0.00 ¦106.600¦106.695¦106.600¦ 5.22¦ 16.95¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.06.03¦ 0.03 ¦106.400¦106.600¦106.400¦ 5.39¦ 7.45¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦06.06.03¦ 0.07 ¦106.599¦106.600¦106.600¦ 5.23¦ 8.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.08.04 ¦04.06.03¦ 0.92 ¦107.400¦107.450¦107.400¦ 5.50¦ 0.09¦ 27017 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦06.06.03¦ 0.99 ¦107.450¦107.495¦107.495¦ 5.46¦ 11.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.12.04 ¦04.06.03¦ 2.53 ¦108.997¦109.000¦108.997¦ 5.95¦ 1.00¦ 27014 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦06.06.03¦ 2.60 ¦108.800¦108.900¦108.850¦ 6.05¦ 18.73¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.03.05 ¦02.06.03¦ 2.16 ¦104.000¦104.000¦104.000¦ 7.49¦ 0.10¦ 26003 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦03.06.03¦ 2.19 ¦105.300¦105.300¦105.300¦ 6.71¦ 0.40¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.06.03¦ 2.22 ¦105.000¦105.300¦105.300¦ 6.72¦ 7.42¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.06.03¦ 2.25 ¦105.100¦105.100¦105.100¦ 6.82¦ 0.05¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦06.06.03¦ 2.27 ¦105.300¦105.300¦105.300¦ 6.70¦ 0.40¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦20.04.05 ¦04.06.03¦ 1.61 ¦110.850¦111.043¦110.850¦ 6.35¦ 46.36¦ 27021 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦06.06.03¦ 1.69 ¦110.970¦110.975¦110.975¦ 6.32¦ 10.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦20.07.05 ¦03.06.03¦ 1.07 ¦103.299¦103.390¦103.390¦ 6.54¦ 14.00¦ 27023 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.06.03¦ 1.09 ¦103.250¦103.300¦103.300¦ 6.51¦ 152.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.06.03¦ 1.12 ¦103.300¦103.300¦103.300¦ 6.53¦ 0.16¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦06.06.03¦ 1.15 ¦102.800¦103.400¦103.400¦ 6.53¦ 13.92¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦14.09.05 ¦03.06.03¦ 2.92 ¦112.300¦112.300¦112.300¦ 6.59¦ 6.90¦ 27018 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.06.03¦ 2.95 ¦112.200¦112.350¦112.200¦ 6.58¦ 20.09¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.06.03¦ 2.99 ¦112.200¦112.400¦112.200¦ 6.60¦ 10.49¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦06.06.03¦ 3.03 ¦112.389¦112.399¦112.390¦ 6.53¦ 12.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.02.06 ¦04.06.03¦ 0.38 ¦105.600¦105.650¦105.650¦ 6.61¦ 7.00¦ 27022 ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦02.08.06 ¦02.06.03¦ 4.14 ¦106.050¦107.099¦106.050¦ 7.40¦ 52.86¦ 45002 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦03.06.03¦ 4.18 ¦106.939¦107.200¦107.100¦ 7.25¦ 179.86¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.06.03¦ 4.22 ¦107.150¦107.880¦107.150¦ 7.07¦ 132.86¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.06.03¦ 4.26 ¦107.000¦107.250¦107.150¦ 7.15¦ 95.74¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦06.06.03¦ 4.30 ¦107.152¦107.450¦107.450¦ 7.04¦ 42.96¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.11.06 ¦02.06.03¦ 0.46 ¦109.764¦110.977¦109.764¦ 7.63¦ 18.36¦ 45001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦03.06.03¦ 0.50 ¦109.850¦110.950¦110.950¦ 7.32¦ 155.51¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.06.03¦ 0.54 ¦110.950¦111.560¦110.950¦ 7.12¦ 73.66¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.06.03¦ 0.58 ¦110.900¦111.394¦110.900¦ 7.18¦ 123.25¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦06.06.03¦ 0.61 ¦110.950¦111.300¦111.300¦ 7.08¦ 62.75¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦10.09.08 ¦02.06.03¦ 2.88 ¦115.511¦115.520¦115.520¦ 7.18¦ 0.30¦ 46001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦03.06.03¦ 2.92 ¦115.490¦115.730¦115.730¦ 7.15¦ 26.60¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.06.03¦ 2.95 ¦115.500¦116.188¦115.590¦ 7.09¦ 75.45¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.06.03¦ 2.99 ¦115.260¦115.300¦115.260¦ 7.23¦ 10.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦06.06.03¦ 3.03 ¦115.450¦115.515¦115.515¦ 7.17¦ 48.89¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦08.08.12 ¦02.06.03¦ 4.17 ¦112.770¦112.780¦112.770¦ 7.70¦ 0.46¦ 46002 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦03.06.03¦ 4.20 ¦112.730¦113.100¦113.000¦ 7.68¦ 110.74¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.06.03¦ 4.24 ¦112.200¦113.350¦112.200¦ 7.63¦ 123.45¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.06.03¦ 4.27 ¦112.100¦113.200¦112.100¦ 7.73¦ 45.15¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦06.06.03¦ 4.31 ¦112.500¦112.750¦112.600¦ 7.71¦ 52.05¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦29.08.18 ¦02.06.03¦ 2.56 ¦109.720¦109.720¦109.720¦ 7.72¦ 0.36¦ 46014 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦03.06.03¦ 2.59 ¦109.000¦110.000¦109.980¦ 7.68¦ 87.64¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦04.06.03¦ 2.62 ¦109.500¦109.500¦109.500¦ 7.66¦ 4.40¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.06.03¦ 2.65 ¦109.500¦110.100¦109.500¦ 7.70¦ 126.03¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦06.06.03¦ 2.68 ¦109.500¦109.630¦109.630¦ 7.73¦ 49.15¦ ¦
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 ¦ 174 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 24.11.2003 ¦ 171 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2004 ¦ 283 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2004 ¦ 283 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2003 ¦ 174 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 24.11.2003 ¦ 171 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 25.11.2003 ¦ 172 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 27.11.2003 ¦ 174 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 28.11.2003 ¦ 175 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 18.06.2003 ¦ 12 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 09.07.2003 ¦ 33 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 19.11.2003 ¦ 166 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 03.09.2003 ¦ 89 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 18.06.2003 ¦ 12 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 06.08.2003 ¦ 61 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 20.08.2003 ¦ 75 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 06.08.2003 ¦ 61 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 18.06.2003 ¦ 12 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 23.07.2003 ¦ 47 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27022 ¦ 20.08.2003 ¦ 75 ¦ 10.00 ¦ 24.93 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27023 ¦ 23.07.2003 ¦ 47 ¦ 9.50 ¦ 23.68 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 23.07.2003 ¦ 47 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 20.08.2003 ¦ 75 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45002 ¦ 06.08.2003 ¦ 61 ¦ 14.00 ¦ 66.36 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 18.06.2003 ¦ 12 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46002 ¦ 20.08.2003 ¦ 75 ¦ 13.00 ¦ 69.81 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46014 ¦ 17.09.2003 ¦ 103 ¦ 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¦ 47¦ 1 ¦ 2 ¦ ¦ 3025.287¦ 1974.713¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21166 ¦05.02.03¦06.08.03¦ 61¦ 1 ¦ 2 ¦ ¦ 2039.979¦ 2960.021¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21167 ¦05.03.03¦03.09.03¦ 89¦ 1 ¦ 2 ¦ ¦ 4522.588¦ 1477.412¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21168 ¦02.04.03¦08.10.03¦ 124¦ 1 ¦ ¦ ¦ 5994.811¦ 5.189¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21169 ¦07.05.03¦05.11.03¦ 152¦ 1 ¦ ¦ ¦ 2468.554¦ 2531.446¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 174¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 899¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 283¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 648¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 540¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1263¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1628¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 1994¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2359¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 103¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 124¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 166¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 362¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 558¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 243¦ 3 ¦ 62 ¦ ¦ 16000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 75¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 425¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 831¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 684¦ 2 ¦ 2 ¦ ¦ 10941.601¦ 58.399¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27022 ¦19.02.03¦15.02.06¦ 985¦ 3 ¦ 10 ¦ ¦ 21295.514¦ 2704.486¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27023 ¦23.04.03¦20.07.05¦ 775¦ 3 ¦ 3 ¦ ¦ 20291.893¦ 2708.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 229¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1258¦ 5 ¦ 81 ¦ ¦ 30354.634¦ 1645.366¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45002 ¦14.02.03¦02.08.06¦ 1153¦ 1 ¦ ¦ ¦ 9200.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 1923¦ 3 ¦ 45 ¦ ¦ 27830.000¦ 3170.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46002 ¦05.02.03¦08.08.12¦ 3351¦ 2 ¦ 26 ¦ ¦ 22619.652¦ 4580.348¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46014 ¦05.03.03¦29.08.18¦ 5563¦ 3 ¦ 4 ¦ ¦ 20094.552¦ 6905.448¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦292842.983¦46879.024¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦02.06.03¦03.06.03¦04.06.03¦05.06.03¦06.06.03¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 3.89 ¦ 3.81 ¦ 3.75 ¦ 3.70 ¦ 3.70 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 6.37 ¦ 5.81 ¦ 5.78 ¦ 5.86 ¦ 5.76 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 7.57 ¦ 7.50 ¦ 7.45 ¦ 7.53 ¦ 7.51 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 6.35 ¦ 6.21 ¦ 6.13 ¦ 6.18 ¦ 6.12 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 3.92 ¦ 3.93 ¦ 3.58 ¦ 3.14 ¦ 3.31 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 7.49 ¦ 5.97 ¦ 6.33 ¦ 6.82 ¦ 6.70 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 7.47 ¦ 7.54 ¦ 7.38 ¦ 7.57 ¦ 7.52 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 4.89 ¦ 5.81 ¦ 6.05 ¦ 5.79 ¦ 5.71 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.05 ¦ 0.10 ¦ 0.09 ¦ 0.00 ¦ 0.01 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.01 ¦ 0.60 ¦ 0.83 ¦ 0.00 ¦ 0.02 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.07 ¦ 0.53 ¦ 0.37 ¦ 0.36 ¦ 0.23 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.01 ¦ 0.07 ¦ 0.33 ¦ 0.04 ¦ 0.12 ¦
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---------¬
¦ ¦ 02.06.03¦ 03.06.03¦ 04.06.03¦ 05.06.03¦ 06.06.03¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦291104.62¦291104.62¦292842.98¦292842.98¦292842.98¦
¦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 ¦104797.05¦104797.05¦110098.84¦110098.84¦110098.84¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦166507.00¦166507.00¦162943.57¦162943.57¦162943.57¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦317053.87¦317774.56¦320315.13¦319860.30¦320165.54¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 17845.15¦ 17860.88¦ 17865.56¦ 17868.19¦ 17867.77¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1821.92¦ 1835.74¦ 1837.08¦ 1835.42¦ 1838.12¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦119719.83¦120095.87¦126426.83¦126047.88¦126205.63¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦177666.96¦177982.07¦174185.66¦174108.82¦174254.02¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 800.80¦ 800.11¦ 854.78¦ 852.30¦ 851.02¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 102.92¦ 101.90¦ 100.89¦ 99.88¦ 98.89¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 454.68¦ 455.46¦ 454.53¦ 453.52¦ 452.94¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 1454.47¦ 1453.47¦ 1500.97¦ 1497.79¦ 1495.84¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 433.98¦ 432.86¦ 467.31¦ 466.42¦ 465.32¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

ОФИЦИАЛЬНОЕ СООБЩЕНИЕ ЦБ РФ от 06.06.2003 <ОБ АУКЦИОНАХ ПО ПРОДАЖЕ ОБЛИГАЦИЙ ФЕДЕРАЛЬНОГО ЗАЙМА n su26198rmfs И n su46006rmfs>  »
Постановления и Указы »
Читайте также