БЮЛЛЕТЕНЬ ЦБ РФ от 25.04.2003 n 15 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 25 апреля 2003 г. N 15
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 155.08 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.)¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦07.05.03 ¦25.04.03¦99.800¦99.800¦99.800¦ 6.10 ¦ 7.00 ¦ 21164 ¦
+---------+--------+------+------+------+-------+-------+--------+
¦23.07.03 ¦21.04.03¦98.644¦98.644¦98.644¦ 5.40 ¦ 20.27 ¦ 21165 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦23.04.03¦98.640¦98.680¦98.660¦ 5.44 ¦ 28.36 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦24.04.03¦98.670¦98.770¦98.770¦ 5.45 ¦ 10.55 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦25.04.03¦98.670¦98.670¦98.670¦ 5.53 ¦ 20.00 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦03.09.03 ¦22.04.03¦97.987¦97.995¦97.987¦ 5.59 ¦ 48.60 ¦ 21167 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦24.04.03¦98.050¦98.050¦98.050¦ 5.50 ¦ 5.30 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦08.10.03 ¦24.04.03¦97.676¦97.676¦97.676¦ 5.20 ¦ 0.00 ¦ 21168 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦25.04.03¦97.590¦97.590¦97.590¦ 5.43 ¦ 15.00 ¦ ¦
L---------+--------+------+------+------+-------+-------+---------
Торговля ОФЗ при суммарном объеме сделок за неделю 4313.437 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.) ¦ ¦ ¦ ¦ ¦ ¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦21.05.03 ¦21.04.03¦ 1.70 ¦100.362¦100.362¦100.362¦ 5.35¦ 3.45¦ 27008 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.04.03¦ 1.70 ¦100.350¦100.400¦100.390¦ 5.17¦ 40.28¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.04.03¦ 1.70 ¦100.360¦100.430¦100.372¦ 5.11¦ 86.77¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.04.03¦ 1.80 ¦100.220¦100.300¦100.220¦ 6.17¦ 128.29¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.04.03¦ 1.80 ¦100.202¦100.290¦100.236¦ 6.08¦ 60.25¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.06.03 ¦21.04.03¦ 1.30 ¦100.550¦100.556¦100.556¦ 5.40¦ 3.42¦ 27009 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.04.03¦ 1.30 ¦100.502¦100.536¦100.536¦ 5.78¦ 2.83¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.04.03¦ 1.30 ¦100.452¦100.600¦100.570¦ 5.50¦ 106.30¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.04.03¦ 1.40 ¦100.320¦100.500¦100.320¦ 5.65¦ 30.38¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.04.03¦ 1.40 ¦100.352¦100.500¦100.450¦ 5.97¦ 29.03¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦20.08.03 ¦22.04.03¦ 2.04 ¦101.898¦101.190¦102.190¦ 5.40¦ 7.43¦ 27016 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.04.03¦ 2.07 ¦101.970¦102.000¦101.970¦ 5.89¦ 52.50¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.04.03¦ 2.10 ¦101.800¦101.860¦101.800¦ 6.34¦ 33.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.04.03¦ 2.14 ¦102.000¦102.000¦102.000¦ 5.77¦ 10.78¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦17.09.03 ¦21.04.03¦ 0.90 ¦101.700¦101.800¦101.750¦ 5.69¦ 2.50¦ 27010 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.04.03¦ 0.90 ¦101.720¦101.750¦101.720¦ 5.86¦ 3.04¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.04.03¦ 1.00 ¦101.550¦101.740¦101.740¦ 5.93¦ 17.40¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.04.03¦ 1.00 ¦101.480¦101.600¦101.500¦ 6.26¦ 66.82¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.04.03¦ 1.00 ¦101.480¦101.569¦101.559¦ 6.19¦ 71.12¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦08.10.03 ¦21.04.03¦ 0.30 ¦101.900¦102.000¦101.910¦ 6.02¦ 12.51¦ 27011 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.04.03¦ 0.40 ¦101.880¦101.890¦101.880¦ 5.91¦ 20.40¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.04.03¦ 0.40 ¦101.850¦101.900¦101.900¦ 5.94¦ 0.69¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.04.03¦ 0.40 ¦101.701¦102.000¦102.000¦ 6.24¦ 3.10¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.04.03¦ 0.40 ¦101.720¦101.721¦101.721¦ 6.39¦ 1.31¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦19.11.03 ¦21.04.03¦ 4.20 ¦102.156¦102.156¦102.156¦ 6.23¦ 0.02¦ 27012 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.04.03¦ 4.30 ¦102.200¦102.200¦102.200¦ 6.06¦ 1.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.04.03¦ 4.30 ¦102.300¦102.300¦102.300¦ 5.91¦ 0.05¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦21.01.04 ¦21.04.03¦ 2.40 ¦102.290¦102.351¦102.350¦ 7.05¦ 8.19¦ 28001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.04.03¦ 2.50 ¦102.300¦102.400¦102.400¦ 6.89¦ 10.30¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.04.03¦ 0.00 ¦102.400¦102.590¦102.589¦ 6.67¦ 45.49¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.04.03¦ 0.00 ¦102.300¦102.547¦102.460¦ 6.89¦ 3.97¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.04.03¦ 0.10 ¦102.290¦102.600¦102.600¦ 6.94¦ 3.67¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.02.04 ¦21.04.03¦ 2.47 ¦103.802¦104.170¦103.940¦ 7.02¦ 20.31¦ 27015 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.04.03¦ 2.50 ¦103.800¦103.900¦103.900¦ 7.14¦ 21.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.04.03¦ 2.53 ¦103.960¦104.050¦104.000¦ 6.90¦ 155.62¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.04.03¦ 2.57 ¦103.970¦104.000¦103.970¦ 6.91¦ 52.57¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.04.03¦ 2.60 ¦103.610¦103.999¦103.999¦ 7.39¦ 18.03¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦02.06.04 ¦21.04.03¦ 1.55 ¦105.200¦105.300¦105.260¦ 7.28¦ 48.80¦ 27013 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.04.03¦ 1.58 ¦105.000¦105.200¦105.100¦ 7.41¦ 49.86¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.04.03¦ 1.61 ¦105.200¦105.200¦105.200¦ 7.28¦ 0.90¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.04.03¦ 1.64 ¦105.120¦105.200¦105.120¦ 7.30¦ 36.02¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.04.03¦ 1.68 ¦105.002¦105.354¦105.354¦ 7.44¦ 27.83¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.08.04 ¦21.04.03¦ 2.47 ¦105.560¦105.700¦105.580¦ 7.61¦ 46.04¦ 27017 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.04.03¦ 2.50 ¦105.622¦105.700¦105.700¦ 7.56¦ 55.90¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.04.03¦ 2.53 ¦105.800¦106.130¦106.130¦ 7.26¦ 8.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.04.03¦ 2.57 ¦105.750¦105.900¦105.750¦ 7.38¦ 47.12¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.04.03¦ 2.60 ¦105.505¦105.750¦105.750¦ 7.66¦ 19.72¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.12.04 ¦21.04.03¦ 1.09 ¦106.900¦107.000¦106.950¦ 7.69¦ 36.72¦ 27014 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.04.03¦ 1.12 ¦106.850¦106.999¦106.999¦ 7.69¦ 3.59¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.04.03¦ 1.18 ¦107.000¦107.000¦107.000¦ 7.65¦ 3.72¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.03.05 ¦21.04.03¦ 1.01 ¦102.500¦102.790¦102.750¦ 8.33¦ 5.72¦ 26003 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.04.03¦ 1.07 ¦103.800¦103.800¦103.800¦ 7.75¦ 0.55¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.04.03¦ 1.10 ¦103.800¦103.800¦103.800¦ 7.74¦ 5.03¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦20.04.05 ¦21.04.03¦ 3.41 ¦109.400¦109.490¦109.490¦ 7.62¦ 10.00¦ 27021 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.04.03¦ 3.45 ¦109.370¦109.370¦109.370¦ 7.65¦ 2.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.04.03¦ 0.04 ¦110.200¦110.200¦110.200¦ 7.18¦ 0.01¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦20.07.05 ¦23.04.03¦ 0.00 ¦101.736¦101.935¦101.935¦ 7.50¦ 339.91¦ 27023 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.04.03¦ 0.03 ¦101.800¦101.800¦101.800¦ 7.46¦ 5.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.04.03¦ 0.05 ¦101.720¦101.999¦101.999¦ 7.49¦ 3.01¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦14.09.05 ¦21.04.03¦ 1.27 ¦110.190¦110.250¦110.230¦ 7.88¦ 40.87¦ 27018 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.04.03¦ 1.30 ¦110.222¦110.300¦110.300¦ 7.86¦ 26.47¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.04.03¦ 1.34 ¦110.290¦111.300¦111.300¦ 7.43¦ 14.98¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.04.03¦ 1.38 ¦111.000¦111.000¦111.000¦ 7.51¦ 0.21¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.04.03¦ 1.42 ¦111.000¦111.000¦111.000¦ 7.50¦ 5.14¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.02.06 ¦21.04.03¦ 1.67 ¦101.000¦101.236¦101.236¦ 8.58¦ 1.02¦ 27022 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.04.03¦ 1.73 ¦101.500¦102.600¦102.500¦ 8.21¦ 24.43¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.04.03¦ 1.75 ¦102.880¦102.901¦102.900¦ 7.87¦ 19.28¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.04.03¦ 1.78 ¦102.886¦103.000¦102.886¦ 7.87¦ 15.33¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦02.08.06 ¦21.04.03¦ 2.53 ¦106.000¦106.100¦106.100¦ 8.20¦ 11.06¦ 45002 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.04.03¦ 2.57 ¦106.000¦106.100¦106.099¦ 8.19¦ 20.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.04.03¦ 2.61 ¦106.000¦106.950¦106.945¦ 7.70¦ 18.23¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.04.03¦ 2.65 ¦106.920¦106.920¦106.920¦ 7.68¦ 3.61¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.04.03¦ 2.69 ¦106.850¦106.900¦106.850¦ 7.71¦ 6.80¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.11.06 ¦21.04.03¦ 2.34 ¦108.600¦108.900¦108.800¦ 8.35¦ 56.24¦ 45001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.04.03¦ 2.38 ¦108.800¦108.939¦108.939¦ 8.32¦ 42.40¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.04.03¦ 2.42 ¦108.800¦109.900¦109.870¦ 7.93¦ 94.08¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.04.03¦ 2.46 ¦109.950¦109.999¦109.950¦ 7.85¦ 2.04¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.04.03¦ 2.49 ¦109.700¦109.900¦109.800¦ 7.92¦ 19.70¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦10.09.08 ¦21.04.03¦ 1.27 ¦109.711¦109.800¦109.790¦ 8.83¦ 46.00¦ 46001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.04.03¦ 1.30 ¦109.790¦109.860¦109.860¦ 8.82¦ 106.56¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.04.03¦ 1.34 ¦109.810¦111.070¦111.070¦ 8.51¦ 472.04¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.04.03¦ 1.38 ¦110.700¦111.040¦111.025¦ 8.49¦ 69.32¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.04.03¦ 1.42 ¦110.900¦111.090¦111.000¦ 8.49¦ 234.22¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦08.08.12 ¦21.04.03¦ 2.67 ¦105.800¦105.900¦105.900¦ 8.93¦ 0.40¦ 46002 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.04.03¦ 2.71 ¦105.800¦106.000¦105.900¦ 8.92¦ 35.34¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.04.03¦ 2.74 ¦106.800¦107.330¦107.330¦ 8.70¦ 439.93¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.04.03¦ 2.78 ¦107.190¦107.250¦107.240¦ 8.69¦ 261.85¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.04.03¦ 2.81 ¦107.180¦107.250¦107.239¦ 8.69¦ 61.76¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦29.08.18 ¦21.04.03¦ 1.35 ¦102.200¦102.250¦102.200¦ 8.88¦ 5.09¦ 46014 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦22.04.03¦ 1.38 ¦102.010¦102.200¦102.200¦ 8.89¦ 36.80¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦23.04.03¦ 1.41 ¦102.100¦103.250¦103.100¦ 8.76¦ 80.15¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦24.04.03¦ 1.44 ¦103.150¦103.200¦103.150¦ 8.72¦ 122.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦25.04.03¦ 1.47 ¦102.900¦103.150¦103.000¦ 8.75¦ 30.90¦ ¦
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 ¦ 216 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 24.11.2003 ¦ 213 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2004 ¦ 325 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2004 ¦ 325 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2003 ¦ 216 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 24.11.2003 ¦ 213 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 25.11.2003 ¦ 214 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 27.11.2003 ¦ 216 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 28.11.2003 ¦ 217 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 21.05.2003 ¦ 26 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 04.06.2003 ¦ 40 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 18.06.2003 ¦ 54 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 09.04.2003 ¦ 75 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 21.05.2003 ¦ 26 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 04.06.2003 ¦ 40 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 18.06.2003 ¦ 54 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 07.05.2003 ¦ 12 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 21.05.2003 ¦ 26 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 07.05.2003 ¦ 12 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 18.06.2003 ¦ 54 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 23.07.2003 ¦ 89 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27022 ¦ 21.05.2003 ¦ 26 ¦ 10.00 ¦ 24.93 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27023 ¦ 23.07.2003 ¦ 89 ¦ 9.50 ¦ 23.68 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 23.07.2003 ¦ 89 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 21.05.2003 ¦ 26 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45002 ¦ 06.08.2003 ¦ 103 ¦ 14.00 ¦ 66.36 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 18.06.2003 ¦ 54 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46002 ¦ 20.08.2003 ¦ 117 ¦ 13.00 ¦ 69.81 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46014 ¦ 17.09.2003 ¦ 145 ¦ 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 ¦ ¦ ¦ ¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21164 ¦20.11.02¦07.05.03¦ 12¦ 1 ¦ 1 ¦ ¦ 1787.724¦ 3212.276¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21165 ¦04.12.02¦23.07.03¦ 89¦ 1 ¦ 2 ¦ ¦ 3025.287¦ 1974.713¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21166 ¦05.02.03¦06.08.03¦ 103¦ 1 ¦ 2 ¦ ¦ 2039.979¦ 2960.021¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21167 ¦05.03.03¦03.09.03¦ 131¦ 1 ¦ 2 ¦ ¦ 4522.588¦ 1477.412¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21168 ¦02.04.03¦08.10.03¦ 166¦ 1 ¦ ¦ ¦ 5994.811¦ 5.189¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 216¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 941¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 325¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 690¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 582¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1305¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1670¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2036¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2401¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 26¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 40¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 145¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 166¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 208¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 404¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 600¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 285¦ 3 ¦ 62 ¦ ¦ 16000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 117¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 467¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 873¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 726¦ 2 ¦ 2 ¦ ¦ 10941.601¦ 58.399¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27022 ¦19.02.03¦15.02.06¦ 1027¦ 3 ¦ 8 ¦ ¦ 20669.389¦ 3330.611¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27023 ¦23.04.03¦20.07.05¦ 817¦ 1 ¦ 1 ¦ ¦ 7780.000¦ 2220.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 271¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1300¦ 5 ¦ 81 ¦ ¦ 30354.634¦ 1645.366¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45002 ¦14.02.03¦02.08.06¦ 1195¦ 1 ¦ ¦ ¦ 9200.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 1965¦ 3 ¦ 45 ¦ ¦ 27830.000¦ 3170.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46002 ¦05.02.03¦08.08.12¦ 3393¦ 2 ¦ 21 ¦ ¦ 22015.607¦ 5184.393¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46014 ¦05.02.03¦29.08.18¦ 5605¦ 1 ¦ 4 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦287410.176¦42289.332¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦21.04.03¦22.04.03¦23.04.03¦24.04.03¦25.04.03¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 5.41 ¦ 5.45 ¦ 5.45 ¦ 5.38 ¦ 5.51 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 7.16 ¦ 7.16 ¦ 6.71 ¦ 6.71 ¦ 6.71 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 8.76 ¦ 8.75 ¦ 8.49 ¦ 8.46 ¦ 8.48 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 7.71 ¦ 7.72 ¦ 7.49 ¦ 7.39 ¦ 7.45 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 5.40 ¦ 5.59 ¦ 5.44 ¦ 5.47 ¦ 5.48 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 8.33 ¦ 0.00 ¦ 7.75 ¦ 7.74 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 8.63 ¦ 8.79 ¦ 8.61 ¦ 8.68 ¦ 8.56 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 7.59 ¦ 7.44 ¦ 7.37 ¦ 7.18 ¦ 7.28 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.10 ¦ 0.23 ¦ 0.16 ¦ 0.09 ¦ 0.24 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.33 ¦ 0.00 ¦ 0.03 ¦ 0.29 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.12 ¦ 0.24 ¦ 1.11 ¦ 0.45 ¦ 0.36 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.15 ¦ 0.15 ¦ 0.49 ¦ 0.25 ¦ 0.15 ¦
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---------¬
¦ ¦ 21.04.03¦ 22.04.03¦ 23.04.03¦ 24.04.03¦ 25.04.03¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦282945.25¦282945.25¦287410.18¦287410.18¦287410.18¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 21034.13¦ 21034.13¦ 17370.39¦ 17370.39¦ 17370.39¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1749.36¦ 1749.36¦ 1749.36¦ 1749.36¦ 1749.36¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 99051.58¦ 99051.58¦ 99400.24¦ 99400.24¦ 99400.24¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦161110.19¦161110.19¦168890.19¦168890.19¦168890.19¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦301637.71¦301719.98¦307271.55¦307641.28¦307521.51¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 20708.83¦ 20709.28¦ 17049.65¦ 17062.20¦ 17058.21¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1786.18¦ 1786.60¦ 1798.52¦ 1798.96¦ 1799.38¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦108498.87¦108560.61¦110025.35¦110169.34¦110128.76¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦170643.83¦170663.48¦178398.03¦178610.78¦178535.15¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 745.64¦ 744.71¦ 759.87¦ 759.45¦ 758.44¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 102.37¦ 101.37¦ 121.91¦ 120.94¦ 119.92¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 487.35¦ 486.55¦ 486.96¦ 486.16¦ 485.36¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 1394.74¦ 1393.58¦ 1399.24¦ 1398.61¦ 1397.51¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 413.71¦ 412.72¦ 429.26¦ 428.96¦ 427.99¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

ПРИКАЗ ГТК РФ от 25.04.2003 n 461 О ВНЕСЕНИИ ИЗМЕНЕНИЙ В ПРИКАЗ ГТК РОССИИ ОТ 03.04.2003 n 366  »
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