БЮЛЛЕТЕНЬ ЦБ РФ от 18.04.2003 n 14 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 18 апреля 2003 г. N 14
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 441.44 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.)¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦23.04.03 ¦15.04.03¦99.891¦99.913¦99.913¦ 4.48 ¦ 0.02 ¦ 21163 ¦
+---------+--------+------+------+------+-------+-------+--------+
¦07.05.03 ¦17.04.03¦99.726¦99.726¦99.726¦ 5.01 ¦ 2.50 ¦ 21164 ¦
+---------+--------+------+------+------+-------+-------+--------+
¦23.07.03 ¦15.04.03¦98.530¦98.530¦98.530¦ 5.50 ¦ 4.58 ¦ 21165 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦16.04.03¦98.432¦98.546¦98.432¦ 5.84 ¦135.10 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦17.04.03¦98.482¦98.560¦98.560¦ 5.64 ¦ 21.62 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦18.04.03¦98.502¦98.600¦98.517¦ 5.69 ¦200.56 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦06.08.03 ¦16.04.03¦98.250¦98.250¦98.250¦ 5.80 ¦ 45.00 ¦ 21166 ¦
+---------+--------+------+------+------+-------+-------+--------+
¦03.09.03 ¦15.04.03¦97.900¦97.900¦97.900¦ 5.55 ¦ 1.00 ¦ 21167 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦17.04.03¦97.950¦97.950¦97.950¦ 5.50 ¦ 20.00 ¦ ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦18.04.03¦97.980¦97.980¦97.980¦ 5.45 ¦ 5.41 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦08.10.03 ¦15.04.03¦97.450¦97.450¦97.450¦ 5.43 ¦ 5.64 ¦ 21168 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦16.04.03¦97.519¦97.519¦97.519¦ 5.31 ¦ 0.01 ¦ ¦
L---------+--------+------+------+------+-------+-------+---------
Торговля ОФЗ при суммарном объеме сделок за неделю 2401.183 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 ¦14.04.03¦ 1.50 ¦100.340¦100.510¦100.510¦ 4.98¦ 24.38¦ 27008 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦15.04.03¦ 1.50 ¦100.460¦100.500¦100.500¦ 5.12¦ 8.84¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦16.04.03¦ 1.50 ¦100.500¦100.550¦100.502¦ 5.00¦ 15.83¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦17.04.03¦ 1.60 ¦100.400¦100.472¦100.462¦ 4.68¦ 2.20¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦18.04.03¦ 1.60 ¦100.452¦100.500¦100.500¦ 4.42¦ 16.51¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.06.03 ¦14.04.03¦ 1.10 ¦100.500¦100.700¦100.694¦ 5.23¦ 10.23¦ 27009 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦15.04.03¦ 1.10 ¦100.600¦100.740¦100.690¦ 4.96¦ 30.16¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦16.04.03¦ 1.20 ¦100.600¦100.700¦100.700¦ 4.77¦ 24.20¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦17.04.03¦ 1.20 ¦100.540¦100.650¦100.641¦ 5.07¦ 37.24¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦18.04.03¦ 1.20 ¦100.632¦100.652¦100.650¦ 5.06¦ 48.12¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦20.08.03 ¦14.04.03¦ 1.78 ¦101.519¦101.519¦101.519¦ 7.77¦ 0.01¦ 27016 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦17.04.03¦ 1.87 ¦102.000¦102.000¦102.000¦ 6.18¦ 1.40¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦18.04.03¦ 1.91 ¦102.000¦102.100¦102.100¦ 6.05¦ 0.41¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦17.09.03 ¦14.04.03¦ 0.70 ¦101.665¦101.740¦101.740¦ 6.08¦ 15.11¦ 27010 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦15.04.03¦ 0.70 ¦101.720¦101.760¦101.750¦ 6.05¦ 26.49¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦16.04.03¦ 0.80 ¦101.700¦101.750¦101.750¦ 5.90¦ 17.93¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦17.04.03¦ 0.80 ¦101.727¦101.810¦101.730¦ 5.75¦ 21.73¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦18.04.03¦ 0.80 ¦101.780¦101.810¦101.810¦ 5.78¦ 4.18¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦08.10.03 ¦14.04.03¦ 0.10 ¦101.850¦101.901¦101.900¦ 6.24¦ 25.11¦ 27011 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦15.04.03¦ 0.20 ¦101.865¦101.900¦101.865¦ 6.06¦ 16.27¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦16.04.03¦ 0.20 ¦101.851¦101.970¦101.890¦ 6.14¦ 4.93¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦17.04.03¦ 0.20 ¦101.870¦102.000¦101.875¦ 6.02¦ 133.22¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦18.04.03¦ 0.20 ¦101.860¦101.952¦101.933¦ 6.09¦ 2.47¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦19.10.03 ¦14.04.03¦ 4.00 ¦102.135¦102.400¦102.400¦ 6.39¦ 0.89¦ 27012 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦17.04.03¦ 4.10 ¦102.150¦102.500¦102.500¦ 5.68¦ 5.03¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦18.04.03¦ 4.10 ¦102.400¦102.500¦102.500¦ 5.87¦ 6.11¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦21.01.04 ¦14.04.03¦ 2.30 ¦101.900¦102.200¦102.200¦ 7.32¦ 0.24¦ 28001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦15.04.03¦ 2.30 ¦102.181¦102.310¦102.310¦ 7.07¦ 0.11¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦16.04.03¦ 2.30 ¦102.305¦102.440¦102.402¦ 6.97¦ 10.83¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦17.04.03¦ 2.30 ¦102.350¦102.600¦102.550¦ 6.85¦ 5.63¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦18.04.03¦ 2.40 ¦102.500¦102.550¦102.510¦ 6.68¦ 12.71¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.02.04 ¦14.04.03¦ 2.24 ¦103.550¦104.150¦104.150¦ 7.64¦ 116.04¦ 27015 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦15.04.03¦ 2.27 ¦103.920¦104.000¦104.000¦ 7.10¦ 90.15¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦16.04.03¦ 2.30 ¦104.200¦104.200¦104.200¦ 6.76¦ 1.70¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦17.04.03¦ 2.33 ¦103.950¦104.199¦104.199¦ 6.95¦ 26.21¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦18.04.03¦ 2.37 ¦104.050¦104.200¦104.200¦ 6.73¦ 20.19¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.03.04 ¦15.04.03¦ 0.85 ¦102.000¦102.000¦102.000¦ 7.63¦ 1.70¦ 26002 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦18.04.03¦ 0.93 ¦102.000¦102.000¦102.000¦ 7.60¦ 0.30¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦02.06.04 ¦14.04.03¦ 1.32 ¦105.300¦105.300¦105.300¦ 7.29¦ 5.44¦ 27013 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦15.04.03¦ 1.35 ¦105.250¦105.261¦105.261¦ 7.33¦ 32.02¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦16.04.03¦ 1.38 ¦105.320¦105.400¦105.400¦ 7.23¦ 3.70¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦17.04.03¦ 1.41 ¦105.260¦105.400¦105.400¦ 7.22¦ 25.06¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦18.04.03¦ 1.45 ¦105.350¦105.450¦105.370¦ 7.18¦ 24.40¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.08.04 ¦14.04.03¦ 2.24 ¦105.200¦105.550¦105.500¦ 7.79¦ 31.72¦ 27017 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦15.04.03¦ 2.27 ¦105.120¦105.120¦105.120¦ 8.07¦ 0.20¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦16.04.03¦ 2.30 ¦105.210¦105.600¦105.600¦ 7.72¦ 1.20¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦17.04.03¦ 2.33 ¦105.510¦105.510¦105.510¦ 7.73¦ 0.05¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦18.04.03¦ 2.37 ¦105.550¦105.800¦105.700¦ 7.50¦ 38.26¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.12.04 ¦14.04.03¦ 0.86 ¦107.000¦107.110¦107.110¦ 7.69¦ 28.05¦ 27014 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦15.04.03¦ 0.89 ¦106.150¦106.150¦106.150¦ 8.27¦ 0.50¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦16.04.03¦ 0.92 ¦106.800¦106.800¦106.800¦ 7.84¦ 0.15¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦18.04.03¦ 0.99 ¦106.850¦106.850¦106.850¦ 7.79¦ 1.26¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.03.05 ¦14.04.03¦ 0.82 ¦102.250¦102.250¦102.250¦ 8.66¦ 0.07¦ 26003 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦15.04.03¦ 0.85 ¦102.350¦102.350¦102.350¦ 8.60¦ 0.75¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦18.04.03¦ 0.93 ¦102.410¦102.410¦102.410¦ 8.56¦ 0.40¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦20.04.05 ¦15.04.03¦ 3.18 ¦108.950¦108.950¦108.950¦ 7.94¦ 0.05¦ 27021 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦16.04.03¦ 3.22 ¦109.200¦109.200¦109.200¦ 7.79¦ 0.13¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦18.04.03¦ 3.30 ¦109.400¦109.400¦109.400¦ 7.67¦ 3.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦14.09.05 ¦14.04.03¦ 1.00 ¦109.930¦109.950¦109.930¦ 8.07¦ 10.98¦ 27018 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦15.04.03¦ 1.04 ¦109.945¦110.000¦110.000¦ 8.05¦ 25.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦16.04.03¦ 1.07 ¦109.920¦110.330¦110.330¦ 7.99¦ 58.02¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦17.04.03¦ 1.11 ¦110.000¦110.111¦110.111¦ 7.97¦ 5.35¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦18.04.03¦ 1.15 ¦110.150¦110.400¦110.351¦ 7.91¦ 29.07¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦21.11.05 ¦16.04.03¦ 0.78 ¦ 85.354¦ 85.555¦ 85.555¦ 8.45¦ 2.00¦ 27053 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦17.04.03¦ 0.78 ¦ 85.980¦ 85.980¦ 85.980¦ 8.20¦ 2.56¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.02.06 ¦16.04.03¦ 1.53 ¦100.950¦101.200¦101.200¦ 8.66¦ 9.04¦ 27022 ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦02.08.06 ¦14.04.03¦ 2.26 ¦105.550¦105.580¦105.580¦ 8.53¦ 92.46¦ 45002 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦15.04.03¦ 2.30 ¦105.555¦105.595¦105.595¦ 8.51¦ 92.57¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦16.04.03¦ 2.34 ¦105.600¦105.900¦105.900¦ 8.46¦ 122.33¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦17.04.03¦ 2.38 ¦105.810¦106.000¦106.000¦ 8.32¦ 0.07¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦18.04.03¦ 2.42 ¦106.100¦106.100¦106.100¦ 8.19¦ 0.03¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.11.06 ¦14.04.03¦ 2.07 ¦108.000¦108.120¦108.120¦ 8.67¦ 24.66¦ 45001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦15.04.03¦ 2.11 ¦108.100¦108.115¦108.110¦ 8.66¦ 30.48¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦16.04.03¦ 2.15 ¦108.100¦108.280¦108.280¦ 8.64¦ 58.88¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦17.04.03¦ 2.19 ¦108.480¦108.555¦108.555¦ 8.49¦ 76.77¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦18.04.03¦ 2.22 ¦108.500¦108.700¦108.700¦ 8.45¦ 59.43¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦10.09.08 ¦14.04.03¦ 1.00 ¦109.091¦109.150¦109.145¦ 9.04¦ 186.13¦ 46001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦15.04.03¦ 1.04 ¦109.100¦109.150¦109.150¦ 9.03¦ 37.90¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦16.04.03¦ 1.07 ¦109.150¦109.890¦109.255¦ 9.01¦ 99.36¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦17.04.03¦ 1.11 ¦109.250¦109.595¦109.595¦ 8.93¦ 44.12¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦18.04.03¦ 1.15 ¦109.500¦109.900¦109.720¦ 8.87¦ 51.16¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦08.08.12 ¦14.04.03¦ 2.42 ¦104.980¦105.000¦105.000¦ 9.10¦ 9.04¦ 45002 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦15.04.03¦ 2.46 ¦105.050¦105.075¦105.070¦ 9.08¦ 54.03¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦16.04.03¦ 2.49 ¦105.350¦105.700¦105.378¦ 9.03¦ 93.44¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦17.04.03¦ 2.53 ¦105.400¦105.622¦105.620¦ 8.99¦ 29.68¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦18.04.03¦ 2.56 ¦105.800¦106.000¦106.000¦ 8.94¦ 7.45¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦29.08.18 ¦14.04.03¦ 1.15 ¦101.199¦101.200¦101.200¦ 9.04¦ 0.55¦ 46014 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦15.04.03¦ 1.18 ¦101.240¦101.250¦101.250¦ 9.03¦ 18.81¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦16.04.03¦ 1.21 ¦101.250¦101.380¦101.380¦ 9.01¦ 36.52¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦17.04.03¦ 1.24 ¦101.400¦101.650¦101.460¦ 9.00¦ 11.60¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦18.04.03¦ 1.27 ¦101.650¦102.350¦101.350¦ 8.88¦ 40.53¦ ¦
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 ¦ 223 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 24.11.2003 ¦ 220 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2004 ¦ 332 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2004 ¦ 332 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2003 ¦ 223 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 24.11.2003 ¦ 220 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 25.11.2003 ¦ 221 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 27.11.2003 ¦ 223 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 28.11.2003 ¦ 224 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 21.05.2003 ¦ 33 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 04.06.2003 ¦ 47 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 18.06.2003 ¦ 61 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 09.07.2003 ¦ 82 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 21.05.2003 ¦ 33 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 04.06.2003 ¦ 47 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 18.06.2003 ¦ 61 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 07.05.2003 ¦ 19 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 21.05.2003 ¦ 33 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 07.05.2003 ¦ 19 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 18.06.2003 ¦ 61 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 23.04.2003 ¦ 5 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27022 ¦ 21.05.2003 ¦ 33 ¦ 10.00 ¦ 24.93 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 23.04.2003 ¦ 5 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 21.05.2003 ¦ 33 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45002 ¦ 06.08.2003 ¦ 110 ¦ 14.00 ¦ 66.36 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 18.06.2003 ¦ 61 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46002 ¦ 20.08.2003 ¦ 124 ¦ 13.00 ¦ 69.81 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46014 ¦ 17.09.2003 ¦ 152 ¦ 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 ¦ ¦ ¦ ¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21163 ¦23.10.02¦23.04.03¦ 5¦ 1 ¦ 8 ¦ ¦ 3663.739¦ 336.261¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21164 ¦20.11.02¦07.05.03¦ 19¦ 1 ¦ 1 ¦ ¦ 1787.724¦ 3212.276¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21165 ¦04.12.02¦23.07.03¦ 96¦ 1 ¦ 2 ¦ ¦ 3025.287¦ 1974.713¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21166 ¦05.02.03¦06.08.03¦ 110¦ 1 ¦ 2 ¦ ¦ 2039.979¦ 2960.021¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21167 ¦05.03.03¦03.09.03¦ 138¦ 1 ¦ 2 ¦ ¦ 4522.588¦ 1477.412¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21168 ¦02.04.03¦08.10.03¦ 173¦ 1 ¦ ¦ ¦ 5994.811¦ 5.189¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 223¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 948¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 332¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 697¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 589¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1312¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1677¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2043¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2408¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 33¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 47¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 152¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 173¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 215¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 411¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 607¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 292¦ 3 ¦ 62 ¦ ¦ 16000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 124¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 474¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 880¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 733¦ 2 ¦ 2 ¦ ¦ 10941.601¦ 58.399¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27022 ¦19.02.03¦15.02.06¦ 1034¦ 3 ¦ 8 ¦ ¦ 20669.389¦ 3330.611¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 278¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1307¦ 5 ¦ 81 ¦ ¦ 30354.634¦ 1645.366¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45002 ¦14.02.03¦02.08.06¦ 1202¦ 1 ¦ ¦ ¦ 9200.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 1972¦ 3 ¦ 45 ¦ ¦ 27830.000¦ 3170.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46002 ¦05.02.03¦08.08.12¦ 3400¦ 2 ¦ 20 ¦ ¦ 21666.943¦ 5533.057¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46014 ¦05.02.03¦29.08.18¦ 5612¦ 1 ¦ 4 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦282945.251¦40754.257¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦14.04.03¦15.04.03¦16.04.03¦17.04.03¦18.04.03¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 5.45 ¦ 5.49 ¦ 5.50 ¦ 5.44 ¦ 5.43 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 7.41 ¦ 7.36 ¦ 7.36 ¦ 7.36 ¦ 7.32 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 8.97 ¦ 8.96 ¦ 8.93 ¦ 8.86 ¦ 8.79 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 7.96 ¦ 7.96 ¦ 7.78 ¦ 7.75 ¦ 7.68 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 5.46 ¦ 5.83 ¦ 5.55 ¦ 5.68 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 8.66 ¦ 8.09 ¦ 8.45 ¦ 8.20 ¦ 8.31 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 8.91 ¦ 8.91 ¦ 8.90 ¦ 8.83 ¦ 8.80 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 7.56 ¦ 7.30 ¦ 7.84 ¦ 6.53 ¦ 7.36 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.05 ¦ 0.86 ¦ 0.21 ¦ 0.98 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 0.14 ¦ 0.10 ¦ 0.12 ¦ 0.04 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.32 ¦ 0.24 ¦ 0.41 ¦ 0.16 ¦ 0.16 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.17 ¦ 0.14 ¦ 0.09 ¦ 0.16 ¦ 0.13 ¦
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---------¬
¦ ¦ 14.04.03¦ 15.04.03¦ 16.04.03¦ 17.04.03¦ 18.04.03¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦282838.31¦282838.31¦282930.05¦282945.25¦282945.25¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 21034.13¦ 21034.13¦ 21034.13¦ 21034.13¦ 21034.13¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1749.36¦ 1749.36¦ 1749.36¦ 1749.36¦ 1749.36¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 98944.63¦ 98944.63¦ 99036.37¦ 99051.58¦ 99051.58¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦161110.19¦161110.19¦161110.19¦161110.19¦161110.19¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦299827.65¦299913.11¦300528.14¦300969.81¦301375.60¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 20682.59¦ 20691.04¦ 20696.00¦ 20703.84¦ 20705.26¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1776.95¦ 1778.51¦ 1779.10¦ 1779.55¦ 1780.65¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦107410.59¦107465.40¦107715.89¦108042.67¦108298.69¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦169957.52¦169978.16¦170337.15¦170443.75¦170590.99¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 749.09¦ 748.21¦ 748.19¦ 747.95¦ 748.10¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 109.37¦ 108.36¦ 107.38¦ 106.37¦ 105.37¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 492.27¦ 491.58¦ 490.82¦ 490.03¦ 489.30¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 1397.14¦ 1397.43¦ 1397.08¦ 1396.70¦ 1397.67¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 420.08¦ 418.96¦ 418.41¦ 417.34¦ 416.43¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

ПРИКАЗ ЦБ РФ от 18.04.2003 n ОД-198 О НАЗНАЧЕНИИ УПОЛНОМОЧЕННОГО ПРЕДСТАВИТЕЛЯ БАНКА РОССИИ В ОТКРЫТОЕ АКЦИОНЕРНОЕ ОБЩЕСТВО СОЦИАЛЬНЫЙ ПЕНСИОННЫЙ БАНК СОЦИУМБАНК, ОАО СПБ СОЦИУМБАНК (РЕСПУБЛИКА БУРЯТИЯ, Г. УЛАН-УДЭ)  »
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