БЮЛЛЕТЕНЬ ЦБ РФ от 31.01.2003 n 4 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 31 января 2003 г. N 4
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 46.777 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.)¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦05.03.03 ¦27.01.03¦99.045¦99.050¦99.050¦ 9.49 ¦ 2.40 ¦ 21161 ¦
+---------+--------+------+------+------+-------+-------+--------+
¦02.04.03 ¦29.01.03¦98.300¦98.300¦98.300¦ 10.02 ¦ 5.00 ¦ 21162 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦31.01.03¦98.420¦98.499¦98.499¦ 9.38 ¦ 6.40 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦23.04.03 ¦30.01.03¦97.690¦97.770¦97.770¦ 10.04 ¦ 8.97 ¦ 21163 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦31.01.03¦97.800¦97.850¦97.850¦ 9.95 ¦ 7.00 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦07.05.03 ¦31.01.03¦97.400¦97.400¦97.400¦ 10.15 ¦ 0.00 ¦ 21164 ¦
+---------+--------+------+------+------+-------+-------+--------+
¦23.07.03 ¦27.01.03¦95.250¦95.250¦95.250¦ 10.28 ¦ 12.00 ¦ 21165 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦31.01.03¦95.350¦95.350¦95.350¦ 10.29 ¦ 5.00 ¦ ¦
L---------+--------+------+------+------+-------+-------+---------
Торговля ОФЗ при суммарном объеме сделок за неделю 2176.139 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.) ¦ ¦ ¦ ¦ ¦ ¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦05.02.03 ¦27.01.03¦ 2.30 ¦ 99.989¦ 99.995¦ 99.995¦ 8.50¦ 1.89¦ 27007 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.01.03¦ 2.30 ¦ 99.950¦ 99.990¦ 99.980¦ 10.94¦ 20.32¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦29.01.03¦ 2.30 ¦ 99.990¦100.015¦100.015¦ 10.27¦ 14.38¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦30.01.03¦ 2.30 ¦100.001¦100.040¦100.040¦ 10.63¦ 18.76¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦27.02.03 ¦31.01.03¦ 7.20 ¦100.118¦100.118¦100.118¦ 9.70¦ 200.00¦ 29005 ¦
¦<*> ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.03.03 ¦28.01.03¦ 8.74 ¦ 99.910¦ 99.910¦ 99.910¦ 10.29¦ 1.65¦ 26001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦29.01.03¦ 8.77 ¦ 99.900¦ 99.932¦ 99.900¦ 10.30¦ 3.06¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦21.05.03 ¦27.01.03¦ 1.90 ¦ 99.885¦ 99.970¦ 99.885¦ 10.58¦ 20.96¦ 27008 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.01.03¦ 1.90 ¦ 99.900¦ 99.940¦ 99.920¦ 10.64¦ 50.28¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦29.01.03¦ 1.90 ¦ 99.959¦ 99.960¦ 99.960¦ 10.62¦ 0.32¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦30.01.03¦ 2.00 ¦ 99.900¦ 99.980¦ 99.980¦ 10.57¦ 2.71¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦31.01.03¦ 2.00 ¦ 99.995¦100.050¦100.050¦ 10.20¦ 17.38¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.06.03 ¦27.01.03¦ 1.50 ¦ 99.905¦ 99.930¦ 99.930¦ 10.59¦ 11.23¦ 27009 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.01.03¦ 1.50 ¦ 99.920¦ 99.970¦ 99.930¦ 10.60¦ 63.78¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦29.01.03¦ 1.50 ¦ 99.800¦ 99.970¦ 99.970¦ 10.82¦ 0.51¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦30.01.03¦ 1.60 ¦ 99.820¦ 99.969¦ 99.969¦ 10.60¦ 5.56¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦31.01.03¦ 1.60 ¦ 99.980¦100.000¦100.000¦ 10.41¦ 5.64¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦17.09.03 ¦27.01.03¦ 1.10 ¦ 99.659¦ 99.746¦ 99.746¦ 10.91¦ 0.51¦ 27010 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.01.03¦ 1.10 ¦ 99.720¦ 99.745¦ 99.740¦ 10.90¦ 14.38¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦29.01.03¦ 1.20 ¦ 99.670¦ 99.700¦ 99.700¦ 10.87¦ 2.22¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦30.01.03¦ 1.20 ¦ 99.655¦ 99.780¦ 99.780¦ 10.81¦ 3.18¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦31.01.03¦ 1.20 ¦ 99.849¦ 99.990¦ 99.990¦ 10.56¦ 22.47¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦08.10.03 ¦27.01.03¦ 0.50 ¦ 99.695¦100.035¦ 99.750¦ 10.77¦ 7.03¦ 27011 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.01.03¦ 0.50 ¦ 99.690¦ 99.730¦ 99.701¦ 10.96¦ 18.46¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦29.01.03¦ 0.60 ¦ 99.669¦ 99.670¦ 99.670¦ 10.91¦ 3.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦30.01.03¦ 0.60 ¦ 99.643¦ 99.799¦ 99.780¦ 10.87¦ 5.15¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦31.01.03¦ 0.60 ¦ 99.810¦ 99.950¦ 99.950¦ 10.64¦ 10.77¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦19.11.03 ¦27.01.03¦ 1.90 ¦ 99.490¦ 99.550¦ 99.500¦ 10.89¦ 3.34¦ 27012 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.01.03¦ 1.90 ¦ 99.330¦ 99.520¦ 99.430¦ 11.03¦ 8.42¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦30.01.03¦ 2.00 ¦ 99.450¦ 99.600¦ 99.550¦ 10.78¦ 12.12¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦31.01.03¦ 2.00 ¦ 99.800¦ 99.890¦ 99.800¦ 10.40¦ 1.50¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦21.01.04 ¦27.01.03¦ 0.10 ¦ 98.781¦ 99.100¦ 98.822¦ 11.86¦ 6.22¦ 28001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.01.03¦ 0.20 ¦ 98.770¦ 99.000¦ 98.989¦ 11.68¦ 22.77¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦29.01.03¦ 0.20 ¦ 98.950¦ 99.050¦ 99.050¦ 11.55¦ 20.32¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦30.01.03¦ 0.20 ¦ 99.000¦ 99.200¦ 99.200¦ 11.45¦ 15.54¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦31.01.03¦ 0.20 ¦ 99.200¦ 99.250¦ 99.250¦ 11.39¦ 1.69¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.02.04 ¦27.01.03¦ 2.70 ¦100.502¦100.600¦100.502¦ 11.97¦ 3.83¦ 27015 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.01.03¦ 2.73 ¦100.650¦100.720¦100.720¦ 11.76¦ 26.51¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦29.01.03¦ 2.76 ¦100.700¦100.750¦100.750¦ 11.71¦ 7.95¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦30.01.03¦ 2.80 ¦100.800¦100.810¦100.810¦ 11.62¦ 7.19¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦31.01.03¦ 2.83 ¦100.900¦101.050¦101.000¦ 11.46¦ 48.65¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.03.04 ¦27.01.03¦ 8.71 ¦ 97.300¦ 97.300¦ 97.300¦ 12.64¦ 0.20¦ 26002 ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦02.06.04 ¦27.01.03¦ 1.78 ¦100.450¦100.501¦100.500¦ 12.11¦ 11.18¦ 27013 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.01.03¦ 1.81 ¦100.590¦100.610¦100.610¦ 12.02¦ 4.09¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦29.01.03¦ 1.84 ¦100.350¦100.350¦100.350¦ 12.23¦ 1.55¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦30.01.03¦ 1.87 ¦100.500¦100.500¦100.500¦ 12.10¦ 68.80¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦31.01.03¦ 1.91 ¦100.530¦100.850¦100.850¦ 11.97¦ 68.44¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.08.04 ¦27.01.03¦ 2.70 ¦100.645¦100.650¦100.650¦ 12.04¦ 16.96¦ 27017 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.01.03¦ 2.73 ¦100.650¦100.650¦100.650¦ 12.03¦ 2.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.12.04 ¦28.01.03¦ 1.35 ¦100.370¦100.370¦100.370¦ 12.30¦ 2.00¦ 27014 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦29.01.03¦ 1.38 ¦100.370¦100.400¦100.400¦ 12.29¦ 3.78¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦30.01.03¦ 1.41 ¦100.400¦100.490¦100.450¦ 12.25¦ 9.82¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦31.01.03¦ 1.45 ¦100.500¦100.700¦100.700¦ 12.15¦ 13.00¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.03.05 ¦27.01.03¦ 8.71 ¦ 94.800¦ 94.900¦ 94.900¦ 12.86¦ 0.19¦ 26003 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.01.03¦ 8.74 ¦ 94.898¦ 95.000¦ 94.920¦ 12.84¦ 73.51¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦29.01.03¦ 8.77 ¦ 94.950¦ 94.950¦ 94.950¦ 12.82¦ 0.29¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦30.01.03¦ 8.80 ¦ 94.500¦ 94.950¦ 94.950¦ 12.85¦ 0.37¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦20.04.05 ¦27.01.03¦ 0.19 ¦101.180¦101.300¦101.300¦ 12.63¦ 25.00¦ 27021 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.01.03¦ 0.23 ¦101.350¦101.400¦101.350¦ 12.56¦ 3.47¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦29.01.03¦ 0.27 ¦101.400¦101.460¦101.450¦ 12.51¦ 9.15¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦30.01.03¦ 0.31 ¦101.450¦101.500¦101.500¦ 12.50¦ 25.49¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦14.09.05 ¦27.01.03¦ 1.53 ¦100.800¦101.080¦101.050¦ 12.64¦ 17.77¦ 27018 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.01.03¦ 1.57 ¦101.096¦101.250¦101.157¦ 12.57¦ 71.90¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦29.01.03¦ 1.61 ¦101.160¦101.180¦101.180¦ 12.56¦ 17.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦30.01.03¦ 1.65 ¦101.180¦101.180¦101.180¦ 12.55¦ 1.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦31.01.03¦ 1.69 ¦101.240¦101.500¦101.500¦ 12.42¦ 12.58¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.11.06 ¦27.01.03¦ 2.61 ¦ 98.450¦ 98.500¦ 98.475¦ 13.09¦ 22.70¦ 45001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.01.03¦ 2.65 ¦ 98.380¦ 98.490¦ 98.471¦ 13.09¦ 248.21¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦29.01.03¦ 2.69 ¦ 98.450¦ 98.480¦ 98.452¦ 13.10¦ 79.34¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦30.01.03¦ 2.72 ¦ 98.400¦ 98.500¦ 98.500¦ 13.09¦ 42.21¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦31.01.03¦ 2.76 ¦ 98.550¦ 98.880¦ 98.880¦ 12.97¦ 35.15¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦10.09.08 ¦27.01.03¦ 1.53 ¦ 95.550¦ 95.642¦ 95.633¦ 13.20¦ 122.84¦ 46001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦28.01.03¦ 1.57 ¦ 95.633¦ 95.700¦ 95.690¦ 13.18¦ 128.31¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦29.01.03¦ 1.61 ¦ 95.630¦ 95.750¦ 95.720¦ 13.18¦ 62.05¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦30.01.03¦ 1.65 ¦ 95.720¦ 95.840¦ 95.840¦ 13.15¦ 37.43¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦31.01.03¦ 1.69 ¦ 95.800¦ 96.498¦ 96.400¦ 13.02¦ 226.84¦ ¦
L---------+--------+------+-------+-------+-------+------+-------+---------
--------------------------------
<*> Дата обратного выкупа Банком России.
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 ¦ 300 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 24.11.2003 ¦ 297 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2003 ¦ 43 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2003 ¦ 43 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2003 ¦ 43 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2003 ¦ 300 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 24.11.2003 ¦ 297 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 25.11.2003 ¦ 298 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 27.11.2003 ¦ 300 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 28.11.2003 ¦ 301 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 05.02.2003 ¦ 5 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 19.02.2003 ¦ 19 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 05.03.2003 ¦ 33 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 19.03.2003 ¦ 47 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 09.04.2003 ¦ 68 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 21.05.2003 ¦ 110 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 05.03.2003 ¦ 33 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 19.03.2003 ¦ 47 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 05.02.2003 ¦ 5 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 19.02.2003 ¦ 19 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 05.02.2003 ¦ 5 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 19.03.2003 ¦ 47 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 23.04.2003 ¦ 82 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 23.01.2003 ¦ 82 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 19.02.2003 ¦ 19 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 19.03.2003 ¦ 47 ¦ 14.00 ¦ 34.90 ¦
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 ¦ ¦ ¦ ¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21161 ¦17.07.02¦05.03.03¦ 33¦ 2 ¦ 10 ¦ ¦ 6812.778¦ 2187.222¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21162 ¦04.09.02¦02.04.03¦ 61¦ 1 ¦ 5 ¦ ¦ 3712.150¦ 287.850¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21163 ¦23.10.02¦23.04.03¦ 82¦ 1 ¦ 8 ¦ ¦ 3663.739¦ 336.261¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21164 ¦20.11.02¦07.05.03¦ 96¦ 1 ¦ 1 ¦ ¦ 1787.724¦ 3212.276¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21165 ¦04.12.02¦23.07.03¦ 173¦ 1 ¦ ¦ ¦ 2805.287¦ 2194.713¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 300¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 1025¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 43¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 409¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 774¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 666¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1389¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1754¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2120¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2485¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 5¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 110¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 124¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 229¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 250¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 292¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 488¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 684¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 369¦ 3 ¦ 62 ¦ ¦ 16000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 201¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 551¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 957¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 810¦ 2 ¦ 2 ¦ ¦ 10941.601¦ 58.399¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 355¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1384¦ 5 ¦ 80 ¦ ¦ 30327.634¦ 1672.366¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 2049¦ 3 ¦ 33 ¦ ¦ 17765.160¦ 6234.840¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦218755.040¦33681.310¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦27.01.03¦28.01.03¦29.01.03¦30.01.03¦31.01.03¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 9.73 ¦ 10.46 ¦ 10.40 ¦ 10.35 ¦ 10.24 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 11.00 ¦ 10.99 ¦ 10.98 ¦ 11.00 ¦ 10.92 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 13.14 ¦ 13.13 ¦ 13.14 ¦ 13.12 ¦ 12.99 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 12.10 ¦ 12.02 ¦ 12.03 ¦ 11.97 ¦ 11.82 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 10.25 ¦ 0.00 ¦ 10.02 ¦ 10.04 ¦ 9.98 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 12.81 ¦ 12.83 ¦ 11.82 ¦ 12.85 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 13.19 ¦ 13.13 ¦ 13.14 ¦ 13.12 ¦ 13.01 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 12.25 ¦ 12.05 ¦ 12.21 ¦ 12.05 ¦ 11.75 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.08 ¦ 0.00 ¦ 0.03 ¦ 0.05 ¦ 0.10 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.02 ¦ 4.00 ¦ 0.19 ¦ 0.02 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.30 ¦ 0.78 ¦ 0.29 ¦ 0.16 ¦ 0.53 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.08 ¦ 0.21 ¦ 0.05 ¦ 0.12 ¦ 0.14 ¦
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---------¬
¦ ¦ 27.01.03¦ 28.01.03¦ 29.01.03¦ 30.01.03¦ 31.01.03¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦218645.04¦218755.04¦218755.04¦218755.04¦218755.04¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 18781.68¦ 18781.68¦ 18781.68¦ 18781.68¦ 18781.68¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1897.45¦ 1897.45¦ 1897.45¦ 1897.45¦ 1897.45¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 47982.79¦ 48092.79¦ 48092.79¦ 48092.79¦ 48092.79¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦149983.12¦149983.12¦149983.12¦149983.12¦149983.12¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦220843.17¦221125.20¦221180.66¦221355.97¦221766.11¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 18380.95¦ 18380.95¦ 18384.67¦ 18387.67¦ 18402.46¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1948.29¦ 1949.12¦ 1949.95¦ 1950.01¦ 1950.47¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 47811.85¦ 47945.88¦ 47958.97¦ 48000.37¦ 48171.89¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦152702.14¦152849.26¦152887.07¦153017.92¦153241.29¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 506.45¦ 506.01¦ 505.03¦ 504.11¦ 503.65¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 78.40¦ 77.40¦ 76.40¦ 75.40¦ 74.41¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 468.24¦ 467.53¦ 466.76¦ 465.87¦ 465.14¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 1058.12¦ 1057.84¦ 1056.87¦ 1056.09¦ 1055.95¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 385.73¦ 384.94¦ 383.96¦ 382.97¦ 382.08¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

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