БЮЛЛЕТЕНЬ ЦБ РФ от 10.01.2003 n 1 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 10 января 2003 г. N 1
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 79.002 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 ¦09.01.03¦98.550¦98.550¦98.550¦ 9.76 ¦ 1.49 ¦ 21161 ¦
+---------+--------+------+------+------+-------+-------+--------+
¦02.04.03 ¦05.01.03¦97.500¦97.500¦97.500¦ 10.76 ¦ 0.50 ¦ 21162 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦10.01.03¦97.700¦97.700¦97.700¦ 10.48 ¦ 1.00 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦23.04.03 ¦05.01.03¦96.600¦96.600¦96.600¦ 11.90 ¦ 2.67 ¦ 21163 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦10.01.03¦97.000¦97.000¦97.000¦ 10.96 ¦ 1.85 ¦ ¦
+---------+--------+------+------+------+-------+-------+--------+
¦07.05.03 ¦10.01.03¦96.800¦96.880¦96.820¦ 10.20 ¦ 40.50 ¦ 21164 ¦
+---------+--------+------+------+------+-------+-------+--------+
¦23.07.03 ¦05.01.03¦94.000¦94.245¦94.245¦ 11.28 ¦ 6.00 ¦ 21165 ¦
¦ +--------+------+------+------+-------+-------+ ¦
¦ ¦10.01.03¦94.050¦94.050¦94.050¦ 11.90 ¦ 25.00 ¦ ¦
L---------+--------+------+------+------+-------+-------+---------
Торговля ОФЗ при суммарном объеме сделок за неделю 4312.564 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.) ¦ ¦ ¦ ¦ ¦ ¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦22.01.03 ¦04.01.03¦ 2.00 ¦100.000¦100.019¦100.019¦ 10.27¦ 26.52¦ 27006 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.01.03¦ 2.00 ¦100.050¦100.070¦100.070¦ 9.72¦ 8.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦08.01.03¦ 2.10 ¦100.020¦100.040¦100.040¦ 9.72¦ 54.34¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦09.01.03¦ 2.10 ¦100.000¦100.090¦100.090¦ 9.54¦ 18.13¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦10.01.03¦ 2.20 ¦100.041¦100.070¦100.070¦ 7.17¦ 21.40¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦05.02.03 ¦04.01.03¦ 1.60 ¦ 99.955¦100.000¦100.000¦ 10.67¦ 14.00¦ 27007 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.01.03¦ 1.60 ¦100.020¦100.060¦100.050¦ 10.38¦ 55.30¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦08.01.03¦ 1.70 ¦100.053¦100.100¦100.053¦ 9.74¦ 67.19¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦09.01.03¦ 1.80 ¦100.090¦100.100¦100.100¦ 8.37¦ 0.19¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦10.01.03¦ 1.80 ¦100.110¦100.115¦100.114¦ 8.37¦ 16.01¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.03.03 ¦05.01.03¦ 8.11 ¦ 99.700¦ 99.750¦ 99.750¦ 11.14¦ 5.82¦ 26001 ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦21.05.03 ¦04.01.03¦ 1.20 ¦ 99.430¦ 99.500¦ 99.500¦ 12.15¦ 27.19¦ 27008 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.01.03¦ 1.30 ¦ 99.520¦ 99.670¦ 99.670¦ 11.37¦ 41.50¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦08.01.03¦ 1.30 ¦ 99.700¦ 99.750¦ 99.750¦ 11.32¦ 11.64¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦09.01.03¦ 1.40 ¦ 99.760¦ 99.800¦ 99.800¦ 10.95¦ 6.96¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.06.03 ¦04.01.03¦ 0.90 ¦ 99.300¦ 99.350¦ 99.350¦ 12.10¦ 44.20¦ 27009 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.01.03¦ 0.90 ¦ 99.400¦ 99.640¦ 99.640¦ 11.59¦ 88.14¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦08.01.03¦ 1.00 ¦ 99.580¦ 99.600¦ 99.580¦ 11.43¦ 15.08¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦09.01.03¦ 1.00 ¦ 99.650¦ 99.650¦ 99.650¦ 11.34¦ 2.72¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦10.01.03¦ 1.00 ¦ 99.750¦ 99.850¦ 99.850¦ 10.99¦ 40.95¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦17.09.03 ¦04.01.03¦ 0.50 ¦ 98.400¦ 98.400¦ 98.400¦ 12.97¦ 0.55¦ 27010 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.01.03¦ 0.50 ¦ 98.700¦ 99.000¦ 99.000¦ 12.13¦ 83.04¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦08.01.03¦ 0.60 ¦ 99.010¦ 99.050¦ 99.050¦ 11.94¦ 21.25¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦09.01.03¦ 0.60 ¦ 99.050¦ 99.200¦ 99.150¦ 11.79¦ 50.63¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦10.01.03¦ 0.60 ¦ 99.200¦ 99.500¦ 99.500¦ 11.35¦ 28.85¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦08.10.03 ¦05.01.03¦ 2.40 ¦ 98.700¦ 99.000¦ 98.900¦ 12.13¦ 64.60¦ 27011 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦08.01.03¦ 0.00 ¦ 98.980¦ 99.020¦ 99.020¦ 11.93¦ 56.26¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦09.01.03¦ 0.00 ¦ 99.100¦ 99.245¦ 99.240¦ 11.67¦ 35.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦10.01.03¦ 0.10 ¦ 99.250¦ 99.350¦ 99.350¦ 11.35¦ 5.08¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦19.11.03 ¦05.01.03¦ 1.30 ¦ 98.498¦ 98.600¦ 98.521¦ 12.09¦ 26.05¦ 27012 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦08.01.03¦ 1.30 ¦ 98.779¦ 98.800¦ 98.800¦ 11.90¦ 10.24¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦09.01.03¦ 1.40 ¦ 98.848¦ 99.000¦ 99.000¦ 11.61¦ 5.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦10.01.03¦ 1.40 ¦ 98.940¦ 98.050¦ 99.050¦ 11.55¦ 6.65¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦21.01.04 ¦04.01.03¦ 2.00 ¦ 97.500¦ 97.500¦ 97.500¦ 13.22¦ 1.00¦ 28001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.01.03¦ 2.00 ¦ 97.910¦ 98.000¦ 98.000¦ 12.69¦ 5.58¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦08.01.03¦ 2.10 ¦ 98.071¦ 98.200¦ 98.080¦ 12.46¦ 10.15¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦09.01.03¦ 2.10 ¦ 98.201¦ 98.400¦ 98.310¦ 12.37¦ 36.33¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦10.01.03¦ 2.20 ¦ 98.270¦ 98.600¦ 98.600¦ 12.00¦ 26.95¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.02.04 ¦04.01.03¦ 1.94 ¦ 99.310¦ 99.310¦ 99.310¦ 13.30¦ 0.00¦ 27015 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.01.03¦ 1.97 ¦100.000¦100.002¦100.000¦ 12.54¦ 118.62¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦08.01.03¦ 2.07 ¦100.000¦100.036¦100.035¦ 12.51¦ 337.97¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦09.01.03¦ 2.10 ¦100.010¦101.040¦100.200¦ 12.46¦ 565.25¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦10.01.03¦ 2.14 ¦100.140¦100.211¦100.210¦ 12.32¦ 428.31¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦02.06.04 ¦05.01.03¦ 1.05 ¦ 99.930¦ 99.931¦ 99.930¦ 12.60¦ 20.00¦ 27013 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦08.01.03¦ 1.15 ¦ 99.930¦ 99.930¦ 99.930¦ 12.60¦ 42.72¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦09.01.03¦ 1.18 ¦ 99.950¦ 99.950¦ 99.950¦ 12.59¦ 17.98¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦10.01.03¦ 1.22 ¦ 99.701¦100.300¦100.200¦ 12.37¦ 31.09¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦04.08.04 ¦08.01.03¦ 2.07 ¦ 99.200¦ 99.301¦ 99.300¦ 13.11¦ 7.52¦ 27017 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦09.01.03¦ 2.10 ¦ 99.299¦ 99.650¦ 99.650¦ 12.82¦ 25.02¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦10.01.03¦ 2.14 ¦ 99.201¦ 99.950¦ 99.201¦ 12.68¦ 9.81¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.12.04 ¦08.01.03¦ 0.69 ¦ 98.900¦ 99.915¦ 99.915¦ 13.14¦ 46.52¦ 27014 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦09.01.03¦ 0.72 ¦ 99.099¦ 99.800¦ 99.800¦ 12.70¦ 8.55¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦10.01.03¦ 0.76 ¦ 99.800¦ 99.800¦ 99.800¦ 12.68¦ 1.65¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.03.05 ¦08.01.03¦ 8.19 ¦ 93.750¦ 93.790¦ 93.750¦ 13.43¦ 33.00¦ 26003 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦09.01.03¦ 8.22 ¦ 93.800¦ 94.150¦ 94.020¦ 13.24¦ 7.65¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦10.01.03¦ 8.25 ¦ 94.000¦ 94.050¦ 94.048¦ 13.27¦ 6.73¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦20.04.05 ¦05.01.03¦ 3.62 ¦100.450¦100.500¦100.500¦ 13.13¦ 10.00¦ 27021 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦08.01.03¦ 3.74 ¦100.800¦100.800¦100.800¦ 12.94¦ 3.04¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦09.01.03¦ 3.78 ¦100.900¦101.000¦101.000¦ 12.86¦ 17.62¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦14.09.05 ¦04.01.03¦ 0.65 ¦ 99.988¦ 99.990¦ 99.988¦ 13.20¦ 0.57¦ 27018 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.01.03¦ 0.69 ¦100.200¦100.200¦100.200¦ 13.09¦ 0.01¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦08.01.03¦ 0.81 ¦100.000¦100.040¦100.040¦ 13.17¦ 63.68¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦09.01.03¦ 0.84 ¦100.030¦100.065¦100.065¦ 13.15¦ 5.11¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦10.01.03¦ 0.88 ¦100.100¦100.300¦100.300¦ 13.06¦ 21.19¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.11.06 ¦04.01.03¦ 1.73 ¦ 96.960¦ 97.100¦ 97.100¦ 13.76¦ 18.07¦ 45001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.01.03¦ 1.76 ¦ 97.120¦ 98.100¦ 98.100¦ 13.47¦ 77.63¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦08.01.03¦ 1.88 ¦ 98.110¦ 98.210¦ 98.180¦ 13.26¦ 134.78¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦09.01.03¦ 1.92 ¦ 98.170¦ 98.195¦ 98.180¦ 13.26¦ 192.24¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦10.01.03¦ 1.96 ¦ 98.100¦ 98.300¦ 98.300¦ 13.25¦ 456.09¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦10.09.08 ¦04.01.03¦ 0.65 ¦ 94.011¦ 94.011¦ 94.011¦ 13.76¦ 1.29¦ 46001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦05.01.03¦ 0.69 ¦ 95.000¦ 95.500¦ 95.500¦ 13.37¦ 32.06¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦08.01.03¦ 0.81 ¦ 95.280¦ 95.450¦ 95.365¦ 13.33¦ 114.11¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦09.01.03¦ 0.84 ¦ 95.340¦ 95.417¦ 95.414¦ 13.31¦ 75.55¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦10.01.03¦ 0.88 ¦ 95.300¦ 95.511¦ 95.511¦ 13.28¦ 342.65¦ ¦
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 ¦ 321 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 24.11.2003 ¦ 318 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2003 ¦ 64 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2003 ¦ 64 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2003 ¦ 64 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2003 ¦ 321 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 24.11.2003 ¦ 318 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 25.11.2003 ¦ 319 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 27.11.2003 ¦ 321 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 28.11.2003 ¦ 322 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 22.01.2003 ¦ 12 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 05.02.2003 ¦ 26 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 19.02.2003 ¦ 40 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 05.03.2003 ¦ 54 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 19.03.2003 ¦ 68 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 09.04.2003 ¦ 89 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 21.05.2003 ¦ 131 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 05.03.2003 ¦ 54 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 19.03.2003 ¦ 68 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 05.02.2003 ¦ 26 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 19.02.2003 ¦ 40 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 05.02.2003 ¦ 26 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 19.03.2003 ¦ 68 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 22.01.2003 ¦ 12 ¦ 15.00 ¦ 43.15 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 22.01.2003 ¦ 12 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 19.02.2003 ¦ 40 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 19.03.2003 ¦ 68 ¦ 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¦ 54¦ 2 ¦ 10 ¦ ¦ 6812.778¦ 2187.222¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21162 ¦04.09.02¦02.04.03¦ 82¦ 1 ¦ 5 ¦ ¦ 3712.150¦ 287.850¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21163 ¦23.10.02¦23.04.03¦ 103¦ 1 ¦ 8 ¦ ¦ 3663.739¦ 336.261¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21164 ¦20.11.02¦07.05.03¦ 117¦ 1 ¦ 1 ¦ ¦ 1787.724¦ 3212.276¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21165 ¦04.12.02¦23.07.03¦ 194¦ 1 ¦ ¦ ¦ 2805.287¦ 2194.713¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 321¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 1046¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 64¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 430¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 795¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 687¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1410¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1775¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2141¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2506¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 12¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 26¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 131¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 145¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 250¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 271¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 313¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 509¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 705¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 390¦ 3 ¦ 62 ¦ ¦ 16000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 222¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 572¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 978¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 831¦ 1 ¦ 1 ¦ ¦ 6000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 376¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1405¦ 5 ¦ 79 ¦ ¦ 30327.334¦ 1672.666¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 2070¦ 2 ¦ 28 ¦ ¦ 12606.199¦ 1393.801¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦218196.497¦29228.603¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦04.01.03¦05.01.03¦08.01.03¦09.01.03¦10.01.03¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 13.01 ¦ 11.60 ¦ 11.32 ¦ 10.54 ¦ 10.46 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 11.76 ¦ 11.44 ¦ 11.49 ¦ 11.34 ¦ 11.33 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 13.76 ¦ 13.43 ¦ 13.29 ¦ 13.28 ¦ 13.26 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 13.19 ¦ 12.66 ¦ 12.67 ¦ 12.53 ¦ 12.37 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 11.39 ¦ 0.00 ¦ 9.76 ¦ 11.04 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 11.14 ¦ 13.43 ¦ 13.24 ¦ 13.27 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 13.76 ¦ 13.43 ¦ 13.30 ¦ 13.28 ¦ 13.26 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 12.08 ¦ 12.27 ¦ 12.65 ¦ 12.45 ¦ 12.30 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.05 ¦ 0.00 ¦ 0.01 ¦ 0.36 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 0.33 ¦ 1.75 ¦ 0.41 ¦ 0.36 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.05 ¦ 0.26 ¦ 0.58 ¦ 0.63 ¦ 1.85 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.07 ¦ 0.34 ¦ 0.49 ¦ 0.52 ¦ 0.42 ¦
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---------¬
¦ ¦ 04.01.03¦ 05.03.03¦ 08.01.03¦ 09.01.03¦ 10.01.03¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦217007.80¦217007.80¦217271.46¦217580.07¦218196.50¦
¦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 ¦ 42286.90¦ 42286.90¦ 42374.93¦ 42433.53¦ 42933.53¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦154041.78¦154041.78¦154217.42¦154467.42¦154583.84¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦216158.23¦217255.37¦217760.23¦218414.02¦219352.33¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 18091.60¦ 18174.96¦ 18174.96¦ 18226.06¦ 18264.07¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1911.15¦ 1912.20¦ 1920.46¦ 1924.74¦ 1924.73¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 41276.15¦ 41633.59¦ 41917.29¦ 41996.99¦ 42525.92¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦154879.33¦155534.62¦155747.52¦156266.24¦156637.61¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 478.41¦ 478.47¦ 476.56¦ 475.52¦ 475.95¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 101.26¦ 100.40¦ 97.40¦ 96.29¦ 95.29¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 484.70¦ 484.03¦ 482.30¦ 482.05¦ 481.16¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 1046.18¦ 1047.55¦ 1044.75¦ 1043.65¦ 1043.86¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 371.08¦ 370.25¦ 367.81¦ 366.99¦ 366.09¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на открытом рынке
Банка России

<ПИСЬМО> ГТК РФ от 10.01.2003 n 01-06/603 О КОДАХ БЮДЖЕТНОЙ КЛАССИФИКАЦИИ  »
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