Закон Определение Положение Постановление Приказ Прочее Распоряжение Решение Указ Устав pg2013.ru / Прочее Бюллетень Банка России от 28.03.2003 № 11 <Итоги торговли ГКО, ОФЗ и ОБР> Официальная публикация в СМИ: "Вестник Банка России", № 18, 03.04.2003 ЦЕНТРАЛЬНЫЙ БАНК РОССИИ БЮЛЛЕТЕНЬ от 28 марта 2003 г. № 11 Часть 1 ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ) Торговля ГКО при суммарном объеме сделок за неделю 164.748 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.)¦ ¦ +---------+--------+------+------+------+-------+-------+--------+ ¦02.04.03 ¦24.03.03¦99.820¦99.820¦99.820¦ 7.31 ¦120.50 ¦ 21162 ¦ ¦ +--------+------+------+------+-------+-------+ ¦ ¦ ¦28.03.03¦99.885¦99.885¦99.885¦ 8.40 ¦ 5.70 ¦ ¦ +---------+--------+------+------+------+-------+-------+--------+ ¦23.04.03 ¦28.03.03¦99.525¦99.643¦99.600¦ 5.64 ¦ 0.87 ¦ 21163 ¦ +---------+--------+------+------+------+-------+-------+--------+ ¦23.07.03 ¦25.03.03¦98.200¦98.200¦98.200¦ 5.58 ¦ 2.50 ¦ 21165 ¦ ¦ +--------+------+------+------+-------+-------+ ¦ ¦ ¦27.03.03¦98.150¦98.150¦98.150¦ 5.83 ¦ 17.87 ¦ ¦ +---------+--------+------+------+------+-------+-------+--------+ ¦03.09.03 ¦24.03.03¦97.450¦97.450¦97.450¦ 5.86 ¦ 7.00 ¦ 21167 ¦ ¦ +--------+------+------+------+-------+-------+ ¦ ¦ ¦26.03.03¦97.450¦97.450¦97.450¦ 5.93 ¦ 10.30 ¦ ¦ ¦ +--------+------+------+------+-------+-------+ ¦ ¦ ¦27.03.03¦97.500¦97.500¦97.500¦ 5.85 ¦ 0.01 ¦ ¦ L---------+--------+------+------+------+-------+-------+--------- Торговля ОФЗ при суммарном объеме сделок за неделю 3910.614 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 ¦24.03.03¦ 0.90 ¦100.650¦100.711¦100.711¦ 5.75¦ 0.27¦ 27008 ¦ ¦ +--------+------+-------+-------+-------+------+-------+ ¦ ¦ ¦25.03.03¦ 0.90 ¦100.631¦100.670¦100.631¦ 6.10¦ 17.08¦ ¦ ¦ +--------+------+-------+-------+-------+------+-------+ ¦ ¦ ¦26.03.03¦ 1.00 ¦100.600¦100.640¦100.620¦ 5.76¦ 28.03¦ ¦ ¦ +--------+------+-------+-------+-------+------+-------+ ¦ ¦ ¦27.03.03¦ 1.00 ¦100.500¦100.530¦100.510¦ 6.64¦ 51.71¦ ¦ ¦ +--------+------+-------+-------+-------+------+-------+ ¦ ¦ ¦28.03.03¦ 1.00 ¦100.480¦100.550¦100.530¦ 6.62¦ 118.99¦ ¦ +---------+--------+------+-------+-------+-------+------+-------+--------+ ¦04.06.03 ¦24.03.03¦ 0.50 ¦100.625¦100.720¦100.700¦ 6.93¦ 20.32¦ 27009 ¦ ¦ +--------+------+-------+-------+-------+------+-------+ ¦ ¦ ¦25.03.03¦ 0.50 ¦100.654¦100.661¦100.660¦ 7.00¦ 9.49¦ ¦ ¦ +--------+------+-------+-------+-------+------+-------+ ¦ ¦ ¦26.03.03¦ 0.60 ¦100.600¦100.720¦100.620¦ 6.78¦ 131.51¦ ¦ ¦ +--------+------+-------+-------+-------+------+-------+ ¦ ¦ ¦27.03.03¦ 0.60 ¦100.520¦100.650¦100.580¦ 7.09¦ 112.53¦ ¦ ¦ +--------+------+-------+-------+-------+------+-------+ ¦ ¦ ¦28.03.03¦ 0.60 ¦100.600¦100.700¦100.700¦ 6.79¦ 34.10¦ ¦ +---------+--------+------+-------+-------+-------+------+-------+--------+ ¦20.08.03 ¦26.03.03¦ 1.15 ¦101.741¦102.200¦102.200¦ 7.17¦ 0.60¦ 27016 ¦ ¦ +--------+------+-------+-------+-------+------+-------+ ¦ ¦ ¦27.03.03¦ 1.18 ¦101.950¦101.950¦101.950¦ 7.18¦ 0.45¦ ¦ +---------+--------+------+-------+-------+-------+------+-------+--------+ ¦17.09.03 ¦24.03.03¦ 0.10 ¦101.600¦101.650¦101.650¦ 6.81¦ 26.96¦ 27010 ¦ ¦ +--------+------+-------+-------+-------+------+-------+ ¦ ¦ ¦25.03.03¦ 0.20 ¦101.600¦101.749¦101.600¦ 6.61¦ 0.88¦ ¦ ¦ +--------+------+-------+-------+-------+------+-------+ ¦ ¦ ¦26.03.03¦ 0.20 ¦101.580¦101.600¦101.600¦ 6.77¦ 37.75¦ ¦ ¦ +--------+------+-------+-------+-------+------+-------+ ¦ ¦ ¦27.03.03¦ 0.20 ¦101.500¦101.520¦101.504¦ 6.99¦ 102.16¦ ¦ ¦ +--------+------+-------+-------+-------+------+-------+ ¦ ¦ ¦28.03.03¦ 0.20 ¦101.500¦101.520¦101.520¦ 7.03¦ 31.65¦ ¦ +---------+--------+------+-------+-------+-------+------+-------+--------+ ¦08.10.03 ¦24.03.03¦ 2.10 ¦101.850¦101.900¦101.850¦ 6.60¦ 60.98¦ 27011 ¦ ¦ +--------+------+-------+-------+-------+------+-------+ ¦ ¦ ¦25.03.03¦ 2.10 ¦101.740¦101.751¦101.750¦ 6.84¦ 80.58¦ ¦ ¦ +--------+------+-------+-------+-------+------+-------+ ¦ ¦ ¦26.03.03¦ 2.10 ¦101.600¦101.700¦101.700¦ 6.98¦ 197.58¦ ¦ ¦ +--------+------+-------+-------+-------+------+-------+ ¦ ¦ ¦27.03.03¦ 2.10 ¦101.600¦101.750¦101.650¦ 7.06¦ 123.43¦ ¦ ¦ +--------+------+-------+-------+-------+------+-------+ ¦ ¦ ¦28.03.03¦ 2.20 ¦101.550¦101.690¦101.690¦ 7.01¦ 45.30¦ ¦ +---------+--------+------+-------+-------+-------+------+-------+--------+ ¦19.11.03 ¦24.03.03¦ 3.40 ¦101.800¦102.400¦102.400¦ 7.13¦ 4.49¦ 27012 ¦ ¦ +--------+------+-------+-------+-------+------+-------+ ¦ ¦ ¦25.03.03¦ 3.40 ¦101.900¦102.250¦102.000¦ 6.89¦ 3.90¦ ¦ ¦ +--------+------+-------+-------+-------+------+-------+ ¦ ¦ ¦26.03.03¦ 3.50 ¦101.800¦102.000¦101.900¦ 6.90¦ 95.92¦ ¦ ¦ +--------+------+-------+-------+-------+------+-------+ ¦ ¦ ¦27.03.03¦ 3.50 ¦101.629¦101.840¦101.730¦ 7.31¦ 32.69¦ ¦ ¦ +--------+------+-------+-------+-------+------+-------+ ¦ ¦ ¦28.03.03¦ 3.50 ¦101.600¦101.760¦101.730¦ 7.36¦ 125.15¦ ¦ +---------+--------+------+-------+-------+-------+------+-------+--------+ ¦21.01.04 ¦24.03.03¦ 1.70 ¦102.010¦102.100¦102.020¦ 7.58¦ 16.33¦ 28001 ¦ ¦ +--------+------+-------+-------+-------+------+-------+ ¦ ¦ ¦25.03.03¦ 1.70 ¦101.700¦101.980¦101.980¦ 7.85¦ 2.87¦ ¦ ¦ +--------+------+-------+-------+-------+------+-------+ ¦ ¦ ¦26.03.03¦ 1.70 ¦101.700¦101.900¦101.734¦ 8.04¦ 0.90¦ ¦ ¦ +--------+------+-------+-------+-------+------+-------+ ¦ ¦ ¦27.03.03¦ 1.80 ¦101.734¦101.762¦101.734¦ 7.98¦ 3.95¦ ¦ ¦ +--------+------+-------+-------+-------+------+-------+ ¦ ¦ ¦28.03.03¦ 1.80 ¦101.700¦102.389¦101.702¦ 8.06¦ 11.25¦ ¦ +---------+--------+------+-------+-------+-------+------+-------+--------+ ¦04.02.04 ¦24.03.03¦ 1.55 ¦103.600¦103.700¦103.700¦ 7.79¦ 33.80¦ 27015 ¦ ¦ +--------+------+-------+-------+-------+------+-------+ ¦ ¦ ¦25.03.03¦ 1.58 ¦103.502¦103.890¦103.660¦ 7.99¦ 63.68¦ ¦ ¦ +--------+------+-------+-------+-------+------+-------+ ¦ ¦ ¦26.03.03¦ 1.61 ¦103.602¦103.893¦103.893¦ 7.56¦ 5.78¦ ¦ ¦ +--------+------+-------+-------+-------+------+-------+ ¦ ¦ ¦27.03.03¦ 1.64 ¦103.830¦103.830¦103.830¦ 7.56¦ 1.00¦ ¦ ¦ +--------+------+-------+-------+-------+------+-------+ ¦ ¦ ¦28.03.03¦ 1.68 ¦103.502¦103.800¦103.503¦ 7.89¦ 1.25¦ ¦ +---------+--------+------+-------+-------+-------+------+-------+--------+ ¦15.03.04 ¦26.03.03¦ 0.30 ¦101.100¦101.100¦101.100¦ 8.76¦ 0.01¦ 26002 ¦ ¦ +--------+------+-------+-------+-------+------+-------+ ¦ ¦ ¦27.03.03¦ 0.33 ¦101.000¦101.000¦101.000¦ 8.86¦ 0.08¦ ¦ +---------+--------+------+-------+-------+-------+------+-------+--------+ ¦02.06.04 ¦24.03.03¦ 0.63 ¦104.720¦104.750¦104.720¦ 8.04¦ 4.37¦ 27013 ¦ ¦ +--------+------+-------+-------+-------+------+-------+ ¦ ¦ ¦25.03.03¦ 0.66 ¦104.600¦104.600¦104.600¦ 8.15¦ 90.00¦ ¦ ¦ +--------+------+-------+-------+-------+------+-------+ ¦ ¦ ¦26.03.03¦ 0.69 ¦104.550¦104.550¦104.550¦ 8.19¦ 15.00¦ ¦ ¦ +--------+------+-------+-------+-------+------+-------+ ¦ ¦ ¦27.03.03¦ 0.72 ¦104.452¦104.452¦104.452¦ 8.27¦ 1.22¦ ¦ ¦ +--------+------+-------+-------+-------+------+-------+ ¦ ¦ ¦28.03.03¦ 0.76 ¦104.490¦104.502¦104.500¦ 8.22¦ 45.01¦ ¦ +---------+--------+------+-------+-------+-------+------+-------+--------+ ¦04.08.04 ¦24.03.03¦ 1.55 ¦105.305¦105.305¦105.305¦ 8.10¦ 14.80¦ 27017 ¦ ¦ +--------+------+-------+-------+-------+------+-------+ ¦ ¦ ¦25.03.03¦ 1.58 ¦105.300¦105.500¦105.300¦ 8.00¦ 10.14¦ ¦ ¦ +--------+------+-------+-------+-------+------+-------+ ¦ ¦ ¦26.03.03¦ 1.61 ¦104.500¦105.600¦105.600¦ 8.29¦ 0.20¦ ¦ ¦ +--------+------+-------+-------+-------+------+-------+ ¦ ¦ ¦27.03.03¦ 1.64 ¦105.400¦105.450¦105.400¦ 8.00¦ 4.19¦ ¦ +---------+--------+------+-------+-------+-------+------+-------+--------+ ¦15.12.04 ¦24.03.03¦ 0.16 ¦106.600¦106.890¦106.890¦ 8.06¦ 17.25¦ 27014 ¦ ¦ +--------+------+-------+-------+-------+------+-------+ ¦ ¦ ¦25.03.03¦ 0.20 ¦106.750¦106.950¦106.950¦ 7.94¦ 16.98¦ ¦ ¦ +--------+------+-------+-------+-------+------+-------+ ¦ ¦ ¦26.03.03¦ 0.23 ¦106.500¦106.510¦106.500¦ 8.17¦ 0.68¦ ¦ ¦ +--------+------+-------+-------+-------+------+-------+ ¦ ¦ ¦27.03.03¦ 0.26 ¦106.670¦106.700¦106.700¦ 8.04¦ 5.07¦ ¦ +---------+--------+------+-------+-------+-------+------+-------+--------+ ¦15.03.05 ¦25.03.03¦ 0.27 ¦101.000¦101.000¦101.000¦ 9.41¦ 0.12¦ 26003 ¦ ¦ +--------+------+-------+-------+-------+------+-------+ ¦ ¦ ¦27.03.03¦ 0.33 ¦101.500¦101.500¦101.500¦ 9.12¦ 2.00¦ ¦ +---------+--------+------+-------+-------+-------+------+-------+--------+ ¦20.04.05 ¦25.03.03¦ 2.38 ¦107.300¦107.500¦107.500¦ 8.95¦ 7.75¦ 27021 ¦ ¦ +--------+------+-------+-------+-------+------+-------+ ¦ ¦ ¦27.03.03¦ 2.46 ¦107.300¦107.500¦107.300¦ 8.94¦ 8.30¦ ¦ ¦ +--------+------+-------+-------+-------+------+-------+ ¦ ¦ ¦28.03.03¦ 2.49 ¦107.200¦107.250¦107.200¦ 9.01¦ 10.00¦ ¦ +---------+--------+------+-------+-------+-------+------+-------+--------+ ¦14.09.05 ¦24.03.03¦ 0.19 ¦108.100¦108.190¦108.190¦ 9.03¦ 8.53¦ 27018 ¦ ¦ +--------+------+-------+-------+-------+------+-------+ ¦ ¦ ¦28.03.03¦ 0.35 ¦108.000¦108.500¦108.500¦ 8.94¦ 0.30¦ ¦ +---------+--------+------+-------+-------+-------+------+-------+--------+ ¦15.02.06 ¦24.03.03¦ 0.90 ¦ 99.800¦100.500¦ 99.800¦ 9.16¦ 112.39¦ 27022 ¦ ¦ +--------+------+-------+-------+-------+------+-------+ ¦ ¦ ¦25.03.03¦ 0.93 ¦ 99.950¦ 99.980¦ 99.950¦ 9.15¦ 81.10¦ ¦ ¦ +--------+------+-------+-------+-------+------+-------+ ¦ ¦ ¦26.03.03¦ 0.96 ¦ 99.600¦100.000¦ 99.600¦ 9.14¦ 49.62¦ ¦ ¦ +--------+------+-------+-------+-------+------+-------+ ¦ ¦ ¦27.03.03¦ 0.99 ¦100.200¦100.200¦100.200¦ 9.06¦ 2.09¦ ¦ ¦ +--------+------+-------+-------+-------+------+-------+ ¦ ¦ ¦28.03.03¦ 1.01 ¦100.000¦100.000¦100.000¦ 9.14¦ 14.25¦ ¦ +---------+--------+------+-------+-------+-------+------+-------+--------+ ¦02.08.06 ¦27.03.03¦ 1.57 ¦104.500¦104.940¦104.940¦ 9.12¦ 661.19¦ 45002 ¦ ¦ +--------+------+-------+-------+-------+------+-------+ ¦ ¦ ¦28.03.03¦ 1.61 ¦104.770¦104.850¦104.770¦ 9.07¦ 103.47¦ ¦ +---------+--------+------+-------+-------+-------+------+-------+--------+ ¦15.11.06 ¦24.03.03¦ 1.27 ¦106.580¦107.004¦106.580¦ 9.40¦ 22.16¦ 45001 ¦ ¦ +--------+------+-------+-------+-------+------+-------+ ¦ ¦ ¦25.03.03¦ 1.30 ¦106.500¦106.620¦106.590¦ 9.40¦ 36.18¦ ¦ ¦ +--------+------+-------+-------+-------+------+-------+ ¦ ¦ ¦26.03.03¦ 1.34 ¦106.470¦106.989¦106.800¦ 9.28¦ 53.16¦ ¦ ¦ +--------+------+-------+-------+-------+------+-------+ ¦ ¦ ¦27.03.03¦ 1.38 ¦106.810¦106.990¦106.990¦ 9.23¦ 24.63¦ ¦ ¦ +--------+------+-------+-------+-------+------+-------+ ¦ ¦ ¦28.03.03¦ 1.42 ¦106.450¦107.150¦106.600¦ 9.25¦ 50.73¦ ¦ +---------+--------+------+-------+-------+-------+------+-------+--------+ ¦10.09.08 ¦24.03.03¦ 0.19 ¦107.550¦108.100¦107.550¦ 9.53¦ 40.04¦ 46001 ¦ ¦ +--------+------+-------+-------+-------+------+-------+ ¦ ¦ ¦25.03.03¦ 0.23 ¦107.350¦107.600¦107.350¦ 9.55¦ 40.18¦ ¦ ¦ +--------+------+-------+-------+-------+------+-------+ ¦ ¦ ¦26.03.03¦ 0.27 ¦107.500¦107.700¦107.620¦ 9.52¦ 15.00¦ ¦ ¦ +--------+------+-------+-------+-------+------+-------+ ¦ ¦ ¦27.03.03¦ 0.31 ¦107.550¦107.725¦107.650¦ 9.50¦ 158.09¦ ¦ ¦ +--------+------+-------+-------+-------+------+-------+ ¦ ¦ ¦28.03.03¦ 0.35 ¦107.500¦107.750¦107.600¦ 9.50¦ 165.02¦ ¦ +---------+--------+------+-------+-------+-------+------+-------+--------+ ¦08.08.12 ¦24.03.03¦ 1.67 ¦102.500¦102.550¦102.500¦ 9.58¦ 27.16¦ 46002 ¦ ¦ +--------+------+-------+-------+-------+------+-------+ ¦ ¦ ¦25.03.03¦ 1.71 ¦102.451¦102.500¦102.451¦ 9.58¦ 17.00¦ ¦ ¦ +--------+------+-------+-------+-------+------+-------+ ¦ ¦ ¦26.03.03¦ 1.75 ¦102.470¦102.500¦102.500¦ 9.58¦ 62.25¦ ¦ ¦ +--------+------+-------+-------+-------+------+-------+ ¦ ¦ ¦27.03.03¦ 1.78 ¦102.640¦102.950¦102.800¦ 9.53¦ 35.29¦ ¦ ¦ +--------+------+-------+-------+-------+------+-------+ ¦ ¦ ¦28.03.03¦ 1.82 ¦102.750¦102.900¦102.830¦ 9.52¦ 46.98¦ ¦ +---------+--------+------+-------+-------+-------+------+-------+--------+ ¦29.08.18 ¦24.03.03¦ 0.55 ¦ 99.300¦ 99.999¦ 99.999¦ 9.31¦ 32.66¦ 46014 ¦ ¦ +--------+------+-------+-------+-------+------+-------+ ¦ ¦ ¦25.03.03¦ 0.58 ¦ 99.250¦ 99.400¦ 99.250¦ 9.36¦ 8.54¦ ¦ ¦ +--------+------+-------+-------+-------+------+-------+ ¦ ¦ ¦27.03.03¦ 0.63 ¦ 99.999¦100.200¦100.000¦ 9.24¦ 49.40¦ ¦ ¦ +--------+------+-------+-------+-------+------+-------+ ¦ ¦ ¦28.03.03¦ 0.66 ¦100.000¦100.100¦100.030¦ 9.24¦ 104.75¦ ¦ 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 ¦ 244 ¦ 5.00 ¦ 50.00 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 25053 ¦ 24.11.2003 ¦ 241 ¦ 2.00 ¦ 19.95 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 26002 ¦ 15.03.2004 ¦ 353 ¦ 10.00 ¦ 100.27 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 26003 ¦ 15.03.2004 ¦ 353 ¦ 10.00 ¦ 100.27 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 26032 ¦ 27.11.2003 ¦ 244 ¦ 5.00 ¦ 50.00 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 26175 ¦ 24.11.2003 ¦ 241 ¦ 2.00 ¦ 19.95 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 26176 ¦ 25.11.2003 ¦ 242 ¦ 2.00 ¦ 19.95 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 26177 ¦ 27.11.2003 ¦ 244 ¦ 2.00 ¦ 19.95 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 26178 ¦ 28.11.2003 ¦ 245 ¦ 2.00 ¦ 19.95 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 27008 ¦ 21.05.2003 ¦ 54 ¦ 10.00 ¦ 0.25 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 27009 ¦ 04.06.2003 ¦ 68 ¦ 10.00 ¦ 0.25 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 27010 ¦ 18.06.2003 ¦ 82 ¦ 10.00 ¦ 0.25 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 27011 ¦ 09.04.2003 ¦ 12 ¦ 10.00 ¦ 0.25 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 27012 ¦ 21.05.2003 ¦ 54 ¦ 10.00 ¦ 0.50 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 27013 ¦ 04.06.2003 ¦ 68 ¦ 12.00 ¦ 29.92 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 27014 ¦ 18.06.2003 ¦ 82 ¦ 12.00 ¦ 29.92 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 27015 ¦ 07.05.2003 ¦ 40 ¦ 12.00 ¦ 29.92 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 27016 ¦ 21.05.2003 ¦ 54 ¦ 12.00 ¦ 29.92 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 27017 ¦ 07.05.2003 ¦ 40 ¦ 12.00 ¦ 29.92 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 27018 ¦ 18.06.2003 ¦ 82 ¦ 14.00 ¦ 34.90 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 27021 ¦ 23.04.2003 ¦ 26 ¦ 14.00 ¦ 34.90 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 27022 ¦ 21.05.2003 ¦ 54 ¦ 10.00 ¦ 24.93 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 28001 ¦ 23.04.2003 ¦ 26 ¦ 10.00 ¦ 0.25 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 45001 ¦ 21.05.2003 ¦ 54 ¦ 14.00 ¦ 34.90 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 45002 ¦ 06.08.2003 ¦ 131 ¦ 14.00 ¦ 66.36 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 46001 ¦ 18.06.2003 ¦ 82 ¦ 14.00 ¦ 34.90 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 46002 ¦ 20.08.2003 ¦ 145 ¦ 13.00 ¦ 69.81 ¦ +--------+------------------------+-------+--------+-------------+ ¦ 46014 ¦ 17.09.2003 ¦ 173 ¦ 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 ¦ ¦ ¦ ¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 21162 ¦04.09.02¦02.04.03¦ 5¦ 1 ¦ 5 ¦ ¦ 3712.150¦ 287.850¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 21163 ¦23.10.02¦23.04.03¦ 26¦ 1 ¦ 8 ¦ ¦ 3663.739¦ 336.261¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 21164 ¦20.11.02¦07.05.03¦ 40¦ 1 ¦ 1 ¦ ¦ 1787.724¦ 3212.276¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 21165 ¦04.12.02¦23.07.03¦ 117¦ 1 ¦ 2 ¦ ¦ 3025.287¦ 1974.713¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 21166 ¦05.02.03¦06.08.03¦ 131¦ 1 ¦ 2 ¦ ¦ 2039.979¦ 2960.021¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 21167 ¦05.03.03¦03.09.03¦ 159¦ 1 ¦ 1 ¦ ¦ 4172.588¦ 1827.412¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 25029 ¦27.11.98¦27.11.03¦ 244¦ ¦ ¦ ¦ 163.722¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 25053 ¦26.12.00¦21.11.05¦ 969¦ ¦ ¦ ¦ 5.036¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 26002 ¦15.03.97¦15.03.04¦ 353¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 26003 ¦15.03.97¦15.03.05¦ 718¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 26032 ¦27.11.98¦27.11.04¦ 610¦ ¦ ¦ ¦ 163.722¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 26175 ¦26.12.00¦20.11.06¦ 1333¦ ¦ ¦ ¦ 5.036¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 26176 ¦26.12.00¦20.11.07¦ 1698¦ ¦ ¦ ¦ 5.036¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 26177 ¦26.12.00¦20.11.08¦ 2064¦ ¦ ¦ ¦ 5.035¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 26178 ¦26.12.00¦20.11.09¦ 2429¦ ¦ ¦ ¦ 5.035¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27008 ¦19.08.98¦21.05.03¦ 54¦ ¦ ¦ ¦ 9542.319¦ 446.431¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27009 ¦19.08.98¦04.06.03¦ 68¦ ¦ ¦ ¦ 9542.319¦ 446.431¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27010 ¦19.08.98¦17.09.03¦ 173¦ ¦ ¦ ¦ 9542.319¦ 446.431¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27011 ¦19.08.98¦08.10.03¦ 194¦ ¦ ¦ ¦ 9542.319¦ 446.431¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27012 ¦14.11.99¦19.11.03¦ 236¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27013 ¦06.06.01¦02.06.04¦ 432¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27014 ¦11.07.01¦15.12.04¦ 628¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27015 ¦08.08.01¦04.02.04¦ 313¦ 3 ¦ 62 ¦ ¦ 16000.000¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27016 ¦21.11.01¦20.08.03¦ 145¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27017 ¦06.02.02¦04.08.04¦ 495¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27018 ¦20.03.02¦14.09.05¦ 901¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27021 ¦09.10.02¦20.04.05¦ 754¦ 2 ¦ 2 ¦ ¦ 10941.601¦ 58.399¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 27022 ¦19.02.03¦15.02.06¦ 1055¦ 3 ¦ 7 ¦ ¦ 20657.389¦ 3342.611¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 28001 ¦19.08.98¦21.01.04¦ 299¦ ¦ ¦ ¦ 9542.319¦ 446.431¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 45001 ¦22.05.02¦15.11.06¦ 1328¦ 5 ¦ 81 ¦ ¦ 30354.634¦ 1645.366¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 45002 ¦14.02.03¦02.08.06¦ 1223¦ 1 ¦ ¦ ¦ 9200.000¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 46001 ¦18.09.02¦10.09.08¦ 1993¦ 3 ¦ 43 ¦ ¦ 27202.795¦ 3797.205¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 46002 ¦05.02.03¦08.08.12¦ 3421¦ 2 ¦ 15 ¦ ¦ 20817.117¦ 6382.883¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦ 46014 ¦05.03.03¦29.08.18¦ 5633¦ 1 ¦ 4 ¦ ¦ 10000.000¦ 0.000¦ +--------+--------+--------+-----+-------+------+--------+----------+---------+ ¦Итого: ¦ ¦278823.559¦42875.949¦ L--------+-----------------------------------------------+----------+---------- Часть 4 НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ РЫНОК ГКО - ОФЗ - ОБР ---------------------------T--------T--------T--------T--------T--------¬ ¦ ¦24.03.03¦25.03.03¦26.03.03¦27.03.03¦28.03.03¦ +--------------------------+--------+--------+--------+--------+--------+ ¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦ ГКО ¦ 5.76 ¦ 5.66 ¦ 5.72 ¦ 5.81 ¦ 5.72 ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦ ОФЗ-ПД ¦ 7.85 ¦ 8.02 ¦ 8.06 ¦ 7.85 ¦ 7.85 ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦ ОФЗ-АД ¦ 9.47 ¦ 9.49 ¦ 9.46 ¦ 9.38 ¦ 9.38 ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦ ОФЗ-ФД ¦ 8.45 ¦ 8.47 ¦ 8.50 ¦ 8.47 ¦ 8.51 ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦ ГКО ¦ 6.58 ¦ 5.58 ¦ 5.93 ¦ 5.83 ¦ 7.18 ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦ ОФЗ-ПД ¦ 0.00 ¦ 9.41 ¦ 8.76 ¦ 9.12 ¦ 0.00 ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦ ОФЗ-АД ¦ 9.43 ¦ 9.49 ¦ 9.50 ¦ 9.25 ¦ 9.33 ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦ ОФЗ-ФД ¦ 8.63 ¦ 8.46 ¦ 7.79 ¦ 7.37 ¦ 7.84 ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦ ¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦ ГКО ¦ 0.70 ¦ 0.01 ¦ 0.06 ¦ 0.10 ¦ 0.04 ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦ ОФЗ-ПД ¦ 0.00 ¦ 0.01 ¦ 0.00 ¦ 0.12 ¦ 0.00 ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦ ОФЗ-АД ¦ 0.14 ¦ 0.12 ¦ 0.15 ¦ 0.95 ¦ 0.48 ¦ +--------------------------+--------+--------+--------+--------+--------+ ¦ ОФЗ-ФД ¦ 0.20 ¦ 0.24 ¦ 0.34 ¦ 0.27 ¦ 0.27 ¦ 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---------¬ ¦ ¦ 24.03.03¦ 25.03.03¦ 26.03.03¦ 27.03.03¦ 28.03.03¦ +----------------------+---------+---------+---------+---------+---------+ ¦Номинальная стоимость,¦269623.56¦269623.56¦269623.56¦278823.56¦278823.56¦ ¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦ +----------------------+---------+---------+---------+---------+---------+ ¦ ГКО ¦ 18401.47¦ 18401.47¦ 18401.47¦ 18401.47¦ 18401.47¦ +----------------------+---------+---------+---------+---------+---------+ ¦ ОФЗ-ПД ¦ 1749.36¦ 1749.36¦ 1749.36¦ 1749.36¦ 1749.36¦ +----------------------+---------+---------+---------+---------+---------+ ¦ ОФЗ-АД ¦ 88374.55¦ 88374.55¦ 88374.55¦ 97574.55¦ 97574.55¦ +----------------------+---------+---------+---------+---------+---------+ ¦ ОФЗ-ФД ¦161098.19¦161098.19¦161098.19¦161098.19¦161098.19¦ +----------------------+---------+---------+---------+---------+---------+ ¦Рыночная стоимость, ¦282183.92¦282144.94¦282272.07¦292355.33¦292370.40¦ ¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦ +----------------------+---------+---------+---------+---------+---------+ ¦ ГКО ¦ 18157.34¦ 18158.61¦ 18158.61¦ 18159.18¦ 18169.91¦ +----------------------+---------+---------+---------+---------+---------+ ¦ ОФЗ-ПД ¦ 1756.62¦ 1752.52¦ 1751.88¦ 1757.71¦ 1758.13¦ +----------------------+---------+---------+---------+---------+---------+ ¦ ОФЗ-АД ¦ 93761.67¦ 93730.40¦ 93872.92¦103868.97¦103901.68¦ +----------------------+---------+---------+---------+---------+---------+ ¦ ОФЗ-ФД ¦168508.28¦168503.42¦168488.66¦168569.46¦168540.67¦ +----------------------+---------+---------+---------+---------+---------+ ¦Дюрация <*>, дней ¦ 762.77¦ 761.50¦ 760.76¦ 761.79¦ 760.89¦ +----------------------+---------+---------+---------+---------+---------+ ¦ ГКО ¦ 83.32¦ 82.32¦ 81.32¦ 80.33¦ 79.30¦ +----------------------+---------+---------+---------+---------+---------+ ¦ ОФЗ-ПД ¦ 508.00¦ 506.69¦ 505.99¦ 505.85¦ 505.05¦ +----------------------+---------+---------+---------+---------+---------+ ¦ ОФЗ-АД ¦ 1481.14¦ 1479.47¦ 1478.14¦ 1413.63¦ 1412.79¦ +----------------------+---------+---------+---------+---------+---------+ ¦ ОФЗ-ФД ¦ 438.93¦ 437.97¦ 436.95¦ 436.22¦ 435.15¦ L----------------------+---------+---------+---------+---------+---------- -------------------------------- <*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении. Департамент операций на открытом рынке Банка России ------------------------------------------------------------------ -------------------- Автор сайта - Сергей Комаров, scomm@mail.ru