DC/DC split rail converter with coupled inductor
This answer is just to summarise up the John D's explanations. The "primary coil" (which is connected directly to IC) must reserve enough energy for the "secondary coil". Since the inductor current is discontinious, it is possible only when the load consuming enough current is applied. Without it the circuit will not work correctly - in my case the output voltages without load were completey different from expected values. So, dummy load in my case is necessary. The other way is to use the circuit with continious current mode.