ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 14 мая 2004 г. N 18
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 21.575 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. ¦выпус-¦
¦ ¦ ¦ мин. ¦ макс. ¦ закр. ¦(% ¦руб. по¦ка ¦
¦ ¦ ¦ ¦ ¦ ¦год.) ¦номин.)¦(спра-¦
¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦вочно)¦
+---------+--------+-------+-------+-------+------+-------+------+
¦18.08.04 ¦06.05.04¦ 98.70¦ 98.70¦ 98.70¦ 4.62 ¦ 5.00¦21172 ¦
¦ +--------+-------+-------+-------+------+-------+ ¦
¦ ¦12.05.04¦ 98.58¦ 98.58¦ 98.58¦ 5.37 ¦ 16.58¦ ¦
L---------+--------+-------+-------+-------+------+-------+-------
Торговля ОФЗ при суммарном объеме сделок за неделю 3078.422
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. ¦выпус-¦
¦ ¦ ¦доход ¦ мин. ¦ макс. ¦ закр. ¦(% ¦руб. по¦ка ¦
¦ ¦ ¦(% от ¦ ¦ ¦ ¦год.) ¦номин.)¦(спра-¦
¦ ¦ ¦номин.)¦ ¦ ¦ ¦ ¦ ¦вочно)¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.06.04 ¦05.05.04¦ 2.07 ¦ 100.60¦ 100.60¦ 100.60¦ 4.15 ¦ 5.00¦27013 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.05.04¦ 2.27 ¦ 100.33¦ 100.33¦ 100.33¦ 6.55 ¦ 1.13¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.05.04¦ 2.30 ¦ 100.40¦ 100.40¦ 100.40¦ 5.02 ¦ 3.29¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.05.04¦ 2.33 ¦ 100.31¦ 100.32¦ 100.32¦ 6.26 ¦ 8.25¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.05.04¦ 2.37 ¦ 100.32¦ 100.33¦ 100.32¦ 5.83 ¦ 22.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦24.06.04 ¦07.05.04¦ 0.00 ¦ 99.57¦ 99.57¦ 99.57¦ 3.30 ¦ 20.00¦46008 ¦
¦<*> ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.08.04 ¦05.05.04¦ 0.00 ¦ 101.76¦ 101.76¦ 101.76¦ 4.94 ¦ 24.50¦27017 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.05.04¦ 0.03 ¦ 101.66¦ 101.85¦ 101.80¦ 4.72 ¦ 17.48¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.05.04¦ 0.20 ¦ 101.35¦ 101.60¦ 101.35¦ 5.93 ¦ 36.38¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.05.04¦ 0.23 ¦ 101.50¦ 101.50¦ 101.50¦ 5.50 ¦ 17.60¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.05.04¦ 0.26 ¦ 101.55¦ 101.65¦ 101.55¦ 4.90 ¦ 44.49¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.05.04¦ 0.30 ¦ 101.33¦ 101.36¦ 101.35¦ 6.02 ¦ 58.48¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.12.04 ¦11.05.04¦ 1.81 ¦ 104.20¦ 104.20¦ 104.20¦ 4.91 ¦ 272.43¦27014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.05.04¦ 1.84 ¦ 104.10¦ 104.30¦ 104.10¦ 5.01 ¦ 277.93¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.05.04¦ 1.87 ¦ 104.10¦ 104.10¦ 104.10¦ 5.02 ¦ 5.50¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.05.04¦ 1.91 ¦ 103.45¦ 103.52¦ 103.50¦ 6.05 ¦ 73.13¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.05 ¦13.05.04¦ 1.62 ¦ 103.00¦ 103.00¦ 103.00¦ 6.17 ¦ 2.00¦26003 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.05.04¦ 1.64 ¦ 103.00¦ 103.00¦ 103.00¦ 6.16 ¦ 10.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.04.05 ¦05.05.04¦ 0.46 ¦ 107.55¦ 107.55¦ 107.55¦ 4.00 ¦ 2.00¦27021 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.08.06 ¦05.05.04¦ 2.99 ¦ 107.60¦ 107.70¦ 107.60¦ 4.56 ¦ 9.60¦45002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.05.04¦ 3.03 ¦ 107.40¦ 107.50¦ 107.40¦ 4.66 ¦ 2.23¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.11.06 ¦07.05.04¦ 2.60 ¦ 109.50¦ 110.00¦ 109.50¦ 4.99 ¦ 38.01¦45001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.05.04¦ 2.73 ¦ 109.00¦ 109.60¦ 109.50¦ 5.06 ¦ 161.33¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.05.04¦ 2.76 ¦ 108.95¦ 109.30¦ 108.95¦ 5.34 ¦ 176.81¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.05.04¦ 2.80 ¦ 107.40¦ 108.50¦ 107.40¦ 6.00 ¦ 35.52¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.05.04¦ 2.83 ¦ 106.50¦ 106.80¦ 106.75¦ 6.69 ¦ 57.19¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦13.06.07 ¦05.05.04¦ 1.07 ¦ 101.90¦ 101.90¦ 101.90¦ 6.71 ¦ 21.00¦27025 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.05.04¦ 1.10 ¦ 101.10¦ 101.10¦ 101.10¦ 7.01 ¦ 22.10¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.05.04¦ 1.21 ¦ 101.25¦ 101.30¦ 101.30¦ 6.95 ¦ 4.87¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.05.04¦ 1.23 ¦ 100.10¦ 100.10¦ 100.10¦ 7.39 ¦ 4.87¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.05.04¦ 1.25 ¦ 99.90¦ 100.20¦ 99.90¦ 7.45 ¦ 24.63¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.05.04¦ 1.27 ¦ 99.40¦ 99.60¦ 99.40¦ 7.61 ¦ 8.20¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.08.07 ¦11.05.04¦ 3.21 ¦ 112.56¦ 112.56¦ 112.56¦ 6.64 ¦ 16.30¦27020 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦10.09.08 ¦05.05.04¦ 1.61 ¦ 112.65¦ 112.71¦ 112.70¦ 6.55 ¦ 36.32¦46001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.05.04¦ 1.68 ¦ 112.40¦ 112.50¦ 112.50¦ 6.60 ¦ 11.90¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.05.04¦ 1.81 ¦ 110.70¦ 111.00¦ 110.83¦ 7.08 ¦ 203.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.05.04¦ 1.84 ¦ 110.45¦ 110.55¦ 110.55¦ 7.19 ¦ 135.78¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.05.04¦ 1.87 ¦ 110.00¦ 110.70¦ 110.00¦ 7.17 ¦ 71.06¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.05.04¦ 1.91 ¦ 108.90¦ 109.12¦ 108.90¦ 7.67 ¦ 242.32¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.07.10 ¦05.05.04¦ 3.45 ¦ 114.00¦ 114.00¦ 114.00¦ 7.18 ¦ 10.00¦46003 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.05.04¦ 3.65 ¦ 112.75¦ 113.20¦ 112.75¦ 7.37 ¦ 68.21¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.05.04¦ 3.68 ¦ 112.66¦ 112.66¦ 112.66¦ 7.44 ¦ 5.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.05.04¦ 3.72 ¦ 112.15¦ 112.15¦ 112.15¦ 7.55 ¦ 20.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.05.04¦ 3.75 ¦ 111.50¦ 111.50¦ 111.50¦ 7.68 ¦ 25.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.08.12 ¦05.05.04¦ 2.32 ¦ 109.20¦ 109.20¦ 109.20¦ 7.85 ¦ 26.40¦46002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.05.04¦ 2.35 ¦ 108.01¦ 109.00¦ 108.40¦ 7.92 ¦ 92.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.05.04¦ 2.38 ¦ 108.70¦ 108.90¦ 108.90¦ 7.92 ¦ 37.80¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.05.04¦ 2.50 ¦ 108.20¦ 112.48¦ 108.40¦ 7.75 ¦ 201.50¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.05.04¦ 2.53 ¦ 108.30¦ 108.50¦ 108.35¦ 7.99 ¦ 71.55¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.05.04¦ 2.56 ¦ 108.00¦ 108.30¦ 108.00¦ 8.03 ¦ 8.72¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.05.04¦ 2.59 ¦ 106.90¦ 107.27¦ 106.90¦ 8.21 ¦ 76.58¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.11.12 ¦07.05.04¦ 3.03 ¦ 87.00¦ 87.00¦ 87.00¦ 8.17 ¦ 0.01¦26198 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.05.04¦ 3.11 ¦ 87.00¦ 87.50¦ 87.50¦ 8.08 ¦ 4.14¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦29.08.18 ¦06.05.04¦ 1.44 ¦ 106.00¦ 106.50¦ 106.00¦ 7.90 ¦ 20.00¦46014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.05.04¦ 1.47 ¦ 106.40¦ 106.80¦ 106.40¦ 7.87 ¦ 7.50¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.05.04¦ 1.58 ¦ 102.90¦ 105.99¦ 105.50¦ 8.05 ¦ 6.05¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.05.04¦ 1.61 ¦ 105.50¦ 105.70¦ 105.70¦ 8.02 ¦ 148.60¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.05.04¦ 1.64 ¦ 105.15¦ 105.15¦ 105.15¦ 8.10 ¦ 25.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.05.04¦ 1.67 ¦ 104.45¦ 104.85¦ 104.45¦ 8.17 ¦ 39.74¦ ¦
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.)¦ ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 22.11.2004 ¦ 192 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2005 ¦ 305 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2004 ¦ 197 ¦ 5.00 ¦ 50.14 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 22.11.2004 ¦ 192 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 23.11.2004 ¦ 193 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 25.11.2004 ¦ 195 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 26.11.2004 ¦ 196 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26198 ¦ 04.11.2004 ¦ 174 ¦ 6.00 ¦ 60.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 02.06.2004 ¦ 19 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 16.06.2004 ¦ 33 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 04.08.2004 ¦ 82 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 16.06.2004 ¦ 33 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27019 ¦ 21.07.2004 ¦ 68 ¦ 13.00 ¦ 64.82 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27020 ¦ 11.08.2004 ¦ 89 ¦ 13.00 ¦ 64.82 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 21.07.2004 ¦ 68 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27022 ¦ 19.05.2004 ¦ 5 ¦ 9.00 ¦ 22.44 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27023 ¦ 21.07.2004 ¦ 68 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27024 ¦ 21.07.2004 ¦ 68 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27025 ¦ 16.06.2004 ¦ 33 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 19.05.2004 ¦ 5 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45002 ¦ 04.08.2004 ¦ 82 ¦ 12.00 ¦ 47.87 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 16.06.2004 ¦ 33 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46002 ¦ 18.08.2004 ¦ 96 ¦ 11.00 ¦ 54.85 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46003 ¦ 21.07.2004 ¦ 68 ¦ 12.00 ¦ 59.84 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46012 ¦ 06.10.2004 ¦ 145 ¦ 1.05 ¦ 10.42 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46014 ¦ 15.09.2004 ¦ 124 ¦ 10.50 ¦ 52.36 ¦
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 ¦ ¦ ¦ ¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21170 ¦06.08.03¦21.07.04¦ 68¦ 1 ¦ ¦ ¦ 1015.609¦ 3984.391¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21172 ¦18.02.04¦18.08.04¦ 96¦ 1 ¦ ¦ ¦ 3960.045¦ 39.955¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 556¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 305¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 197¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 920¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1285¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 1651¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2016¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26198 ¦09.10.02¦02.11.12¦ 3094¦ 4 ¦ ¦ ¦ 21058.702¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 19¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 215¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 82¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 488¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27019 ¦27.09.02¦18.07.07¦ 1160¦ ¦ ¦ ¦ 8800.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27020 ¦27.09.02¦08.08.07¦ 1181¦ ¦ ¦ ¦ 8800.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 341¦ 2 ¦ 2 ¦ ¦ 10941.601¦ 58.399¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27022 ¦19.02.03¦15.02.06¦ 642¦ 3 ¦ 10 ¦ ¦ 21295.514¦ 2704.486¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27023 ¦23.04.03¦20.07.05¦ 432¦ 3 ¦ 3 ¦ ¦ 20291.893¦ 2708.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27024 ¦09.07.03¦19.04.06¦ 705¦ 4 ¦ 5 ¦ ¦ 15000.662¦ 7999.338¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27025 ¦17.09.03¦13.06.07¦ 1125¦ 5 ¦ 32 ¦ ¦ 17340.000¦ 8660.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 915¦ 6 ¦ 82 ¦ ¦ 31740.000¦ 2760.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45002 ¦14.02.03¦02.08.06¦ 810¦ 1 ¦ ¦ ¦ 7360.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 1580¦ 13 ¦ 79 ¦ ¦ 55500.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46002 ¦05.02.03¦08.08.12¦ 3008¦ 10 ¦ 64 ¦ ¦ 42740.007¦ 4459.993¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46003 ¦14.02.03¦14.07.10¦ 2252¦ 5 ¦ 12 ¦ ¦ 16006.250¦ 2993.750¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46010 ¦14.02.03¦17.05.28¦ 8769¦ ¦ ¦ ¦ 30000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46011 ¦14.02.03¦20.08.25¦ 7768¦ ¦ ¦ ¦ 30000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46012 ¦14.02.03¦05.09.29¦ 9245¦ ¦ ¦ ¦ 40000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46014 ¦05.03.03¦29.08.18¦ 5220¦ 6 ¦ 32 ¦ ¦ 26535.000¦12465.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦460705.742¦48833.419¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------T--------T--------¬
¦ ¦05.05.04¦06.05.04¦07.05.04¦11.05.04¦12.05.04¦13.05.04¦14.05.04¦
+--------------------------+--------+--------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 2.96 ¦ 4.04 ¦ 4.04 ¦ 4.05 ¦ 4.66 ¦ 4.66 ¦ 4.68 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 7.79 ¦ 7.79 ¦ 8.15 ¦ 8.15 ¦ 8.07 ¦ 8.07 ¦ 8.07 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 7.88 ¦ 7.91 ¦ 7.91 ¦ 7.98 ¦ 8.04 ¦ 8.09 ¦ 8.21 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 5.23 ¦ 5.29 ¦ 5.29 ¦ 5.37 ¦ 5.45 ¦ 5.46 ¦ 5.53 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 4.62 ¦ 0.00 ¦ 0.00 ¦ 5.37 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 0.00 ¦ 8.17 ¦ 0.00 ¦ 8.08 ¦ 6.17 ¦ 6.16 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 7.15 ¦ 7.90 ¦ 7.28 ¦ 7.22 ¦ 7.55 ¦ 7.51 ¦ 7.86 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 6.48 ¦ 6.88 ¦ 0.00 ¦ 5.47 ¦ 5.20 ¦ 7.06 ¦ 6.51 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.10 ¦ 0.00 ¦ 0.00 ¦ 0.33 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.02 ¦ 0.01 ¦ 0.05 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.04 ¦ 0.05 ¦ 0.04 ¦ 0.29 ¦ 0.24 ¦ 0.07 ¦ 0.19 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.03 ¦ 0.02 ¦ 0.00 ¦ 0.21 ¦ 0.19 ¦ 0.05 ¦ 0.10 ¦
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---------T---------T---------¬
¦ ¦ 05.05.04¦ 06.05.04¦ 07.05.04¦ 11.05.04¦ 12.05.04¦ 13.05.04¦ 14.05.04¦
+----------------------+---------+---------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦460705.74¦460705.74¦460705.74¦460705.74¦460705.74¦460705.74¦460705.74¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 4975.65¦ 4975.65¦ 4975.65¦ 4975.65¦ 4975.65¦ 4975.65¦ 4975.65¦
+----------------------+---------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 22379.16¦ 22379.16¦ 22379.16¦ 22379.16¦ 22379.16¦ 22379.16¦ 22379.16¦
+----------------------+---------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦279881.26¦279881.26¦279881.26¦279881.26¦279881.26¦279881.26¦279881.26¦
+----------------------+---------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦153469.67¦153469.67¦153469.67¦153469.67¦153469.67¦153469.67¦153469.67¦
+----------------------+---------+---------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦444836.14¦444483.13¦443999.27¦443091.97¦442178.52¦441598.25¦439668.30¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 4929.05¦ 4921.13¦ 4921.13¦ 4921.13¦ 4916.35¦ 4916.35¦ 4916.35¦
+----------------------+---------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 20731.16¦ 20734.87¦ 20317.60¦ 20332.63¦ 20440.40¦ 20438.44¦ 20442.36¦
+----------------------+---------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦254364.54¦254107.26¦253996.98¦253208.49¦252336.02¦251742.04¦249929.88¦
+----------------------+---------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦164811.40¦164719.88¦164763.56¦164629.72¦164485.75¦164501.42¦164379.70¦
+----------------------+---------+---------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 1647.15¦ 1645.46¦ 1643.78¦ 1640.30¦ 1639.28¦ 1638.18¦ 1637.73¦
+----------------------+---------+---------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 99.25¦ 98.24¦ 97.24¦ 93.24¦ 92.23¦ 91.23¦ 90.23¦
+----------------------+---------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2265.38¦ 2264.37¦ 2251.58¦ 2247.55¦ 2249.40¦ 2248.93¦ 2247.92¦
+----------------------+---------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 2349.54¦ 2347.91¦ 2348.19¦ 2346.80¦ 2347.54¦ 2348.12¦ 2352.72¦
+----------------------+---------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 531.62¦ 530.13¦ 529.13¦ 524.91¦ 523.18¦ 522.10¦ 521.03¦
L----------------------+---------+---------+---------+---------+---------+---------+----------
------------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по
объемам в обращении.
Департамент операций
на финансовых рынках
Банка России
|
