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БЮЛЛЕТЕНЬ ЦБ РФ ОТ 30.04.2004 N 17 ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР

(по состоянию на 20 октября 2006 года)

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                        ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
                                   
                               БЮЛЛЕТЕНЬ
                       от 30 апреля 2004 г. N 17
   
                                Часть 1
   
                    ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
            КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
                       ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
   
       Торговля  ОФЗ  при суммарном объеме сделок за  неделю  3230.103
   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 ¦26.04.04¦ 1.78  ¦100.780¦100.800¦100.780¦ 4.19 ¦ 340.93¦27013 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦27.04.04¦ 1.81  ¦100.760¦100.800¦100.780¦ 4.12 ¦ 289.53¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦28.04.04¦ 1.84  ¦100.657¦100.750¦100.730¦ 4.23 ¦ 193.59¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦29.04.04¦ 1.87  ¦100.720¦100.720¦100.720¦ 4.24 ¦ 199.03¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦30.04.04¦ 1.91  ¦100.680¦100.770¦100.750¦ 3.63 ¦   4.60¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦24.06.04 ¦27.04.04¦ 0.00  ¦ 99.447¦ 99.447¦ 99.447¦ 3.50 ¦ 100.00¦46008 ¦
   ¦<*>      ¦        ¦       ¦       ¦       ¦       ¦      ¦       ¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦04.08.04 ¦26.04.04¦ 2.70  ¦102.100¦102.100¦102.100¦ 4.31 ¦  24.17¦27017 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦27.04.04¦ 2.73  ¦101.900¦101.900¦101.900¦ 4.99 ¦  14.72¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦28.04.04¦ 2.76  ¦101.870¦101.900¦101.900¦ 4.99 ¦  14.15¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦29.04.04¦ 2.80  ¦101.810¦101.820¦101.810¦ 5.18 ¦  19.17¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦30.04.04¦ 2.83  ¦101.900¦102.000¦101.950¦ 4.50 ¦   7.98¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦15.12.04 ¦26.04.04¦ 1.32  ¦104.738¦104.840¦104.738¦ 4.42 ¦   8.50¦27014 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦27.04.04¦ 1.35  ¦104.400¦104.600¦104.530¦ 4.78 ¦  66.37¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦28.04.04¦ 1.38  ¦104.450¦104.500¦104.450¦ 4.88 ¦ 244.43¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦29.04.04¦ 1.41  ¦104.798¦104.800¦104.798¦ 4.31 ¦   0.01¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦30.04.04¦ 1.45  ¦104.800¦104.800¦104.800¦ 4.27 ¦   3.01¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦15.03.05 ¦29.04.04¦ 1.23  ¦103.500¦103.500¦103.500¦ 5.76 ¦   0.50¦26003 ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦20.04.05 ¦29.04.04¦ 0.26  ¦108.350¦108.350¦108.350¦ 3.31 ¦   0.01¦27021 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦30.04.04¦ 0.30  ¦108.300¦108.300¦108.300¦ 3.33 ¦   3.10¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦20.07.05 ¦29.04.04¦ 0.18  ¦104.000¦104.000¦104.000¦ 4.40 ¦   0.50¦27023 ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦14.09.05 ¦26.04.04¦ 1.32  ¦110.200¦110.500¦110.200¦ 4.38 ¦   2.89¦27018 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦27.04.04¦ 1.35  ¦110.000¦110.100¦110.000¦ 4.54 ¦   5.79¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦28.04.04¦ 1.38  ¦110.000¦110.000¦110.000¦ 4.56 ¦   8.98¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦29.04.04¦ 1.41  ¦109.000¦110.450¦109.000¦ 5.29 ¦   2.55¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦30.04.04¦ 1.45  ¦109.030¦110.770¦109.030¦ 4.79 ¦   9.00¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦15.02.06 ¦27.04.04¦ 1.70  ¦107.150¦107.150¦107.150¦ 4.25 ¦   1.84¦27022 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦28.04.04¦ 1.73  ¦107.050¦107.050¦107.050¦ 4.30 ¦   1.84¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦02.08.06 ¦29.04.04¦ 2.80  ¦106.500¦106.500¦106.500¦ 5.48 ¦   0.02¦45002 ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦15.11.06 ¦26.04.04¦ 2.24  ¦111.000¦111.000¦111.000¦ 4.33 ¦   0.30¦45001 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦29.04.04¦ 2.33  ¦110.000¦110.000¦110.000¦ 4.87 ¦   0.30¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦13.06.07 ¦27.04.04¦ 0.90  ¦102.480¦102.778¦102.698¦ 6.47 ¦  74.00¦27025 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦28.04.04¦ 0.92  ¦102.560¦102.605¦102.560¦ 6.47 ¦ 158.00¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦29.04.04¦ 0.94  ¦102.010¦102.560¦102.010¦ 6.53 ¦ 141.06¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦30.04.04¦ 0.97  ¦102.480¦102.480¦102.480¦ 6.50 ¦   1.50¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦10.09.08 ¦26.04.04¦ 1.32  ¦113.150¦113.300¦113.300¦ 6.41 ¦  58.55¦46001 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦27.04.04¦ 1.35  ¦113.200¦113.520¦113.200¦ 6.34 ¦  43.70¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦28.04.04¦ 1.38  ¦112.950¦114.748¦113.000¦ 6.15 ¦ 113.26¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦29.04.04¦ 1.41  ¦112.500¦113.000¦112.800¦ 6.53 ¦   8.12¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦30.04.04¦ 1.45  ¦112.500¦113.290¦112.500¦ 6.55 ¦  21.31¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦14.07.10 ¦26.04.04¦ 3.16  ¦113.700¦113.800¦113.800¦ 7.24 ¦  76.65¦46003 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦27.04.04¦ 3.19  ¦113.800¦113.820¦113.800¦ 7.24 ¦ 274.07¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦28.04.04¦ 3.22  ¦114.438¦114.438¦114.438¦ 7.10 ¦  80.00¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦29.04.04¦ 3.26  ¦113.870¦114.400¦114.400¦ 7.22 ¦   0.36¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦30.04.04¦ 3.29  ¦114.600¦114.750¦114.600¦ 7.03 ¦   0.26¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦08.08.12 ¦26.04.04¦ 2.05  ¦109.100¦109.250¦109.100¦ 7.87 ¦  78.01¦46002 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦27.04.04¦ 2.08  ¦108.950¦109.160¦108.950¦ 7.89 ¦ 196.01¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦28.04.04¦ 2.11  ¦108.900¦109.100¦109.020¦ 7.89 ¦  57.63¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦29.04.04¦ 2.14  ¦108.900¦109.000¦108.900¦ 7.89 ¦  90.36¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦30.04.04¦ 2.17  ¦108.950¦112.478¦108.950¦ 7.64 ¦ 173.60¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦02.11.12 ¦30.04.04¦ 2.91  ¦ 89.000¦ 89.000¦ 89.000¦ 7.81 ¦   0.01¦26198 ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦29.08.18 ¦26.04.04¦ 1.15  ¦106.900¦106.900¦106.900¦ 7.84 ¦   9.53¦46014 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦27.04.04¦ 1.18  ¦106.800¦107.000¦106.860¦ 7.85 ¦   6.31¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦30.04.04¦ 1.27  ¦106.940¦106.940¦106.940¦ 7.83 ¦   0.00¦      ¦
   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       ¦  206  ¦   2.00 ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26003  ¦       15.03.2005       ¦  319  ¦  10.00 ¦   100.00    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26032  ¦       27.11.2004       ¦  211  ¦   5.00 ¦    50.14    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26175  ¦       22.11.2004       ¦  206  ¦   2.00 ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26176  ¦       23.11.2004       ¦  207  ¦   2.00 ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26177  ¦       25.11.2004       ¦  209  ¦   2.00 ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26178  ¦       26.11.2004       ¦  210  ¦   2.00 ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26198  ¦       04.11.2004       ¦  188  ¦   6.00 ¦    60.00    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27013  ¦       02.06.2004       ¦   33  ¦  12.00 ¦    29.92    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27014  ¦       16.06.2004       ¦   47  ¦  12.00 ¦    29.92    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27017  ¦       05.05.2004       ¦    5  ¦  12.00 ¦    29.92    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27018  ¦       16.06.2004       ¦   47  ¦  12.00 ¦    29.92    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27019  ¦       21.07.2004       ¦   82  ¦  13.00 ¦    64.82    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27020  ¦       11.08.2004       ¦  103  ¦  13.00 ¦    64.82    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27021  ¦       21.07.2004       ¦   82  ¦  12.00 ¦    29.92    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27022  ¦       19.05.2004       ¦   19  ¦   9.00 ¦    22.44    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27023  ¦       21.07.2004       ¦   82  ¦   8.00 ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27024  ¦       21.07.2004       ¦   82  ¦   8.00 ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27025  ¦       16.06.2004       ¦   47  ¦   8.00 ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 45001  ¦       19.05.2004       ¦   19  ¦  12.00 ¦    29.92    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 45002  ¦       04.08.2004       ¦   96  ¦  12.00 ¦    47.87    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 46001  ¦       16.06.2004       ¦   47  ¦  12.00 ¦    29.92    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 46002  ¦       18.08.2004       ¦  110  ¦  11.00 ¦    54.85    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 46003  ¦       21.07.2004       ¦   82  ¦  12.00 ¦    59.84    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 46012  ¦       06.10.2004       ¦  159  ¦   1.05 ¦    10.42    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 46014  ¦       15.09.2004       ¦  138  ¦  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¦   82¦   1   ¦      ¦        ¦  1015.609¦ 3984.391¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 21172  ¦18.02.04¦18.08.04¦  110¦   1   ¦      ¦        ¦  3960.045¦   39.955¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 25053  ¦26.12.00¦21.11.05¦  570¦       ¦      ¦        ¦     5.036¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26003  ¦15.03.97¦15.03.05¦  319¦   1   ¦      ¦        ¦  1131.559¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26032  ¦27.11.98¦27.11.04¦  211¦       ¦      ¦        ¦   163.722¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26175  ¦26.12.00¦20.11.06¦  934¦       ¦      ¦        ¦     5.036¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26176  ¦26.12.00¦20.11.07¦ 1299¦       ¦      ¦        ¦     5.036¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26177  ¦26.12.00¦20.11.08¦ 1665¦       ¦      ¦        ¦     5.035¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26178  ¦26.12.00¦20.11.09¦ 2030¦       ¦      ¦        ¦     5.035¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26198  ¦09.10.02¦02.11.12¦ 3108¦   4   ¦      ¦        ¦ 21058.702¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27013  ¦06.06.01¦02.06.04¦   33¦   3   ¦  65  ¦        ¦ 15000.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27014  ¦11.07.01¦15.12.04¦  229¦   2   ¦  78  ¦        ¦ 10000.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27017  ¦06.02.02¦04.08.04¦   96¦   2   ¦  64  ¦        ¦ 12000.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27018  ¦20.03.02¦14.09.05¦  502¦   2   ¦  45  ¦        ¦ 14000.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27019  ¦27.09.02¦18.07.07¦ 1174¦       ¦      ¦        ¦  8800.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27020  ¦27.09.02¦08.08.07¦ 1195¦       ¦      ¦        ¦  8800.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27021  ¦09.10.02¦20.04.05¦  355¦   2   ¦   2  ¦        ¦ 10941.601¦   58.399¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27022  ¦19.02.03¦15.02.06¦  656¦   3   ¦  10  ¦        ¦ 21295.514¦ 2704.486¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27023  ¦23.04.03¦20.07.05¦  446¦   3   ¦   3  ¦        ¦ 20291.893¦ 2708.107¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27024  ¦09.07.03¦19.04.06¦  719¦   4   ¦   5  ¦        ¦ 15000.662¦ 7999.338¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27025  ¦17.09.03¦13.06.07¦ 1139¦   5   ¦  32  ¦        ¦ 17340.000¦ 8660.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 45001  ¦22.05.02¦15.11.06¦  929¦   6   ¦  82  ¦        ¦ 31740.000¦ 2760.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 45002  ¦14.02.03¦02.08.06¦  824¦   1   ¦      ¦        ¦  7360.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 46001  ¦18.09.02¦10.09.08¦ 1594¦  13   ¦  79  ¦        ¦ 55500.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 46002  ¦05.02.03¦08.08.12¦ 3022¦  10   ¦  64  ¦        ¦ 42740.007¦ 4459.993¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 46003  ¦14.02.03¦14.07.10¦ 2266¦   5   ¦  12  ¦        ¦ 16006.250¦ 2993.750¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 46010  ¦14.02.03¦17.05.28¦ 8783¦       ¦      ¦        ¦ 30000.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 46011  ¦14.02.03¦20.08.25¦ 7782¦       ¦      ¦        ¦ 30000.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 46012  ¦14.02.03¦05.09.29¦ 9259¦       ¦      ¦        ¦ 40000.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 46014  ¦05.03.03¦29.08.18¦ 5234¦   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--------¬
   ¦                          ¦26.04.04¦27.04.04¦28.04.04¦29.04.04¦30.04.04¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦1. Индикаторы (% годовых):¦        ¦        ¦        ¦        ¦        ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦а) рыночного портфеля <*> ¦        ¦        ¦        ¦        ¦        ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ГКО                    ¦  2.95  ¦  2.95  ¦  2.95  ¦  2.96  ¦  2.96  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ПД                 ¦  7.85  ¦  7.85  ¦  7.85  ¦  7.86  ¦  7.79  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-АД                 ¦  7.85  ¦  7.85  ¦  7.82  ¦  7.90  ¦  7.85  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ФД                 ¦  4.96  ¦  5.01  ¦  5.03  ¦  5.20  ¦  5.15  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦б) оборота рынка <**>     ¦        ¦        ¦        ¦        ¦        ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ГКО                    ¦  0.00  ¦  0.00  ¦  0.00  ¦  0.00  ¦  0.00  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ПД                 ¦  0.00  ¦  0.00  ¦  0.00  ¦  5.76  ¦  7.81  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-АД                 ¦  7.41  ¦  7.49  ¦  7.03  ¦  7.82  ¦  7.57  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ФД                 ¦  4.25  ¦  5.93  ¦  5.99  ¦  6.41  ¦  4.83  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦2. Коэффициенты           ¦        ¦        ¦        ¦        ¦        ¦
   ¦   оборачиваемости        ¦        ¦        ¦        ¦        ¦        ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ГКО                    ¦  0.00  ¦  0.00  ¦  0.00  ¦  0.00  ¦  0.00  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ПД                 ¦  0.00  ¦  0.00  ¦  0.00  ¦  0.00  ¦  0.00  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-АД                 ¦  0.10  ¦  0.23  ¦  0.11  ¦  0.04  ¦  0.09  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ФД                 ¦  0.23  ¦  0.28  ¦  0.39  ¦  0.23  ¦  0.02  ¦
   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---------¬
   ¦                      ¦ 26.04.04¦ 27.04.04¦ 28.04.04¦ 29.04.04¦ 30.04.04¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦Номинальная стоимость,¦460705.74¦460705.74¦460705.74¦460705.74¦460705.74¦
   ¦млн. руб.             ¦         ¦         ¦         ¦         ¦         ¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ГКО                ¦  4975.65¦  4975.65¦  4975.65¦  4975.65¦  4975.65¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-ПД             ¦ 22379.16¦ 22379.16¦ 22379.16¦ 22379.16¦ 22379.16¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-АД             ¦279881.26¦279881.26¦279881.26¦279881.26¦279881.26¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-ФД             ¦153469.67¦153469.67¦153469.67¦153469.67¦153469.67¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦Рыночная стоимость,   ¦445618.01¦445598.52¦446088.41¦444443.86¦445497.94¦
   ¦млн. руб.             ¦         ¦         ¦         ¦         ¦         ¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ГКО                ¦  4929.05¦  4929.05¦  4929.05¦  4929.05¦  4929.05¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-ПД             ¦ 20622.38¦ 20626.07¦ 20629.98¦ 20624.07¦ 20712.22¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-АД             ¦254468.93¦254566.06¦255055.40¦253872.24¦254672.63¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-ФД             ¦165597.66¦165477.35¦165473.98¦165018.49¦165184.04¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦Дюрация <*>, дней     ¦  1652.28¦  1651.42¦  1650.20¦  1651.94¦  1652.05¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ГКО                ¦   108.25¦   107.25¦   106.25¦   105.25¦   104.25¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-ПД             ¦  2271.32¦  2270.31¦  2269.30¦  2269.20¦  2270.42¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-АД             ¦  2356.39¦  2354.61¦  2351.84¦  2356.76¦  2355.86¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-ФД             ¦   539.16¦   538.51¦   537.52¦   536.67¦   535.61¦
   L----------------------+---------+---------+---------+---------+----------
   
   ------------------------------------
       <*> Рассчитывается как средний срок до погашения, взвешенный по
   объемам в обращении.
   
                                                  Департамент операций
                                                  на финансовых рынках
                                                          Банка России
   
   

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