ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 23 апреля 2004 г. N 16
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ОФЗ при суммарном объеме сделок за неделю 2220.224
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 ¦19.04.04¦ 1.55 ¦101.149¦101.149¦101.149¦ 2.43 ¦ 0.01¦27013 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.04.04¦ 1.58 ¦100.850¦101.051¦100.900¦ 4.29 ¦ 78.19¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.04.04¦ 1.61 ¦101.000¦101.006¦101.006¦ 3.26 ¦ 2.39¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.04.04¦ 1.64 ¦100.886¦101.000¦100.960¦ 3.79 ¦ 22.96¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.04.04¦ 1.68 ¦100.860¦100.900¦100.900¦ 4.11 ¦ 30.30¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.08.04 ¦19.04.04¦ 2.47 ¦102.300¦102.360¦102.360¦ 4.04 ¦ 8.57¦27017 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.04.04¦ 2.53 ¦102.200¦102.200¦102.200¦ 4.33 ¦ 2.42¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.04.04¦ 2.57 ¦102.150¦102.230¦102.190¦ 4.32 ¦ 36.98¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.04.04¦ 2.60 ¦102.300¦102.350¦102.300¦ 3.81 ¦ 4.19¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.12.04 ¦19.04.04¦ 1.09 ¦105.150¦105.300¦105.150¦ 4.00 ¦ 19.88¦27014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.04.04¦ 1.12 ¦104.530¦105.100¦104.800¦ 4.88 ¦ 94.62¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.04.04¦ 1.15 ¦104.800¦105.100¦105.000¦ 4.28 ¦ 8.21¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.04.04¦ 1.18 ¦104.840¦104.950¦104.840¦ 4.41 ¦ 29.38¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.04.04¦ 1.22 ¦105.000¦105.000¦105.000¦ 4.18 ¦ 4.19¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.05 ¦20.04.04¦ 0.99 ¦105.000¦105.100¦105.000¦ 4.20 ¦ 7.69¦26003 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.04.04¦ 1.01 ¦104.400¦104.650¦104.400¦ 4.68 ¦ 14.49¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.04.04¦ 1.04 ¦104.300¦104.400¦104.300¦ 4.89 ¦ 12.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.07.05 ¦21.04.04¦ 0.00 ¦105.500¦105.500¦105.500¦ 3.22 ¦ 0.00¦27023 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.09.05 ¦19.04.04¦ 1.09 ¦111.000¦111.000¦111.000¦ 3.97 ¦ 2.23¦27018 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.04.04¦ 1.12 ¦111.100¦111.100¦111.100¦ 3.89 ¦ 1.19¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.04.04¦ 1.15 ¦110.550¦110.700¦110.550¦ 4.22 ¦ 9.39¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.04.04¦ 1.18 ¦110.136¦110.500¦110.136¦ 4.44 ¦ 6.68¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.04.04¦ 1.22 ¦110.000¦110.150¦110.000¦ 4.54 ¦ 5.06¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.08.06 ¦19.04.04¦ 2.47 ¦108.700¦108.700¦108.700¦ 4.02 ¦ 4.00¦45002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.04.04¦ 2.53 ¦108.100¦108.500¦108.100¦ 4.27 ¦ 30.33¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.11.06 ¦19.04.04¦ 2.01 ¦111.300¦111.700¦111.300¦ 4.02 ¦ 5.04¦45001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.04.04¦ 2.07 ¦111.200¦111.600¦111.200¦ 4.19 ¦ 58.25¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.04.04¦ 2.14 ¦109.900¦111.000¦111.000¦ 4.37 ¦ 0.24¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦13.06.07 ¦19.04.04¦ 0.72 ¦101.590¦102.500¦102.500¦ 6.68 ¦ 0.04¦27025 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.04.04¦ 0.75 ¦102.500¦102.900¦102.500¦ 6.37 ¦ 30.10¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.04.04¦ 0.77 ¦102.000¦102.000¦102.000¦ 6.69 ¦ 0.05¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.04.04¦ 0.79 ¦101.990¦102.062¦102.060¦ 6.69 ¦ 67.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦10.09.08 ¦19.04.04¦ 1.09 ¦114.000¦114.489¦114.489¦ 6.07 ¦ 87.00¦46001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.04.04¦ 1.12 ¦114.000¦114.000¦114.000¦ 6.21 ¦ 10.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.04.04¦ 1.15 ¦112.800¦113.000¦112.800¦ 6.56 ¦ 204.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.04.04¦ 1.18 ¦112.500¦112.650¦112.600¦ 6.65 ¦ 35.19¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.04.04¦ 1.22 ¦112.600¦113.150¦113.110¦ 6.47 ¦ 14.23¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.07.10 ¦19.04.04¦ 2.93 ¦113.950¦114.000¦113.950¦ 7.22 ¦ 12.00¦46003 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.04.04¦ 2.96 ¦113.850¦113.980¦113.980¦ 7.22 ¦ 70.09¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.04.04¦ 2.99 ¦113.600¦113.700¦113.630¦ 7.27 ¦ 24.40¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.04.04¦ 3.03 ¦113.350¦113.370¦113.350¦ 7.34 ¦ 13.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.04.04¦ 3.06 ¦113.700¦113.700¦113.700¦ 7.27 ¦ 10.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.08.12 ¦19.04.04¦ 1.84 ¦109.440¦110.110¦109.440¦ 7.77 ¦ 400.60¦46002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.04.04¦ 1.90 ¦109.000¦109.750¦109.010¦ 7.86 ¦ 103.23¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.04.04¦ 1.93 ¦109.450¦109.480¦109.450¦ 7.82 ¦ 20.89¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.04.04¦ 1.96 ¦109.800¦110.356¦110.356¦ 7.69 ¦ 25.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.11.12 ¦20.04.04¦ 2.75 ¦ 88.500¦ 89.000¦ 89.000¦ 7.85 ¦ 0.10¦26198 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.04.04¦ 2.76 ¦ 88.800¦ 91.000¦ 91.000¦ 7.45 ¦ 23.79¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.04.04¦ 2.80 ¦ 88.600¦ 88.600¦ 88.600¦ 7.88 ¦ 0.01¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦29.08.18 ¦19.04.04¦ 0.95 ¦106.900¦107.000¦107.000¦ 7.84 ¦ 271.03¦46014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.04.04¦ 0.98 ¦106.900¦106.900¦106.900¦ 7.85 ¦ 0.21¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.04.04¦ 1.01 ¦105.500¦107.050¦106.900¦ 7.89 ¦ 289.42¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.04.04¦ 1.06 ¦107.200¦107.200¦107.200¦ 7.80 ¦ 10.00¦ ¦
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.)¦ ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 22.11.2004 ¦ 213 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2005 ¦ 326 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2004 ¦ 218 ¦ 5.00 ¦ 50.14 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 22.11.2004 ¦ 213 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 23.11.2004 ¦ 214 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 25.11.2004 ¦ 216 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 26.11.2004 ¦ 217 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26198 ¦ 04.11.2004 ¦ 195 ¦ 6.00 ¦ 60.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 02.06.2004 ¦ 40 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 16.06.2004 ¦ 54 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 05.05.2004 ¦ 12 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 16.06.2004 ¦ 54 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27019 ¦ 21.07.2004 ¦ 89 ¦ 13.00 ¦ 64.82 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27020 ¦ 11.08.2004 ¦ 110 ¦ 13.00 ¦ 64.82 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 21.07.2004 ¦ 89 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27022 ¦ 19.05.2004 ¦ 26 ¦ 9.00 ¦ 22.44 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27023 ¦ 21.07.2004 ¦ 89 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27024 ¦ 21.07.2004 ¦ 89 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27025 ¦ 16.06.2004 ¦ 54 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 19.05.2004 ¦ 26 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45002 ¦ 04.08.2004 ¦ 103 ¦ 12.00 ¦ 47.87 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 16.06.2004 ¦ 54 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46002 ¦ 18.08.2004 ¦ 117 ¦ 11.00 ¦ 54.85 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46003 ¦ 21.07.2004 ¦ 89 ¦ 12.00 ¦ 59.84 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46012 ¦ 06.10.2004 ¦ 166 ¦ 1.05 ¦ 10.42 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46014 ¦ 15.09.2004 ¦ 145 ¦ 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¦ 89¦ 1 ¦ ¦ ¦ 1015.609¦ 3984.391¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21172 ¦18.02.04¦18.08.04¦ 117¦ 1 ¦ ¦ ¦ 3960.045¦ 39.955¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 577¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 326¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 218¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 941¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1306¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 1672¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2037¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26198 ¦09.10.02¦02.11.12¦ 3115¦ 4 ¦ ¦ ¦ 21058.702¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 40¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 236¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 103¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 509¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27019 ¦27.09.02¦18.07.07¦ 1181¦ ¦ ¦ ¦ 8800.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27020 ¦27.09.02¦08.08.07¦ 1202¦ ¦ ¦ ¦ 8800.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 362¦ 2 ¦ 2 ¦ ¦ 10941.601¦ 58.399¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27022 ¦19.02.03¦15.02.06¦ 663¦ 3 ¦ 10 ¦ ¦ 21295.514¦ 2704.486¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27023 ¦23.04.03¦20.07.05¦ 453¦ 3 ¦ 3 ¦ ¦ 20291.893¦ 2708.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27024 ¦09.07.03¦19.04.06¦ 726¦ 4 ¦ 5 ¦ ¦ 15000.662¦ 7999.338¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27025 ¦17.09.03¦13.06.07¦ 1146¦ 5 ¦ 32 ¦ ¦ 17340.000¦ 8660.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 936¦ 6 ¦ 82 ¦ ¦ 31740.000¦ 2760.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45002 ¦14.02.03¦02.08.06¦ 831¦ 1 ¦ ¦ ¦ 7360.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 1601¦ 13 ¦ 79 ¦ ¦ 55500.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46002 ¦05.02.03¦08.08.12¦ 3029¦ 10 ¦ 64 ¦ ¦ 42740.007¦ 4459.993¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46003 ¦14.02.03¦14.07.10¦ 2273¦ 5 ¦ 12 ¦ ¦ 16006.250¦ 2993.750¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46010 ¦14.02.03¦17.05.28¦ 8790¦ ¦ ¦ ¦ 30000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46011 ¦14.02.03¦20.08.25¦ 7789¦ ¦ ¦ ¦ 30000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46012 ¦14.02.03¦05.09.29¦ 9266¦ ¦ ¦ ¦ 40000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46014 ¦05.03.03¦29.08.18¦ 5241¦ 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--------¬
¦ ¦19.04.04¦20.04.04¦21.04.04¦22.04.04¦23.04.04¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 2.94 ¦ 2.95 ¦ 2.95 ¦ 2.95 ¦ 2.95 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 7.36 ¦ 7.82 ¦ 7.43 ¦ 7.43 ¦ 7.85 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 7.78 ¦ 7.80 ¦ 7.87 ¦ 7.87 ¦ 7.82 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 4.93 ¦ 4.90 ¦ 4.93 ¦ 4.96 ¦ 4.96 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 4.55 ¦ 7.26 ¦ 4.89 ¦ 7.88 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 7.70 ¦ 7.13 ¦ 7.54 ¦ 7.28 ¦ 7.50 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 4.02 ¦ 5.67 ¦ 4.24 ¦ 6.29 ¦ 4.32 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 0.04 ¦ 0.18 ¦ 0.06 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.34 ¦ 0.04 ¦ 0.31 ¦ 0.03 ¦ 0.03 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.02 ¦ 0.13 ¦ 0.01 ¦ 0.10 ¦ 0.03 ¦
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---------¬
¦ ¦ 19.04.04¦ 20.04.04¦ 21.04.04¦ 22.04.04¦ 23.04.04¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦462379.14¦462379.14¦460705.74¦460705.74¦460705.74¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 6649.05¦ 6649.05¦ 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, ¦449617.01¦448949.70¦445509.76¦445433.84¦445735.67¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 6596.92¦ 6596.92¦ 4929.05¦ 4929.05¦ 4929.05¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 21191.34¦ 20638.56¦ 21110.84¦ 21112.17¦ 20611.05¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦255275.37¦255052.00¦253982.10¦253932.12¦254694.03¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦166553.39¦166662.21¦165487.77¦165460.51¦165501.55¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 1650.35¦ 1648.04¦ 1658.58¦ 1657.99¦ 1656.66¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 86.62¦ 85.62¦ 113.25¦ 112.25¦ 111.25¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2293.38¦ 2277.56¦ 2289.74¦ 2288.96¦ 2274.34¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 2360.19¦ 2360.11¦ 2362.34¦ 2362.00¦ 2360.86¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 542.50¦ 542.20¦ 544.01¦ 543.08¦ 542.04¦
L----------------------+---------+---------+---------+---------+----------
------------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по
объемам в обращении.
Департамент операций
на финансовых рынках
Банка России
|
