ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 16 апреля 2004 г. N 15
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 0.094 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 ¦13.04.04¦ 98.900¦ 98.900¦ 98.900¦ 3.20 ¦ 0.09¦21172 ¦
L---------+--------+-------+-------+-------+------+-------+-------
Торговля ОФЗ при суммарном объеме сделок за неделю 8646.853
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 ¦15.04.04¦ 1.41 ¦101.300¦101.300¦101.300¦ 2.08 ¦ 0.50¦27013 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.04.04¦ 1.45 ¦101.290¦101.290¦101.290¦ 1.94 ¦ 0.04¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.08.04 ¦12.04.04¦ 2.24 ¦103.050¦103.050¦103.050¦ 2.19 ¦ 3.47¦27017 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.04.04¦ 2.27 ¦102.950¦102.950¦102.950¦ 2.42 ¦ 0.06¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.04.04¦ 2.30 ¦102.738¦102.750¦102.738¦ 3.02 ¦ 2.40¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.04.04¦ 2.37 ¦102.416¦102.650¦102.470¦ 3.42 ¦ 9.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.12.04 ¦12.04.04¦ 0.86 ¦106.400¦106.400¦106.400¦ 2.46 ¦ 7.03¦27014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.04.04¦ 0.89 ¦105.900¦106.250¦105.900¦ 3.11 ¦ 7.35¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.04.04¦ 0.95 ¦105.550¦105.950¦105.550¦ 3.27 ¦ 15.02¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.04.04¦ 0.99 ¦105.400¦105.690¦105.400¦ 3.64 ¦ 11.44¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.05 ¦14.04.04¦ 0.82 ¦105.200¦105.970¦105.600¦ 3.87 ¦ 4.10¦26003 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.04.04¦ 0.85 ¦104.900¦105.600¦104.900¦ 4.31 ¦ 24.13¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.04.04¦ 0.88 ¦105.000¦105.200¦105.000¦ 4.16 ¦ 8.78¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.09.05 ¦13.04.04¦ 0.89 ¦110.099¦111.000¦111.000¦ 4.32 ¦ 1.67¦27018 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.02.06 ¦14.04.04¦ 1.38 ¦107.900¦107.900¦107.900¦ 3.92 ¦ 3.00¦27022 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.04.04¦ 1.43 ¦108.000¦108.000¦108.000¦ 3.85 ¦ 1.80¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.11.06 ¦12.04.04¦ 1.78 ¦112.500¦113.000¦112.600¦ 3.41 ¦ 4.22¦45001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.04.04¦ 1.84 ¦112.500¦112.610¦112.500¦ 3.60 ¦ 1.02¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦13.06.07 ¦12.04.04¦ 0.57 ¦104.250¦104.300¦104.250¦ 5.89 ¦ 7.86¦27025 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.04.04¦ 0.59 ¦103.650¦104.000¦103.650¦ 6.08 ¦ 12.03¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.04.04¦ 0.61 ¦103.490¦103.900¦103.900¦ 6.14 ¦ 687.72¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.04.04¦ 0.64 ¦103.550¦103.550¦103.550¦ 6.14 ¦ 14.50¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.04.04¦ 0.66 ¦103.630¦103.630¦103.630¦ 6.11 ¦ 5.43¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦18.07.07 ¦16.04.04¦ 3.06 ¦115.500¦115.500¦115.500¦ 5.70 ¦ 12.53¦27019 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦10.09.08 ¦12.04.04¦ 0.86 ¦115.300¦115.850¦115.450¦ 5.83 ¦ 295.78¦46001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.04.04¦ 0.89 ¦114.850¦115.210¦115.000¦ 5.95 ¦ 227.44¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.04.04¦ 0.92 ¦114.700¦115.090¦114.700¦ 5.97 ¦ 359.08¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.04.04¦ 0.95 ¦114.800¦114.900¦114.800¦ 5.98 ¦ 145.18¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.04.04¦ 0.99 ¦114.600¦114.847¦114.600¦ 5.98 ¦ 46.47¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.07.10 ¦12.04.04¦ 2.70 ¦115.050¦115.080¦115.050¦ 7.01 ¦ 15.50¦46003 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.04.04¦ 2.73 ¦114.350¦115.000¦114.800¦ 7.10 ¦1667.05¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.04.04¦ 2.76 ¦114.450¦114.670¦114.500¦ 7.12 ¦ 806.89¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.04.04¦ 2.80 ¦114.405¦114.600¦114.600¦ 7.13 ¦ 319.52¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.04.04¦ 2.83 ¦114.330¦114.450¦114.330¦ 7.14 ¦ 138.95¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.08.12 ¦12.04.04¦ 1.63 ¦112.121¦112.550¦112.200¦ 7.34 ¦ 302.00¦46002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.04.04¦ 1.66 ¦111.550¦112.100¦111.600¦ 7.44 ¦ 234.31¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.04.04¦ 1.69 ¦111.000¦111.800¦111.000¦ 7.54 ¦ 384.78¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.04.04¦ 1.72 ¦110.350¦110.800¦110.650¦ 7.63 ¦ 392.82¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.04.04¦ 1.75 ¦110.200¦110.848¦110.300¦ 7.65 ¦ 449.52¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.11.12 ¦12.04.04¦ 2.61 ¦ 91.879¦ 91.879¦ 91.879¦ 7.30 ¦ 52.90¦26198 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.04.04¦ 2.65 ¦ 91.750¦ 92.000¦ 91.750¦ 7.30 ¦ 77.74¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.04.04¦ 2.68 ¦ 91.350¦ 91.860¦ 91.350¦ 7.39 ¦ 10.94¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦29.08.18 ¦12.04.04¦ 0.75 ¦108.550¦109.000¦108.950¦ 7.55 ¦ 244.96¦46014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.04.04¦ 0.78 ¦108.000¦108.700¦108.250¦ 7.68 ¦ 317.06¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.04.04¦ 0.81 ¦107.940¦108.200¦108.000¦ 7.68 ¦ 464.97¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.04.04¦ 0.83 ¦107.800¦108.000¦107.900¦ 7.70 ¦ 619.90¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.04.04¦ 0.86 ¦107.600¦107.800¦107.600¦ 7.73 ¦ 223.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦17.05.28 ¦14.04.04¦ 0.00 ¦ 57.300¦ 57.300¦ 57.300¦ 8.57 ¦ 5.00¦46010 ¦
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 ¦ 220 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2005 ¦ 333 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2004 ¦ 225 ¦ 5.00 ¦ 50.14 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 22.11.2004 ¦ 220 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 23.11.2004 ¦ 221 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 25.11.2004 ¦ 223 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 26.11.2004 ¦ 224 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26198 ¦ 04.11.2004 ¦ 202 ¦ 6.00 ¦ 60.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 02.06.2004 ¦ 47 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 16.06.2004 ¦ 61 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 05.05.2004 ¦ 19 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 16.06.2004 ¦ 61 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27019 ¦ 21.07.2004 ¦ 96 ¦ 13.00 ¦ 64.82 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27020 ¦ 11.08.2004 ¦ 117 ¦ 13.00 ¦ 64.82 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 21.04.2004 ¦ 5 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27022 ¦ 19.05.2004 ¦ 33 ¦ 9.00 ¦ 22.44 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27023 ¦ 21.04.2004 ¦ 5 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27024 ¦ 21.04.2004 ¦ 5 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27025 ¦ 16.06.2004 ¦ 61 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 19.05.2004 ¦ 33 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45002 ¦ 04.08.2004 ¦ 110 ¦ 12.00 ¦ 47.87 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 16.06.2004 ¦ 61 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46002 ¦ 18.08.2004 ¦ 124 ¦ 11.00 ¦ 54.85 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46003 ¦ 21.07.2004 ¦ 96 ¦ 12.00 ¦ 59.84 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46012 ¦ 06.10.2004 ¦ 173 ¦ 1.05 ¦ 10.42 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46014 ¦ 15.09.2004 ¦ 152 ¦ 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¦ 96¦ 1 ¦ ¦ ¦ 1015.609¦ 3984.391¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21171 ¦08.10.03¦21.04.04¦ 5¦ 1 ¦ 2 ¦ ¦ 1673.396¦ 3326.604¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21172 ¦18.02.04¦18.08.04¦ 124¦ 1 ¦ ¦ ¦ 3960.045¦ 39.955¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 584¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 333¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 225¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 948¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1313¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 1679¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2044¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26198 ¦09.10.02¦02.11.12¦ 3122¦ 4 ¦ ¦ ¦ 21058.702¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 47¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 243¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 110¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 516¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27019 ¦27.09.02¦18.07.07¦ 1188¦ ¦ ¦ ¦ 8800.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27020 ¦27.09.02¦08.08.07¦ 1209¦ ¦ ¦ ¦ 8800.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 369¦ 2 ¦ 2 ¦ ¦ 10941.601¦ 58.399¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27022 ¦19.02.03¦15.02.06¦ 670¦ 3 ¦ 10 ¦ ¦ 21295.514¦ 2704.486¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27023 ¦23.04.03¦20.07.05¦ 460¦ 3 ¦ 3 ¦ ¦ 20291.893¦ 2708.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27024 ¦09.07.03¦19.04.06¦ 733¦ 4 ¦ 5 ¦ ¦ 15000.662¦ 7999.338¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27025 ¦17.09.03¦13.06.07¦ 1153¦ 5 ¦ 32 ¦ ¦ 17340.000¦ 8660.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 943¦ 6 ¦ 82 ¦ ¦ 31740.000¦ 2760.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45002 ¦14.02.03¦02.08.06¦ 838¦ 1 ¦ ¦ ¦ 7360.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 1608¦ 13 ¦ 79 ¦ ¦ 55500.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46002 ¦05.02.03¦08.08.12¦ 3036¦ 10 ¦ 64 ¦ ¦ 42740.007¦ 4459.993¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46003 ¦14.02.03¦14.07.10¦ 2280¦ 5 ¦ 12 ¦ ¦ 16006.250¦ 2993.750¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46010 ¦14.02.03¦17.05.28¦ 8797¦ ¦ ¦ ¦ 30000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46011 ¦14.02.03¦20.08.25¦ 7796¦ ¦ ¦ ¦ 30000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46012 ¦14.02.03¦05.09.29¦ 9273¦ ¦ ¦ ¦ 40000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46014 ¦05.03.03¦29.08.18¦ 5248¦ 6 ¦ 32 ¦ ¦ 26535.000¦12465.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦462379.138¦52160.023¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦12.04.04¦13.04.04¦14.04.04¦15.04.04¦16.04.04¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 2.06 ¦ 2.82 ¦ 2.82 ¦ 2.94 ¦ 2.94 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 7.27 ¦ 7.27 ¦ 7.28 ¦ 7.28 ¦ 7.36 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 7.59 ¦ 7.65 ¦ 7.68 ¦ 7.70 ¦ 7.70 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 4.66 ¦ 4.79 ¦ 4.81 ¦ 4.82 ¦ 4.82 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 3.20 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 7.30 ¦ 0.00 ¦ 7.28 ¦ 4.31 ¦ 7.10 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 7.15 ¦ 7.21 ¦ 7.31 ¦ 7.52 ¦ 7.58 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 5.21 ¦ 5.65 ¦ 6.13 ¦ 5.60 ¦ 5.42 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.23 ¦ 0.00 ¦ 0.37 ¦ 0.12 ¦ 0.09 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.38 ¦ 1.10 ¦ 0.90 ¦ 0.65 ¦ 0.38 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.01 ¦ 0.01 ¦ 0.43 ¦ 0.02 ¦ 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---------¬
¦ ¦ 12.04.04¦ 13.04.04¦ 14.04.04¦ 15.04.04¦ 16.04.04¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦462379.14¦462379.14¦462379.14¦462379.14¦462379.14¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 6649.05¦ 6649.05¦ 6649.05¦ 6649.05¦ 6649.05¦
+----------------------+---------+---------+---------+---------+---------+
¦ 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, ¦452590.84¦451592.67¦451152.98¦450894.70¦450744.81¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 6608.14¦ 6596.92¦ 6596.92¦ 6596.92¦ 6596.92¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 21285.00¦ 21286.29¦ 21276.15¦ 21275.02¦ 21179.81¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦257649.58¦256954.37¦256553.69¦256308.62¦256241.45¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦167048.12¦166755.09¦166726.22¦166714.14¦166726.64¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 1659.26¦ 1657.81¦ 1656.64¦ 1655.14¦ 1653.66¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 93.67¦ 92.62¦ 91.62¦ 90.62¦ 89.62¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2301.64¦ 2300.55¦ 2300.74¦ 2298.40¦ 2296.40¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 2365.40¦ 2364.29¦ 2363.92¦ 2362.70¦ 2361.34¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 550.23¦ 549.06¦ 548.02¦ 547.15¦ 546.26¦
L----------------------+---------+---------+---------+---------+----------
------------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по
объемам в обращении.
Департамент операций
на финансовых рынках
Банка России
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