ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 19 марта 2004 г. N 11
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ОФЗ при суммарном объеме сделок за неделю 8861.385
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 ¦16.03.04¦ 0.43 ¦102.050¦102.050¦102.050¦ 2.37 ¦ 3.90¦27013 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.03.04¦ 0.46 ¦102.040¦102.040¦102.040¦ 2.30 ¦ 7.05¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.03.04¦ 0.49 ¦102.020¦102.020¦102.020¦ 2.26 ¦ 6.14¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.03.04¦ 0.53 ¦102.000¦102.020¦102.020¦ 2.13 ¦ 3.75¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.08.04 ¦17.03.04¦ 1.38 ¦103.570¦103.575¦103.575¦ 2.63 ¦ 54.54¦27017 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.03.04¦ 1.41 ¦103.790¦103.790¦103.790¦ 2.00 ¦ 0.01¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.12.04 ¦16.03.04¦ 2.96 ¦106.900¦106.980¦106.980¦ 2.61 ¦ 5.00¦27014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.03.04¦ 0.00 ¦107.000¦107.000¦107.000¦ 2.55 ¦ 1.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.03.04¦ 0.03 ¦106.550¦107.010¦106.700¦ 2.81 ¦ 3.35¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.03.04¦ 0.07 ¦106.910¦106.910¦106.910¦ 2.60 ¦ 15.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.05 ¦15.03.04¦ 0.00 ¦105.700¦105.987¦105.700¦ 3.79 ¦ 6.53¦26003 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.03.04¦ 0.03 ¦105.200¦105.200¦105.200¦ 4.55 ¦ 0.10¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.03.04¦ 0.06 ¦106.000¦106.000¦106.000¦ 3.74 ¦ 0.20¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.03.04¦ 0.08 ¦106.010¦106.830¦106.830¦ 2.97 ¦ 2.04¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.04.05 ¦15.03.04¦ 1.78 ¦108.750¦108.750¦108.750¦ 3.88 ¦ 1.25¦27021 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.09.05 ¦19.03.04¦ 0.07 ¦112.370¦112.370¦112.370¦ 3.49 ¦ 0.43¦27018 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.02.06 ¦18.03.04¦ 0.72 ¦107.500¦107.800¦107.800¦ 4.22 ¦ 2.90¦27022 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.03.04¦ 0.74 ¦107.600¦107.780¦107.600¦ 4.17 ¦ 3.27¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦19.04.06 ¦18.03.04¦ 1.25 ¦106.971¦106.971¦106.971¦ 4.09 ¦ 1.66¦27024 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.11.06 ¦15.03.04¦ 0.86 ¦112.000¦112.000¦112.000¦ 4.24 ¦ 0.79¦45001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.03.04¦ 0.92 ¦112.500¦112.500¦112.500¦ 3.96 ¦ 0.91¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.03.04¦ 0.95 ¦112.400¦112.500¦112.400¦ 3.95 ¦ 23.88¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.03.04¦ 0.99 ¦112.500¦112.730¦112.730¦ 3.82 ¦ 5.11¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦13.06.07 ¦15.03.04¦ 1.95 ¦102.500¦102.600¦102.600¦ 6.54 ¦ 91.51¦27025 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.03.04¦ 1.97 ¦102.500¦102.537¦102.500¦ 6.56 ¦ 46.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.03.04¦ 0.00 ¦102.358¦105.700¦103.479¦ 6.50 ¦ 80.34¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.03.04¦ 0.02 ¦103.630¦103.850¦103.845¦ 6.10 ¦ 55.55¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.03.04¦ 0.04 ¦103.780¦103.851¦103.850¦ 6.08 ¦ 115.30¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦10.09.08 ¦15.03.04¦ 2.93 ¦113.100¦113.300¦113.300¦ 6.60 ¦ 291.18¦46001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.03.04¦ 2.96 ¦113.240¦113.500¦113.500¦ 6.56 ¦ 597.89¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.03.04¦ 0.00 ¦113.900¦114.700¦114.700¦ 6.21 ¦ 581.71¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.03.04¦ 0.03 ¦114.700¦114.750¦114.750¦ 6.13 ¦ 496.88¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.03.04¦ 0.07 ¦114.748¦114.750¦114.749¦ 6.12 ¦ 203.51¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.07.10 ¦15.03.04¦ 1.78 ¦113.370¦113.530¦113.530¦ 7.39 ¦ 165.00¦46003 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.03.04¦ 1.81 ¦113.390¦113.480¦113.390¦ 7.40 ¦ 15.39¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.03.04¦ 1.84 ¦113.350¦114.001¦114.001¦ 7.43 ¦ 465.49¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.03.04¦ 1.87 ¦114.001¦114.330¦114.296¦ 7.25 ¦ 759.72¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.03.04¦ 1.91 ¦114.170¦114.410¦114.410¦ 7.21 ¦ 501.49¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.08.12 ¦15.03.04¦ 0.78 ¦110.290¦110.335¦110.335¦ 7.72 ¦ 43.00¦46002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.03.04¦ 0.81 ¦110.150¦110.300¦110.300¦ 7.72 ¦ 45.64¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.03.04¦ 0.84 ¦110.540¦111.730¦111.730¦ 7.53 ¦ 683.49¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.03.04¦ 0.87 ¦111.718¦111.800¦111.780¦ 7.46 ¦ 286.39¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.03.04¦ 0.90 ¦111.750¦111.830¦111.830¦ 7.46 ¦ 361.82¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.11.12 ¦15.03.04¦ 2.15 ¦ 87.137¦ 87.220¦ 87.220¦ 8.13 ¦ 281.90¦26198 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.03.04¦ 2.17 ¦ 87.200¦ 87.860¦ 87.860¦ 8.04 ¦1392.28¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.03.04¦ 2.19 ¦ 88.150¦ 88.250¦ 88.150¦ 7.94 ¦ 14.14¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.03.04¦ 2.20 ¦ 89.140¦ 89.700¦ 89.700¦ 7.72 ¦ 167.53¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.03.04¦ 2.22 ¦ 89.500¦ 90.000¦ 90.000¦ 7.63 ¦ 65.19¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦29.08.18 ¦15.03.04¦ 5.18 ¦106.400¦106.400¦106.400¦ 7.96 ¦ 1.14¦46014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.03.04¦ 5.21 ¦106.300¦106.600¦106.420¦ 7.97 ¦ 45.96¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.03.04¦ 0.00 ¦107.240¦107.950¦107.950¦ 7.75 ¦ 294.77¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.03.04¦ 0.03 ¦108.010¦108.300¦108.300¦ 7.68 ¦ 358.08¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.03.04¦ 0.06 ¦108.300¦108.325¦108.325¦ 7.67 ¦ 204.32¦ ¦
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 ¦ 248 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2005 ¦ 361 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2004 ¦ 253 ¦ 5.00 ¦ 50.14 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 22.11.2004 ¦ 248 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 23.11.2004 ¦ 249 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 25.11.2004 ¦ 251 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 26.11.2004 ¦ 252 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26198 ¦ 04.11.2004 ¦ 230 ¦ 6.00 ¦ 60.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 02.06.2004 ¦ 75 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 16.06.2004 ¦ 89 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 05.05.2004 ¦ 47 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 16.06.2004 ¦ 89 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27019 ¦ 21.07.2004 ¦ 124 ¦ 13.00 ¦ 64.82 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27020 ¦ 11.08.2004 ¦ 145 ¦ 13.00 ¦ 64.82 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 21.04.2004 ¦ 33 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27022 ¦ 19.05.2004 ¦ 61 ¦ 9.00 ¦ 22.44 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27023 ¦ 21.04.2004 ¦ 33 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27024 ¦ 21.04.2004 ¦ 33 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27025 ¦ 16.06.2004 ¦ 89 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 19.05.2004 ¦ 61 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45002 ¦ 04.08.2004 ¦ 138 ¦ 12.00 ¦ 47.87 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 16.06.2004 ¦ 89 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46002 ¦ 18.08.2004 ¦ 152 ¦ 11.00 ¦ 54.85 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46003 ¦ 21.07.2004 ¦ 124 ¦ 12.00 ¦ 59.84 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46014 ¦ 15.09.2004 ¦ 180 ¦ 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¦ 124¦ 1 ¦ ¦ ¦ 1015.609¦ 3984.391¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21171 ¦08.10.03¦21.04.04¦ 33¦ 1 ¦ 2 ¦ ¦ 1673.396¦ 3326.604¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21172 ¦18.02.04¦18.08.04¦ 152¦ 1 ¦ ¦ ¦ 3960.045¦ 39.955¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 612¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 361¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 253¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 976¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1341¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 1707¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2072¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26198 ¦09.10.02¦02.11.12¦ 3150¦ 3 ¦ ¦ ¦ 21058.702¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 75¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 271¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 138¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 544¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27019 ¦27.09.02¦18.07.07¦ 1216¦ ¦ ¦ ¦ 8800.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27020 ¦27.09.02¦08.08.07¦ 1237¦ ¦ ¦ ¦ 8800.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 397¦ 2 ¦ 2 ¦ ¦ 10941.601¦ 58.399¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27022 ¦19.02.03¦15.02.06¦ 698¦ 3 ¦ 10 ¦ ¦ 21295.514¦ 2704.486¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27023 ¦23.04.03¦20.07.05¦ 488¦ 3 ¦ 3 ¦ ¦ 20291.893¦ 2708.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27024 ¦09.07.03¦19.04.06¦ 761¦ 4 ¦ 5 ¦ ¦ 15000.662¦ 7999.338¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27025 ¦17.09.03¦13.06.07¦ 1181¦ 5 ¦ 28 ¦ ¦ 17210.938¦ 8789.062¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 971¦ 6 ¦ 82 ¦ ¦ 31740.000¦ 2760.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45002 ¦14.02.03¦02.08.06¦ 866¦ 1 ¦ ¦ ¦ 7360.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 1636¦ 12 ¦ 73 ¦ ¦ 49903.529¦ 596.471¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46002 ¦05.02.03¦08.08.12¦ 3064¦ 9 ¦ 57 ¦ ¦ 40295.143¦ 6904.857¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46003 ¦14.02.03¦14.07.10¦ 2308¦ 4 ¦ 7 ¦ ¦ 13630.000¦ 5370.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46014 ¦05.03.03¦29.08.18¦ 5276¦ 5 ¦ 27 ¦ ¦ 24902.234¦14097.766¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦350199.725¦59339.436¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦15.03.04¦16.03.04¦17.03.04¦18.03.04¦19.03.04¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 2.40 ¦ 2.58 ¦ 2.58 ¦ 2.58 ¦ 2.57 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 8.10 ¦ 8.01 ¦ 7.90 ¦ 7.68 ¦ 7.60 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 7.20 ¦ 7.20 ¦ 6.98 ¦ 6.91 ¦ 6.89 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 5.01 ¦ 5.01 ¦ 5.00 ¦ 4.93 ¦ 4.90 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 8.12 ¦ 8.04 ¦ 7.93 ¦ 7.71 ¦ 7.63 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 7.05 ¦ 6.93 ¦ 7.34 ¦ 7.24 ¦ 7.31 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 6.53 ¦ 6.44 ¦ 6.17 ¦ 5.94 ¦ 5.93 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 1.28 ¦ 6.17 ¦ 0.06 ¦ 0.75 ¦ 0.29 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.31 ¦ 0.44 ¦ 1.23 ¦ 1.16 ¦ 0.76 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.06 ¦ 0.03 ¦ 0.09 ¦ 0.04 ¦ 0.09 ¦
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---------¬
¦ ¦ 15.03.04¦ 16.03.04¦ 17.03.04¦ 18.03.04¦ 19.03.04¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦344194.92¦344194.92¦348245.96¦349613.29¦350199.73¦
¦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 ¦162891.90¦162891.90¦165918.35¦167284.02¦167830.91¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦152274.81¦152274.81¦153299.40¦153301.06¦153340.61¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦376542.23¦376764.51¦379260.97¦381792.74¦382868.32¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 6593.38¦ 6593.38¦ 6593.38¦ 6593.38¦ 6593.38¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 20157.10¦ 20258.26¦ 20394.57¦ 20668.62¦ 20775.67¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦184508.91¦184594.79¦186870.66¦188955.05¦189775.89¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦165282.84¦165318.09¦165402.35¦165575.68¦165723.38¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 1077.11¦ 1076.44¦ 1096.55¦ 1100.99¦ 1101.86¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 121.64¦ 120.64¦ 119.64¦ 118.64¦ 117.64¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2303.32¦ 2304.03¦ 2307.67¦ 2312.97¦ 2314.73¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 1432.87¦ 1431.65¦ 1461.96¦ 1465.44¦ 1465.95¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 568.54¦ 567.51¦ 573.31¦ 572.91¦ 572.04¦
L----------------------+---------+---------+---------+---------+----------
------------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по
объемам в обращении.
Департамент операций
на финансовых рынках
Банка России
|
