ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 20 февраля 2004 г. N 7
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 11 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)¦
+---------+--------+-------+-------+-------+------+-------+------+
¦21.04.04 ¦18.02.04¦ 99.500¦ 99.500¦ 99.500¦ 2.91 ¦ 0.01¦21171 ¦
+---------+--------+-------+-------+-------+------+-------+------+
¦21.07.04 ¦18.02.04¦ 98.520¦ 98.520¦ 98.520¦ 3.56 ¦ 0.10¦21170 ¦
L---------+--------+-------+-------+-------+------+-------+-------
Торговля ОФЗ при суммарном объеме сделок за неделю 11768.533
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)¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.04 ¦16.02.04¦ 9.26 ¦100.467¦100.541¦100.541¦ 2.80 ¦ 0.55¦26002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.02.04¦ 9.29 ¦100.571¦100.571¦100.571¦ 2.10 ¦ 0.06¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.06.04 ¦17.02.04¦ 2.50 ¦102.777¦102.778¦102.777¦ 2.39 ¦ 3.90¦27013 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.02.04¦ 2.53 ¦102.692¦102.820¦102.692¦ 2.51 ¦ 19.80¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.02.04¦ 2.57 ¦102.371¦102.577¦102.568¦ 3.09 ¦ 8.90¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.02.04¦ 2.60 ¦102.450¦102.557¦102.500¦ 2.96 ¦ 26.23¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.08.04 ¦17.02.04¦ 0.43 ¦104.440¦104.440¦104.440¦ 2.35 ¦ 10.00¦27017 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.02.04¦ 0.46 ¦104.141¦104.141¦104.141¦ 2.94 ¦ 1.75¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.02.04¦ 0.49 ¦104.250¦104.250¦104.250¦ 2.65 ¦ 0.05¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.02.04¦ 0.53 ¦104.002¦104.021¦104.002¦ 3.11 ¦ 0.70¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.12.04 ¦16.02.04¦ 2.01 ¦107.680¦107.680¦107.680¦ 2.64 ¦ 0.10¦27014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.02.04¦ 2.04 ¦107.007¦107.082¦107.082¦ 3.37 ¦3243.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.02.04¦ 2.10 ¦108.000¦108.000¦108.000¦ 2.17 ¦ 0.18¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.05 ¦16.02.04¦ 9.26 ¦106.800¦106.800¦106.800¦ 3.45 ¦ 0.37¦26003 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.02.04¦ 9.37 ¦105.800¦105.800¦105.800¦ 4.30 ¦ 0.27¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.07.05 ¦16.02.04¦ 0.57 ¦105.840¦105.850¦105.850¦ 3.56 ¦ 12.80¦27023 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.02.04¦ 0.64 ¦105.800¦105.850¦105.830¦ 3.56 ¦ 38.79¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.09.05 ¦20.02.04¦ 2.14 ¦112.660¦112.660¦112.660¦ 3.70 ¦ 0.21¦27018 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.02.06 ¦18.02.04¦ 0.00 ¦108.300¦108.300¦108.300¦ 4.10 ¦ 0.40¦27022 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.02.04¦ 0.03 ¦108.600¦108.900¦108.900¦ 3.86 ¦ 14.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.02.04¦ 0.05 ¦108.743¦108.743¦108.743¦ 3.85 ¦ 9.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦19.04.06 ¦16.02.04¦ 0.57 ¦106.000¦106.000¦106.000¦ 4.71 ¦ 2.00¦27024 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.02.04¦ 0.61 ¦106.520¦106.520¦106.520¦ 4.45 ¦ 3.40¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.02.04¦ 0.64 ¦106.525¦106.940¦106.940¦ 4.38 ¦ 504.80¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.08.06 ¦16.02.04¦ 0.40 ¦109.500¦109.500¦109.500¦ 4.35 ¦ 0.04¦45002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.02.04¦ 0.43 ¦109.510¦109.510¦109.510¦ 4.33 ¦ 0.01¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.02.04¦ 0.53 ¦109.150¦109.390¦109.150¦ 4.48 ¦ 5.80¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.11.06 ¦16.02.04¦ 2.93 ¦112.000¦112.000¦112.000¦ 4.53 ¦ 30.00¦45001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.02.04¦ 2.96 ¦112.000¦112.100¦112.100¦ 4.50 ¦ 111.94¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.02.04¦ 0.00 ¦112.100¦112.110¦112.110¦ 4.45 ¦ 13.70¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.02.04¦ 0.03 ¦112.100¦112.200¦112.100¦ 4.44 ¦ 134.50¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.02.04¦ 0.07 ¦112.150¦112.160¦112.160¦ 4.41 ¦ 15.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦13.06.07 ¦16.02.04¦ 1.34 ¦101.480¦101.605¦101.485¦ 6.95 ¦ 17.20¦27025 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.02.04¦ 1.36 ¦101.600¦101.650¦101.650¦ 6.91 ¦ 101.02¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.02.04¦ 1.38 ¦101.500¦101.850¦101.849¦ 6.84 ¦ 151.91¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.02.04¦ 1.40 ¦101.850¦102.320¦102.320¦ 6.77 ¦ 873.46¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.02.04¦ 1.43 ¦102.000¦102.100¦102.000¦ 6.74 ¦ 13.08¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.08.07 ¦16.02.04¦ 0.18 ¦113.200¦113.200¦113.200¦ 6.85 ¦ 0.21¦27020 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.02.04¦ 0.21 ¦113.200¦113.200¦113.200¦ 6.85 ¦ 0.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.02.04¦ 0.25 ¦113.270¦113.450¦113.450¦ 6.82 ¦ 11.43¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.02.04¦ 0.29 ¦113.370¦113.770¦113.770¦ 6.70 ¦ 150.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦10.09.08 ¦16.02.04¦ 2.01 ¦111.000¦111.100¦111.000¦ 7.35 ¦ 21.54¦46001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.02.04¦ 2.04 ¦110.510¦111.056¦111.000¦ 7.36 ¦2013.70¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.02.04¦ 2.07 ¦111.101¦111.420¦111.390¦ 7.24 ¦ 173.13¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.02.04¦ 2.10 ¦111.425¦112.700¦111.858¦ 7.11 ¦1954.54¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.02.04¦ 2.14 ¦111.500¦111.930¦111.930¦ 7.09 ¦ 2.50¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.07.10 ¦17.02.04¦ 0.89 ¦111.700¦112.240¦112.240¦ 7.71 ¦ 0.29¦46003 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.02.04¦ 0.92 ¦111.800¦112.050¦112.000¦ 7.81 ¦ 19.90¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.02.04¦ 0.95 ¦112.000¦112.155¦112.155¦ 7.73 ¦ 163.40¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.02.04¦ 0.99 ¦112.140¦112.177¦112.162¦ 7.72 ¦ 610.92¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.08.12 ¦16.02.04¦ 5.43 ¦109.200¦109.312¦109.312¦ 7.93 ¦ 99.10¦46002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.02.04¦ 5.46 ¦109.290¦109.300¦109.290¦ 7.93 ¦ 79.20¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.02.04¦ 0.00 ¦109.050¦109.480¦109.480¦ 7.91 ¦ 285.28¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.02.04¦ 0.03 ¦109.450¦109.481¦109.480¦ 7.89 ¦ 73.70¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.02.04¦ 0.06 ¦109.430¦109.475¦109.440¦ 7.90 ¦ 55.06¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.11.12 ¦18.02.04¦ 1.73 ¦ 87.000¦ 87.011¦ 87.011¦ 8.13 ¦ 16.50¦26198 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.02.04¦ 1.74 ¦ 87.011¦ 87.030¦ 87.030¦ 8.13 ¦ 33.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦29.08.18 ¦16.02.04¦ 4.37 ¦104.851¦105.300¦105.000¦ 8.19 ¦ 8.00¦46014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.02.04¦ 4.40 ¦105.120¦105.300¦105.300¦ 8.16 ¦ 71.50¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.02.04¦ 4.43 ¦105.010¦105.464¦105.464¦ 8.16 ¦ 140.20¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.02.04¦ 4.46 ¦105.450¦105.481¦105.481¦ 8.13 ¦ 174.67¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.02.04¦ 4.49 ¦105.460¦105.501¦105.460¦ 8.12 ¦ 241.84¦ ¦
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 ¦ 276 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2004 ¦ 24 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2004 ¦ 24 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2004 ¦ 281 ¦ 5.00 ¦ 50.14 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 22.11.2004 ¦ 276 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 23.11.2004 ¦ 277 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 25.11.2004 ¦ 279 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 26.11.2004 ¦ 280 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26198 ¦ 04.11.2004 ¦ 258 ¦ 6.00 ¦ 60.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 03.03.2004 ¦ 12 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 17.03.2004 ¦ 26 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 05.05.2004 ¦ 75 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 17.03.2004 ¦ 26 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27019 ¦ 21.07.2004 ¦ 152 ¦ 13.00 ¦ 64.82 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27020 ¦ 11.08.2004 ¦ 173 ¦ 13.00 ¦ 64.82 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 21.04.2004 ¦ 61 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27022 ¦ 19.05.2004 ¦ 89 ¦ 9.00 ¦ 22.44 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27023 ¦ 21.04.2004 ¦ 61 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27024 ¦ 21.04.2004 ¦ 61 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27025 ¦ 17.03.2004 ¦ 26 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 19.05.2004 ¦ 89 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45002 ¦ 04.08.2004 ¦ 166 ¦ 12.00 ¦ 47.87 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 17.03.2004 ¦ 26 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46002 ¦ 18.08.2004 ¦ 180 ¦ 11.00 ¦ 54.85 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46003 ¦ 21.07.2004 ¦ 152 ¦ 12.00 ¦ 59.84 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46014 ¦ 17.03.2004 ¦ 26 ¦ 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¦ 152¦ 1 ¦ ¦ ¦ 1015.609¦ 3984.391¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21171 ¦08.10.03¦21.04.04¦ 61¦ 1 ¦ 2 ¦ ¦ 1673.396¦ 3326.604¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21172 ¦18.02.04¦18.08.04¦ 180¦ 1 ¦ ¦ ¦ 3960.045¦ 39.955¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 640¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 24¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 389¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 281¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1004¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1369¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 1735¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2100¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26198 ¦09.10.02¦02.11.12¦ 3178¦ 1 ¦ ¦ ¦ 21058.702¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 103¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 299¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 166¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 572¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27019 ¦27.09.02¦18.07.07¦ 1244¦ ¦ ¦ ¦ 8800.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27020 ¦27.09.02¦08.08.07¦ 1265¦ ¦ ¦ ¦ 8800.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 425¦ 2 ¦ 2 ¦ ¦ 10941.601¦ 58.399¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27022 ¦19.02.03¦15.02.06¦ 726¦ 3 ¦ 10 ¦ ¦ 21295.514¦ 2704.486¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27023 ¦23.04.03¦20.07.05¦ 516¦ 3 ¦ 3 ¦ ¦ 20291.893¦ 2708.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27024 ¦09.07.03¦19.04.06¦ 789¦ 4 ¦ 2 ¦ ¦ 14717.676¦ 8282.324¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27025 ¦17.09.03¦13.06.07¦ 1209¦ 3 ¦ 25 ¦ ¦ 14300.000¦ 6700.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 999¦ 6 ¦ 82 ¦ ¦ 31740.000¦ 2760.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45002 ¦14.02.03¦02.08.06¦ 894¦ 1 ¦ ¦ ¦ 7360.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 1664¦ 11 ¦ 67 ¦ ¦ 44673.457¦ 1826.543¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46002 ¦05.02.03¦08.08.12¦ 3092¦ 7 ¦ 51 ¦ ¦ 36124.743¦ 4075.257¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46003 ¦14.02.03¦14.07.10¦ 2336¦ 3 ¦ 2 ¦ ¦ 9900.920¦ 4099.080¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46014 ¦05.03.03¦29.08.18¦ 5304¦ 4 ¦ 23 ¦ ¦ 24175.867¦14824.133¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦333415.056¦55389.279¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦16.02.04¦17.02.04¦18.02.04¦19.02.04¦20.02.04¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 3.24 ¦ 3.24 ¦ 2.42 ¦ 2.42 ¦ 2.42 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 8.08 ¦ 8.08 ¦ 8.08 ¦ 8.08 ¦ 8.09 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 7.52 ¦ 7.51 ¦ 7.49 ¦ 7.44 ¦ 7.44 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 5.07 ¦ 5.08 ¦ 5.06 ¦ 4.96 ¦ 4.96 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.00 ¦ 3.53 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 3.39 ¦ 2.10 ¦ 8.13 ¦ 8.13 ¦ 4.30 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 7.66 ¦ 7.38 ¦ 7.88 ¦ 7.31 ¦ 7.88 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 6.03 ¦ 3.74 ¦ 6.75 ¦ 6.12 ¦ 5.52 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.01 ¦ 0.00 ¦ 0.07 ¦ 0.14 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.11 ¦ 1.52 ¦ 0.42 ¦ 1.66 ¦ 0.61 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.02 ¦ 2.26 ¦ 0.12 ¦ 1.03 ¦ 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---------¬
¦ ¦ 16.02.04¦ 17.02.04¦ 18.02.04¦ 19.02.04¦ 20.02.04¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦324066.33¦324066.33¦329577.59¦332745.06¦333415.06¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 2689.01¦ 2689.01¦ 6649.05¦ 6649.05¦ 6649.05¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 22644.34¦ 22644.34¦ 22644.34¦ 22644.34¦ 22644.34¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦149643.51¦149643.51¦151137.52¦153304.99¦153974.99¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦149089.47¦149089.47¦149146.68¦150146.68¦150146.68¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦354358.08¦354425.81¦356982.36¦361143.57¦361966.37¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 2658.57¦ 2658.57¦ 6584.60¦ 6584.60¦ 6584.60¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 20453.44¦ 20457.52¦ 20461.77¦ 20466.34¦ 20459.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦169256.73¦169344.11¦168330.05¦171143.82¦171963.93¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦161989.33¦161965.61¦161605.94¦162948.81¦162958.84¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 1078.56¦ 1078.04¦ 1080.78¦ 1081.06¦ 1081.67¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 99.21¦ 98.21¦ 147.65¦ 146.65¦ 145.65¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2285.15¦ 2284.13¦ 2283.08¦ 2282.08¦ 2282.12¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 1422.15¦ 1421.66¦ 1448.24¦ 1445.66¦ 1446.15¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 583.28¦ 582.52¦ 583.81¦ 585.04¦ 584.15¦
L----------------------+---------+---------+---------+---------+----------
------------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по
объемам в обращении.
Департамент операций
на финансовых рынках
Банка России
|
