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БЮЛЛЕТЕНЬ ЦБ РФ ОТ 23.01.2004 N 3 ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР

(по состоянию на 20 октября 2006 года)

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                        ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
                                   
                               БЮЛЛЕТЕНЬ
                       от 23 января 2004 г. N 3
   
                                Часть 1
   
                    ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
            КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
                       ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
   
       Торговля  ОФЗ  при суммарном объеме сделок за неделю  16063.106
   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)¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦21.01.04 ¦20.01.04¦ 2.50  ¦100.000¦100.000¦100.000¦ 0.00 ¦ 400.46¦28001 ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦04.02.04 ¦20.01.04¦ 2.50  ¦100.426¦100.426¦100.426¦ 1.60 ¦   3.11¦27015 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦21.01.04¦ 2.53  ¦100.399¦100.410¦100.410¦ 1.31 ¦   5.75¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦22.01.04¦ 2.57  ¦100.367¦100.370¦100.370¦ 1.62 ¦ 129.65¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦23.01.04¦ 2.60  ¦100.345¦100.361¦100.361¦ 1.09 ¦  39.50¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦15.03.04 ¦20.01.04¦ 8.52  ¦100.850¦100.850¦100.850¦ 4.05 ¦   0.17¦26002 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦21.01.04¦ 8.55  ¦100.879¦100.879¦100.879¦ 3.77 ¦   0.25¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦02.06.04 ¦19.01.04¦ 1.55  ¦103.000¦103.000¦103.000¦ 3.84 ¦   0.09¦27013 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦21.01.04¦ 1.61  ¦103.000¦103.000¦103.000¦ 3.72 ¦   0.01¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦22.01.04¦ 1.64  ¦103.200¦103.250¦103.200¦ 3.06 ¦  42.84¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦04.08.04 ¦19.01.04¦ 2.47  ¦104.250¦104.250¦104.250¦ 4.10 ¦  10.08¦27017 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦20.01.04¦ 2.50  ¦104.200¦104.200¦104.200¦ 4.15 ¦  10.00¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦21.01.04¦ 2.53  ¦104.100¦104.250¦104.250¦ 4.23 ¦1444.21¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦22.01.04¦ 2.57  ¦104.678¦104.678¦104.678¦ 3.17 ¦   1.00¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦23.01.04¦ 2.60  ¦104.500¦104.800¦104.800¦ 2.94 ¦  20.02¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦15.12.04 ¦19.01.04¦ 1.09  ¦106.400¦106.400¦106.400¦ 4.83 ¦   0.70¦27014 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦20.01.04¦ 1.12  ¦106.400¦106.500¦106.410¦ 4.70 ¦  34.41¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦22.01.04¦ 1.18  ¦106.900¦106.900¦106.900¦ 4.20 ¦   2.65¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦23.01.04¦ 1.22  ¦106.550¦106.550¦106.550¦ 4.57 ¦   0.00¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦15.03.05 ¦20.01.04¦ 8.52  ¦105.150¦105.250¦105.250¦ 5.19 ¦  10.00¦26003 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦21.01.04¦ 8.55  ¦105.397¦105.600¦105.600¦ 4.93 ¦   6.25¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦22.01.04¦ 8.58  ¦105.750¦106.000¦106.000¦ 4.61 ¦   5.03¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦23.01.04¦ 8.60  ¦106.000¦106.250¦106.250¦ 4.30 ¦  51.60¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦20.07.05 ¦20.01.04¦ 1.97  ¦104.000¦104.100¦104.000¦ 5.05 ¦  63.67¦27023 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦21.01.04¦ 0.00  ¦104.150¦104.150¦104.150¦ 4.95 ¦  12.00¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦22.01.04¦ 0.02  ¦104.280¦104.300¦104.280¦ 4.85 ¦  10.00¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦23.01.04¦ 0.04  ¦104.000¦104.000¦104.000¦ 5.05 ¦   2.76¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦14.09.05 ¦21.01.04¦ 1.15  ¦111.100¦112.000¦112.000¦ 4.72 ¦   3.30¦27018 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦22.01.04¦ 1.18  ¦112.300¦112.300¦112.300¦ 4.29 ¦   0.51¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦15.02.06 ¦19.01.04¦ 1.59  ¦104.900¦104.900¦104.900¦ 6.04 ¦   0.20¦27022 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦20.01.04¦ 1.61  ¦105.050¦105.050¦105.050¦ 5.96 ¦   0.49¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦21.01.04¦ 1.64  ¦105.200¦105.200¦106.200¦ 5.76 ¦  14.98¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦22.01.04¦ 1.67  ¦105.800¦106.600¦106.600¦ 5.34 ¦  11.95¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦19.04.06 ¦21.01.04¦ 0.00  ¦103.700¦103.898¦103.898¦ 5.91 ¦   6.00¦27024 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦22.01.04¦ 0.02  ¦105.000¦105.000¦105.000¦ 5.29 ¦   5.00¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦02.08.06 ¦20.01.04¦ 5.49  ¦107.800¦107.850¦107.800¦ 5.70 ¦   6.40¦45002 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦22.01.04¦ 5.56  ¦107.850¦108.350¦108.350¦ 5.47 ¦  55.27¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦23.01.04¦ 5.59  ¦108.655¦108.850¦108.755¦ 5.05 ¦  45.60¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦15.11.06 ¦21.01.04¦ 2.07  ¦109.200¦109.576¦109.400¦ 6.01 ¦*******¦45001 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦22.01.04¦ 2.10  ¦109.900¦110.730¦110.730¦ 5.63 ¦ 109.75¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦23.01.04¦ 2.14  ¦110.050¦110.700¦110.700¦ 5.51 ¦   4.96¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦13.06.07 ¦19.01.04¦ 0.72  ¦101.601¦101.601¦101.601¦ 6.95 ¦   6.83¦27025 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦20.01.04¦ 0.75  ¦101.601¦101.615¦101.610¦ 6.95 ¦  92.13¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦21.01.04¦ 0.77  ¦101.570¦102.000¦102.000¦ 6.89 ¦   7.90¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦22.01.04¦ 0.79  ¦102.001¦102.093¦102.093¦ 6.79 ¦ 127.11¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦23.01.04¦ 0.81  ¦102.059¦102.062¦102.062¦ 6.78 ¦  20.00¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦18.07.07 ¦20.01.04¦ 6.45  ¦112.600¦112.600¦112.600¦ 7.07 ¦  50.00¦27019 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦22.01.04¦ 0.04  ¦113.000¦113.000¦113.000¦ 6.94 ¦   8.04¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦23.01.04¦ 0.07  ¦112.500¦112.500¦112.500¦ 7.09 ¦   0.40¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦08.08.07 ¦19.01.04¦ 5.66  ¦112.750¦112.750¦112.750¦ 7.12 ¦   9.00¦27020 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦20.01.04¦ 5.70  ¦112.750¦112.900¦112.750¦ 7.09 ¦ 103.20¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦21.01.04¦ 5.73  ¦112.940¦112.977¦112.977¦ 7.04 ¦  64.14¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦10.09.08 ¦19.01.04¦ 1.09  ¦110.400¦110.800¦110.400¦ 7.55 ¦ 164.74¦46001 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦20.01.04¦ 1.12  ¦110.000¦110.300¦110.000¦ 7.68 ¦  39.33¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦21.01.04¦ 1.15  ¦109.750¦110.400¦109.990¦ 7.82 ¦  38.00¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦22.01.04¦ 1.18  ¦110.009¦110.425¦110.425¦ 7.67 ¦ 142.89¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦23.01.04¦ 1.22  ¦110.450¦110.550¦110.550¦ 7.57 ¦ 285.74¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦14.07.10 ¦19.01.04¦ 5.92  ¦111.620¦111.715¦111.620¦ 7.88 ¦  45.02¦46003 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦20.01.04¦ 5.95  ¦111.470¦111.640¦111.600¦ 7.90 ¦ 133.44¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦22.01.04¦ 0.03  ¦111.570¦111.674¦111.674¦ 7.88 ¦ 217.61¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦23.01.04¦ 0.07  ¦111.734¦111.973¦111.973¦ 7.83 ¦ 278.50¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦08.08.12 ¦19.01.04¦ 4.58  ¦110.150¦110.480¦110.150¦ 7.79 ¦ 188.91¦46002 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦20.01.04¦ 4.61  ¦109.650¦110.000¦109.700¦ 7.87 ¦ 116.00¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦21.01.04¦ 4.64  ¦109.798¦109.860¦109.860¦ 7.97 ¦  41.63¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦22.01.04¦ 4.67  ¦109.900¦110.184¦110.150¦ 7.82 ¦ 194.78¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦23.01.04¦ 4.70  ¦110.130¦110.205¦110.150¦ 7.80 ¦ 405.07¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦02.11.12 ¦20.01.04¦ 1.25  ¦ 86.550¦ 86.553¦ 86.553¦ 8.20 ¦  33.00¦26198 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦21.01.04¦ 1.27  ¦ 86.500¦ 87.200¦ 87.200¦ 8.10 ¦  59.31¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦22.01.04¦ 1.28  ¦ 87.165¦ 87.182¦ 87.182¦ 8.09 ¦  50.68¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦23.01.04¦ 1.30  ¦ 87.190¦ 87.194¦ 87.194¦ 8.09 ¦  29.52¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦29.08.18 ¦19.01.04¦ 3.57  ¦108.740¦108.741¦108.740¦ 7.66 ¦   7.45¦46014 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦20.01.04¦ 3.60  ¦107.000¦108.400¦108.400¦ 7.82 ¦  27.00¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦21.01.04¦ 3.63  ¦107.600¦107.800¦107.800¦ 7.82 ¦  25.00¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦22.01.04¦ 3.65  ¦107.700¦107.885¦107.880¦ 7.79 ¦ 226.87¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦23.01.04¦ 3.68  ¦107.700¦107.878¦107.878¦ 7.79 ¦ 153.63¦      ¦
   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       ¦  304  ¦   2.00 ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26002  ¦       15.03.2004       ¦   52  ¦  10.00 ¦   100.27    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26003  ¦       15.03.2004       ¦   52  ¦  10.00 ¦   100.27    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26032  ¦       27.11.2004       ¦  309  ¦   5.00 ¦    50.14    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26175  ¦       22.11.2004       ¦  304  ¦   2.00 ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26176  ¦       23.11.2004       ¦  305  ¦   2.00 ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26177  ¦       25.11.2004       ¦  307  ¦   2.00 ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26178  ¦       26.11.2004       ¦  308  ¦   2.00 ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26198  ¦       04.11.2004       ¦  286  ¦   6.00 ¦    60.00    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27013  ¦       03.03.2004       ¦   40  ¦  12.00 ¦    29.92    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27014  ¦       17.03.2004       ¦   54  ¦  12.00 ¦    29.92    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27015  ¦       04.02.2004       ¦   12  ¦  12.00 ¦    29.92    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27017  ¦       04.02.2004       ¦   12  ¦  12.00 ¦    29.92    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27018  ¦       17.03.2004       ¦   54  ¦  12.00 ¦    29.92    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27019  ¦       21.07.2004       ¦  180  ¦  13.00 ¦    64.82    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27020  ¦       11.02.2004       ¦   19  ¦  13.00 ¦    64.82    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27021  ¦       21.04.2004       ¦   89  ¦  12.00 ¦    29.92    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27022  ¦       18.02.2004       ¦   26  ¦   9.50 ¦    23.68    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27023  ¦       21.04.2004       ¦   89  ¦   8.00 ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27024  ¦       21.04.2004       ¦   89  ¦   8.00 ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27025  ¦       17.03.2004       ¦   54  ¦   8.00 ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 45001  ¦       18.02.2004       ¦   26  ¦  12.00 ¦    29.92    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 45002  ¦       04.02.2004       ¦   12  ¦  12.00 ¦    47.87    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 46001  ¦       17.03.2004       ¦   54  ¦  12.00 ¦    29.92    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 46002  ¦       18.02.2004       ¦   26  ¦  11.00 ¦    54.85    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 46003  ¦       21.07.2004       ¦  180  ¦  12.00 ¦    59.84    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 46014  ¦       17.03.2004       ¦   54  ¦  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¦  180¦   1   ¦      ¦        ¦  1015.609¦ 3984.391¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 21171  ¦08.10.03¦21.04.04¦   89¦   1   ¦   2  ¦        ¦  1673.396¦ 3326.604¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 25053  ¦26.12.00¦21.11.05¦  668¦       ¦      ¦        ¦     5.036¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26002  ¦15.03.97¦15.03.04¦   52¦   1   ¦      ¦        ¦   265.174¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26003  ¦15.03.97¦15.03.05¦  417¦   1   ¦      ¦        ¦  1131.559¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26032  ¦27.11.98¦27.11.04¦  309¦       ¦      ¦        ¦   163.722¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26175  ¦26.12.00¦20.11.06¦ 1032¦       ¦      ¦        ¦     5.036¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26176  ¦26.12.00¦20.11.07¦ 1397¦       ¦      ¦        ¦     5.036¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26177  ¦26.12.00¦20.11.08¦ 1763¦       ¦      ¦        ¦     5.035¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26178  ¦26.12.00¦20.11.09¦ 2128¦       ¦      ¦        ¦     5.035¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26198  ¦09.10.02¦02.11.12¦ 3206¦   1   ¦      ¦        ¦ 21058.702¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27013  ¦06.06.01¦02.06.04¦  131¦   3   ¦  65  ¦        ¦ 15000.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27014  ¦11.07.01¦15.12.04¦  327¦   2   ¦  78  ¦        ¦ 10000.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27015  ¦08.08.01¦04.02.04¦   12¦   3   ¦  62  ¦        ¦ 16000.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27017  ¦06.02.02¦04.08.04¦  194¦   2   ¦  64  ¦        ¦ 12000.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27018  ¦20.03.02¦14.09.05¦  600¦   2   ¦  45  ¦        ¦ 14000.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27019  ¦27.09.02¦18.07.07¦ 1272¦       ¦      ¦        ¦  8800.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27020  ¦27.09.02¦08.08.07¦ 1293¦       ¦      ¦        ¦  8800.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27021  ¦09.10.02¦20.04.05¦  453¦   2   ¦   2  ¦        ¦ 10941.601¦   58.399¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27022  ¦19.02.03¦15.02.06¦  754¦   3   ¦  10  ¦        ¦ 21295.514¦ 2704.486¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27023  ¦23.04.03¦20.07.05¦  544¦   3   ¦   3  ¦        ¦ 20291.893¦ 2708.107¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27024  ¦09.07.03¦19.04.06¦  817¦   4   ¦   1  ¦        ¦ 14217.676¦ 8782.324¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27025  ¦17.09.03¦13.06.07¦ 1237¦   1   ¦  19  ¦        ¦  4217.105¦ 4782.895¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 45001  ¦22.05.02¦15.11.06¦ 1027¦   6   ¦  82  ¦        ¦ 31740.000¦ 2760.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 45002  ¦14.02.03¦02.08.06¦  922¦   1   ¦      ¦        ¦  7360.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 46001  ¦18.09.02¦10.09.08¦ 1692¦   9   ¦  59  ¦        ¦ 37640.100¦ 8859.900¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 46002  ¦05.02.03¦08.08.12¦ 3120¦   5   ¦  46  ¦        ¦ 33349.862¦ 6850.138¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 46003  ¦14.02.03¦14.07.10¦ 2364¦   2   ¦      ¦        ¦  8000.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 46014  ¦05.03.03¦29.08.18¦ 5332¦   3   ¦  19  ¦        ¦ 21425.417¦ 5574.583¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦Итого:  ¦                                               ¦320412.508¦50391.827¦
   L--------+-----------------------------------------------+----------+----------
   
                                Часть 4
   
          НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
                         РЫНОК ГКО - ОФЗ - ОБР
   
   ---------------------------T--------T--------T--------T--------T--------¬
   ¦                          ¦19.01.04¦20.01.04¦21.01.04¦22.01.04¦23.01.04¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦1. Индикаторы (% годовых):¦        ¦        ¦        ¦        ¦        ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦а) рыночного портфеля <*> ¦        ¦        ¦        ¦        ¦        ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ГКО                    ¦  3.49  ¦  3.50  ¦  3.50  ¦  3.50  ¦  3.50  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ПД                 ¦  8.17  ¦  8.16  ¦  8.07  ¦  8.05  ¦  8.04  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-АД                 ¦  7.47  ¦  7.58  ¦  7.65  ¦  7.52  ¦  7.48  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ФД                 ¦  5.96  ¦  5.94  ¦  5.82  ¦  5.52  ¦  5.57  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦б) оборота рынка <**>     ¦        ¦        ¦        ¦        ¦        ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ГКО                    ¦  0.00  ¦  0.00  ¦  0.00  ¦  0.00  ¦  0.00  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ПД                 ¦  0.00  ¦  8.05  ¦  8.05  ¦  8.03  ¦  7.21  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-АД                 ¦  7.73  ¦  7.85  ¦  6.07  ¦  7.67  ¦  7.73  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ФД                 ¦  6.77  ¦  6.76  ¦  4.99  ¦  6.46  ¦  6.11  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦2. Коэффициенты           ¦        ¦        ¦        ¦        ¦        ¦
   ¦   оборачиваемости        ¦        ¦        ¦        ¦        ¦        ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ГКО                    ¦  0.00  ¦  0.00  ¦  0.00  ¦  0.00  ¦  0.00  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ПД                 ¦  0.00  ¦  0.20  ¦  0.29  ¦  0.25  ¦  0.42  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-АД                 ¦  0.33  ¦  0.26  ¦  7.32  ¦  0.68  ¦  0.84  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ФД                 ¦  0.02  ¦  0.45  ¦  1.00  ¦  0.21  ¦  0.05  ¦
   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---------¬
   ¦                      ¦ 19.01.04¦ 20.01.04¦ 21.01.04¦ 22.01.04¦ 23.01.04¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦Номинальная стоимость,¦316109.43¦316195.81¦319781.09¦320186.44¦320412.51¦
   ¦млн. руб.             ¦         ¦         ¦         ¦         ¦         ¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ГКО                ¦  2689.01¦  2689.01¦  2689.01¦  2689.01¦  2689.01¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-ПД             ¦ 22644.34¦ 22644.34¦ 22644.34¦ 22644.34¦ 22644.34¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-АД             ¦125903.47¦125903.47¦139031.06¦139309.31¦139515.38¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-ФД             ¦164872.62¦164959.00¦155416.68¦155543.79¦155563.79¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦Рыночная стоимость,   ¦342575.77¦342278.82¦345312.91¦347301.62¦347811.56¦
   ¦млн. руб.             ¦         ¦         ¦         ¦         ¦         ¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ГКО                ¦  2654.14¦  2654.14¦  2654.14¦  2654.14¦  2654.14¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-ПД             ¦ 20227.19¦ 20235.84¦ 20355.82¦ 20382.70¦ 20393.65¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-АД             ¦142159.20¦141700.17¦155703.55¦156834.77¦157394.96¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-ФД             ¦177535.23¦177688.66¦166599.40¦167430.00¦167368.81¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦Дюрация <*>, дней     ¦   977.60¦   974.31¦  1032.96¦  1033.82¦  1033.74¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ГКО                ¦   127.11¦   126.11¦   125.11¦   124.11¦   123.11¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-ПД             ¦  2312.36¦  2311.33¦  2313.36¦  2312.52¦  2311.23¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-АД             ¦  1417.53¦  1412.31¦  1432.16¦  1433.86¦  1433.32¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-ФД             ¦   485.96¦   485.44¦   517.88¦   517.85¦   516.76¦
   L----------------------+---------+---------+---------+---------+----------
   
   --------------------------------
       <*> Рассчитывается как средний срок до погашения, взвешенный по
   объемам в обращении.
   
                                                  Департамент операций
                                                  на финансовых рынках
                                                          Банка России
   
   

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