ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 16 января 2004 г. N 2
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ОФЗ при суммарном объеме сделок за неделю 3355.796
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 ¦12.01.04¦ 2.30 ¦100.150¦100.150¦100.150¦ 2.00 ¦ 38.06¦28001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.01.04¦ 2.30 ¦100.145¦100.158¦100.150¦ 2.00 ¦ 51.84¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.02.04 ¦15.01.04¦ 2.33 ¦100.586¦100.586¦100.586¦ 1.28 ¦ 0.39¦27015 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.04 ¦14.01.04¦ 8.36 ¦101.100¦101.100¦101.100¦ 3.16 ¦ 0.11¦26002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.01.04¦ 8.41 ¦101.000¦101.100¦101.000¦ 3.25 ¦ 6.91¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.06.04 ¦29.01.04¦ 1.32 ¦103.400¦103.500¦103.500¦ 3.11 ¦ 13.12¦27013 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.01.04¦ 1.35 ¦103.300¦103.500¦103.300¦ 3.25 ¦ 0.47¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.01.04¦ 1.38 ¦103.300¦103.400¦103.400¦ 3.31 ¦ 8.20¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.08.04 ¦16.01.04¦ 2.37 ¦104.080¦104.100¦104.090¦ 4.51 ¦ 10.08¦27017 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.12.04 ¦14.01.04¦ 0.92 ¦106.275¦106.500¦106.500¦ 4.83 ¦ 3.35¦27014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.01.04¦ 0.95 ¦106.850¦106.850¦106.850¦ 4.42 ¦ 38.82¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.01.04¦ 0.99 ¦106.400¦106.450¦106.450¦ 4.85 ¦ 7.30¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.05 ¦12.01.04¦ 8.30 ¦104.000¦104.000¦104.000¦ 6.31 ¦ 0.02¦26003 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.01.04¦ 8.33 ¦104.100¦104.450¦104.450¦ 5.95 ¦ 0.62¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.01.04¦ 8.36 ¦104.800¦104.800¦104.800¦ 5.60 ¦ 3.49¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.01.04¦ 8.41 ¦104.700¦105.180¦105.180¦ 5.35 ¦ 7.03¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.04.05 ¦13.01.04¦ 2.73 ¦108.350¦108.350¦108.350¦ 5.26 ¦ 0.80¦27021 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.01.04¦ 2.80 ¦108.450¦108.450¦108.450¦ 5.15 ¦ 0.52¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.01.04¦ 2.83 ¦108.550¦108.550¦108.550¦ 5.05 ¦ 0.05¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.07.05 ¦14.01.04¦ 1.84 ¦103.500¦103.600¦103.600¦ 5.40 ¦ 1.60¦27023 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.01.04¦ 1.86 ¦103.800¦103.999¦103.999¦ 5.09 ¦ 1.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.01.04¦ 1.89 ¦103.990¦103.990¦103.990¦ 5.09 ¦ 2.10¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.09.05 ¦13.01.04¦ 0.89 ¦109.400¦109.400¦109.400¦ 6.18 ¦ 6.08¦27018 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.01.04¦ 0.92 ¦109.600¦110.600¦110.600¦ 5.69 ¦ 9.61¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.01.04¦ 0.95 ¦111.000¦111.000¦111.000¦ 5.17 ¦ 1.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.01.04¦ 0.99 ¦111.250¦111.250¦111.250¦ 5.00 ¦ 1.13¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.02.06 ¦14.01.04¦ 1.46 ¦104.250¦104.250¦104.250¦ 6.41 ¦ 5.00¦27022 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.01.04¦ 1.48 ¦105.400¦105.800¦105.800¦ 5.70 ¦ 1.50¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.01.04¦ 1.51 ¦105.100¦105.100¦105.100¦ 5.95 ¦ 2.98¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦19.04.06 ¦15.01.04¦ 1.86 ¦102.500¦104.000¦104.000¦ 6.16 ¦ 4.86¦27024 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.08.06 ¦12.01.04¦ 5.23 ¦107.190¦107.350¦107.350¦ 6.12 ¦ 70.67¦45002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.01.04¦ 5.26 ¦107.310¦107.400¦107.400¦ 6.05 ¦ 32.37¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.01.04¦ 5.33 ¦107.350¦107.350¦107.350¦ 6.05 ¦ 2.96¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.01.04¦ 5.36 ¦107.800¦107.900¦107.900¦ 5.74 ¦ 8.80¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.11.06 ¦12.01.04¦ 1.78 ¦109.100¦109.350¦109.350¦ 6.22 ¦ 58.07¦45001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.01.04¦ 1.81 ¦109.250¦109.370¦109.370¦ 6.19 ¦ 98.50¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.01.04¦ 1.84 ¦109.200¦109.400¦109.400¦ 6.17 ¦ 25.50¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.01.04¦ 1.87 ¦109.450¦109.550¦109.550¦ 6.08 ¦ 90.39¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.01.04¦ 1.91 ¦109.600¦109.600¦109.600¦ 6.02 ¦ 2.72¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦13.06.07 ¦12.01.04¦ 0.57 ¦100.726¦100.743¦100.743¦ 7.26 ¦ 202.09¦27025 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.01.04¦ 0.59 ¦100.744¦100.760¦100.760¦ 7.25 ¦ 190.52¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.01.04¦ 0.61 ¦100.901¦100.934¦100.934¦ 7.19 ¦ 146.90¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.01.04¦ 0.64 ¦101.500¦101.500¦101.500¦ 6.99 ¦ 1.89¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.01.04¦ 0.66 ¦101.505¦101.521¦101.521¦ 6.98 ¦ 196.12¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦18.07.07 ¦12.01.04¦ 6.16 ¦112.200¦112.200¦112.200¦ 7.23 ¦ 1.00¦27019 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.01.04¦ 6.23 ¦112.398¦112.400¦112.398¦ 7.16 ¦ 3.39¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.01.04¦ 6.30 ¦112.600¦112.600¦112.600¦ 7.09 ¦ 50.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.08.07 ¦12.01.04¦ 5.41 ¦111.740¦111.745¦111.745¦ 7.46 ¦ 17.00¦27020 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.01.04¦ 5.49 ¦112.000¦112.000¦112.000¦ 7.37 ¦ 32.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.01.04¦ 5.56 ¦112.750¦112.778¦112.778¦ 7.13 ¦ 132.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦10.09.08 ¦12.01.04¦ 0.86 ¦111.100¦111.342¦111.200¦ 7.41 ¦ 213.71¦46001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.01.04¦ 0.89 ¦110.980¦111.100¦111.000¦ 7.46 ¦ 95.70¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.01.04¦ 0.92 ¦110.620¦111.000¦110.700¦ 7.55 ¦ 96.47¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.01.04¦ 0.95 ¦110.600¦110.800¦110.790¦ 7.52 ¦ 204.72¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.01.04¦ 0.99 ¦110.791¦110.818¦110.817¦ 7.51 ¦ 167.74¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.07.10 ¦15.01.03¦ 5.79 ¦111.120¦111.680¦111.680¦ 7.94 ¦ 280.88¦46003 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.01.04¦ 5.82 ¦111.700¦111.710¦111.710¦ 7.88 ¦ 16.70¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.08.12 ¦12.01.04¦ 4.37 ¦110.550¦110.726¦110.550¦ 7.73 ¦ 33.35¦46002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.01.04¦ 4.40 ¦110.385¦110.600¦110.420¦ 7.77 ¦ 149.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.01.04¦ 4.43 ¦109.990¦110.360¦110.340¦ 7.83 ¦ 151.81¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.01.04¦ 4.46 ¦110.100¦110.501¦110.460¦ 7.77 ¦ 94.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.01.04¦ 4.49 ¦110.450¦110.506¦110.500¦ 7.76 ¦ 85.68¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.11.12 ¦16.01.04¦ 1.18 ¦ 86.520¦ 87.000¦ 86.520¦ 8.20 ¦ 111.00¦26198 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦29.08.18 ¦12.01.04¦ 3.37 ¦108.800¦108.800¦108.800¦ 7.65 ¦ 5.30¦46014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.01.04¦ 3.40 ¦108.500¦108.800¦108.550¦ 7.67 ¦ 50.31¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.01.04¦ 3.45 ¦108.550¦109.000¦109.000¦ 7.63 ¦ 5.90¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.01.04¦ 3.48 ¦108.561¦109.000¦109.561¦ 7.62 ¦ 2.67¦ ¦
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 ¦ 311 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2004 ¦ 59 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2004 ¦ 59 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2004 ¦ 316 ¦ 5.00 ¦ 50.14 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 22.11.2004 ¦ 311 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 23.11.2004 ¦ 312 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 25.11.2004 ¦ 314 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 26.11.2004 ¦ 315 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26198 ¦ 04.11.2004 ¦ 293 ¦ 6.00 ¦ 60.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 03.03.2004 ¦ 47 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 17.03.2004 ¦ 61 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 04.02.2004 ¦ 19 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 04.02.2004 ¦ 19 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 17.03.2004 ¦ 61 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27019 ¦ 21.01.2004 ¦ 5 ¦ 13.00 ¦ 64.82 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27020 ¦ 11.02.2004 ¦ 26 ¦ 13.00 ¦ 64.82 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 21.01.2004 ¦ 5 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27022 ¦ 18.02.2004 ¦ 33 ¦ 9.50 ¦ 23.68 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27023 ¦ 21.01.2004 ¦ 5 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27024 ¦ 21.01.2004 ¦ 5 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27025 ¦ 17.03.2004 ¦ 61 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 21.01.2004 ¦ 5 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 18.02.2004 ¦ 33 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45002 ¦ 04.02.2004 ¦ 19 ¦ 12.00 ¦ 47.87 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 17.03.2004 ¦ 61 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46002 ¦ 18.02.2004 ¦ 33 ¦ 11.00 ¦ 54.85 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46003 ¦ 21.01.2004 ¦ 5 ¦ 12.00 ¦ 59.84 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46014 ¦ 17.03.2004 ¦ 61 ¦ 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¦ 187¦ 1 ¦ ¦ ¦ 1015.609¦ 3984.391¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21171 ¦08.10.03¦21.04.04¦ 96¦ 1 ¦ 2 ¦ ¦ 1673.396¦ 3326.604¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 675¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 59¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 424¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 316¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1039¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1404¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 1770¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2135¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26198 ¦09.10.02¦02.11.12¦ 3213¦ 1 ¦ ¦ ¦ 21058.702¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 138¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 334¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 19¦ 3 ¦ 62 ¦ ¦ 16000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 201¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 607¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27019 ¦27.09.02¦18.07.07¦ 1279¦ ¦ ¦ ¦ 8800.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27020 ¦27.09.02¦08.08.07¦ 1300¦ ¦ ¦ ¦ 8800.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 460¦ 2 ¦ 2 ¦ ¦ 10941.601¦ 58.399¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27022 ¦19.02.03¦15.02.06¦ 761¦ 3 ¦ 10 ¦ ¦ 21295.514¦ 2704.486¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27023 ¦23.04.03¦20.07.05¦ 551¦ 3 ¦ 3 ¦ ¦ 20291.893¦ 2708.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27024 ¦09.07.03¦19.04.06¦ 824¦ 4 ¦ 1 ¦ ¦ 14217.676¦ 8782.324¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27025 ¦17.09.03¦13.06.07¦ 1244¦ 1 ¦ 15 ¦ ¦ 3976.790¦ 5023.210¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 5¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1034¦ 6 ¦ 82 ¦ ¦ 31740.000¦ 2760.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45002 ¦14.02.03¦02.08.06¦ 929¦ 1 ¦ ¦ ¦ 7360.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 1699¦ 8 ¦ 57 ¦ ¦ 31107.679¦ 5392.321¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46002 ¦05.02.03¦08.08.12¦ 3127¦ 4 ¦ 44 ¦ ¦ 26560.789¦ 5639.211¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46003 ¦14.02.03¦14.07.10¦ 2371¦ 2 ¦ ¦ ¦ 8000.000¦ 2000.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46014 ¦05.03.03¦29.08.18¦ 5339¦ 3 ¦ 17 ¦ ¦ 21135.000¦ 5865.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦316102.601¦48690.484¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦12.01.04¦13.01.04¦14.01.04¦15.01.04¦16.01.04¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 3.49 ¦ 3.49 ¦ 3.49 ¦ 3.49 ¦ 3.49 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 8.17 ¦ 8.17 ¦ 8.17 ¦ 8.17 ¦ 8.17 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 7.47 ¦ 7.49 ¦ 7.52 ¦ 7.47 ¦ 7.44 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 6.43 ¦ 6.44 ¦ 6.25 ¦ 5.93 ¦ 5.94 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 6.31 ¦ 5.95 ¦ 5.59 ¦ 0.00 ¦ 8.16 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 7.22 ¦ 7.49 ¦ 7.70 ¦ 7.68 ¦ 7.62 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 7.24 ¦ 7.22 ¦ 7.14 ¦ 5.10 ¦ 7.02 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 0.00 ¦ 0.02 ¦ 0.00 ¦ 0.56 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.30 ¦ 0.34 ¦ 0.22 ¦ 0.55 ¦ 0.23 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.16 ¦ 0.14 ¦ 0.12 ¦ 0.03 ¦ 0.25 ¦
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---------¬
¦ ¦ 12.01.04¦ 13.01.04¦ 14.01.04¦ 15.01.04¦ 16.01.04¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦315442.12¦315632.63¦315779.53¦315779.53¦316102.60¦
¦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 ¦125774.29¦125774.29¦125774.29¦125774.29¦125903.47¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦164334.49¦164525.00¦164671.90¦164671.90¦164865.79¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦340493.45¦340582.74¦341033.25¦342047.68¦342543.77¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 2654.14¦ 2654.14¦ 2654.14¦ 2654.14¦ 2654.14¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 20185.47¦ 20193.93¦ 20202.25¦ 20206.02¦ 20215.65¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦141834.76¦141759.58¦141618.16¦141899.64¦142212.74¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦175819.08¦175975.09¦176558.70¦177287.88¦177461.23¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 985.19¦ 983.87¦ 982.11¦ 981.50¦ 981.21¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 134.11¦ 133.11¦ 132.11¦ 131.11¦ 130.11¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2320.54¦ 2319.09¦ 2317.68¦ 2316.67¦ 2315.38¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 1425.88¦ 1424.07¦ 1422.32¦ 1422.75¦ 1421.76¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 489.22¦ 488.87¦ 488.97¦ 488.89¦ 488.91¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный
по объемам в обращении.
Департамент операций
на финансовых рынках
Банка России
|
