ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 27 августа 2004 г. N 33
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ОФЗ при суммарном объеме сделок за неделю 347.451 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)¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.12.04 ¦23.08.04¦ 2.24 ¦103.300¦103.300¦103.300¦ 1.40 ¦ 3.970¦27014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.08.04¦ 2.30 ¦102.880¦102.880¦102.880¦ 2.57 ¦ 0.002¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.08.04¦ 2.33 ¦102.701¦102.880¦102.880¦ 2.49 ¦ 0.875¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.08.04¦ 2.37 ¦102.875¦102.900¦102.875¦ 2.41 ¦ 1.011¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.05 ¦23.08.04¦ 4.41 ¦103.360¦103.400¦103.360¦ 3.70 ¦ 6.975¦26003 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.08.04¦ 4.47 ¦103.400¦103.400¦103.400¦ 3.60 ¦ 1.000¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.04.05 ¦24.08.04¦ 1.12 ¦105.400¦105.430¦105.430¦ 3.62 ¦ 9.200¦27021 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.08.04¦ 1.15 ¦104.830¦104.830¦104.830¦ 4.51 ¦ 5.000¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.08.04¦ 1.18 ¦105.500¦105.500¦105.500¦ 3.44 ¦ 2.500¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.08.04¦ 1.22 ¦105.500¦105.500¦105.500¦ 3.40 ¦ 4.000¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.07.05 ¦24.08.04¦ 0.75 ¦102.800¦102.800¦102.800¦ 4.48 ¦ 9.000¦27023 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.09.05 ¦23.08.04¦ 2.24 ¦107.900¦107.900¦107.900¦ 4.41 ¦ 0.271¦27018 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.08.04¦ 2.37 ¦107.500¦107.500¦107.500¦ 4.72 ¦ 0.927¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.08.06 ¦27.08.04¦ 0.63 ¦105.350¦105.350¦105.350¦ 6.11 ¦ 6.000¦45002 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.11.06 ¦23.08.04¦ 0.16 ¦107.000¦107.000¦107.000¦ 5.47 ¦ 1.000¦45001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦24.08.04¦ 0.20 ¦106.850¦106.850¦106.850¦ 5.56 ¦ 1.000¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.08.04¦ 0.23 ¦106.850¦106.850¦106.850¦ 5.55 ¦ 0.032¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.08.04¦ 0.26 ¦106.000¦106.700¦106.000¦ 5.69 ¦ 3.149¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦13.06.07 ¦25.08.04¦ 1.54 ¦102.097¦102.097¦102.097¦ 6.46 ¦ 0.002¦27025 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.08.04¦ 1.56 ¦101.950¦102.100¦102.100¦ 6.47 ¦ 48.100¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦10.09.08 ¦23.08.04¦ 2.24 ¦110.000¦110.000¦110.000¦ 6.97 ¦ 0.010¦46001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.08.04¦ 2.30 ¦109.605¦110.000¦109.605¦ 7.09 ¦ 5.234¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.08.04¦ 2.33 ¦109.800¦110.000¦109.800¦ 6.97 ¦ 1.221¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.08.04¦ 2.37 ¦109.900¦110.000¦110.000¦ 6.96 ¦ 59.970¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.07.10 ¦25.08.04¦ 0.96 ¦111.030¦111.030¦111.030¦ 7.61 ¦ 0.204¦46003 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.08.04¦ 0.99 ¦111.000¦111.000¦111.000¦ 7.61 ¦ 0.204¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.08.04¦ 1.01 ¦111.070¦111.070¦111.070¦ 7.60 ¦ 6.000¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.08.12 ¦23.08.04¦ 0.15 ¦107.830¦107.999¦107.830¦ 7.96 ¦ 0.465¦46002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦24.08.04¦ 0.18 ¦107.000¦107.900¦107.900¦ 8.10 ¦ 2.333¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.08.04¦ 0.21 ¦107.010¦107.577¦107.480¦ 8.08 ¦ 15.000¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.08.04¦ 0.24 ¦107.010¦107.795¦107.740¦ 7.98 ¦ 34.523¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.08.04¦ 0.27 ¦107.790¦107.800¦107.800¦ 7.96 ¦ 27.160¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.11.12 ¦23.08.04¦ 4.80 ¦ 88.270¦ 88.270¦ 88.270¦ 8.00 ¦ 18.000¦26198 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.08.04¦ 4.83 ¦ 88.270¦ 88.270¦ 88.270¦ 8.00 ¦ 0.600¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.08.04¦ 4.87 ¦ 88.200¦ 88.250¦ 88.200¦ 8.01 ¦ 5.572¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦29.08.18 ¦23.08.04¦ 4.57 ¦104.400¦104.400¦104.400¦ 8.13 ¦ 0.017¦46014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦24.08.04¦ 4.60 ¦104.400¦104.400¦104.400¦ 8.13 ¦ 41.121¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.08.04¦ 4.63 ¦103.600¦104.850¦104.850¦ 8.05 ¦ 4.802¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.08.04¦ 4.66 ¦104.600¦104.600¦104.600¦ 8.09 ¦ 5.175¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.08.04¦ 4.69 ¦103.700¦104.600¦104.501¦ 8.10 ¦ 15.826¦ ¦
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 ¦ 87 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2005 ¦ 200 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2004 ¦ 92 ¦ 5.00 ¦ 50.14 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 22.11.2004 ¦ 87 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 23.11.2004 ¦ 88 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 25.11.2004 ¦ 90 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 26.11.2004 ¦ 91 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26198 ¦ 04.11.2004 ¦ 69 ¦ 6.00 ¦ 60.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 15.09.2004 ¦ 19 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 15.09.2004 ¦ 19 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27019 ¦ 19.01.2005 ¦ 145 ¦ 12.00 ¦ 59.84 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27020 ¦ 09.02.2005 ¦ 166 ¦ 12.00 ¦ 59.84 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 20.10.2004 ¦ 54 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27022 ¦ 17.11.2004 ¦ 82 ¦ 9.00 ¦ 22.44 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27023 ¦ 20.10.2004 ¦ 54 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27024 ¦ 20.10.2004 ¦ 54 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27025 ¦ 15.09.2004 ¦ 19 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 17.11.2004 ¦ 82 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45002 ¦ 02.02.2005 ¦ 159 ¦ 10.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 15.09.2004 ¦ 19 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46002 ¦ 16.02.2005 ¦ 173 ¦ 11.00 ¦ 54.85 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46003 ¦ 19.01.2005 ¦ 145 ¦ 10.00 ¦ 49.86 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46012 ¦ 06.10.2004 ¦ 40 ¦ 1.05 ¦ 10.42 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46014 ¦ 15.09.2004 ¦ 19 ¦ 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 ¦ ¦ ¦ ¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 451¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 200¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 92¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 815¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1180¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 1546¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 1911¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26198 ¦09.10.02¦02.11.12¦ 2989¦ 4 ¦ ¦ ¦ 21058.702¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 110¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 383¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27019 ¦27.09.02¦18.07.07¦ 1055¦ ¦ ¦ ¦ 8800.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27020 ¦27.09.02¦08.08.07¦ 1076¦ ¦ ¦ ¦ 8800.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 236¦ 2 ¦ 2 ¦ ¦ 10941.601¦ 58.399¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27022 ¦19.02.03¦15.02.06¦ 537¦ 3 ¦ 10 ¦ ¦ 21295.514¦ 2704.486¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27023 ¦23.04.03¦20.07.05¦ 327¦ 3 ¦ 3 ¦ ¦ 20291.893¦ 2708.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27024 ¦09.07.03¦19.04.06¦ 600¦ 4 ¦ 5 ¦ ¦ 15000.662¦ 7999.338¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27025 ¦17.09.03¦13.06.07¦ 1020¦ 9 ¦ 39 ¦ ¦ 24236.308¦ 5763.692¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 810¦ 8 ¦ 84 ¦ ¦ 37807.676¦ 2692.324¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45002 ¦14.02.03¦02.08.06¦ 705¦ 1 ¦ ¦ ¦ 5520.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 1475¦ 15 ¦ 82 ¦ ¦ 57920.996¦ 2079.004¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46002 ¦05.02.03¦08.08.12¦ 2903¦ 12 ¦ 65 ¦ ¦ 44975.475¦ 2224.525¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46003 ¦14.02.03¦14.07.10¦ 2147¦ 10 ¦ 18 ¦ ¦ 23457.547¦ 6542.453¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46010 ¦14.02.03¦17.05.28¦ 8664¦ ¦ ¦ ¦ 30000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46011 ¦14.02.03¦20.08.25¦ 7663¦ ¦ ¦ ¦ 30000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46012 ¦14.02.03¦05.09.29¦ 9140¦ ¦ ¦ ¦ 40000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46014 ¦05.03.03¦29.08.18¦ 5115¦ 7 ¦ 34 ¦ ¦ 29620.896¦ 9379.104¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦455047.729¦42151.432¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦23.08.04¦24.08.04¦25.08.04¦26.08.04¦27.08.04¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 7.98 ¦ 7.98 ¦ 7.98 ¦ 7.98 ¦ 7.98 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 8.10 ¦ 8.13 ¦ 8.13 ¦ 8.11 ¦ 8.11 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 5.66 ¦ 5.64 ¦ 5.69 ¦ 5.65 ¦ 5.68 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 7.87 ¦ 0.00 ¦ 7.48 ¦ 0.00 ¦ 8.01 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 7.06 ¦ 8.12 ¦ 7.96 ¦ 7.94 ¦ 7.61 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 1.98 ¦ 4.11 ¦ 4.52 ¦ 6.42 ¦ 3.66 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.12 ¦ 0.00 ¦ 0.01 ¦ 0.00 ¦ 0.02 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.00 ¦ 0.02 ¦ 0.01 ¦ 0.02 ¦ 0.05 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.00 ¦ 0.01 ¦ 0.00 ¦ 0.04 ¦ 0.00 ¦
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---------¬
¦ ¦ 23.08.04¦ 24.08.04¦ 25.08.04¦ 26.08.04¦ 27.08.04¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦454043.27¦454043.27¦455047.73¦455047.73¦455047.73¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 22379.16¦ 22379.16¦ 22379.16¦ 22379.16¦ 22379.16¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦298298.13¦298298.13¦299302.59¦299302.59¦299302.59¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦133365.98¦133365.98¦133365.98¦133365.98¦133365.98¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦431841.97¦431551.59¦432594.38¦433037.83¦433121.85¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 20993.51¦ 20997.21¦ 21001.38¦ 21005.08¦ 21003.71¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦269288.87¦268945.46¦270055.90¦270390.08¦270496.31¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦141559.58¦141608.92¦141537.09¦141642.67¦141621.82¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 1675.20¦ 1673.62¦ 1673.87¦ 1672.56¦ 1671.59¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2148.89¦ 2147.88¦ 2146.82¦ 2145.81¦ 2144.63¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 2227.37¦ 2226.37¦ 2224.64¦ 2222.99¦ 2221.72¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 554.55¦ 553.52¦ 552.80¦ 551.62¦ 550.69¦
L----------------------+---------+---------+---------+---------+----------
------------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по
объемам в обращении.
Департамент операций
на финансовых рынках
Банка России
|
