ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 20 августа 2004 г. N 32
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ОФЗ при суммарном объеме сделок за неделю 15005.168
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)¦
+------------+--------+-------+-------+-------+-------+------+--------+------+
¦18.11.04 <*>¦18.08.04¦ 0.00 ¦ 99.126¦ 99.126¦ 99.126¦ 3.50 ¦ 15.000¦46009 ¦
¦ +--------+-------+-------+-------+-------+------+--------+ ¦
¦ ¦19.08.04¦ 0.00 ¦ 99.135¦ 99.135¦ 99.135¦ 3.50 ¦ 20.000¦ ¦
+------------+--------+-------+-------+-------+-------+------+--------+------+
¦15.12.04 ¦18.08.04¦ 2.07 ¦102.850¦102.910¦102.910¦ 3.12 ¦ 267.780¦27014 ¦
+------------+--------+-------+-------+-------+-------+------+--------+------+
¦15.03.05 ¦18.08.04¦ 4.27 ¦103.600¦103.600¦103.600¦ 3.47 ¦ 1.000¦26003 ¦
+------------+--------+-------+-------+-------+-------+------+--------+------+
¦20.04.05 ¦16.08.04¦ 0.86 ¦105.600¦105.650¦105.600¦ 3.57 ¦ 6.328¦27021 ¦
¦ +--------+-------+-------+-------+-------+------+--------+ ¦
¦ ¦17.08.04¦ 0.89 ¦105.050¦105.050¦105.050¦ 4.42 ¦ 2.000¦ ¦
¦ +--------+-------+-------+-------+-------+------+--------+ ¦
¦ ¦18.08.04¦ 0.92 ¦105.050¦105.150¦105.150¦ 4.30 ¦ 4.000¦ ¦
¦ +--------+-------+-------+-------+-------+------+--------+ ¦
¦ ¦19.08.04¦ 0.95 ¦105.650¦105.650¦105.650¦ 3.46 ¦ 2.000¦ ¦
¦ +--------+-------+-------+-------+-------+------+--------+ ¦
¦ ¦20.08.04¦ 0.99 ¦105.400¦105.500¦105.400¦ 3.75 ¦ 2.300¦ ¦
+------------+--------+-------+-------+-------+-------+------+--------+------+
¦20.07.05 ¦17.08.04¦ 0.59 ¦101.730¦101.730¦101.730¦ 5.78 ¦ 107.110¦27023 ¦
¦ +--------+-------+-------+-------+-------+------+--------+ ¦
¦ ¦18.08.04¦ 0.61 ¦102.300¦102.450¦102.450¦ 5.08 ¦ 40.000¦ ¦
¦ +--------+-------+-------+-------+-------+------+--------+ ¦
¦ ¦20.08.04¦ 0.66 ¦102.730¦102.730¦102.730¦ 4.61 ¦ 32.857¦ ¦
+------------+--------+-------+-------+-------+-------+------+--------+------+
¦14.09.05 ¦18.08.04¦ 2.07 ¦107.740¦107.900¦107.900¦ 4.61 ¦1201.509¦27018 ¦
¦ +--------+-------+-------+-------+-------+------+--------+ ¦
¦ ¦19.08.04¦ 2.10 ¦107.800¦107.900¦107.900¦ 4.57 ¦ 1.810¦ ¦
¦ +--------+-------+-------+-------+-------+------+--------+ ¦
¦ ¦20.08.04¦ 2.14 ¦107.810¦107.890¦107.850¦ 4.52 ¦ 7.615¦ ¦
+------------+--------+-------+-------+-------+-------+------+--------+------+
¦15.02.06 ¦18.08.04¦ 0.00 ¦104.500¦104.500¦104.500¦ 5.13 ¦ 2.000¦27022 ¦
+------------+--------+-------+-------+-------+-------+------+--------+------+
¦02.08.06 ¦16.08.04¦ 0.33 ¦104.800¦104.800¦104.800¦ 6.59 ¦ 3.000¦45002 ¦
¦ +--------+-------+-------+-------+-------+------+--------+ ¦
¦ ¦17.08.04¦ 0.36 ¦105.000¦105.000¦105.000¦ 6.44 ¦ 19.944¦ ¦
¦ +--------+-------+-------+-------+-------+------+--------+ ¦
¦ ¦18.08.04¦ 0.38 ¦105.247¦105.247¦105.247¦ 6.25 ¦ 4.800¦ ¦
¦ +--------+-------+-------+-------+-------+------+--------+ ¦
¦ ¦19.08.04¦ 0.41 ¦105.300¦105.400¦105.400¦ 6.16 ¦ 0.317¦ ¦
¦ +--------+-------+-------+-------+-------+------+--------+ ¦
¦ ¦20.08.04¦ 0.44 ¦105.460¦105.470¦105.470¦ 6.08 ¦ 4.611¦ ¦
+------------+--------+-------+-------+-------+-------+------+--------+------+
¦15.11.06 ¦16.08.04¦ 2.93 ¦107.000¦107.000¦107.000¦ 5.55 ¦ 0.136¦45001 ¦
¦ +--------+-------+-------+-------+-------+------+--------+ ¦
¦ ¦18.08.04¦ 0.00 ¦106.880¦106.975¦106.880¦ 5.57 ¦4892.948¦ ¦
¦ +--------+-------+-------+-------+-------+------+--------+ ¦
¦ ¦19.08.04¦ 0.03 ¦106.860¦107.149¦107.149¦ 5.52 ¦ 3.801¦ ¦
¦ +--------+-------+-------+-------+-------+------+--------+ ¦
¦ ¦20.08.04¦ 0.07 ¦106.921¦107.000¦106.921¦ 5.53 ¦ 4.864¦ ¦
+------------+--------+-------+-------+-------+-------+------+--------+------+
¦13.06.07 ¦19.08.04¦ 1.40 ¦102.000¦102.100¦102.100¦ 6.50 ¦ 17.302¦27025 ¦
¦ +--------+-------+-------+-------+-------+------+--------+ ¦
¦ ¦20.08.04¦ 1.43 ¦102.050¦102.100¦102.100¦ 6.47 ¦ 45.740¦ ¦
+------------+--------+-------+-------+-------+-------+------+--------+------+
¦10.09.08 ¦16.08.04¦ 2.01 ¦110.006¦110.006¦110.006¦ 7.00 ¦ 2.500¦46001 ¦
¦ +--------+-------+-------+-------+-------+------+--------+ ¦
¦ ¦17.08.04¦ 2.04 ¦110.000¦110.200¦110.190¦ 6.96 ¦ 167.828¦ ¦
¦ +--------+-------+-------+-------+-------+------+--------+ ¦
¦ ¦18.08.04¦ 2.07 ¦110.040¦110.200¦110.200¦ 6.96 ¦2105.612¦ ¦
¦ +--------+-------+-------+-------+-------+------+--------+ ¦
¦ ¦19.08.04¦ 2.10 ¦110.150¦110.200¦110.200¦ 6.92 ¦ 37.957¦ ¦
¦ +--------+-------+-------+-------+-------+------+--------+ ¦
¦ ¦20.08.04¦ 2.14 ¦110.010¦110.200¦110.195¦ 6.94 ¦ 21.801¦ ¦
+------------+--------+-------+-------+-------+-------+------+--------+------+
¦14.07.10 ¦17.08.04¦ 0.74 ¦111.300¦111.310¦111.310¦ 7.56 ¦ 50.000¦46003 ¦
¦ +--------+-------+-------+-------+-------+------+--------+ ¦
¦ ¦18.08.04¦ 0.77 ¦111.054¦111.054¦111.054¦ 7.61 ¦ 5.000¦ ¦
¦ +--------+-------+-------+-------+-------+------+--------+ ¦
¦ ¦19.08.04¦ 0.79 ¦110.900¦111.080¦111.080¦ 7.61 ¦ 46.431¦ ¦
¦ +--------+-------+-------+-------+-------+------+--------+ ¦
¦ ¦20.08.04¦ 0.82 ¦111.050¦111.090¦111.090¦ 7.60 ¦ 8.580¦ ¦
+------------+--------+-------+-------+-------+-------+------+--------+------+
¦08.08.12 ¦16.08.04¦ 5.43 ¦107.900¦107.900¦107.900¦ 7.96 ¦ 54.969¦46002 ¦
¦ +--------+-------+-------+-------+-------+------+--------+ ¦
¦ ¦17.08.04¦ 5.46 ¦107.000¦107.900¦107.750¦ 7.99 ¦ 196.930¦ ¦
¦ +--------+-------+-------+-------+-------+------+--------+ ¦
¦ ¦18.08.04¦ 0.00 ¦107.900¦108.010¦107.900¦ 7.95 ¦5046.448¦ ¦
¦ +--------+-------+-------+-------+-------+------+--------+ ¦
¦ ¦19.08.04¦ 0.03 ¦107.880¦108.000¦107.880¦ 7.96 ¦ 25.422¦ ¦
¦ +--------+-------+-------+-------+-------+------+--------+ ¦
¦ ¦20.08.04¦ 0.06 ¦107.623¦107.950¦107.939¦ 7.96 ¦ 48.235¦ ¦
+------------+--------+-------+-------+-------+-------+------+--------+------+
¦02.11.12 ¦17.08.04¦ 4.70 ¦ 87.850¦ 87.850¦ 87.850¦ 8.07 ¦ 74.240¦26198 ¦
¦ +--------+-------+-------+-------+-------+------+--------+ ¦
¦ ¦18.08.04¦ 4.72 ¦ 87.850¦ 87.990¦ 87.990¦ 8.06 ¦ 3.069¦ ¦
¦ +--------+-------+-------+-------+-------+------+--------+ ¦
¦ ¦19.08.04¦ 4.73 ¦ 88.000¦ 88.000¦ 88.000¦ 8.05 ¦ 4.000¦ ¦
¦ +--------+-------+-------+-------+-------+------+--------+ ¦
¦ ¦20.08.04¦ 4.75 ¦ 88.280¦ 90.000¦ 88.280¦ 7.78 ¦ 5.170¦ ¦
+------------+--------+-------+-------+-------+-------+------+--------+------+
¦29.08.18 ¦16.08.04¦ 4.37 ¦104.300¦104.310¦104.300¦ 8.15 ¦ 46.025¦46014 ¦
¦ +--------+-------+-------+-------+-------+------+--------+ ¦
¦ ¦17.08.04¦ 4.40 ¦104.310¦104.310¦104.310¦ 8.15 ¦ 185.012¦ ¦
¦ +--------+-------+-------+-------+-------+------+--------+ ¦
¦ ¦18.08.04¦ 4.43 ¦104.000¦104.000¦104.000¦ 8.20 ¦ 0.700¦ ¦
¦ +--------+-------+-------+-------+-------+------+--------+ ¦
¦ ¦19.08.04¦ 4.46 ¦104.200¦104.200¦104.200¦ 8.16 ¦ 2.000¦ ¦
¦ +--------+-------+-------+-------+-------+------+--------+ ¦
¦ ¦20.08.04¦ 4.49 ¦104.200¦104.400¦104.400¦ 8.14 ¦ 156.467¦ ¦
L------------+--------+-------+-------+-------+-------+------+--------+-------
------------------------------------
<*> Дата обратного выкупа Банком России.
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 ¦ 94 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2005 ¦ 207 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2004 ¦ 99 ¦ 5.00 ¦ 50.14 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 22.11.2004 ¦ 94 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 23.11.2004 ¦ 95 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 25.11.2004 ¦ 97 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 26.11.2004 ¦ 98 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26198 ¦ 04.11.2004 ¦ 76 ¦ 6.00 ¦ 60.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 15.09.2004 ¦ 26 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 15.09.2004 ¦ 26 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27019 ¦ 19.01.2005 ¦ 152 ¦ 12.00 ¦ 59.84 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27020 ¦ 09.02.2005 ¦ 173 ¦ 12.00 ¦ 59.84 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 20.10.2004 ¦ 61 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27022 ¦ 17.11.2004 ¦ 89 ¦ 9.00 ¦ 22.44 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27023 ¦ 20.10.2004 ¦ 61 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27024 ¦ 20.10.2004 ¦ 61 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27025 ¦ 15.09.2004 ¦ 26 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 17.11.2004 ¦ 89 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45002 ¦ 02.02.2005 ¦ 166 ¦ 10.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 15.09.2004 ¦ 26 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46002 ¦ 16.02.2005 ¦ 180 ¦ 11.00 ¦ 54.85 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46003 ¦ 19.01.2005 ¦ 152 ¦ 10.00 ¦ 49.86 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46012 ¦ 06.10.2004 ¦ 47 ¦ 1.05 ¦ 10.42 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46014 ¦ 15.09.2004 ¦ 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 ¦ ¦ ¦ ¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 458¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 207¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 99¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 822¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1187¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 1553¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 1918¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26198 ¦09.10.02¦02.11.12¦ 2996¦ 4 ¦ ¦ ¦ 21058.702¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 117¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 390¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27019 ¦27.09.02¦18.07.07¦ 1062¦ ¦ ¦ ¦ 8800.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27020 ¦27.09.02¦08.08.07¦ 1083¦ ¦ ¦ ¦ 8800.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 243¦ 2 ¦ 2 ¦ ¦ 10941.601¦ 58.399¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27022 ¦19.02.03¦15.02.06¦ 544¦ 3 ¦ 10 ¦ ¦ 21295.514¦ 2704.486¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27023 ¦23.04.03¦20.07.05¦ 334¦ 3 ¦ 3 ¦ ¦ 20291.893¦ 2708.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27024 ¦09.07.03¦19.04.06¦ 607¦ 4 ¦ 5 ¦ ¦ 15000.662¦ 7999.338¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27025 ¦17.09.03¦13.06.07¦ 1027¦ 9 ¦ 39 ¦ ¦ 24236.308¦ 5763.692¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 817¦ 8 ¦ 84 ¦ ¦ 37807.676¦ 2692.324¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45002 ¦14.02.03¦02.08.06¦ 712¦ 1 ¦ ¦ ¦ 5520.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 1482¦ 14 ¦ 82 ¦ ¦ 57672.017¦ 2327.983¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46002 ¦05.02.03¦08.08.12¦ 2910¦ 11 ¦ 65 ¦ ¦ 44219.995¦ 2980.005¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46003 ¦14.02.03¦14.07.10¦ 2154¦ 10 ¦ 18 ¦ ¦ 23457.547¦ 6542.453¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46010 ¦14.02.03¦17.05.28¦ 8671¦ ¦ ¦ ¦ 30000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46011 ¦14.02.03¦20.08.25¦ 7670¦ ¦ ¦ ¦ 30000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46012 ¦14.02.03¦05.09.29¦ 9147¦ ¦ ¦ ¦ 40000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46014 ¦05.03.03¦29.08.18¦ 5122¦ 7 ¦ 34 ¦ ¦ 29620.896¦ 9379.104¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦454043.270¦43155.891¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦16.08.04¦17.08.04¦18.08.04¦19.08.04¦20.08.04¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 2.43 ¦ 2.43 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 8.02 ¦ 8.05 ¦ 8.04 ¦ 8.02 ¦ 7.76 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 8.11 ¦ 8.11 ¦ 8.12 ¦ 8.11 ¦ 8.11 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 5.61 ¦ 5.82 ¦ 5.77 ¦ 5.73 ¦ 5.69 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 8.07 ¦ 7.94 ¦ 8.05 ¦ 7.78 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 8.05 ¦ 7.89 ¦ 7.37 ¦ 7.55 ¦ 8.05 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 3.57 ¦ 5.76 ¦ 4.54 ¦ 6.34 ¦ 6.01 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 0.33 ¦ 0.02 ¦ 0.02 ¦ 0.02 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.04 ¦ 0.25 ¦ 4.85 ¦ 0.05 ¦ 0.10 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.00 ¦ 0.08 ¦ 1.17 ¦ 0.02 ¦ 0.07 ¦
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---------¬
¦ ¦ 16.08.04¦ 17.08.04¦ 18.08.04¦ 19.08.04¦ 20.08.04¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦455853.59¦455853.59¦454043.27¦454043.27¦454043.27¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 3960.05¦ 3960.05¦ 0.00¦ 0.00¦ 0.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 22379.16¦ 22379.16¦ 22379.16¦ 22379.16¦ 22379.16¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦296653.39¦296653.39¦298298.13¦298298.13¦298298.13¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦132860.99¦132860.99¦133365.98¦133365.98¦133365.98¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦436965.43¦436477.72¦430994.98¦431307.11¦431777.37¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 3958.46¦ 3958.46¦ 0.00¦ 0.00¦ 0.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 20909.78¦ 20881.90¦ 20905.93¦ 20923.93¦ 21230.06¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦270643.64¦270623.06¦268910.74¦269095.01¦269145.20¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦141453.54¦141014.29¦141178.31¦141288.17¦141402.11¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 1652.95¦ 1652.97¦ 1680.86¦ 1679.60¦ 1679.18¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 2.00¦ 1.00¦ 0.00¦ 0.00¦ 0.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2154.56¦ 2152.56¦ 2151.77¦ 2151.14¦ 2158.57¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 2210.57¦ 2209.19¦ 2232.79¦ 2231.45¦ 2230.56¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 558.12¦ 557.91¦ 559.83¦ 558.73¦ 557.70¦
L----------------------+---------+---------+---------+---------+----------
------------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по
объемам в обращении.
Департамент операций
на финансовых рынках
Банка России
|
