ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 9 июля 2004 г. N 26
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 0.602 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)¦
+---------+--------+-------+-------+-------+------+-------+------+
¦18.08.04 ¦08.07.04¦ 99.550¦ 99.550¦ 99.550¦ 4.02 ¦ 0.10 ¦21172 ¦
¦ +--------+-------+-------+-------+------+-------+ ¦
¦ ¦09.07.04¦ 99.460¦ 99.460¦ 99.460¦ 4.95 ¦ 0.50 ¦ ¦
L---------+--------+-------+-------+-------+------+-------+-------
Торговля ОФЗ при суммарном объеме сделок за неделю 1766.939
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)¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.08.04 ¦05.07.04¦ 2.01 ¦100.600¦100.650¦100.650¦ 4.06 ¦ 18.002¦27017 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.07.04¦ 2.04 ¦100.550¦100.600¦100.550¦ 4.54 ¦ 0.050¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.07.04¦ 2.07 ¦100.600¦100.650¦100.650¦ 3.60 ¦ 21.400¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.07.04¦ 2.10 ¦100.553¦100.553¦100.553¦ 4.50 ¦ 5.000¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.07.04¦ 2.14 ¦100.339¦100.454¦100.339¦ 6.74 ¦ 28.949¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.12.04 ¦05.07.04¦ 0.63 ¦103.400¦103.400¦103.400¦ 4.34 ¦ 23.696¦27014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.07.04¦ 0.72 ¦102.800¦103.100¦103.100¦ 5.51 ¦ 39.400¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.07.04¦ 0.76 ¦102.750¦102.750¦102.750¦ 5.68 ¦ 2.800¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.05 ¦05.07.04¦ 3.07 ¦103.010¦103.200¦103.180¦ 5.20 ¦ 3.400¦26003 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.07.04¦ 3.10 ¦103.100¦103.248¦103.248¦ 5.06 ¦ 12.599¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.07.04¦ 3.12 ¦103.188¦103.188¦103.188¦ 5.09 ¦ 5.000¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.07.04¦ 3.15 ¦103.150¦103.190¦103.190¦ 5.09 ¦ 5.800¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.04.05 ¦07.07.04¦ 2.53 ¦104.770¦104.770¦104.770¦ 5.87 ¦ 0.016¦27021 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.08.06 ¦09.07.04¦ 5.13 ¦103.000¦103.000¦103.000¦ 7.53 ¦ 4.000¦45002 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.11.06 ¦06.07.04¦ 1.58 ¦106.300¦107.000¦106.300¦ 6.19 ¦ 7.190¦45001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.07.04¦ 1.64 ¦106.000¦106.110¦106.000¦ 6.64 ¦ 10.298¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.07.04¦ 1.68 ¦106.400¦106.400¦106.400¦ 6.37 ¦ 19.635¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦13.06.07 ¦05.07.04¦ 0.42 ¦101.900¦102.000¦102.000¦ 6.59 ¦ 93.554¦27025 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.07.04¦ 0.50 ¦101.300¦101.900¦101.300¦ 6.83 ¦ 80.076¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦10.09.08 ¦05.07.04¦ 0.63 ¦110.200¦110.250¦110.250¦ 7.08 ¦201.751¦46001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.07.04¦ 0.66 ¦109.800¦110.200¦109.800¦ 7.19 ¦209.093¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.07.04¦ 0.69 ¦108.500¦110.120¦108.500¦ 7.52 ¦ 53.545¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.07.04¦ 0.72 ¦108.860¦109.600¦108.900¦ 7.51 ¦225.378¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.07.04¦ 0.76 ¦108.800¦109.000¦108.860¦ 7.51 ¦ 95.868¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.07.10 ¦05.07.04¦ 5.46 ¦112.000¦112.000¦112.000¦ 7.47 ¦ 17.000¦46003 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.07.04¦ 5.52 ¦109.100¦109.140¦109.100¦ 8.10 ¦ 25.300¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.07.04¦ 5.59 ¦109.550¦109.550¦109.550¦ 8.00 ¦ 0.298¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.08.12 ¦06.07.04¦ 4.19 ¦107.800¦107.999¦107.999¦ 8.02 ¦ 8.252¦46002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.07.04¦ 4.22 ¦107.950¦107.950¦107.950¦ 8.00 ¦ 0.250¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.07.04¦ 4.25 ¦107.600¦107.865¦107.600¦ 8.04 ¦168.666¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.07.04¦ 4.28 ¦107.620¦108.000¦107.620¦ 8.03 ¦ 33.193¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.11.12 ¦07.07.04¦ 4.03 ¦ 87.000¦ 87.000¦ 87.000¦ 8.21 ¦ 0.219¦26198 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.07.04¦ 4.04 ¦ 87.400¦ 87.577¦ 87.400¦ 8.12 ¦ 73.448¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.07.04¦ 4.06 ¦ 87.200¦ 87.419¦ 87.200¦ 8.15 ¦ 60.552¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦29.08.18 ¦05.07.04¦ 3.17 ¦104.900¦104.900¦104.900¦ 8.09 ¦ 1.000¦46014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.07.04¦ 3.19 ¦105.000¦105.000¦105.000¦ 8.07 ¦ 3.500¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.07.04¦ 3.22 ¦104.500¦104.650¦104.550¦ 8.14 ¦ 83.504¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.07.04¦ 3.25 ¦104.920¦105.268¦104.920¦ 8.06 ¦100.000¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.07.04¦ 3.28 ¦104.900¦105.100¦105.050¦ 8.07 ¦ 25.257¦ ¦
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 ¦ 136 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2005 ¦ 249 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2004 ¦ 141 ¦ 5.00 ¦ 50.14 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 22.11.2004 ¦ 136 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 23.11.2004 ¦ 137 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 25.11.2004 ¦ 139 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 26.11.2004 ¦ 140 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26198 ¦ 04.11.2004 ¦ 118 ¦ 6.00 ¦ 60.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 15.09.2004 ¦ 68 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 04.08.2004 ¦ 26 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 15.09.2004 ¦ 68 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27019 ¦ 21.07.2004 ¦ 12 ¦ 13.00 ¦ 64.82 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27020 ¦ 11.08.2004 ¦ 33 ¦ 13.00 ¦ 64.82 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 21.07.2004 ¦ 12 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27022 ¦ 18.08.2004 ¦ 40 ¦ 9.00 ¦ 22.44 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27023 ¦ 21.07.2004 ¦ 12 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27024 ¦ 21.07.2004 ¦ 12 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27025 ¦ 15.09.2004 ¦ 68 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 18.08.2004 ¦ 40 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45002 ¦ 04.08.2004 ¦ 26 ¦ 12.00 ¦ 47.87 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 15.09.2004 ¦ 68 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46002 ¦ 18.08.2004 ¦ 40 ¦ 11.00 ¦ 54.85 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46003 ¦ 21.07.2004 ¦ 12 ¦ 12.00 ¦ 59.84 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46012 ¦ 06.10.2004 ¦ 89 ¦ 1.05 ¦ 10.42 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46014 ¦ 15.09.2004 ¦ 68 ¦ 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¦ 12¦ 1 ¦ ¦ ¦ 1015.609¦ 3984.391¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21172 ¦18.02.04¦18.08.04¦ 40¦ 1 ¦ ¦ ¦ 3960.045¦ 39.955¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 500¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 249¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 141¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 864¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1229¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 1595¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 1960¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26198 ¦09.10.02¦02.11.12¦ 3038¦ 4 ¦ ¦ ¦ 21058.702¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 159¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 26¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 432¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27019 ¦27.09.02¦18.07.07¦ 1104¦ ¦ ¦ ¦ 8800.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27020 ¦27.09.02¦08.08.07¦ 1125¦ ¦ ¦ ¦ 8800.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 285¦ 2 ¦ 2 ¦ ¦ 10941.601¦ 58.399¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27022 ¦19.02.03¦15.02.06¦ 586¦ 3 ¦ 10 ¦ ¦ 21295.514¦ 2704.486¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27023 ¦23.04.03¦20.07.05¦ 376¦ 3 ¦ 3 ¦ ¦ 20291.893¦ 2708.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27024 ¦09.07.03¦19.04.06¦ 649¦ 4 ¦ 5 ¦ ¦ 15000.662¦ 7999.338¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27025 ¦17.09.03¦13.06.07¦ 1069¦ 7 ¦ 33 ¦ ¦ 22564.595¦ 7435.405¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 859¦ 7 ¦ 83 ¦ ¦ 35800.948¦ 4699.052¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45002 ¦14.02.03¦02.08.06¦ 754¦ 1 ¦ ¦ ¦ 7360.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 1524¦ 13 ¦ 79 ¦ ¦ 55500.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46002 ¦05.02.03¦08.08.12¦ 2952¦ 10 ¦ 64 ¦ ¦ 42740.007¦ 4459.993¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46003 ¦14.02.03¦14.07.10¦ 2196¦ 7 ¦ 13 ¦ ¦ 20515.971¦ 3484.029¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46010 ¦14.02.03¦17.05.28¦ 8713¦ ¦ ¦ ¦ 30000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46011 ¦14.02.03¦20.08.25¦ 7712¦ ¦ ¦ ¦ 30000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46012 ¦14.02.03¦05.09.29¦ 9189¦ ¦ ¦ ¦ 40000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46014 ¦05.03.03¦29.08.18¦ 5164¦ 6 ¦ 33 ¦ ¦ 27815.000¦11185.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦460781.006¦48758.155¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦05.07.04¦06.07.04¦07.07.04¦08.07.04¦09.07.04¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 3.81 ¦ 4.23 ¦ 3.43 ¦ 3.76 ¦ 4.65 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 8.18 ¦ 8.18 ¦ 8.19 ¦ 8.10 ¦ 8.13 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 8.12 ¦ 8.14 ¦ 8.23 ¦ 8.22 ¦ 8.21 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 5.90 ¦ 5.90 ¦ 5.93 ¦ 5.96 ¦ 6.04 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 4.02 ¦ 4.95 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 5.20 ¦ 5.06 ¦ 6.05 ¦ 8.10 ¦ 8.15 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 7.14 ¦ 7.27 ¦ 8.05 ¦ 7.91 ¦ 7.78 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 6.49 ¦ 4.54 ¦ 3.61 ¦ 5.49 ¦ 6.82 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.01 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.02 ¦ 0.07 ¦ 0.03 ¦ 0.36 ¦ 0.27 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.09 ¦ 0.10 ¦ 0.07 ¦ 0.21 ¦ 0.07 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.09 ¦ 0.00 ¦ 0.01 ¦ 0.03 ¦ 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---------¬
¦ ¦ 05.07.04¦ 06.07.04¦ 07.07.04¦ 08.07.04¦ 09.07.04¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦459480.06¦459480.06¦460781.01¦460781.01¦460781.01¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 4975.65¦ 4975.65¦ 4975.65¦ 4975.65¦ 4975.65¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 22379.16¦ 22379.16¦ 22379.16¦ 22379.16¦ 22379.16¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦288430.98¦288430.98¦289731.93¦289731.93¦289731.93¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦143694.27¦143694.27¦143694.27¦143694.27¦143694.27¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦439963.15¦439695.45¦439668.15¦439843.21¦439882.79¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 4950.83¦ 4950.83¦ 4950.83¦ 4954.79¦ 4951.22¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 20537.41¦ 20542.09¦ 20545.44¦ 20648.32¦ 20617.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦261160.62¦260855.79¦260881.51¦260976.61¦261181.28¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦153314.29¦153346.74¦153290.38¦153263.50¦153133.29¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 1641.78¦ 1641.14¦ 1637.28¦ 1637.02¦ 1635.98¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 38.27¦ 37.27¦ 36.27¦ 35.28¦ 34.27¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2191.72¦ 2189.44¦ 2188.40¦ 2191.38¦ 2189.37¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 2273.84¦ 2274.41¦ 2268.19¦ 2267.49¦ 2265.71¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 543.22¦ 542.24¦ 541.39¦ 540.56¦ 539.20¦
L----------------------+---------+---------+---------+---------+----------
------------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по
объемам в обращении.
Департамент операций
на финансовых рынках
Банка России
|
