ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 2 июля 2004 г. N 25
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 89.748 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 ¦28.06.04¦ 99.450¦ 99.450¦ 99.450¦ 3.96 ¦ 21.00 ¦21172 ¦
¦ +--------+-------+-------+-------+------+-------+ ¦
¦ ¦29.06.04¦ 99.422¦ 99.450¦ 99.450¦ 4.06 ¦ 58.75 ¦ ¦
¦ +--------+-------+-------+-------+------+-------+ ¦
¦ ¦30.06.04¦ 99.450¦ 99.450¦ 99.450¦ 4.12 ¦ 10.00 ¦ ¦
L---------+--------+-------+-------+-------+------+-------+-------
Торговля ОФЗ при суммарном объеме сделок за неделю 3903.615
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 ¦28.06.04¦ 1.78 ¦100.998¦100.998¦100.998¦ 2.12 ¦ 1.000¦27017 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.07.04¦ 1.91 ¦100.699¦100.699¦100.699¦ 4.24 ¦ 1.200¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.12.04 ¦28.06.04¦ 0.40 ¦103.500¦103.600¦103.500¦ 4.43 ¦ 3.757¦27014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.06.04¦ 0.43 ¦103.500¦103.520¦103.500¦ 4.39 ¦ 33.300¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.06.04¦ 0.46 ¦103.200¦103.600¦103.200¦ 4.67 ¦ 9.000¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.05 ¦30.06.04¦ 2.93 ¦103.100¦103.100¦103.100¦ 5.34 ¦ 4.135¦26003 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.07.04¦ 2.96 ¦103.120¦103.121¦103.120¦ 5.29 ¦ 5.000¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.04.05 ¦29.06.04¦ 2.27 ¦105.500¦105.500¦105.500¦ 5.10 ¦ 5.900¦27021 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.06.04¦ 2.30 ¦105.500¦105.700¦105.700¦ 4.84 ¦ 5.259¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.07.04¦ 2.33 ¦105.700¦105.700¦105.700¦ 4.80 ¦ 0.840¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.09.05 ¦01.07.04¦ 0.49 ¦107.377¦107.400¦107.377¦ 5.73 ¦ 1.035¦27018 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.02.06 ¦29.06.04¦ 1.01 ¦104.050¦104.150¦104.050¦ 5.72 ¦ 4.500¦27022 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.07.04¦ 1.09 ¦104.329¦104.329¦104.329¦ 5.55 ¦ 3.000¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.11.06 ¦28.06.04¦ 1.32 ¦107.800¦107.840¦107.840¦ 5.55 ¦ 5.475¦45001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.06.04¦ 1.35 ¦107.800¦108.100¦108.100¦ 5.47 ¦ 7.630¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.06.04¦ 1.38 ¦108.250¦108.600¦108.600¦ 5.19 ¦ 14.511¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.07.04¦ 1.41 ¦107.110¦107.110¦107.110¦ 5.98 ¦ 0.090¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦13.06.07 ¦28.06.04¦ 0.26 ¦102.000¦102.000¦102.000¦ 6.60 ¦ 11.652¦27025 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.06.04¦ 0.29 ¦102.000¦103.000¦102.000¦ 6.60 ¦ 4.030¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.06.04¦ 0.31 ¦102.020¦102.250¦102.250¦ 6.54 ¦183.363¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.07.04¦ 0.33 ¦102.010¦102.010¦102.010¦ 6.59 ¦ 1.000¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦10.09.08 ¦28.06.04¦ 0.40 ¦110.150¦110.200¦110.200¦ 7.13 ¦675.000¦46001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.06.04¦ 0.43 ¦110.150¦110.200¦110.200¦ 7.12 ¦791.291¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.06.04¦ 0.46 ¦110.200¦110.350¦110.280¦ 7.08 ¦596.311¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.07.04¦ 0.49 ¦110.000¦110.350¦110.000¦ 7.07 ¦ 44.924¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.07.04¦ 0.53 ¦110.250¦110.400¦110.400¦ 7.07 ¦ 61.242¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.07.10 ¦28.06.04¦ 5.23 ¦111.800¦111.800¦111.800¦ 7.53 ¦582.010¦46003 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.06.04¦ 5.26 ¦111.780¦111.900¦111.900¦ 7.50 ¦150.000¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.06.04¦ 5.29 ¦112.000¦112.150¦112.100¦ 7.46 ¦144.747¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.07.04¦ 5.36 ¦112.100¦112.100¦112.100¦ 7.45 ¦ 20.000¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.08.12 ¦28.06.04¦ 3.95 ¦107.500¦107.500¦107.500¦ 8.09 ¦ 2.958¦46002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.06.04¦ 3.98 ¦107.500¦108.000¦107.970¦ 8.00 ¦ 33.885¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.06.04¦ 4.01 ¦108.100¦108.150¦108.100¦ 7.98 ¦374.244¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.07.04¦ 4.04 ¦107.800¦107.900¦107.800¦ 8.03 ¦ 12.500¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.07.04¦ 4.07 ¦107.900¦108.000¦107.980¦ 8.00 ¦ 25.640¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.11.12 ¦29.06.04¦ 3.90 ¦ 85.000¦ 85.000¦ 85.000¦ 8.58 ¦ 1.000¦26198 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.07.04¦ 3.95 ¦ 87.000¦ 87.000¦ 87.000¦ 8.20 ¦ 0.220¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦29.08.18 ¦28.06.04¦ 2.96 ¦104.700¦104.700¦104.700¦ 8.13 ¦ 0.511¦46014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.06.04¦ 2.99 ¦105.000¦105.000¦105.000¦ 8.08 ¦ 32.129¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.06.04¦ 3.02 ¦105.000¦105.400¦105.000¦ 8.08 ¦ 18.276¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.07.04¦ 3.05 ¦105.001¦105.001¦105.001¦ 8.08 ¦ 3.000¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.07.04¦ 3.08 ¦104.800¦104.850¦104.800¦ 8.11 ¦ 28.050¦ ¦
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 ¦ 143 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2005 ¦ 256 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2004 ¦ 148 ¦ 5.00 ¦ 50.14 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 22.11.2004 ¦ 143 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 23.11.2004 ¦ 144 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 25.11.2004 ¦ 146 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 26.11.2004 ¦ 147 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26198 ¦ 04.11.2004 ¦ 125 ¦ 6.00 ¦ 60.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 15.09.2004 ¦ 75 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 04.08.2004 ¦ 33 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 15.09.2004 ¦ 75 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27019 ¦ 21.07.2004 ¦ 19 ¦ 13.00 ¦ 64.82 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27020 ¦ 11.08.2004 ¦ 40 ¦ 13.00 ¦ 64.82 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 21.07.2004 ¦ 19 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27022 ¦ 18.08.2004 ¦ 47 ¦ 9.00 ¦ 22.44 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27023 ¦ 21.07.2004 ¦ 19 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27024 ¦ 21.07.2004 ¦ 19 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27025 ¦ 15.09.2004 ¦ 75 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 18.08.2004 ¦ 47 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45002 ¦ 04.08.2004 ¦ 33 ¦ 12.00 ¦ 47.87 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 15.09.2004 ¦ 75 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46002 ¦ 18.08.2004 ¦ 47 ¦ 11.00 ¦ 54.85 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46003 ¦ 21.07.2004 ¦ 19 ¦ 12.00 ¦ 59.84 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46012 ¦ 06.10.2004 ¦ 96 ¦ 1.05 ¦ 10.42 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46014 ¦ 15.09.2004 ¦ 75 ¦ 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¦ 19¦ 1 ¦ ¦ ¦ 1015.609¦ 3984.391¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21172 ¦18.02.04¦18.08.04¦ 47¦ 1 ¦ ¦ ¦ 3960.045¦ 39.955¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 507¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 256¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 148¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 871¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1236¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 1602¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 1967¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26198 ¦09.10.02¦02.11.12¦ 3045¦ 4 ¦ ¦ ¦ 21058.702¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 166¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 33¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 439¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27019 ¦27.09.02¦18.07.07¦ 1111¦ ¦ ¦ ¦ 8800.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27020 ¦27.09.02¦08.08.07¦ 1132¦ ¦ ¦ ¦ 8800.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 292¦ 2 ¦ 2 ¦ ¦ 10941.601¦ 58.399¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27022 ¦19.02.03¦15.02.06¦ 593¦ 3 ¦ 10 ¦ ¦ 21295.514¦ 2704.486¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27023 ¦23.04.03¦20.07.05¦ 383¦ 3 ¦ 3 ¦ ¦ 20291.893¦ 2708.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27024 ¦09.07.03¦19.04.06¦ 656¦ 4 ¦ 5 ¦ ¦ 15000.662¦ 7999.338¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27025 ¦17.09.03¦13.06.07¦ 1076¦ 7 ¦ 33 ¦ ¦ 22564.595¦ 7435.405¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 866¦ 6 ¦ 83 ¦ ¦ 34500.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45002 ¦14.02.03¦02.08.06¦ 761¦ 1 ¦ ¦ ¦ 7360.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 1531¦ 13 ¦ 79 ¦ ¦ 55500.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46002 ¦05.02.03¦08.08.12¦ 2959¦ 10 ¦ 64 ¦ ¦ 42740.007¦ 4459.993¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46003 ¦14.02.03¦14.07.10¦ 2203¦ 7 ¦ 13 ¦ ¦ 20515.971¦ 3484.029¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46010 ¦14.02.03¦17.05.28¦ 8720¦ ¦ ¦ ¦ 30000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46011 ¦14.02.03¦20.08.25¦ 7719¦ ¦ ¦ ¦ 30000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46012 ¦14.02.03¦05.09.29¦ 9196¦ ¦ ¦ ¦ 40000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46014 ¦05.03.03¦29.08.18¦ 5171¦ 6 ¦ 33 ¦ ¦ 27815.000¦11185.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦459480.058¦44059.103¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦28.06.04¦29.06.04¦30.06.04¦01.07.04¦02.07.04¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 3.60 ¦ 3.70 ¦ 3.76 ¦ 3.77 ¦ 3.78 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 8.56 ¦ 8.56 ¦ 8.56 ¦ 8.56 ¦ 8.18 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 8.13 ¦ 8.10 ¦ 8.08 ¦ 8.11 ¦ 8.12 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 5.92 ¦ 5.90 ¦ 5.88 ¦ 5.92 ¦ 5.90 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 3.96 ¦ 4.06 ¦ 4.12 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 8.58 ¦ 5.34 ¦ 5.29 ¦ 8.20 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 7.35 ¦ 7.32 ¦ 7.56 ¦ 7.49 ¦ 7.73 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 6.48 ¦ 5.38 ¦ 6.51 ¦ 6.10 ¦ 5.52 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.42 ¦ 1.18 ¦ 0.20 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 0.00 ¦ 0.02 ¦ 0.03 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.55 ¦ 0.43 ¦ 0.49 ¦ 0.03 ¦ 0.06 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.01 ¦ 0.03 ¦ 0.13 ¦ 0.00 ¦ 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---------¬
¦ ¦ 28.06.04¦ 29.06.04¦ 30.06.04¦ 01.07.04¦ 02.07.04¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦459480.06¦459480.06¦459480.06¦459480.06¦459480.06¦
¦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¦288430.98¦288430.98¦288430.98¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦143694.27¦143694.27¦143694.27¦143694.27¦143694.27¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦438787.44¦439242.58¦439694.07¦439153.04¦439693.68¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 4950.83¦ 4950.70¦ 4950.83¦ 4950.83¦ 4950.83¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 20087.98¦ 20091.88¦ 20096.72¦ 20100.87¦ 20525.74¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦260661.88¦261072.88¦261442.19¦260955.92¦261017.40¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦153086.76¦153127.12¦153204.33¦153145.43¦153199.71¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 1647.28¦ 1646.71¦ 1645.27¦ 1645.05¦ 1644.99¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 45.27¦ 44.27¦ 43.27¦ 42.27¦ 41.27¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2186.80¦ 2185.73¦ 2184.61¦ 2182.33¦ 2194.76¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 2280.43¦ 2279.43¦ 2277.06¦ 2278.42¦ 2277.07¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 550.22¦ 549.06¦ 548.16¦ 547.11¦ 546.24¦
L----------------------+---------+---------+---------+---------+----------
------------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по
объемам в обращении.
Департамент операций
на финансовых рынках
Банка России
|
