ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 9 апреля 2004 г. N 14
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 97.071 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 ¦05.04.04¦ 99.170¦ 99.175¦ 99.170¦ 2.25 ¦ 28.00¦21172 ¦
¦ +--------+-------+-------+-------+------+-------+ ¦
¦ ¦06.04.04¦ 99.178¦ 99.178¦ 99.178¦ 2.26 ¦ 46.01¦ ¦
¦ +--------+-------+-------+-------+------+-------+ ¦
¦ ¦07.04.04¦ 99.183¦ 99.183¦ 99.183¦ 2.26 ¦ 23.06¦ ¦
L---------+--------+-------+-------+-------+------+-------+-------
Торговля ОФЗ при суммарном объеме сделок за неделю 4435.302
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)¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.06.04 ¦06.04.04¦ 1.12 ¦101.580¦101.600¦101.580¦ 1.75¦ 2.00¦27013 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.04.04¦ 1.18 ¦101.550¦101.550¦101.550¦ 1.68¦ 1.50¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦24.06.04 ¦09.04.04¦ 0.00 ¦ 99.317¦ 99.317¦ 99.317¦ 3.30¦ 100.00¦46008 ¦
¦<*> ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.08.04 ¦06.04.04¦ 2.04 ¦102.650¦102.650¦102.650¦ 3.90¦ 0.00¦27017 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.04.04¦ 2.07 ¦102.941¦103.000¦103.000¦ 2.84¦ 1.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.04.04¦ 2.10 ¦103.176¦103.176¦103.176¦ 2.13¦ 1.05¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.04.04¦ 2.14 ¦103.170¦103.200¦103.200¦ 2.01¦ 5.03¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.12.04 ¦06.04.04¦ 0.66 ¦106.300¦106.350¦106.350¦ 2.81¦ 33.25¦27014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.04.04¦ 0.69 ¦106.240¦106.300¦106.300¦ 2.85¦ 15.36¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.04.04¦ 0.76 ¦106.500¦106.700¦106.700¦ 2.22¦ 9.08¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.05 ¦05.04.04¦ 0.58 ¦106.490¦106.700¦106.700¦ 2.82¦ 20.40¦26003 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.04.05 ¦07.04.04¦ 2.53 ¦108.000¦108.000¦108.000¦ 4.13¦ 0.01¦27021 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.04.04¦ 2.60 ¦108.800¦108.800¦108.800¦ 3.32¦ 2.45¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.09.05 ¦06.04.04¦ 0.66 ¦111.900¦111.900¦111.900¦ 3.54¦ 0.03¦27018 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.04.04¦ 0.72 ¦111.917¦111.930¦111.930¦ 3.50¦ 0.17¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.02.06 ¦09.04.04¦ 1.26 ¦108.000¦108.000¦108.000¦ 3.90¦ 2.00¦27022 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.11.06 ¦05.04.04¦ 1.55 ¦112.150¦112.150¦112.150¦ 3.93¦ 0.12¦45001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.04.04¦ 1.58 ¦112.110¦112.150¦112.130¦ 3.94¦ 5.61¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.04.04¦ 1.61 ¦112.150¦112.150¦112.150¦ 3.91¦ 0.11¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.04.04¦ 1.64 ¦112.200¦112.650¦112.650¦ 3.65¦ 7.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.04.04¦ 1.68 ¦112.600¦112.700¦112.700¦ 3.59¦ 7.06¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦13.06.07 ¦05.04.04¦ 0.42 ¦103.800¦103.950¦103.800¦ 6.04¦ 58.42¦27025 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.04.04¦ 0.44 ¦103.800¦103.968¦103.968¦ 6.03¦ 14.31¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.04.04¦ 0.46 ¦104.000¦105.100¦104.000¦ 5.96¦ 45.50¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.04.04¦ 0.48 ¦104.200¦104.300¦104.300¦ 5.91¦ 15.36¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.04.04¦ 0.50 ¦104.270¦104.350¦104.300¦ 5.88¦ 44.14¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦18.07.07 ¦08.04.04¦ 2.78 ¦115.700¦115.700¦115.700¦ 5.68¦ 1.00¦27019 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦10.09.08 ¦05.04.04¦ 0.63 ¦115.000¦115.300¦115.300¦ 5.94¦ 124.59¦46001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.04.04¦ 0.66 ¦115.000¦115.300¦115.300¦ 5.94¦ 241.99¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.04.04¦ 0.69 ¦115.100¦115.360¦115.100¦ 5.96¦ 194.55¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.04.04¦ 0.72 ¦115.100¦115.610¦115.610¦ 5.83¦ 227.72¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.04.04¦ 0.76 ¦115.700¦115.800¦115.800¦ 5.74¦ 110.09¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.07.10 ¦05.04.04¦ 2.47 ¦114.800¦115.070¦115.000¦ 7.04¦ 441.85¦46003 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.04.04¦ 2.50 ¦115.000¦115.000¦115.000¦ 7.04¦ 55.81¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.04.04¦ 2.53 ¦115.070¦115.250¦115.150¦ 7.00¦ 209.92¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.04.04¦ 2.57 ¦115.400¦115.425¦115.400¦ 6.95¦ 119.63¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.04.04¦ 2.60 ¦115.000¦115.470¦115.290¦ 6.97¦ 90.92¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.08.12 ¦05.04.04¦ 1.42 ¦112.580¦112.730¦112.650¦ 7.29¦ 531.89¦46002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.04.04¦ 1.45 ¦112.330¦112.600¦112.350¦ 7.33¦ 283.34¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.04.04¦ 1.48 ¦112.500¦113.050¦112.550¦ 7.27¦ 284.52¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.04.04¦ 1.51 ¦112.750¦112.758¦112.750¦ 7.27¦ 44.90¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.04.04¦ 1.54 ¦112.760¦112.850¦112.825¦ 7.26¦ 122.37¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.11.12 ¦06.04.04¦ 2.52 ¦ 91.800¦ 91.869¦ 91.800¦ 7.30¦ 6.34¦26198 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.04.04¦ 2.53 ¦ 91.800¦ 91.890¦ 91.800¦ 7.30¦ 6.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.04.04¦ 2.55 ¦ 91.900¦ 91.910¦ 91.905¦ 7.29¦ 62.36¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.04.04¦ 2.56 ¦ 91.960¦ 91.980¦ 91.980¦ 7.28¦ 39.64¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦29.08.18 ¦05.04.04¦ 0.55 ¦108.500¦108.800¦108.800¦ 7.59¦ 203.39¦46014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.04.04¦ 0.58 ¦108.650¦108.850¦108.850¦ 7.57¦ 131.97¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.04.04¦ 0.60 ¦108.850¦109.100¦108.850¦ 7.55¦ 125.10¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.04.04¦ 0.63 ¦108.822¦109.055¦109.055¦ 7.55¦ 136.71¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.04.04¦ 0.66 ¦109.065¦109.160¦109.100¦ 7.53¦ 135.25¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.08.25 ¦05.04.04¦ 0.00 ¦ 55.020¦ 55.020¦ 55.020¦ 8.57¦ 3.00¦46011 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.04.04¦ 0.00 ¦ 55.030¦ 55.030¦ 55.030¦ 8.57¦ 5.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.04.04¦ 0.00 ¦ 55.100¦ 55.100¦ 55.100¦ 8.56¦ 7.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.04.04¦ 0.00 ¦ 55.110¦ 55.110¦ 55.110¦ 8.56¦ 4.90¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦17.05.28 ¦05.04.04¦ 0.00 ¦ 57.190¦ 57.191¦ 57.191¦ 8.57¦ 16.00¦46010 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.04.04¦ 0.00 ¦ 57.200¦ 57.200¦ 57.200¦ 8.57¦ 5.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.04.04¦ 0.00 ¦ 57.300¦ 57.300¦ 57.300¦ 8.56¦ 8.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.04.04¦ 0.00 ¦ 57.310¦ 57.320¦ 57.320¦ 8.56¦ 10.50¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦05.09.29 ¦05.04.04¦ 0.52 ¦ 44.645¦ 44.646¦ 44.646¦ 8.56¦ 11.00¦46012 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦07.04.04¦ 0.52 ¦ 44.660¦ 44.660¦ 44.660¦ 8.56¦ 5.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.04.04¦ 0.52 ¦ 44.700¦ 44.721¦ 44.721¦ 8.55¦ 26.61¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.04.04¦ 0.53 ¦ 44.730¦ 44.740¦ 44.740¦ 8.55¦ 10.50¦ ¦
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 ¦ 227 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2005 ¦ 340 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2004 ¦ 232 ¦ 5.00 ¦ 50.14 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 22.11.2004 ¦ 227 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 23.11.2004 ¦ 228 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 25.11.2004 ¦ 230 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 26.11.2004 ¦ 231 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26198 ¦ 04.11.2004 ¦ 209 ¦ 6.00 ¦ 60.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 02.06.2004 ¦ 54 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 16.06.2004 ¦ 68 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 05.05.2004 ¦ 26 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 16.06.2004 ¦ 68 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27019 ¦ 21.07.2004 ¦ 103 ¦ 13.00 ¦ 64.82 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27020 ¦ 11.08.2004 ¦ 124 ¦ 13.00 ¦ 64.82 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 21.04.2004 ¦ 12 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27022 ¦ 19.05.2004 ¦ 40 ¦ 9.00 ¦ 22.44 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27023 ¦ 21.04.2004 ¦ 12 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27024 ¦ 21.04.2004 ¦ 12 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27025 ¦ 16.06.2004 ¦ 68 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 19.05.2004 ¦ 40 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45002 ¦ 04.08.2004 ¦ 117 ¦ 12.00 ¦ 47.87 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 16.06.2004 ¦ 68 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46002 ¦ 18.08.2004 ¦ 131 ¦ 11.00 ¦ 54.85 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46003 ¦ 21.07.2004 ¦ 103 ¦ 12.00 ¦ 59.84 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46012 ¦ 06.10.2004 ¦ 180 ¦ 1.05 ¦ 10.42 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46014 ¦ 15.09.2004 ¦ 159 ¦ 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¦ 103¦ 1 ¦ ¦ ¦ 1015.609¦ 3984.391¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21171 ¦08.10.03¦21.04.04¦ 12¦ 1 ¦ 2 ¦ ¦ 1673.396¦ 3326.604¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21172 ¦18.02.04¦18.08.04¦ 131¦ 1 ¦ ¦ ¦ 3960.045¦ 39.955¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 591¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 340¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 232¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 955¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1320¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 1686¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2051¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26198 ¦09.10.02¦02.11.12¦ 3129¦ 3 ¦ ¦ ¦ 21058.702¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 54¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 250¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 117¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 523¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27019 ¦27.09.02¦18.07.07¦ 1195¦ ¦ ¦ ¦ 8800.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27020 ¦27.09.02¦08.08.07¦ 1216¦ ¦ ¦ ¦ 8800.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 376¦ 2 ¦ 2 ¦ ¦ 10941.601¦ 58.399¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27022 ¦19.02.03¦15.02.06¦ 677¦ 3 ¦ 10 ¦ ¦ 21295.514¦ 2704.486¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27023 ¦23.04.03¦20.07.05¦ 467¦ 3 ¦ 3 ¦ ¦ 20291.893¦ 2708.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27024 ¦09.07.03¦19.04.06¦ 740¦ 4 ¦ 5 ¦ ¦ 15000.662¦ 7999.338¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27025 ¦17.09.03¦13.06.07¦ 1160¦ 5 ¦ 32 ¦ ¦ 17340.000¦ 8660.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 950¦ 6 ¦ 82 ¦ ¦ 31740.000¦ 2760.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45002 ¦14.02.03¦02.08.06¦ 845¦ 1 ¦ ¦ ¦ 7360.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 1615¦ 13 ¦ 79 ¦ ¦ 55500.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46002 ¦05.02.03¦08.08.12¦ 3043¦ 10 ¦ 64 ¦ ¦ 42740.007¦ 4459.993¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46003 ¦14.02.03¦14.07.10¦ 2287¦ 5 ¦ 12 ¦ ¦ 16006.250¦ 2993.750¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46010 ¦14.02.03¦17.05.28¦ 8804¦ ¦ ¦ ¦ 30000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46011 ¦14.02.03¦20.08.25¦ 7803¦ ¦ ¦ ¦ 30000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46012 ¦14.02.03¦05.09.29¦ 9280¦ ¦ ¦ ¦ 40000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46014 ¦05.03.03¦29.08.18¦ 5255¦ 6 ¦ 32 ¦ ¦ 26535.000¦12465.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦462379.138¦52160.023¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦05.04.04¦06.04.04¦07.04.04¦08.04.04¦09.04.04¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 2.05 ¦ 2.06 ¦ 2.06 ¦ 2.06 ¦ 2.06 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 7.24 ¦ 7.27 ¦ 7.27 ¦ 7.26 ¦ 7.25 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 7.64 ¦ 7.65 ¦ 7.62 ¦ 7.59 ¦ 7.57 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 4.71 ¦ 4.75 ¦ 4.76 ¦ 4.73 ¦ 4.65 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 2.25 ¦ 2.26 ¦ 2.26 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 2.82 ¦ 7.30 ¦ 7.30 ¦ 7.29 ¦ 7.28 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 7.27 ¦ 7.11 ¦ 7.14 ¦ 7.11 ¦ 7.23 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 6.04 ¦ 4.91 ¦ 5.73 ¦ 5.84 ¦ 5.59 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.42 ¦ 0.69 ¦ 0.35 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.10 ¦ 0.03 ¦ 0.03 ¦ 0.28 ¦ 0.18 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.60 ¦ 0.33 ¦ 0.37 ¦ 0.25 ¦ 0.21 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.04 ¦ 0.03 ¦ 0.04 ¦ 0.01 ¦ 0.04 ¦
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---------¬
¦ ¦ 05.04.04¦ 06.04.04¦ 07.04.04¦ 08.04.04¦ 09.04.04¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦456982.81¦456982.81¦461960.52¦462105.63¦462379.14¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 6649.05¦ 6649.05¦ 6649.05¦ 6649.05¦ 6649.05¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 22379.16¦ 22379.16¦ 22379.16¦ 22379.16¦ 22379.16¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦274484.93¦274484.93¦279462.64¦279607.75¦279881.26¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦153469.67¦153469.67¦153469.67¦153469.67¦153469.67¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦445245.72¦445077.97¦451092.87¦451922.15¦452776.00¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 6607.74¦ 6607.92¦ 6608.14¦ 6608.14¦ 6608.14¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 21285.46¦ 21257.00¦ 21258.90¦ 21275.15¦ 21293.19¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦250598.56¦250565.89¦256576.06¦257299.88¦257910.65¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦166753.96¦166647.17¦166649.77¦166738.98¦166964.03¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 1673.04¦ 1672.39¦ 1665.11¦ 1664.34¦ 1663.18¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 100.67¦ 99.67¦ 98.67¦ 97.67¦ 96.67¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2307.62¦ 2307.60¦ 2306.53¦ 2305.83¦ 2305.19¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 2403.30¦ 2402.40¦ 2373.19¦ 2370.89¦ 2368.90¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 556.91¦ 556.10¦ 555.24¦ 554.28¦ 553.18¦
L----------------------+---------+---------+---------+---------+----------
------------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по
объемам в обращении.
Департамент операций
на финансовых рынках
Банка России
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