ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 12 марта 2004 г. N 10
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 13.599 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)¦
+---------+--------+-------+-------+-------+------+-------+------+
¦21.04.04 ¦11.03.04¦ 99.670¦ 99.670¦ 99.670¦ 2.95 ¦ 2.50¦21171 ¦
+---------+--------+-------+-------+-------+------+-------+------+
¦18.08.04 ¦11.03.04¦ 99.070¦ 99.075¦ 99.075¦ 2.14 ¦ 10.09¦21172 ¦
¦ +--------+-------+-------+-------+------+-------+ ¦
¦ ¦12.03.04¦ 99.080¦ 99.080¦ 99.080¦ 2.13 ¦ 1.01¦ ¦
L---------+--------+-------+-------+-------+------+-------+-------
Торговля ОФЗ при суммарном объеме сделок за неделю 18725.585
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)¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.04 ¦10.03.04¦ 9.89 ¦100.130¦100.130¦100.130¦ 0.47 ¦ 10.24¦26002 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.06.04 ¦09.03.04¦ 0.20 ¦102.270¦102.270¦102.270¦ 2.22 ¦ 0.00¦27013 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.03.04¦ 0.23 ¦102.200¦102.200¦102.200¦ 2.41 ¦ 0.01¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.03.04¦ 0.26 ¦102.000¦102.102¦102.000¦ 3.08 ¦ 4.57¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.03.04¦ 0.30 ¦102.126¦102.126¦102.126¦ 2.50 ¦ 3.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.08.04 ¦09.03.04¦ 1.12 ¦103.000¦103.000¦103.000¦ 4.56 ¦ 0.02¦27017 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.03.04¦ 1.15 ¦103.432¦103.630¦103.609¦ 2.98 ¦ 3.19¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.03.04¦ 1.18 ¦103.500¦103.610¦103.500¦ 3.16 ¦ 2.24¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.03.04¦ 1.22 ¦103.500¦103.650¦103.620¦ 2.96 ¦ 1.93¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.12.04 ¦10.03.04¦ 2.76 ¦106.601¦106.630¦106.601¦ 3.29 ¦ 2.60¦27014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.03.04¦ 2.80 ¦106.600¦106.650¦106.650¦ 3.24 ¦ 27.83¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.03.04¦ 2.83 ¦106.850¦106.850¦106.850¦ 2.91 ¦ 1.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.05 ¦11.03.04¦ 9.92 ¦105.510¦105.510¦105.510¦ 4.31 ¦ 0.01¦26003 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.03.04¦ 9.95 ¦105.770¦105.987¦105.987¦ 3.83 ¦ 50.18¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.04.05 ¦09.03.04¦ 1.58 ¦108.903¦108.903¦108.903¦ 3.86 ¦ 9.00¦27021 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.03.04¦ 1.64 ¦108.800¦109.220¦108.800¦ 3.74 ¦ 0.86¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.09.05 ¦09.03.04¦ 2.73 ¦112.151¦112.151¦112.151¦ 3.78 ¦ 7.00¦27018 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.03.04¦ 2.80 ¦112.100¦112.103¦112.100¦ 3.79 ¦ 984.40¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.03.04¦ 2.83 ¦112.200¦112.200¦112.200¦ 3.71 ¦ 1.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.02.06 ¦09.03.04¦ 0.49 ¦108.750¦108.750¦108.750¦ 3.72 ¦ 3.00¦27022 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.03.04¦ 0.52 ¦108.800¦108.800¦108.800¦ 3.69 ¦ 0.36¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.03.04¦ 0.54 ¦108.011¦108.011¦108.011¦ 4.10 ¦ 3.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.08.06 ¦09.03.04¦ 1.12 ¦109.200¦109.200¦109.200¦ 4.25 ¦ 2.46¦45002 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.11.06 ¦10.03.04¦ 0.69 ¦112.200¦112.350¦112.350¦ 4.14 ¦ 45.09¦45001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.03.04¦ 0.72 ¦112.250¦112.297¦112.290¦ 4.13 ¦1322.99¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.03.04¦ 0.76 ¦112.001¦112.340¦112.001¦ 4.11 ¦ 10.92¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦13.06.07 ¦09.03.04¦ 1.82 ¦102.000¦102.050¦102.050¦ 6.75 ¦ 48.94¦27025 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.03.04¦ 1.84 ¦101.900¦102.200¦102.200¦ 6.70 ¦ 35.67¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.03.04¦ 1.86 ¦102.100¦102.321¦102.300¦ 6.65 ¦ 37.37¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.03.04¦ 1.89 ¦102.400¦102.650¦102.600¦ 6.57 ¦ 35.07¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦18.07.07 ¦09.03.04¦ 1.71 ¦113.000¦113.000¦113.000¦ 6.71 ¦ 5.00¦27019 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.08.07 ¦11.03.04¦ 1.03 ¦113.727¦113.727¦113.727¦ 6.57 ¦ 9.96¦27020 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.03.04¦ 1.07 ¦113.900¦114.100¦114.100¦ 6.48 ¦ 19.13¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦10.09.08 ¦09.03.04¦ 2.73 ¦112.340¦112.650¦112.650¦ 6.84 ¦ 44.29¦46001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.03.04¦ 2.76 ¦112.600¦112.700¦112.700¦ 6.76 ¦ 21.68¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.03.04¦ 2.80 ¦112.667¦112.701¦112.700¦ 6.76 ¦1464.14¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.03.04¦ 2.83 ¦112.700¦113.010¦113.010¦ 6.71 ¦ 215.20¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.07.10 ¦09.03.04¦ 1.58 ¦112.740¦112.740¦112.740¦ 7.56 ¦ 10.00¦46003 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.03.04¦ 1.61 ¦112.950¦112.950¦112.950¦ 7.51 ¦ 10.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.03.04¦ 1.64 ¦113.001¦113.030¦113.030¦ 7.50 ¦ 334.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.03.04¦ 1.68 ¦113.200¦113.450¦113.450¦ 7.45 ¦ 65.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.08.12 ¦09.03.04¦ 0.60 ¦109.400¦109.500¦109.500¦ 7.87 ¦ 92.35¦46002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.03.04¦ 0.63 ¦109.550¦109.650¦109.550¦ 7.89 ¦ 16.67¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.03.04¦ 0.66 ¦109.600¦109.765¦109.765¦ 7.83 ¦ 865.72¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.03.04¦ 0.69 ¦109.700¦110.250¦110.250¦ 7.82 ¦2868.01¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.11.12 ¦10.03.04¦ 2.07 ¦ 86.700¦ 86.880¦ 86.880¦ 8.17¦ 959.47¦26198 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.03.04¦ 2.09 ¦ 87.000¦ 87.103¦ 87.103¦ 8.13¦ 221.34¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.03.04¦ 2.10 ¦ 87.000¦ 87.120¦ 87.062¦ 8.13¦8373.02¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦29.08.18 ¦09.03.04¦ 5.01 ¦105.450¦105.450¦105.450¦ 8.12¦ 1.00¦46014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.03.04¦ 5.04 ¦105.500¦105.848¦105.700¦ 8.08¦ 266.25¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.03.04¦ 5.06 ¦105.800¦106.000¦105.800¦ 8.04¦ 150.41¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.03.04¦ 5.09 ¦105.900¦106.400¦106.400¦ 7.98¦ 59.01¦ ¦
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 ¦ 255 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2004 ¦ 3 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2004 ¦ 3 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2004 ¦ 260 ¦ 5.00 ¦ 50.14 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 22.11.2004 ¦ 255 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 23.11.2004 ¦ 256 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 25.11.2004 ¦ 258 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 26.11.2004 ¦ 259 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26198 ¦ 04.11.2004 ¦ 237 ¦ 6.00 ¦ 60.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 02.06.2004 ¦ 82 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 17.03.2004 ¦ 5 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 05.05.2004 ¦ 54 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 17.03.2004 ¦ 5 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27019 ¦ 21.07.2004 ¦ 131 ¦ 13.00 ¦ 64.82 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27020 ¦ 11.08.2004 ¦ 152 ¦ 13.00 ¦ 64.82 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 21.04.2004 ¦ 40 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27022 ¦ 19.05.2004 ¦ 68 ¦ 9.00 ¦ 22.44 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27023 ¦ 21.04.2004 ¦ 40 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27024 ¦ 21.04.2004 ¦ 40 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27025 ¦ 17.03.2004 ¦ 5 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 19.05.2004 ¦ 68 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45002 ¦ 04.08.2004 ¦ 145 ¦ 12.00 ¦ 47.87 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 17.03.2004 ¦ 5 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46002 ¦ 18.08.2004 ¦ 159 ¦ 11.00 ¦ 54.85 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46003 ¦ 21.07.2004 ¦ 131 ¦ 12.00 ¦ 59.84 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46014 ¦ 17.03.2004 ¦ 5 ¦ 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¦ 131¦ 1 ¦ ¦ ¦ 1015.609¦ 3984.391¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21171 ¦08.10.03¦21.04.04¦ 40¦ 1 ¦ 2 ¦ ¦ 1673.396¦ 3326.604¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21172 ¦18.02.04¦18.08.04¦ 159¦ 1 ¦ ¦ ¦ 3960.045¦ 39.955¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 619¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 3¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 368¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 260¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 983¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1348¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 1714¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2079¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26198 ¦09.10.02¦02.11.12¦ 3157¦ 2 ¦ ¦ ¦ 21058.702¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 82¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 278¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 145¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 551¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27019 ¦27.09.02¦18.07.07¦ 1223¦ ¦ ¦ ¦ 8800.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27020 ¦27.09.02¦08.08.07¦ 1244¦ ¦ ¦ ¦ 8800.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 404¦ 2 ¦ 2 ¦ ¦ 10941.601¦ 58.399¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27022 ¦19.02.03¦15.02.06¦ 705¦ 3 ¦ 10 ¦ ¦ 21295.514¦ 2704.486¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27023 ¦23.04.03¦20.07.05¦ 495¦ 3 ¦ 3 ¦ ¦ 20291.893¦ 2708.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27024 ¦09.07.03¦19.04.06¦ 768¦ 4 ¦ 4 ¦ ¦ 14999.000¦ 8001.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27025 ¦17.09.03¦13.06.07¦ 1188¦ 4 ¦ 27 ¦ ¦ 16146.800¦ 4853.200¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 978¦ 6 ¦ 82 ¦ ¦ 31740.000¦ 2760.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45002 ¦14.02.03¦02.08.06¦ 873¦ 1 ¦ ¦ ¦ 7360.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 1643¦ 12 ¦ 70 ¦ ¦ 49387.213¦ 1112.787¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46002 ¦05.02.03¦08.08.12¦ 3071¦ 9 ¦ 54 ¦ ¦ 39740.331¦ 7459.669¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46003 ¦14.02.03¦14.07.10¦ 2315¦ 3 ¦ 4 ¦ ¦ 10384.920¦ 3615.080¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46014 ¦05.03.03¦29.08.18¦ 5283¦ 5 ¦ 24 ¦ ¦ 24279.439¦14720.561¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦344460.096¦55344.239¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
-----------------------------T--------T--------T--------T--------¬
¦ ¦09.03.04¦10.03.04¦11.03.04¦12.03.04¦
+----------------------------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых): ¦ ¦ ¦ ¦ ¦
+----------------------------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦
+----------------------------+--------+--------+--------+--------+
¦ ГКО ¦ 2.48 ¦ 2.49 ¦ 2.43 ¦ 2.40 ¦
+----------------------------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 8.17 ¦ 8.13 ¦ 8.09 ¦ 8.09 ¦
+----------------------------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 7.36 ¦ 7.32 ¦ 7.29 ¦ 7.26 ¦
+----------------------------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 5.02 ¦ 5.01 ¦ 5.06 ¦ 5.01 ¦
+----------------------------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦
+----------------------------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.00 ¦ 2.19 ¦ 2.13 ¦
+----------------------------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 8.17 ¦ 8.13 ¦ 8.13 ¦
+----------------------------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 7.63 ¦ 7.92 ¦ 6.87 ¦ 7.77 ¦
+----------------------------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 6.33 ¦ 6.58 ¦ 4.02 ¦ 6.47 ¦
+----------------------------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦
+----------------------------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.00 ¦ 0.19 ¦ 0.02 ¦
+----------------------------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 4.22 ¦ 0.96 ¦ 36.61 ¦
+----------------------------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.09 ¦ 0.22 ¦ 2.55 ¦ 1.94 ¦
+----------------------------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.05 ¦ 0.03 ¦ 0.74 ¦ 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---------¬
¦ ¦ 09.03.04¦ 10.03.04¦ 11.03.04¦ 12.03.04¦
+------------------------+---------+---------+---------+---------+
¦Номинальная стоимость, ¦342063.25¦343401.37¦344460.10¦344460.10¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦
+------------------------+---------+---------+---------+---------+
¦ ГКО ¦ 6649.05¦ 6649.05¦ 6649.05¦ 6649.05¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 22644.34¦ 22644.34¦ 22644.34¦ 22644.34¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦160505.05¦161843.18¦162891.90¦162891.90¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦152264.81¦152264.81¦152274.81¦152274.81¦
+------------------------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦372644.89¦374527.97¦375889.84¦376321.92¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦
+------------------------+---------+---------+---------+---------+
¦ ГКО ¦ 6588.81¦ 6588.81¦ 6592.99¦ 6593.38¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 20440.75¦ 20491.53¦ 20547.06¦ 20551.52¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦180546.92¦182321.68¦183743.45¦184009.42¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦165068.41¦165125.96¦165006.34¦165167.60¦
+------------------------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 1071.83¦ 1075.10¦ 1078.00¦ 1077.59¦
+------------------------+---------+---------+---------+---------+
¦ ГКО ¦ 127.62¦ 126.62¦ 125.64¦ 124.64¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2261.73¦ 2262.11¦ 2262.62¦ 2260.96¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 1426.54¦ 1430.47¦ 1433.76¦ 1433.85¦
+------------------------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 574.20¦ 573.26¦ 572.39¦ 571.48¦
L------------------------+---------+---------+---------+----------
------------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по
объемам в обращении.
Департамент операций
на финансовых рынках
Банка России
|
