ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 27 февраля 2004 г. N 8
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 151.756 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)¦
+---------+--------+-------+-------+-------+------+-------+------+
¦21.07.04 ¦26.02.04¦98.650 ¦98.650 ¦98.650 ¦ 3.42 ¦ 0.30 ¦21170 ¦
+---------+--------+-------+-------+-------+------+-------+------+
¦18.08.04 ¦25.02.04¦99.000 ¦99.027 ¦99.000 ¦ 2.10 ¦151.46 ¦21172 ¦
L---------+--------+-------+-------+-------+------+-------+-------
Торговля ОФЗ при суммарном объеме сделок за неделю 4325.376
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 ¦25.02.04¦ 9.51 ¦100.243¦100.343¦100.343¦ 4.13 ¦ 4.85¦26002 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.06.04 ¦25.02.04¦ 2.76 ¦102.300¦102.400¦102.300¦ 3.11 ¦ 3.24¦27013 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.02.04¦ 2.80 ¦102.300¦102.400¦102.400¦ 3.31 ¦ 1.01¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.02.04¦ 2.83 ¦102.150¦102.395¦102.280¦ 3.26 ¦ 1.14¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.08.04 ¦24.02.04¦ 0.66 ¦103.800¦103.955¦103.800¦ 3.30 ¦ 1.30¦27017 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.02.04¦ 0.69 ¦103.900¦103.900¦103.900¦ 3.10 ¦ 4.27¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.02.04¦ 0.72 ¦103.850¦103.900¦103.850¦ 3.10 ¦ 6.60¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.12.04 ¦25.02.04¦ 2.30 ¦107.000¦107.000¦107.000¦ 3.20 ¦ 1.00¦27014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.02.04¦ 2.33 ¦106.700¦107.000¦106.700¦ 3.48 ¦ 1.80¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.02.04¦ 2.37 ¦107.044¦107.044¦107.044¦ 3.09 ¦ 0.50¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.05 ¦25.02.04¦ 9.51 ¦106.000¦106.000¦106.000¦ 4.05 ¦ 0.94¦26003 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.04.05 ¦25.02.04¦ 1.15 ¦109.800¦110.100¦109.800¦ 3.22 ¦ 2.51¦27021 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.02.04¦ 1.22 ¦109.869¦109.869¦109.869¦ 3.23 ¦ 0.50¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.07.05 ¦25.02.04¦ 0.77 ¦105.700¦105.700¦105.700¦ 3.59 ¦ 240.72¦27023 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.02.04¦ 0.79 ¦105.700¦105.800¦105.700¦ 3.58 ¦ 127.61¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.02.04¦ 0.81 ¦105.600¦105.650¦105.600¦ 3.63 ¦ 31.89¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.09.05 ¦24.02.04¦ 2.27 ¦112.570¦112.570¦112.570¦ 3.70 ¦ 0.70¦27018 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.02.04¦ 2.33 ¦112.500¦112.500¦112.500¦ 3.72 ¦ 0.10¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.02.04¦ 2.37 ¦112.150¦112.370¦112.150¦ 3.93 ¦ 18.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.02.06 ¦24.02.04¦ 0.15 ¦108.850¦109.000¦108.880¦ 3.73 ¦ 22.54¦27022 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.02.04¦ 0.17 ¦109.000¦109.100¦109.100¦ 3.67 ¦ 7.62¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.02.04¦ 0.22 ¦109.000¦109.100¦109.100¦ 3.63 ¦ 0.40¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦19.04.06 ¦25.02.04¦ 0.77 ¦106.940¦106.945¦106.945¦ 4.21 ¦ 52.32¦27024 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.02.04¦ 0.79 ¦106.800¦106.971¦106.971¦ 4.20 ¦ 239.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.08.06 ¦26.02.04¦ 0.72 ¦109.500¦110.535¦110.535¦ 3.89 ¦ 16.24¦45002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.02.04¦ 0.76 ¦109.500¦109.500¦109.500¦ 4.20 ¦ 6.71¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.11.06 ¦24.02.04¦ 0.20 ¦112.000¦112.200¦112.000¦ 4.38 ¦ 76.09¦45001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.02.04¦ 0.23 ¦112.100¦112.150¦112.150¦ 4.38 ¦ 40.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.02.04¦ 0.26 ¦112.000¦112.200¦112.200¦ 4.33 ¦ 13.33¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.02.04¦ 0.30 ¦111.850¦112.190¦111.850¦ 4.36 ¦ 193.92¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦13.06.07 ¦24.02.04¦ 1.51 ¦101.630¦101.653¦101.630¦ 6.90 ¦ 8.10¦27025 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.02.04¦ 1.54 ¦101.890¦101.900¦101.900¦ 6.90 ¦ 11.50¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.02.04¦ 1.56 ¦101.750¦101.955¦101.953¦ 6.81 ¦ 692.48¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.02.04¦ 1.58 ¦101.985¦102.050¦102.050¦ 6.76 ¦ 156.05¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦18.07.07 ¦27.02.04¦ 1.32 ¦113.500¦113.500¦113.500¦ 6.60 ¦ 0.05¦27019 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦10.09.08 ¦24.02.04¦ 2.27 ¦111.350¦111.880¦111.350¦ 7.09 ¦ 114.67¦46001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.02.04¦ 2.30 ¦111.850¦111.930¦111.930¦ 7.06 ¦ 357.57¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.02.04¦ 2.33 ¦111.800¦112.180¦112.015¦ 7.02 ¦ 441.65¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.02.04¦ 2.37 ¦112.050¦112.195¦112.150¦ 7.00 ¦ 72.85¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.07.10 ¦24.02.04¦ 1.12 ¦112.000¦112.167¦112.167¦ 7.71 ¦ 234.99¦46003 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.02.04¦ 1.15 ¦112.250¦112.330¦112.250¦ 7.67 ¦ 83.76¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.02.04¦ 1.18 ¦112.150¦112.340¦112.330¦ 7.67 ¦ 211.42¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.02.04¦ 1.22 ¦112.500¦112.550¦112.550¦ 7.62 ¦ 30.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.08.12 ¦24.02.04¦ 0.18 ¦108.900¦109.500¦108.900¦ 7.96 ¦ 44.97¦46002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.02.04¦ 0.21 ¦109.535¦109.553¦109.553¦ 7.87 ¦ 297.14¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.02.04¦ 0.24 ¦109.600¦109.800¦109.643¦ 7.85 ¦ 263.38¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.02.04¦ 0.27 ¦109.629¦109.733¦109.629¦ 7.86 ¦ 56.57¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.11.12 ¦24.02.04¦ 1.83 ¦ 87.000¦ 87.000¦ 87.000¦ 8.14 ¦ 0.64¦26198 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.02.04¦ 1.84 ¦ 87.000¦ 87.030¦ 87.030¦ 8.13 ¦ 3.47¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.02.04¦ 1.86 ¦ 87.015¦ 87.015¦ 87.015¦ 8.13 ¦ 6.23¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.02.04¦ 1.87 ¦ 87.000¦ 87.000¦ 87.000¦ 8.14 ¦ 1.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦29.08.18 ¦24.02.04¦ 4.60 ¦104.720¦105.500¦104.720¦ 8.22 ¦ 20.78¦46014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.02.04¦ 4.63 ¦105.350¦105.351¦105.350¦ 8.19 ¦ 33.87¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.02.04¦ 4.66 ¦105.200¦105.352¦105.250¦ 8.16 ¦ 22.30¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.02.04¦ 4.69 ¦105.230¦105.330¦105.230¦ 8.15 ¦ 43.08¦ ¦
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 ¦ 269 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2004 ¦ 17 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2004 ¦ 17 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2004 ¦ 274 ¦ 5.00 ¦ 50.14 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 22.11.2004 ¦ 269 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 23.11.2004 ¦ 270 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 25.11.2004 ¦ 272 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 26.11.2004 ¦ 273 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26198 ¦ 04.11.2004 ¦ 251 ¦ 6.00 ¦ 60.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 03.03.2004 ¦ 5 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 17.03.2004 ¦ 19 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 05.05.2004 ¦ 68 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 17.03.2004 ¦ 19 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27019 ¦ 21.07.2004 ¦ 145 ¦ 13.00 ¦ 64.82 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27020 ¦ 11.08.2004 ¦ 166 ¦ 13.00 ¦ 64.82 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 21.04.2004 ¦ 54 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27022 ¦ 19.05.2004 ¦ 82 ¦ 9.00 ¦ 22.44 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27023 ¦ 21.04.2004 ¦ 54 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27024 ¦ 21.04.2004 ¦ 54 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27025 ¦ 17.03.2004 ¦ 19 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 19.05.2004 ¦ 82 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45002 ¦ 04.08.2004 ¦ 159 ¦ 12.00 ¦ 47.87 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 17.03.2004 ¦ 19 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46002 ¦ 18.08.2004 ¦ 173 ¦ 11.00 ¦ 54.85 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46003 ¦ 21.07.2004 ¦ 145 ¦ 12.00 ¦ 59.84 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46014 ¦ 17.03.2004 ¦ 19 ¦ 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¦ 145¦ 1 ¦ ¦ ¦ 1015.609¦ 3984.391¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21171 ¦08.10.03¦21.04.04¦ 54¦ 1 ¦ 2 ¦ ¦ 1673.396¦ 3326.604¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21172 ¦18.02.04¦18.08.04¦ 173¦ 1 ¦ ¦ ¦ 3960.045¦ 39.955¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 633¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 17¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 382¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 274¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 997¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1362¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 1728¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2093¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26198 ¦09.10.02¦02.11.12¦ 3171¦ 1 ¦ ¦ ¦ 21058.702¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 96¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 292¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 159¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 565¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27019 ¦27.09.02¦18.07.07¦ 1237¦ ¦ ¦ ¦ 8800.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27020 ¦27.09.02¦08.08.07¦ 1258¦ ¦ ¦ ¦ 8800.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 418¦ 2 ¦ 2 ¦ ¦ 10941.601¦ 58.399¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27022 ¦19.02.03¦15.02.06¦ 719¦ 3 ¦ 10 ¦ ¦ 21295.514¦ 2704.486¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27023 ¦23.04.03¦20.07.05¦ 509¦ 3 ¦ 3 ¦ ¦ 20291.893¦ 2708.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27024 ¦09.07.03¦19.04.06¦ 782¦ 4 ¦ 4 ¦ ¦ 14999.000¦ 8001.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27025 ¦17.09.03¦13.06.07¦ 1202¦ 4 ¦ 26 ¦ ¦ 16136.800¦ 4863.200¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 992¦ 6 ¦ 82 ¦ ¦ 31740.000¦ 2760.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45002 ¦14.02.03¦02.08.06¦ 887¦ 1 ¦ ¦ ¦ 7360.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 1657¦ 11 ¦ 69 ¦ ¦ 45350.000¦ 1150.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46002 ¦05.02.03¦08.08.12¦ 3085¦ 7 ¦ 53 ¦ ¦ 36305.966¦ 3894.034¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46003 ¦14.02.03¦14.07.10¦ 2329¦ 3 ¦ 3 ¦ ¦ 10050.920¦ 3949.080¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46014 ¦05.03.03¦29.08.18¦ 5297¦ 5 ¦ 24 ¦ ¦ 24279.439¦14720.561¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦ ¦ ¦ ¦ ¦ ¦336644.518¦52159.817¦
L--------+--------+--------+-----+-------+------+--------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T---------T---------T--------T--------¬
¦ ¦24.02.04 ¦25.02.04 ¦26.02.04¦27.02.04¦
+--------------------------+---------+---------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦
+--------------------------+---------+---------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦
+--------------------------+---------+---------+--------+--------+
¦ ГКО ¦ 2.41 ¦ 2.41 ¦ 2.39 ¦ 2.39 ¦
+--------------------------+---------+---------+--------+--------+
¦ ОФЗ-ПД ¦ 8.10 ¦ 8.09 ¦ 8.09 ¦ 8.09 ¦
+--------------------------+---------+---------+--------+--------+
¦ ОФЗ-АД ¦ 7.48 ¦ 7.44 ¦ 7.40 ¦ 7.40 ¦
+--------------------------+---------+---------+--------+--------+
¦ ОФЗ-ФД ¦ 4.97 ¦ 4.99 ¦ 5.00 ¦ 4.97 ¦
+--------------------------+---------+---------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦
+--------------------------+---------+---------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 2.10 ¦ 3.42 ¦ 0.00 ¦
+--------------------------+---------+---------+--------+--------+
¦ ОФЗ-ПД ¦ 8.14 ¦ 7.92 ¦ 8.13 ¦ 8.14 ¦
+--------------------------+---------+---------+--------+--------+
¦ ОФЗ-АД ¦ 7.44 ¦ 7.55 ¦ 7.50 ¦ 6.89 ¦
+--------------------------+---------+---------+--------+--------+
¦ ОФЗ-ФД ¦ 4.83 ¦ 3.96 ¦ 6.14 ¦ 6.35 ¦
+--------------------------+---------+---------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦
+--------------------------+---------+---------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 2.28 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+---------+---------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 0.05 ¦ 0.03 ¦ 0.00 ¦
+--------------------------+---------+---------+--------+--------+
¦ ОФЗ-АД ¦ 0.32 ¦ 0.53 ¦ 0.63 ¦ 0.26 ¦
+--------------------------+---------+---------+--------+--------+
¦ ОФЗ-ФД ¦ 0.02 ¦ 0.21 ¦ 0.68 ¦ 0.13 ¦
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----------¬
¦ ¦24.02.04 ¦25.02.04 ¦ 26.02.04 ¦ 27.02.04 ¦
+----------------------+---------+---------+----------+----------+
¦Номинальная стоимость,¦333415.06¦335439.85¦ 336644.52¦ 336644.52¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+----------+----------+
¦ ГКО ¦ 6649.05¦ 6649.05¦ 6649.05¦ 6649.05¦
+----------------------+---------+---------+----------+----------+
¦ ОФЗ-ПД ¦ 22644.34¦ 22644.34¦ 22644.34¦ 22644.34¦
+----------------------+---------+---------+----------+----------+
¦ ОФЗ-АД ¦153974.99¦154520.25¦ 155086.33¦ 155086.33¦
+----------------------+---------+---------+----------+----------+
¦ ОФЗ-ФД ¦150146.68¦151626.21¦ 152264.81¦ 152264.81¦
+----------------------+---------+---------+----------+----------+
¦Рыночная стоимость, ¦361970.31¦364407.25¦ 366034.41¦ 366159.09¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+----------+----------+
¦ ГКО ¦ 6584.60¦ 6586.19¦ 6587.51¦ 6587.51¦
+----------------------+---------+---------+----------+----------+
¦ ОФЗ-ПД ¦ 20471.84¦ 20479.80¦ 20484.28¦ 20484.89¦
+----------------------+---------+---------+----------+----------+
¦ ОФЗ-АД ¦171845.05¦172766.80¦ 173681.98¦ 173723.54¦
+----------------------+---------+---------+----------+----------+
¦ ОФЗ-ФД ¦163068.82¦164574.47¦ 165280.64¦ 165363.15¦
+----------------------+---------+---------+----------+----------+
¦Дюрация <*>, дней ¦ 1076.21¦ 1077.18¦ 1076.97¦ 1076.20¦
+----------------------+---------+---------+----------+----------+
¦ ГКО ¦ 141.65¦ 140.66¦ 139.66¦ 138.66¦
+----------------------+---------+---------+----------+----------+
¦ ОФЗ-ПД ¦ 2277.96¦ 2276.90¦ 2275.89¦ 2274.77¦
+----------------------+---------+---------+----------+----------+
¦ ОФЗ-АД ¦ 1439.73¦ 1440.82¦ 1439.96¦ 1439.40¦
+----------------------+---------+---------+----------+----------+
¦ ОФЗ-ФД ¦ 579.99¦ 583.63¦ 584.29¦ 583.52¦
L----------------------+---------+---------+----------+-----------
------------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по
объемам в обращении.
Департамент операций
на финансовых рынках
Банка России
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