ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 13 февраля 2004 г. N 6
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ОФЗ при суммарном объеме сделок за неделю 3082.15 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 ¦13.02.04¦ 9.18 ¦100.409¦100.409¦100.409¦ 4.83 ¦ 46.08¦26002 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.06.04 ¦09.02.04¦ 2.24 ¦103.400¦103.400¦103.400¦ 1.08 ¦ 0.00¦27013 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.02.04¦ 2.27 ¦103.101¦103.286¦103.129¦ 1.57 ¦ 2.82¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.02.04¦ 2.30 ¦103.000¦103.180¦103.120¦ 2.10 ¦ 0.61¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.08.04 ¦09.02.04¦ 0.16 ¦104.800¦104.800¦104.800¦ 2.04 ¦ 3.32¦27017 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.02.04¦ 0.20 ¦104.700¦104.700¦104.700¦ 2.19 ¦ 0.10¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.02.04¦ 0.23 ¦104.600¦104.600¦104.600¦ 2.34 ¦ 2.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.02.04¦ 0.26 ¦104.581¦104.700¦104.700¦ 2.32 ¦ 1.01¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.02.04¦ 0.30 ¦104.300¦104.300¦104.300¦ 2.86 ¦ 68.45¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.12.04 ¦09.02.04¦ 1.78 ¦107.599¦107.800¦107.800¦ 2.83 ¦ 4.25¦27014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.02.04¦ 1.81 ¦107.250¦107.850¦107.850¦ 2.64 ¦ 2.05¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.02.04¦ 1.84 ¦107.830¦107.970¦107.970¦ 2.50 ¦ 9.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.02.04¦ 1.87 ¦108.000¦108.000¦108.000¦ 2.39 ¦ 5.25¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.02.04¦ 1.91 ¦107.082¦107.460¦107.082¦ 3.44 ¦ 84.17¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.05 ¦09.02.04¦ 9.07 ¦106.500¦106.500¦106.500¦ 3.82 ¦ 1.50¦26003 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.02.04¦ 9.10 ¦106.600¦106.690¦106.690¦ 3.68 ¦ 1.73¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.02.04¦ 9.12 ¦106.600¦106.690¦106.600¦ 3.65 ¦ 7.56¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.02.04¦ 9.15 ¦106.580¦106.580¦106.580¦ 3.70 ¦ 0.03¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.02.04¦ 9.18 ¦106.490¦106.490¦106.490¦ 3.77 ¦ 1.72¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.04.05 ¦12.02.04¦ 0.72 ¦109.800¦109.800¦109.800¦ 3.57 ¦ 4.91¦27021 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.07.05 ¦10.02.04¦ 0.44 ¦105.799¦105.850¦105.800¦ 3.64 ¦ 33.47¦27023 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.02.04¦ 0.48 ¦105.770¦105.835¦105.770¦ 3.63 ¦ 1.55¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.02.04¦ 0.50 ¦105.750¦105.825¦105.825¦ 3.62 ¦ 14.95¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.09.05 ¦09.02.04¦ 1.78 ¦112.400¦112.501¦112.400¦ 3.96 ¦ 17.88¦27018 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.02.04¦ 1.84 ¦112.800¦112.800¦112.800¦ 3.73 ¦ 0.05¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.02.04¦ 1.87 ¦112.800¦112.800¦112.800¦ 3.72 ¦ 0.01¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.02.06 ¦09.02.04¦ 2.13 ¦108.000¦108.100¦108.100¦ 4.28 ¦ 10.45¦27022 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.02.04¦ 2.16 ¦108.120¦108.178¦108.178¦ 4.23 ¦ 11.16¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.02.04¦ 2.19 ¦108.300¦108.300¦108.300¦ 4.15 ¦ 5.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.02.04¦ 2.21 ¦108.400¦108.400¦108.400¦ 4.09 ¦ 12.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.02.04¦ 2.24 ¦108.340¦108.500¦108.500¦ 4.09 ¦ 8.30¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦19.04.06 ¦10.02.04¦ 0.44 ¦106.000¦106.000¦106.000¦ 4.74 ¦ 2.00¦27024 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.08.06 ¦09.02.04¦ 0.17 ¦109.100¦109.100¦109.100¦ 4.69 ¦ 0.05¦45002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.02.04¦ 0.30 ¦109.400¦109.450¦109.450¦ 4.43 ¦ 9.06¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.11.06 ¦09.02.04¦ 2.70 ¦111.600¦111.600¦111.600¦ 4.80 ¦ 0.10¦45001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.02.04¦ 2.73 ¦111.550¦111.680¦111.680¦ 4.78 ¦ 75.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.02.04¦ 2.76 ¦111.680¦112.000¦112.000¦ 4.65 ¦ 709.43¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.02.04¦ 2.80 ¦111.850¦112.000¦111.900¦ 4.58 ¦ 56.29¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.02.04¦ 2.83 ¦112.000¦112.000¦112.000¦ 4.56 ¦ 94.88¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦13.06.07 ¦09.02.04¦ 1.18 ¦101.500¦101.682¦101.500¦ 6.96 ¦ 0.78¦27025 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.02.04¦ 1.21 ¦101.400¦101.450¦101.400¦ 6.99 ¦ 17.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.02.04¦ 1.25 ¦101.400¦101.500¦101.500¦ 6.99 ¦ 26.33¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.02.04¦ 1.27 ¦101.600¦101.600¦101.600¦ 6.92 ¦ 2.11¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦18.07.07 ¦12.02.04¦ 0.78 ¦112.998¦112.998¦112.998¦ 6.84 ¦ 0.31¦27019 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.08.07 ¦10.02.04¦ 6.45 ¦112.750¦112.990¦112.980¦ 6.98 ¦ 61.41¦27020 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.02.04¦ 0.00 ¦112.900¦112.900¦112.900¦ 6.97 ¦ 4.48¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.02.04¦ 0.04 ¦113.050¦113.050¦113.050¦ 6.92 ¦ 16.30¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦10.09.08 ¦09.02.04¦ 1.78 ¦110.850¦110.970¦110.970¦ 7.40 ¦ 272.24¦46001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.02.04¦ 1.81 ¦110.800¦111.000¦110.800¦ 7.41 ¦ 80.55¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.02.04¦ 1.84 ¦110.750¦110.750¦110.750¦ 7.49 ¦ 6.05¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.02.04¦ 1.87 ¦110.650¦110.770¦110.770¦ 7.45 ¦ 65.94¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.02.04¦ 1.91 ¦110.650¦111.200¦111.200¦ 7.36 ¦ 49.49¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.07.10 ¦10.02.04¦ 0.66 ¦112.240¦112.240¦112.240¦ 7.72 ¦ 1.50¦46003 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.02.04¦ 0.72 ¦112.240¦112.250¦112.240¦ 7.71 ¦ 6.75¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.02.04¦ 0.76 ¦112.200¦112.200¦112.200¦ 7.72 ¦ 0.13¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.08.12 ¦09.02.04¦ 5.21 ¦109.200¦109.300¦109.200¦ 7.95 ¦ 65.61¦46002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.02.04¦ 5.24 ¦108.803¦109.200¦108.803¦ 7.96 ¦ 143.61¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.02.04¦ 5.27 ¦108.550¦109.000¦108.550¦ 8.01 ¦ 373.93¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.02.04¦ 5.30 ¦108.700¦108.900¦108.900¦ 8.02 ¦ 68.17¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.02.04¦ 5.33 ¦109.050¦109.220¦109.220¦ 7.95 ¦ 42.41¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.11.12 ¦10.02.04¦ 1.60 ¦ 87.010¦ 87.010¦ 87.010¦ 8.13 ¦ 0.41¦26198 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.02.04¦ 1.61 ¦ 87.000¦ 87.000¦ 87.000¦ 8.13 ¦ 45.50¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.02.04¦ 1.63 ¦ 87.000¦ 87.000¦ 87.000¦ 8.13 ¦ 50.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦13.02.04¦ 1.64 ¦ 87.000¦ 87.010¦ 87.010¦ 8.13 ¦ 35.27¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦29.08.18 ¦09.02.04¦ 4.17 ¦105.400¦105.500¦105.400¦ 8.14 ¦ 1.63¦46014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦10.02.04¦ 4.20 ¦104.750¦105.260¦105.197¦ 8.20 ¦ 174.28¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦11.02.04¦ 4.23 ¦104.600¦105.000¦104.600¦ 8.25 ¦ 126.07¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦12.02.04¦ 4.26 ¦104.700¦104.850¦104.850¦ 8.25 ¦ 35.75¦ ¦
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 ¦ 283 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2004 ¦ 31 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2004 ¦ 31 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2004 ¦ 288 ¦ 5.00 ¦ 50.14 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 22.11.2004 ¦ 283 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 23.11.2004 ¦ 284 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 25.11.2004 ¦ 286 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 26.11.2004 ¦ 287 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26198 ¦ 04.11.2004 ¦ 265 ¦ 6.00 ¦ 60.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 03.03.2004 ¦ 19 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 17.03.2004 ¦ 33 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 05.05.2004 ¦ 82 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 17.03.2004 ¦ 33 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27019 ¦ 21.07.2004 ¦ 159 ¦ 13.00 ¦ 64.82 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27020 ¦ 11.08.2004 ¦ 180 ¦ 13.00 ¦ 64.82 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 21.04.2004 ¦ 68 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27022 ¦ 18.02.2004 ¦ 5 ¦ 9.50 ¦ 23.68 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27023 ¦ 21.04.2004 ¦ 68 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27024 ¦ 21.04.2004 ¦ 68 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27025 ¦ 17.03.2004 ¦ 33 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 18.02.2004 ¦ 5 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45002 ¦ 04.08.2004 ¦ 173 ¦ 12.00 ¦ 47.87 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 17.03.2004 ¦ 33 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46002 ¦ 18.02.2004 ¦ 5 ¦ 11.00 ¦ 54.85 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46003 ¦ 21.07.2004 ¦ 159 ¦ 12.00 ¦ 59.84 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46014 ¦ 17.03.2004 ¦ 33 ¦ 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¦ 159¦ 1 ¦ ¦ ¦ 1015.609¦ 3984.391¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21171 ¦08.10.03¦21.04.04¦ 68¦ 1 ¦ 2 ¦ ¦ 1673.396¦ 3326.604¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 647¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 31¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 396¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 288¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1011¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1376¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 1742¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2107¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26198 ¦09.10.02¦02.11.12¦ 3185¦ 1 ¦ ¦ ¦ 21058.702¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 110¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 306¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 173¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 579¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27019 ¦27.09.02¦18.07.07¦ 1251¦ ¦ ¦ ¦ 8800.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27020 ¦27.09.02¦08.08.07¦ 1272¦ ¦ ¦ ¦ 8800.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 432¦ 2 ¦ 2 ¦ ¦ 10941.601¦ 58.399¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27022 ¦19.02.03¦15.02.06¦ 733¦ 3 ¦ 10 ¦ ¦ 21295.514¦ 2704.486¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27023 ¦23.04.03¦20.07.05¦ 523¦ 3 ¦ 3 ¦ ¦ 20291.893¦ 2708.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27024 ¦09.07.03¦19.04.06¦ 796¦ 4 ¦ 1 ¦ ¦ 14217.676¦ 8782.324¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27025 ¦17.09.03¦13.06.07¦ 1216¦ 3 ¦ 23 ¦ ¦ 13742.788¦ 7257.212¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1006¦ 6 ¦ 82 ¦ ¦ 31740.000¦ 2760.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45002 ¦14.02.03¦02.08.06¦ 901¦ 1 ¦ ¦ ¦ 7360.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 1671¦ 11 ¦ 65 ¦ ¦ 42818.457¦ 3681.543¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46002 ¦05.02.03¦08.08.12¦ 3099¦ 7 ¦ 49 ¦ ¦ 35810.613¦ 4389.387¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46003 ¦14.02.03¦14.07.10¦ 2343¦ 2 ¦ ¦ ¦ 8000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46014 ¦05.03.03¦29.08.18¦ 5311¦ 4 ¦ 21 ¦ ¦ 23914.444¦15085.556¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦324066.326¦54738.009¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦09.02.04¦10.02.04¦11.02.04¦12.02.04¦13.02.04¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 3.24 ¦ 3.24 ¦ 3.24 ¦ 3.24 ¦ 3.24 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 8.08 ¦ 8.08 ¦ 8.08 ¦ 8.08 ¦ 8.08 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 7.55 ¦ 7.58 ¦ 7.61 ¦ 7.60 ¦ 7.55 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 5.06 ¦ 5.07 ¦ 5.11 ¦ 5.06 ¦ 5.10 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 3.82 ¦ 6.28 ¦ 8.01 ¦ 8.13 ¦ 8.04 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 7.57 ¦ 7.89 ¦ 7.10 ¦ 7.63 ¦ 6.68 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 4.08 ¦ 6.31 ¦ 5.01 ¦ 6.28 ¦ 3.57 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.01 ¦ 0.01 ¦ 0.24 ¦ 0.22 ¦ 0.41 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.23 ¦ 0.32 ¦ 0.82 ¦ 0.16 ¦ 0.13 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.03 ¦ 0.09 ¦ 0.01 ¦ 0.05 ¦ 0.12 ¦
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---------¬
¦ ¦ 09.02.04¦ 10.02.04¦ 11.02.04¦ 12.02.04¦ 13.02.04¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦318492.29¦318492.29¦324066.33¦324066.33¦324066.33¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 2689.01¦ 2689.01¦ 2689.01¦ 2689.01¦ 2689.01¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 22644.34¦ 22644.34¦ 22644.34¦ 22644.34¦ 22644.34¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦147551.39¦147551.39¦149643.51¦149643.51¦149643.51¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦145607.57¦145607.57¦149089.47¦149089.47¦149089.47¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦348189.77¦348070.47¦353356.61¦353603.11¦353878.77¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 2658.57¦ 2658.57¦ 2658.57¦ 2658.57¦ 2658.57¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 20423.20¦ 20429.53¦ 20431.43¦ 20434.31¦ 20438.07¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦166440.68¦166330.65¦168531.90¦168655.93¦168989.63¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦158667.31¦158651.71¦161734.71¦161854.29¦161792.50¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 1082.23¦ 1080.42¦ 1082.13¦ 1081.09¦ 1080.99¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 106.21¦ 105.21¦ 104.21¦ 103.21¦ 102.21¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2292.57¦ 2291.38¦ 2290.28¦ 2289.33¦ 2288.53¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 1431.09¦ 1428.68¦ 1425.44¦ 1424.21¦ 1423.88¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 576.85¦ 575.70¦ 587.86¦ 587.06¦ 586.39¦
L----------------------+---------+---------+---------+---------+----------
------------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по
объемам в обращении.
Департамент операций
на финансовых рынках
Банка России
|
