ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 6 февраля 2004 г. N 5
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ОФЗ при суммарном объеме сделок за неделю 6422.475
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)¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.02.04 ¦02.02.04¦ 2.93 ¦100.010¦100.032¦100.010¦ 6.59 ¦ 247.48¦27015 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.02.04¦ 2.96 ¦100.010¦100.010¦100.010¦ 8.49 ¦ 9.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.04 ¦04.02.04¦ 8.93 ¦100.560¦100.560¦100.560¦ 4.56 ¦ 0.89¦26002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.02.04¦ 8.99 ¦100.657¦100.657¦100.657¦ 3.42 ¦ 0.50¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.06.04 ¦03.02.04¦ 2.04 ¦103.350¦103.350¦103.350¦ 1.77 ¦ 1.00¦27013 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.02.04¦ 2.07 ¦103.440¦103.440¦103.440¦ 1.41 ¦ 0.85¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.08.04 ¦02.02.04¦ 2.93 ¦104.700¦104.950¦104.900¦ 2.49 ¦ 0.64¦27017 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.02.04¦ 2.96 ¦104.424¦104.450¦104.450¦ 3.08 ¦ 0.02¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.02.04¦ 0.00 ¦104.710¦104.710¦104.710¦ 2.49 ¦ 19.62¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.02.04¦ 0.03 ¦104.600¦104.700¦104.700¦ 2.59 ¦ 77.10¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.02.04¦ 0.07 ¦104.654¦104.700¦104.700¦ 2.41 ¦ 49.90¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.12.04 ¦03.02.04¦ 1.58 ¦106.900¦107.200¦107.200¦ 3.68 ¦ 2.91¦27014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.02.04¦ 1.64 ¦107.000¦107.250¦107.250¦ 3.57 ¦ 56.48¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.02.04¦ 1.68 ¦107.302¦107.465¦107.465¦ 3.36 ¦ 0.26¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.05 ¦02.02.04¦ 8.88 ¦106.490¦106.490¦106.490¦ 3.92 ¦ 0.04¦26003 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.02.04¦ 8.90 ¦106.500¦106.500¦106.500¦ 3.90 ¦ 2.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.02.04¦ 8.93 ¦106.200¦106.200¦106.200¦ 4.15 ¦ 1.44¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.02.04¦ 8.96 ¦105.500¦106.200¦105.500¦ 4.75 ¦ 0.48¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.02.04¦ 8.99 ¦106.349¦106.400¦106.400¦ 3.95 ¦ 3.07¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.04.05 ¦02.02.04¦ 0.40 ¦109.800¦109.800¦109.800¦ 3.76 ¦ 0.91¦27021 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.02.04¦ 0.46 ¦109.500¦109.900¦109.800¦ 3.67 ¦ 1.16¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.02.04¦ 0.49 ¦109.800¦109.800¦109.800¦ 3.70 ¦ 29.44¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.02.04¦ 0.53 ¦109.800¦109.800¦109.800¦ 3.68 ¦ 26.48¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.07.05 ¦03.02.04¦ 0.29 ¦105.650¦105.800¦105.800¦ 3.72 ¦ 47.87¦27023 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.02.04¦ 0.33 ¦105.500¦105.500¦105.500¦ 3.90 ¦ 2.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.09.05 ¦02.02.04¦ 1.55 ¦112.000¦112.800¦112.800¦ 4.23 ¦ 0.04¦27018 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.02.04¦ 1.58 ¦111.000¦112.000¦111.000¦ 4.95 ¦ 0.18¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.02.04¦ 1.64 ¦112.400¦112.700¦112.560¦ 3.96 ¦ 43.91¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.02.04¦ 1.68 ¦112.355¦112.400¦112.400¦ 4.05 ¦ 5.31¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.02.06 ¦03.02.04¦ 1.98 ¦107.400¦107.640¦107.640¦ 4.63 ¦ 7.00¦27022 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.02.04¦ 2.00 ¦107.800¦107.800¦107.800¦ 4.45 ¦ 6.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.02.04¦ 2.06 ¦107.950¦108.000¦108.000¦ 4.34 ¦ 16.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦19.04.06 ¦06.02.04¦ 0.35 ¦106.498¦106.500¦106.500¦ 4.51 ¦ 3.00¦27024 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.08.06 ¦03.02.04¦ 5.95 ¦109.250¦109.490¦109.250¦ 4.66 ¦ 68.96¦45002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.02.04¦ 0.03 ¦109.150¦109.250¦109.150¦ 4.70 ¦ 18.59¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.02.04¦ 0.07 ¦109.100¦109.150¦109.100¦ 4.72 ¦ 120.01¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.11.06 ¦03.02.04¦ 2.50 ¦111.300¦111.380¦111.380¦ 5.00 ¦ 352.20¦45001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.02.04¦ 2.53 ¦111.000¦111.410¦111.400¦ 4.96 ¦ 48.02¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.02.04¦ 2.57 ¦111.450¦111.500¦111.500¦ 4.89 ¦ 331.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.02.04¦ 2.60 ¦111.450¦111.680¦111.680¦ 4.82 ¦ 452.92¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦13.06.07 ¦04.02.04¦ 1.07 ¦101.510¦102.000¦101.550¦ 6.96 ¦ 40.66¦27025 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.02.04¦ 1.10 ¦101.500¦101.700¦101.600¦ 6.93 ¦ 87.19¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.02.04¦ 1.12 ¦101.425¦101.700¦101.425¦ 6.96 ¦ 39.10¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.08.07 ¦04.02.04¦ 6.23 ¦113.010¦113.110¦113.060¦ 6.96 ¦ 32.00¦27020 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.02.04¦ 6.27 ¦113.000¦113.020¦113.000¦ 6.97 ¦ 11.01¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.02.04¦ 6.30 ¦113.200¦113.200¦113.200¦ 6.90 ¦ 102.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦10.09.08 ¦02.02.04¦ 1.55 ¦110.800¦111.000¦111.000¦ 7.43 ¦ 88.95¦46001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.02.04¦ 1.58 ¦111.000¦111.150¦111.118¦ 7.37 ¦ 362.81¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.02.04¦ 1.61 ¦111.080¦111.300¦111.300¦ 7.35 ¦ 132.22¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.02.04¦ 1.64 ¦110.700¦111.100¦110.800¦ 7.43 ¦ 434.24¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.02.04¦ 1.68 ¦110.700¦110.900¦110.900¦ 7.44 ¦1755.47¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.07.10 ¦03.02.04¦ 0.43 ¦112.200¦112.200¦112.200¦ 7.74 ¦ 25.00¦46003 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.02.04¦ 0.53 ¦112.250¦112.250¦112.250¦ 7.73 ¦ 15.10¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.08.12 ¦02.02.04¦ 5.00 ¦109.450¦109.551¦109.450¦ 7.91 ¦ 40.00¦46002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.02.04¦ 5.03 ¦109.600¦109.790¦109.600¦ 7.88 ¦ 174.31¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.02.04¦ 5.06 ¦109.600¦109.850¦109.850¦ 7.87 ¦ 159.59¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.02.04¦ 5.09 ¦109.400¦109.660¦109.400¦ 7.90 ¦ 277.43¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.02.04¦ 5.12 ¦109.231¦109.375¦109.259¦ 7.98 ¦ 34.34¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.11.12 ¦02.02.04¦ 1.46 ¦ 86.500¦ 86.650¦ 86.650¦ 8.20 ¦ 17.50¦26198 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.02.04¦ 1.48 ¦ 86.280¦ 86.650¦ 86.280¦ 8.19 ¦ 25.70¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.02.04¦ 1.50 ¦ 87.000¦ 87.011¦ 87.010¦ 8.12 ¦ 152.23¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦29.08.18 ¦02.02.04¦ 3.97 ¦105.500¦106.111¦105.750¦ 8.07 ¦ 55.00¦46014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.02.04¦ 4.00 ¦105.500¦106.280¦106.280¦ 8.03 ¦ 34.13¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.02.04¦ 4.03 ¦105.350¦106.080¦105.800¦ 8.15 ¦ 141.81¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.02.04¦ 4.06 ¦105.520¦105.800¦105.580¦ 8.11 ¦ 99.84¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.02.04¦ 4.09 ¦105.500¦105.570¦105.500¦ 8.13 ¦ 30.20¦ ¦
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 ¦ 290 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2004 ¦ 38 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2004 ¦ 38 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2004 ¦ 295 ¦ 5.00 ¦ 50.14 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 22.11.2004 ¦ 290 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 23.11.2004 ¦ 291 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 25.11.2004 ¦ 293 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 26.11.2004 ¦ 294 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26198 ¦ 04.11.2004 ¦ 272 ¦ 6.00 ¦ 60.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 03.03.2004 ¦ 26 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 17.03.2004 ¦ 40 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 05.05.2004 ¦ 89 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 17.03.2004 ¦ 40 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27019 ¦ 21.07.2004 ¦ 166 ¦ 13.00 ¦ 64.82 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27020 ¦ 11.02.2004 ¦ 5 ¦ 13.00 ¦ 64.82 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 21.04.2004 ¦ 75 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27022 ¦ 18.02.2004 ¦ 12 ¦ 9.50 ¦ 23.68 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27023 ¦ 21.04.2004 ¦ 75 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27024 ¦ 21.04.2004 ¦ 75 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27025 ¦ 17.03.2004 ¦ 40 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 18.02.2004 ¦ 12 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45002 ¦ 04.08.2004 ¦ 180 ¦ 12.00 ¦ 47.87 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 17.03.2004 ¦ 40 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46002 ¦ 18.02.2004 ¦ 12 ¦ 11.00 ¦ 54.85 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46003 ¦ 21.07.2004 ¦ 166 ¦ 12.00 ¦ 59.84 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46014 ¦ 17.03.2004 ¦ 40 ¦ 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¦ 166¦ 1 ¦ ¦ ¦ 1015.609¦ 3984.391¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21171 ¦08.10.03¦21.04.04¦ 75¦ 1 ¦ 2 ¦ ¦ 1673.396¦ 3326.604¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 654¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 38¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 403¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 295¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1018¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1383¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 1749¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2114¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26198 ¦09.10.02¦02.11.12¦ 3192¦ 1 ¦ ¦ ¦ 21058.702¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 117¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 313¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 180¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 586¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27019 ¦27.09.02¦18.07.07¦ 1258¦ ¦ ¦ ¦ 8800.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27020 ¦27.09.02¦08.08.07¦ 1279¦ ¦ ¦ ¦ 8800.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 439¦ 2 ¦ 2 ¦ ¦ 10941.601¦ 58.399¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27022 ¦19.02.03¦15.02.06¦ 740¦ 3 ¦ 10 ¦ ¦ 21295.514¦ 2704.486¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27023 ¦23.04.03¦20.07.05¦ 530¦ 3 ¦ 3 ¦ ¦ 20291.893¦ 2708.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27024 ¦09.07.03¦19.04.06¦ 803¦ 4 ¦ 1 ¦ ¦ 14217.676¦ 8782.324¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27025 ¦17.09.03¦13.06.07¦ 1223¦ 2 ¦ 23 ¦ ¦ 10260.882¦10739.118¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1013¦ 6 ¦ 82 ¦ ¦ 31740.000¦ 2760.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45002 ¦14.02.03¦02.08.06¦ 908¦ 1 ¦ ¦ ¦ 7360.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 1678¦ 10 ¦ 64 ¦ ¦ 41050.000¦ 5450.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46002 ¦05.02.03¦08.08.12¦ 3106¦ 6 ¦ 49 ¦ ¦ 35214.944¦ 4985.056¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46003 ¦14.02.03¦14.07.10¦ 2350¦ 2 ¦ ¦ ¦ 8000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46014 ¦05.03.03¦29.08.18¦ 5318¦ 4 ¦ 21 ¦ ¦ 23914.444¦15085.556¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦318220.294¦60584.041¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦02.02.04¦03.02.04¦04.02.04¦05.02.04¦06.02.04¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 3.23 ¦ 3.23 ¦ 3.23 ¦ 3.23 ¦ 3.23 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 8.16 ¦ 8.14 ¦ 8.08 ¦ 8.09 ¦ 8.08 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 7.51 ¦ 7.48 ¦ 7.53 ¦ 7.54 ¦ 7.57 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 5.15 ¦ 5.17 ¦ 5.24 ¦ 5.16 ¦ 5.11 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 8.20 ¦ 8.13 ¦ 8.12 ¦ 4.75 ¦ 3.94 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 7.86 ¦ 7.03 ¦ 7.83 ¦ 7.37 ¦ 7.09 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 4.91 ¦ 3.87 ¦ 6.67 ¦ 5.63 ¦ 6.36 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.08 ¦ 0.12 ¦ 0.67 ¦ 0.00 ¦ 0.02 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.13 ¦ 0.72 ¦ 0.33 ¦ 0.81 ¦ 1.64 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.15 ¦ 0.04 ¦ 0.07 ¦ 0.21 ¦ 0.17 ¦
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---------¬
¦ ¦ 02.02.04¦ 03.02.04¦ 04.02.04 ¦ 05.02.04 ¦ 06.02.04¦
+----------------------+---------+---------+----------+----------+---------+
¦Номинальная стоимость,¦322704.84¦322704.84¦ 314824.81¦ 314824.81¦318220.29¦
¦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 ¦141483.26¦141483.26¦ 143883.91¦ 143883.91¦147279.39¦
+----------------------+---------+---------+----------+----------+---------+
¦ ОФЗ-ФД ¦155888.23¦155888.23¦ 145607.57¦ 145607.57¦145607.57¦
+----------------------+---------+---------+----------+----------+---------+
¦Рыночная стоимость, ¦351870.46¦352000.49¦ 343385.58¦ 343551.03¦347436.81¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+----------+----------+---------+
¦ ГКО ¦ 2658.57¦ 2658.57¦ 2658.57¦ 2658.57¦ 2658.57¦
+----------------------+---------+---------+----------+----------+---------+
¦ ОФЗ-ПД ¦ 20303.24¦ 20325.48¦ 20400.25¦ 20396.26¦ 20410.49¦
+----------------------+---------+---------+----------+----------+---------+
¦ ОФЗ-АД ¦159936.72¦160088.27¦ 162216.83¦ 162188.71¦165898.96¦
+----------------------+---------+---------+----------+----------+---------+
¦ ОФЗ-ФД ¦168971.93¦168928.17¦ 158109.93¦ 158307.48¦158468.79¦
+----------------------+---------+---------+----------+----------+---------+
¦Дюрация <*>, дней ¦ 1020.90¦ 1020.88¦ 1083.87¦ 1082.71¦ 1085.10¦
+----------------------+---------+---------+----------+----------+---------+
¦ ГКО ¦ 113.21¦ 112.21¦ 111.21¦ 110.21¦ 109.21¦
+----------------------+---------+---------+----------+----------+---------+
¦ ОФЗ-ПД ¦ 2296.80¦ 2296.32¦ 2297.95¦ 2297.67¦ 2295.70¦
+----------------------+---------+---------+----------+----------+---------+
¦ ОФЗ-АД ¦ 1415.39¦ 1415.70¦ 1436.52¦ 1435.74¦ 1434.34¦
+----------------------+---------+---------+----------+----------+---------+
¦ ОФЗ-ФД ¦ 508.47¦ 507.56¦ 581.77¦ 580.82¦ 579.94¦
L----------------------+---------+---------+----------+----------+----------
------------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по
объемам в обращении.
Департамент операций
на финансовых рынках
Банка России
|
