ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 23 января 2004 г. N 3
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ОФЗ при суммарном объеме сделок за неделю 16063.106
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)¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦21.01.04 ¦20.01.04¦ 2.50 ¦100.000¦100.000¦100.000¦ 0.00 ¦ 400.46¦28001 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.02.04 ¦20.01.04¦ 2.50 ¦100.426¦100.426¦100.426¦ 1.60 ¦ 3.11¦27015 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.01.04¦ 2.53 ¦100.399¦100.410¦100.410¦ 1.31 ¦ 5.75¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.01.04¦ 2.57 ¦100.367¦100.370¦100.370¦ 1.62 ¦ 129.65¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.01.04¦ 2.60 ¦100.345¦100.361¦100.361¦ 1.09 ¦ 39.50¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.04 ¦20.01.04¦ 8.52 ¦100.850¦100.850¦100.850¦ 4.05 ¦ 0.17¦26002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.01.04¦ 8.55 ¦100.879¦100.879¦100.879¦ 3.77 ¦ 0.25¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.06.04 ¦19.01.04¦ 1.55 ¦103.000¦103.000¦103.000¦ 3.84 ¦ 0.09¦27013 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.01.04¦ 1.61 ¦103.000¦103.000¦103.000¦ 3.72 ¦ 0.01¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.01.04¦ 1.64 ¦103.200¦103.250¦103.200¦ 3.06 ¦ 42.84¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.08.04 ¦19.01.04¦ 2.47 ¦104.250¦104.250¦104.250¦ 4.10 ¦ 10.08¦27017 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.01.04¦ 2.50 ¦104.200¦104.200¦104.200¦ 4.15 ¦ 10.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.01.04¦ 2.53 ¦104.100¦104.250¦104.250¦ 4.23 ¦1444.21¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.01.04¦ 2.57 ¦104.678¦104.678¦104.678¦ 3.17 ¦ 1.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.01.04¦ 2.60 ¦104.500¦104.800¦104.800¦ 2.94 ¦ 20.02¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.12.04 ¦19.01.04¦ 1.09 ¦106.400¦106.400¦106.400¦ 4.83 ¦ 0.70¦27014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.01.04¦ 1.12 ¦106.400¦106.500¦106.410¦ 4.70 ¦ 34.41¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.01.04¦ 1.18 ¦106.900¦106.900¦106.900¦ 4.20 ¦ 2.65¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.01.04¦ 1.22 ¦106.550¦106.550¦106.550¦ 4.57 ¦ 0.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.05 ¦20.01.04¦ 8.52 ¦105.150¦105.250¦105.250¦ 5.19 ¦ 10.00¦26003 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.01.04¦ 8.55 ¦105.397¦105.600¦105.600¦ 4.93 ¦ 6.25¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.01.04¦ 8.58 ¦105.750¦106.000¦106.000¦ 4.61 ¦ 5.03¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.01.04¦ 8.60 ¦106.000¦106.250¦106.250¦ 4.30 ¦ 51.60¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.07.05 ¦20.01.04¦ 1.97 ¦104.000¦104.100¦104.000¦ 5.05 ¦ 63.67¦27023 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.01.04¦ 0.00 ¦104.150¦104.150¦104.150¦ 4.95 ¦ 12.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.01.04¦ 0.02 ¦104.280¦104.300¦104.280¦ 4.85 ¦ 10.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.01.04¦ 0.04 ¦104.000¦104.000¦104.000¦ 5.05 ¦ 2.76¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.09.05 ¦21.01.04¦ 1.15 ¦111.100¦112.000¦112.000¦ 4.72 ¦ 3.30¦27018 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.01.04¦ 1.18 ¦112.300¦112.300¦112.300¦ 4.29 ¦ 0.51¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.02.06 ¦19.01.04¦ 1.59 ¦104.900¦104.900¦104.900¦ 6.04 ¦ 0.20¦27022 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.01.04¦ 1.61 ¦105.050¦105.050¦105.050¦ 5.96 ¦ 0.49¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.01.04¦ 1.64 ¦105.200¦105.200¦106.200¦ 5.76 ¦ 14.98¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.01.04¦ 1.67 ¦105.800¦106.600¦106.600¦ 5.34 ¦ 11.95¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦19.04.06 ¦21.01.04¦ 0.00 ¦103.700¦103.898¦103.898¦ 5.91 ¦ 6.00¦27024 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.01.04¦ 0.02 ¦105.000¦105.000¦105.000¦ 5.29 ¦ 5.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.08.06 ¦20.01.04¦ 5.49 ¦107.800¦107.850¦107.800¦ 5.70 ¦ 6.40¦45002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.01.04¦ 5.56 ¦107.850¦108.350¦108.350¦ 5.47 ¦ 55.27¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.01.04¦ 5.59 ¦108.655¦108.850¦108.755¦ 5.05 ¦ 45.60¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.11.06 ¦21.01.04¦ 2.07 ¦109.200¦109.576¦109.400¦ 6.01 ¦*******¦45001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.01.04¦ 2.10 ¦109.900¦110.730¦110.730¦ 5.63 ¦ 109.75¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.01.04¦ 2.14 ¦110.050¦110.700¦110.700¦ 5.51 ¦ 4.96¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦13.06.07 ¦19.01.04¦ 0.72 ¦101.601¦101.601¦101.601¦ 6.95 ¦ 6.83¦27025 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.01.04¦ 0.75 ¦101.601¦101.615¦101.610¦ 6.95 ¦ 92.13¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.01.04¦ 0.77 ¦101.570¦102.000¦102.000¦ 6.89 ¦ 7.90¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.01.04¦ 0.79 ¦102.001¦102.093¦102.093¦ 6.79 ¦ 127.11¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.01.04¦ 0.81 ¦102.059¦102.062¦102.062¦ 6.78 ¦ 20.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦18.07.07 ¦20.01.04¦ 6.45 ¦112.600¦112.600¦112.600¦ 7.07 ¦ 50.00¦27019 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.01.04¦ 0.04 ¦113.000¦113.000¦113.000¦ 6.94 ¦ 8.04¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.01.04¦ 0.07 ¦112.500¦112.500¦112.500¦ 7.09 ¦ 0.40¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.08.07 ¦19.01.04¦ 5.66 ¦112.750¦112.750¦112.750¦ 7.12 ¦ 9.00¦27020 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.01.04¦ 5.70 ¦112.750¦112.900¦112.750¦ 7.09 ¦ 103.20¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.01.04¦ 5.73 ¦112.940¦112.977¦112.977¦ 7.04 ¦ 64.14¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦10.09.08 ¦19.01.04¦ 1.09 ¦110.400¦110.800¦110.400¦ 7.55 ¦ 164.74¦46001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.01.04¦ 1.12 ¦110.000¦110.300¦110.000¦ 7.68 ¦ 39.33¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.01.04¦ 1.15 ¦109.750¦110.400¦109.990¦ 7.82 ¦ 38.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.01.04¦ 1.18 ¦110.009¦110.425¦110.425¦ 7.67 ¦ 142.89¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.01.04¦ 1.22 ¦110.450¦110.550¦110.550¦ 7.57 ¦ 285.74¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.07.10 ¦19.01.04¦ 5.92 ¦111.620¦111.715¦111.620¦ 7.88 ¦ 45.02¦46003 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.01.04¦ 5.95 ¦111.470¦111.640¦111.600¦ 7.90 ¦ 133.44¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.01.04¦ 0.03 ¦111.570¦111.674¦111.674¦ 7.88 ¦ 217.61¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.01.04¦ 0.07 ¦111.734¦111.973¦111.973¦ 7.83 ¦ 278.50¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.08.12 ¦19.01.04¦ 4.58 ¦110.150¦110.480¦110.150¦ 7.79 ¦ 188.91¦46002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.01.04¦ 4.61 ¦109.650¦110.000¦109.700¦ 7.87 ¦ 116.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.01.04¦ 4.64 ¦109.798¦109.860¦109.860¦ 7.97 ¦ 41.63¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.01.04¦ 4.67 ¦109.900¦110.184¦110.150¦ 7.82 ¦ 194.78¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.01.04¦ 4.70 ¦110.130¦110.205¦110.150¦ 7.80 ¦ 405.07¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.11.12 ¦20.01.04¦ 1.25 ¦ 86.550¦ 86.553¦ 86.553¦ 8.20 ¦ 33.00¦26198 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.01.04¦ 1.27 ¦ 86.500¦ 87.200¦ 87.200¦ 8.10 ¦ 59.31¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.01.04¦ 1.28 ¦ 87.165¦ 87.182¦ 87.182¦ 8.09 ¦ 50.68¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.01.04¦ 1.30 ¦ 87.190¦ 87.194¦ 87.194¦ 8.09 ¦ 29.52¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦29.08.18 ¦19.01.04¦ 3.57 ¦108.740¦108.741¦108.740¦ 7.66 ¦ 7.45¦46014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦20.01.04¦ 3.60 ¦107.000¦108.400¦108.400¦ 7.82 ¦ 27.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦21.01.04¦ 3.63 ¦107.600¦107.800¦107.800¦ 7.82 ¦ 25.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦22.01.04¦ 3.65 ¦107.700¦107.885¦107.880¦ 7.79 ¦ 226.87¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.01.04¦ 3.68 ¦107.700¦107.878¦107.878¦ 7.79 ¦ 153.63¦ ¦
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 ¦ 304 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2004 ¦ 52 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2004 ¦ 52 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2004 ¦ 309 ¦ 5.00 ¦ 50.14 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 22.11.2004 ¦ 304 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 23.11.2004 ¦ 305 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 25.11.2004 ¦ 307 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 26.11.2004 ¦ 308 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26198 ¦ 04.11.2004 ¦ 286 ¦ 6.00 ¦ 60.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 03.03.2004 ¦ 40 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 17.03.2004 ¦ 54 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 04.02.2004 ¦ 12 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 04.02.2004 ¦ 12 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 17.03.2004 ¦ 54 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27019 ¦ 21.07.2004 ¦ 180 ¦ 13.00 ¦ 64.82 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27020 ¦ 11.02.2004 ¦ 19 ¦ 13.00 ¦ 64.82 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 21.04.2004 ¦ 89 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27022 ¦ 18.02.2004 ¦ 26 ¦ 9.50 ¦ 23.68 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27023 ¦ 21.04.2004 ¦ 89 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27024 ¦ 21.04.2004 ¦ 89 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27025 ¦ 17.03.2004 ¦ 54 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 18.02.2004 ¦ 26 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45002 ¦ 04.02.2004 ¦ 12 ¦ 12.00 ¦ 47.87 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 17.03.2004 ¦ 54 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46002 ¦ 18.02.2004 ¦ 26 ¦ 11.00 ¦ 54.85 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46003 ¦ 21.07.2004 ¦ 180 ¦ 12.00 ¦ 59.84 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46014 ¦ 17.03.2004 ¦ 54 ¦ 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¦ 180¦ 1 ¦ ¦ ¦ 1015.609¦ 3984.391¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21171 ¦08.10.03¦21.04.04¦ 89¦ 1 ¦ 2 ¦ ¦ 1673.396¦ 3326.604¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 668¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 52¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 417¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 309¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1032¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1397¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 1763¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2128¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26198 ¦09.10.02¦02.11.12¦ 3206¦ 1 ¦ ¦ ¦ 21058.702¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 131¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 327¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 12¦ 3 ¦ 62 ¦ ¦ 16000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 194¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 600¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27019 ¦27.09.02¦18.07.07¦ 1272¦ ¦ ¦ ¦ 8800.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27020 ¦27.09.02¦08.08.07¦ 1293¦ ¦ ¦ ¦ 8800.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 453¦ 2 ¦ 2 ¦ ¦ 10941.601¦ 58.399¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27022 ¦19.02.03¦15.02.06¦ 754¦ 3 ¦ 10 ¦ ¦ 21295.514¦ 2704.486¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27023 ¦23.04.03¦20.07.05¦ 544¦ 3 ¦ 3 ¦ ¦ 20291.893¦ 2708.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27024 ¦09.07.03¦19.04.06¦ 817¦ 4 ¦ 1 ¦ ¦ 14217.676¦ 8782.324¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27025 ¦17.09.03¦13.06.07¦ 1237¦ 1 ¦ 19 ¦ ¦ 4217.105¦ 4782.895¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1027¦ 6 ¦ 82 ¦ ¦ 31740.000¦ 2760.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45002 ¦14.02.03¦02.08.06¦ 922¦ 1 ¦ ¦ ¦ 7360.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 1692¦ 9 ¦ 59 ¦ ¦ 37640.100¦ 8859.900¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46002 ¦05.02.03¦08.08.12¦ 3120¦ 5 ¦ 46 ¦ ¦ 33349.862¦ 6850.138¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46003 ¦14.02.03¦14.07.10¦ 2364¦ 2 ¦ ¦ ¦ 8000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46014 ¦05.03.03¦29.08.18¦ 5332¦ 3 ¦ 19 ¦ ¦ 21425.417¦ 5574.583¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦320412.508¦50391.827¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦19.01.04¦20.01.04¦21.01.04¦22.01.04¦23.01.04¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 3.49 ¦ 3.50 ¦ 3.50 ¦ 3.50 ¦ 3.50 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 8.17 ¦ 8.16 ¦ 8.07 ¦ 8.05 ¦ 8.04 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 7.47 ¦ 7.58 ¦ 7.65 ¦ 7.52 ¦ 7.48 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 5.96 ¦ 5.94 ¦ 5.82 ¦ 5.52 ¦ 5.57 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 8.05 ¦ 8.05 ¦ 8.03 ¦ 7.21 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 7.73 ¦ 7.85 ¦ 6.07 ¦ 7.67 ¦ 7.73 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 6.77 ¦ 6.76 ¦ 4.99 ¦ 6.46 ¦ 6.11 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 0.20 ¦ 0.29 ¦ 0.25 ¦ 0.42 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.33 ¦ 0.26 ¦ 7.32 ¦ 0.68 ¦ 0.84 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.02 ¦ 0.45 ¦ 1.00 ¦ 0.21 ¦ 0.05 ¦
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---------¬
¦ ¦ 19.01.04¦ 20.01.04¦ 21.01.04¦ 22.01.04¦ 23.01.04¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦316109.43¦316195.81¦319781.09¦320186.44¦320412.51¦
¦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 ¦125903.47¦125903.47¦139031.06¦139309.31¦139515.38¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦164872.62¦164959.00¦155416.68¦155543.79¦155563.79¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦342575.77¦342278.82¦345312.91¦347301.62¦347811.56¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 2654.14¦ 2654.14¦ 2654.14¦ 2654.14¦ 2654.14¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 20227.19¦ 20235.84¦ 20355.82¦ 20382.70¦ 20393.65¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦142159.20¦141700.17¦155703.55¦156834.77¦157394.96¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦177535.23¦177688.66¦166599.40¦167430.00¦167368.81¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 977.60¦ 974.31¦ 1032.96¦ 1033.82¦ 1033.74¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 127.11¦ 126.11¦ 125.11¦ 124.11¦ 123.11¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2312.36¦ 2311.33¦ 2313.36¦ 2312.52¦ 2311.23¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 1417.53¦ 1412.31¦ 1432.16¦ 1433.86¦ 1433.32¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 485.96¦ 485.44¦ 517.88¦ 517.85¦ 516.76¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по
объемам в обращении.
Департамент операций
на финансовых рынках
Банка России
|
