БЮЛЛЕТЕНЬ ЦБ РФ от 17.09.2004 n 36 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 17 сентября 2004 г. N 36
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ОФЗ при суммарном объеме сделок за неделю 2221.162 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)¦
+------------+--------+-------+-------+-------+-------+------+-------+------+
¦18.11.04 <*>¦13.09.04¦ 0.00 ¦ 99.450¦ 99.450¦ 99.450¦ 3.06 ¦ 1.400¦46009 ¦
+------------+--------+-------+-------+-------+-------+------+-------+------+
¦15.12.04 ¦13.09.04¦ 2.93 ¦102.100¦102.100¦102.100¦ 3.73 ¦ 1.131¦27014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.09.04¦ 0.00 ¦101.950¦101.970¦101.970¦ 4.08 ¦ 0.693¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.09.04¦ 0.03 ¦101.850¦101.950¦101.880¦ 4.39 ¦ 48.491¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.09.04¦ 0.07 ¦101.990¦102.070¦102.000¦ 3.79 ¦ 0.710¦ ¦
+------------+--------+-------+-------+-------+-------+------+-------+------+
¦20.04.05 ¦17.09.04¦ 1.91 ¦105.000¦105.000¦105.000¦ 3.43 ¦ 0.350¦27021 ¦
+------------+--------+-------+-------+-------+-------+------+-------+------+
¦14.09.05 ¦13.09.04¦ 2.93 ¦106.500¦106.700¦106.500¦ 5.31 ¦ 9.000¦27018 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.09.04¦ 2.96 ¦106.500¦106.500¦106.500¦ 5.39 ¦ 5.000¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.09.04¦ 0.00 ¦106.620¦106.620¦106.620¦ 5.25 ¦ 0.070¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.09.04¦ 0.03 ¦106.500¦107.500¦106.500¦ 5.35 ¦ 4.688¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.09.04¦ 0.07 ¦106.500¦106.550¦106.500¦ 5.33 ¦ 9.464¦ ¦
+------------+--------+-------+-------+-------+-------+------+-------+------+
¦15.02.06 ¦15.09.04¦ 0.69 ¦104.450¦104.450¦104.450¦ 4.95 ¦ 0.001¦27022 ¦
+------------+--------+-------+-------+-------+-------+------+-------+------+
¦19.04.06 ¦13.09.04¦ 1.18 ¦102.500¦102.500¦102.500¦ 5.86 ¦ 1.860¦27024 ¦
+------------+--------+-------+-------+-------+-------+------+-------+------+
¦02.08.06 ¦13.09.04¦ 1.10 ¦105.300¦105.300¦105.300¦ 6.02 ¦ 1.920¦45002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.09.04¦ 1.15 ¦105.350¦105.350¦105.350¦ 5.97 ¦ 0.660¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.09.04¦ 1.18 ¦105.260¦105.350¦105.300¦ 5.98 ¦ 12.647¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.09.04¦ 1.21 ¦105.320¦105.320¦105.320¦ 5.97 ¦ 4.800¦ ¦
+------------+--------+-------+-------+-------+-------+------+-------+------+
¦15.11.06 ¦13.09.04¦ 0.86 ¦106.350¦106.350¦106.350¦ 5.68 ¦ 0.004¦45001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.09.04¦ 0.89 ¦106.600¦106.600¦106.600¦ 5.48 ¦ 2.000¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.09.04¦ 0.92 ¦106.400¦106.410¦106.400¦ 5.62 ¦ 5.000¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.09.04¦ 0.95 ¦106.200¦106.250¦106.250¦ 5.72 ¦ 10.000¦ ¦
+------------+--------+-------+-------+-------+-------+------+-------+------+
¦13.06.07 ¦13.09.04¦ 1.95 ¦101.780¦101.780¦101.780¦ 6.56 ¦ 4.167¦27025 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.09.04¦ 1.97 ¦101.800¦101.880¦101.850¦ 6.55 ¦ 2.116¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.09.04¦ 0.00 ¦101.780¦101.800¦101.780¦ 6.56 ¦ 1.009¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.09.04¦ 0.02 ¦101.400¦101.700¦101.400¦ 6.66 ¦ 6.718¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.09.04¦ 0.04 ¦101.700¦101.850¦101.850¦ 6.53 ¦ 43.901¦ ¦
+------------+--------+-------+-------+-------+-------+------+-------+------+
¦10.09.08 ¦13.09.04¦ 2.93 ¦109.650¦109.651¦109.650¦ 7.00 ¦ 68.000¦46001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.09.04¦ 2.96 ¦109.650¦109.700¦109.650¦ 6.99 ¦110.000¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.09.04¦ 0.00 ¦109.800¦109.900¦109.900¦ 6.93 ¦103.202¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.09.04¦ 0.03 ¦109.850¦109.920¦109.910¦ 6.90 ¦ 82.022¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.09.04¦ 0.07 ¦109.890¦109.950¦109.950¦ 6.90 ¦327.849¦ ¦
+------------+--------+-------+-------+-------+-------+------+-------+------+
¦11.03.09 ¦16.09.04¦ 0.02 ¦ 99.770¦ 99.775¦ 99.775¦ 7.49 ¦ 23.175¦27026 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.09.04¦ 0.04 ¦ 99.777¦ 99.777¦ 99.777¦ 7.49 ¦ 21.000¦ ¦
+------------+--------+-------+-------+-------+-------+------+-------+------+
¦14.07.10 ¦15.09.04¦ 1.53 ¦110.500¦110.700¦110.700¦ 7.68 ¦ 10.080¦46003 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.09.04¦ 1.56 ¦110.600¦110.700¦110.700¦ 7.68 ¦ 10.307¦ ¦
+------------+--------+-------+-------+-------+-------+------+-------+------+
¦08.08.12 ¦14.09.04¦ 0.81 ¦107.030¦107.800¦107.800¦ 7.95 ¦ 2.150¦46002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.09.04¦ 0.84 ¦107.400¦107.610¦107.500¦ 8.05 ¦194.485¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.09.04¦ 0.87 ¦107.510¦107.600¦107.550¦ 7.98 ¦164.355¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.09.04¦ 0.90 ¦107.520¦107.550¦107.550¦ 7.98 ¦133.545¦ ¦
+------------+--------+-------+-------+-------+-------+------+-------+------+
¦02.11.12 ¦16.09.04¦ 5.20 ¦ 88.400¦ 88.400¦ 88.400¦ 7.99 ¦ 0.029¦26198 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.09.04¦ 5.21 ¦ 88.000¦ 88.000¦ 88.000¦ 8.06 ¦ 2.200¦ ¦
+------------+--------+-------+-------+-------+-------+------+-------+------+
¦29.08.18 ¦14.09.04¦ 5.21 ¦104.600¦104.899¦104.899¦ 8.03 ¦ 22.150¦46014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.09.04¦ 0.00 ¦104.900¦105.000¦105.000¦ 8.01 ¦ 19.635¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.09.04¦ 0.03 ¦105.105¦105.110¦105.110¦ 7.99 ¦ 75.040¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.09.04¦ 0.06 ¦104.600¦104.600¦104.600¦ 8.07 ¦ 1.350¦ ¦
+------------+--------+-------+-------+-------+-------+------+-------+------+
¦20.08.25 ¦17.09.04¦ 0.00 ¦ 59.450¦ 59.450¦ 59.450¦ 8.28 ¦300.851¦46011 ¦
+------------+--------+-------+-------+-------+-------+------+-------+------+
¦17.05.28 ¦17.09.04¦ 0.00 ¦ 61.900¦ 61.900¦ 61.900¦ 8.29 ¦260.194¦46010 ¦
+------------+--------+-------+-------+-------+-------+------+-------+------+
¦05.09.29 ¦17.09.04¦ 0.99 ¦ 47.700¦ 47.700¦ 47.700¦ 8.30 ¦111.743¦46012 ¦
L------------+--------+-------+-------+-------+-------+------+-------+-------
------------------------------------
<*> Дата обратного выкупа Банком России.
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 ¦ 66 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2005 ¦ 179 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2004 ¦ 71 ¦ 5.00 ¦ 50.14 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 22.11.2004 ¦ 66 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 23.11.2004 ¦ 67 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 25.11.2004 ¦ 69 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 26.11.2004 ¦ 70 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26198 ¦ 04.11.2004 ¦ 48 ¦ 6.00 ¦ 60.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 15.12.2004 ¦ 89 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 15.12.2004 ¦ 89 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27019 ¦ 19.01.2005 ¦ 124 ¦ 12.00 ¦ 59.84 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27020 ¦ 09.02.2005 ¦ 145 ¦ 12.00 ¦ 59.84 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 20.10.2004 ¦ 33 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27022 ¦ 17.11.2004 ¦ 61 ¦ 9.00 ¦ 22.44 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27023 ¦ 20.10.2004 ¦ 33 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27024 ¦ 20.10.2004 ¦ 33 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27025 ¦ 15.12.2004 ¦ 89 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27026 ¦ 15.12.2004 ¦ 89 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 17.11.2004 ¦ 61 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45002 ¦ 02.02.2005 ¦ 138 ¦ 10.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 15.12.2004 ¦ 89 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46002 ¦ 16.02.2005 ¦ 152 ¦ 11.00 ¦ 54.85 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46003 ¦ 19.01.2005 ¦ 124 ¦ 10.00 ¦ 49.86 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46012 ¦ 06.10.2004 ¦ 19 ¦ 1.05 ¦ 10.42 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46014 ¦ 16.03.2005 ¦ 180 ¦ 10.00 ¦ 49.86 ¦
L--------+------------------------+-------+--------+--------------
Часть 3
ОСНОВНЫЕ ХАРАКТЕРИСТИКИ ОБРАЩАЮЩИХСЯ ВЫПУСКОВ
ГКО - ОФЗ
---------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 ¦ ¦ ¦ ¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 430¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 179¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 71¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 794¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1159¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 1525¦

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