БЮЛЛЕТЕНЬ ЦБ РФ от 04.06.2004 n 21 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 4 июня 2004 г. N 21
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 2159.984 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)¦
+---------+--------+-------+-------+-------+------+-------+------+
¦18.08.04 ¦31.05.04¦ 98.890¦ 98.890¦ 98.890¦ 5.19 ¦ 43.11¦21172 ¦
¦ +--------+-------+-------+-------+------+-------+ ¦
¦ ¦01.06.04¦ 98.997¦ 98.997¦ 98.997¦ 4.74 ¦ 1.00¦ ¦
¦ +--------+-------+-------+-------+------+-------+ ¦
¦ ¦02.06.04¦ 99.000¦ 99.068¦ 99.050¦ 4.67 ¦ 997.79¦ ¦
¦ +--------+-------+-------+-------+------+-------+ ¦
¦ ¦03.06.04¦ 99.035¦ 99.050¦ 99.050¦ 4.63 ¦1112.69¦ ¦
¦ +--------+-------+-------+-------+------+-------+ ¦
¦ ¦04.06.04¦ 99.050¦ 99.050¦ 99.050¦ 4.67 ¦ 5.39¦ ¦
L---------+--------+-------+-------+-------+------+-------+-------
Торговля ОФЗ при суммарном объеме сделок за неделю 1370.706 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)¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.08.04 ¦31.05.04¦ 0.86 ¦101.400¦101.410¦101.400¦ 4.07 ¦ 14.000¦27017 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.06.04¦ 0.89 ¦101.300¦101.300¦101.300¦ 4.57 ¦ 0.199¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.06.04¦ 0.95 ¦101.300¦101.380¦101.380¦ 3.88 ¦ 10.000¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.12.04 ¦31.05.04¦ 2.47 ¦104.200¦104.200¦104.200¦ 4.19 ¦ 10.000¦27014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.06.04¦ 2.50 ¦104.000¦104.250¦104.250¦ 4.37 ¦ 50.276¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.06.04¦ 2.53 ¦104.050¦104.250¦104.050¦ 4.13 ¦139.100¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.06.04¦ 2.57 ¦104.200¦104.200¦104.200¦ 4.07 ¦ 4.000¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.06.04¦ 2.60 ¦104.150¦104.150¦104.150¦ 4.13 ¦ 5.000¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.05 ¦31.05.04¦ 2.11 ¦103.000¦103.100¦103.000¦ 5.93 ¦ 15.952¦26003 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.06.04¦ 2.14 ¦102.800¦103.480¦103.480¦ 5.70 ¦ 5.550¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.06.04¦ 2.19 ¦103.000¦103.050¦103.000¦ 5.89 ¦ 4.522¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.06.04¦ 2.22 ¦103.000¦103.200¦103.000¦ 5.84 ¦ 4.218¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.04.05 ¦31.05.04¦ 1.32 ¦107.000¦107.400¦107.400¦ 3.57 ¦ 0.350¦27021 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.06.04¦ 1.35 ¦106.100¦106.600¦106.100¦ 5.00 ¦ 9.000¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.06.04¦ 1.38 ¦106.000¦106.160¦106.100¦ 5.01 ¦ 17.033¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.06.04¦ 1.41 ¦106.000¦106.150¦106.100¦ 4.96 ¦ 5.001¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.06.04¦ 1.45 ¦106.000¦106.000¦106.000¦ 5.05 ¦ 5.000¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.09.05 ¦31.05.04¦ 2.47 ¦108.800¦108.800¦108.800¦ 5.01 ¦ 0.400¦27018 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.06.04¦ 2.50 ¦108.800¦109.000¦109.000¦ 4.98 ¦ 74.625¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.06.04¦ 2.53 ¦108.900¦108.900¦108.900¦ 4.90 ¦ 19.000¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.02.06 ¦03.06.04¦ 0.37 ¦104.500¦104.500¦104.500¦ 5.61 ¦ 0.692¦27022 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦19.04.06 ¦03.06.04¦ 0.94 ¦103.100¦103.100¦103.100¦ 5.85 ¦ 1.401¦27024 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.08.06 ¦31.05.04¦ 3.85 ¦107.000¦107.000¦107.000¦ 4.66 ¦ 0.002¦45002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.06.04¦ 3.95 ¦105.000¦105.500¦105.500¦ 5.81 ¦ 2.408¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.06.04¦ 3.98 ¦105.350¦105.500¦105.350¦ 5.86 ¦ 9.920¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.11.06 ¦31.05.04¦ 0.40 ¦108.301¦109.300¦108.301¦ 4.99 ¦ 47.745¦45001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.06.04¦ 0.43 ¦108.600¦108.600¦108.600¦ 5.35 ¦ 4.706¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.06.04¦ 0.49 ¦109.300¦109.450¦109.300¦ 4.88 ¦ 1.468¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.06.04¦ 0.53 ¦107.350¦108.000¦108.000¦ 5.89 ¦ 0.090¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦13.06.07 ¦31.05.04¦ 1.64 ¦102.250¦102.500¦102.500¦ 6.46 ¦ 95.770¦27025 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.06.04¦ 1.67 ¦102.650¦102.650¦102.650¦ 6.39 ¦ 10.000¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.06.04¦ 1.71 ¦102.550¦102.600¦102.550¦ 6.43 ¦ 7.282¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦10.09.08 ¦31.05.04¦ 2.47 ¦109.900¦111.000¦110.990¦ 7.00 ¦ 50.928¦46001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.06.04¦ 2.50 ¦110.950¦110.950¦110.950¦ 6.99 ¦ 48.810¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.06.04¦ 2.53 ¦110.500¦110.600¦110.505¦ 7.13 ¦ 43.650¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.06.04¦ 2.57 ¦109.860¦110.600¦110.570¦ 7.20 ¦ 78.534¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.06.04¦ 2.60 ¦110.220¦110.400¦110.400¦ 7.19 ¦ 69.532¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.07.10 ¦31.05.04¦ 4.31 ¦112.240¦112.800¦112.800¦ 7.42 ¦ 88.250¦46003 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.06.04¦ 4.41 ¦112.500¦112.600¦112.500¦ 7.43 ¦ 92.245¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.06.04¦ 4.44 ¦112.400¦112.600¦112.600¦ 7.42 ¦ 90.000¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.08.12 ¦31.05.04¦ 3.10 ¦108.050¦108.400¦108.050¦ 7.97 ¦ 16.298¦46002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.06.04¦ 3.13 ¦108.400¦108.500¦108.500¦ 7.94 ¦ 1.500¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.06.04¦ 3.16 ¦108.570¦108.800¦108.655¦ 7.92 ¦ 50.265¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.06.04¦ 3.23 ¦108.600¦110.200¦108.650¦ 7.91 ¦ 36.461¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.11.12 ¦31.05.04¦ 3.42 ¦ 85.100¦ 90.500¦ 90.500¦ 7.57 ¦ 0.103¦26198 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.06.04¦ 3.47 ¦ 85.600¦ 85.600¦ 85.600¦ 8.45 ¦ 0.010¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦29.08.18 ¦31.05.04¦ 2.16 ¦106.100¦106.210¦106.210¦ 7.93 ¦ 2.000¦46014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.06.04¦ 2.19 ¦106.200¦106.250¦106.210¦ 7.91 ¦ 70.000¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.06.04¦ 2.22 ¦106.100¦106.500¦106.260¦ 7.91 ¦ 12.929¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦03.06.04¦ 2.24 ¦106.000¦106.500¦106.100¦ 7.92 ¦ 10.680¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦04.06.04¦ 2.27 ¦106.000¦106.100¦106.100¦ 7.94 ¦ 33.801¦ ¦
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 ¦ 171 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2005 ¦ 284 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2004 ¦ 176 ¦ 5.00 ¦ 50.14 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 22.11.2004 ¦ 171 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 23.11.2004 ¦ 172 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 25.11.2004 ¦ 174 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 26.11.2004 ¦ 175 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26198 ¦ 04.11.2004 ¦ 153 ¦ 6.00 ¦ 60.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 16.06.2004 ¦ 12 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 04.08.2004 ¦ 61 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 16.06.2004 ¦ 12 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27019 ¦ 21.07.2004 ¦ 47 ¦ 13.00 ¦ 64.82 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27020 ¦ 11.08.2004 ¦ 68 ¦ 13.00 ¦ 64.82 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 21.07.2004 ¦ 47 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27022 ¦ 18.08.2004 ¦ 75 ¦ 9.00 ¦ 22.44 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27023 ¦ 21.07.2004 ¦ 47 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27024 ¦ 21.07.2004 ¦ 47 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27025 ¦ 16.06.2004 ¦ 12 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 18.08.2004 ¦ 75 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45002 ¦ 04.08.2004 ¦ 61 ¦ 12.00 ¦ 47.87 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 16.06.2004 ¦ 12 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46002 ¦ 18.08.2004 ¦ 75 ¦ 11.00 ¦ 54.85 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46003 ¦ 21.07.2004 ¦ 47 ¦ 12.00 ¦ 59.84 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46012 ¦ 06.10.2004 ¦ 124 ¦ 1.05 ¦ 10.42 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46014 ¦ 15.09.2004 ¦ 103 ¦ 10.50 ¦ 52.36 ¦
L--------+------------------------+-------+--------+--------------
Часть 3
ОСНОВНЫЕ ХАРАКТЕРИСТИКИ ОБРАЩАЮЩИХСЯ

ОФИЦИАЛЬНОЕ СООБЩЕНИЕ ЦБ РФ от 04.06.2004 <О ДОПОЛНЕНИИ К ОФИЦИАЛЬНОМУ СООБЩЕНИЮ ОТ 26 МАЯ 2004 ГОДА>  »
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