БЮЛЛЕТЕНЬ ЦБ РФ от 30.04.2004 n 17 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 30 апреля 2004 г. N 17
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ОФЗ при суммарном объеме сделок за неделю 3230.103 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)¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.06.04 ¦26.04.04¦ 1.78 ¦100.780¦100.800¦100.780¦ 4.19 ¦ 340.93¦27013 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.04.04¦ 1.81 ¦100.760¦100.800¦100.780¦ 4.12 ¦ 289.53¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.04.04¦ 1.84 ¦100.657¦100.750¦100.730¦ 4.23 ¦ 193.59¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.04.04¦ 1.87 ¦100.720¦100.720¦100.720¦ 4.24 ¦ 199.03¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.04.04¦ 1.91 ¦100.680¦100.770¦100.750¦ 3.63 ¦ 4.60¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦24.06.04 ¦27.04.04¦ 0.00 ¦ 99.447¦ 99.447¦ 99.447¦ 3.50 ¦ 100.00¦46008 ¦
¦<*> ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.08.04 ¦26.04.04¦ 2.70 ¦102.100¦102.100¦102.100¦ 4.31 ¦ 24.17¦27017 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.04.04¦ 2.73 ¦101.900¦101.900¦101.900¦ 4.99 ¦ 14.72¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.04.04¦ 2.76 ¦101.870¦101.900¦101.900¦ 4.99 ¦ 14.15¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.04.04¦ 2.80 ¦101.810¦101.820¦101.810¦ 5.18 ¦ 19.17¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.04.04¦ 2.83 ¦101.900¦102.000¦101.950¦ 4.50 ¦ 7.98¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.12.04 ¦26.04.04¦ 1.32 ¦104.738¦104.840¦104.738¦ 4.42 ¦ 8.50¦27014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.04.04¦ 1.35 ¦104.400¦104.600¦104.530¦ 4.78 ¦ 66.37¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.04.04¦ 1.38 ¦104.450¦104.500¦104.450¦ 4.88 ¦ 244.43¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.04.04¦ 1.41 ¦104.798¦104.800¦104.798¦ 4.31 ¦ 0.01¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.04.04¦ 1.45 ¦104.800¦104.800¦104.800¦ 4.27 ¦ 3.01¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.05 ¦29.04.04¦ 1.23 ¦103.500¦103.500¦103.500¦ 5.76 ¦ 0.50¦26003 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.04.05 ¦29.04.04¦ 0.26 ¦108.350¦108.350¦108.350¦ 3.31 ¦ 0.01¦27021 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.04.04¦ 0.30 ¦108.300¦108.300¦108.300¦ 3.33 ¦ 3.10¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.07.05 ¦29.04.04¦ 0.18 ¦104.000¦104.000¦104.000¦ 4.40 ¦ 0.50¦27023 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.09.05 ¦26.04.04¦ 1.32 ¦110.200¦110.500¦110.200¦ 4.38 ¦ 2.89¦27018 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.04.04¦ 1.35 ¦110.000¦110.100¦110.000¦ 4.54 ¦ 5.79¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.04.04¦ 1.38 ¦110.000¦110.000¦110.000¦ 4.56 ¦ 8.98¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.04.04¦ 1.41 ¦109.000¦110.450¦109.000¦ 5.29 ¦ 2.55¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.04.04¦ 1.45 ¦109.030¦110.770¦109.030¦ 4.79 ¦ 9.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.02.06 ¦27.04.04¦ 1.70 ¦107.150¦107.150¦107.150¦ 4.25 ¦ 1.84¦27022 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.04.04¦ 1.73 ¦107.050¦107.050¦107.050¦ 4.30 ¦ 1.84¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.08.06 ¦29.04.04¦ 2.80 ¦106.500¦106.500¦106.500¦ 5.48 ¦ 0.02¦45002 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.11.06 ¦26.04.04¦ 2.24 ¦111.000¦111.000¦111.000¦ 4.33 ¦ 0.30¦45001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.04.04¦ 2.33 ¦110.000¦110.000¦110.000¦ 4.87 ¦ 0.30¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦13.06.07 ¦27.04.04¦ 0.90 ¦102.480¦102.778¦102.698¦ 6.47 ¦ 74.00¦27025 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.04.04¦ 0.92 ¦102.560¦102.605¦102.560¦ 6.47 ¦ 158.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.04.04¦ 0.94 ¦102.010¦102.560¦102.010¦ 6.53 ¦ 141.06¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.04.04¦ 0.97 ¦102.480¦102.480¦102.480¦ 6.50 ¦ 1.50¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦10.09.08 ¦26.04.04¦ 1.32 ¦113.150¦113.300¦113.300¦ 6.41 ¦ 58.55¦46001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.04.04¦ 1.35 ¦113.200¦113.520¦113.200¦ 6.34 ¦ 43.70¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.04.04¦ 1.38 ¦112.950¦114.748¦113.000¦ 6.15 ¦ 113.26¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.04.04¦ 1.41 ¦112.500¦113.000¦112.800¦ 6.53 ¦ 8.12¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.04.04¦ 1.45 ¦112.500¦113.290¦112.500¦ 6.55 ¦ 21.31¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.07.10 ¦26.04.04¦ 3.16 ¦113.700¦113.800¦113.800¦ 7.24 ¦ 76.65¦46003 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.04.04¦ 3.19 ¦113.800¦113.820¦113.800¦ 7.24 ¦ 274.07¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.04.04¦ 3.22 ¦114.438¦114.438¦114.438¦ 7.10 ¦ 80.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.04.04¦ 3.26 ¦113.870¦114.400¦114.400¦ 7.22 ¦ 0.36¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.04.04¦ 3.29 ¦114.600¦114.750¦114.600¦ 7.03 ¦ 0.26¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.08.12 ¦26.04.04¦ 2.05 ¦109.100¦109.250¦109.100¦ 7.87 ¦ 78.01¦46002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.04.04¦ 2.08 ¦108.950¦109.160¦108.950¦ 7.89 ¦ 196.01¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.04.04¦ 2.11 ¦108.900¦109.100¦109.020¦ 7.89 ¦ 57.63¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.04.04¦ 2.14 ¦108.900¦109.000¦108.900¦ 7.89 ¦ 90.36¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.04.04¦ 2.17 ¦108.950¦112.478¦108.950¦ 7.64 ¦ 173.60¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.11.12 ¦30.04.04¦ 2.91 ¦ 89.000¦ 89.000¦ 89.000¦ 7.81 ¦ 0.01¦26198 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦29.08.18 ¦26.04.04¦ 1.15 ¦106.900¦106.900¦106.900¦ 7.84 ¦ 9.53¦46014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.04.04¦ 1.18 ¦106.800¦107.000¦106.860¦ 7.85 ¦ 6.31¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.04.04¦ 1.27 ¦106.940¦106.940¦106.940¦ 7.83 ¦ 0.00¦ ¦
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 ¦ 206 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2005 ¦ 319 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2004 ¦ 211 ¦ 5.00 ¦ 50.14 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 22.11.2004 ¦ 206 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 23.11.2004 ¦ 207 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 25.11.2004 ¦ 209 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 26.11.2004 ¦ 210 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26198 ¦ 04.11.2004 ¦ 188 ¦ 6.00 ¦ 60.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 02.06.2004 ¦ 33 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 16.06.2004 ¦ 47 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 05.05.2004 ¦ 5 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 16.06.2004 ¦ 47 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27019 ¦ 21.07.2004 ¦ 82 ¦ 13.00 ¦ 64.82 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27020 ¦ 11.08.2004 ¦ 103 ¦ 13.00 ¦ 64.82 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 21.07.2004 ¦ 82 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27022 ¦ 19.05.2004 ¦ 19 ¦ 9.00 ¦ 22.44 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27023 ¦ 21.07.2004 ¦ 82 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27024 ¦ 21.07.2004 ¦ 82 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27025 ¦ 16.06.2004 ¦ 47 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 19.05.2004 ¦ 19 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45002 ¦ 04.08.2004 ¦ 96 ¦ 12.00 ¦ 47.87 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 16.06.2004 ¦ 47 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46002 ¦ 18.08.2004 ¦ 110 ¦ 11.00 ¦ 54.85 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46003 ¦ 21.07.2004 ¦ 82 ¦ 12.00 ¦ 59.84 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46012 ¦ 06.10.2004 ¦ 159 ¦ 1.05 ¦ 10.42 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46014 ¦ 15.09.2004 ¦ 138 ¦ 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¦ 82¦ 1 ¦ ¦ ¦ 1015.609¦ 3984.391¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21172 ¦18.02.04¦18.08.04¦ 110¦ 1 ¦ ¦ ¦ 3960.045¦ 39.955¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 570¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 319¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 211¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 934¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1299¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 1665¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2030¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26198 ¦09.10.02¦02.11.12¦ 3108¦ 4 ¦ ¦ ¦ 21058.702¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 33¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 229¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 96¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 502¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27019 ¦27.09.02¦18.07.07¦ 1174¦ ¦ ¦ ¦ 8800.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27020 ¦27.09.02¦08.08.07¦ 1195¦ ¦ ¦ ¦ 8800.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 355¦ 2 ¦ 2 ¦ ¦ 10941.601¦ 58.399¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27022 ¦19.02.03¦15.02.06¦ 656¦ 3 ¦ 10 ¦ ¦ 21295.514¦ 2704.486¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27023 ¦23.04.03¦20.07.05¦ 446¦ 3 ¦ 3 ¦ ¦ 20291.893¦ 2708.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27024 ¦09.07.03¦19.04.06¦ 719¦ 4 ¦ 5 ¦ ¦ 15000.662¦ 7999.338¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27025 ¦17.09.03¦13.06.07¦ 1139¦ 5 ¦ 32 ¦ ¦ 17340.000¦ 8660.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 929¦ 6 ¦ 82 ¦ ¦ 31740.000¦ 2760.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45002 ¦14.02.03¦02.08.06¦ 824¦ 1 ¦ ¦ ¦ 7360.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 1594¦ 13 ¦ 79 ¦ ¦ 55500.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46002 ¦05.02.03¦08.08.12¦ 3022¦ 10 ¦ 64 ¦ ¦ 42740.007¦ 4459.993¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46003 ¦14.02.03¦14.07.10¦ 2266¦ 5 ¦ 12 ¦ ¦ 16006.250¦ 2993.750¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46010 ¦14.02.03¦17.05.28¦ 8783¦ ¦ ¦ ¦ 30000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46011 ¦14.02.03¦20.08.25¦ 7782¦ ¦ ¦ ¦ 30000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46012 ¦14.02.03¦05.09.29¦ 9259¦ ¦ ¦ ¦ 40000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46014 ¦05.03.03¦29.08.18¦ 5234¦ 6 ¦ 32 ¦ ¦ 26535.000¦12465.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦460705.742¦48833.419¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦26.04.04¦27.04.04¦28.04.04¦29.04.04¦30.04.04¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 2.95 ¦ 2.95 ¦ 2.95 ¦ 2.96 ¦ 2.96 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 7.85 ¦ 7.85 ¦ 7.85 ¦ 7.86 ¦ 7.79 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 7.85 ¦ 7.85 ¦ 7.82 ¦ 7.90 ¦ 7.85 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 4.96 ¦ 5.01 ¦ 5.03 ¦ 5.20 ¦ 5.15 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 5.76 ¦ 7.81 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 7.41 ¦ 7.49 ¦ 7.03 ¦ 7.82 ¦ 7.57 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 4.25 ¦ 5.93 ¦ 5.99 ¦ 6.41 ¦ 4.83 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.10 ¦ 0.23 ¦ 0.11 ¦ 0.04 ¦ 0.09 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.23 ¦ 0.28 ¦ 0.39 ¦ 0.23 ¦ 0.02 ¦
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---------¬
¦ ¦ 26.04.04¦ 27.04.04¦ 28.04.04¦ 29.04.04¦ 30.04.04¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦460705.74¦460705.74¦460705.74¦460705.74¦460705.74¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 4975.65¦ 4975.65¦ 4975.65¦ 4975.65¦ 4975.65¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 22379.16¦ 22379.16¦ 22379.16¦ 22379.16¦ 22379.16¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦279881.26¦279881.26¦279881.26¦279881.26¦279881.26¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦153469.67¦153469.67¦153469.67¦153469.67¦153469.67¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦445618.01¦445598.52¦446088.41¦444443.86¦445497.94¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 4929.05¦ 4929.05¦ 4929.05¦ 4929.05¦ 4929.05¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 20622.38¦ 20626.07¦ 20629.98¦ 20624.07¦ 20712.22¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦254468.93¦254566.06¦255055.40¦253872.24¦254672.63¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦165597.66¦165477.35¦165473.98¦165018.49¦165184.04¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 1652.28¦ 1651.42¦ 1650.20¦ 1651.94¦ 1652.05¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 108.25¦ 107.25¦ 106.25¦ 105.25¦ 104.25¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2271.32¦ 2270.31¦ 2269.30¦ 2269.20¦ 2270.42¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 2356.39¦ 2354.61¦ 2351.84¦ 2356.76¦ 2355.86¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 539.16¦ 538.51¦ 537.52¦ 536.67¦ 535.61¦
L----------------------+---------+---------+---------+---------+----------
------------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на финансовых рынках
Банка России

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