БЮЛЛЕТЕНЬ ЦБ РФ от 02.04.2004 n 13 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 2 апреля 2004 г. N 13
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 72.61 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)¦
+---------+--------+-------+-------+-------+------+-------+------+
¦21.07.04 ¦31.03.04¦ 99.700¦ 99.700¦ 99.700¦ 0.98 ¦ 0.08 ¦21170 ¦
+---------+--------+-------+-------+-------+------+-------+------+
¦18.08.04 ¦29.03.04¦ 98.900¦ 99.080¦ 99.080¦ 2.39 ¦ 2.01 ¦21172 ¦
¦ +--------+-------+-------+-------+------+-------+ ¦
¦ ¦30.03.04¦ 99.119¦ 99.119¦ 99.119¦ 2.30 ¦ 20.00 ¦ ¦
¦ +--------+-------+-------+-------+------+-------+ ¦
¦ ¦01.04.04¦ 99.132¦ 99.132¦ 99.132¦ 2.30 ¦ 0.10 ¦ ¦
¦ +--------+-------+-------+-------+------+-------+ ¦
¦ ¦02.04.04¦ 99.138¦ 99.138¦ 99.138¦ 2.30 ¦ 50.42 ¦ ¦
L---------+--------+-------+-------+-------+------+-------+-------
Торговля ОФЗ при суммарном объеме сделок за неделю 6160.643 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 ¦29.03.04¦ 0.86 ¦101.640¦101.670¦101.660¦ 2.64 ¦ 4.00¦27013 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.04.04¦ 0.95 ¦101.660¦101.660¦101.660¦ 2.19 ¦ 0.10¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.04.04¦ 0.99 ¦101.542¦101.542¦101.542¦ 2.74 ¦ 0.05¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.08.04 ¦29.03.04¦ 1.78 ¦103.200¦103.200¦103.200¦ 2.82 ¦ 1.00¦27017 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.03.04¦ 1.81 ¦103.160¦103.200¦103.200¦ 2.81 ¦ 2.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.03.04¦ 1.84 ¦103.000¦103.200¦103.200¦ 2.71 ¦ 10.84¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.04.04¦ 1.87 ¦103.200¦103.200¦103.200¦ 2.60 ¦ 0.10¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.04.04¦ 1.91 ¦103.200¦103.200¦103.200¦ 2.53 ¦ 0.10¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.12.04 ¦29.03.04¦ 0.40 ¦106.650¦106.780¦106.650¦ 2.51 ¦ 8.24¦27014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.03.04¦ 0.46 ¦106.650¦106.650¦106.650¦ 2.54 ¦ 0.40¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.04.04¦ 0.49 ¦106.350¦106.350¦106.350¦ 2.92 ¦ 5.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.04.04¦ 0.53 ¦106.400¦106.400¦106.400¦ 2.82 ¦ 13.75¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.05 ¦29.03.04¦ 0.38 ¦106.400¦106.750¦106.750¦ 2.89 ¦ 0.92¦26003 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.03.04¦ 0.41 ¦106.900¦107.000¦106.900¦ 2.59 ¦ 5.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.03.04¦ 0.44 ¦106.900¦107.000¦107.000¦ 2.51 ¦ 11.86¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.04.04¦ 0.49 ¦106.000¦106.500¦106.000¦ 2.96 ¦ 4.03¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.04.05 ¦29.03.04¦ 2.24 ¦109.000¦109.000¦109.000¦ 3.37 ¦ 0.09¦27021 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.03.04¦ 2.30 ¦109.000¦109.000¦109.000¦ 3.32 ¦ 0.15¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.09.05 ¦29.03.04¦ 0.40 ¦112.300¦112.980¦112.980¦ 3.08 ¦ 3.87¦27018 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.03.04¦ 0.46 ¦112.500¦112.500¦112.500¦ 3.23 ¦ 3.20¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.02.06 ¦31.03.04¦ 1.04 ¦108.123¦108.123¦108.123¦ 3.90 ¦ 0.40¦27022 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.04.04¦ 1.06 ¦107.800¦107.800¦107.800¦ 4.07 ¦ 1.50¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦19.04.06 ¦02.04.04¦ 1.58 ¦106.950¦106.950¦106.950¦ 4.03 ¦ 0.95¦27024 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.08.06 ¦29.03.04¦ 1.78 ¦109.900¦109.900¦109.900¦ 3.51 ¦ 0.00¦45002 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.11.06 ¦29.03.04¦ 1.32 ¦113.000¦113.000¦113.000¦ 3.56 ¦ 0.00¦45001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.03.04¦ 1.38 ¦112.750¦112.750¦112.750¦ 3.67 ¦ 0.17¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.04.04¦ 1.41 ¦112.750¦112.750¦112.750¦ 3.66 ¦ 0.02¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.04.04¦ 1.45 ¦112.250¦112.250¦112.250¦ 3.91 ¦ 10.18¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦13.06.07 ¦29.03.04¦ 0.26 ¦103.600¦103.640¦103.640¦ 6.14 ¦ 33.03¦27025 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.03.04¦ 0.29 ¦103.599¦103.633¦103.633¦ 6.14 ¦ 106.60¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.03.04¦ 0.31 ¦104.000¦104.101¦104.071¦ 5.98 ¦ 67.89¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.04.04¦ 0.33 ¦104.100¦104.105¦104.105¦ 5.97 ¦ 27.40¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.04.04¦ 0.35 ¦104.100¦104.330¦104.320¦ 5.91 ¦ 112.28¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦18.07.07 ¦30.03.04¦ 2.46 ¦115.600¦115.600¦115.600¦ 5.76 ¦ 1.00¦27019 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.03.04¦ 2.49 ¦115.700¦115.700¦115.700¦ 5.73 ¦ 2.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦10.09.08 ¦29.03.04¦ 0.40 ¦114.590¦114.610¦114.610¦ 6.13 ¦ 55.15¦46001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.03.04¦ 0.43 ¦114.610¦114.630¦114.630¦ 6.12 ¦ 200.27¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.03.04¦ 0.46 ¦114.650¦114.930¦114.930¦ 6.03 ¦ 256.77¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.04.04¦ 0.49 ¦114.930¦115.100¦115.100¦ 6.00 ¦ 279.34¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.04.04¦ 0.53 ¦115.700¦115.715¦115.715¦ 5.79 ¦ 47.25¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.07.10 ¦29.03.04¦ 2.24 ¦114.200¦114.410¦114.200¦ 7.19 ¦ 423.30¦46003 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.03.04¦ 2.27 ¦114.350¦114.365¦114.365¦ 7.18 ¦ 651.67¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.03.04¦ 2.30 ¦114.000¦114.563¦114.563¦ 7.15 ¦ 329.65¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.04.04¦ 2.33 ¦114.564¦114.847¦114.840¦ 7.10 ¦ 164.78¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.04.04¦ 2.37 ¦114.900¦115.630¦115.600¦ 6.95 ¦ 233.25¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.08.12 ¦29.03.04¦ 1.21 ¦112.050¦112.151¦112.110¦ 7.39 ¦ 185.28¦46002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.03.04¦ 1.24 ¦111.950¦112.135¦112.110¦ 7.39 ¦ 655.87¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.03.04¦ 1.27 ¦112.540¦112.700¦112.600¦ 7.36 ¦ 303.49¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.04.04¦ 1.30 ¦112.700¦112.800¦112.800¦ 7.28 ¦ 91.53¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.04.04¦ 1.33 ¦112.950¦113.500¦113.475¦ 7.17 ¦ 68.86¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.11.12 ¦29.03.04¦ 2.38 ¦ 91.450¦ 91.700¦ 91.700¦ 7.33 ¦ 11.50¦26198 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.03.04¦ 2.40 ¦ 92.000¦ 92.000¦ 92.000¦ 7.28 ¦ 1.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.03.04¦ 2.42 ¦ 92.200¦ 92.800¦ 92.800¦ 7.20 ¦ 7.35¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.04.04¦ 2.43 ¦ 91.860¦ 91.875¦ 91.875¦ 7.30 ¦ 80.66¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.04.04¦ 2.45 ¦ 91.920¦ 92.050¦ 92.050¦ 7.28 ¦ 67.05¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦29.08.18 ¦29.03.04¦ 0.35 ¦108.100¦108.282¦108.230¦ 7.67 ¦ 159.48¦46014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.03.04¦ 0.37 ¦108.190¦108.220¦108.205¦ 7.67 ¦ 367.43¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.03.04¦ 0.40 ¦108.250¦108.600¦108.540¦ 7.62 ¦ 168.85¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.04.04¦ 0.43 ¦108.540¦108.658¦108.658¦ 7.61 ¦ 354.96¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.04.04¦ 0.46 ¦108.750¦109.300¦109.300¦ 7.52 ¦ 302.82¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.08.25 ¦29.03.04¦ 0.00 ¦ 54.890¦ 54.890¦ 54.890¦ 8.57 ¦ 5.00¦46011 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.03.04¦ 0.00 ¦ 54.900¦ 54.900¦ 54.900¦ 8.57 ¦ 2.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.04.04¦ 0.00 ¦ 54.901¦ 54.901¦ 54.901¦ 8.57 ¦ 10.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.04.04¦ 0.00 ¦ 54.910¦ 54.910¦ 54.910¦ 8.57 ¦ 18.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦17.05.28 ¦29.03.04¦ 0.00 ¦ 57.060¦ 57.060¦ 57.060¦ 8.57 ¦ 5.00¦46010 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.03.04¦ 0.00 ¦ 57.070¦ 57.071¦ 57.071¦ 8.57 ¦ 12.60¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.04.04¦ 0.00 ¦ 57.071¦ 57.071¦ 57.071¦ 8.57 ¦ 10.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.04.04¦ 0.00 ¦ 57.080¦ 57.090¦ 57.090¦ 8.57 ¦ 30.58¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦05.09.29 ¦29.03.04¦ 0.50 ¦ 44.500¦ 44.500¦ 44.500¦ 8.57 ¦ 5.00¦46012 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.03.04¦ 0.50 ¦ 44.510¦ 44.510¦ 44.510¦ 8.57 ¦ 1.99¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦31.03.04¦ 0.50 ¦ 44.540¦ 44.590¦ 44.590¦ 8.56 ¦ 100.85¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦01.04.04¦ 0.50 ¦ 44.590¦ 44.590¦ 44.590¦ 8.56 ¦ 9.99¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦02.04.04¦ 0.51 ¦ 44.600¦ 44.620¦ 44.620¦ 8.56 ¦ 44.00¦ ¦
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 ¦ 234 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2005 ¦ 347 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2004 ¦ 239 ¦ 5.00 ¦ 50.14 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 22.11.2004 ¦ 234 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 23.11.2004 ¦ 235 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 25.11.2004 ¦ 237 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 26.11.2004 ¦ 238 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26198 ¦ 04.11.2004 ¦ 216 ¦ 6.00 ¦ 60.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 02.06.2004 ¦ 61 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 16.06.2004 ¦ 75 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 05.05.2004 ¦ 33 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 16.06.2004 ¦ 75 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27019 ¦ 21.07.2004 ¦ 110 ¦ 13.00 ¦ 64.82 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27020 ¦ 11.08.2004 ¦ 131 ¦ 13.00 ¦ 64.82 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 21.04.2004 ¦ 19 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27022 ¦ 19.05.2004 ¦ 47 ¦ 9.00 ¦ 22.44 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27023 ¦ 21.04.2004 ¦ 19 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27024 ¦ 21.04.2004 ¦ 19 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27025 ¦ 16.06.2004 ¦ 75 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 19.05.2004 ¦ 47 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45002 ¦ 04.08.2004 ¦ 124 ¦ 12.00 ¦ 47.87 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 16.06.2004 ¦ 75 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46002 ¦ 18.08.2004 ¦ 138 ¦ 11.00 ¦ 54.85 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46003 ¦ 21.07.2004 ¦ 110 ¦ 12.00 ¦ 59.84 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46012 ¦ 06.10.2004 ¦ 187 ¦ 1.05 ¦ 10.42 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46014 ¦ 15.09.2004 ¦ 166 ¦ 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¦ 110¦ 1 ¦ ¦ ¦ 1015.609¦ 3984.391¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21171 ¦08.10.03¦21.04.04¦ 19¦ 1 ¦ 2 ¦ ¦ 1673.396¦ 3326.604¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21172 ¦18.02.04¦18.08.04¦ 138¦ 1 ¦ ¦ ¦ 3960.045¦ 39.955¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 598¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 347¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 239¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 962¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1327¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 1693¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2058¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26198 ¦09.10.02¦02.11.12¦ 3136¦ 3 ¦ ¦ ¦ 21058.702¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 61¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 257¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 124¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 530¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27019 ¦27.09.02¦18.07.07¦ 1202¦ ¦ ¦ ¦ 8800.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27020 ¦27.09.02¦08.08.07¦ 1223¦ ¦ ¦ ¦ 8800.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 383¦ 2 ¦ 2 ¦ ¦ 10941.601¦ 58.399¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27022 ¦19.02.03¦15.02.06¦ 684¦ 3 ¦ 10 ¦ ¦ 21295.514¦ 2704.486¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27023 ¦23.04.03¦20.07.05¦ 474¦ 3 ¦ 3 ¦ ¦ 20291.893¦ 2708.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27024 ¦09.07.03¦19.04.06¦ 747¦ 4 ¦ 5 ¦ ¦ 15000.662¦ 7999.338¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27025 ¦17.09.03¦13.06.07¦ 1167¦ 5 ¦ 32 ¦ ¦ 17340.000¦ 8660.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 957¦ 6 ¦ 82 ¦ ¦ 31740.000¦ 2760.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45002 ¦14.02.03¦02.08.06¦ 852¦ 1 ¦ ¦ ¦ 7360.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 1622¦ 12 ¦ 78 ¦ ¦ 50459.696¦ 40.304¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46002 ¦05.02.03¦08.08.12¦ 3050¦ 10 ¦ 62 ¦ ¦ 42594.597¦ 4605.403¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46003 ¦14.02.03¦14.07.10¦ 2294¦ 5 ¦ 11 ¦ ¦ 15960.000¦ 3040.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46010 ¦14.02.03¦17.05.28¦ 8811¦ ¦ ¦ ¦ 30000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46011 ¦14.02.03¦20.08.25¦ 7810¦ ¦ ¦ ¦ 30000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46012 ¦14.02.03¦05.09.29¦ 9287¦ ¦ ¦ ¦ 40000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46014 ¦05.03.03¦29.08.18¦ 5262¦ 6 ¦ 30 ¦ ¦ 26370.636¦12629.364¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦456982.810¦52556.351¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦29.03.04¦30.03.04¦31.03.04¦01.04.04¦02.04.04¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 2.54 ¦ 2.47 ¦ 2.10 ¦ 2.10 ¦ 2.10 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 7.29 ¦ 7.24 ¦ 7.16 ¦ 7.26 ¦ 7.24 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 7.69 ¦ 7.69 ¦ 7.67 ¦ 7.65 ¦ 7.59 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 4.74 ¦ 4.73 ¦ 4.67 ¦ 4.70 ¦ 4.69 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 2.39 ¦ 2.30 ¦ 0.98 ¦ 2.30 ¦ 2.30 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 7.28 ¦ 5.43 ¦ 6.39 ¦ 7.30 ¦ 7.24 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 7.38 ¦ 7.35 ¦ 7.36 ¦ 7.31 ¦ 7.45 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 5.76 ¦ 6.13 ¦ 5.84 ¦ 5.79 ¦ 5.81 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.03 ¦ 0.30 ¦ 0.00 ¦ 0.00 ¦ 0.76 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.06 ¦ 0.03 ¦ 0.09 ¦ 0.36 ¦ 0.32 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.39 ¦ 0.87 ¦ 0.51 ¦ 0.41 ¦ 0.32 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.03 ¦ 0.07 ¦ 0.05 ¦ 0.02 ¦ 0.08 ¦
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---------¬
¦ ¦ 29.03.04¦ 30.03.04¦ 31.03.04¦ 01.04.04¦ 02.04.04¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦453132.77¦453732.05¦456211.78¦456754.24¦456982.81¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 6649.05¦ 6649.05¦ 6649.05¦ 6649.05¦ 6649.05¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 22379.16¦ 22379.16¦ 22379.16¦ 22379.16¦ 22379.16¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦270763.95¦271334.17¦273793.89¦274311.36¦274484.93¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦153340.61¦153369.67¦153389.67¦153414.67¦153469.67¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦439492.22¦440359.01¦443782.05¦444604.54¦445760.91¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 6593.36¦ 6594.94¦ 6605.60¦ 6606.10¦ 6606.34¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 21192.61¦ 21264.93¦ 21369.08¦ 21244.74¦ 21272.99¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦245369.44¦246078.47¦249207.07¦250176.45¦251190.66¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦166336.81¦166420.67¦166600.29¦166577.27¦166690.91¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 1676.66¦ 1675.34¦ 1676.87¦ 1676.08¦ 1676.39¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 107.64¦ 106.65¦ 105.66¦ 104.66¦ 103.67¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2314.75¦ 2313.25¦ 2316.63¦ 2312.30¦ 2312.58¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 2418.54¦ 2414.97¦ 2409.14¦ 2406.11¦ 2404.62¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 563.19¦ 562.33¦ 561.75¦ 560.85¦ 560.15¦
L----------------------+---------+---------+---------+---------+----------
------------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на финансовых рынках
Банка России

ОФИЦИАЛЬНОЕ СООБЩЕНИЕ ЦБ РФ от 02.04.2004 <ОБ АУКЦИОНЕ ПО РАЗМЕЩЕНИЮ ОБЛИГАЦИЙ ФЕДЕРАЛЬНОГО ЗАЙМА С АМОРТИЗАЦИЕЙ ДОЛГА ДОПОЛНИТЕЛЬНОГО ВЫПУСКА n 46001rmfs>  »
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