БЮЛЛЕТЕНЬ ЦБ РФ от 09.01.2004 n 1 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 9 января 2004 г. N 1
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 16.315 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. ¦выпуска¦
¦ ¦ ¦ мин. ¦макс. ¦закр. ¦(% год.)¦руб. по¦(спра- ¦
¦ ¦ ¦ ¦ ¦ ¦ ¦номин.)¦вочно) ¦
+---------+--------+------+------+------+--------+-------+-------+
¦21.04.04 ¦29.12.03¦ 98.00¦ 98.00¦ 98.00¦ 6.53 ¦ 0.01 ¦ 21171 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦30.12.03¦ 98.50¦ 98.50¦ 98.50¦ 4.92 ¦ 1.00 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦08.01.04¦ 98.96¦ 99.15¦ 99.15¦ 3.00 ¦ 15.00 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦21.07.04 ¦09.01.04¦ 97.69¦ 97.97¦ 97.97¦ 3.91 ¦ 0.31 ¦ 21170 ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 4017.909 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 ¦29.12.03¦ 1.90 ¦100.40 ¦100.45 ¦100.45 ¦ 2.39 ¦ 41.88¦28001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.12.03¦ 1.90 ¦100.40 ¦100.42 ¦100.40 ¦ 3.29 ¦ 3.40¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.01.04¦ 2.10 ¦100.27 ¦100.27 ¦100.27 ¦ 3.14 ¦ 2.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.01.04¦ 2.10 ¦100.29 ¦100.29 ¦100.29 ¦ 3.06 ¦ 0.02¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.01.04¦ 2.20 ¦100.22 ¦100.24 ¦100.24 ¦ 1.80 ¦ 34.01¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.02.04 ¦29.12.03¦ 1.78 ¦100.95 ¦100.95 ¦100.95 ¦ 2.59 ¦ 52.78¦27015 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.12.03¦ 1.81 ¦100.86 ¦100.86 ¦100.86 ¦ 3.24 ¦ 1.55¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.01.04¦ 2.04 ¦100.75 ¦100.79 ¦100.79 ¦ 2.01 ¦ 59.90¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.01.04¦ 2.10 ¦100.77 ¦100.77 ¦100.77 ¦ 1.51 ¦ 5.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.01.04¦ 2.14 ¦100.77 ¦100.78 ¦100.78 ¦ 1.02 ¦ 31.09¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.04 ¦09.01.04¦ 8.22 ¦101.03 ¦101.20 ¦101.20 ¦ 3.56 ¦ 1.00¦26002 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.06.04 ¦29.12.03¦ 0.86 ¦103.18 ¦103.20 ¦103.20 ¦ 4.49 ¦ 64.37¦27013 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.01.04¦ 1.22 ¦103.10 ¦103.10 ¦103.10 ¦ 4.15 ¦ 1.80¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.08.04 ¦30.12.03¦ 1.81 ¦104.60 ¦104.60 ¦104.60 ¦ 4.22 ¦ 0.50¦27017 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.12.04 ¦30.12.03¦ 0.43 ¦105.50 ¦106.60 ¦105.55 ¦ 5.89 ¦ 4.00¦27014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.01.04¦ 0.66 ¦106.75 ¦106.80 ¦106.80 ¦ 4.71 ¦ 8.81¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.01.04¦ 0.72 ¦106.45 ¦106.85 ¦106.45 ¦ 4.57 ¦ 65.16¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.05 ¦30.12.03¦ 7.95 ¦104.50 ¦104.50 ¦104.50 ¦ 5.99 ¦ 0.01¦26003 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.01.04¦ 8.11 ¦103.10 ¦103.10 ¦103.10 ¦ 7.15 ¦ 0.10¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.01.04¦ 8.19 ¦103.50 ¦104.35 ¦104.35 ¦ 6.06 ¦ 2.85¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.01.04¦ 8.22 ¦104.57 ¦104.57 ¦104.57 ¦ 5.84 ¦ 6.30¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.04.05 ¦29.12.03¦ 2.24 ¦108.20 ¦108.20 ¦108.20 ¦ 5.58 ¦ 1.00¦27021 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.07.05 ¦09.01.04¦ 1.73 ¦102.61 ¦103.40 ¦103.40 ¦ 5.82 ¦ 4.60¦27023 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.09.05 ¦29.12.03¦ 0.40 ¦108.40 ¦109.15 ¦109.15 ¦ 6.50 ¦ 0.79¦27018 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.12.03¦ 0.43 ¦109.80 ¦110.20 ¦110.20 ¦ 5.92 ¦ 1.90¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.02.06 ¦30.12.03¦ 1.07 ¦103.20 ¦103.50 ¦103.50 ¦ 6.86 ¦ 0.96¦27022 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦19.04.06 ¦30.12.03¦ 1.51 ¦102.10 ¦102.50 ¦102.10 ¦ 6.74 ¦ 0.01¦27024 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.08.06 ¦30.12.03¦ 4.80 ¦106.70 ¦107.25 ¦106.95 ¦ 6.46 ¦ 98.98¦45002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.01.04¦ 5.03 ¦107.00 ¦107.00 ¦107.00 ¦ 6.35 ¦ 2.40¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.01.04¦ 5.13 ¦106.90 ¦107.00 ¦106.95 ¦ 6.37 ¦ 65.17¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.11.06 ¦29.12.03¦ 1.32 ¦106.21 ¦108.10 ¦108.10 ¦ 7.00 ¦ 73.00¦45001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.12.03¦ 1.35 ¦108.30 ¦109.10 ¦109.10 ¦ 6.61 ¦ 129.76¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.01.04¦ 1.58 ¦108.35 ¦109.00 ¦109.00 ¦ 6.66 ¦ 6.53¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.01.04¦ 1.64 ¦109.00 ¦109.00 ¦109.00 ¦ 6.39 ¦ 8.74¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.01.04¦ 1.68 ¦108.90 ¦109.00 ¦108.90 ¦ 6.41 ¦ 16.12¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦13.06.07 ¦29.12.03¦ 0.26 ¦100.00 ¦100.00 ¦100.00 ¦ 7.53 ¦ 2.71¦27025 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.12.03¦ 0.29 ¦100.10 ¦100.10 ¦100.10 ¦ 7.49 ¦ 0.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.01.04¦ 0.48 ¦100.55 ¦100.55 ¦100.55 ¦ 7.33 ¦ 0.85¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.01.04¦ 0.50 ¦100.70 ¦100.73 ¦100.71 ¦ 7.27 ¦ 261.31¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦18.07.07 ¦06.01.04¦ 5.95 ¦109.70 ¦109.90 ¦109.90 ¦ 8.03 ¦ 10.00¦27019 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.01.04¦ 6.02 ¦110.94 ¦111.80 ¦111.80 ¦ 7.54 ¦ 5.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.08.07 ¦30.12.03¦ 4.95 ¦109.10 ¦109.10 ¦109.10 ¦ 8.35 ¦ 0.05¦27020 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.01.04¦ 5.16 ¦109.20 ¦109.20 ¦109.20 ¦ 8.30 ¦ 3.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.01.04¦ 5.20 ¦110.20 ¦110.87 ¦110.87 ¦ 7.76 ¦ 100.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.01.04¦ 5.27 ¦111.95 ¦112.05 ¦112.00 ¦ 7.39 ¦ 80.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.01.04¦ 5.31 ¦111.80 ¦112.10 ¦111.80 ¦ 7.38 ¦ 21.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦10.09.08 ¦29.12.03¦ 0.40 ¦109.10 ¦109.11 ¦109.11 ¦ 8.07 ¦ 106.56¦46001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.12.03¦ 0.43 ¦109.00 ¦109.21 ¦109.00 ¦ 8.07 ¦ 281.69¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦05.01.04¦ 0.63 ¦109.00 ¦109.05 ¦109.00 ¦ 8.08 ¦ 12.22¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.01.04¦ 0.66 ¦109.50 ¦110.50 ¦110.50 ¦ 7.81 ¦ 42.98¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.01.04¦ 0.72 ¦110.70 ¦111.30 ¦111.30 ¦ 7.43 ¦ 249.30¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.01.04¦ 0.76 ¦111.21 ¦111.32 ¦111.21 ¦ 7.39 ¦ 388.54¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.07.10 ¦29.12.03¦ 5.23 ¦109.55 ¦109.60 ¦109.60 ¦ 8.35 ¦ 221.59¦46003 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.12.03¦ 5.26 ¦109.60 ¦109.60 ¦109.60 ¦ 8.35 ¦ 54.74¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.01.04¦ 5.49 ¦111.11 ¦111.11 ¦111.11 ¦ 8.02 ¦ 1.11¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.08.12 ¦29.12.03¦ 3.95 ¦107.30 ¦107.33 ¦107.33 ¦ 8.33 ¦ 155.50¦46002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.12.03¦ 3.98 ¦107.30 ¦107.47 ¦107.35 ¦ 8.32 ¦ 316.26¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.01.04¦ 4.19 ¦107.70 ¦109.00 ¦109.00 ¦ 8.17 ¦ 55.42¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.01.04¦ 4.25 ¦110.50 ¦111.12 ¦111.12 ¦ 7.67 ¦ 216.41¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.01.04¦ 4.28 ¦110.90 ¦111.19 ¦110.90 ¦ 7.66 ¦ 234.29¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.11.12 ¦29.12.03¦ 0.89 ¦ 84.27 ¦ 84.27 ¦ 84.27 ¦ 8.61 ¦ 58.70¦26198 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.01.04¦ 1.05 ¦ 86.52 ¦ 86.52 ¦ 86.52 ¦ 8.20 ¦ 100.50¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦29.08.18 ¦29.12.03¦ 2.96 ¦104.75 ¦104.85 ¦104.85 ¦ 8.28 ¦ 16.98¦46014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.12.03¦ 2.99 ¦105.70 ¦105.70 ¦105.70 ¦ 8.13 ¦ 5.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦06.01.04¦ 3.19 ¦106.62 ¦107.50 ¦107.50 ¦ 7.94 ¦ 23.26¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦08.01.04¦ 3.25 ¦107.52 ¦109.75 ¦109.08 ¦ 7.62 ¦ 167.25¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦09.01.04¦ 3.28 ¦109.00 ¦109.15 ¦109.00 ¦ 7.61 ¦ 29.18¦ ¦
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 ¦ 318 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2004 ¦ 66 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2004 ¦ 66 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2004 ¦ 323 ¦ 5.00 ¦ 50.14 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 22.11.2004 ¦ 318 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 23.11.2004 ¦ 319 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 25.11.2004 ¦ 321 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 26.11.2004 ¦ 322 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26198 ¦ 04.11.2004 ¦ 300 ¦ 6.00 ¦ 60.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 03.03.2004 ¦ 54 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 17.03.2004 ¦ 68 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 04.02.2004 ¦ 26 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 04.02.2004 ¦ 26 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 17.03.2004 ¦ 68 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27019 ¦ 21.01.2004 ¦ 12 ¦ 13.00 ¦ 64.82 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27020 ¦ 11.02.2004 ¦ 33 ¦ 13.00 ¦ 64.82 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 21.01.2004 ¦ 12 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27022 ¦ 18.02.2004 ¦ 40 ¦ 9.50 ¦ 23.68 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27023 ¦ 21.01.2004 ¦ 12 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27024 ¦ 21.01.2004 ¦ 12 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27025 ¦ 17.03.2004 ¦ 68 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 21.01.2004 ¦ 12 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 18.02.2004 ¦ 40 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45002 ¦ 04.02.2004 ¦ 26 ¦ 12.00 ¦ 47.87 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 17.03.2004 ¦ 68 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46002 ¦ 18.02.2004 ¦ 40 ¦ 11.00 ¦ 54.85 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46003 ¦ 21.01.2004 ¦ 12 ¦ 12.00 ¦ 59.84 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46014 ¦ 17.03.2004 ¦ 68 ¦ 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¦ 194¦ 1 ¦ ¦ ¦ 1015.609¦ 3984.391¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21171 ¦08.10.03¦21.04.04¦ 103¦ 1 ¦ 2 ¦ ¦ 1673.396¦ 3326.604¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 682¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 66¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 431¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 323¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1046¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1411¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 1777¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2142¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26198 ¦09.10.02¦02.11.12¦ 3220¦ 1 ¦ ¦ ¦ 21058.702¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 145¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 341¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 26¦ 3 ¦ 62 ¦ ¦ 16000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 208¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 614¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27019 ¦27.09.02¦18.07.07¦ 1286¦ ¦ ¦ ¦ 8800.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27020 ¦27.09.02¦08.08.07¦ 1307¦ ¦ ¦ ¦ 8800.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 467¦ 2 ¦ 2 ¦ ¦ 10941.601¦ 58.399¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27022 ¦19.02.03¦15.02.06¦ 768¦ 3 ¦ 10 ¦ ¦ 21295.514¦ 2704.486¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27023 ¦23.04.03¦20.07.05¦ 558¦ 3 ¦ 3 ¦ ¦ 20291.893¦ 2708.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27024 ¦09.07.03¦19.04.06¦ 831¦ 4 ¦ 1 ¦ ¦ 14217.676¦ 8782.324¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27025 ¦17.09.03¦13.06.07¦ 1251¦ 1 ¦ 11 ¦ ¦ 3243.400¦ 5756.600¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 12¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1041¦ 6 ¦ 82 ¦ ¦ 31740.000¦ 2760.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45002 ¦14.02.03¦02.08.06¦ 936¦ 1 ¦ ¦ ¦ 7360.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 1706¦ 8 ¦ 55 ¦ ¦ 31010.000¦ 5490.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46002 ¦05.02.03¦08.08.12¦ 3134¦ 4 ¦ 43 ¦ ¦ 26524.289¦ 5675.711¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46003 ¦14.02.03¦14.07.10¦ 2378¦ 2 ¦ ¦ ¦ 8000.000¦ 2000.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46014 ¦05.03.03¦29.08.18¦ 5346¦ 3 ¦ 17 ¦ ¦ 21135.000¦ 5865.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦315235.032¦49558.053¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------T--------T--------¬
¦ ¦29.12.03¦30.12.03¦31.12.03¦05.01.04¦06.01.04¦08.01.04¦09.01.04¦
+--------------------------+--------+--------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 6.22 ¦ 5.44 ¦ 5.44 ¦ 5.44 ¦ 5.44 ¦ 4.54 ¦ 3.48 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 8.58 ¦ 8.57 ¦ 8.57 ¦ 8.58 ¦ 8.58 ¦ 8.17 ¦ 8.17 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 8.10 ¦ 7.98 ¦ 7.98 ¦ 7.98 ¦ 7.81 ¦ 7.47 ¦ 7.46 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 6.97 ¦ 6.82 ¦ 6.82 ¦ 6.82 ¦ 6.68 ¦ 6.55 ¦ 6.47 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 6.53 ¦ 4.92 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 3.00 ¦ 3.91 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 8.61 ¦ 5.99 ¦ 0.00 ¦ 7.15 ¦ 0.00 ¦ 8.19 ¦ 5.79 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 8.23 ¦ 8.03 ¦ 0.00 ¦ 8.08 ¦ 7.99 ¦ 7.59 ¦ 7.49 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 4.82 ¦ 6.00 ¦ 0.00 ¦ 8.30 ¦ 7.66 ¦ 6.95 ¦ 7.24 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.04 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.56 ¦ 0.01 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.25 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.45 ¦ 0.04 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.47 ¦ 0.71 ¦ 0.00 ¦ 0.01 ¦ 0.11 ¦ 0.51 ¦ 0.58 ¦
+--------------------------+--------+--------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.10 ¦ 0.01 ¦ 0.00 ¦ 0.00 ¦ 0.11 ¦ 0.10 ¦ 0.21 ¦
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---------T---------T---------¬
¦ ¦ 29.12.03¦ 30.12.03¦ 31.12.03¦ 05.01.04¦ 06.01.04¦ 08.01.04¦ 09.01.04¦
+----------------------+---------+---------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦314629.91¦314629.91¦314629.91¦314629.91¦314629.91¦314844.96¦315235.03¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 2689.01¦ 2689.01¦ 2689.01¦ 2689.01¦ 2689.01¦ 2689.01¦ 2689.01¦
+----------------------+---------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 22644.34¦ 22644.34¦ 22644.34¦ 22644.34¦ 22644.34¦ 22644.34¦ 22644.34¦
+----------------------+---------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦125414.17¦125414.17¦125414.17¦125414.17¦125414.17¦125629.22¦125769.29¦
+----------------------+---------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦163882.40¦163882.40¦163882.40¦163882.40¦163882.40¦163882.40¦164132.40¦
+----------------------+---------+---------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦333771.21¦334717.33¦334806.79¦335232.93¦336358.45¦339296.18¦340002.23¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 2621.01¦ 2629.37¦ 2629.37¦ 2629.37¦ 2629.37¦ 2640.29¦ 2654.14¦
+----------------------+---------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 19647.93¦ 19666.84¦ 19670.82¦ 19674.28¦ 19678.07¦ 20173.31¦ 20180.17¦
+----------------------+---------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦137865.20¦138424.82¦138464.54¦138631.07¦139469.28¦141554.97¦141797.05¦
+----------------------+---------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦173637.08¦173996.30¦174042.05¦174298.20¦174581.73¦174927.61¦175370.87¦
+----------------------+---------+---------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 982.86¦ 984.53¦ 983.53¦ 978.47¦ 981.10¦ 989.97¦ 989.33¦
+----------------------+---------+---------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 148.06¦ 146.95¦ 145.95¦ 140.95¦ 139.95¦ 137.81¦ 137.11¦
+----------------------+---------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2293.86¦ 2318.87¦ 2317.86¦ 2314.34¦ 2313.33¦ 2324.26¦ 2322.95¦
+----------------------+---------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 1420.96¦ 1421.59¦ 1420.58¦ 1415.57¦ 1420.77¦ 1431.83¦ 1431.35¦
+----------------------+---------+---------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 499.27¦ 498.66¦ 497.66¦ 492.67¦ 492.37¦ 491.39¦ 491.37¦
L----------------------+---------+---------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
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