БЮЛЛЕТЕНЬ ЦБ РФ от 26.12.2003 n 49 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 26 декабря 2003 г. N 49
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 0.01 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 ¦25.12.03¦97.590¦97.590¦97.590¦ 7.64 ¦ 0.01 ¦ 21171 ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 8856.107 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 ¦22.12.03¦ 1.70 ¦100.530¦100.550¦100.540¦ 3.21 ¦ 35.53¦28001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.12.03¦ 1.70 ¦100.540¦100.555¦100.540¦ 3.22 ¦ 8.04¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦24.12.03¦ 1.70 ¦100.551¦100.570¦100.560¦ 3.18 ¦ 35.55¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.12.03¦ 1.80 ¦100.420¦100.479¦100.460¦ 3.21 ¦ 30.40¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.12.03¦ 1.80 ¦100.460¦100.490¦100.490¦ 2.97 ¦ 29.76¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.02.04 ¦22.12.03¦ 1.55 ¦100.920¦101.060¦101.049¦ 3.30 ¦ 5.91¦27015 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.12.03¦ 1.58 ¦100.930¦100.970¦100.970¦ 3.83 ¦ 10.50¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦24.12.03¦ 1.61 ¦101.000¦101.000¦101.000¦ 3.27 ¦ 39.93¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.12.03¦ 1.64 ¦100.970¦101.000¦101.000¦ 3.21 ¦ 24.98¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.12.03¦ 1.68 ¦100.960¦100.980¦100.980¦ 3.11 ¦ 43.44¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.04 ¦22.12.03¦ 7.73 ¦101.000¦101.100¦101.100¦ 5.30 ¦ 3.70¦26002 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.06.04 ¦22.12.03¦ 0.63 ¦102.700¦102.990¦102.700¦ 5.91 ¦ 5.03¦27013 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.12.03¦ 0.66 ¦102.750¦103.000¦102.850¦ 5.70 ¦ 7.15¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦24.12.03¦ 0.69 ¦103.000¦103.050¦103.050¦ 5.08 ¦ 4.50¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.12.03¦ 0.72 ¦103.100¦103.150¦103.150¦ 4.86 ¦ 9.87¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.12.03¦ 0.76 ¦103.150¦103.220¦103.220¦ 4.64 ¦ 22.50¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.08.04 ¦23.12.03¦ 1.58 ¦103.900¦103.900¦103.900¦ 5.63 ¦ 1.43¦27017 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.12.03¦ 1.64 ¦104.000¦104.200¦104.200¦ 5.25 ¦ 5.03¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.12.04 ¦24.12.03¦ 0.23 ¦106.500¦106.500¦106.500¦ 5.24 ¦ 1.10¦27014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.12.03¦ 0.30 ¦106.600¦106.600¦106.600¦ 5.10 ¦ 23.37¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.05 ¦26.12.03¦ 7.84 ¦103.100¦104.000¦103.200¦ 7.15 ¦ 11.40¦26003 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.04.05 ¦22.12.03¦ 2.01 ¦107.500¦107.500¦107.500¦ 6.22 ¦ 5.97¦27021 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.07.05 ¦22.12.03¦ 1.34 ¦102.250¦102.300¦102.250¦ 6.39 ¦ 3.05¦27023 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.09.05 ¦22.12.03¦ 0.16 ¦108.600¦108.650¦108.650¦ 6.85 ¦ 3.10¦27018 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.12.03¦ 0.20 ¦108.650¦108.650¦108.650¦ 6.83 ¦ 0.44¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦24.12.03¦ 0.23 ¦108.700¦109.500¦109.500¦ 6.56 ¦ 3.68¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.12.03¦ 0.26 ¦109.100¦109.800¦109.800¦ 6.30 ¦ 3.92¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.12.03¦ 0.30 ¦109.200¦109.210¦109.200¦ 6.47 ¦ 0.20¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.02.06 ¦22.12.03¦ 0.86 ¦102.758¦102.800¦102.758¦ 7.27 ¦ 9.00¦27022 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.12.03¦ 0.89 ¦102.800¦102.800¦102.800¦ 7.25 ¦ 5.25¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦24.12.03¦ 0.91 ¦102.800¦102.800¦102.800¦ 7.25 ¦ 20.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.12.03¦ 0.94 ¦102.800¦102.800¦102.800¦ 7.24 ¦ 0.28¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦19.04.06 ¦22.12.03¦ 1.34 ¦101.500¦101.500¦101.500¦ 7.06 ¦ 2.84¦27024 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.12.03¦ 1.36 ¦101.400¦101.400¦101.400¦ 7.11 ¦ 8.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.08.06 ¦22.12.03¦ 4.54 ¦106.100¦106.100¦106.100¦ 7.03 ¦ 8.00¦45002 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.11.06 ¦22.12.03¦ 1.09 ¦107.700¦107.810¦107.700¦ 7.15 ¦ 66.42¦45001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.12.03¦ 1.12 ¦107.750¦107.780¦107.780¦ 7.13 ¦ 16.98¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦24.12.03¦ 1.15 ¦107.800¦107.840¦107.840¦ 7.09 ¦ 16.28¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.12.03¦ 1.18 ¦107.800¦107.985¦107.870¦ 7.07 ¦ 5.34¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.12.03¦ 1.22 ¦107.890¦107.900¦107.900¦ 7.04 ¦ 11.74¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦13.06.07 ¦22.12.03¦ 0.11 ¦100.000¦100.000¦100.000¦ 7.53 ¦ 1.58¦27025 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦24.12.03¦ 0.15 ¦100.000¦100.000¦100.000¦ 7.53 ¦ 0.04¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.08.07 ¦23.12.03¦ 4.70 ¦109.455¦109.531¦109.531¦ 8.25 ¦7148.11¦27020 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦10.09.08 ¦22.12.03¦ 0.16 ¦109.089¦109.096¦109.096¦ 8.10 ¦ 30.44¦46001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.12.03¦ 0.20 ¦109.000¦109.096¦109.075¦ 8.10 ¦ 13.67¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦24.12.03¦ 0.23 ¦109.087¦109.100¦109.087¦ 8.09 ¦ 92.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.12.03¦ 0.26 ¦109.100¦109.101¦109.100¦ 8.09 ¦ 91.41¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.12.03¦ 0.30 ¦109.000¦109.103¦109.103¦ 8.08 ¦ 97.13¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.07.10 ¦23.12.03¦ 5.03 ¦109.550¦109.550¦109.550¦ 8.37 ¦ 4.10¦46003 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦24.12.03¦ 5.06 ¦109.550¦109.550¦109.550¦ 8.37 ¦ 1.70¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.12.03¦ 5.10 ¦109.550¦109.550¦109.550¦ 8.36 ¦ 5.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.12.03¦ 5.13 ¦109.550¦109.550¦109.550¦ 8.36 ¦ 5.40¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.08.12 ¦22.12.03¦ 3.74 ¦107.250¦107.261¦107.261¦ 8.35 ¦ 54.98¦46002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.12.03¦ 3.77 ¦107.250¦107.300¦107.290¦ 8.34 ¦ 136.99¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦24.12.03¦ 3.80 ¦107.300¦107.308¦107.308¦ 8.34 ¦ 215.75¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.12.03¦ 3.83 ¦107.305¦108.000¦107.312¦ 8.34 ¦ 175.31¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.12.03¦ 3.86 ¦107.000¦107.323¦107.322¦ 8.33 ¦ 151.85¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦29.08.18 ¦22.12.03¦ 2.76 ¦104.750¦104.800¦104.750¦ 8.28 ¦ 17.35¦46014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦23.12.03¦ 2.79 ¦104.800¦104.800¦104.800¦ 8.28 ¦ 0.01¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦24.12.03¦ 2.82 ¦104.800¦104.800¦104.800¦ 8.28 ¦ 22.37¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦25.12.03¦ 2.85 ¦104.750¦104.800¦104.750¦ 8.28 ¦ 30.37¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦26.12.03¦ 2.88 ¦104.750¦104.750¦104.750¦ 8.29 ¦ 10.91¦ ¦
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 ¦ 332 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2004 ¦ 80 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2004 ¦ 80 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2004 ¦ 337 ¦ 5.00 ¦ 50.14 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 22.11.2004 ¦ 332 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 23.11.2004 ¦ 333 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 25.11.2004 ¦ 335 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 26.11.2004 ¦ 336 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26198 ¦ 04.11.2004 ¦ 314 ¦ 6.00 ¦ 60.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 03.03.2004 ¦ 68 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 17.03.2004 ¦ 82 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 04.02.2004 ¦ 40 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 04.02.2004 ¦ 40 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 17.03.2004 ¦ 82 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27019 ¦ 21.01.2004 ¦ 26 ¦ 13.00 ¦ 64.82 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27020 ¦ 11.02.2004 ¦ 47 ¦ 13.00 ¦ 64.82 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 21.01.2004 ¦ 26 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27022 ¦ 18.02.2004 ¦ 54 ¦ 9.50 ¦ 23.68 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27023 ¦ 21.01.2004 ¦ 26 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27024 ¦ 21.01.2004 ¦ 26 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27025 ¦ 17.03.2004 ¦ 82 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 21.01.2004 ¦ 26 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 18.02.2004 ¦ 54 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45002 ¦ 04.02.2004 ¦ 40 ¦ 12.00 ¦ 47.87 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 17.03.2004 ¦ 82 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46002 ¦ 18.02.2004 ¦ 54 ¦ 11.00 ¦ 54.85 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46003 ¦ 21.01.2004 ¦ 26 ¦ 12.00 ¦ 59.84 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46014 ¦ 17.03.2004 ¦ 82 ¦ 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¦ 208¦ 1 ¦ ¦ ¦ 1015.609¦ 3984.391¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21171 ¦08.10.03¦21.04.04¦ 117¦ 1 ¦ 2 ¦ ¦ 1673.396¦ 3326.604¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 696¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 80¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 445¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 337¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1060¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1425¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 1791¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2156¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26198 ¦09.10.02¦02.11.12¦ 3234¦ 1 ¦ ¦ ¦ 21058.702¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 159¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 355¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 40¦ 3 ¦ 62 ¦ ¦ 16000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 222¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 628¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27019 ¦27.09.02¦18.07.07¦ 1300¦ ¦ ¦ ¦ 8800.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27020 ¦27.09.02¦08.08.07¦ 1321¦ ¦ ¦ ¦ 8800.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 481¦ 2 ¦ 2 ¦ ¦ 10941.601¦ 58.399¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27022 ¦19.02.03¦15.02.06¦ 782¦ 3 ¦ 10 ¦ ¦ 21295.514¦ 2704.486¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27023 ¦23.04.03¦20.07.05¦ 572¦ 3 ¦ 3 ¦ ¦ 20291.893¦ 2708.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27024 ¦09.07.03¦19.04.06¦ 845¦ 4 ¦ 1 ¦ ¦ 14217.676¦ 8782.324¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27025 ¦17.09.03¦13.06.07¦ 1265¦ 1 ¦ 10 ¦ ¦ 2993.400¦ 6006.600¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 26¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1055¦ 6 ¦ 82 ¦ ¦ 31740.000¦ 2760.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45002 ¦14.02.03¦02.08.06¦ 950¦ 1 ¦ ¦ ¦ 7360.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 1720¦ 8 ¦ 54 ¦ ¦ 30910.000¦ 5590.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46002 ¦05.02.03¦08.08.12¦ 3148¦ 4 ¦ 41 ¦ ¦ 26433.801¦ 5766.199¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46003 ¦14.02.03¦14.07.10¦ 2392¦ 2 ¦ ¦ ¦ 8000.000¦ 2000.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46014 ¦05.03.03¦29.08.18¦ 5360¦ 3 ¦ 15 ¦ ¦ 20970.368¦ 6029.632¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦314629.912¦50163.173¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦22.12.03¦23.12.03¦24.12.03¦25.12.03¦26.12.03¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 5.88 ¦ 5.88 ¦ 5.88 ¦ 6.75 ¦ 6.75 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 6.09 ¦ 6.09 ¦ 6.09 ¦ 0.06 ¦ 0.07 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 8.12 ¦ 8.12 ¦ 8.11 ¦ 8.11 ¦ 8.10 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 7.10 ¦ 7.11 ¦ 7.05 ¦ 7.00 ¦ 7.01 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 7.64 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 5.30 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 7.15 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 8.06 ¦ 8.29 ¦ 8.27 ¦ 8.27 ¦ 8.25 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 6.67 ¦ 8.25 ¦ 6.57 ¦ 5.08 ¦ 4.66 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.23 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.06 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.14 ¦ 0.14 ¦ 0.28 ¦ 0.25 ¦ 0.22 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.04 ¦ 4.74 ¦ 0.06 ¦ 0.04 ¦ 0.07 ¦
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---------¬
¦ ¦ 22.12.03¦ 23.12.03¦ 24.12.03¦ 25.12.03¦ 26.12.03¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦293223.20¦293223.20¦293348.88¦314629.91¦314629.91¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 2689.01¦ 2689.01¦ 2689.01¦ 2689.01¦ 2689.01¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1585.63¦ 1585.63¦ 1585.63¦ 22644.34¦ 22644.34¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦125066.16¦125066.16¦125191.84¦125414.17¦125414.17¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦163882.40¦163882.40¦163882.40¦163882.40¦163882.40¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦314550.16¦314598.75¦314986.89¦333384.22¦333460.60¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 2613.98¦ 2613.98¦ 2613.98¦ 2614.15¦ 2614.15¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1717.81¦ 1718.21¦ 1718.63¦ 19681.22¦ 19678.91¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦137125.25¦137179.67¦137382.99¦137681.11¦137732.81¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦173093.11¦173086.89¦173271.29¦173407.75¦173434.74¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 903.72¦ 902.85¦ 902.16¦ 853.15¦ 852.21¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 155.15¦ 154.15¦ 153.15¦ 152.15¦ 151.15¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 321.65¦ 320.75¦ 319.85¦ 27.86¦ 27.65¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 1426.78¦ 1425.83¦ 1425.42¦ 1425.02¦ 1423.94¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 506.43¦ 505.45¦ 504.36¦ 503.35¦ 502.29¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на финансовых рынках
Банка России

ПОСТАНОВЛЕНИЕ ФЭК РФ от 26.12.2003 n 110-э/9 ОБ УТВЕРЖДЕНИИ ТАРИФА ОАО ФСК ЕЭС НА УСЛУГИ ПО ПЕРЕДАЧЕ ЭЛЕКТРИЧЕСКОЙ ЭНЕРГИИ ПО ЕДИНОЙ НАЦИОНАЛЬНОЙ ЭЛЕКТРИЧЕСКОЙ СЕТИ ДЛЯ ОАО ИРКУТСКЭНЕРГО  »
Постановления и Указы »
Читайте также