БЮЛЛЕТЕНЬ ЦБ РФ от 19.12.2003 n 48 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 19 декабря 2003 г. N 48
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 5.25 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) ¦
+---------+--------+------+------+------+--------+-------+-------+
¦21.07.04 ¦17.12.03¦96.600¦96.600¦96.600¦ 5.92 ¦ 5.25 ¦ 21170 ¦
L---------+--------+------+------+------+--------+-------+--------
Торговля ОФЗ при суммарном объеме сделок за неделю 3118.814 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 ¦15.12.03¦ 1.50 ¦100.500¦100.500¦100.500¦ 4.94 ¦ 5.90¦28001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.12.03¦ 1.50 ¦100.450¦100.540¦100.540¦ 4.68 ¦ 266.61¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.12.03¦ 1.50 ¦100.530¦100.550¦100.550¦ 4.71 ¦ 5.90¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.12.03¦ 1.60 ¦100.510¦100.570¦100.570¦ 3.52 ¦ 372.62¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.12.03¦ 1.60 ¦100.600¦100.610¦100.600¦ 3.28 ¦ 19.41¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.02.04 ¦16.12.03¦ 1.35 ¦100.945¦101.000¦100.950¦ 5.06 ¦ 42.41¦27015 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.12.03¦ 1.38 ¦100.930¦101.060¦100.950¦ 4.91 ¦ 361.21¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.12.03¦ 1.41 ¦100.920¦101.050¦101.050¦ 4.11 ¦ 168.57¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.12.03¦ 1.45 ¦100.890¦101.150¦101.055¦ 3.51 ¦ 118.78¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.04 ¦16.12.03¦ 7.56 ¦100.600¦100.600¦100.600¦ 7.18 ¦ 0.02¦26002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.12.03¦ 7.59 ¦100.700¦100.700¦100.700¦ 6.75 ¦ 1.75¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.06.04 ¦15.12.03¦ 0.40 ¦102.794¦102.900¦102.900¦ 6.00 ¦ 27.99¦27013 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.12.03¦ 0.43 ¦102.800¦103.100¦102.800¦ 5.29 ¦ 0.18¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.12.03¦ 0.46 ¦102.900¦102.905¦102.900¦ 5.68 ¦ 14.59¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.12.03¦ 0.49 ¦102.700¦102.950¦102.950¦ 5.98 ¦ 3.50¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.12.03¦ 0.53 ¦103.000¦103.200¦103.000¦ 5.30 ¦ 6.07¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.08.04 ¦15.12.03¦ 1.32 ¦103.800¦103.800¦103.800¦ 6.01 ¦ 3.60¦27017 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.12.03¦ 1.38 ¦103.850¦103.950¦103.950¦ 5.80 ¦ 6.30¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.12.03¦ 1.41 ¦103.800¦103.800¦103.800¦ 5.93 ¦ 10.49¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.12.03¦ 1.45 ¦103.840¦104.190¦104.190¦ 5.28 ¦ 2.14¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.12.04 ¦16.12.03¦ 2.96 ¦105.750¦105.800¦105.800¦ 6.17 ¦ 46.52¦27014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.12.03¦ 0.03 ¦105.750¦105.900¦105.900¦ 5.99 ¦ 55.55¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.12.03¦ 0.07 ¦105.850¦106.150¦106.150¦ 5.70 ¦ 14.41¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.05 ¦16.12.03¦ 7.56 ¦103.100¦103.100¦103.100¦ 7.25 ¦ 0.00¦26003 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.12.03¦ 7.59 ¦103.100¦103.700¦103.700¦ 7.18 ¦ 7.35¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.12.03¦ 7.62 ¦103.650¦103.700¦103.700¦ 6.75 ¦ 66.59¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.12.03¦ 7.64 ¦103.700¦103.700¦103.700¦ 6.73 ¦ 0.21¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.07.05 ¦17.12.03¦ 1.84 ¦108.500¦108.500¦108.500¦ 5.50 ¦ 0.05¦27021 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.12.03¦ 1.87 ¦108.300¦108.300¦108.300¦ 5.64 ¦ 5.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.12.03¦ 1.91 ¦107.900¦107.900¦107.900¦ 5.94 ¦ 0.03¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.09.05 ¦17.12.03¦ 0.00 ¦109.900¦109.900¦109.900¦ 6.12 ¦ 0.00¦27018 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.12.03¦ 0.03 ¦109.000¦109.200¦109.000¦ 6.65 ¦ 2.09¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.12.03¦ 0.07 ¦108.900¦109.000¦108.900¦ 6.66 ¦ 1.50¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.02.06 ¦17.12.03¦ 0.73 ¦102.600¦102.600¦102.600¦ 7.37 ¦ 0.07¦27022 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.12.03¦ 0.76 ¦102.700¦102.900¦102.700¦ 7.29 ¦ 9.62¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦19.04.06 ¦17.12.03¦ 1.23 ¦100.800¦101.000¦100.800¦ 7.34 ¦ 11.00¦27024 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.12.03¦ 1.25 ¦101.050¦101.060¦101.050¦ 7.29 ¦ 10.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.12.03¦ 1.27 ¦101.800¦101.800¦101.800¦ 6.92 ¦ 1.92¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.08.06 ¦16.12.03¦ 4.34 ¦106.300¦106.300¦106.300¦ 6.96 ¦ 4.48¦45002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.12.03¦ 4.37 ¦106.200¦106.200¦106.200¦ 7.01 ¦ 16.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.11.06 ¦15.12.03¦ 0.86 ¦107.000¦108.010¦108.010¦ 7.47 ¦ 0.14¦45001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.12.03¦ 0.89 ¦107.000¦108.010¦108.000¦ 7.54 ¦ 5.23¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.12.03¦ 0.92 ¦107.650¦107.800¦107.700¦ 7.19 ¦ 101.41¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.12.03¦ 0.95 ¦107.700¦107.800¦107.700¦ 7.19 ¦ 4.88¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.12.03¦ 0.99 ¦107.800¦107.810¦107.810¦ 7.13 ¦ 40.15¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.08.07 ¦16.12.03¦ 4.45 ¦109.600¦109.600¦109.600¦ 8.24 ¦ 3.00¦27020 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦10.09.08 ¦15.12.03¦ 3.41 ¦109.050¦109.060¦109.060¦ 8.13 ¦ 53.64¦46001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.12.03¦ 3.45 ¦109.060¦109.113¦109.112¦ 8.12 ¦ 155.03¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.12.03¦ 0.00 ¦108.910¦109.080¦109.080¦ 8.17 ¦ 45.38¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.12.03¦ 0.03 ¦109.085¦109.091¦109.091¦ 8.11 ¦ 62.53¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.12.03¦ 0.07 ¦109.093¦109.096¦109.093¦ 8.11 ¦ 71.21¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.07.10 ¦16.12.03¦ 4.80 ¦109.550¦109.550¦109.550¦ 8.38 ¦ 10.00¦46003 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.12.03¦ 4.83 ¦109.550¦109.550¦109.550¦ 8.38 ¦ 2.31¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.12.03¦ 4.87 ¦109.560¦109.560¦109.560¦ 8.37 ¦ 2.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.12.03¦ 4.90 ¦109.550¦109.550¦109.550¦ 8.37 ¦ 5.34¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.08.12 ¦15.12.03¦ 3.53 ¦107.010¦107.085¦107.085¦ 8.39 ¦ 27.53¦46002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.12.03¦ 3.56 ¦107.080¦107.200¦107.200¦ 8.38 ¦ 233.92¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.12.03¦ 3.59 ¦107.200¦107.360¦107.250¦ 8.35 ¦ 130.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.12.03¦ 3.62 ¦107.200¦107.305¦107.250¦ 8.35 ¦ 17.86¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.12.03¦ 3.65 ¦107.100¦107.250¦107.250¦ 8.35 ¦ 30.82¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦29.08.18 ¦16.12.03¦ 2.59 ¦104.410¦104.680¦104.680¦ 8.31 ¦ 160.00¦46014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.12.03¦ 2.62 ¦104.045¦104.710¦104.045¦ 8.32 ¦ 84.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦18.12.03¦ 2.65 ¦104.600¦105.000¦104.711¦ 8.28 ¦ 140.33¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦19.12.03¦ 2.68 ¦104.800¦104.800¦104.800¦ 8.28 ¦ 41.68¦ ¦
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 ¦ 339 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2004 ¦ 87 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2004 ¦ 87 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2004 ¦ 344 ¦ 5.00 ¦ 50.14 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 22.11.2004 ¦ 339 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 23.11.2004 ¦ 340 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 25.11.2004 ¦ 342 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 26.11.2004 ¦ 343 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 03.03.2004 ¦ 75 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 17.03.2004 ¦ 89 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 04.02.2004 ¦ 47 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 04.02.2004 ¦ 47 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 17.03.2004 ¦ 89 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27019 ¦ 21.01.2004 ¦ 33 ¦ 13.00 ¦ 64.82 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27020 ¦ 11.02.2004 ¦ 54 ¦ 13.00 ¦ 64.82 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 21.01.2004 ¦ 33 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27022 ¦ 18.02.2004 ¦ 61 ¦ 9.50 ¦ 23.68 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27023 ¦ 21.01.2004 ¦ 33 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27024 ¦ 21.01.2004 ¦ 33 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27025 ¦ 17.03.2004 ¦ 89 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 21.01.2004 ¦ 33 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 18.02.2004 ¦ 61 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45002 ¦ 04.02.2004 ¦ 47 ¦ 12.00 ¦ 47.87 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 17.03.2004 ¦ 89 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46002 ¦ 18.02.2004 ¦ 61 ¦ 11.00 ¦ 54.85 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46003 ¦ 21.01.2004 ¦ 33 ¦ 12.00 ¦ 59.84 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46014 ¦ 17.03.2004 ¦ 89 ¦ 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¦ 215¦ 1 ¦ ¦ ¦ 1015.609¦ 3984.391¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21171 ¦08.10.03¦21.04.04¦ 124¦ 1 ¦ 2 ¦ ¦ 1673.396¦ 3326.604¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 703¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 87¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 452¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 344¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1067¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1432¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 1798¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2163¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 166¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 362¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 47¦ 3 ¦ 62 ¦ ¦ 16000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 229¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 635¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27019 ¦27.09.02¦18.07.07¦ 1307¦ ¦ ¦ ¦ 8800.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27020 ¦27.09.02¦08.08.07¦ 1328¦ ¦ ¦ ¦ 8800.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 488¦ 2 ¦ 2 ¦ ¦ 10941.601¦ 58.399¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27022 ¦19.02.03¦15.02.06¦ 789¦ 3 ¦ 10 ¦ ¦ 21295.514¦ 2704.486¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27023 ¦23.04.03¦20.07.05¦ 579¦ 3 ¦ 3 ¦ ¦ 20291.893¦ 2708.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27024 ¦09.07.03¦19.04.06¦ 852¦ 4 ¦ 1 ¦ ¦ 14217.676¦ 8782.324¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27025 ¦17.09.03¦13.06.07¦ 1272¦ 1 ¦ 10 ¦ ¦ 2993.400¦ 6006.600¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 33¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1062¦ 6 ¦ 82 ¦ ¦ 31740.000¦ 2760.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45002 ¦14.02.03¦02.08.06¦ 957¦ 1 ¦ ¦ ¦ 7360.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 1727¦ 8 ¦ 52 ¦ ¦ 30860.380¦ 5639.620¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46002 ¦05.02.03¦08.08.12¦ 3155¦ 4 ¦ 38 ¦ ¦ 26131.750¦ 6068.250¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46003 ¦14.02.03¦14.07.10¦ 2399¦ 2 ¦ ¦ ¦ 8000.000¦ 2000.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46014 ¦05.03.03¦29.08.18¦ 5367¦ 3 ¦ 13 ¦ ¦ 20967.633¦ 6032.367¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦293216.804¦50517.579¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦15.12.03¦16.12.03¦17.12.03¦18.12.03¦19.12.03¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 6.42 ¦ 6.42 ¦ 5.88 ¦ 5.88 ¦ 5.88 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 6.59 ¦ 6.60 ¦ 6.52 ¦ 6.15 ¦ 6.14 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 8.21 ¦ 8.19 ¦ 8.15 ¦ 8.13 ¦ 8.12 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 7.07 ¦ 7.04 ¦ 7.04 ¦ 7.07 ¦ 6.99 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.00 ¦ 5.92 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 7.20 ¦ 7.16 ¦ 6.75 ¦ 6.73 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 8.25 ¦ 8.31 ¦ 8.19 ¦ 8.26 ¦ 8.16 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 5.96 ¦ 5.95 ¦ 5.74 ¦ 5.59 ¦ 4.97 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.00 ¦ 0.19 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 0.00 ¦ 0.59 ¦ 4.32 ¦ 0.01 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.07 ¦ 0.46 ¦ 0.30 ¦ 0.18 ¦ 0.15 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.02 ¦ 0.21 ¦ 0.24 ¦ 0.38 ¦ 0.10 ¦
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---------¬
¦ ¦ 15.12.03¦ 16.12.03¦ 17.12.03¦ 18.12.03¦ 19.12.03¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦291333.22¦291333.22¦293152.33¦293216.80¦293216.80¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 2689.01¦ 2689.01¦ 2689.01¦ 2689.01¦ 2689.01¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1585.63¦ 1585.63¦ 1585.63¦ 1585.63¦ 1585.63¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦123176.18¦123176.18¦124995.29¦125059.76¦125059.76¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦163882.40¦163882.40¦163882.40¦163882.40¦163882.40¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦313531.62¦313720.30¦314126.54¦314293.33¦314584.65¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 2602.81¦ 2602.81¦ 2613.98¦ 2613.98¦ 2613.98¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 1708.40¦ 1707.52¦ 1709.12¦ 1715.32¦ 1715.80¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦135443.09¦135564.24¦136757.51¦136963.70¦137026.26¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦173777.32¦173845.74¦173045.93¦173000.33¦173228.62¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 901.68¦ 901.77¦ 907.87¦ 907.60¦ 906.31¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 161.91¦ 160.91¦ 160.15¦ 159.15¦ 158.15¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 327.70¦ 326.72¦ 325.85¦ 325.36¦ 324.47¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 1424.31¦ 1425.29¦ 1431.00¦ 1430.79¦ 1429.57¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 511.07¦ 510.27¦ 511.47¦ 510.47¦ 509.46¦
L----------------------+---------+---------+---------+---------+----------
--------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по объемам в обращении.
Департамент операций
на финансовых рынках
Банка России

<ПИСЬМО> ЦБ РФ от 19.12.2003 n 33-4-15/6422 О ГОСУДАРСТВЕННОЙ РЕГИСТРАЦИИ КРЕДИТНОЙ ОРГАНИЗАЦИИ В СВЯЗИ С ЕЕ ЛИКВИДАЦИЕЙ  »
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