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БЮЛЛЕТЕНЬ ЦБ РФ ОТ 30.01.2004 N 4 ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР
Текст документа с изменениями и дополнениями по состоянию на ноябрь 2007 года
Обновление
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ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 30 января 2004 г. N 4
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 0.123 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 ¦29.01.04¦ 98.400¦ 98.400¦ 98.400¦ 3.41 ¦ 0.12 ¦21170 ¦
L---------+--------+-------+-------+-------+------+-------+-------
Торговля ОФЗ при суммарном объеме сделок за неделю 7012.921
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)¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.02.04 ¦29.01.04¦ 2.80 ¦100.130¦100.161¦100.130¦ 3.43 ¦ 15.25¦27015 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.01.04¦ 2.83 ¦100.075¦100.099¦100.075¦ 4.81 ¦ 4.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.06.04 ¦26.01.04¦ 1.78 ¦103.380¦103.380¦103.380¦ 2.31 ¦ 0.03¦27013 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.01.04¦ 1.81 ¦103.400¦103.400¦103.400¦ 2.18 ¦ 1.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.01.04¦ 1.84 ¦103.500¦103.500¦103.500¦ 1.82 ¦ 0.50¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.01.04¦ 1.87 ¦103.500¦103.500¦103.500¦ 1.74 ¦ 1.10¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.01.04¦ 1.91 ¦103.490¦103.490¦103.490¦ 1.68 ¦ 0.01¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.08.04 ¦28.01.04¦ 2.76 ¦104.880¦104.900¦104.880¦ 2.49 ¦ 21.82¦27017 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.01.04¦ 2.80 ¦104.950¦104.950¦104.950¦ 2.32 ¦ 2.10¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.01.04¦ 2.83 ¦104.900¦104.940¦104.900¦ 2.34 ¦ 3.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.12.04 ¦26.01.04¦ 1.32 ¦106.550¦106.550¦106.550¦ 4.51 ¦ 0.05¦27014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.01.04¦ 1.35 ¦106.600¦106.650¦106.650¦ 4.40 ¦ 6.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.01.04¦ 1.38 ¦106.950¦107.000¦106.950¦ 3.99 ¦ 72.73¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.01.04¦ 1.45 ¦106.800¦106.990¦106.850¦ 4.11 ¦ 2.71¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.05 ¦28.01.04¦ 8.74 ¦106.100¦106.400¦106.100¦ 4.10 ¦ 0.12¦26003 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.01.04¦ 8.77 ¦106.100¦106.500¦106.100¦ 4.00 ¦ 0.22¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.01.04¦ 8.79 ¦106.000¦106.000¦106.000¦ 4.39 ¦ 6.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.04.05 ¦29.01.04¦ 0.26 ¦109.600¦109.600¦109.600¦ 3.99 ¦ 0.00¦27021 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.01.04¦ 0.30 ¦109.600¦109.600¦109.600¦ 3.97 ¦ 0.06¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.07.05 ¦26.01.04¦ 0.11 ¦104.300¦104.600¦104.600¦ 4.61 ¦ 21.02¦27023 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.01.04¦ 0.13 ¦104.600¦105.200¦104.600¦ 4.59 ¦ 69.69¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.01.04¦ 0.15 ¦105.000¦105.000¦105.000¦ 4.31 ¦ 75.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.01.04¦ 0.18 ¦105.000¦105.111¦105.100¦ 4.24 ¦ 2.16¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.01.04¦ 0.20 ¦105.400¦105.400¦105.400¦ 4.01 ¦ 19.50¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.09.05 ¦26.01.04¦ 1.32 ¦112.000¦113.000¦112.400¦ 4.18 ¦ 50.90¦27018 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.01.04¦ 1.35 ¦112.400¦112.500¦112.400¦ 4.11 ¦ 132.34¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.01.04¦ 1.38 ¦111.000¦111.000¦111.000¦ 5.03 ¦ 0.03¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.01.04¦ 1.41 ¦112.450¦112.950¦112.950¦ 3.88 ¦ 3.59¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.02.06 ¦26.01.04¦ 1.77 ¦106.200¦107.200¦107.200¦ 4.97 ¦ 6.15¦27022 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.01.04¦ 1.80 ¦107.200¦107.300¦107.300¦ 4.78 ¦ 5.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.01.04¦ 1.82 ¦107.600¦107.600¦107.600¦ 4.60 ¦ 2.96¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.01.04¦ 1.87 ¦107.300¦107.300¦107.300¦ 4.74 ¦ 4.24¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦19.04.06 ¦27.01.04¦ 0.13 ¦106.000¦106.000¦106.000¦ 4.79 ¦ 2.98¦27024 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.08.06 ¦27.01.04¦ 5.72 ¦109.450¦109.450¦109.450¦ 4.62 ¦ 32.00¦45002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.01.04¦ 5.75 ¦109.500¦109.500¦109.500¦ 4.58 ¦ 8.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.11.06 ¦26.01.04¦ 2.24 ¦110.850¦111.398¦111.398¦ 5.16 ¦ 154.68¦45001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.01.04¦ 2.27 ¦111.200¦111.505¦111.505¦ 4.99 ¦ 135.46¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.01.04¦ 2.30 ¦111.598¦111.800¦111.780¦ 4.83 ¦ 103.02¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.01.04¦ 2.33 ¦111.410¦111.600¦111.410¦ 4.96 ¦ 45.10¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦13.06.07 ¦26.01.04¦ 0.88 ¦102.064¦102.066¦102.066¦ 6.78 ¦ 17.88¦27025 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.01.04¦ 0.90 ¦102.030¦102.075¦102.075¦ 6.78 ¦ 48.96¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.01.04¦ 0.92 ¦102.070¦102.082¦102.082¦ 6.77 ¦ 49.53¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.01.04¦ 0.94 ¦102.081¦102.180¦102.180¦ 6.75 ¦ 208.50¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.01.04¦ 0.97 ¦102.120¦102.120¦102.120¦ 6.76 ¦ 1.55¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦18.07.07 ¦27.01.04¦ 0.21 ¦112.700¦112.700¦112.700¦ 7.01 ¦ 22.37¦27019 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.01.04¦ 0.25 ¦112.700¦112.700¦112.700¦ 7.00 ¦ 13.64¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.01.04¦ 0.29 ¦112.700¦112.700¦112.700¦ 7.00 ¦ 17.94¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.01.04¦ 0.32 ¦112.700¦112.700¦112.700¦ 6.99 ¦ 0.01¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦10.09.08 ¦26.01.04¦ 1.32 ¦110.565¦110.615¦110.613¦ 7.54 ¦ 117.22¦46001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.01.04¦ 1.35 ¦110.450¦110.608¦110.608¦ 7.54 ¦ 325.79¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.01.04¦ 1.38 ¦110.605¦111.000¦111.000¦ 7.47 ¦1082.09¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.01.04¦ 1.41 ¦111.000¦111.095¦111.050¦ 7.39 ¦ 537.47¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.01.04¦ 1.45 ¦111.000¦111.090¦111.080¦ 7.39 ¦ 785.17¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.07.10 ¦26.01.04¦ 0.16 ¦111.985¦111.985¦111.985¦ 7.80 ¦ 3.34¦46003 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.01.04¦ 0.20 ¦111.990¦112.045¦112.045¦ 7.80 ¦ 176.62¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.01.04¦ 0.23 ¦112.048¦112.085¦112.085¦ 7.78 ¦ 175.01¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.01.04¦ 0.26 ¦112.087¦112.850¦112.290¦ 7.75 ¦ 346.77¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.01.04¦ 0.30 ¦112.200¦112.200¦112.200¦ 7.75 ¦ 1.02¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.08.12 ¦26.01.04¦ 4.79 ¦110.215¦110.225¦110.225¦ 7.79 ¦ 278.83¦46002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.01.04¦ 4.82 ¦110.165¦110.226¦110.180¦ 7.80 ¦ 170.43¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.01.04¦ 4.85 ¦110.200¦110.500¦110.310¦ 7.78 ¦ 602.72¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.01.04¦ 4.88 ¦110.250¦110.320¦110.300¦ 7.78 ¦ 269.73¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.01.04¦ 4.91 ¦109.500¦110.050¦109.600¦ 7.86 ¦ 348.67¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.11.12 ¦26.01.04¦ 1.35 ¦ 87.205¦ 87.205¦ 87.205¦ 8.09 ¦ 4.72¦26198 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦27.01.04¦ 1.36 ¦ 87.100¦ 87.100¦ 87.100¦ 8.10 ¦ 10.00¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.01.04¦ 1.38 ¦ 87.000¦ 87.100¦ 87.030¦ 8.12 ¦ 69.28¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.01.04¦ 1.40 ¦ 87.000¦ 87.075¦ 87.000¦ 8.12 ¦ 126.60¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.01.04¦ 1.41 ¦ 86.500¦ 86.800¦ 86.700¦ 8.21 ¦ 66.50¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦29.08.18 ¦26.01.04¦ 3.77 ¦107.885¦107.885¦107.885¦ 7.78 ¦ 11.00¦46014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦28.01.04¦ 3.83 ¦107.800¦107.881¦107.810¦ 7.78 ¦ 111.76¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦29.01.04¦ 3.86 ¦107.800¦107.800¦107.800¦ 7.79 ¦ 0.92¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦30.01.04¦ 3.88 ¦107.550¦107.550¦107.550¦ 7.83 ¦ 0.40¦ ¦
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 ¦ 297 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2004 ¦ 45 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2004 ¦ 45 ¦ 10.00 ¦ 100.27 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2004 ¦ 302 ¦ 5.00 ¦ 50.14 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 22.11.2004 ¦ 297 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 23.11.2004 ¦ 298 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 25.11.2004 ¦ 300 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 26.11.2004 ¦ 301 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26198 ¦ 04.11.2004 ¦ 297 ¦ 6.00 ¦ 60.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 03.03.2004 ¦ 33 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 17.03.2004 ¦ 47 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 04.02.2004 ¦ 5 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 04.02.2004 ¦ 5 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 17.03.2004 ¦ 47 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27019 ¦ 21.07.2004 ¦ 173 ¦ 13.00 ¦ 64.82 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27020 ¦ 11.02.2004 ¦ 12 ¦ 13.00 ¦ 64.82 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 21.04.2004 ¦ 82 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27022 ¦ 18.02.2004 ¦ 19 ¦ 9.50 ¦ 23.68 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27023 ¦ 21.04.2004 ¦ 82 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27024 ¦ 21.04.2004 ¦ 82 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27025 ¦ 17.03.2004 ¦ 47 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 18.02.2004 ¦ 19 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45002 ¦ 04.02.2004 ¦ 5 ¦ 12.00 ¦ 47.87 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 17.03.2004 ¦ 47 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46002 ¦ 18.02.2004 ¦ 19 ¦ 11.00 ¦ 54.85 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46003 ¦ 21.07.2004 ¦ 173 ¦ 12.00 ¦ 59.84 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46014 ¦ 17.03.2004 ¦ 47 ¦ 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¦ 173¦ 1 ¦ ¦ ¦ 1015.609¦ 3984.391¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21171 ¦08.10.03¦21.04.04¦ 82¦ 1 ¦ 2 ¦ ¦ 1673.396¦ 3326.604¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 661¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 45¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 410¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 302¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1025¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1390¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 1756¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2121¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26198 ¦09.10.02¦02.11.12¦ 3199¦ 1 ¦ ¦ ¦ 21058.702¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 124¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 320¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 5¦ 3 ¦ 62 ¦ ¦ 16000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 187¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 593¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27019 ¦27.09.02¦18.07.07¦ 1265¦ ¦ ¦ ¦ 8800.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27020 ¦27.09.02¦08.08.07¦ 1286¦ ¦ ¦ ¦ 8800.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 446¦ 2 ¦ 2 ¦ ¦ 10941.601¦ 58.399¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27022 ¦19.02.03¦15.02.06¦ 747¦ 3 ¦ 10 ¦ ¦ 21295.514¦ 2704.486¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27023 ¦23.04.03¦20.07.05¦ 537¦ 3 ¦ 3 ¦ ¦ 20291.893¦ 2708.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27024 ¦09.07.03¦19.04.06¦ 810¦ 4 ¦ 1 ¦ ¦ 14217.676¦ 8782.324¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27025 ¦17.09.03¦13.06.07¦ 1230¦ 1 ¦ 23 ¦ ¦ 4541.548¦ 4458.452¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1020¦ 6 ¦ 82 ¦ ¦ 31740.000¦ 2760.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45002 ¦14.02.03¦02.08.06¦ 915¦ 1 ¦ ¦ ¦ 7360.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 1685¦ 9 ¦ 63 ¦ ¦ 38991.754¦ 7508.246¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46002 ¦05.02.03¦08.08.12¦ 3113¦ 5 ¦ 49 ¦ ¦ 33877.709¦ 6322.291¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46003 ¦14.02.03¦14.07.10¦ 2357¦ 2 ¦ ¦ ¦ 8000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46014 ¦05.03.03¦29.08.18¦ 5325¦ 3 ¦ 21 ¦ ¦ 21513.800¦ 5486.200¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦322704.835¦48099.500¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦26.01.04¦27.01.04¦28.01.04¦29.01.04¦30.01.04¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 3.50 ¦ 3.50 ¦ 3.51 ¦ 3.23 ¦ 3.23 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 8.04 ¦ 8.06 ¦ 8.07 ¦ 8.07 ¦ 8.17 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 7.43 ¦ 7.41 ¦ 7.37 ¦ 7.37 ¦ 7.41 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 5.43 ¦ 5.31 ¦ 5.30 ¦ 5.11 ¦ 5.12 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 3.41 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 8.09 ¦ 8.10 ¦ 8.12 ¦ 8.11 ¦ 8.15 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 7.73 ¦ 7.42 ¦ 7.59 ¦ 7.59 ¦ 7.61 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 5.09 ¦ 5.32 ¦ 5.52 ¦ 6.73 ¦ 4.40 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.02 ¦ 0.04 ¦ 0.30 ¦ 0.55 ¦ 0.32 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.41 ¦ 0.60 ¦ 1.47 ¦ 0.85 ¦ 0.80 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.06 ¦ 0.19 ¦ 0.15 ¦ 0.15 ¦ 0.02 ¦
L--------------------------+--------+--------+--------+--------+---------
------------------------------------
<*> Рассчитывается как средняя простая доходность по ГКО и
эффективная доходность по ОФЗ, взвешенная по срокам до погашения и
объемам в обращении.
<**> Рассчитывается как средняя простая доходность по ГКО и
эффективная доходность по ОФЗ, взвешенная по срокам до погашения и
оборотам вторичного рынка.
Часть 5
НЕКОТОРЫЕ МАКРОХАРАКТЕРИСТИКИ РЫНКА ГКО - ОФЗ - ОБР
-----------------------T---------T---------T---------T---------T---------¬
¦ ¦ 26.01.04¦ 27.01.04¦ 28.01.04¦ 29.01.04¦ 30.01.04¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦320583.75¦320812.10¦322146.76¦322704.84¦322704.84¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 2689.01¦ 2689.01¦ 2689.01¦ 2689.01¦ 2689.01¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 22644.34¦ 22644.34¦ 22644.34¦ 22644.34¦ 22644.34¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦139668.74¦139848.55¦141133.69¦141483.26¦141483.26¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦155581.66¦155630.21¦155679.73¦155888.23¦155888.23¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦348845.85¦349569.36¦351372.56¦352461.56¦352180.58¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 2654.14¦ 2654.14¦ 2654.14¦ 2658.57¦ 2658.57¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 20408.08¦ 20389.74¦ 20379.80¦ 20388.67¦ 20279.44¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦157958.30¦158337.55¦160049.09¦160499.35¦160310.38¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦167825.33¦168187.92¦168289.53¦168914.97¦168932.18¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 1030.66¦ 1029.26¦ 1030.22¦ 1029.23¦ 1026.57¦
+----------------------+---------+---------+---------+---------+---------+
¦ ГКО ¦ 120.11¦ 119.11¦ 118.11¦ 117.21¦ 116.21¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2308.26¦ 2306.58¦ 2304.94¦ 2303.92¦ 2300.18¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 1429.87¦ 1427.85¦ 1427.27¦ 1426.23¦ 1423.37¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 513.96¦ 513.52¦ 512.62¦ 512.50¦ 511.47¦
L----------------------+---------+---------+---------+---------+----------
------------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по
объемам в обращении.
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