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| 18.10.2017 |
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57.34 |
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67.46 |
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8.67 |
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0.51 |
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76.15 |
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15.68 |
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15.95 |
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БЮЛЛЕТЕНЬ ЦБ РФ ОТ 17.09.2004 N 36 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 17 сентября 2004 г. N 36
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ОФЗ при суммарном объеме сделок за неделю 2221.162
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)¦
+------------+--------+-------+-------+-------+-------+------+-------+------+
¦18.11.04 <*>¦13.09.04¦ 0.00 ¦ 99.450¦ 99.450¦ 99.450¦ 3.06 ¦ 1.400¦46009 ¦
+------------+--------+-------+-------+-------+-------+------+-------+------+
¦15.12.04 ¦13.09.04¦ 2.93 ¦102.100¦102.100¦102.100¦ 3.73 ¦ 1.131¦27014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.09.04¦ 0.00 ¦101.950¦101.970¦101.970¦ 4.08 ¦ 0.693¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.09.04¦ 0.03 ¦101.850¦101.950¦101.880¦ 4.39 ¦ 48.491¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.09.04¦ 0.07 ¦101.990¦102.070¦102.000¦ 3.79 ¦ 0.710¦ ¦
+------------+--------+-------+-------+-------+-------+------+-------+------+
¦20.04.05 ¦17.09.04¦ 1.91 ¦105.000¦105.000¦105.000¦ 3.43 ¦ 0.350¦27021 ¦
+------------+--------+-------+-------+-------+-------+------+-------+------+
¦14.09.05 ¦13.09.04¦ 2.93 ¦106.500¦106.700¦106.500¦ 5.31 ¦ 9.000¦27018 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.09.04¦ 2.96 ¦106.500¦106.500¦106.500¦ 5.39 ¦ 5.000¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.09.04¦ 0.00 ¦106.620¦106.620¦106.620¦ 5.25 ¦ 0.070¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.09.04¦ 0.03 ¦106.500¦107.500¦106.500¦ 5.35 ¦ 4.688¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.09.04¦ 0.07 ¦106.500¦106.550¦106.500¦ 5.33 ¦ 9.464¦ ¦
+------------+--------+-------+-------+-------+-------+------+-------+------+
¦15.02.06 ¦15.09.04¦ 0.69 ¦104.450¦104.450¦104.450¦ 4.95 ¦ 0.001¦27022 ¦
+------------+--------+-------+-------+-------+-------+------+-------+------+
¦19.04.06 ¦13.09.04¦ 1.18 ¦102.500¦102.500¦102.500¦ 5.86 ¦ 1.860¦27024 ¦
+------------+--------+-------+-------+-------+-------+------+-------+------+
¦02.08.06 ¦13.09.04¦ 1.10 ¦105.300¦105.300¦105.300¦ 6.02 ¦ 1.920¦45002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.09.04¦ 1.15 ¦105.350¦105.350¦105.350¦ 5.97 ¦ 0.660¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.09.04¦ 1.18 ¦105.260¦105.350¦105.300¦ 5.98 ¦ 12.647¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.09.04¦ 1.21 ¦105.320¦105.320¦105.320¦ 5.97 ¦ 4.800¦ ¦
+------------+--------+-------+-------+-------+-------+------+-------+------+
¦15.11.06 ¦13.09.04¦ 0.86 ¦106.350¦106.350¦106.350¦ 5.68 ¦ 0.004¦45001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.09.04¦ 0.89 ¦106.600¦106.600¦106.600¦ 5.48 ¦ 2.000¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.09.04¦ 0.92 ¦106.400¦106.410¦106.400¦ 5.62 ¦ 5.000¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.09.04¦ 0.95 ¦106.200¦106.250¦106.250¦ 5.72 ¦ 10.000¦ ¦
+------------+--------+-------+-------+-------+-------+------+-------+------+
¦13.06.07 ¦13.09.04¦ 1.95 ¦101.780¦101.780¦101.780¦ 6.56 ¦ 4.167¦27025 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.09.04¦ 1.97 ¦101.800¦101.880¦101.850¦ 6.55 ¦ 2.116¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.09.04¦ 0.00 ¦101.780¦101.800¦101.780¦ 6.56 ¦ 1.009¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.09.04¦ 0.02 ¦101.400¦101.700¦101.400¦ 6.66 ¦ 6.718¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.09.04¦ 0.04 ¦101.700¦101.850¦101.850¦ 6.53 ¦ 43.901¦ ¦
+------------+--------+-------+-------+-------+-------+------+-------+------+
¦10.09.08 ¦13.09.04¦ 2.93 ¦109.650¦109.651¦109.650¦ 7.00 ¦ 68.000¦46001 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦14.09.04¦ 2.96 ¦109.650¦109.700¦109.650¦ 6.99 ¦110.000¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.09.04¦ 0.00 ¦109.800¦109.900¦109.900¦ 6.93 ¦103.202¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.09.04¦ 0.03 ¦109.850¦109.920¦109.910¦ 6.90 ¦ 82.022¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.09.04¦ 0.07 ¦109.890¦109.950¦109.950¦ 6.90 ¦327.849¦ ¦
+------------+--------+-------+-------+-------+-------+------+-------+------+
¦11.03.09 ¦16.09.04¦ 0.02 ¦ 99.770¦ 99.775¦ 99.775¦ 7.49 ¦ 23.175¦27026 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.09.04¦ 0.04 ¦ 99.777¦ 99.777¦ 99.777¦ 7.49 ¦ 21.000¦ ¦
+------------+--------+-------+-------+-------+-------+------+-------+------+
¦14.07.10 ¦15.09.04¦ 1.53 ¦110.500¦110.700¦110.700¦ 7.68 ¦ 10.080¦46003 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.09.04¦ 1.56 ¦110.600¦110.700¦110.700¦ 7.68 ¦ 10.307¦ ¦
+------------+--------+-------+-------+-------+-------+------+-------+------+
¦08.08.12 ¦14.09.04¦ 0.81 ¦107.030¦107.800¦107.800¦ 7.95 ¦ 2.150¦46002 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.09.04¦ 0.84 ¦107.400¦107.610¦107.500¦ 8.05 ¦194.485¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.09.04¦ 0.87 ¦107.510¦107.600¦107.550¦ 7.98 ¦164.355¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.09.04¦ 0.90 ¦107.520¦107.550¦107.550¦ 7.98 ¦133.545¦ ¦
+------------+--------+-------+-------+-------+-------+------+-------+------+
¦02.11.12 ¦16.09.04¦ 5.20 ¦ 88.400¦ 88.400¦ 88.400¦ 7.99 ¦ 0.029¦26198 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.09.04¦ 5.21 ¦ 88.000¦ 88.000¦ 88.000¦ 8.06 ¦ 2.200¦ ¦
+------------+--------+-------+-------+-------+-------+------+-------+------+
¦29.08.18 ¦14.09.04¦ 5.21 ¦104.600¦104.899¦104.899¦ 8.03 ¦ 22.150¦46014 ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦15.09.04¦ 0.00 ¦104.900¦105.000¦105.000¦ 8.01 ¦ 19.635¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦16.09.04¦ 0.03 ¦105.105¦105.110¦105.110¦ 7.99 ¦ 75.040¦ ¦
¦ +--------+-------+-------+-------+-------+------+-------+ ¦
¦ ¦17.09.04¦ 0.06 ¦104.600¦104.600¦104.600¦ 8.07 ¦ 1.350¦ ¦
+------------+--------+-------+-------+-------+-------+------+-------+------+
¦20.08.25 ¦17.09.04¦ 0.00 ¦ 59.450¦ 59.450¦ 59.450¦ 8.28 ¦300.851¦46011 ¦
+------------+--------+-------+-------+-------+-------+------+-------+------+
¦17.05.28 ¦17.09.04¦ 0.00 ¦ 61.900¦ 61.900¦ 61.900¦ 8.29 ¦260.194¦46010 ¦
+------------+--------+-------+-------+-------+-------+------+-------+------+
¦05.09.29 ¦17.09.04¦ 0.99 ¦ 47.700¦ 47.700¦ 47.700¦ 8.30 ¦111.743¦46012 ¦
L------------+--------+-------+-------+-------+-------+------+-------+-------
------------------------------------
<*> Дата обратного выкупа Банком России.
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 ¦ 66 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2005 ¦ 179 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2004 ¦ 71 ¦ 5.00 ¦ 50.14 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 22.11.2004 ¦ 66 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 23.11.2004 ¦ 67 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 25.11.2004 ¦ 69 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 26.11.2004 ¦ 70 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26198 ¦ 04.11.2004 ¦ 48 ¦ 6.00 ¦ 60.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 15.12.2004 ¦ 89 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 15.12.2004 ¦ 89 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27019 ¦ 19.01.2005 ¦ 124 ¦ 12.00 ¦ 59.84 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27020 ¦ 09.02.2005 ¦ 145 ¦ 12.00 ¦ 59.84 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 20.10.2004 ¦ 33 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27022 ¦ 17.11.2004 ¦ 61 ¦ 9.00 ¦ 22.44 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27023 ¦ 20.10.2004 ¦ 33 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27024 ¦ 20.10.2004 ¦ 33 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27025 ¦ 15.12.2004 ¦ 89 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27026 ¦ 15.12.2004 ¦ 89 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 17.11.2004 ¦ 61 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45002 ¦ 02.02.2005 ¦ 138 ¦ 10.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 15.12.2004 ¦ 89 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46002 ¦ 16.02.2005 ¦ 152 ¦ 11.00 ¦ 54.85 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46003 ¦ 19.01.2005 ¦ 124 ¦ 10.00 ¦ 49.86 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46012 ¦ 06.10.2004 ¦ 19 ¦ 1.05 ¦ 10.42 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46014 ¦ 16.03.2005 ¦ 180 ¦ 10.00 ¦ 49.86 ¦
L--------+------------------------+-------+--------+--------------
Часть 3
ОСНОВНЫЕ ХАРАКТЕРИСТИКИ ОБРАЩАЮЩИХСЯ ВЫПУСКОВ
ГКО - ОФЗ
---------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 ¦ ¦ ¦ ¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 430¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 179¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 71¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 794¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1159¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 1525¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 1890¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26198 ¦09.10.02¦02.11.12¦ 2968¦ 4 ¦ ¦ ¦ 21058.702¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 89¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 362¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27019 ¦27.09.02¦18.07.07¦ 1034¦ ¦ ¦ ¦ 8800.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27020 ¦27.09.02¦08.08.07¦ 1055¦ ¦ ¦ ¦ 8800.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 215¦ 2 ¦ 2 ¦ ¦ 10941.601¦ 58.399¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27022 ¦19.02.03¦15.02.06¦ 516¦ 3 ¦ 10 ¦ ¦ 21295.514¦ 2704.486¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27023 ¦23.04.03¦20.07.05¦ 306¦ 3 ¦ 3 ¦ ¦ 20291.893¦ 2708.107¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27024 ¦09.07.03¦19.04.06¦ 579¦ 4 ¦ 5 ¦ ¦ 15000.662¦ 7999.338¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27025 ¦17.09.03¦13.06.07¦ 999¦ 10 ¦ 39 ¦ ¦ 24559.484¦ 5440.516¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27026 ¦15.09.04¦11.03.09¦ 1636¦ 1 ¦ 2 ¦ ¦ 1084.644¦ 4115.356¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 789¦ 8 ¦ 84 ¦ ¦ 37807.676¦ 2692.324¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 45002 ¦14.02.03¦02.08.06¦ 684¦ 1 ¦ ¦ ¦ 5520.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 1454¦ 15 ¦ 86 ¦ ¦ 58171.789¦ 1828.211¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46002 ¦05.02.03¦08.08.12¦ 2882¦ 13 ¦ 67 ¦ ¦ 49827.101¦ 2172.899¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46003 ¦14.02.03¦14.07.10¦ 2126¦ 10 ¦ 18 ¦ ¦ 23457.547¦ 6542.453¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46010 ¦14.02.03¦17.05.28¦ 8643¦ ¦ ¦ ¦ 30000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46011 ¦14.02.03¦20.08.25¦ 7642¦ ¦ ¦ ¦ 30000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46012 ¦14.02.03¦05.09.29¦ 9119¦ ¦ ¦ ¦ 40000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 46014 ¦05.03.03¦29.08.18¦ 5094¦ 8 ¦ 36 ¦ ¦ 30615.706¦ 8384.294¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Итого: ¦ ¦462552.778¦44646.383¦
L--------+-----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦13.09.04¦14.09.04¦15.09.04¦16.09.04¦17.09.04¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 8.04 ¦ 8.04 ¦ 8.04 ¦ 7.97 ¦ 8.04 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 8.13 ¦ 8.10 ¦ 8.11 ¦ 8.09 ¦ 7.94 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 5.81 ¦ 5.81 ¦ 5.83 ¦ 5.87 ¦ 5.80 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦б) оборота рынка <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 7.99 ¦ 8.06 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 6.99 ¦ 7.42 ¦ 7.82 ¦ 7.81 ¦ 8.08 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 5.95 ¦ 6.00 ¦ 6.38 ¦ 7.03 ¦ 6.87 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Коэффициенты ¦ ¦ ¦ ¦ ¦ ¦
¦ оборачиваемости ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.00 ¦ 0.01 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-АД ¦ 0.03 ¦ 0.06 ¦ 0.13 ¦ 0.14 ¦ 0.33 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ФД ¦ 0.01 ¦ 0.01 ¦ 0.00 ¦ 0.06 ¦ 0.05 ¦
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
-----------------------T---------T---------T---------T---------T---------¬
¦ ¦ 13.09.04¦ 14.09.04¦ 15.09.04¦ 16.09.04¦ 17.09.04¦
+----------------------+---------+---------+---------+---------+---------+
¦Номинальная стоимость,¦456302.10¦456302.10¦462139.83¦462312.51¦462552.78¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 22379.16¦ 22379.16¦ 22379.16¦ 22379.16¦ 22379.16¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦300233.79¦300233.79¦305031.05¦305180.55¦305399.82¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦133689.15¦133689.15¦134729.62¦134752.80¦134773.80¦
+----------------------+---------+---------+---------+---------+---------+
¦Рыночная стоимость, ¦435127.02¦435636.53¦437249.19¦437718.50¦441836.53¦
¦млн. руб. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 21014.30¦ 21018.22¦ 21021.92¦ 21110.06¦ 21029.54¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦271918.19¦272395.99¦274153.01¦274561.38¦278668.57¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦142194.53¦142222.32¦142074.25¦142047.06¦142138.42¦
+----------------------+---------+---------+---------+---------+---------+
¦Дюрация <*>, дней ¦ 1654.24¦ 1653.67¦ 1672.40¦ 1672.20¦ 1712.77¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ПД ¦ 2126.16¦ 2125.15¦ 2124.14¦ 2124.73¦ 2121.32¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-АД ¦ 2203.23¦ 2202.05¦ 2222.75¦ 2221.84¦ 2279.08¦
+----------------------+---------+---------+---------+---------+---------+
¦ ОФЗ-ФД ¦ 534.65¦ 533.69¦ 543.56¦ 542.57¦ 542.04¦
L----------------------+---------+---------+---------+---------+----------
------------------------------------
<*> Рассчитывается как средний срок до погашения, взвешенный по
объемам в обращении.
Департамент операций
на финансовых рынках
Банка России
|
Списки
Право 2010
Новости партнеров
Счетчики
|
|
| 18.10.2017 |
|
|
57.34 |
|
|
67.46 |
|
|
8.67 |
|
|
0.51 |
|
|
76.15 |
|
|
15.68 |
|
|
15.95 |
|
|
