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БЮЛЛЕТЕНЬ ЦБ РФ ОТ 06.02.2004 N 5 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 6 февраля 2004 г. N 5
   
                                Часть 1
   
                    ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
            КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
                       ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
   
       Торговля  ОФЗ  при суммарном объеме сделок за  неделю  6422.475
   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 ¦02.02.04¦ 2.93  ¦100.010¦100.032¦100.010¦ 6.59 ¦ 247.48¦27015 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦03.02.04¦ 2.96  ¦100.010¦100.010¦100.010¦ 8.49 ¦   9.00¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦15.03.04 ¦04.02.04¦ 8.93  ¦100.560¦100.560¦100.560¦ 4.56 ¦   0.89¦26002 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦06.02.04¦ 8.99  ¦100.657¦100.657¦100.657¦ 3.42 ¦   0.50¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦02.06.04 ¦03.02.04¦ 2.04  ¦103.350¦103.350¦103.350¦ 1.77 ¦   1.00¦27013 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦04.02.04¦ 2.07  ¦103.440¦103.440¦103.440¦ 1.41 ¦   0.85¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦04.08.04 ¦02.02.04¦ 2.93  ¦104.700¦104.950¦104.900¦ 2.49 ¦   0.64¦27017 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦03.02.04¦ 2.96  ¦104.424¦104.450¦104.450¦ 3.08 ¦   0.02¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦04.02.04¦ 0.00  ¦104.710¦104.710¦104.710¦ 2.49 ¦  19.62¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦05.02.04¦ 0.03  ¦104.600¦104.700¦104.700¦ 2.59 ¦  77.10¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦06.02.04¦ 0.07  ¦104.654¦104.700¦104.700¦ 2.41 ¦  49.90¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦15.12.04 ¦03.02.04¦ 1.58  ¦106.900¦107.200¦107.200¦ 3.68 ¦   2.91¦27014 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦05.02.04¦ 1.64  ¦107.000¦107.250¦107.250¦ 3.57 ¦  56.48¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦06.02.04¦ 1.68  ¦107.302¦107.465¦107.465¦ 3.36 ¦   0.26¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦15.03.05 ¦02.02.04¦ 8.88  ¦106.490¦106.490¦106.490¦ 3.92 ¦   0.04¦26003 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦03.02.04¦ 8.90  ¦106.500¦106.500¦106.500¦ 3.90 ¦   2.00¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦04.02.04¦ 8.93  ¦106.200¦106.200¦106.200¦ 4.15 ¦   1.44¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦05.02.04¦ 8.96  ¦105.500¦106.200¦105.500¦ 4.75 ¦   0.48¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦06.02.04¦ 8.99  ¦106.349¦106.400¦106.400¦ 3.95 ¦   3.07¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦20.04.05 ¦02.02.04¦ 0.40  ¦109.800¦109.800¦109.800¦ 3.76 ¦   0.91¦27021 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦04.02.04¦ 0.46  ¦109.500¦109.900¦109.800¦ 3.67 ¦   1.16¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦05.02.04¦ 0.49  ¦109.800¦109.800¦109.800¦ 3.70 ¦  29.44¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦06.02.04¦ 0.53  ¦109.800¦109.800¦109.800¦ 3.68 ¦  26.48¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦20.07.05 ¦03.02.04¦ 0.29  ¦105.650¦105.800¦105.800¦ 3.72 ¦  47.87¦27023 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦05.02.04¦ 0.33  ¦105.500¦105.500¦105.500¦ 3.90 ¦   2.00¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦14.09.05 ¦02.02.04¦ 1.55  ¦112.000¦112.800¦112.800¦ 4.23 ¦   0.04¦27018 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦03.02.04¦ 1.58  ¦111.000¦112.000¦111.000¦ 4.95 ¦   0.18¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦05.02.04¦ 1.64  ¦112.400¦112.700¦112.560¦ 3.96 ¦  43.91¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦06.02.04¦ 1.68  ¦112.355¦112.400¦112.400¦ 4.05 ¦   5.31¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦15.02.06 ¦03.02.04¦ 1.98  ¦107.400¦107.640¦107.640¦ 4.63 ¦   7.00¦27022 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦04.02.04¦ 2.00  ¦107.800¦107.800¦107.800¦ 4.45 ¦   6.00¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦06.02.04¦ 2.06  ¦107.950¦108.000¦108.000¦ 4.34 ¦  16.00¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦19.04.06 ¦06.02.04¦ 0.35  ¦106.498¦106.500¦106.500¦ 4.51 ¦   3.00¦27024 ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦02.08.06 ¦03.02.04¦ 5.95  ¦109.250¦109.490¦109.250¦ 4.66 ¦  68.96¦45002 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦05.02.04¦ 0.03  ¦109.150¦109.250¦109.150¦ 4.70 ¦  18.59¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦06.02.04¦ 0.07  ¦109.100¦109.150¦109.100¦ 4.72 ¦ 120.01¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦15.11.06 ¦03.02.04¦ 2.50  ¦111.300¦111.380¦111.380¦ 5.00 ¦ 352.20¦45001 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦04.02.04¦ 2.53  ¦111.000¦111.410¦111.400¦ 4.96 ¦  48.02¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦05.02.04¦ 2.57  ¦111.450¦111.500¦111.500¦ 4.89 ¦ 331.00¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦06.02.04¦ 2.60  ¦111.450¦111.680¦111.680¦ 4.82 ¦ 452.92¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦13.06.07 ¦04.02.04¦ 1.07  ¦101.510¦102.000¦101.550¦ 6.96 ¦  40.66¦27025 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦05.02.04¦ 1.10  ¦101.500¦101.700¦101.600¦ 6.93 ¦  87.19¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦06.02.04¦ 1.12  ¦101.425¦101.700¦101.425¦ 6.96 ¦  39.10¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦08.08.07 ¦04.02.04¦ 6.23  ¦113.010¦113.110¦113.060¦ 6.96 ¦  32.00¦27020 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦05.02.04¦ 6.27  ¦113.000¦113.020¦113.000¦ 6.97 ¦  11.01¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦06.02.04¦ 6.30  ¦113.200¦113.200¦113.200¦ 6.90 ¦ 102.00¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦10.09.08 ¦02.02.04¦ 1.55  ¦110.800¦111.000¦111.000¦ 7.43 ¦  88.95¦46001 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦03.02.04¦ 1.58  ¦111.000¦111.150¦111.118¦ 7.37 ¦ 362.81¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦04.02.04¦ 1.61  ¦111.080¦111.300¦111.300¦ 7.35 ¦ 132.22¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦05.02.04¦ 1.64  ¦110.700¦111.100¦110.800¦ 7.43 ¦ 434.24¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦06.02.04¦ 1.68  ¦110.700¦110.900¦110.900¦ 7.44 ¦1755.47¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦14.07.10 ¦03.02.04¦ 0.43  ¦112.200¦112.200¦112.200¦ 7.74 ¦  25.00¦46003 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦06.02.04¦ 0.53  ¦112.250¦112.250¦112.250¦ 7.73 ¦  15.10¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦08.08.12 ¦02.02.04¦ 5.00  ¦109.450¦109.551¦109.450¦ 7.91 ¦  40.00¦46002 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦03.02.04¦ 5.03  ¦109.600¦109.790¦109.600¦ 7.88 ¦ 174.31¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦04.02.04¦ 5.06  ¦109.600¦109.850¦109.850¦ 7.87 ¦ 159.59¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦05.02.04¦ 5.09  ¦109.400¦109.660¦109.400¦ 7.90 ¦ 277.43¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦06.02.04¦ 5.12  ¦109.231¦109.375¦109.259¦ 7.98 ¦  34.34¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦02.11.12 ¦02.02.04¦ 1.46  ¦ 86.500¦ 86.650¦ 86.650¦ 8.20 ¦  17.50¦26198 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦03.02.04¦ 1.48  ¦ 86.280¦ 86.650¦ 86.280¦ 8.19 ¦  25.70¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦04.02.04¦ 1.50  ¦ 87.000¦ 87.011¦ 87.010¦ 8.12 ¦ 152.23¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦29.08.18 ¦02.02.04¦ 3.97  ¦105.500¦106.111¦105.750¦ 8.07 ¦  55.00¦46014 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦03.02.04¦ 4.00  ¦105.500¦106.280¦106.280¦ 8.03 ¦  34.13¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦04.02.04¦ 4.03  ¦105.350¦106.080¦105.800¦ 8.15 ¦ 141.81¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦05.02.04¦ 4.06  ¦105.520¦105.800¦105.580¦ 8.11 ¦  99.84¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦06.02.04¦ 4.09  ¦105.500¦105.570¦105.500¦ 8.13 ¦  30.20¦      ¦
   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       ¦  290  ¦  2.00  ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26002  ¦       15.03.2004       ¦   38  ¦ 10.00  ¦   100.27    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26003  ¦       15.03.2004       ¦   38  ¦ 10.00  ¦   100.27    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26032  ¦       27.11.2004       ¦  295  ¦  5.00  ¦    50.14    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26175  ¦       22.11.2004       ¦  290  ¦  2.00  ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26176  ¦       23.11.2004       ¦  291  ¦  2.00  ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26177  ¦       25.11.2004       ¦  293  ¦  2.00  ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26178  ¦       26.11.2004       ¦  294  ¦  2.00  ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26198  ¦       04.11.2004       ¦  272  ¦  6.00  ¦    60.00    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27013  ¦       03.03.2004       ¦   26  ¦ 12.00  ¦    29.92    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27014  ¦       17.03.2004       ¦   40  ¦ 12.00  ¦    29.92    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27017  ¦       05.05.2004       ¦   89  ¦ 12.00  ¦    29.92    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27018  ¦       17.03.2004       ¦   40  ¦ 12.00  ¦    29.92    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27019  ¦       21.07.2004       ¦  166  ¦ 13.00  ¦    64.82    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27020  ¦       11.02.2004       ¦    5  ¦ 13.00  ¦    64.82    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27021  ¦       21.04.2004       ¦   75  ¦ 12.00  ¦    29.92    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27022  ¦       18.02.2004       ¦   12  ¦  9.50  ¦    23.68    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27023  ¦       21.04.2004       ¦   75  ¦  8.00  ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27024  ¦       21.04.2004       ¦   75  ¦  8.00  ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27025  ¦       17.03.2004       ¦   40  ¦  8.00  ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 45001  ¦       18.02.2004       ¦   12  ¦ 12.00  ¦    29.92    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 45002  ¦       04.08.2004       ¦  180  ¦ 12.00  ¦    47.87    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 46001  ¦       17.03.2004       ¦   40  ¦ 12.00  ¦    29.92    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 46002  ¦       18.02.2004       ¦   12  ¦ 11.00  ¦    54.85    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 46003  ¦       21.07.2004       ¦  166  ¦ 12.00  ¦    59.84    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 46014  ¦       17.03.2004       ¦   40  ¦ 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¦  166¦   1   ¦      ¦        ¦  1015.609¦ 3984.391¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 21171  ¦08.10.03¦21.04.04¦   75¦   1   ¦   2  ¦        ¦  1673.396¦ 3326.604¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 25053  ¦26.12.00¦21.11.05¦  654¦       ¦      ¦        ¦     5.036¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26002  ¦15.03.97¦15.03.04¦   38¦   1   ¦      ¦        ¦   265.174¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26003  ¦15.03.97¦15.03.05¦  403¦   1   ¦      ¦        ¦  1131.559¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26032  ¦27.11.98¦27.11.04¦  295¦       ¦      ¦        ¦   163.722¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26175  ¦26.12.00¦20.11.06¦ 1018¦       ¦      ¦        ¦     5.036¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26176  ¦26.12.00¦20.11.07¦ 1383¦       ¦      ¦        ¦     5.036¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26177  ¦26.12.00¦20.11.08¦ 1749¦       ¦      ¦        ¦     5.035¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26178  ¦26.12.00¦20.11.09¦ 2114¦       ¦      ¦        ¦     5.035¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26198  ¦09.10.02¦02.11.12¦ 3192¦   1   ¦      ¦        ¦ 21058.702¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27013  ¦06.06.01¦02.06.04¦  117¦   3   ¦  65  ¦        ¦ 15000.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27014  ¦11.07.01¦15.12.04¦  313¦   2   ¦  78  ¦        ¦ 10000.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27017  ¦06.02.02¦04.08.04¦  180¦   2   ¦  64  ¦        ¦ 12000.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27018  ¦20.03.02¦14.09.05¦  586¦   2   ¦  45  ¦        ¦ 14000.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27019  ¦27.09.02¦18.07.07¦ 1258¦       ¦      ¦        ¦  8800.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27020  ¦27.09.02¦08.08.07¦ 1279¦       ¦      ¦        ¦  8800.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27021  ¦09.10.02¦20.04.05¦  439¦   2   ¦   2  ¦        ¦ 10941.601¦   58.399¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27022  ¦19.02.03¦15.02.06¦  740¦   3   ¦  10  ¦        ¦ 21295.514¦ 2704.486¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27023  ¦23.04.03¦20.07.05¦  530¦   3   ¦   3  ¦        ¦ 20291.893¦ 2708.107¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27024  ¦09.07.03¦19.04.06¦  803¦   4   ¦   1  ¦        ¦ 14217.676¦ 8782.324¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27025  ¦17.09.03¦13.06.07¦ 1223¦   2   ¦  23  ¦        ¦ 10260.882¦10739.118¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 45001  ¦22.05.02¦15.11.06¦ 1013¦   6   ¦  82  ¦        ¦ 31740.000¦ 2760.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 45002  ¦14.02.03¦02.08.06¦  908¦   1   ¦      ¦        ¦  7360.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 46001  ¦18.09.02¦10.09.08¦ 1678¦  10   ¦  64  ¦        ¦ 41050.000¦ 5450.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 46002  ¦05.02.03¦08.08.12¦ 3106¦   6   ¦  49  ¦        ¦ 35214.944¦ 4985.056¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 46003  ¦14.02.03¦14.07.10¦ 2350¦   2   ¦      ¦        ¦  8000.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 46014  ¦05.03.03¦29.08.18¦ 5318¦   4   ¦  21  ¦        ¦ 23914.444¦15085.556¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦Итого:  ¦                                               ¦318220.294¦60584.041¦
   L--------+-----------------------------------------------+----------+----------
   
                                Часть 4
   
          НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
                         РЫНОК ГКО - ОФЗ - ОБР
   
   ---------------------------T--------T--------T--------T--------T--------¬
   ¦                          ¦02.02.04¦03.02.04¦04.02.04¦05.02.04¦06.02.04¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦1. Индикаторы (% годовых):¦        ¦        ¦        ¦        ¦        ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦а) рыночного портфеля <*> ¦        ¦        ¦        ¦        ¦        ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ГКО                    ¦  3.23  ¦  3.23  ¦  3.23  ¦  3.23  ¦  3.23  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ПД                 ¦  8.16  ¦  8.14  ¦  8.08  ¦  8.09  ¦  8.08  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-АД                 ¦  7.51  ¦  7.48  ¦  7.53  ¦  7.54  ¦  7.57  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ФД                 ¦  5.15  ¦  5.17  ¦  5.24  ¦  5.16  ¦  5.11  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦б) оборота рынка <**>     ¦        ¦        ¦        ¦        ¦        ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ГКО                    ¦  0.00  ¦  0.00  ¦  0.00  ¦  0.00  ¦  0.00  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ПД                 ¦  8.20  ¦  8.13  ¦  8.12  ¦  4.75  ¦  3.94  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-АД                 ¦  7.86  ¦  7.03  ¦  7.83  ¦  7.37  ¦  7.09  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ФД                 ¦  4.91  ¦  3.87  ¦  6.67  ¦  5.63  ¦  6.36  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦2. Коэффициенты           ¦        ¦        ¦        ¦        ¦        ¦
   ¦   оборачиваемости        ¦        ¦        ¦        ¦        ¦        ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ГКО                    ¦  0.00  ¦  0.00  ¦  0.00  ¦  0.00  ¦  0.00  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ПД                 ¦  0.08  ¦  0.12  ¦  0.67  ¦  0.00  ¦  0.02  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-АД                 ¦  0.13  ¦  0.72  ¦  0.33  ¦  0.81  ¦  1.64  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ФД                 ¦  0.15  ¦  0.04  ¦  0.07  ¦  0.21  ¦  0.17  ¦
   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---------¬
   ¦                      ¦ 02.02.04¦ 03.02.04¦ 04.02.04 ¦ 05.02.04 ¦ 06.02.04¦
   +----------------------+---------+---------+----------+----------+---------+
   ¦Номинальная стоимость,¦322704.84¦322704.84¦ 314824.81¦ 314824.81¦318220.29¦
   ¦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             ¦141483.26¦141483.26¦ 143883.91¦ 143883.91¦147279.39¦
   +----------------------+---------+---------+----------+----------+---------+
   ¦   ОФЗ-ФД             ¦155888.23¦155888.23¦ 145607.57¦ 145607.57¦145607.57¦
   +----------------------+---------+---------+----------+----------+---------+
   ¦Рыночная стоимость,   ¦351870.46¦352000.49¦ 343385.58¦ 343551.03¦347436.81¦
   ¦млн. руб.             ¦         ¦         ¦          ¦          ¦         ¦
   +----------------------+---------+---------+----------+----------+---------+
   ¦   ГКО                ¦  2658.57¦  2658.57¦   2658.57¦   2658.57¦  2658.57¦
   +----------------------+---------+---------+----------+----------+---------+
   ¦   ОФЗ-ПД             ¦ 20303.24¦ 20325.48¦  20400.25¦  20396.26¦ 20410.49¦
   +----------------------+---------+---------+----------+----------+---------+
   ¦   ОФЗ-АД             ¦159936.72¦160088.27¦ 162216.83¦ 162188.71¦165898.96¦
   +----------------------+---------+---------+----------+----------+---------+
   ¦   ОФЗ-ФД             ¦168971.93¦168928.17¦ 158109.93¦ 158307.48¦158468.79¦
   +----------------------+---------+---------+----------+----------+---------+
   ¦Дюрация <*>, дней     ¦  1020.90¦  1020.88¦   1083.87¦   1082.71¦  1085.10¦
   +----------------------+---------+---------+----------+----------+---------+
   ¦   ГКО                ¦   113.21¦   112.21¦    111.21¦    110.21¦   109.21¦
   +----------------------+---------+---------+----------+----------+---------+
   ¦   ОФЗ-ПД             ¦  2296.80¦  2296.32¦   2297.95¦   2297.67¦  2295.70¦
   +----------------------+---------+---------+----------+----------+---------+
   ¦   ОФЗ-АД             ¦  1415.39¦  1415.70¦   1436.52¦   1435.74¦  1434.34¦
   +----------------------+---------+---------+----------+----------+---------+
   ¦   ОФЗ-ФД             ¦   508.47¦   507.56¦    581.77¦    580.82¦   579.94¦
   L----------------------+---------+---------+----------+----------+----------
   
   ------------------------------------
       <*> Рассчитывается как средний срок до погашения, взвешенный по
   объемам в обращении.
   
                                                  Департамент операций
                                                  на финансовых рынках
                                                          Банка России
   
   

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