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БЮЛЛЕТЕНЬ ЦБ РФ ОТ 13.02.2004 N 6 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 13 февраля 2004 г. N 6
   
                                Часть 1
   
                    ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
            КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
                       ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
   
       Торговля ОФЗ при суммарном объеме сделок за неделю 3082.15 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)¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦15.03.04 ¦13.02.04¦ 9.18  ¦100.409¦100.409¦100.409¦ 4.83 ¦  46.08¦26002 ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦02.06.04 ¦09.02.04¦ 2.24  ¦103.400¦103.400¦103.400¦ 1.08 ¦   0.00¦27013 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦10.02.04¦ 2.27  ¦103.101¦103.286¦103.129¦ 1.57 ¦   2.82¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦11.02.04¦ 2.30  ¦103.000¦103.180¦103.120¦ 2.10 ¦   0.61¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦04.08.04 ¦09.02.04¦ 0.16  ¦104.800¦104.800¦104.800¦ 2.04 ¦   3.32¦27017 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦10.02.04¦ 0.20  ¦104.700¦104.700¦104.700¦ 2.19 ¦   0.10¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦11.02.04¦ 0.23  ¦104.600¦104.600¦104.600¦ 2.34 ¦   2.00¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦12.02.04¦ 0.26  ¦104.581¦104.700¦104.700¦ 2.32 ¦   1.01¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦13.02.04¦ 0.30  ¦104.300¦104.300¦104.300¦ 2.86 ¦  68.45¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦15.12.04 ¦09.02.04¦ 1.78  ¦107.599¦107.800¦107.800¦ 2.83 ¦   4.25¦27014 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦10.02.04¦ 1.81  ¦107.250¦107.850¦107.850¦ 2.64 ¦   2.05¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦11.02.04¦ 1.84  ¦107.830¦107.970¦107.970¦ 2.50 ¦   9.00¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦12.02.04¦ 1.87  ¦108.000¦108.000¦108.000¦ 2.39 ¦   5.25¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦13.02.04¦ 1.91  ¦107.082¦107.460¦107.082¦ 3.44 ¦  84.17¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦15.03.05 ¦09.02.04¦ 9.07  ¦106.500¦106.500¦106.500¦ 3.82 ¦   1.50¦26003 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦10.02.04¦ 9.10  ¦106.600¦106.690¦106.690¦ 3.68 ¦   1.73¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦11.02.04¦ 9.12  ¦106.600¦106.690¦106.600¦ 3.65 ¦   7.56¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦12.02.04¦ 9.15  ¦106.580¦106.580¦106.580¦ 3.70 ¦   0.03¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦13.02.04¦ 9.18  ¦106.490¦106.490¦106.490¦ 3.77 ¦   1.72¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦20.04.05 ¦12.02.04¦ 0.72  ¦109.800¦109.800¦109.800¦ 3.57 ¦   4.91¦27021 ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦20.07.05 ¦10.02.04¦ 0.44  ¦105.799¦105.850¦105.800¦ 3.64 ¦  33.47¦27023 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦12.02.04¦ 0.48  ¦105.770¦105.835¦105.770¦ 3.63 ¦   1.55¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦13.02.04¦ 0.50  ¦105.750¦105.825¦105.825¦ 3.62 ¦  14.95¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦14.09.05 ¦09.02.04¦ 1.78  ¦112.400¦112.501¦112.400¦ 3.96 ¦  17.88¦27018 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦11.02.04¦ 1.84  ¦112.800¦112.800¦112.800¦ 3.73 ¦   0.05¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦12.02.04¦ 1.87  ¦112.800¦112.800¦112.800¦ 3.72 ¦   0.01¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦15.02.06 ¦09.02.04¦ 2.13  ¦108.000¦108.100¦108.100¦ 4.28 ¦  10.45¦27022 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦10.02.04¦ 2.16  ¦108.120¦108.178¦108.178¦ 4.23 ¦  11.16¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦11.02.04¦ 2.19  ¦108.300¦108.300¦108.300¦ 4.15 ¦   5.00¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦12.02.04¦ 2.21  ¦108.400¦108.400¦108.400¦ 4.09 ¦  12.00¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦13.02.04¦ 2.24  ¦108.340¦108.500¦108.500¦ 4.09 ¦   8.30¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦19.04.06 ¦10.02.04¦ 0.44  ¦106.000¦106.000¦106.000¦ 4.74 ¦   2.00¦27024 ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦02.08.06 ¦09.02.04¦ 0.17  ¦109.100¦109.100¦109.100¦ 4.69 ¦   0.05¦45002 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦13.02.04¦ 0.30  ¦109.400¦109.450¦109.450¦ 4.43 ¦   9.06¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦15.11.06 ¦09.02.04¦ 2.70  ¦111.600¦111.600¦111.600¦ 4.80 ¦   0.10¦45001 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦10.02.04¦ 2.73  ¦111.550¦111.680¦111.680¦ 4.78 ¦  75.00¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦11.02.04¦ 2.76  ¦111.680¦112.000¦112.000¦ 4.65 ¦ 709.43¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦12.02.04¦ 2.80  ¦111.850¦112.000¦111.900¦ 4.58 ¦  56.29¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦13.02.04¦ 2.83  ¦112.000¦112.000¦112.000¦ 4.56 ¦  94.88¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦13.06.07 ¦09.02.04¦ 1.18  ¦101.500¦101.682¦101.500¦ 6.96 ¦   0.78¦27025 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦10.02.04¦ 1.21  ¦101.400¦101.450¦101.400¦ 6.99 ¦  17.00¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦12.02.04¦ 1.25  ¦101.400¦101.500¦101.500¦ 6.99 ¦  26.33¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦13.02.04¦ 1.27  ¦101.600¦101.600¦101.600¦ 6.92 ¦   2.11¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦18.07.07 ¦12.02.04¦ 0.78  ¦112.998¦112.998¦112.998¦ 6.84 ¦   0.31¦27019 ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦08.08.07 ¦10.02.04¦ 6.45  ¦112.750¦112.990¦112.980¦ 6.98 ¦  61.41¦27020 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦11.02.04¦ 0.00  ¦112.900¦112.900¦112.900¦ 6.97 ¦   4.48¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦12.02.04¦ 0.04  ¦113.050¦113.050¦113.050¦ 6.92 ¦  16.30¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦10.09.08 ¦09.02.04¦ 1.78  ¦110.850¦110.970¦110.970¦ 7.40 ¦ 272.24¦46001 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦10.02.04¦ 1.81  ¦110.800¦111.000¦110.800¦ 7.41 ¦  80.55¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦11.02.04¦ 1.84  ¦110.750¦110.750¦110.750¦ 7.49 ¦   6.05¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦12.02.04¦ 1.87  ¦110.650¦110.770¦110.770¦ 7.45 ¦  65.94¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦13.02.04¦ 1.91  ¦110.650¦111.200¦111.200¦ 7.36 ¦  49.49¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦14.07.10 ¦10.02.04¦ 0.66  ¦112.240¦112.240¦112.240¦ 7.72 ¦   1.50¦46003 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦12.02.04¦ 0.72  ¦112.240¦112.250¦112.240¦ 7.71 ¦   6.75¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦13.02.04¦ 0.76  ¦112.200¦112.200¦112.200¦ 7.72 ¦   0.13¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦08.08.12 ¦09.02.04¦ 5.21  ¦109.200¦109.300¦109.200¦ 7.95 ¦  65.61¦46002 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦10.02.04¦ 5.24  ¦108.803¦109.200¦108.803¦ 7.96 ¦ 143.61¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦11.02.04¦ 5.27  ¦108.550¦109.000¦108.550¦ 8.01 ¦ 373.93¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦12.02.04¦ 5.30  ¦108.700¦108.900¦108.900¦ 8.02 ¦  68.17¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦13.02.04¦ 5.33  ¦109.050¦109.220¦109.220¦ 7.95 ¦  42.41¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦02.11.12 ¦10.02.04¦ 1.60  ¦ 87.010¦ 87.010¦ 87.010¦ 8.13 ¦   0.41¦26198 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦11.02.04¦ 1.61  ¦ 87.000¦ 87.000¦ 87.000¦ 8.13 ¦  45.50¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦12.02.04¦ 1.63  ¦ 87.000¦ 87.000¦ 87.000¦ 8.13 ¦  50.00¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦13.02.04¦ 1.64  ¦ 87.000¦ 87.010¦ 87.010¦ 8.13 ¦  35.27¦      ¦
   +---------+--------+-------+-------+-------+-------+------+-------+------+
   ¦29.08.18 ¦09.02.04¦ 4.17  ¦105.400¦105.500¦105.400¦ 8.14 ¦   1.63¦46014 ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦10.02.04¦ 4.20  ¦104.750¦105.260¦105.197¦ 8.20 ¦ 174.28¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦11.02.04¦ 4.23  ¦104.600¦105.000¦104.600¦ 8.25 ¦ 126.07¦      ¦
   ¦         +--------+-------+-------+-------+-------+------+-------+      ¦
   ¦         ¦12.02.04¦ 4.26  ¦104.700¦104.850¦104.850¦ 8.25 ¦  35.75¦      ¦
   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       ¦  283  ¦   2.00 ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26002  ¦       15.03.2004       ¦   31  ¦  10.00 ¦   100.27    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26003  ¦       15.03.2004       ¦   31  ¦  10.00 ¦   100.27    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26032  ¦       27.11.2004       ¦  288  ¦   5.00 ¦    50.14    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26175  ¦       22.11.2004       ¦  283  ¦   2.00 ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26176  ¦       23.11.2004       ¦  284  ¦   2.00 ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26177  ¦       25.11.2004       ¦  286  ¦   2.00 ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26178  ¦       26.11.2004       ¦  287  ¦   2.00 ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 26198  ¦       04.11.2004       ¦  265  ¦   6.00 ¦    60.00    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27013  ¦       03.03.2004       ¦   19  ¦  12.00 ¦    29.92    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27014  ¦       17.03.2004       ¦   33  ¦  12.00 ¦    29.92    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27017  ¦       05.05.2004       ¦   82  ¦  12.00 ¦    29.92    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27018  ¦       17.03.2004       ¦   33  ¦  12.00 ¦    29.92    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27019  ¦       21.07.2004       ¦  159  ¦  13.00 ¦    64.82    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27020  ¦       11.08.2004       ¦  180  ¦  13.00 ¦    64.82    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27021  ¦       21.04.2004       ¦   68  ¦  12.00 ¦    29.92    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27022  ¦       18.02.2004       ¦    5  ¦   9.50 ¦    23.68    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27023  ¦       21.04.2004       ¦   68  ¦   8.00 ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27024  ¦       21.04.2004       ¦   68  ¦   8.00 ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 27025  ¦       17.03.2004       ¦   33  ¦   8.00 ¦    19.95    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 45001  ¦       18.02.2004       ¦    5  ¦  12.00 ¦    29.92    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 45002  ¦       04.08.2004       ¦  173  ¦  12.00 ¦    47.87    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 46001  ¦       17.03.2004       ¦   33  ¦  12.00 ¦    29.92    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 46002  ¦       18.02.2004       ¦    5  ¦  11.00 ¦    54.85    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 46003  ¦       21.07.2004       ¦  159  ¦  12.00 ¦    59.84    ¦
   +--------+------------------------+-------+--------+-------------+
   ¦ 46014  ¦       17.03.2004       ¦   33  ¦  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¦  159¦   1   ¦      ¦        ¦  1015.609¦ 3984.391¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 21171  ¦08.10.03¦21.04.04¦   68¦   1   ¦   2  ¦        ¦  1673.396¦ 3326.604¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 25053  ¦26.12.00¦21.11.05¦  647¦       ¦      ¦        ¦     5.036¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26002  ¦15.03.97¦15.03.04¦   31¦   1   ¦      ¦        ¦   265.174¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26003  ¦15.03.97¦15.03.05¦  396¦   1   ¦      ¦        ¦  1131.559¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26032  ¦27.11.98¦27.11.04¦  288¦       ¦      ¦        ¦   163.722¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26175  ¦26.12.00¦20.11.06¦ 1011¦       ¦      ¦        ¦     5.036¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26176  ¦26.12.00¦20.11.07¦ 1376¦       ¦      ¦        ¦     5.036¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26177  ¦26.12.00¦20.11.08¦ 1742¦       ¦      ¦        ¦     5.035¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26178  ¦26.12.00¦20.11.09¦ 2107¦       ¦      ¦        ¦     5.035¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 26198  ¦09.10.02¦02.11.12¦ 3185¦   1   ¦      ¦        ¦ 21058.702¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27013  ¦06.06.01¦02.06.04¦  110¦   3   ¦  65  ¦        ¦ 15000.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27014  ¦11.07.01¦15.12.04¦  306¦   2   ¦  78  ¦        ¦ 10000.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27017  ¦06.02.02¦04.08.04¦  173¦   2   ¦  64  ¦        ¦ 12000.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27018  ¦20.03.02¦14.09.05¦  579¦   2   ¦  45  ¦        ¦ 14000.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27019  ¦27.09.02¦18.07.07¦ 1251¦       ¦      ¦        ¦  8800.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27020  ¦27.09.02¦08.08.07¦ 1272¦       ¦      ¦        ¦  8800.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27021  ¦09.10.02¦20.04.05¦  432¦   2   ¦   2  ¦        ¦ 10941.601¦   58.399¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27022  ¦19.02.03¦15.02.06¦  733¦   3   ¦  10  ¦        ¦ 21295.514¦ 2704.486¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27023  ¦23.04.03¦20.07.05¦  523¦   3   ¦   3  ¦        ¦ 20291.893¦ 2708.107¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27024  ¦09.07.03¦19.04.06¦  796¦   4   ¦   1  ¦        ¦ 14217.676¦ 8782.324¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 27025  ¦17.09.03¦13.06.07¦ 1216¦   3   ¦  23  ¦        ¦ 13742.788¦ 7257.212¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 45001  ¦22.05.02¦15.11.06¦ 1006¦   6   ¦  82  ¦        ¦ 31740.000¦ 2760.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 45002  ¦14.02.03¦02.08.06¦  901¦   1   ¦      ¦        ¦  7360.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 46001  ¦18.09.02¦10.09.08¦ 1671¦  11   ¦  65  ¦        ¦ 42818.457¦ 3681.543¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 46002  ¦05.02.03¦08.08.12¦ 3099¦   7   ¦  49  ¦        ¦ 35810.613¦ 4389.387¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 46003  ¦14.02.03¦14.07.10¦ 2343¦   2   ¦      ¦        ¦  8000.000¦    0.000¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦ 46014  ¦05.03.03¦29.08.18¦ 5311¦   4   ¦  21  ¦        ¦ 23914.444¦15085.556¦
   +--------+--------+--------+-----+-------+------+--------+----------+---------+
   ¦Итого:  ¦                                               ¦324066.326¦54738.009¦
   L--------+-----------------------------------------------+----------+----------
   
                                Часть 4
   
          НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
                         РЫНОК ГКО - ОФЗ - ОБР
   
   ---------------------------T--------T--------T--------T--------T--------¬
   ¦                          ¦09.02.04¦10.02.04¦11.02.04¦12.02.04¦13.02.04¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦1. Индикаторы (% годовых):¦        ¦        ¦        ¦        ¦        ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦а) рыночного портфеля <*> ¦        ¦        ¦        ¦        ¦        ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ГКО                    ¦  3.24  ¦  3.24  ¦  3.24  ¦  3.24  ¦  3.24  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ПД                 ¦  8.08  ¦  8.08  ¦  8.08  ¦  8.08  ¦  8.08  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-АД                 ¦  7.55  ¦  7.58  ¦  7.61  ¦  7.60  ¦  7.55  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ФД                 ¦  5.06  ¦  5.07  ¦  5.11  ¦  5.06  ¦  5.10  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦б) оборота рынка <**>     ¦        ¦        ¦        ¦        ¦        ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ГКО                    ¦  0.00  ¦  0.00  ¦  0.00  ¦  0.00  ¦  0.00  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ПД                 ¦  3.82  ¦  6.28  ¦  8.01  ¦  8.13  ¦  8.04  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-АД                 ¦  7.57  ¦  7.89  ¦  7.10  ¦  7.63  ¦  6.68  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ФД                 ¦  4.08  ¦  6.31  ¦  5.01  ¦  6.28  ¦  3.57  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦2. Коэффициенты           ¦        ¦        ¦        ¦        ¦        ¦
   ¦   оборачиваемости        ¦        ¦        ¦        ¦        ¦        ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ГКО                    ¦  0.00  ¦  0.00  ¦  0.00  ¦  0.00  ¦  0.00  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ПД                 ¦  0.01  ¦  0.01  ¦  0.24  ¦  0.22  ¦  0.41  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-АД                 ¦  0.23  ¦  0.32  ¦  0.82  ¦  0.16  ¦  0.13  ¦
   +--------------------------+--------+--------+--------+--------+--------+
   ¦   ОФЗ-ФД                 ¦  0.03  ¦  0.09  ¦  0.01  ¦  0.05  ¦  0.12  ¦
   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---------¬
   ¦                      ¦ 09.02.04¦ 10.02.04¦ 11.02.04¦ 12.02.04¦ 13.02.04¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦Номинальная стоимость,¦318492.29¦318492.29¦324066.33¦324066.33¦324066.33¦
   ¦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             ¦147551.39¦147551.39¦149643.51¦149643.51¦149643.51¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-ФД             ¦145607.57¦145607.57¦149089.47¦149089.47¦149089.47¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦Рыночная стоимость,   ¦348189.77¦348070.47¦353356.61¦353603.11¦353878.77¦
   ¦млн. руб.             ¦         ¦         ¦         ¦         ¦         ¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ГКО                ¦  2658.57¦  2658.57¦  2658.57¦  2658.57¦  2658.57¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-ПД             ¦ 20423.20¦ 20429.53¦ 20431.43¦ 20434.31¦ 20438.07¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-АД             ¦166440.68¦166330.65¦168531.90¦168655.93¦168989.63¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-ФД             ¦158667.31¦158651.71¦161734.71¦161854.29¦161792.50¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦Дюрация <*>, дней     ¦  1082.23¦  1080.42¦  1082.13¦  1081.09¦  1080.99¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ГКО                ¦   106.21¦   105.21¦   104.21¦   103.21¦   102.21¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-ПД             ¦  2292.57¦  2291.38¦  2290.28¦  2289.33¦  2288.53¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-АД             ¦  1431.09¦  1428.68¦  1425.44¦  1424.21¦  1423.88¦
   +----------------------+---------+---------+---------+---------+---------+
   ¦   ОФЗ-ФД             ¦   576.85¦   575.70¦   587.86¦   587.06¦   586.39¦
   L----------------------+---------+---------+---------+---------+----------
   
   ------------------------------------
       <*> Рассчитывается как средний срок до погашения, взвешенный по
   объемам в обращении.
   
                                                  Департамент операций
                                                  на финансовых рынках
                                                          Банка России
   
   

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