Бюллетень цб рф от 23.04.2004 n 16 <итоги торговли гко, офз и обр>
ЦЕНТРАЛЬНЫЙ БАНК РОССИИ БЮЛЛЕТЕНЬ
от 23 апреля 2004 г. N 16 Часть 1 ИТОГИ
ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И
ОБЛИГАЦИЯМИ ФЕДЕРАЛЬНОГО ЗАЙМА
(ОФЗ) Торговля ОФЗ при суммарном объеме
сделок за неделю 2220.224 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)¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.06.04 ¦19.04.04¦ 1.55 ¦101.149¦101.149¦101.149¦ 2.43 ¦
0.01¦27013 ¦ ¦
+--------+-------+-------+-------+-------+------+-------+ ¦ ¦
¦20.04.04¦ 1.58 ¦100.850¦101.051¦100.900¦ 4.29 ¦ 78.19¦
¦ ¦ +--------+-------+-------+-------+-------+------+-------+
¦ ¦ ¦21.04.04¦ 1.61 ¦101.000¦101.006¦101.006¦ 3.26 ¦
2.39¦ ¦ ¦
+--------+-------+-------+-------+-------+------+-------+ ¦ ¦
¦22.04.04¦ 1.64 ¦100.886¦101.000¦100.960¦ 3.79 ¦ 22.96¦
¦ ¦ +--------+-------+-------+-------+-------+------+-------+
¦ ¦ ¦23.04.04¦ 1.68 ¦100.860¦100.900¦100.900¦ 4.11 ¦
30.30¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦04.08.04 ¦19.04.04¦ 2.47 ¦102.300¦102.360¦102.360¦ 4.04 ¦
8.57¦27017 ¦ ¦
+--------+-------+-------+-------+-------+------+-------+ ¦ ¦
¦21.04.04¦ 2.53 ¦102.200¦102.200¦102.200¦ 4.33 ¦ 2.42¦
¦ ¦ +--------+-------+-------+-------+-------+------+-------+
¦ ¦ ¦22.04.04¦ 2.57 ¦102.150¦102.230¦102.190¦ 4.32 ¦
36.98¦ ¦ ¦
+--------+-------+-------+-------+-------+------+-------+ ¦ ¦
¦23.04.04¦ 2.60 ¦102.300¦102.350¦102.300¦ 3.81 ¦ 4.19¦
¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.12.04 ¦19.04.04¦ 1.09 ¦105.150¦105.300¦105.150¦ 4.00 ¦
19.88¦27014 ¦ ¦
+--------+-------+-------+-------+-------+------+-------+ ¦ ¦
¦20.04.04¦ 1.12 ¦104.530¦105.100¦104.800¦ 4.88 ¦ 94.62¦
¦ ¦ +--------+-------+-------+-------+-------+------+-------+
¦ ¦ ¦21.04.04¦ 1.15 ¦104.800¦105.100¦105.000¦ 4.28 ¦
8.21¦ ¦ ¦
+--------+-------+-------+-------+-------+------+-------+ ¦ ¦
¦22.04.04¦ 1.18 ¦104.840¦104.950¦104.840¦ 4.41 ¦ 29.38¦
¦ ¦ +--------+-------+-------+-------+-------+------+-------+
¦ ¦ ¦23.04.04¦ 1.22 ¦105.000¦105.000¦105.000¦ 4.18 ¦
4.19¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.03.05 ¦20.04.04¦ 0.99 ¦105.000¦105.100¦105.000¦ 4.20 ¦
7.69¦26003 ¦ ¦
+--------+-------+-------+-------+-------+------+-------+ ¦ ¦
¦21.04.04¦ 1.01 ¦104.400¦104.650¦104.400¦ 4.68 ¦ 14.49¦
¦ ¦ +--------+-------+-------+-------+-------+------+-------+
¦ ¦ ¦22.04.04¦ 1.04 ¦104.300¦104.400¦104.300¦ 4.89 ¦
12.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦20.07.05 ¦21.04.04¦ 0.00 ¦105.500¦105.500¦105.500¦ 3.22 ¦
0.00¦27023 ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.09.05 ¦19.04.04¦ 1.09 ¦111.000¦111.000¦111.000¦ 3.97 ¦
2.23¦27018 ¦ ¦
+--------+-------+-------+-------+-------+------+-------+ ¦ ¦
¦20.04.04¦ 1.12 ¦111.100¦111.100¦111.100¦ 3.89 ¦ 1.19¦
¦ ¦ +--------+-------+-------+-------+-------+------+-------+
¦ ¦ ¦21.04.04¦ 1.15 ¦110.550¦110.700¦110.550¦ 4.22 ¦
9.39¦ ¦ ¦
+--------+-------+-------+-------+-------+------+-------+ ¦ ¦
¦22.04.04¦ 1.18 ¦110.136¦110.500¦110.136¦ 4.44 ¦ 6.68¦
¦ ¦ +--------+-------+-------+-------+-------+------+-------+
¦ ¦ ¦23.04.04¦ 1.22 ¦110.000¦110.150¦110.000¦ 4.54 ¦
5.06¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.08.06 ¦19.04.04¦ 2.47 ¦108.700¦108.700¦108.700¦ 4.02 ¦
4.00¦45002 ¦ ¦
+--------+-------+-------+-------+-------+------+-------+ ¦ ¦
¦21.04.04¦ 2.53 ¦108.100¦108.500¦108.100¦ 4.27 ¦ 30.33¦
¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦15.11.06 ¦19.04.04¦ 2.01 ¦111.300¦111.700¦111.300¦ 4.02 ¦
5.04¦45001 ¦ ¦
+--------+-------+-------+-------+-------+------+-------+ ¦ ¦
¦21.04.04¦ 2.07 ¦111.200¦111.600¦111.200¦ 4.19 ¦ 58.25¦
¦ ¦ +--------+-------+-------+-------+-------+------+-------+
¦ ¦ ¦23.04.04¦ 2.14 ¦109.900¦111.000¦111.000¦ 4.37 ¦
0.24¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦13.06.07 ¦19.04.04¦ 0.72 ¦101.590¦102.500¦102.500¦ 6.68 ¦
0.04¦27025 ¦ ¦
+--------+-------+-------+-------+-------+------+-------+ ¦ ¦
¦20.04.04¦ 0.75 ¦102.500¦102.900¦102.500¦ 6.37 ¦ 30.10¦
¦ ¦ +--------+-------+-------+-------+-------+------+-------+
¦ ¦ ¦21.04.04¦ 0.77 ¦102.000¦102.000¦102.000¦ 6.69 ¦
0.05¦ ¦ ¦
+--------+-------+-------+-------+-------+------+-------+ ¦ ¦
¦22.04.04¦ 0.79 ¦101.990¦102.062¦102.060¦ 6.69 ¦ 67.00¦
¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦10.09.08 ¦19.04.04¦ 1.09 ¦114.000¦114.489¦114.489¦ 6.07 ¦
87.00¦46001 ¦ ¦
+--------+-------+-------+-------+-------+------+-------+ ¦ ¦
¦20.04.04¦ 1.12 ¦114.000¦114.000¦114.000¦ 6.21 ¦ 10.00¦
¦ ¦ +--------+-------+-------+-------+-------+------+-------+
¦ ¦ ¦21.04.04¦ 1.15 ¦112.800¦113.000¦112.800¦ 6.56 ¦
204.00¦ ¦ ¦
+--------+-------+-------+-------+-------+------+-------+ ¦ ¦
¦22.04.04¦ 1.18 ¦112.500¦112.650¦112.600¦ 6.65 ¦ 35.19¦
¦ ¦ +--------+-------+-------+-------+-------+------+-------+
¦ ¦ ¦23.04.04¦ 1.22 ¦112.600¦113.150¦113.110¦ 6.47 ¦
14.23¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦14.07.10 ¦19.04.04¦ 2.93 ¦113.950¦114.000¦113.950¦ 7.22 ¦
12.00¦46003 ¦ ¦
+--------+-------+-------+-------+-------+------+-------+ ¦ ¦
¦20.04.04¦ 2.96 ¦113.850¦113.980¦113.980¦ 7.22 ¦ 70.09¦
¦ ¦ +--------+-------+-------+-------+-------+------+-------+
¦ ¦ ¦21.04.04¦ 2.99 ¦113.600¦113.700¦113.630¦ 7.27 ¦
24.40¦ ¦ ¦
+--------+-------+-------+-------+-------+------+-------+ ¦ ¦
¦22.04.04¦ 3.03 ¦113.350¦113.370¦113.350¦ 7.34 ¦ 13.00¦
¦ ¦ +--------+-------+-------+-------+-------+------+-------+
¦ ¦ ¦23.04.04¦ 3.06 ¦113.700¦113.700¦113.700¦ 7.27 ¦
10.00¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦08.08.12 ¦19.04.04¦ 1.84 ¦109.440¦110.110¦109.440¦ 7.77 ¦
400.60¦46002 ¦ ¦
+--------+-------+-------+-------+-------+------+-------+ ¦ ¦
¦21.04.04¦ 1.90 ¦109.000¦109.750¦109.010¦ 7.86 ¦ 103.23¦
¦ ¦ +--------+-------+-------+-------+-------+------+-------+
¦ ¦ ¦22.04.04¦ 1.93 ¦109.450¦109.480¦109.450¦ 7.82 ¦
20.89¦ ¦ ¦
+--------+-------+-------+-------+-------+------+-------+ ¦ ¦
¦23.04.04¦ 1.96 ¦109.800¦110.356¦110.356¦ 7.69 ¦ 25.00¦
¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦02.11.12 ¦20.04.04¦ 2.75 ¦ 88.500¦ 89.000¦ 89.000¦ 7.85 ¦
0.10¦26198 ¦ ¦
+--------+-------+-------+-------+-------+------+-------+ ¦ ¦
¦21.04.04¦ 2.76 ¦ 88.800¦ 91.000¦ 91.000¦ 7.45 ¦ 23.79¦
¦ ¦ +--------+-------+-------+-------+-------+------+-------+
¦ ¦ ¦23.04.04¦ 2.80 ¦ 88.600¦ 88.600¦ 88.600¦ 7.88 ¦
0.01¦ ¦
+---------+--------+-------+-------+-------+-------+------+-------+------+
¦29.08.18 ¦19.04.04¦ 0.95 ¦106.900¦107.000¦107.000¦ 7.84 ¦
271.03¦46014 ¦ ¦
+--------+-------+-------+-------+-------+------+-------+ ¦ ¦
¦20.04.04¦ 0.98 ¦106.900¦106.900¦106.900¦ 7.85 ¦ 0.21¦
¦ ¦ +--------+-------+-------+-------+-------+------+-------+
¦ ¦ ¦21.04.04¦ 1.01 ¦105.500¦107.050¦106.900¦ 7.89 ¦
289.42¦ ¦ ¦
+--------+-------+-------+-------+-------+------+-------+ ¦ ¦
¦23.04.04¦ 1.06 ¦107.200¦107.200¦107.200¦ 7.80 ¦ 10.00¦
¦
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 ¦ 213 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+ ¦
26003 ¦ 15.03.2005 ¦ 326 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+ ¦
26032 ¦ 27.11.2004 ¦ 218 ¦ 5.00 ¦ 50.14 ¦
+--------+------------------------+-------+--------+-------------+ ¦
26175 ¦ 22.11.2004 ¦ 213 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+ ¦
26176 ¦ 23.11.2004 ¦ 214 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+ ¦
26177 ¦ 25.11.2004 ¦ 216 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+ ¦
26178 ¦ 26.11.2004 ¦ 217 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+ ¦
26198 ¦ 04.11.2004 ¦ 195 ¦ 6.00 ¦ 60.00 ¦
+--------+------------------------+-------+--------+-------------+ ¦
27013 ¦ 02.06.2004 ¦ 40 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+ ¦
27014 ¦ 16.06.2004 ¦ 54 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+ ¦
27017 ¦ 05.05.2004 ¦ 12 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+ ¦
27018 ¦ 16.06.2004 ¦ 54 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+ ¦
27019 ¦ 21.07.2004 ¦ 89 ¦ 13.00 ¦ 64.82 ¦
+--------+------------------------+-------+--------+-------------+ ¦
27020 ¦ 11.08.2004 ¦ 110 ¦ 13.00 ¦ 64.82 ¦
+--------+------------------------+-------+--------+-------------+ ¦
27021 ¦ 21.07.2004 ¦ 89 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+ ¦
27022 ¦ 19.05.2004 ¦ 26 ¦ 9.00 ¦ 22.44 ¦
+--------+------------------------+-------+--------+-------------+ ¦
27023 ¦ 21.07.2004 ¦ 89 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+ ¦
27024 ¦ 21.07.2004 ¦ 89 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+ ¦
27025 ¦ 16.06.2004 ¦ 54 ¦ 8.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+ ¦
45001 ¦ 19.05.2004 ¦ 26 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+ ¦
45002 ¦ 04.08.2004 ¦ 103 ¦ 12.00 ¦ 47.87 ¦
+--------+------------------------+-------+--------+-------------+ ¦
46001 ¦ 16.06.2004 ¦ 54 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+ ¦
46002 ¦ 18.08.2004 ¦ 117 ¦ 11.00 ¦ 54.85 ¦
+--------+------------------------+-------+--------+-------------+ ¦
46003 ¦ 21.07.2004 ¦ 89 ¦ 12.00 ¦ 59.84 ¦
+--------+------------------------+-------+--------+-------------+ ¦
46012 ¦ 06.10.2004 ¦ 166 ¦ 1.05 ¦ 10.42 ¦
+--------+------------------------+-------+--------+-------------+ ¦
46014 ¦ 15.09.2004 ¦ 145 ¦ 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¦ 89¦ 1 ¦ ¦ ¦ 1015.609¦
3984.391¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21172 ¦18.02.04¦18.08.04¦ 117¦ 1 ¦ ¦ ¦ 3960.045¦
39.955¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 577¦ ¦ ¦ ¦ 5.036¦
0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
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