Бюллетень цб рф от 14.02.2003 n 6 <итоги торговли гко, офз и обр>

+---------+--------+------+-------+-------+-------+------+-------+--------+
¦14.09.05 ¦10.02.03¦ 2.07 ¦103.590¦104.000¦104.000¦ 11.20¦ 11.12¦ 27018 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦11.02.03¦ 2.11 ¦104.000¦104.050¦104.000¦ 11.14¦ 13.52¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦12.02.03¦ 2.15 ¦104.300¦104.400¦104.400¦ 11.00¦ 5.01¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦13.02.03¦ 2.19 ¦104.800¦104.800¦104.800¦ 10.77¦ 5.00¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.02.03¦ 2.22 ¦104.000¦105.500¦105.500¦ 10.57¦ 9.68¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦15.11.06 ¦10.02.03¦ 3.15 ¦101.200¦101.320¦101.260¦ 11.83¦ 384.64¦ 45001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦11.02.03¦ 3.18 ¦101.230¦101.600¦101.250¦ 11.81¦ 258.48¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦12.02.03¦ 3.22 ¦101.399¦102.600¦102.600¦ 11.52¦ 79.38¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦13.02.03¦ 3.26 ¦102.250¦103.299¦103.250¦ 11.04¦ 321.89¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.02.03¦ 3.30 ¦103.187¦103.600¦103.600¦ 10.86¦ 169.86¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦10.09.08 ¦10.02.03¦ 2.07 ¦ 99.550¦ 99.972¦ 99.972¦ 11.84¦ 532.50¦ 46001 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦11.02.03¦ 2.11 ¦ 99.921¦100.255¦100.255¦ 11.77¦ 126.03¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦12.02.03¦ 2.15 ¦100.300¦101.750¦101.500¦ 11.51¦ 59.86¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦13.02.03¦ 2.19 ¦101.150¦103.000¦102.760¦ 11.08¦ 200.96¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.02.03¦ 2.22 ¦102.900¦103.550¦103.300¦ 10.86¦ 252.57¦ ¦
+---------+--------+------+-------+-------+-------+------+-------+--------+
¦08.08.12 ¦10.02.03¦ 0.18 ¦ 91.200¦ 91.505¦ 91.500¦ 11.83¦ 573.99¦ 46002 ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦11.02.03¦ 0.21 ¦ 91.500¦ 92.150¦ 92.000¦ 11.73¦ 174.71¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦12.02.03¦ 0.25 ¦ 92.999¦ 94.431¦ 94.431¦ 11.26¦ 23.66¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦13.02.03¦ 0.29 ¦ 93.050¦ 96.139¦ 95.845¦ 10.94¦ 667.27¦ ¦
¦ +--------+------+-------+-------+-------+------+-------+ ¦
¦ ¦14.02.03¦ 0.32 ¦ 96.250¦ 97.325¦ 97.325¦ 10.71¦ 780.13¦ ¦
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.)¦ ¦
+--------+------------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2003 ¦ 286 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25053 ¦ 24.11.2003 ¦ 283 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2003 ¦ 29 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2003 ¦ 29 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2003 ¦ 29 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2003 ¦ 286 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 24.11.2003 ¦ 283 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 25.11.2003 ¦ 284 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 27.11.2003 ¦ 286 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 28.11.2003 ¦ 287 ¦ 2.00 ¦ 19.95 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 19.02.2003 ¦ 5 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 05.03.2003 ¦ 19 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 19.03.2003 ¦ 33 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 09.04.2003 ¦ 54 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 21.05.2003 ¦ 96 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 05.03.2003 ¦ 19 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 19.03.2003 ¦ 33 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 07.05.2003 ¦ 82 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 19.02.2003 ¦ 5 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27017 ¦ 07.05.2003 ¦ 82 ¦ 12.00 ¦ 29.92 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27018 ¦ 19.03.2003 ¦ 33 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27021 ¦ 23.04.2003 ¦ 68 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 23.04.2003 ¦ 68 ¦ 10.00 ¦ 0.25 ¦
+--------+------------------------+-------+--------+-------------+
¦ 45001 ¦ 19.02.2003 ¦ 5 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46001 ¦ 19.03.2003 ¦ 33 ¦ 14.00 ¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 46002 ¦ 20.08.2003 ¦ 187 ¦ 13.00 ¦ 69.81 ¦
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-¦досроч.¦в обращ., ¦остаток, ¦
¦выпуска ¦ния ¦ния ¦пога-¦ (вкл. ¦меще- ¦выкупов¦млн. руб. ¦млн. руб.¦
¦ ¦ ¦ ¦шения¦ осн.) ¦ний ¦ ¦ ¦ ¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 21161 ¦17.07.02¦05.03.03¦ 19¦ 2 ¦ 10 ¦ ¦ 6812.778¦ 2187.222¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 21162 ¦04.09.02¦02.04.03¦ 47¦ 1 ¦ 5 ¦ ¦ 3712.150¦ 287.850¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 21163 ¦23.10.02¦23.04.03¦ 68¦ 1 ¦ 8 ¦ ¦ 3663.739¦ 336.261¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 21164 ¦20.11.02¦07.05.03¦ 82¦ 1 ¦ 1 ¦ ¦ 1787.724¦ 3212.276¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 21165 ¦04.12.02¦23.07.03¦ 159¦ 1 ¦ ¦ ¦ 2805.287¦ 2194.713¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 21166 ¦05.02.03¦06.08.03¦ 173¦ 1 ¦ ¦ ¦ 1554.857¦ 3445.143¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 286¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 1011¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 29¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 395¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 760¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 652¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1375¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 1740¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2106¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2471¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 96¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 110¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 215¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 236¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 278¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 474¦ 3 ¦ 65 ¦ ¦ 15000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 670¦ 2 ¦ 78 ¦ ¦ 10000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 355¦ 3 ¦ 62 ¦ ¦ 16000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 187¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 27017 ¦06.02.02¦04.08.04¦ 537¦ 2 ¦ 64 ¦ ¦ 12000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 27018 ¦20.03.02¦14.09.05¦ 943¦ 2 ¦ 45 ¦ ¦ 14000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 27021 ¦09.10.02¦20.04.05¦ 796¦ 2 ¦ 2 ¦ ¦ 10941.601¦ 58.399¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 341¦ ¦ ¦ ¦ 9542.319¦ 446.431¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 45001 ¦22.05.02¦15.11.06¦ 1370¦ 5 ¦ 81 ¦ ¦ 30354.634¦ 1645.366¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 46001 ¦18.09.02¦10.09.08¦ 2035¦ 3 ¦ 37 ¦ ¦ 25738.514¦ 5261.486¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦ 46002 ¦05.02.03¦08.08.12¦ 3463¦ 1 ¦ 5 ¦ ¦ 16120.000¦ 3080.000¦
+--------+--------+--------+-----+-------+------+-------+----------+---------+
¦Итого: ¦ ¦234887.931¦38759.668¦
L--------+----------------------------------------------+----------+----------
Часть 4
НЕКОТОРЫЕ АНАЛИТИЧЕСКИЕ ПОКАЗАТЕЛИ, ХАРАКТЕРИЗУЮЩИЕ
РЫНОК ГКО - ОФЗ - ОБР
---------------------------T--------T--------T--------T--------T--------¬
¦ ¦10.02.03¦11.02.03¦12.02.03¦13.02.03¦14.02.03¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Индикаторы (% годовых):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦а) рыночного портфеля <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ГКО ¦ 7.38 ¦ 7.35 ¦ 7.00 ¦ 6.49 ¦ 6.55 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ОФЗ-ПД ¦ 9.96 ¦ 9.77 ¦ 9.77 ¦ 9.27 ¦ 9.27 ¦
+--------------------------+--------+--------+--------+--------+--------+

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