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Áþëëåòåíü Áàíêà Ðîññèè îò 07.12.2001 ¹ 46
<Èòîãè òîðãîâëè ÃÊÎ, ÎÔÇ è ÎÁÐ>

Îôèöèàëüíàÿ ïóáëèêàöèÿ â ÑÌÈ:
"Âåñòíèê Áàíêà Ðîññèè", ¹ 75, 13.12.2001






ÖÅÍÒÐÀËÜÍÛÉ ÁÀÍÊ ÐÎÑÑÈÈ

ÁÞËËÅÒÅÍÜ
îò 7 äåêàáðÿ 2001 ã. ¹ 46

×àñòü 1

ÈÒÎÃÈ ÒÎÐÃÎÂËÈ ÃÎÑÓÄÀÐÑÒÂÅÍÍÛÌÈ
ÊÐÀÒÊÎÑÐÎ×ÍÛÌÈ ÎÁËÈÃÀÖÈßÌÈ (ÃÊÎ) È ÎÁËÈÃÀÖÈßÌÈ
ÔÅÄÅÐÀËÜÍÎÃÎ ÇÀÉÌÀ (ÎÔÇ)

Òîðãîâëÿ ÃÊÎ ïðè ñóììàðíîì îáúåìå ñäåëîê çà íåäåëþ 242.669 ìëí. ðóá. ïî íîìèíàëó èìåëà ñëåäóþùèå ïàðàìåòðû:

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¦ Äàòà ¦ Äàòà ¦ Öåíû îáëèãàöèé ¦Äîõîä- ¦Îáîðîò ¦Íîìåð ¦
¦ïîãàøåíèÿ¦ òîðãîâ +------T------T------+íîñòü ¦ (ìëí. ¦âûïóñêà¦
¦ ¦ ¦ ìèí. ¦ìàêñ. ¦çàêð. ¦(% ãîä.)¦ ðóá. ¦(ñïðà- ¦
¦ ¦ ¦ ¦ ¦ ¦ ¦ ïî ¦âî÷íî) ¦
¦ ¦ ¦ ¦ ¦ ¦ ¦íîìèí.)¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦30.01.02 ¦03.12.01¦ 97.74¦ 97.78¦ 97.75¦ 14.42 ¦ 55.00 ¦ 21153 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦04.12.01¦ 97.79¦ 97.81¦ 97.80¦ 14.40 ¦ 45.20 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦05.12.01¦ 97.84¦ 98.03¦ 97.87¦ 14.32 ¦ 25.87 ¦ ¦
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¦ ¦06.12.01¦ 97.96¦ 98.05¦ 98.05¦ 13.41 ¦ 6.11 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦07.12.01¦ 98.05¦ 98.10¦ 98.06¦ 13.30 ¦ 12.18 ¦ ¦
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¦20.02.02 ¦03.12.01¦ 96.95¦ 97.00¦ 96.98¦ 14.44 ¦ 6.77 ¦ 21154 ¦
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¦ ¦04.12.01¦ 96.96¦ 97.00¦ 96.96¦ 14.67 ¦ 17.03 ¦ ¦
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¦ ¦05.12.01¦ 97.03¦ 97.03¦ 97.03¦ 14.51 ¦ 11.49 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦13.03.02 ¦05.12.01¦ 96.35¦ 96.35¦ 96.35¦ 14.11 ¦ 2.46 ¦ 21147 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦07.12.01¦ 96.45¦ 96.45¦ 96.45¦ 13.99 ¦ 0.39 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦03.04.02 ¦05.12.01¦ 95.49¦ 95.49¦ 95.49¦ 14.49 ¦ 17.25 ¦ 21155 ¦
+---------+--------+------+------+------+--------+-------+-------+
¦17.07.02 ¦04.12.01¦ 91.85¦ 91.85¦ 91.85¦ 14.39 ¦ 1.00 ¦ 21156 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦06.12.01¦ 91.75¦ 91.76¦ 91.76¦ 14.72 ¦ 40.50 ¦ ¦
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¦ ¦07.12.01¦ 91.80¦ 91.80¦ 91.80¦ 14.69 ¦ 1.43 ¦ ¦
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Òîðãîâëÿ ÎÔÇ ïðè ñóììàðíîì îáúåìå ñäåëîê çà íåäåëþ 1582.901 ìëí. ðóá. ïî íîìèíàëó èìåëà ñëåäóþùèå ïàðàìåòðû:

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¦ Äàòà ¦ Äàòà ¦Íàêîï- ¦ Öåíû îáëèãàöèé ¦Äîõîä-¦Îáîðîò ¦Íîìåð ¦
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¦ +--------+-------+------+------+------+------+-------+ ¦
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¦18.09.02 ¦03.12.01¦ 3.00 ¦100.40¦100.40¦100.40¦ 15.14¦ 3.53¦ 27004¦
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¦ ¦05.12.01¦ 2.30 ¦ 99.31¦ 99.59¦ 99.55¦ 14.80¦ 6.21¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.12.01¦ 2.30 ¦ 99.50¦ 99.60¦ 99.52¦ 14.85¦ 4.58¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.12.01¦ 2.40 ¦ 98.54¦ 99.57¦ 99.50¦ 14.74¦ 10.22¦ ¦
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¦22.01.03 ¦03.12.01¦ 1.60 ¦ 98.10¦ 98.25¦ 98.25¦ 15.35¦ 3.02¦ 27006¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.12.01¦ 1.70 ¦ 98.00¦ 98.18¦ 98.18¦ 15.48¦ 1.68¦ ¦
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¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦06.12.01¦ 1.70 ¦ 98.28¦ 98.55¦ 98.55¦ 15.13¦ 8.63¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦07.12.01¦ 1.80 ¦ 98.45¦ 98.60¦ 98.45¦ 15.06¦ 2.47¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.02.03 ¦03.12.01¦ 1.10 ¦ 98.24¦ 98.30¦ 98.24¦ 15.29¦ 5.42¦ 27007¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦04.12.01¦ 1.10 ¦ 98.15¦ 98.30¦ 98.25¦ 15.34¦ 1.60¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦05.12.01¦ 1.10 ¦ 98.10¦ 98.55¦ 98.50¦ 15.12¦ 15.57¦ ¦
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¦ ¦05.12.01¦ 3.10 ¦ 96.37¦ 96.57¦ 96.57¦ 15.39¦ 73.93¦ ¦
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¦ ¦07.12.01¦ 3.20 ¦ 96.10¦ 96.70¦ 96.30¦ 15.28¦ 19.37¦ ¦
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¦ ¦04.12.01¦ 0.40 ¦ 90.00¦ 90.49¦ 90.10¦ 16.75¦ 4.04¦ ¦
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¦ ¦07.12.01¦ 7.32 ¦ 81.99¦ 82.50¦ 82.50¦ 17.40¦ 1.05¦ ¦
L---------+--------+-------+------+------+------+------+-------+-------


×àñòü 2

ÎÑÍÎÂÍÛÅ ÕÀÐÀÊÒÅÐÈÑÒÈÊÈ ÁËÈÆÀÉØÈÕ ÊÓÏÎÍÍÛÕ ÂÛÏËÀÒ ÏÎ ÎÔÇ

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¦Ðåãèñòð.¦Äàòà âûïëàòû áëèæàéøåãî ¦Äíåé äî¦Êóïîííàÿ¦Ðàçìåð êóïîíà¦
¦ íîìåð ¦ êóïîíà ¦âûïëàòû¦ ñòàâêà ¦ â ðóáëÿõ ¦
¦âûïóñêà ¦ ¦êóïîíà ¦(% ãîä.)¦ ¦
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¦ 25014 ¦ 15.03.2002 ¦ 98¦ 10.00¦ 100.00 ¦
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¦ 25028 ¦ 27.11.2002 ¦ 355¦ 5.00¦ 50.00 ¦
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¦ 25029 ¦ 27.11.2002 ¦ 355¦ 5.00¦ 50.00 ¦
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¦ 25053 ¦ 25.11.2002 ¦ 353¦ 2.00¦ 19.95 ¦
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¦ 26001 ¦ 15.03.2002 ¦ 98¦ 10.00¦ 100.00 ¦
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¦ 26002 ¦ 15.03.2002 ¦ 98¦ 10.00¦ 100.00 ¦
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¦ 26003 ¦ 15.03.2002 ¦ 98¦ 10.00¦ 100.00 ¦
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¦ 26032 ¦ 27.11.2002 ¦ 355¦ 5.00¦ 50.00 ¦
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¦ 26175 ¦ 25.11.2002 ¦ 353¦ 2.00¦ 19.95 ¦
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¦ 26176 ¦ 26.11.2002 ¦ 354¦ 2.00¦ 19.95 ¦
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¦ 26177 ¦ 28.11.2002 ¦ 356¦ 2.00¦ 19.95 ¦
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¦ 26178 ¦ 29.11.2002 ¦ 357¦ 2.00¦ 19.95 ¦
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¦ 27001 ¦ 06.02.2002 ¦ 61¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27002 ¦ 20.02.2002 ¦ 75¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27003 ¦ 06.03.2002 ¦ 89¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27004 ¦ 19.12.2001 ¦ 12¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27005 ¦ 09.01.2002 ¦ 33¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 23.01.2002 ¦ 47¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 06.02.2002 ¦ 61¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 20.02.2002 ¦ 75¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 06.03.2002 ¦ 89¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 19.12.2001 ¦ 12¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 09.01.2002 ¦ 33¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 22.05.2002 ¦ 166¦ 10.00¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 06.03.2002 ¦ 89¦ 14.00¦ 34.90 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 19.12.2001 ¦ 12¦ 16.00¦ 39.89 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 06.02.2002 ¦ 61¦ 14.00¦ 34.52 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 20.02.2002 ¦ 75¦ 15.00¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 23.01.2002 ¦ 47¦ 15.00¦ 0.37 ¦
L--------+------------------------+-------+--------+--------------


×àñòü 3

ÎÑÍÎÂÍÛÅ ÕÀÐÀÊÒÅÐÈÑÒÈÊÈ ÎÁÐÀÙÀÞÙÈÕÑß ÂÛÏÓÑÊÎÂ
ÃÊÎ - ÎÔÇ - ÎÁÐ

   ---------T--------T--------T-----T-------T------T--------T----------T---------¬

¦Ðåãèñòð.¦Äàòà ¦Äàòà ¦Ñðîê ¦Êîë-âî ¦Êîë-âî¦ Êîë-âî ¦ Îáúåì ¦Íåðàçìåù.¦
¦ íîìåð ¦ðàçìåùå-¦ïîãàøå- ¦äî ¦òðàíøåé¦äîðàç-¦äîñðî÷í.¦â îáðàù., ¦îñòàòîê, ¦
¦âûïóñêà ¦íèÿ ¦íèÿ ¦ïîãà-¦ (âêë. ¦ìåùå- ¦âûêóïîâ ¦ìëí. ðóá. ¦ìëí. ðóá.¦
¦ ¦ ¦ ¦øåíèÿ¦ îñí.) ¦íèé ¦ ¦ ¦ ¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21147 ¦21.03.01¦13.03.02¦ 96¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21153 ¦22.08.01¦30.01.02¦ 54¦ 1 ¦ 13 ¦ ¦ 4731.806¦ 268.194¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21154 ¦19.09.01¦20.02.02¦ 75¦ 1 ¦ 4 ¦ ¦ 2181.942¦ 1818.058¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21155 ¦03.10.01¦03.04.02¦ 117¦ 1 ¦ 3 ¦ ¦ 1508.041¦ 3491.959¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21156 ¦28.11.01¦17.07.02¦ 222¦ 2 ¦ 2 ¦ ¦ 8084.285¦ 1915.715¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 98¦ 1 ¦ ¦ ¦ 32.200¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 355¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 720¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 8¦ ¦ ¦ 5 ¦ 18946.567¦ 1597.181¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 1445¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 463¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 829¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1194¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 1086¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1809¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 2174¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2540¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2905¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 61¦ ¦ ¦ ¦ 9542.308¦ 446.443¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 166¦ ¦ ¦ ¦ 9542.308¦ 446.443¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 180¦ ¦ ¦ ¦ 9542.308¦ 446.443¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 285¦ ¦ ¦ ¦ 9542.308¦ 446.443¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 306¦ ¦ ¦ ¦ 9542.308¦ 446.443¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 411¦ ¦ ¦ ¦ 9542.308¦ 446.443¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 425¦ ¦ ¦ ¦ 9542.308¦ 446.443¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 530¦ ¦ ¦ ¦ 9542.308¦ 446.443¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 544¦ ¦ ¦ ¦ 9542.308¦ 446.443¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 649¦ ¦ ¦ ¦ 9542.308¦ 446.443¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 670¦ ¦ ¦ ¦ 9542.308¦ 446.443¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 712¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 908¦ 1 ¦ 27 ¦ ¦ 3332.030¦ 1667.970¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 1104¦ 1 ¦ 14 ¦ ¦ 2506.724¦ 2493.276¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 789¦ 1 ¦ 17 ¦ ¦ 3399.373¦ 1600.627¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 621¦ 1 ¦ 1 ¦ ¦ 5672.494¦ 6327.506¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 775¦ ¦ ¦ ¦ 9542.308¦ 446.443¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Èòîãî: ¦ ¦179079.438¦35029.085¦
L--------+-----------------------------------------------+----------+----------


×àñòü 4

ÍÅÊÎÒÎÐÛÅ ÀÍÀËÈÒÈ×ÅÑÊÈÅ ÏÎÊÀÇÀÒÅËÈ, ÕÀÐÀÊÒÅÐÈÇÓÞÙÈÅ
ÐÛÍÎÊ ÃÊÎ - ÎÔÇ - ÎÁÐ

   ---------------------------T--------T--------T--------T--------T--------¬

¦ ¦03.12.01¦04.12.01¦05.12.01¦06.12.01¦07.12.01¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Èíäèêàòîðû (% ãîäîâûõ):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦à) ðûíî÷íîãî ïîðòôåëÿ <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ÃÊÎ ¦ 14.19 ¦ 14.28 ¦ 14.71 ¦ 14.34 ¦ 14.37 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ÎÔÇ-ÏÄ (áåç ó÷åòà ¦ 14.12 ¦ 13.98 ¦ 13.83 ¦ 13.88 ¦ 13.80 ¦
¦ âûïóñêà 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Èíâåñòèöèîííûå ¦ 16.83 ¦ 15.37 ¦ 16.18 ¦ 12.96 ¦ 12.61 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ÎÔÇ-ÔÄ ¦ 15.75 ¦ 15.79 ¦ 15.57 ¦ 15.54 ¦ 15.49 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦á) îáîðîòà ðûíêà <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ÃÊÎ ¦ 14.42 ¦ 14.49 ¦ 14.42 ¦ 14.67 ¦ 13.74 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ÎÔÇ-ÏÄ (áåç ó÷åòà ¦ 18.00 ¦ 17.75 ¦ 17.55 ¦ 17.41 ¦ 17.40 ¦
¦ âûïóñêà 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Èíâåñòèöèîííûå ¦ 16.83 ¦ 15.37 ¦ 16.18 ¦ 12.96 ¦ 12.61 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ÎÔÇ-ÔÄ ¦ 15.61 ¦ 15.80 ¦ 15.55 ¦ 15.45 ¦ 15.60 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Êîýôôèöèåíòû ¦ ¦ ¦ ¦ ¦ ¦
¦ îáîðà÷èâàåìîñòè ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ÃÊÎ ¦ 0.36 ¦ 0.37 ¦ 0.30 ¦ 0.23 ¦ 0.07 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ÎÔÇ-ÏÄ (áåç ó÷åòà ¦ 0.10 ¦ 0.06 ¦ 0.11 ¦ 0.17 ¦ 0.05 ¦
¦ âûïóñêà 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Èíâåñòèöèîííûå ¦ 0.02 ¦ 0.62 ¦ 0.64 ¦ 0.45 ¦ 0.33 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ÎÔÇ-ÔÄ ¦ 0.11 ¦ 0.09 ¦ 0.30 ¦ 0.15 ¦ 0.19 ¦
L--------------------------+--------+--------+--------+--------+---------


   --------------------------------

<*> Ðàññ÷èòûâàåòñÿ êàê ñðåäíÿÿ ïðîñòàÿ äîõîäíîñòü ïî ÃÊÎ è ýôôåêòèâíàÿ äîõîäíîñòü ïî ÎÔÇ, âçâåøåííàÿ ïî ñðîêàì äî ïîãàøåíèÿ è îáúåìàì â îáðàùåíèè.
<**> Ðàññ÷èòûâàåòñÿ êàê ñðåäíÿÿ ïðîñòàÿ äîõîäíîñòü ïî ÃÊÎ è ýôôåêòèâíàÿ äîõîäíîñòü ïî ÎÔÇ, âçâåøåííàÿ ïî ñðîêàì äî ïîãàøåíèÿ è îáîðîòàì âòîðè÷íîãî ðûíêà.

×àñòü 5

ÍÅÊÎÒÎÐÛÅ ÌÀÊÐÎÕÀÐÀÊÒÅÐÈÑÒÈÊÈ ÐÛÍÊÀ ÃÊÎ - ÎÔÇ - ÎÁÐ

   -----------------------T---------T---------T---------T---------T---------¬

¦ ¦ 03.12.01¦ 04.12.01¦ 05.12.01¦ 06.12.01¦ 07.12.01¦
+----------------------+---------+---------+---------+---------+---------+
¦Íîìèíàëüíàÿ ñòîèìîñòü,¦178817.10¦178817.10¦178985.43¦179067.30¦179079.44¦
¦ìëí. ðóá. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+ ¦
¦ ÃÊÎ ¦ 17406.61¦ 17406.61¦ 19464.14¦ 19504.64¦ 19506.07¦
+----------------------+---------+---------+---------+---------+---------+
¦ ÎÔÇ-ÏÄ (áåç ó÷åòà ¦ 2093.37¦ 2093.37¦ 2093.37¦ 2093.37¦ 2093.37¦
¦ âûïóñêà 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Èíâåñòèöèîííûå ¦ 20838.89¦ 20838.89¦ 18946.57¦ 18946.57¦ 18946.57¦
+----------------------+---------+---------+---------+---------+---------+
¦ ÎÔÇ-ÔÄ ¦138478.23¦138478.23¦138481.36¦138522.72¦138533.43¦
+----------------------+---------+---------+---------+---------+---------+
¦Ðûíî÷íàÿ ñòîèìîñòü, ¦176504.87¦176550.38¦176086.80¦176295.63¦176445.28¦
¦ìëí. ðóá. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ÃÊÎ ¦ 16541.85¦ 16560.88¦ 18445.34¦ 18501.80¦ 18512.52¦
+----------------------+---------+---------+---------+---------+---------+
¦ ÎÔÇ-ÏÄ (áåç ó÷åòà ¦ 1926.88¦ 1933.28¦ 1938.53¦ 1939.08¦ 1943.08¦
¦ âûïóñêà 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Èíâåñòèöèîííûå ¦ 20732.61¦ 20749.29¦ 18868.88¦ 18889.73¦ 18897.31¦
+----------------------+---------+---------+---------+---------+---------+
¦ ÎÔÇ-ÔÄ ¦137306.52¦137306.93¦136834.05¦136965.02¦137092.37¦
+----------------------+---------+---------+---------+---------+---------+
¦Äþðàöèÿ <*>, äíåé ¦ 352.81¦ 351.79¦ 355.13¦ 354.06¦ 353.24¦
+----------------------+---------+---------+---------+---------+---------+
¦ ÃÊÎ ¦ 129.14¦ 128.24¦ 137.01¦ 136.21¦ 135.22¦
+----------------------+---------+---------+---------+---------+---------+
¦ ÎÔÇ-ÏÄ (áåç ó÷åòà ¦ 642.21¦ 642.96¦ 643.46¦ 642.79¦ 642.94¦
¦ âûïóñêà 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Èíâåñòèöèîííûå ¦ 12.00¦ 11.00¦ 10.00¦ 9.00¦ 8.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ ÎÔÇ-ÔÄ ¦ 427.16¦ 426.15¦ 428.04¦ 426.99¦ 426.16¦
L----------------------+---------+---------+---------+---------+----------


   --------------------------------

<*> Ðàññ÷èòûâàåòñÿ êàê ñðåäíèé ñðîê äî ïîãàøåíèÿ, âçâåøåííûé ïî îáúåìàì â îáðàùåíèè.

Äåïàðòàìåíò îïåðàöèé
íà îòêðûòîì ðûíêå
Áàíêà Ðîññèè


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Àâòîð ñàéòà - Ñåðãåé Êîìàðîâ, scomm@mail.ru