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Áþëëåòåíü Áàíêà Ðîññèè îò 23.11.2001 ¹ 44
<Èòîãè òîðãîâëè ÃÊÎ, ÎÔÇ è ÎÁÐ>

Îôèöèàëüíàÿ ïóáëèêàöèÿ â ÑÌÈ:
"Âåñòíèê Áàíêà Ðîññèè", ¹ 72, 28.11.2001






ÖÅÍÒÐÀËÜÍÛÉ ÁÀÍÊ ÐÎÑÑÈÈ

ÁÞËËÅÒÅÍÜ
îò 23 íîÿáðÿ 2001 ã. ¹ 44

×àñòü 1

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

Òîðãîâëÿ ÃÊÎ ïðè ñóììàðíîì îáúåìå ñäåëîê çà íåäåëþ 102.221 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.)¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦28.11.01 ¦19.11.01¦ 99.70¦ 99.70¦ 99.70¦ 12.20 ¦ 3.30 ¦ 21152 ¦
+---------+--------+------+------+------+--------+-------+-------+
¦30.01.02 ¦19.11.01¦ 97.30¦ 97.30¦ 97.30¦ 14.07 ¦ 10.00 ¦ 21153 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦20.11.01¦ 97.40¦ 97.40¦ 97.40¦ 13.72 ¦ 2.00 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦21.11.01¦ 97.43¦ 97.43¦ 97.43¦ 13.75 ¦ 12.68 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦22.11.01¦ 97.43¦ 97.50¦ 97.44¦ 13.90 ¦ 9.13 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦23.11.01¦ 97.45¦ 97.46¦ 97.46¦ 13.99 ¦ 10.00 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦20.02.01 ¦19.11.01¦ 96.52¦ 96.55¦ 96.52¦ 14.11 ¦ 7.00 ¦ 21154 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦21.11.01¦ 96.55¦ 96.55¦ 96.55¦ 14.33 ¦ 3.70 ¦ ¦
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¦ ¦22.11.01¦ 96.60¦ 96.75¦ 96.60¦ 14.27 ¦ 7.30 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦13.03.02 ¦22.11.01¦ 95.86¦ 95.86¦ 95.86¦ 14.20 ¦ 0.19 ¦ 21147 ¦
+---------+--------+------+------+------+--------+-------+-------+
¦03.04.02 ¦22.11.01¦ 95.10¦ 95.10¦ 95.10¦ 14.25 ¦ 30.06 ¦ 21155 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦23.11.01¦ 95.10¦ 95.20¦ 95. 1¦ 14.33 ¦ 6.86 ¦ ¦
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Òîðãîâëÿ ÎÔÇ ïðè ñóììàðíîì îáúåìå ñäåëîê çà íåäåëþ 2753.242 ìëí. ðóá. ïî íîìèíàëó èìåëà ñëåäóþùèå ïàðàìåòðû:

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¦ Äàòà ¦ Äàòà ¦Íàêîï- ¦ Öåíû îáëèãàöèé ¦Äîõîä-¦Îáîðîò ¦Íîìåð ¦
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¦ ¦ ¦íîìèí.)¦ ¦ ¦ ¦ ¦íîìèí.)¦âî÷íî)¦
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¦15.12.01 ¦19.11.01¦ 0.00 ¦ 99.00¦ 99.10¦ 99.07¦ 14.02¦ 213.10¦ 25030¦
¦ +--------+-------+------+------+------+------+-------+ ¦
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¦ +--------+-------+------+------+------+------+-------+ ¦
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¦ +--------+-------+------+------+------+------+-------+ ¦
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¦ +--------+-------+------+------+------+------+-------+ ¦
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¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.11.01¦ 0.70 ¦100.00¦100.23¦100.20¦ 14.53¦ 5.86¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.05.02 ¦19.11.01¦ 3.60 ¦100.55¦100.61¦100.59¦ 14.36¦ 17.81¦ 27002¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.11.01¦ 3.70 ¦100.50¦100.60¦100.52¦ 14.31¦ 19.04¦ ¦
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+---------+--------+-------+------+------+------+------+-------+------+
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¦ +--------+-------+------+------+------+------+-------+ ¦
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¦ +--------+-------+------+------+------+------+-------+ ¦
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¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.11.01¦ 3.20 ¦100.45¦100.60¦100.50¦ 14.57¦ 36.04¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦18.09.02 ¦19.11.01¦ 2.50 ¦100.90¦100.95¦100.90¦ 14.35¦ 52.00¦ 27004¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.11.01¦ 2.50 ¦100.56¦100.85¦100.70¦ 14.69¦ 86.10¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.11.01¦ 2.60 ¦100.58¦100.70¦100.62¦ 14.70¦ 111.87¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.11.01¦ 2.60 ¦100.50¦100.60¦100.56¦ 14.86¦ 53.75¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.11.01¦ 2.60 ¦100.46¦100.65¦100.60¦ 14.84¦ 50.11¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦09.10.02 ¦19.11.01¦ 1.60 ¦ 99.95¦100.00¦100.00¦ 14.27¦ 0.48¦ 27005¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.11.01¦ 1.70 ¦ 99.70¦100.00¦ 99.76¦ 14.49¦ 44.02¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.11.01¦ 1.70 ¦ 99.77¦ 99.90¦ 99.78¦ 14.50¦ 68.63¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.11.01¦ 1.70 ¦ 99.31¦ 99.70¦ 99.65¦ 14.79¦ 54.10¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.11.01¦ 1.80 ¦ 99.71¦ 99.85¦ 99.85¦ 14.45¦ 59.90¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.01.03 ¦19.11.01¦ 1.10 ¦ 98.90¦ 99.10¦ 99.04¦ 14.49¦ 31.32¦ 27006¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.11.01¦ 1.10 ¦ 98.75¦ 99.00¦ 98.75¦ 14.74¦ 16.97¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.11.01¦ 1.10 ¦ 98.75¦ 98.85¦ 98.75¦ 14.84¦ 6.80¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.11.01¦ 1.20 ¦ 98.60¦ 98.70¦ 98.70¦ 14.88¦ 22.57¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.11.01¦ 1.20 ¦ 98.50¦ 98.65¦ 98.62¦ 15.02¦ 28.63¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.02.03 ¦19.11.01¦ 0.50 ¦ 99.00¦ 99.10¦ 99.04¦ 14.56¦ 31.23¦ 27007¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.11.01¦ 0.50 ¦ 98.80¦ 99.14¦ 98.80¦ 14.75¦ 26.15¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.11.01¦ 0.60 ¦ 98.77¦ 98.95¦ 98.78¦ 14.67¦ 48.32¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.11.01¦ 0.60 ¦ 98.65¦ 98.75¦ 98.70¦ 14.90¦ 10.40¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.11.01¦ 0.70 ¦ 98.50¦ 98.90¦ 98.70¦ 14.89¦ 37.69¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.05.03 ¦19.11.01¦ 3.60 ¦ 97.77¦ 97.86¦ 97.86¦ 15.01¦ 37.14¦ 27008¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.11.01¦ 3.70 ¦ 97.50¦ 97.76¦ 97.50¦ 15.08¦ 18.91¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.11.01¦ 0.00 ¦ 97.70¦ 97.84¦ 97.80¦ 14.99¦ 21.75¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.11.01¦ 0.00 ¦ 97.70¦ 97.89¦ 97.85¦ 15.06¦ 13.34¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
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+---------+--------+-------+------+------+------+------+-------+------+
¦04.06.03 ¦19.11.01¦ 3.00 ¦ 97.65¦ 99.81¦ 97.94¦ 15.00¦ 31.51¦ 27009¦
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¦ +--------+-------+------+------+------+------+-------+ ¦
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¦ ¦23.11.01¦ 3.20 ¦ 97.69¦ 97.82¦ 97.70¦ 15.04¦ 63.97¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
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+---------+--------+-------+------+------+------+------+-------+------+
¦08.10.03 ¦19.11.01¦ 1.60 ¦ 94.87¦ 94.95¦ 94.95¦ 15.83¦ 12.30¦ 27011¦
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¦ ¦20.11.01¦ 1.70 ¦ 95.00¦ 95.29¦ 95.00¦ 15.70¦ 2.41¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.11.01¦ 1.70 ¦ 95.05¦ 95.37¦ 95.26¦ 15.53¦ 74.49¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.11.01¦ 1.70 ¦ 94.80¦ 95.50¦ 95.30¦ 15.69¦ 16.60¦ ¦
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¦ ¦23.11.01¦ 1.80 ¦ 94.80¦ 95.62¦ 95.62¦ 15.37¦ 63.91¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦19.11.03 ¦19.11.01¦ 4.90 ¦ 89.65¦ 89.90¦ 89.90¦ 16.94¦ 16.71¦ 27012¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.11.01¦ 5.00 ¦ 89.40¦ 90.20¦ 89.40¦ 17.03¦ 16.68¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.11.01¦ 0.00 ¦ 89.80¦ 89.99¦ 89.99¦ 16.80¦ 51.88¦ ¦
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¦ ¦22.11.01¦ 0.00 ¦ 89.91¦ 89.99¦ 89.97¦ 16.77¦ 1.25¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.11.01¦ 0.10 ¦ 89.60¦ 89.97¦ 89.97¦ 16.94¦ 9.80¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦21.01.04 ¦19.11.01¦ 1.10 ¦ 92.37¦ 92.60¦ 92.59¦ 16.78¦ 27.81¦ 28001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦20.11.01¦ 1.10 ¦ 92.31¦ 92.59¦ 92.31¦ 16.87¦ 11.54¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.11.01¦ 1.10 ¦ 92.41¦ 92.80¦ 92.80¦ 16.72¦ 58.74¦ ¦
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+---------+--------+-------+------+------+------+------+-------+------+
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¦ ¦23.11.01¦ 6.93 ¦ 80.25¦ 80.40¦ 80.25¦ 18.40¦ 3.14¦ ¦
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 ¦ 112¦ 10.00¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25027 ¦ 27.11.2001 ¦ 4¦ 5.00¦ 50.00 ¦
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¦ 26028 ¦ 27.11.2001 ¦ 4¦ 5.00¦ 50.00 ¦
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¦ 25029 ¦ 27.11.2001 ¦ 4¦ 5.00¦ 50.00 ¦
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¦ 25053 ¦ 26.11.2001 ¦ 3¦ 2.00¦ 18.36 ¦
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¦ 26001 ¦ 15.03.2002 ¦ 112¦ 10.00¦ 100.00 ¦
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¦ 26002 ¦ 15.03.2002 ¦ 112¦ 10.00¦ 100.00 ¦
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¦ 26003 ¦ 15.03.2002 ¦ 112¦ 10.00¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2001 ¦ 4¦ 5.00¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26175 ¦ 26.11.2001 ¦ 3¦ 2.00¦ 18.36 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26176 ¦ 27.11.2001 ¦ 4¦ 2.00¦ 18.41 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26177 ¦ 29.11.2001 ¦ 6¦ 2.00¦ 18.52 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26178 ¦ 30.11.2001 ¦ 7¦ 2.00¦ 18.58 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27001 ¦ 06.02.2002 ¦ 75¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27002 ¦ 20.02.2002 ¦ 89¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27003 ¦ 05.12.2001 ¦ 12¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27004 ¦ 19.12.2001 ¦ 26¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27005 ¦ 09.01.2002 ¦ 47¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 23.01.2002 ¦ 61¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 06.02.2002 ¦ 75¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 20.02.2002 ¦ 89¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 05.12.2001 ¦ 12¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 19.12.2001 ¦ 26¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 09.01.2002 ¦ 47¦ 15.00¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 22.05.2002 ¦ 180¦ 10.00¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 05.12.2001 ¦ 12¦ 16.00¦ 39.89 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 19.12.2001 ¦ 26¦ 16.00¦ 39.89 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 06.02.2002 ¦ 75¦ 14.00¦ 34.52 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27016 ¦ 20.02.2002 ¦ 89¦ 15.00¦ 37.40 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 23.01.2002 ¦ 61¦ 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¦ 110¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21152 ¦25.07.01¦28.11.01¦ 5¦ 1 ¦ 1 ¦ ¦ 4000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21153 ¦22.08.01¦30.01.02¦ 68¦ 1 ¦ 13 ¦ ¦ 4731.806¦ 268.194¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21154 ¦19.09.01¦20.02.02¦ 89¦ 1 ¦ 4 ¦ ¦ 2181.942¦ 1818.058¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21155 ¦03.10.01¦03.04.02¦ 131¦ 1 ¦ 3 ¦ ¦ 1508.041¦ 3491.959¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 112¦ 1 ¦ ¦ ¦ 32.200¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 4¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 369¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 734¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 22¦ ¦ ¦ 3 ¦ 26341.715¦ 1598.076¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25053 ¦26.12.00¦21.11.05¦ 1459¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 477¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 843¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1208¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 1100¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26175 ¦26.12.00¦20.11.06¦ 1823¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26176 ¦26.12.00¦20.11.07¦ 2188¦ ¦ ¦ ¦ 5.036¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26177 ¦26.12.00¦20.11.08¦ 2554¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26178 ¦26.12.00¦20.11.09¦ 2919¦ ¦ ¦ ¦ 5.035¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 75¦ ¦ ¦ ¦ 9542.047¦ 446.704¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 180¦ ¦ ¦ ¦ 9542.047¦ 446.704¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 194¦ ¦ ¦ ¦ 9542.047¦ 446.704¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 299¦ ¦ ¦ ¦ 9542.047¦ 446.704¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 320¦ ¦ ¦ ¦ 9542.047¦ 446.704¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 425¦ ¦ ¦ ¦ 9542.047¦ 446.704¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 439¦ ¦ ¦ ¦ 9542.047¦ 446.704¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 544¦ ¦ ¦ ¦ 9542.047¦ 446.704¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 558¦ ¦ ¦ ¦ 9542.047¦ 446.704¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 663¦ ¦ ¦ ¦ 9542.047¦ 446.704¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 684¦ ¦ ¦ ¦ 9542.047¦ 446.704¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 726¦ ¦ ¦ ¦ 9115.111¦ 8491.289¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 922¦ 1 ¦ 25 ¦ ¦ 3323.646¦ 1676.354¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 1118¦ 1 ¦ 14 ¦ ¦ 2506.724¦ 2493.276¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 803¦ 1 ¦ 16 ¦ ¦ 3394.373¦ 1605.627¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27016 ¦21.11.01¦20.08.03¦ 635¦ 1 ¦ ¦ ¦ 5633.813¦ 6366.187¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 789¦ 1 ¦ ¦ ¦ 9542.047¦ 446.704¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Èòîãî: ¦ ¦182498.825¦33169.464¦
L--------+-----------------------------------------------+----------+----------


×àñòü 4

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

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

¦ ¦19.11.01¦20.11.01¦21.11.01¦22.11.01¦23.11.01¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Èíäèêàòîðû (% ãîäîâûõ):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦à) ðûíî÷íîãî ïîðòôåëÿ <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ÃÊÎ ¦ 14.37 ¦ 14.29 ¦ 14.35 ¦ 14.09 ¦ 14.14 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ÎÔÇ-ÏÄ (áåç ó÷åòà ¦ 14.23 ¦ 14.26 ¦ 14.21 ¦ 14.26 ¦ 14.25 ¦
¦ âûïóñêà 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Èíâåñòèöèîííûå ¦ 14.02 ¦ 13.94 ¦ 14.04 ¦ 14.51 ¦ 15.41 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ÎÔÇ-ÔÄ ¦ 15.54 ¦ 15.62 ¦ 15.52 ¦ 15.59 ¦ 15.55 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦á) îáîðîòà ðûíêà <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ÃÊÎ ¦ 14.05 ¦ 13.72 ¦ 13.91 ¦ 14.21 ¦ 14.18 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ÎÔÇ-ÏÄ (áåç ó÷åòà ¦ 18.49 ¦ 17.94 ¦ 18.43 ¦ 18.41 ¦ 18.40 ¦
¦ âûïóñêà 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Èíâåñòèöèîííûå ¦ 14.02 ¦ 13.94 ¦ 14.04 ¦ 14.51 ¦ 15.41 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ÎÔÇ-ÔÄ ¦ 15.38 ¦ 15.31 ¦ 15.71 ¦ 15.68 ¦ 15.22 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦2. Êîýôôèöèåíòû ¦ ¦ ¦ ¦ ¦ ¦
¦ îáîðà÷èâàåìîñòè ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ÃÊÎ ¦ 0.10 ¦ 0.01 ¦ 0.11 ¦ 0.30 ¦ 0.11 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ÎÔÇ-ÏÄ (áåç ó÷åòà ¦ 0.24 ¦ 0.43 ¦ 0.31 ¦ 0.10 ¦ 0.13 ¦
¦ âûïóñêà 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ Èíâåñòèöèîííûå ¦ 0.67 ¦ 0.42 ¦ 0.13 ¦ 0.14 ¦ 0.40 ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ÎÔÇ-ÔÄ ¦ 0.27 ¦ 0.28 ¦ 0.46 ¦ 0.26 ¦ 0.34 ¦
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---------¬

¦ ¦ 19.11.01¦ 20.11.01¦ 21.11.01¦ 22.11.01¦ 23.11.01¦
+----------------------+---------+---------+---------+---------+---------+
¦Íîìèíàëüíàÿ ñòîèìîñòü,¦186492.02¦186492.02¦182498.82¦182498.82¦182498.82¦
¦ìëí. ðóá. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+ ¦
¦ ÃÊÎ ¦ 19421.79¦ 19421.79¦ 15421.79¦ 15421.79¦ 15421.79¦
+----------------------+---------+---------+---------+---------+---------+
¦ ÎÔÇ-ÏÄ (áåç ó÷åòà ¦ 2257.09¦ 2257.09¦ 2257.09¦ 2257.09¦ 2257.09¦
¦ âûïóñêà 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Èíâåñòèöèîííûå ¦ 31968.73¦ 31968.73¦ 26341.72¦ 26341.72¦ 26341.72¦
+----------------------+---------+---------+---------+---------+---------+
¦ ÎÔÇ-ÔÄ ¦132844.42¦132844.42¦138478.23¦138478.23¦138478.23¦
+----------------------+---------+---------+---------+---------+---------+
¦Ðûíî÷íàÿ ñòîèìîñòü, ¦185215.92¦185168.10¦180192.96¦180172.92¦180288.20¦
¦ìëí. ðóá. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ ÃÊÎ ¦ 18981.56¦ 18986.29¦ 14995.75¦ 15016.37¦ 15017.47¦
+----------------------+---------+---------+---------+---------+---------+
¦ ÎÔÇ-ÏÄ (áåç ó÷åòà ¦ 2100.04¦ 2100.80¦ 2102.92¦ 2102.53¦ 2103.62¦
¦ âûïóñêà 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Èíâåñòèöèîííûå ¦ 31671.42¦ 31684.20¦ 26115.18¦ 26117.81¦ 26115.18¦
+----------------------+---------+---------+---------+---------+---------+
¦ ÎÔÇ-ÔÄ ¦132462.90¦132396.80¦136979.12¦136936.21¦137051.93¦
+----------------------+---------+---------+---------+---------+---------+
¦Äþðàöèÿ <*>, äíåé ¦ 325.36¦ 324.26¦ 349.78¦ 348.73¦ 347.86¦
+----------------------+---------+---------+---------+---------+---------+
¦ ÃÊÎ ¦ 57.45¦ 56.45¦ 70.22¦ 69.28¦ 68.28¦
+----------------------+---------+---------+---------+---------+---------+
¦ ÎÔÇ-ÏÄ (áåç ó÷åòà ¦ 588.27¦ 587.64¦ 587.43¦ 586.69¦ 586.20¦
¦ âûïóñêà 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Èíâåñòèöèîííûå ¦ 26.00¦ 25.00¦ 24.00¦ 23.00¦ 22.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ ÎÔÇ-ÔÄ ¦ 431.17¦ 430.10¦ 438.84¦ 437.85¦ 436.93¦
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