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Áþëëåòåíü Áàíêà Ðîññèè îò 31.08.2001 ¹ 32
<Èòîãè òîðãîâëè ÃÊÎ, ÎÔÇ è ÎÁÐ>

Îôèöèàëüíàÿ ïóáëèêàöèÿ â ÑÌÈ:
"Âåñòíèê Áàíêà Ðîññèè", ¹ 55, 05.09.2001






ÖÅÍÒÐÀËÜÍÛÉ ÁÀÍÊ ÐÎÑÑÈÈ

ÁÞËËÅÒÅÍÜ
îò 31 àâãóñòà 2001 ã. ¹ 32

×àñòü 1

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

Òîðãîâëÿ ÃÊÎ ïðè ñóììàðíîì îáúåìå ñäåëîê çà íåäåëþ 29.767 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.)¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦17.10.01 ¦30.08.01¦ 98.07¦ 98.28¦ 98.07¦ 13.39 ¦ 4.67 ¦ 21149 ¦
+---------+--------+------+------+------+--------+-------+-------+
¦14.11.01 ¦28.08.01¦ 96.66¦ 96.67¦ 96.66¦ 16.12 ¦ 1.13 ¦ 21150 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦29.08.01¦ 97.02¦ 97.02¦ 97.02¦ 14.56 ¦ 0.01 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦30.08.01¦ 97.10¦ 97.10¦ 97.10¦ 14.34 ¦ 0.01 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦31.08.01¦ 97.40¦ 97.50¦ 97.40¦ 12.73 ¦ 0.01 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦28.11.01 ¦27.08.01¦ 96.47¦ 96.54¦ 96.54¦ 14.07 ¦ 5.99 ¦ 21152 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦28.08.01¦ 96.59¦ 96.59¦ 96.59¦ 14.01 ¦ 10.00 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦31.08.01¦ 96.90¦ 96.90¦ 96.90¦ 13.12 ¦ 0.15 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦30.01.02 ¦27.08.01¦ 94.01¦ 94.01¦ 94.01¦ 14.91 ¦ 1.50 ¦ 21153 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦28.08.01¦ 94.07¦ 94.07¦ 94.07¦ 14.84 ¦ 0.00 ¦ ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦29.08.01¦ 94.10¦ 94.11¦ 94.10¦ 14.83 ¦ 5.19 ¦ ¦
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¦ ¦30.08.01¦ 94.15¦ 94.20¦ 94.20¦ 14.69 ¦ 0.51 ¦ ¦
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¦ ¦31.08.01¦ 94.25¦ 94.29¦ 94.29¦ 14.57 ¦ 0.60 ¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦13.03.02 ¦28.08.01¦ 92.25¦ 92.25¦ 92.25¦ 15.57 ¦ 0.01 ¦ 21147 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦29.08.01¦ 92.30¦ 92.30¦ 92.30¦ 15.54 ¦ 0.01 ¦ ¦
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¦ ¦31.08.01¦ 92.50¦ 92.50¦ 92.50¦ 15.25 ¦ 0.01 ¦ ¦
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Òîðãîâëÿ ÎÔÇ ïðè ñóììàðíîì îáúåìå ñäåëîê çà íåäåëþ 1441.568 ìëí. ðóá. ïî íîìèíàëó èìåëà ñëåäóþùèå ïàðàìåòðû:

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¦ Äàòà ¦ Äàòà ¦Íàêîï- ¦ Öåíû îáëèãàöèé ¦Äîõîä-¦Îáîðîò ¦Íîìåð ¦
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¦15.12.01 ¦27.08.01¦ 0.00 ¦ 95.80¦ 95.88¦ 95.88¦ 15.14¦ 36.46¦ 25030¦
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¦ ¦28.08.01¦ 0.00 ¦ 95.87¦ 95.95¦ 95.93¦ 14.97¦ 33.67¦ ¦
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¦ ¦30.08.01¦ 0.00 ¦ 95.97¦ 96.08¦ 96.07¦ 14.70¦ 56.76¦ ¦
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¦ ¦31.08.01¦ 0.00 ¦ 96.14¦ 96.20¦ 96.20¦ 14.43¦ 49.53¦ ¦
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¦15.03.02 ¦27.08.01¦ 4.52 ¦ 97.10¦ 97.10¦ 97.10¦ 15.56¦ 0.22¦ 25014¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.05.02 ¦27.08.01¦ 0.20 ¦100.20¦100.45¦100.20¦ 15.27¦ 4.90¦ 27002¦
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¦ ¦28.08.01¦ 0.20 ¦100.20¦100.25¦100.23¦ 15.36¦ 31.33¦ ¦
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¦ ¦29.08.01¦ 0.30 ¦100.26¦100.32¦100.32¦ 15.18¦ 20.55¦ ¦
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¦ ¦31.08.01¦ 0.40 ¦100.41¦100.55¦100.50¦ 14.85¦ 7.67¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦05.06.02 ¦27.08.01¦ 4.50 ¦100.20¦100.21¦100.20¦ 15.57¦ 7.00¦ 27003¦
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¦ ¦28.08.01¦ 4.60 ¦100.18¦100.25¦100.20¦ 15.46¦ 32.36¦ ¦
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¦ ¦29.08.01¦ 4.60 ¦100.25¦100.35¦100.30¦ 15.39¦ 19.90¦ ¦
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¦ ¦30.08.01¦ 4.70 ¦100.30¦100.45¦100.45¦ 15.20¦ 30.16¦ ¦
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¦18.09.02 ¦27.08.01¦ 3.70 ¦100.20¦100.38¦100.20¦ 15.83¦ 1.64¦ 27004¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.08.01¦ 3.80 ¦100.20¦100.32¦100.27¦ 15.72¦ 10.98¦ ¦
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¦ ¦29.08.01¦ 3.80 ¦100.25¦100.38¦100.38¦ 15.67¦ 4.46¦ ¦
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¦ ¦31.08.01¦ 4.00 ¦100.37¦100.70¦100.70¦ 15.29¦ 4.66¦ ¦
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¦09.10.02 ¦27.08.01¦ 1.90 ¦ 99.10¦ 99.35¦ 99.15¦ 15.53¦ 2.40¦ 27005¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦28.08.01¦ 2.00 ¦ 99.05¦ 99.43¦ 99.43¦ 15.39¦ 8.73¦ ¦
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¦ ¦29.08.01¦ 2.00 ¦ 99.15¦ 99.15¦ 99.15¦ 15.47¦ 0.03¦ ¦
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¦ ¦30.08.01¦ 2.00 ¦ 99.15¦ 99.20¦ 99.18¦ 15.48¦ 10.55¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦31.08.01¦ 2.10 ¦ 99.15¦ 99.28¦ 99.28¦ 15.31¦ 0.40¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.01.03 ¦27.08.01¦ 1.30 ¦ 97.35¦ 97.50¦ 97.50¦ 16.19¦ 0.80¦ 27006¦
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¦ ¦28.08.01¦ 1.40 ¦ 97.40¦ 97.50¦ 97.41¦ 16.19¦ 14.12¦ ¦
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¦ ¦30.08.01¦ 1.50 ¦ 97.25¦ 97.45¦ 97.45¦ 16.15¦ 2.08¦ ¦
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¦ ¦31.08.01¦ 1.50 ¦ 97.40¦ 97.70¦ 97.50¦ 15.99¦ 6.15¦ ¦
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¦ ¦28.08.01¦ 0.80 ¦ 97.07¦ 97.24¦ 97.07¦ 16.52¦ 0.30¦ ¦
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¦ ¦29.08.01¦ 0.90 ¦ 97.00¦ 97.26¦ 97.26¦ 16.43¦ 7.84¦ ¦
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¦ ¦30.08.01¦ 0.90 ¦ 97.13¦ 97.27¦ 97.25¦ 16.34¦ 2.11¦ ¦
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¦ ¦31.08.01¦ 0.90 ¦ 96.56¦ 97.56¦ 97.56¦ 16.15¦ 6.65¦ ¦
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¦ ¦31.08.01¦ 4.63 ¦ 88.65¦ 88.65¦ 88.65¦ 19.02¦ 0.11¦ ¦
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¦04.06.03 ¦27.08.01¦ 4.50 ¦ 95.75¦ 95.83¦ 95.75¦ 16.80¦ 13.30¦ 27009¦
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¦ ¦28.08.01¦ 4.60 ¦ 95.65¦ 96.00¦ 95.65¦ 16.84¦ 20.46¦ ¦
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¦ ¦29.08.01¦ 4.60 ¦ 95.51¦ 95.65¦ 95.51¦ 16.96¦ 7.42¦ ¦
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¦17.09.03 ¦27.08.01¦ 3.70 ¦ 94.70¦ 94.85¦ 94.85¦ 16.88¦ 8.48¦ 27010¦
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¦ ¦28.08.01¦ 3.80 ¦ 94.80¦ 94.95¦ 94.91¦ 16.78¦ 24.57¦ ¦
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¦21.01.04 ¦27.08.01¦ 1.30 ¦ 89.25¦ 89.59¦ 89.50¦ 18.78¦ 6.02¦ 28001¦
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¦ ¦29.08.01¦ 2.15 ¦ 88.80¦ 88.98¦ 88.98¦ 18.92¦ 4.54¦ ¦
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¦ ¦30.08.01¦ 2.19 ¦ 88.96¦ 89.00¦ 89.00¦ 18.84¦ 3.13¦ ¦
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¦ ¦31.08.01¦ 2.24 ¦ 89.21¦ 89.55¦ 89.55¦ 18.61¦ 5.80¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦15.03.05 ¦27.08.01¦ 4.52 ¦ 72.03¦ 72.70¦ 72.70¦ 21.88¦ 2.80¦ 26003¦
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¦ ¦28.08.01¦ 4.55 ¦ 72.60¦ 72.60¦ 72.60¦ 21.75¦ 0.50¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦29.08.01¦ 4.58 ¦ 72.28¦ 73.25¦ 73.25¦ 21.58¦ 7.45¦ ¦
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¦ ¦30.08.01¦ 4.60 ¦ 73.50¦ 73.58¦ 73.50¦ 21.26¦ 1.54¦ ¦
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¦ ¦31.08.01¦ 4.63 ¦ 73.25¦ 73.91¦ 73.91¦ 21.15¦ 0.94¦ ¦
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×àñòü 2

ÎÑÍÎÂÍÛÅ ÕÀÐÀÊÒÅÐÈÑÒÈÊÈ ÁËÈÆÀÉØÈÕ ÊÓÏÎÍÍÛÕ ÂÛÏËÀÒ ÏÎ ÎÔÇ

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¦ 25014 ¦ 15.03.2002 ¦ 196 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25023 ¦ 12.09.2001 ¦ 12 ¦ 14.00 ¦ 69.81 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25027 ¦ 27.11.2001 ¦ 88 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2001 ¦ 88 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2001 ¦ 88 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2002 ¦ 196 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2002 ¦ 196 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2002 ¦ 196 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2001 ¦ 88 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27001 ¦ 07.11.2001 ¦ 68 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27002 ¦ 21.11.2001 ¦ 82 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27003 ¦ 05.09.2001 ¦ 5 ¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27004 ¦ 19.09.2001 ¦ 19 ¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27005 ¦ 10.10.2001 ¦ 40 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 24.10.2001 ¦ 54 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 07.11.2001 ¦ 68 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 21.11.2001 ¦ 82 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 05.09.2001 ¦ 5 ¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 19.09.2001 ¦ 19 ¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 10.10.2001 ¦ 40 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 21.11.2001 ¦ 82 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 05.09.2001 ¦ 5 ¦ 16.00 ¦ 39.89 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 19.09.2001 ¦ 19 ¦ 16.00 ¦ 30.68 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 08.11.2001 ¦ 69 ¦ 16.00 ¦ 40.33 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 24.10.2001 ¦ 54 ¦ 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¦ 194¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21148 ¦28.03.01¦03.10.01¦ 33¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21149 ¦18.04.01¦17.10.01¦ 47¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21150 ¦16.05.01¦14.11.01¦ 75¦ 1 ¦ 3 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21151 ¦27.06.01¦21.11.01¦ 82¦ 1 ¦ 9 ¦ ¦ 4000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21152 ¦25.07.01¦28.11.01¦ 89¦ 1 ¦ 1 ¦ ¦ 4000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21153 ¦22.08.01¦30.01.02¦ 152¦ 1 ¦ 6 ¦ ¦ 4446.687¦ 553.313¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 196¦ 1 ¦ ¦ ¦ 32.200¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 12¦ 7 ¦ 19 ¦ ¦ 13078.548¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 88¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 453¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 818¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 106¦ ¦ ¦ 2 ¦ 31819.966¦ 1746.836¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 561¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 927¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦ 1292¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦ 1184¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 159¦ ¦ ¦ ¦ 9498.747¦ 490.004¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 264¦ ¦ ¦ ¦ 9498.747¦ 490.004¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 278¦ ¦ ¦ ¦ 9498.747¦ 490.004¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 383¦ ¦ ¦ ¦ 9498.747¦ 490.004¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 404¦ ¦ ¦ ¦ 9498.747¦ 490.004¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 509¦ ¦ ¦ ¦ 9498.747¦ 490.004¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 523¦ ¦ ¦ ¦ 9498.747¦ 490.004¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 628¦ ¦ ¦ ¦ 9498.747¦ 490.004¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 642¦ ¦ ¦ ¦ 9498.747¦ 490.004¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 747¦ ¦ ¦ ¦ 9498.747¦ 490.004¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 768¦ ¦ ¦ ¦ 9498.747¦ 490.004¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 810¦ ¦ ¦ ¦ 8953.169¦ 8653.231¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦ 1006¦ 1 ¦ 13 ¦ ¦ 2963.971¦ 2036.029¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦ 1202¦ 1 ¦ 10 ¦ ¦ 2453.076¦ 2546.924¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 887¦ 1 ¦ 6 ¦ ¦ 3188.073¦ 1811.927¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 873¦ ¦ ¦ ¦ 9498.747¦ 490.004¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Èòîãî: ¦ ¦ ¦ ¦ ¦ ¦ ¦203120.364¦23259.052¦
L--------+--------+--------+-----+-------+------+--------+----------+----------


×àñòü 4

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

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

¦ ¦27.08.01¦28.08.01¦29.08.01¦30.08.01¦31.08.01¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Èíäèêàòîðû (% ãîäîâûõ):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦à) ðûíî÷íîãî ïîðòôåëÿ <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ÃÊÎ ¦ 14.73 ¦ 14.74 ¦ 14.24 ¦ 14.27 ¦ 13.76 ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦ ÎÔÇ-ÏÄ (áåç ó÷åòà ¦ 15.82 ¦ 15.78 ¦ 15.70 ¦ 15.46 ¦ 15.35 ¦
¦ âûïóñêà 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦ Èíâåñòèöèîííûå ¦ 15.14 ¦ 14.97 ¦ 14.79 ¦ 14.70 ¦ 14.43 ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦ ÎÔÇ-ÔÄ ¦ 17.22 ¦ 17.19 ¦ 17.22 ¦ 17.13 ¦ 16.90 ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦á) îáîðîòà ðûíêà <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦ ÃÊÎ ¦ 14.31 ¦ 14.19 ¦ 14.83 ¦ 13.71 ¦ 14.38 ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦ ÎÔÇ-ÏÄ (áåç ó÷åòà ¦ 20.56 ¦ 19.90 ¦ 21.19 ¦ 17.91 ¦ 19.35 ¦
¦ âûïóñêà 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦ Èíâåñòèöèîííûå ¦ 15.14 ¦ 14.97 ¦ 14.79 ¦ 14.70 ¦ 14.43 ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦ ÎÔÇ-ÔÄ ¦ 17.20 ¦ 17.29 ¦ 17.46 ¦ 17.02 ¦ 17.21 ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦2. Êîýôôèöèåíòû ¦ ¦ ¦ ¦ ¦ ¦
¦ îáîðà÷èâàåìîñòè ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦ ÃÊÎ ¦ 0.03 ¦ 0.05 ¦ 0.02 ¦ 0.02 ¦ 0.00 ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦ ÎÔÇ-ÏÄ (áåç ó÷åòà ¦ 0.20 ¦ 0.06 ¦ 0.20 ¦ 0.70 ¦ 0.12 ¦
¦ âûïóñêà 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦ Èíâåñòèöèîííûå ¦ 0.11 ¦ 0.11 ¦ 0.19 ¦ 0.18 ¦ 0.16 ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦ ÎÔÇ-ÔÄ ¦ 0.06 ¦ 0.21 ¦ 0.17 ¦ 0.20 ¦ 0.14 ¦
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---------¬

¦ ¦ 27.08.01¦ 28.08.01¦ 29.08.01¦ 30.08.01¦ 31.08.01¦
+----------------------+---------+---------+---------+---------+---------+
¦Íîìèíàëüíàÿ ñòîèìîñòü,¦203112.56¦203112.56¦203120.36¦203120.36¦203120.36¦
¦ìëí. ðóá. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ÃÊÎ ¦ 24441.49¦ 24441.49¦ 24446.69¦ 24446.69¦ 24446.69¦
+----------------------+---------+---------+---------+---------+---------+
¦ÎÔÇ-ÏÄ (áåç ó÷åòà ¦ 15310.46¦ 15310.46¦ 15310.46¦ 15310.46¦ 15310.46¦
¦âûïóñêà 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Èíâåñòèöèîííûå ¦ 31819.22¦ 31819.22¦ 31819.97¦ 31819.97¦ 31819.97¦
+----------------------+---------+---------+---------+---------+---------+
¦ ÎÔÇ-ÔÄ ¦131541.38¦131541.38¦131543.25¦131543.25¦131543.25¦
+----------------------+---------+---------+---------+---------+---------+
¦Ðûíî÷íàÿ ñòîèìîñòü, ¦198366.61¦198530.54¦198603.30¦198838.81¦199308.52¦
¦ìëí. ðóá. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ÃÊÎ ¦ 23423.65¦ 23445.41¦ 23464.08¦ 23470.18¦ 23502.64¦
+----------------------+---------+---------+---------+---------+---------+
¦ÎÔÇ-ÏÄ (áåç ó÷åòà ¦ 15857.59¦ 15865.92¦ 15876.56¦ 15894.34¦ 15905.14¦
¦âûïóñêà 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Èíâåñòèöèîííûå ¦ 30495.54¦ 30521.00¦ 30547.17¦ 30566.26¦ 30598.08¦
+----------------------+---------+---------+---------+---------+---------+
¦ ÎÔÇ-ÔÄ ¦128589.84¦128698.22¦128715.50¦128908.03¦129302.67¦
+----------------------+---------+---------+---------+---------+---------+
¦Äþðàöèÿ <*>, äíåé ¦ 356.39¦ 355.50¦ 354.37¦ 353.57¦ 353.04¦
+----------------------+---------+---------+---------+---------+---------+
¦ÃÊÎ ¦ 101.31¦ 100.43¦ 99.44¦ 98.45¦ 97.47¦
+----------------------+---------+---------+---------+---------+---------+
¦ÎÔÇ-ÏÄ (áåç ó÷åòà ¦ 89.38¦ 88.61¦ 87.92¦ 87.57¦ 86.77¦
¦âûïóñêà 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Èíâåñòèöèîííûå ¦ 110.00¦ 109.00¦ 108.00¦ 107.00¦ 106.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ ÎÔÇ-ÔÄ ¦ 494.21¦ 493.33¦ 492.18¦ 491.28¦ 490.71¦
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