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Áþëëåòåíü Áàíêà Ðîññèè îò 24.08.2001 ¹ 31
<Èòîãè òîðãîâëè ÃÊÎ, ÎÔÇ è ÎÁÐ>

Îôèöèàëüíàÿ ïóáëèêàöèÿ â ÑÌÈ:
"Âåñòíèê Áàíêà Ðîññèè", ¹ 54, 28.08.2001






ÖÅÍÒÐÀËÜÍÛÉ ÁÀÍÊ ÐÎÑÑÈÈ

ÁÞËËÅÒÅÍÜ
îò 24 àâãóñòà 2001 ã. ¹ 31

×àñòü 1

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

Òîðãîâëÿ ÃÊÎ ïðè ñóììàðíîì îáúåìå ñäåëîê çà íåäåëþ 262.357 ìëí. ðóá. ïî íîìèíàëó èìåëà ñëåäóþùèå ïàðàìåòðû:

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¦ Äàòà ¦ Äàòà ¦ Öåíû îáëèãàöèé ¦Äîõîä- ¦Îáîðîò ¦Íîìåð ¦
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¦ ¦ ¦ ìèí. ¦ìàêñ. ¦çàêð. ¦(% ãîä.)¦ ðóá. ¦(ñïðà- ¦
¦ ¦ ¦ ¦ ¦ ¦ ¦ ïî ¦âî÷íî) ¦
¦ ¦ ¦ ¦ ¦ ¦ ¦íîìèí.)¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦03.10.01 ¦20.08.01¦ 98.22¦ 98.40¦ 98.40¦ 13.92¦ 53.65¦ 21148 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦22.08.01¦ 98.11¦ 98.11¦ 98.11¦ 16.74¦ 0.63¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦17.10.01 ¦21.08.01¦ 98.15¦ 98.16¦ 98.15¦ 12.00¦ 3.76¦ 21149 ¦
¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦22.08.01¦ 98.27¦ 98.29¦ 98.29¦ 11.41¦ 0.72¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦14.11.01 ¦20.08.01¦ 96.80¦ 96.90¦ 96.90¦ 13.80¦ 5.90¦ 21150 ¦
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¦ ¦22.08.01¦ 96.95¦ 96.95¦ 96.95¦ 13.67¦ 1.35¦ ¦
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¦28.11.01 ¦21.08.01¦ 96.35¦ 96.39¦ 96.39¦ 13.93¦ 5.01¦ 21152 ¦
¦ +--------+------+------+------+--------+-------+ ¦
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¦ +--------+------+------+------+--------+-------+ ¦
¦ ¦24.08.01¦ 96.47¦ 96.47¦ 96.47¦ 13.91¦ 0.03¦ ¦
+---------+--------+------+------+------+--------+-------+-------+
¦30.01.02 ¦22.08.01¦ 93.82¦ 93.87¦ 93.82¦ 14.93¦ 104.22¦ 21153 ¦
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¦ ¦23.08.01¦ 93.87¦ 93.88¦ 93.87¦ 14.87¦ 44.83¦ ¦
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¦ ¦24.08.01¦ 93.90¦ 93.92¦ 93.91¦ 14.89¦ 20.61¦ ¦
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Òîðãîâëÿ ÎÔÇ ïðè ñóììàðíîì îáúåìå ñäåëîê çà íåäåëþ 1626.382 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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¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.08.01¦ 0.00 ¦ 95.76¦ 95.78¦ 95.76¦ 14.98¦ 49.64¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦06.02.02 ¦20.08.01¦ 0.50 ¦100.29¦100.33¦100.33¦ 14.89¦ 16.19¦ 27001¦
¦ +--------+-------+------+------+------+------+-------+ ¦
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+---------+--------+-------+------+------+------+------+-------+------+
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¦ +--------+-------+------+------+------+------+-------+ ¦
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¦05.06.02 ¦20.08.01¦ 4.10 ¦100.50¦100.50¦100.50¦ 15.28¦ 1.13¦ 27003¦
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¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.08.01¦ 4.30 ¦100.28¦100.44¦100.28¦ 15.39¦ 16.12¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦18.09.02 ¦20.08.01¦ 3.40 ¦100.50¦100.50¦100.50¦ 15.52¦ 0.06¦ 27004¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.08.01¦ 3.40 ¦100.20¦100.50¦100.45¦ 15.69¦ 4.29¦ ¦
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¦ ¦24.08.01¦ 3.60 ¦100.35¦100.50¦100.38¦ 15.56¦ 26.59¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦09.10.02 ¦20.08.01¦ 1.60 ¦ 99.36¦ 99.40¦ 99.36¦ 15.29¦ 4.96¦ 27005¦
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¦ ¦22.08.01¦ 1.70 ¦ 99.31¦ 99.40¦ 99.37¦ 15.24¦ 3.95¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.08.01¦ 1.70 ¦ 99.30¦ 99.35¦ 99.34¦ 15.34¦ 11.58¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.08.01¦ 1.80 ¦ 99.20¦ 99.35¦ 99.35¦ 15.42¦ 7.21¦ ¦
+---------+--------+-------+------+------+------+------+-------+------+
¦22.01.03 ¦20.08.01¦ 1.10 ¦ 97.40¦ 97.40¦ 97.40¦ 16.19¦ 4.16¦ 27006¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦21.08.01¦ 1.10 ¦ 97.30¦ 97.45¦ 97.35¦ 16.26¦ 0.13¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.08.01¦ 1.10 ¦ 97.32¦ 97.45¦ 97.32¦ 16.28¦ 16.22¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
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¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.08.01¦ 1.20 ¦ 97.34¦ 97.36¦ 97.34¦ 16.30¦ 3.22¦ ¦
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¦17.09.03 ¦20.08.01¦ 3.40 ¦ 94.80¦ 95.05¦ 94.80¦ 16.77¦ 0.17¦ 27010¦
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¦ ¦24.08.01¦ 1.80 ¦ 91.56¦ 91.80¦ 91.57¦ 18.10¦ 78.46¦ ¦
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¦04.02.04 ¦20.08.01¦ 0.53 ¦ 92.00¦ 92.00¦ 92.00¦ 18.53¦ 0.16¦ 27015¦
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¦15.03.05 ¦20.08.01¦ 4.33 ¦ 72.41¦ 73.15¦ 73.15¦ 21.40¦ 1.50¦ 26003¦
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¦ ¦21.08.01¦ 4.36 ¦ 72.80¦ 72.81¦ 72.80¦ 21.59¦ 1.43¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦22.08.01¦ 4.38 ¦ 72.80¦ 72.80¦ 72.80¦ 21.60¦ 0.20¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦23.08.01¦ 4.41 ¦ 73.25¦ 73.25¦ 73.25¦ 21.37¦ 1.00¦ ¦
¦ +--------+-------+------+------+------+------+-------+ ¦
¦ ¦24.08.01¦ 4.44 ¦ 72.53¦ 73.20¦ 72.53¦ 21.68¦ 2.48¦ ¦
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 ¦ 203 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25023 ¦ 12.09.2001 ¦ 19 ¦ 14.00 ¦ 69.81 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25027 ¦ 27.11.2001 ¦ 95 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25028 ¦ 27.11.2001 ¦ 95 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 25029 ¦ 27.11.2001 ¦ 95 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26001 ¦ 15.03.2002 ¦ 203 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26002 ¦ 15.03.2002 ¦ 203 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26003 ¦ 15.03.2002 ¦ 203 ¦ 10.00 ¦ 100.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 26032 ¦ 27.11.2001 ¦ 95 ¦ 5.00 ¦ 50.00 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27001 ¦ 07.11.2001 ¦ 75 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27002 ¦ 21.11.2001 ¦ 89 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27003 ¦ 05.09.2001 ¦ 12 ¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27004 ¦ 19.09.2001 ¦ 26 ¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27005 ¦ 10.10.2001 ¦ 47 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27006 ¦ 24.10.2001 ¦ 61 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27007 ¦ 07.11.2001 ¦ 75 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27008 ¦ 21.11.2001 ¦ 89 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27009 ¦ 05.09.2001 ¦ 12 ¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27010 ¦ 19.09.2001 ¦ 26 ¦ 20.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27011 ¦ 10.10.2001 ¦ 47 ¦ 15.00 ¦ 0.37 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27012 ¦ 21.11.2001 ¦ 89 ¦ 10.00 ¦ 0.50 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27013 ¦ 05.09.2001 ¦ 12 ¦ 16.00 ¦ 39.89 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27014 ¦ 19.09.2001 ¦ 26 ¦ 16.00 ¦ 30.68 ¦
+--------+------------------------+-------+--------+-------------+
¦ 27015 ¦ 08.11.2001 ¦ 76 ¦ 16.00 ¦ 40.33 ¦
+--------+------------------------+-------+--------+-------------+
¦ 28001 ¦ 24.10.2001 ¦ 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¦ 201 ¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21148 ¦28.03.01¦03.10.01¦ 40 ¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21149 ¦18.04.01¦17.10.01¦ 54 ¦ 1 ¦ 1 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21150 ¦16.05.01¦14.11.01¦ 82 ¦ 1 ¦ 3 ¦ ¦ 3000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21151 ¦27.06.01¦21.11.01¦ 89 ¦ 1 ¦ 9 ¦ ¦ 4000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21152 ¦25.07.01¦28.11.01¦ 96 ¦ 1 ¦ 1 ¦ ¦ 4000.000¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 21153 ¦22.08.01¦30.01.02¦ 159 ¦ 1 ¦ 3 ¦ ¦ 4439.992¦ 560.008¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25014 ¦15.03.97¦15.03.02¦ 203 ¦ 1 ¦ ¦ ¦ 32.200¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25023 ¦18.03.98¦12.09.01¦ 19 ¦ 7 ¦ 19 ¦ ¦ 13078.548¦ 30.746¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25027 ¦27.11.98¦27.11.01¦ 95 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25028 ¦27.11.98¦27.11.02¦ 460 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25029 ¦27.11.98¦27.11.03¦ 825 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 25030 ¦15.12.98¦15.12.01¦ 113 ¦ ¦ ¦ 2 ¦ 31819.220¦ 1747.582¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26001 ¦15.03.97¦15.03.03¦ 568 ¦ 1 ¦ ¦ ¦ 148.091¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26002 ¦15.03.97¦15.03.04¦ 934 ¦ 1 ¦ ¦ ¦ 265.174¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26003 ¦15.03.97¦15.03.05¦1299 ¦ 1 ¦ ¦ ¦ 1131.559¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 26032 ¦27.11.98¦27.11.04¦1191 ¦ ¦ ¦ ¦ 163.722¦ 0.000¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27001 ¦19.08.98¦06.02.02¦ 166 ¦ ¦ ¦ ¦ 9498.591¦ 490.159¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27002 ¦19.08.98¦22.05.02¦ 271 ¦ ¦ ¦ ¦ 9498.591¦ 490.159¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27003 ¦19.08.98¦05.06.02¦ 285 ¦ ¦ ¦ ¦ 9498.591¦ 490.159¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27004 ¦19.08.98¦18.09.02¦ 390 ¦ ¦ ¦ ¦ 9498.591¦ 490.159¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27005 ¦19.08.98¦09.10.02¦ 411 ¦ ¦ ¦ ¦ 9498.591¦ 490.159¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27006 ¦19.08.98¦22.01.03¦ 516 ¦ ¦ ¦ ¦ 9498.591¦ 490.159¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27007 ¦19.08.98¦05.02.03¦ 530 ¦ ¦ ¦ ¦ 9498.591¦ 490.159¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27008 ¦19.08.98¦21.05.03¦ 635 ¦ ¦ ¦ ¦ 9498.591¦ 490.159¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27009 ¦19.08.98¦04.06.03¦ 649 ¦ ¦ ¦ ¦ 9498.591¦ 490.159¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27010 ¦19.08.98¦17.09.03¦ 754 ¦ ¦ ¦ ¦ 9498.591¦ 490.159¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27011 ¦19.08.98¦08.10.03¦ 775 ¦ ¦ ¦ ¦ 9498.591¦ 490.159¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27012 ¦14.11.99¦19.11.03¦ 817 ¦ ¦ ¦ ¦ 8807.890¦ 8798.510¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27013 ¦06.06.01¦02.06.04¦1013 ¦ 1 ¦ 13 ¦ ¦ 2963.971¦ 2036.029¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27014 ¦11.07.01¦15.12.04¦1209 ¦ 1 ¦ 10 ¦ ¦ 2453.076¦ 2546.924¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 27015 ¦08.08.01¦04.02.04¦ 894 ¦ 1 ¦ 6 ¦ ¦ 3188.073¦ 1811.927¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦ 28001 ¦19.08.98¦21.01.04¦ 880 ¦ ¦ ¦ ¦ 9498.591¦ 490.159¦
+--------+--------+--------+-----+-------+------+--------+----------+---------+
¦Èòîãî: ¦ ¦202965.777¦23413.638¦
L--------+-----------------------------------------------+----------+----------


×àñòü 4

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

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

¦ ¦20.08.01¦21.08.01¦22.08.01¦23.08.01¦24.08.01¦
+--------------------------+--------+--------+--------+--------+--------+
¦1. Èíäèêàòîðû (% ãîäîâûõ):¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦à) ðûíî÷íîãî ïîðòôåëÿ <*> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+
¦ ÃÊÎ ¦ 14.35 ¦ 14.51 ¦ 14.62 ¦ 14.56 ¦ 14.60 ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦ ÎÔÇ-ÏÄ (áåç ó÷åòà ¦ 15.15 ¦ 15.40 ¦ 15.71 ¦ 15.48 ¦ 15.70 ¦
¦ âûïóñêà 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦ Èíâåñòèöèîííûå ¦ 14.85 ¦ 14.83 ¦ 14.93 ¦ 14.96 ¦ 14.98 ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦ ÎÔÇ-ÔÄ ¦ 17.17 ¦ 17.18 ¦ 17.10 ¦ 17.10 ¦ 17.20 ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦á) îáîðîòà ðûíêà <**> ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦ ÃÊÎ ¦ 13.90 ¦ 13.34 ¦ 14.89 ¦ 14.70 ¦ 14.89 ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦ ÎÔÇ-ÏÄ (áåç ó÷åòà ¦ 17.28 ¦ 19.93 ¦ 18.58 ¦ 18.44 ¦ 21.20 ¦
¦ âûïóñêà 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦ Èíâåñòèöèîííûå ¦ 14.85 ¦ 14.83 ¦ 14.93 ¦ 14.96 ¦ 14.98 ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦ ÎÔÇ-ÔÄ ¦ 17.93 ¦ 17.29 ¦ 17.20 ¦ 17.23 ¦ 17.66 ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦2. Êîýôôèöèåíòû ¦ ¦ ¦ ¦ ¦ ¦
¦ îáîðà÷èâàåìîñòè ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦ ÃÊÎ ¦ 0.30 ¦ 0.04 ¦ 0.45 ¦ 0.25 ¦ 0.08 ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦ ÎÔÇ-ÏÄ (áåç ó÷åòà ¦ 0.28 ¦ 0.26 ¦ 0.04 ¦ 0.16 ¦ 0.06 ¦
¦ âûïóñêà 25030) ¦ ¦ ¦ ¦ ¦ ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦ Èíâåñòèöèîííûå ¦ 0.06 ¦ 0.08 ¦ 0.41 ¦ 0.17 ¦ 0.16 ¦
+--------------------------+--------+--------+--------+--------+--------+ ¦
¦ ÎÔÇ-ÔÄ ¦ 0.06¦ 0.17 ¦ 0.21 ¦ 0.24 ¦ 0.26 ¦
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---------¬

¦ ¦ 20.08.01¦ 21.08.01¦ 22.08.01¦ 23.08.01¦ 24.08.01¦
+----------------------+---------+---------+---------+---------+---------+
¦Íîìèíàëüíàÿ ñòîèìîñòü,¦198525.09¦198525.13¦202899.68¦202944.52¦202965.78¦
¦ìëí. ðóá. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ÃÊÎ ¦ 20000.00¦ 20000.00¦ 24374.55¦ 24419.39¦ 24439.99¦
+----------------------+---------+---------+---------+---------+---------+
¦ÎÔÇ-ÏÄ (áåç ó÷åòà ¦ 15310.46¦ 15310.46¦ 15310.46¦ 15310.46¦ 15310.46¦
¦âûïóñêà 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Èíâåñòèöèîííûå ¦ 31819.21¦ 31819.22¦ 31819.22¦ 31819.22¦ 31819.22¦
+----------------------+---------+---------+---------+---------+---------+
¦ ÎÔÇ-ÔÄ ¦131395.42¦131395.45¦131395.45¦131395.45¦131396.11¦
+----------------------+---------+---------+---------+---------+---------+
¦Ðûíî÷íàÿ ñòîèìîñòü, ¦194615.51¦194673.68¦198001.65¦198127.86¦198067.70¦
¦ìëí. ðóá. ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ÃÊÎ ¦ 19230.00¦ 19241.60¦ 23347.21¦ 23392.32¦ 23415.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ÎÔÇ-ÏÄ (áåç ó÷åòà ¦ 15846.22¦ 15840.35¦ 15830.29¦ 15848.11¦ 15844.54¦
¦âûïóñêà 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Èíâåñòèöèîííûå ¦ 30438.25¦ 30450.99¦ 30454.18¦ 30463.72¦ 30473.27¦
+----------------------+---------+---------+---------+---------+---------+
¦ ÎÔÇ-ÔÄ ¦129101.04¦129140.73¦128369.98¦128423.71¦128334.90¦
+----------------------+---------+---------+---------+---------+---------+
¦Äþðàöèÿ <*>, äíåé ¦ 365.46¦ 364.48¦ 361.26¦ 360.24¦ 359.02¦
+----------------------+---------+---------+---------+---------+---------+
¦ÃÊÎ ¦ 96.46¦ 95.44¦ 106.15¦ 105.25¦ 104.30¦
+----------------------+---------+---------+---------+---------+---------+
¦ÎÔÇ-ÏÄ (áåç ó÷åòà ¦ 96.53¦ 95.28¦ 94.39¦ 93.77¦ 92.36¦
¦âûïóñêà 25030) ¦ ¦ ¦ ¦ ¦ ¦
+----------------------+---------+---------+---------+---------+---------+
¦ Èíâåñòèöèîííûå ¦ 117.00¦ 116.00¦ 115.00¦ 114.00¦ 113.00¦
+----------------------+---------+---------+---------+---------+---------+
¦ ÎÔÇ-ÔÄ ¦ 497.12¦ 496.18¦ 498.98¦ 497.99¦ 496.84¦
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