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Управление портфелем краткосрочных государственных ценных бумаг
БЮЛЛЕТЕНЬ РЫНКА ГКО-ОФЗ за 17.03.2008-21.03.2008
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Код выпуска
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Срок до погашения, лет
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Дюрация, лет
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Дата торгов
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Оборот по рыночной стоимости, млн. руб.
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Цена, % от номинала*
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Доходность, % годовых
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Итого
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5089.42
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25058
|
0.1
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0.1
|
17.03.2008
|
15.73
|
100.1259
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5.33
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0.1
|
18.03.2008
|
166.64
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100.1339
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5.23
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0.1
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19.03.2008
|
805.96
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100.1300
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5.24
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0.1
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20.03.2008
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27.08
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100.1371
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5.15
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0.1
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21.03.2008
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30.31
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100.1500
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4.99
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|
46001
|
0.5
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0.5
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17.03.2008
|
2.56
|
102.2000
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5.48
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0.5
|
18.03.2008
|
127.92
|
102.1700
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5.52
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0.5
|
19.03.2008
|
116.36
|
102.1500
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5.53
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0.5
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21.03.2008
|
323.63
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102.1674
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5.44
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|
27026
|
1.0
|
1.0
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17.03.2008
|
45.10
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100.1382
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5.98
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1.0
|
19.03.2008
|
12.21
|
100.1000
|
6.03
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|
25060
|
1.1
|
1.1
|
17.03.2008
|
40.26
|
99.9000
|
6.02
|
1.1
|
18.03.2008
|
50.31
|
99.8600
|
6.06
|
1.1
|
19.03.2008
|
15.10
|
99.8933
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6.03
|
1.1
|
20.03.2008
|
20.14
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99.8900
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6.03
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1.1
|
21.03.2008
|
3.02
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99.9000
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6.02
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|
25057
|
1.8
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1.7
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17.03.2008
|
1.03
|
102.4000
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6.15
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1.7
|
19.03.2008
|
606.70
|
102.3982
|
6.15
|
1.7
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20.03.2008
|
2.02
|
102.4001
|
6.15
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|
25061
|
2.1
|
2.0
|
17.03.2008
|
17.08
|
99.7125
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6.08
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2.0
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19.03.2008
|
315.58
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99.5182
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6.18
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2.0
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20.03.2008
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15.03
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99.5000
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6.19
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2.0
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21.03.2008
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11.09
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99.5493
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6.16
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|
46003
|
2.3
|
1.7
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19.03.2008
|
54.26
|
106.8000
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6.07
|
1.7
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20.03.2008
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0.00
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106.8050
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6.06
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1.7
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21.03.2008
|
54.27
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106.7600
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6.08
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25059
|
2.8
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2.6
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17.03.2008
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24.90
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99.8929
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6.28
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2.6
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18.03.2008
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7.10
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99.6000
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6.40
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2.6
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19.03.2008
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0.30
|
99.7496
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6.34
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2.6
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20.03.2008
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0.00
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100.8000
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5.92
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2.6
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21.03.2008
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196.54
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99.8203
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6.31
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25062
|
3.1
|
2.9
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20.03.2008
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4.96
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98.5000
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6.48
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2.9
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21.03.2008
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14.90
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98.6233
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6.44
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|
26199
|
4.3
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3.8
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17.03.2008
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31.63
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99.4082
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6.41
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3.8
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19.03.2008
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2.29
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99.4000
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6.41
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3.8
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21.03.2008
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1.64
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99.8408
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6.29
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|
46002
|
4.4
|
3.2
|
19.03.2008
|
15.10
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106.9999
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6.32
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3.2
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20.03.2008
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0.00
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107.3550
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6.21
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3.2
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21.03.2008
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0.01
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107.3400
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6.22
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|
26198
|
4.6
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4.1
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17.03.2008
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25.08
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98.1000
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6.48
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4.1
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18.03.2008
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3.62
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98.2000
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6.45
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4.1
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19.03.2008
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382.63
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98.2036
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6.45
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4.1
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20.03.2008
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15.24
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98.0371
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6.49
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|
26200
|
5.3
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4.5
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17.03.2008
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40.58
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98.0768
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6.69
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4.5
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18.03.2008
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2.08
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98.0906
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6.69
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4.5
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19.03.2008
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1020.31
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98.5308
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6.58
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4.5
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20.03.2008
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0.01
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98.5918
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6.57
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|
46017
|
8.4
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6.0
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17.03.2008
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1.57
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104.0001
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6.58
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6.0
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18.03.2008
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5.80
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104.3622
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6.51
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6.0
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20.03.2008
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5.35
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104.1207
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6.55
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6.0
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21.03.2008
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0.00
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107.0500
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6.07
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46021
|
10.4
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7.3
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17.03.2008
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1.40
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97.8541
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6.63
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7.3
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19.03.2008
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34.15
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97.8318
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6.63
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7.3
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21.03.2008
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0.00
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100.6700
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6.22
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|
46014
|
10.5
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4.7
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18.03.2008
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1.59
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106.0000
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6.58
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4.7
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19.03.2008
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2.14
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106.6499
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6.44
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4.7
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21.03.2008
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0.00
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107.2250
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6.32
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|
48001
|
10.6
|
6.6
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18.03.2008
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0.02
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106.0000
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6.32
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|
46005
|
10.8
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10.1
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18.03.2008
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0.00
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48.2600
|
7.47
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|
46019
|
11.0
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8.2
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18.03.2008
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0.01
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60.4010
|
7.49
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|
46018
|
13.7
|
8.2
|
17.03.2008
|
47.84
|
106.5817
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6.87
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8.2
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18.03.2008
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30.70
|
105.9748
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6.95
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8.2
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19.03.2008
|
6.68
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106.1774
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6.92
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8.2
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20.03.2008
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6.69
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106.1507
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6.92
|
8.3
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21.03.2008
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0.00
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107.9990
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6.70
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|
46022
|
15.3
|
9.3
|
17.03.2008
|
0.99
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97.5001
|
6.80
|
9.3
|
19.03.2008
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0.99
|
97.5001
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6.89
|
9.3
|
20.03.2008
|
0.29
|
97.0000
|
6.86
|
|
46020
|
27.9
|
12.4
|
17.03.2008
|
44.34
|
97.7713
|
7.21
|
12.4
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18.03.2008
|
9.81
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97.5000
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7.24
|
12.4
|
19.03.2008
|
212.04
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97.9628
|
7.19
|
12.4
|
20.03.2008
|
2.96
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97.7500
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7.21
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12.4
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21.03.2008
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5.75
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97.9005
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7.20
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БЮЛЛЕТЕНЬ РЫНКА ГКО-ОФЗ за 24.03.2008-28.03.2008
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Код выпуска
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Срок до погашения, лет
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Дюрация, лет
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Дата торгов
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Оборот по рыночной стоимости, млн. руб.
|
Цена, % от номинала*
|
Доходность, % годовых
|
|
Итого
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|
|
|
2153.40
|
|
|
|
25058
|
0.1
|
0.1
|
24.03.2008
|
42.45
|
100.1200
|
5.18
|
0.1
|
25.03.2008
|
30.32
|
100.1200
|
5.14
|
0.1
|
26.03.2008
|
0.99
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100.1000
|
5.32
|
0.1
|
27.03.2008
|
0.99
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100.1000
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5.30
|
0.1
|
28.03.2008
|
30.33
|
100.1000
|
5.26
|
|
46001
|
0.5
|
0.5
|
24.03.2008
|
45.75
|
102.1350
|
5.43
|
0.5
|
25.03.2008
|
30.93
|
102.0633
|
5.56
|
0.5
|
26.03.2008
|
2.25
|
102.0666
|
5.52
|
0.5
|
27.03.2008
|
7.33
|
102.0036
|
5.64
|
0.4
|
28.03.2008
|
6.20
|
102.1000
|
5.39
|
|
27026
|
1.0
|
0.9
|
25.03.2008
|
0.50
|
100.0604
|
6.07
|
|
25060
|
1.1
|
1.1
|
24.03.2008
|
199.66
|
99.9796
|
5.95
|
1.1
|
25.03.2008
|
20.15
|
99.6651
|
6.26
|
1.1
|
26.03.2008
|
2.25
|
99.9110
|
6.01
|
1.1
|
27.03.2008
|
2.70
|
99.8892
|
6.04
|
1.1
|
28.03.2008
|
32.48
|
99.9295
|
5.99
|
|
25057
|
1.8
|
1.7
|
25.03.2008
|
0.26
|
102.4380
|
6.11
|
1.7
|
26.03.2008
|
0.00
|
102.5500
|
6.04
|
1.7
|
27.03.2008
|
10.35
|
102.2070
|
6.25
|
1.7
|
28.03.2008
|
5.19
|
102.5500
|
6.04
|
|
25061
|
2.1
|
2.0
|
24.03.2008
|
281.37
|
99.5216
|
6.18
|
2.0
|
25.03.2008
|
0.45
|
99.5104
|
6.19
|
2.0
|
26.03.2008
|
0.00
|
100.0500
|
5.90
|
2.0
|
27.03.2008
|
91.44
|
99.5429
|
6.17
|
2.0
|
28.03.2008
|
5.68
|
99.6043
|
6.14
|
|
46003
|
2.3
|
1.7
|
24.03.2008
|
61.36
|
106.6591
|
6.12
|
1.7
|
27.03.2008
|
5.10
|
106.9650
|
5.93
|
|
25059
|
2.8
|
2.6
|
25.03.2008
|
0.00
|
99.9900
|
6.25
|
2.6
|
27.03.2008
|
0.00
|
99.8250
|
6.31
|
|
25062
|
3.1
|
2.8
|
24.03.2008
|
16.90
|
98.5999
|
6.45
|
2.8
|
27.03.2008
|
9.94
|
98.6000
|
6.45
|
|
26199
|
4.3
|
3.8
|
27.03.2008
|
0.00
|
99.6667
|
6.33
|
3.8
|
28.03.2008
|
1.61
|
99.4000
|
6.41
|
|
46002
|
4.4
|
3.2
|
24.03.2008
|
0.00
|
107.4050
|
6.19
|
3.2
|
25.03.2008
|
0.00
|
106.9900
|
6.32
|
3.2
|
26.03.2008
|
0.18
|
105.7079
|
6.71
|
3.2
|
27.03.2008
|
0.00
|
107.9998
|
6.00
|
|
26198
|
4.6
|
4.1
|
24.03.2008
|
35.60
|
98.1000
|
6.48
|
4.1
|
27.03.2008
|
0.00
|
99.2100
|
6.19
|
4.1
|
28.03.2008
|
0.00
|
98.7550
|
6.31
|
|
26200
|
5.3
|
4.5
|
24.03.2008
|
0.00
|
98.0500
|
6.70
|
4.5
|
25.03.2008
|
0.00
|
98.1460
|
6.68
|
4.5
|
26.03.2008
|
0.00
|
98.0500
|
6.70
|
4.5
|
27.03.2008
|
0.00
|
98.0500
|
6.70
|
4.5
|
28.03.2008
|
21.82
|
98.0964
|
6.69
|
|
46017
|
8.4
|
6.0
|
24.03.2008
|
226.61
|
104.3348
|
6.52
|
6.0
|
26.03.2008
|
20.37
|
104.1000
|
6.55
|
6.0
|
27.03.2008
|
29.05
|
104.0289
|
6.56
|
|
46021
|
10.4
|
7.3
|
24.03.2008
|
1.58
|
98.0000
|
6.61
|
7.3
|
26.03.2008
|
1.70
|
99.4999
|
6.38
|
7.2
|
28.03.2008
|
71.38
|
97.7000
|
6.65
|
|
46014
|
10.4
|
4.7
|
24.03.2008
|
57.80
|
106.0259
|
6.57
|
4.7
|
26.03.2008
|
1.60
|
106.0000
|
6.57
|
4.7
|
28.03.2008
|
10.70
|
106.0647
|
6.56
|
|
48001
|
10.6
|
6.6
|
28.03.2008
|
0.03
|
108.0000
|
6.02
|
|
46005
|
10.8
|
10.1
|
28.03.2008
|
0.01
|
49.6000
|
7.20
|
|
46019
|
11.0
|
8.2
|
26.03.2008
|
0.60
|
60.4040
|
7.51
|
8.2
|
28.03.2008
|
0.01
|
62.5000
|
7.07
|
|
46018
|
13.7
|
8.2
|
24.03.2008
|
91.15
|
106.2361
|
6.91
|
8.2
|
25.03.2008
|
26.67
|
106.3000
|
6.90
|
8.2
|
26.03.2008
|
0.00
|
106.0670
|
6.93
|
8.2
|
27.03.2008
|
9.05
|
106.1108
|
6.92
|
8.2
|
28.03.2008
|
0.00
|
105.8500
|
6.95
|
|
46022
|
15.3
|
9.3
|
24.03.2008
|
1.46
|
96.8154
|
6.88
|
9.3
|
28.03.2008
|
0.98
|
97.0000
|
6.86
|
|
46020
|
27.9
|
12.4
|
25.03.2008
|
189.76
|
97.6578
|
7.22
|
12.3
|
26.03.2008
|
9.79
|
97.1001
|
7.23
|
12.4
|
28.03.2008
|
400.52
|
98.3337
|
7.16
|
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