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Управление портфелем краткосрочных государственных ценных бумаг
БЮЛЛЕТЕНЬ РЫНКА ГКО-ОФЗ за 31.03.2008-04.04.2008
|
Код выпуска
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Срок до погашения,
лет
|
Дюрация, лет
|
Дата торгов
|
Оборот по
рыночной
стоимости,
млн. руб.
|
Цена, % от номинала*
|
Доходность, % годовых
|
|
Итого
|
|
|
|
5756.01
|
|
|
|
25058
|
0.1
|
0.1
|
31.03.2008
|
0.01
|
100.0800
|
5.40
|
0.1
|
01.04.2008
|
14.16
|
100.0800
|
5.37
|
0.1
|
03.04.2008
|
51.60
|
100.0784
|
5.30
|
|
46001
|
0.4
|
0.4
|
31.03.2008
|
2.16
|
102.0500
|
5.42
|
0.4
|
01.04.2008
|
1.05
|
101.7508
|
6.10
|
0.4
|
02.04.2008
|
4.21
|
102.0300
|
5.41
|
0.4
|
03.04.2008
|
8.90
|
102.0100
|
5.42
|
|
27026
|
0.9
|
0.9
|
31.03.2008
|
0.00
|
101.7000
|
4.22
|
0.9
|
02.04.2008
|
0.01
|
99.9502
|
6.19
|
0.9
|
03.04.2008
|
0.00
|
99.9008
|
6.25
|
|
25060
|
1.1
|
1.0
|
01.04.2008
|
28.09
|
99.9300
|
6.00
|
1.0
|
02.04.2008
|
34.70
|
99.9317
|
5.99
|
1.0
|
03.04.2008
|
21.82
|
99.9200
|
6.01
|
1.0
|
04.04.2008
|
2.86
|
99.8500
|
6.08
|
|
25057
|
1.8
|
1.7
|
01.04.2008
|
5.20
|
102.5500
|
6.03
|
1.7
|
02.04.2008
|
0.12
|
102.5123
|
6.05
|
|
25061
|
2.1
|
2.0
|
31.03.2008
|
0.04
|
99.6694
|
6.10
|
2.0
|
01.04.2008
|
0.00
|
99.7299
|
6.07
|
2.0
|
02.04.2008
|
1.01
|
99.5507
|
6.17
|
2.0
|
03.04.2008
|
61.27
|
99.5956
|
6.14
|
2.0
|
04.04.2008
|
17.05
|
99.6999
|
6.09
|
|
46003
|
2.3
|
1.7
|
31.03.2008
|
28.66
|
107.1929
|
5.77
|
1.7
|
01.04.2008
|
0.85
|
106.2001
|
6.35
|
1.6
|
02.04.2008
|
5.21
|
106.8175
|
5.98
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1.6
|
04.04.2008
|
0.40
|
106.8000
|
5.98
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|
25059
|
2.8
|
2.6
|
31.03.2008
|
0.01
|
100.1600
|
6.18
|
2.6
|
01.04.2008
|
21.66
|
100.0501
|
6.22
|
2.6
|
02.04.2008
|
0.30
|
99.9001
|
6.28
|
2.6
|
03.04.2008
|
94.11
|
100.0024
|
6.24
|
2.6
|
04.04.2008
|
279.08
|
99.8408
|
6.31
|
|
25062
|
3.1
|
2.8
|
03.04.2008
|
29.87
|
98.6499
|
6.43
|
2.8
|
04.04.2008
|
24.93
|
98.7101
|
6.41
|
|
26199
|
4.3
|
3.8
|
31.03.2008
|
6.71
|
99.4739
|
6.39
|
3.7
|
02.04.2008
|
38.22
|
99.2800
|
6.44
|
3.7
|
03.04.2008
|
20.00
|
99.3500
|
6.42
|
3.7
|
04.04.2008
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21.35
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99.3500
|
6.42
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|
46002
|
4.4
|
3.2
|
31.03.2008
|
1.33
|
107.1081
|
6.27
|
3.2
|
01.04.2008
|
0.00
|
107.8000
|
6.05
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|
26198
|
4.6
|
4.1
|
31.03.2008
|
2260.30
|
98.2932
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6.43
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4.0
|
02.04.2008
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0.98
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98.0500
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6.49
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4.0
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03.04.2008
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11.68
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98.2172
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6.45
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4.0
|
04.04.2008
|
4.02
|
98.0000
|
6.51
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|
26200
|
5.3
|
4.5
|
31.03.2008
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0.10
|
98.5699
|
6.58
|
4.5
|
01.04.2008
|
39.86
|
98.4998
|
6.59
|
4.5
|
02.04.2008
|
0.00
|
98.0600
|
6.70
|
4.5
|
03.04.2008
|
24.92
|
98.4999
|
6.59
|
4.5
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04.04.2008
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0.01
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98.5517
|
6.58
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|
46017
|
8.3
|
6.0
|
31.03.2008
|
422.49
|
104.8940
|
6.42
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6.0
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01.04.2008
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0.02
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104.5500
|
6.47
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6.0
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02.04.2008
|
0.45
|
104.1500
|
6.54
|
6.0
|
03.04.2008
|
25.77
|
104.1690
|
6.54
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|
46021
|
10.4
|
7.2
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03.04.2008
|
27.03
|
97.7646
|
6.64
|
|
46014
|
10.4
|
4.7
|
31.03.2008
|
1146.79
|
106.6025
|
6.44
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|
48001
|
10.6
|
6.6
|
31.03.2008
|
0.72
|
106.9800
|
6.17
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|
46005
|
10.8
|
10.1
|
31.03.2008
|
0.02
|
50.5657
|
7.00
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10.1
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03.04.2008
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0.00
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50.5000
|
7.02
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|
46019
|
11.0
|
8.2
|
31.03.2008
|
492.88
|
62.0088
|
7.18
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8.1
|
01.04.2008
|
30.77
|
61.5326
|
7.28
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|
46018
|
13.7
|
8.2
|
31.03.2008
|
282.94
|
106.4152
|
6.88
|
8.2
|
01.04.2008
|
0.00
|
107.0000
|
6.81
|
8.2
|
03.04.2008
|
25.27
|
106.3104
|
6.89
|
|
46022
|
15.3
|
9.2
|
01.04.2008
|
0.01
|
96.5000
|
6.91
|
9.3
|
03.04.2008
|
4.93
|
97.0000
|
6.86
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|
46011
|
17.4
|
12.0
|
02.04.2008
|
0.00
|
94.0000
|
6.69
|
|
46020
|
27.9
|
12.4
|
31.03.2008
|
0.19
|
98.2400
|
7.17
|
12.3
|
01.04.2008
|
0.01
|
97.5000
|
7.24
|
12.4
|
02.04.2008
|
39.63
|
98.0999
|
7.18
|
12.3
|
03.04.2008
|
86.26
|
97.7797
|
7.21
|
12.4
|
04.04.2008
|
1.06
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98.1000
|
7.18
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БЮЛЛЕТЕНЬ РЫНКА ГКО-ОФЗ за 07.04.2008-11.04.2008
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Код выпуска
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Срок до погашения,
лет
|
Дюрация, лет
|
Дата торгов
|
Оборот по
рыночной
стоимости,
млн. руб.
|
Цена, % от номинала*
|
Доходность, % годовых
|
|
Итого
|
|
|
|
3851.12
|
|
|
|
25058
|
0.1
|
0.1
|
07.04.2008
|
54.08
|
100.0970
|
4.81
|
0.1
|
08.04.2008
|
20.25
|
100.0400
|
5.72
|
0.1
|
10.04.2008
|
20.25
|
100.0200
|
6.02
|
0.1
|
11.04.2008
|
93.07
|
100.0258
|
5.89
|
|
46001
|
0.4
|
0.4
|
07.04.2008
|
46.20
|
101.9500
|
5.45
|
0.4
|
08.04.2008
|
22.65
|
101.8557
|
5.65
|
0.4
|
10.04.2008
|
9.74
|
101.9438
|
5.37
|
0.4
|
11.04.2008
|
10.27
|
101.9200
|
5.40
|
|
27026
|
0.9
|
0.9
|
07.04.2008
|
6.03
|
100.1000
|
6.02
|
0.9
|
08.04.2008
|
10.05
|
100.1000
|
6.02
|
0.9
|
09.04.2008
|
24.14
|
100.1059
|
6.01
|
0.9
|
10.04.2008
|
40.23
|
100.1000
|
6.02
|
0.9
|
11.04.2008
|
27.56
|
100.0959
|
6.02
|
|
25060
|
1.1
|
1.0
|
07.04.2008
|
52.50
|
99.8769
|
6.05
|
1.0
|
08.04.2008
|
11.12
|
99.8898
|
6.04
|
1.0
|
09.04.2008
|
2.03
|
99.9002
|
6.03
|
1.0
|
11.04.2008
|
7.08
|
99.9492
|
5.98
|
|
25057
|
1.8
|
1.7
|
10.04.2008
|
106.03
|
102.3560
|
6.13
|
1.7
|
11.04.2008
|
5.20
|
102.4000
|
6.10
|
|
25061
|
2.1
|
2.0
|
07.04.2008
|
14.54
|
99.5010
|
6.20
|
1.9
|
08.04.2008
|
21.14
|
99.6481
|
6.12
|
1.9
|
10.04.2008
|
367.51
|
99.5858
|
6.15
|
1.9
|
11.04.2008
|
52.33
|
99.5999
|
6.14
|
|
46003
|
2.3
|
1.6
|
09.04.2008
|
0.22
|
106.7000
|
6.01
|
1.6
|
10.04.2008
|
6.79
|
106.7000
|
6.00
|
1.6
|
11.04.2008
|
56.11
|
106.6099
|
6.05
|
|
25059
|
2.8
|
2.6
|
07.04.2008
|
257.51
|
99.8379
|
6.31
|
2.5
|
08.04.2008
|
153.23
|
99.8689
|
6.30
|
2.5
|
09.04.2008
|
40.05
|
99.8500
|
6.30
|
2.5
|
10.04.2008
|
11.13
|
99.8523
|
6.30
|
2.5
|
11.04.2008
|
52.64
|
99.8996
|
6.28
|
|
25062
|
3.1
|
2.8
|
07.04.2008
|
40.89
|
98.7463
|
6.40
|
2.8
|
10.04.2008
|
49.88
|
98.7386
|
6.40
|
|
26199
|
4.3
|
3.7
|
07.04.2008
|
1.62
|
99.3883
|
6.41
|
3.7
|
08.04.2008
|
50.29
|
99.5086
|
6.38
|
3.7
|
09.04.2008
|
21.14
|
99.2738
|
6.45
|
|
46002
|
4.3
|
3.1
|
08.04.2008
|
49.91
|
107.1500
|
6.24
|
3.1
|
09.04.2008
|
5.77
|
106.9500
|
6.30
|
|
26198
|
4.6
|
4.0
|
08.04.2008
|
40.85
|
98.3000
|
6.43
|
|
26200
|
5.3
|
4.5
|
07.04.2008
|
0.01
|
98.6418
|
6.56
|
4.5
|
08.04.2008
|
0.00
|
98.0600
|
6.70
|
4.5
|
09.04.2008
|
0.00
|
98.0600
|
6.70
|
4.5
|
10.04.2008
|
3.45
|
98.3669
|
6.63
|
4.5
|
11.04.2008
|
102.20
|
98.3052
|
6.64
|
|
46017
|
8.3
|
6.0
|
07.04.2008
|
0.32
|
104.1985
|
6.53
|
6.0
|
08.04.2008
|
1.68
|
104.0565
|
6.55
|
6.0
|
09.04.2008
|
1.85
|
104.4998
|
6.48
|
6.0
|
10.04.2008
|
151.52
|
104.3036
|
6.51
|
6.0
|
11.04.2008
|
165.75
|
104.3000
|
6.51
|
|
46021
|
10.3
|
7.2
|
07.04.2008
|
21.40
|
97.6559
|
6.65
|
7.2
|
09.04.2008
|
47.51
|
97.0000
|
6.69
|
7.2
|
10.04.2008
|
15.69
|
97.4628
|
6.68
|
7.2
|
11.04.2008
|
9.97
|
97.1379
|
6.73
|
|
46014
|
10.4
|
4.6
|
10.04.2008
|
7.44
|
105.6000
|
6.64
|
4.6
|
11.04.2008
|
126.84
|
105.2114
|
6.72
|
|
46005
|
10.8
|
10.0
|
11.04.2008
|
1.01
|
50.5600
|
7.02
|
|
46019
|
11.0
|
8.1
|
07.04.2008
|
0.00
|
62.3800
|
7.12
|
|
46018
|
13.6
|
8.2
|
07.04.2008
|
0.64
|
106.4415
|
6.88
|
8.2
|
08.04.2008
|
24.68
|
106.3548
|
6.89
|
8.2
|
09.04.2008
|
23.93
|
105.9785
|
6.93
|
8.2
|
10.04.2008
|
950.48
|
106.0725
|
6.92
|
8.2
|
11.04.2008
|
124.68
|
106.1340
|
6.91
|
|
46022
|
15.3
|
9.2
|
08.04.2008
|
11.79
|
96.6000
|
6.90
|
9.2
|
10.04.2008
|
0.97
|
97.0000
|
6.85
|
|
46020
|
27.9
|
12.3
|
07.04.2008
|
2.98
|
98.0017
|
7.19
|
12.3
|
08.04.2008
|
12.88
|
98.0000
|
7.19
|
12.3
|
09.04.2008
|
93.01
|
97.7869
|
7.21
|
12.3
|
10.04.2008
|
31.70
|
97.8266
|
7.21
|
12.3
|
11.04.2008
|
54.73
|
97.7758
|
7.21
|
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