|
|
Управление портфелем краткосрочных государственных ценных бумаг
БЮЛЛЕТЕНЬ РЫНКА ГКО-ОФЗ за 14.04.2008-18.04.2008
|
Код выпуска
|
Срок до погашения, лет
|
Дюрация, лет
|
Дата торгов
|
Оборот по рыночной стоимости, млн. руб.
|
Цена, % от номинала*
|
Доходность, % годовых
|
|
Итого
|
|
|
|
1706.84
|
|
|
|
25058
|
0.0
|
0.0
|
14.04.2008
|
40.52
|
100.0100
|
6.16
|
0.0
|
15.04.2008
|
30.41
|
100.0447
|
5.27
|
0.0
|
16.04.2008
|
0.33
|
100.0150
|
6.01
|
0.0
|
17.04.2008
|
15.18
|
100.0153
|
5.94
|
|
46001
|
0.4
|
0.4
|
14.04.2008
|
0.03
|
101.7000
|
5.87
|
0.4
|
15.04.2008
|
9.75
|
101.8500
|
5.45
|
0.4
|
16.04.2008
|
2.57
|
101.8000
|
5.54
|
0.4
|
17.04.2008
|
5.14
|
101.7850
|
5.56
|
|
27026
|
0.9
|
0.9
|
14.04.2008
|
20.12
|
100.0700
|
6.05
|
0.9
|
15.04.2008
|
25.06
|
100.4737
|
5.57
|
0.9
|
16.04.2008
|
3.02
|
100.0900
|
6.03
|
0.9
|
17.04.2008
|
2.82
|
100.0500
|
6.07
|
0.9
|
18.04.2008
|
36.25
|
100.0983
|
6.02
|
|
25060
|
1.0
|
1.0
|
14.04.2008
|
36.18
|
99.8369
|
6.10
|
1.0
|
15.04.2008
|
0.15
|
99.8515
|
6.08
|
1.0
|
16.04.2008
|
31.54
|
99.9452
|
5.98
|
1.0
|
17.04.2008
|
0.51
|
99.9050
|
6.03
|
1.0
|
18.04.2008
|
12.65
|
99.9316
|
6.00
|
|
25057
|
1.8
|
1.6
|
14.04.2008
|
10.40
|
102.3500
|
6.13
|
1.6
|
16.04.2008
|
10.50
|
102.4004
|
6.09
|
1.6
|
17.04.2008
|
5.21
|
102.4000
|
6.09
|
1.6
|
18.04.2008
|
10.41
|
102.3000
|
6.15
|
|
25061
|
2.1
|
1.9
|
14.04.2008
|
1.93
|
99.5896
|
6.15
|
1.9
|
16.04.2008
|
22.61
|
99.5527
|
6.17
|
1.9
|
17.04.2008
|
11.79
|
99.6829
|
6.10
|
1.9
|
18.04.2008
|
0.04
|
99.5000
|
6.20
|
|
46003
|
2.2
|
1.6
|
14.04.2008
|
33.80
|
106.6000
|
6.04
|
1.6
|
17.04.2008
|
0.90
|
106.6850
|
5.97
|
|
25059
|
2.8
|
2.5
|
14.04.2008
|
2.03
|
99.9175
|
6.28
|
2.5
|
15.04.2008
|
67.52
|
100.1497
|
6.18
|
|
25062
|
3.1
|
2.8
|
14.04.2008
|
34.93
|
98.7214
|
6.41
|
2.8
|
15.04.2008
|
40.00
|
98.8962
|
6.34
|
2.8
|
16.04.2008
|
29.97
|
98.8000
|
6.38
|
|
26199
|
4.2
|
3.7
|
15.04.2008
|
12.50
|
99.1068
|
6.50
|
3.8
|
16.04.2008
|
1.75
|
99.8499
|
6.28
|
3.8
|
17.04.2008
|
0.03
|
99.2500
|
6.45
|
3.8
|
18.04.2008
|
5.26
|
99.2488
|
6.46
|
|
46002
|
4.3
|
3.1
|
15.04.2008
|
0.00
|
107.3700
|
6.15
|
|
26198
|
4.6
|
4.0
|
14.04.2008
|
64.06
|
98.2224
|
6.45
|
4.0
|
15.04.2008
|
0.50
|
98.1500
|
6.47
|
4.0
|
16.04.2008
|
19.26
|
98.0000
|
6.51
|
4.0
|
17.04.2008
|
0.00
|
99.5000
|
6.12
|
4.0
|
18.04.2008
|
10.41
|
98.0500
|
6.50
|
|
26200
|
5.3
|
4.5
|
14.04.2008
|
14.98
|
98.4998
|
6.60
|
4.5
|
16.04.2008
|
0.00
|
98.7500
|
6.54
|
|
46017
|
8.3
|
5.9
|
14.04.2008
|
6.94
|
103.8470
|
6.59
|
5.9
|
15.04.2008
|
55.25
|
103.8813
|
6.58
|
5.9
|
17.04.2008
|
172.07
|
103.7722
|
6.60
|
5.9
|
18.04.2008
|
1.60
|
104.8440
|
6.41
|
|
46021
|
10.3
|
7.2
|
15.04.2008
|
3.34
|
97.2000
|
6.71
|
7.2
|
17.04.2008
|
0.10
|
98.5000
|
6.52
|
|
46014
|
10.4
|
4.6
|
14.04.2008
|
0.21
|
105.2740
|
6.70
|
4.6
|
15.04.2008
|
56.71
|
104.9624
|
6.77
|
4.6
|
16.04.2008
|
0.00
|
104.7500
|
6.82
|
4.6
|
17.04.2008
|
3.68
|
105.5000
|
6.65
|
4.6
|
18.04.2008
|
0.00
|
105.4500
|
6.66
|
|
46005
|
10.7
|
10.0
|
17.04.2008
|
0.00
|
50.6000
|
7.03
|
|
46019
|
10.9
|
8.1
|
14.04.2008
|
12.16
|
60.8000
|
7.47
|
8.1
|
16.04.2008
|
0.01
|
62.0000
|
7.22
|
|
46018
|
13.6
|
8.2
|
14.04.2008
|
32.88
|
106.2258
|
6.90
|
8.2
|
15.04.2008
|
0.01
|
106.5000
|
6.86
|
8.1
|
16.04.2008
|
406.85
|
106.2000
|
6.90
|
8.1
|
17.04.2008
|
10.13
|
106.2598
|
6.89
|
8.1
|
18.04.2008
|
26.83
|
106.3995
|
6.87
|
|
46022
|
15.3
|
9.2
|
16.04.2008
|
0.99
|
97.0000
|
6.85
|
9.2
|
18.04.2008
|
30.56
|
96.7097
|
6.88
|
|
46020
|
27.8
|
12.3
|
14.04.2008
|
13.20
|
97.7393
|
7.21
|
12.3
|
15.04.2008
|
120.73
|
97.7461
|
7.21
|
12.3
|
16.04.2008
|
32.65
|
98.0520
|
7.19
|
12.3
|
17.04.2008
|
36.88
|
97.8001
|
7.21
|
БЮЛЛЕТЕНЬ РЫНКА ГКО-ОФЗ за 21.04.2008-25.04.2008
|
Код выпуска
|
Срок до погашения, лет
|
Дюрация, лет
|
Дата торгов
|
Оборот по рыночной
стоимости, млн. руб.
|
Цена, % от номинала*
|
Доходность, % годовых
|
|
Итого
|
|
|
|
3091.26
|
|
|
|
25058
|
0.0
|
0.0
|
21.04.2008
|
0.51
|
100.0001
|
6.39
|
0.0
|
22.04.2008
|
267.32
|
100.0143
|
5.72
|
0.0
|
23.04.2008
|
8.93
|
100.0170
|
5.49
|
0.0
|
24.04.2008
|
24.21
|
100.0192
|
5.21
|
0.0
|
25.04.2008
|
2.97
|
100.0150
|
5.24
|
|
46001
|
0.4
|
0.4
|
24.04.2008
|
93.15
|
101.7150
|
5.52
|
|
27026
|
0.9
|
0.9
|
21.04.2008
|
100.57
|
99.9100
|
6.24
|
0.9
|
23.04.2008
|
0.06
|
100.1500
|
5.95
|
|
25060
|
1.0
|
1.0
|
21.04.2008
|
33.01
|
99.9400
|
5.99
|
1.0
|
22.04.2008
|
119.49
|
99.9434
|
5.99
|
1.0
|
23.04.2008
|
46.92
|
99.9262
|
6.01
|
1.0
|
24.04.2008
|
47.59
|
99.9437
|
5.99
|
1.0
|
25.04.2008
|
60.81
|
99.9789
|
5.95
|
|
25057
|
1.8
|
1.6
|
21.04.2008
|
0.03
|
102.2929
|
6.15
|
1.7
|
24.04.2008
|
20.47
|
102.3500
|
6.11
|
1.6
|
25.04.2008
|
3.07
|
102.4399
|
6.05
|
|
25061
|
2.0
|
1.9
|
21.04.2008
|
3.03
|
99.6500
|
6.12
|
1.9
|
24.04.2008
|
29.70
|
99.5932
|
6.15
|
|
46003
|
2.2
|
1.6
|
22.04.2008
|
0.00
|
106.3995
|
6.11
|
1.6
|
23.04.2008
|
13.31
|
106.3992
|
6.10
|
1.6
|
24.04.2008
|
22.48
|
106.4150
|
6.09
|
1.6
|
25.04.2008
|
16.39
|
106.5062
|
6.03
|
|
25059
|
2.7
|
2.5
|
23.04.2008
|
12.42
|
99.8500
|
6.30
|
2.5
|
25.04.2008
|
26.78
|
99.8823
|
6.29
|
|
25062
|
3.0
|
2.8
|
21.04.2008
|
99.99
|
98.8000
|
6.38
|
2.8
|
22.04.2008
|
220.09
|
98.8327
|
6.37
|
2.8
|
23.04.2008
|
19.52
|
98.8995
|
6.35
|
2.8
|
24.04.2008
|
0.00
|
98.8995
|
6.35
|
|
26199
|
4.2
|
3.8
|
21.04.2008
|
2.04
|
99.3829
|
6.42
|
3.7
|
22.04.2008
|
16.38
|
99.2191
|
6.46
|
3.7
|
23.04.2008
|
1.49
|
99.2000
|
6.47
|
3.7
|
24.04.2008
|
15.14
|
99.1658
|
6.48
|
3.7
|
25.04.2008
|
0.01
|
99.8400
|
6.29
|
|
46002
|
4.3
|
3.1
|
23.04.2008
|
0.00
|
107.3900
|
6.13
|
|
26198
|
4.5
|
4.0
|
21.04.2008
|
2.02
|
98.3000
|
6.43
|
|
26200
|
5.2
|
4.5
|
23.04.2008
|
4.91
|
98.2320
|
6.68
|
4.5
|
24.04.2008
|
31.46
|
98.3000
|
6.65
|
|
46017
|
8.3
|
5.9
|
21.04.2008
|
53.82
|
104.2473
|
6.51
|
5.9
|
22.04.2008
|
448.36
|
104.2329
|
6.51
|
5.9
|
23.04.2008
|
1.81
|
103.8000
|
6.59
|
5.9
|
24.04.2008
|
0.00
|
103.4000
|
6.66
|
5.9
|
25.04.2008
|
105.43
|
103.8500
|
6.58
|
|
46021
|
10.3
|
7.2
|
21.04.2008
|
99.05
|
97.8000
|
6.62
|
7.2
|
23.04.2008
|
4.96
|
98.0000
|
6.59
|
7.2
|
24.04.2008
|
12.01
|
97.7622
|
6.63
|
7.2
|
25.04.2008
|
2.01
|
99.1989
|
6.41
|
|
46014
|
10.4
|
4.6
|
21.04.2008
|
0.00
|
104.7000
|
6.82
|
4.6
|
22.04.2008
|
11.27
|
105.5000
|
6.64
|
4.6
|
23.04.2008
|
32.27
|
105.5000
|
6.64
|
4.6
|
24.04.2008
|
0.00
|
105.4600
|
6.65
|
|
46005
|
10.7
|
10.0
|
25.04.2008
|
0.00
|
50.6600
|
7.03
|
|
46018
|
13.6
|
8.1
|
21.04.2008
|
268.37
|
106.3295
|
6.88
|
8.1
|
22.04.2008
|
60.89
|
106.3979
|
6.87
|
8.1
|
25.04.2008
|
41.38
|
106.4000
|
6.87
|
|
46022
|
15.2
|
9.2
|
22.04.2008
|
0.52
|
96.8000
|
6.87
|
9.2
|
23.04.2008
|
10.36
|
96.5146
|
6.91
|
9.2
|
24.04.2008
|
0.26
|
96.7000
|
6.88
|
9.2
|
25.04.2008
|
0.49
|
96.7000
|
6.88
|
|
46020
|
27.8
|
12.3
|
21.04.2008
|
104.23
|
97.9807
|
7.19
|
12.3
|
22.04.2008
|
183.91
|
98.0182
|
7.19
|
12.3
|
23.04.2008
|
7.99
|
97.9700
|
7.19
|
12.3
|
24.04.2008
|
271.96
|
97.9314
|
7.20
|
12.3
|
25.04.2008
|
3.64
|
97.9887
|
7.19
|
БЮЛЛЕТЕНЬ РЫНКА ГКО-ОФЗ за 28.04.2008-04.05.2008
|
Код выпуска
|
Срок до
погашения,
лет
|
Дюрация, лет
|
Дата торгов
|
Оборот по
рыночной
стоимости,
млн. руб.
|
Цена, % от номинала*
|
Доходность, % годовых
|
|
Итого
|
|
|
|
4761.00
|
|
|
|
25058
|
0.0
|
0.0
|
29.04.2008
|
203.11
|
100.0000
|
6.30
|
|
46001
|
0.4
|
0.4
|
29.04.2008
|
22.65
|
101.7000
|
5.38
|
0.4
|
30.04.2008
|
29.99
|
101.6869
|
5.39
|
|
27026
|
0.9
|
0.8
|
28.04.2008
|
231.52
|
99.8870
|
6.27
|
0.8
|
29.04.2008
|
30.08
|
99.8911
|
6.27
|
0.8
|
30.04.2008
|
33.93
|
100.4631
|
5.56
|
0.8
|
04.05.2008
|
133.08
|
100.1012
|
6.01
|
|
25060
|
1.0
|
1.0
|
28.04.2008
|
146.99
|
99.9207
|
6.01
|
1.0
|
29.04.2008
|
203.17
|
99.9000
|
6.04
|
1.0
|
30.04.2008
|
219.16
|
99.9716
|
5.96
|
1.0
|
04.05.2008
|
129.17
|
99.9420
|
5.99
|
|
25057
|
1.7
|
1.6
|
28.04.2008
|
39.03
|
102.3361
|
6.11
|
1.6
|
29.04.2008
|
0.00
|
102.5000
|
6.00
|
|
25061
|
2.0
|
1.9
|
28.04.2008
|
106.61
|
99.5712
|
6.16
|
1.9
|
30.04.2008
|
19.89
|
99.3463
|
6.29
|
1.9
|
04.05.2008
|
5.28
|
99.4500
|
6.23
|
|
46003
|
2.2
|
1.6
|
28.04.2008
|
63.66
|
106.5523
|
5.98
|
1.6
|
30.04.2008
|
32.95
|
106.9667
|
5.71
|
1.6
|
04.05.2008
|
118.41
|
106.1000
|
6.22
|
|
25059
|
2.7
|
2.5
|
28.04.2008
|
0.00
|
99.9500
|
6.26
|
2.5
|
29.04.2008
|
18.99
|
99.8658
|
6.30
|
2.5
|
30.04.2008
|
30.13
|
99.9999
|
6.24
|
2.5
|
04.05.2008
|
1.23
|
99.7010
|
6.37
|
|
25062
|
3.0
|
2.8
|
28.04.2008
|
257.75
|
98.7363
|
6.41
|
2.7
|
29.04.2008
|
300.36
|
98.8000
|
6.39
|
2.7
|
30.04.2008
|
24.99
|
98.7800
|
6.40
|
2.7
|
04.05.2008
|
2.21
|
98.7500
|
6.41
|
|
26199
|
4.2
|
3.7
|
28.04.2008
|
0.40
|
99.2035
|
6.47
|
3.7
|
29.04.2008
|
0.00
|
99.0667
|
6.51
|
3.7
|
30.04.2008
|
10.70
|
99.1885
|
6.47
|
3.7
|
04.05.2008
|
51.24
|
99.3854
|
6.42
|
|
46002
|
4.3
|
3.1
|
29.04.2008
|
6.02
|
106.4557
|
6.41
|
|
26198
|
4.5
|
4.0
|
29.04.2008
|
10.00
|
97.9000
|
6.54
|
|
26200
|
5.2
|
4.5
|
28.04.2008
|
59.00
|
98.2500
|
6.66
|
4.5
|
29.04.2008
|
36.35
|
98.1500
|
6.68
|
4.5
|
30.04.2008
|
0.00
|
98.3494
|
6.64
|
4.5
|
04.05.2008
|
2.26
|
98.2500
|
6.66
|
|
46017
|
8.3
|
5.9
|
28.04.2008
|
93.75
|
103.9818
|
6.55
|
5.9
|
29.04.2008
|
976.25
|
103.9200
|
6.56
|
|
46021
|
10.3
|
7.2
|
28.04.2008
|
29.87
|
96.9479
|
6.75
|
7.1
|
29.04.2008
|
0.00
|
97.0000
|
6.74
|
7.2
|
30.04.2008
|
83.63
|
97.5328
|
6.66
|
7.1
|
04.05.2008
|
0.50
|
97.5000
|
6.66
|
|
46014
|
10.3
|
4.6
|
28.04.2008
|
94.17
|
105.2489
|
6.69
|
4.6
|
29.04.2008
|
27.67
|
105.1557
|
6.71
|
4.6
|
30.04.2008
|
21.25
|
105.3050
|
6.68
|
4.6
|
04.05.2008
|
53.20
|
105.0850
|
6.72
|
|
48001
|
10.5
|
6.5
|
29.04.2008
|
0.00
|
106.8900
|
6.17
|
|
46005
|
10.7
|
10.0
|
29.04.2008
|
0.00
|
50.6600
|
7.04
|
|
46019
|
10.9
|
8.1
|
29.04.2008
|
0.00
|
62.0000
|
7.25
|
8.1
|
30.04.2008
|
2.42
|
62.0834
|
7.24
|
|
46018
|
13.6
|
8.1
|
28.04.2008
|
352.98
|
106.1950
|
6.89
|
8.1
|
29.04.2008
|
252.91
|
106.1727
|
6.90
|
8.1
|
30.04.2008
|
177.99
|
106.0493
|
6.91
|
|
46022
|
15.2
|
9.2
|
28.04.2008
|
4.92
|
96.3500
|
6.92
|
|
46011
|
17.3
|
11.9
|
04.05.2008
|
0.00
|
94.0000
|
6.74
|
|
46020
|
27.8
|
12.3
|
28.04.2008
|
4.46
|
97.6500
|
7.22
|
12.3
|
29.04.2008
|
0.30
|
97.9980
|
7.19
|
12.2
|
30.04.2008
|
4.41
|
96.6502
|
7.31
|
Страницы: 1, 2, 3, 4, 5, 6, 7, 8, 9
|
|
Главная