Управление портфелем краткосрочных государственных ценных бумаг
БЮЛЛЕТЕНЬ РЫНКА ГКО-ОФЗ за 31.03.2008-04.04.2008
|
Код выпуска |
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 | ||
|
1.6 |
04.04.2008 |
0.40 |
106.8000 |
5.98 | ||
|
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 |
21.35 |
99.3500 |
6.42 | ||
|
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 | ||
|
26198 |
4.6 |
4.1 |
31.03.2008 |
2260.30 |
98.2932 |
6.43 |
|
4.0 |
02.04.2008 |
0.98 |
98.0500 |
6.49 | ||
|
4.0 |
03.04.2008 |
11.68 |
98.2172 |
6.45 | ||
|
4.0 |
04.04.2008 |
4.02 |
98.0000 |
6.51 | ||
|
26200 |
5.3 |
4.5 |
31.03.2008 |
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 |
04.04.2008 |
0.01 |
98.5517 |
6.58 | ||
|
46017 |
8.3 |
6.0 |
31.03.2008 |
422.49 |
104.8940 |
6.42 |
|
6.0 |
01.04.2008 |
0.02 |
104.5500 |
6.47 | ||
|
6.0 |
02.04.2008 |
0.45 |
104.1500 |
6.54 | ||
|
6.0 |
03.04.2008 |
25.77 |
104.1690 |
6.54 | ||
|
46021 |
10.4 |
7.2 |
03.04.2008 |
27.03 |
97.7646 |
6.64 |
|
46014 |
10.4 |
4.7 |
31.03.2008 |
1146.79 |
106.6025 |
6.44 |
|
48001 |
10.6 |
6.6 |
31.03.2008 |
0.72 |
106.9800 |
6.17 |
|
46005 |
10.8 |
10.1 |
31.03.2008 |
0.02 |
50.5657 |
7.00 |
|
10.1 |
03.04.2008 |
0.00 |
50.5000 |
7.02 | ||
|
46019 |
11.0 |
8.2 |
31.03.2008 |
492.88 |
62.0088 |
7.18 |
|
8.1 |
01.04.2008 |
30.77 |
61.5326 |
7.28 | ||
|
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 | ||
|
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 |
98.1000 |
7.18 |
