Управление портфелем краткосрочных государственных ценных бумаг
БЮЛЛЕТЕНЬ РЫНКА ГКО-ОФЗ за 07.04.2008-11.04.2008
|
Код выпуска |
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 |
