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 |
