Управление портфелем краткосрочных государственных ценных бумаг
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 |
