Управление портфелем краткосрочных государственных ценных бумаг
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 |
