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Дипломная работа: Управление портфелем краткосрочных государственных ценных бумаг
| 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 |
БЮЛЛЕТЕНЬ РЫНКА ГКО-ОФЗ за 28.04.2008-04.05.2008
Страницы: 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12
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