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 |
|
|
|
5089.42 |
|
|
| 25058 |
0.1 |
0.1 |
17.03.2008 |
15.73 |
100.1259 |
5.33 |
| 0.1 |
18.03.2008 |
166.64 |
100.1339 |
5.23 |
| 0.1 |
19.03.2008 |
805.96 |
100.1300 |
5.24 |
| 0.1 |
20.03.2008 |
27.08 |
100.1371 |
5.15 |
| 0.1 |
21.03.2008 |
30.31 |
100.1500 |
4.99 |
| 46001 |
0.5 |
0.5 |
17.03.2008 |
2.56 |
102.2000 |
5.48 |
| 0.5 |
18.03.2008 |
127.92 |
102.1700 |
5.52 |
| 0.5 |
19.03.2008 |
116.36 |
102.1500 |
5.53 |
| 0.5 |
21.03.2008 |
323.63 |
102.1674 |
5.44 |
| 27026 |
1.0 |
1.0 |
17.03.2008 |
45.10 |
100.1382 |
5.98 |
| 1.0 |
19.03.2008 |
12.21 |
100.1000 |
6.03 |
| 25060 |
1.1 |
1.1 |
17.03.2008 |
40.26 |
99.9000 |
6.02 |
| 1.1 |
18.03.2008 |
50.31 |
99.8600 |
6.06 |
| 1.1 |
19.03.2008 |
15.10 |
99.8933 |
6.03 |
| 1.1 |
20.03.2008 |
20.14 |
99.8900 |
6.03 |
| 1.1 |
21.03.2008 |
3.02 |
99.9000 |
6.02 |
| 25057 |
1.8 |
1.7 |
17.03.2008 |
1.03 |
102.4000 |
6.15 |
| 1.7 |
19.03.2008 |
606.70 |
102.3982 |
6.15 |
| 1.7 |
20.03.2008 |
2.02 |
102.4001 |
6.15 |
| 25061 |
2.1 |
2.0 |
17.03.2008 |
17.08 |
99.7125 |
6.08 |
| 2.0 |
19.03.2008 |
315.58 |
99.5182 |
6.18 |
| 2.0 |
20.03.2008 |
15.03 |
99.5000 |
6.19 |
| 2.0 |
21.03.2008 |
11.09 |
99.5493 |
6.16 |
| 46003 |
2.3 |
1.7 |
19.03.2008 |
54.26 |
106.8000 |
6.07 |
| 1.7 |
20.03.2008 |
0.00 |
106.8050 |
6.06 |
| 1.7 |
21.03.2008 |
54.27 |
106.7600 |
6.08 |
| 25059 |
2.8 |
2.6 |
17.03.2008 |
24.90 |
99.8929 |
6.28 |
| 2.6 |
18.03.2008 |
7.10 |
99.6000 |
6.40 |
| 2.6 |
19.03.2008 |
0.30 |
99.7496 |
6.34 |
| 2.6 |
20.03.2008 |
0.00 |
100.8000 |
5.92 |
| 2.6 |
21.03.2008 |
196.54 |
99.8203 |
6.31 |
| 25062 |
3.1 |
2.9 |
20.03.2008 |
4.96 |
98.5000 |
6.48 |
| 2.9 |
21.03.2008 |
14.90 |
98.6233 |
6.44 |
| 26199 |
4.3 |
3.8 |
17.03.2008 |
31.63 |
99.4082 |
6.41 |
| 3.8 |
19.03.2008 |
2.29 |
99.4000 |
6.41 |
| 3.8 |
21.03.2008 |
1.64 |
99.8408 |
6.29 |
| 46002 |
4.4 |
3.2 |
19.03.2008 |
15.10 |
106.9999 |
6.32 |
| 3.2 |
20.03.2008 |
0.00 |
107.3550 |
6.21 |
| 3.2 |
21.03.2008 |
0.01 |
107.3400 |
6.22 |
| 26198 |
4.6 |
4.1 |
17.03.2008 |
25.08 |
98.1000 |
6.48 |
| 4.1 |
18.03.2008 |
3.62 |
98.2000 |
6.45 |
| 4.1 |
19.03.2008 |
382.63 |
98.2036 |
6.45 |
| 4.1 |
20.03.2008 |
15.24 |
98.0371 |
6.49 |
| 26200 |
5.3 |
4.5 |
17.03.2008 |
40.58 |
98.0768 |
6.69 |
| 4.5 |
18.03.2008 |
2.08 |
98.0906 |
6.69 |
| 4.5 |
19.03.2008 |
1020.31 |
98.5308 |
6.58 |
| 4.5 |
20.03.2008 |
0.01 |
98.5918 |
6.57 |
| 46017 |
8.4 |
6.0 |
17.03.2008 |
1.57 |
104.0001 |
6.58 |
| 6.0 |
18.03.2008 |
5.80 |
104.3622 |
6.51 |
| 6.0 |
20.03.2008 |
5.35 |
104.1207 |
6.55 |
| 6.0 |
21.03.2008 |
0.00 |
107.0500 |
6.07 |
| 46021 |
10.4 |
7.3 |
17.03.2008 |
1.40 |
97.8541 |
6.63 |
| 7.3 |
19.03.2008 |
34.15 |
97.8318 |
6.63 |
| 7.3 |
21.03.2008 |
0.00 |
100.6700 |
6.22 |
| 46014 |
10.5 |
4.7 |
18.03.2008 |
1.59 |
106.0000 |
6.58 |
| 4.7 |
19.03.2008 |
2.14 |
106.6499 |
6.44 |
| 4.7 |
21.03.2008 |
0.00 |
107.2250 |
6.32 |
| 48001 |
10.6 |
6.6 |
18.03.2008 |
0.02 |
106.0000 |
6.32 |
| 46005 |
10.8 |
10.1 |
18.03.2008 |
0.00 |
48.2600 |
7.47 |
| 46019 |
11.0 |
8.2 |
18.03.2008 |
0.01 |
60.4010 |
7.49 |
| 46018 |
13.7 |
8.2 |
17.03.2008 |
47.84 |
106.5817 |
6.87 |
| 8.2 |
18.03.2008 |
30.70 |
105.9748 |
6.95 |
| 8.2 |
19.03.2008 |
6.68 |
106.1774 |
6.92 |
| 8.2 |
20.03.2008 |
6.69 |
106.1507 |
6.92 |
| 8.3 |
21.03.2008 |
0.00 |
107.9990 |
6.70 |
| 46022 |
15.3 |
9.3 |
17.03.2008 |
0.99 |
97.5001 |
6.80 |
| 9.3 |
19.03.2008 |
0.99 |
97.5001 |
6.89 |
| 9.3 |
20.03.2008 |
0.29 |
97.0000 |
6.86 |
| 46020 |
27.9 |
12.4 |
17.03.2008 |
44.34 |
97.7713 |
7.21 |
| 12.4 |
18.03.2008 |
9.81 |
97.5000 |
7.24 |
| 12.4 |
19.03.2008 |
212.04 |
97.9628 |
7.19 |
| 12.4 |
20.03.2008 |
2.96 |
97.7500 |
7.21 |
| 12.4 |
21.03.2008 |
5.75 |
97.9005 |
7.20 |
БЮЛЛЕТЕНЬ РЫНКА ГКО-ОФЗ за 24.03.2008-28.03.2008
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