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 |
|
|
|
2153.40 |
|
|
| 25058 |
0.1 |
0.1 |
24.03.2008 |
42.45 |
100.1200 |
5.18 |
| 0.1 |
25.03.2008 |
30.32 |
100.1200 |
5.14 |
| 0.1 |
26.03.2008 |
0.99 |
100.1000 |
5.32 |
| 0.1 |
27.03.2008 |
0.99 |
100.1000 |
5.30 |
| 0.1 |
28.03.2008 |
30.33 |
100.1000 |
5.26 |
| 46001 |
0.5 |
0.5 |
24.03.2008 |
45.75 |
102.1350 |
5.43 |
| 0.5 |
25.03.2008 |
30.93 |
102.0633 |
5.56 |
| 0.5 |
26.03.2008 |
2.25 |
102.0666 |
5.52 |
| 0.5 |
27.03.2008 |
7.33 |
102.0036 |
5.64 |
| 0.4 |
28.03.2008 |
6.20 |
102.1000 |
5.39 |
| 27026 |
1.0 |
0.9 |
25.03.2008 |
0.50 |
100.0604 |
6.07 |
| 25060 |
1.1 |
1.1 |
24.03.2008 |
199.66 |
99.9796 |
5.95 |
| 1.1 |
25.03.2008 |
20.15 |
99.6651 |
6.26 |
| 1.1 |
26.03.2008 |
2.25 |
99.9110 |
6.01 |
| 1.1 |
27.03.2008 |
2.70 |
99.8892 |
6.04 |
| 1.1 |
28.03.2008 |
32.48 |
99.9295 |
5.99 |
| 25057 |
1.8 |
1.7 |
25.03.2008 |
0.26 |
102.4380 |
6.11 |
| 1.7 |
26.03.2008 |
0.00 |
102.5500 |
6.04 |
| 1.7 |
27.03.2008 |
10.35 |
102.2070 |
6.25 |
| 1.7 |
28.03.2008 |
5.19 |
102.5500 |
6.04 |
| 25061 |
2.1 |
2.0 |
24.03.2008 |
281.37 |
99.5216 |
6.18 |
| 2.0 |
25.03.2008 |
0.45 |
99.5104 |
6.19 |
| 2.0 |
26.03.2008 |
0.00 |
100.0500 |
5.90 |
| 2.0 |
27.03.2008 |
91.44 |
99.5429 |
6.17 |
| 2.0 |
28.03.2008 |
5.68 |
99.6043 |
6.14 |
| 46003 |
2.3 |
1.7 |
24.03.2008 |
61.36 |
106.6591 |
6.12 |
| 1.7 |
27.03.2008 |
5.10 |
106.9650 |
5.93 |
| 25059 |
2.8 |
2.6 |
25.03.2008 |
0.00 |
99.9900 |
6.25 |
| 2.6 |
27.03.2008 |
0.00 |
99.8250 |
6.31 |
| 25062 |
3.1 |
2.8 |
24.03.2008 |
16.90 |
98.5999 |
6.45 |
| 2.8 |
27.03.2008 |
9.94 |
98.6000 |
6.45 |
| 26199 |
4.3 |
3.8 |
27.03.2008 |
0.00 |
99.6667 |
6.33 |
| 3.8 |
28.03.2008 |
1.61 |
99.4000 |
6.41 |
| 46002 |
4.4 |
3.2 |
24.03.2008 |
0.00 |
107.4050 |
6.19 |
| 3.2 |
25.03.2008 |
0.00 |
106.9900 |
6.32 |
| 3.2 |
26.03.2008 |
0.18 |
105.7079 |
6.71 |
| 3.2 |
27.03.2008 |
0.00 |
107.9998 |
6.00 |
| 26198 |
4.6 |
4.1 |
24.03.2008 |
35.60 |
98.1000 |
6.48 |
| 4.1 |
27.03.2008 |
0.00 |
99.2100 |
6.19 |
| 4.1 |
28.03.2008 |
0.00 |
98.7550 |
6.31 |
| 26200 |
5.3 |
4.5 |
24.03.2008 |
0.00 |
98.0500 |
6.70 |
| 4.5 |
25.03.2008 |
0.00 |
98.1460 |
6.68 |
| 4.5 |
26.03.2008 |
0.00 |
98.0500 |
6.70 |
| 4.5 |
27.03.2008 |
0.00 |
98.0500 |
6.70 |
| 4.5 |
28.03.2008 |
21.82 |
98.0964 |
6.69 |
| 46017 |
8.4 |
6.0 |
24.03.2008 |
226.61 |
104.3348 |
6.52 |
| 6.0 |
26.03.2008 |
20.37 |
104.1000 |
6.55 |
| 6.0 |
27.03.2008 |
29.05 |
104.0289 |
6.56 |
| 46021 |
10.4 |
7.3 |
24.03.2008 |
1.58 |
98.0000 |
6.61 |
| 7.3 |
26.03.2008 |
1.70 |
99.4999 |
6.38 |
| 7.2 |
28.03.2008 |
71.38 |
97.7000 |
6.65 |
| 46014 |
10.4 |
4.7 |
24.03.2008 |
57.80 |
106.0259 |
6.57 |
| 4.7 |
26.03.2008 |
1.60 |
106.0000 |
6.57 |
| 4.7 |
28.03.2008 |
10.70 |
106.0647 |
6.56 |
| 48001 |
10.6 |
6.6 |
28.03.2008 |
0.03 |
108.0000 |
6.02 |
| 46005 |
10.8 |
10.1 |
28.03.2008 |
0.01 |
49.6000 |
7.20 |
| 46019 |
11.0 |
8.2 |
26.03.2008 |
0.60 |
60.4040 |
7.51 |
| 8.2 |
28.03.2008 |
0.01 |
62.5000 |
7.07 |
| 46018 |
13.7 |
8.2 |
24.03.2008 |
91.15 |
106.2361 |
6.91 |
| 8.2 |
25.03.2008 |
26.67 |
106.3000 |
6.90 |
| 8.2 |
26.03.2008 |
0.00 |
106.0670 |
6.93 |
| 8.2 |
27.03.2008 |
9.05 |
106.1108 |
6.92 |
| 8.2 |
28.03.2008 |
0.00 |
105.8500 |
6.95 |
| 46022 |
15.3 |
9.3 |
24.03.2008 |
1.46 |
96.8154 |
6.88 |
| 9.3 |
28.03.2008 |
0.98 |
97.0000 |
6.86 |
| 46020 |
27.9 |
12.4 |
25.03.2008 |
189.76 |
97.6578 |
7.22 |
| 12.3 |
26.03.2008 |
9.79 |
97.1001 |
7.23 |
| 12.4 |
28.03.2008 |
400.52 |
98.3337 |
7.16 |
БЮЛЛЕТЕНЬ РЫНКА ГКО-ОФЗ за 31.03.2008-04.04.2008
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