Итоги сделок в системе единых межрегиональных биржевых торгов по государственным ценным бумагам за 31.01.97
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| Основные характеристики ценных бумаг | Купонные выплаты для облигаций | Результаты торгов | Текущие доходности по результатам торгов, % |
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| Бумага | Nэ гос.| Дата | Дата |Дней в |Дней до| Цена | Дата | Суммарный |Дата выплаты|Объявленная| Накопленный с | Цены сделок (% от номинала) | Цены заявок |Котир. закрытия| Объемы торгов |к погашению |к аукциону |к погашению|к погашению |к погашению |
| |регистр.| выпуска|погашен.| обращ.| погаш.|размещ.| выплаты|выплаченный| очередного | купонная | начала текущего |открытия | мин. | макс. |средневзв|закрытия |макс. купить|мин.продать|купить |продать|по ценным|млрд руб.|количество|(с учетом льгот|(с учетом льгот| |(эффективная)|(эффективная)|
| |SU..RMFS| | |до тек.| | % от | предыд.| купонный | купона |выплата,руб|купонного периода| | | | | | | | | |бумагам, | | сделок |по налогообл.)*|по налогообл.)*| | ** | % в месяц ) |
| | | | | даты | | номин.| купона |доход, руб.| | | доход, руб. | | | | | | | | | | шт. | | | | | | | |
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|ГКО, 6 мес.|22041 |17.07.96|05.02.97|198 |5 |67.63 | | | | | |99.90 |99.85 |99.95 |99.90 |99.95 |99.95 |99.85 |99.92 |0.00 |201476 |201.273 |196 |11.24 |135.32 |7.31 |7.58 |0.60 |
|ГКО, 6 мес.|22042 |24.07.96|12.02.97|191 |12 |65.67 | | | | | |99.35 |99.25 |99.50 |99.34 |99.50 |99.55 |99.25 |99.34 |99.50 |143878 |142.931 |212 |31.09 |150.74 |20.21 |22.31 |1.67 |
|ГКО, 6 мес.|22043 |31.07.96|19.02.97|184 |19 |65.15 | | | | | | |98.71 |98.99 |98.85 |98.82 |99.83 |98.71 |98.82 |99.04 |86715 |85.721 |119 |34.38 |157.86 |22.35 |24.88 |1.84 |
|ГКО, 6 мес.|22044 |07.08.96|05.03.97|177 |33 |62.09 | | | | | |97.70 |97.68 |98.83 |97.84 |97.85 |98.83 |97.68 |97.83 |98.00 |48148 |47.110 |126 |37.57 |182.67 |24.42 |27.32 |2.00 |
|ГКО, 6 мес.|22045 |14.08.96|19.03.97|170 |47 |67.66 | | | | | |96.60 |96.56 |96.96 |96.76 |96.96 |96.97 |96.56 |96.80 |96.96 |17611 |17.040 |44 |40.01 |142.07 |26.00 |29.15 |2.12 |
|ГКО, 6 мес.|22046 |21.08.96|26.03.97|163 |54 |69.40 | | | | | |96.20 |96.05 |96.50 |96.23 |96.48 |96.50 |96.05 |96.33 |96.48 |19148 |18.427 |57 |40.74 |133.18 |26.48 |29.66 |2.16 |
|ГКО, 6 мес.|22047 |28.08.96|02.04.97|156 |61 |69.35 | | | | | |95.83 |95.50 |95.85 |95.75 |95.85 |95.85 |95.50 |95.73 |95.85 |26028 |24.922 |64 |40.86 |137.03 |26.56 |29.68 |2.16 |
|ГКО, 6 мес.|22048 |04.09.96|09.04.97|149 |68 |68.27 | | | | | |95.25 |95.14 |95.39 |95.25 |95.39 |95.39 |95.14 |95.27 |95.39 |38414 |36.589 |44 |41.18 |148.94 |26.77 |29.85 |2.17 |
|ГКО, 6 мес.|22049 |11.09.96|16.04.97|142 |75 |71.22 | | | | | |94.50 |94.50 |94.99 |94.71 |94.71 |95.00 |94.50 |94.71 |94.94 |26559 |25.154 |45 |41.82 |130.43 |27.18 |30.28 |2.20 |
|ГКО, 6 мес.|22050 |18.09.96|30.04.97|135 |89 |72.68 | | | | | |93.56 |93.40 |93.75 |93.57 |93.62 |93.75 |93.40 |93.62 |93.75 |27222 |25.473 |64 |43.36 |119.56 |28.18 |31.33 |2.27 |
|ГКО, 6 мес.|22051 |25.09.96|21.05.97|128 |110 |64.99 | | | | | |92.15 |91.85 |92.59 |91.99 |92.59 |92.15 |91.85 |91.85 |92.59 |11048 |10.163 |42 |44.45 |182.26 |28.89 |31.92 |2.30 |
|ГКО, 6 мес.|22052 |02.10.96|14.05.97|121 |103 |71.18 | | | | | |92.56 |92.38 |92.61 |92.45 |92.61 |92.61 |92.31 |92.46 |92.65 |194027 |179.369 |96 |44.52 |138.68 |28.94 |32.07 |2.31 |
|ГКО, 6 мес.|22053 |09.10.96|04.06.97|114 |124 |75.55 | | | | | |91.08 |90.75 |91.19 |90.92 |91.19 |91.19 |90.75 |90.91 |91.19 |22892 |20.814 |60 |45.23 |100.21 |29.40 |32.34 |2.33 |
|ГКО, 6 мес.|22054 |16.10.96|18.06.97|107 |138 |72.68 | | | | | |90.01 |89.90 |90.19 |89.97 |90.19 |90.19 |89.90 |89.95 |90.24 |11204 |10.081 |32 |45.36 |124.85 |29.49 |32.25 |2.32 |
|ГКО, 6 мес.|22055 |23.10.96|23.04.97|100 |82 |77.88 | | | | | |94.10 |93.91 |94.29 |94.06 |94.18 |94.29 |93.91 |94.18 |94.35 |132868 |124.977 |149 |43.25 |116.66 |28.11 |31.33 |2.27 |
|ГКО, 6 мес.|22056 |30.10.96|12.03.97|93 |40 |82.44 | | | | | |97.17 |97.10 |97.45 |97.25 |97.26 |97.45 |97.10 |97.26 |97.40 |155538 |151.255 |211 |39.70 |108.47 |25.80 |28.98 |2.11 |
|ГКО, 6 мес.|22057 |06.11.96|25.06.97|86 |145 |74.51 | | | | | |89.31 |89.25 |89.42 |89.38 |89.25 |89.42 |89.25 |89.26 |89.40 |24259 |21.683 |42 |46.01 |130.31 |29.91 |32.66 |2.35 |
|ГКО, 6 мес.|22058 |13.11.96|30.07.97|79 |180 |72.64 | | | | | |86.72 |86.60 |86.95 |86.74 |86.69 |86.95 |86.60 |86.69 |86.88 |100724 |87.373 |171 |47.69 |137.97 |31.00 |33.44 |2.40 |
|ГКО, 6 мес.|22059 |20.11.96|03.09.97|72 |215 |73.86 | | | | | |84.01 |84.01 |84.43 |84.28 |84.42 |84.43 |84.01 |84.26 |84.42 |49666 |41.857 |97 |48.72 |110.03 |31.67 |33.69 |2.42 |
|ГКО, 6 мес.|22060 |27.11.96|17.09.97|65 |229 |76.52 | | | | | |83.15 |83.15 |83.63 |83.36 |83.53 |85.36 |83.15 |83.35 |83.53 |338291 |282.004 |615 |48.95 |77.22 |31.82 |33.65 |2.41 |
|ГКО, 6 мес.|22061 |04.12.96|13.08.97|58 |194 |81.79 | |ё | | | |85.70 |85.55 |85.95 |85.67 |85.77 |85.95 |85.55 |85.77 |85.90 |89720 |76.860 |105 |48.42 |45.93 |31.47 |33.78 |2.42 |
|ГКО, 6 мес.|22062 |11.12.96|02.07.97|51 |152 |81.41 | | | | | |88.83 |88.30 |88.83 |88.59 |88.60 |88.83 |88.20 |88.60 |88.75 |164569 |145.795 |250 |47.58 |97.11 |30.93 |33.77 |2.42 |
|ГКО, 6 мес.|22063 |18.12.96|07.05.97|44 |96 |86.71 | | | | | |92.85 |92.83 |93.20 |92.98 |93.01 |93.20 |92.83 |93.01 |93.20 |227638 |211.650 |194 |44.16 |92.3 |28.71 |31.88 |2.30 |
|ГКО, 6 мес.|22064 |25.12.96|23.07.97|37 |173 |84.21 | | | | | |87.40 |86.95 |87.46 |87.23 |87.28 |87.60 |86.95 |87.12 |87.28 |218625 |190.712 |343 |47.52 |54.4 |30.89 |33.41 |2.40 |
|ГКО, 6 мес.|22065 |05.01.97|20.08.97|26 |201 |81.32 | | | | | |85.32 |84.87 |85.39 |85.09 |85.13 |85.97 |83.39 |85.13 |85.21 |397249 |338.023 |692 |48.95 |100.1 |31.82 |34.07 |2.44 |
|ГКО, 6 мес.|22066 |08.01.97|11.06.97|23 |131 |86.57 | | | | | |90.34 |90.10 |90.40 |90.28 |90.30 |90.40 |90.10 |90.30 |90.48 |194385 |175.483 |333 |46.15 |104.6 |30.00 |32.96 |2.37 |
|ГКО, 6 мес.|22067 |08.01.97|01.10.97|23 |243 |78.74 | | | | | |82.55 |82.35 |82.85 |82.61 |82.65 |82.85 |82.35 |82.59 |82.85 |329527 |272.229 |420 |48.65 |120.0 |31.62 |33.24 |2.39 |
|ГКО, 6 мес.|22068 |15.01.97|08.10.97|16 |250 |80.51 | | | | | |82.22 |81.93 |82.45 |82.18 |82.23 |82.45 |81.12 |82.23 |82.40 |378050 |310.688 |579 |48.71 |72.8 |31.66 |33.18 |2.38 |
|ОФЗ-ПК |24003 |23.08.95|26.02.97|527 |26 |92.59 |27.11.96|1154805 |26.02.97 |99851 |71322.1 |100.50 |100.46 |100.84 |100.63 |100.84 |100.84 |100.46 |100.67 |100.84 |199936 |201.186 |346 |47.29 |147.12 |28.96 |- |- |
|ОФЗ-ПК |24004 |22.11.95|28.05.97|436 |26 |94.07 |27.11.96|883426 |26.02.97 |99851 |71322.1 |100.30 |100.25 |100.55 |100.41 |100.35 |100.55 |100.27 |100.35 |100.55 |24589 |24.690 |67 |50.15 |136.36 |31.89 |- |- |
|ОФЗ-ПК |24005 |10.01.96|09.07.97|387 |68 |101.50 |08.01.97|869337 |09.04.97 |83097 |21002.5 |99.89 |99.63 |100.00 |99.92 |100.00 |100.00 |99.63 |99.88 |100.00 |31040 |31.014 |66 |50.13 |125.81 |33.09 |- |- |
|ОФЗ-ПК |24006 |07.02.96|04.02.98|359 |5 |98.40 |06.11.96|604958 |05.02.97 |117402 |110951.3 |97.00 |96.70 |97.13 |96.92 |96.82 |97.13 |96.70 |96.82 |97.15 |46465 |45.036 |130 |260.80 |112.27 |251.75 |- |- |
|ОФЗ-ПК |24007 |13.03.96|11.03.98|324 |40 |87.84 |11.12.96|708578 |12.03.97 |81426 |45634.4 |97.20 |96.65 |97.20 |96.87 |97.00 |97.90 |96.65 |97.00 |97.10 |25439 |24.644 |99 |75.86 |160.39 |60.36 | | |
|ОФЗ-ПК |24008 |17.07.96|15.07.98|198 |75 |94.57 |15.01.97|311545 |16.04.97 |84019 |14772.6 |97.89 |97.51 |97.89 |97.64 |97.84 |97.89 |97.50 |97.70 |97.84 |40527 |39.572 |100 |63.39 |103.84 |45.59 | | |
|ОФЗ-ПК |24009 |23.10.96|21.10.98|100 |82 |90.03 |22.01.97|106657 |23.04.97 |78385 |7752.4 |97.00 |96.88 |97.34 |97.06 |97.25 |97.34 |96.14 |97.03 |97.25 |53750 |52.172 |151 |62.55 |99.86 |45.51 | | |
|ОФЗ-ПК |24010 |18.12.96|17.06.98|44 |138 |93.02 |18.12.96|0 |18.06.97 |187884 |45422.5 |100.30 |100.00 |100.30 |100.12 |100.29 |100.31 |100.00 |100.17 |100.29 |121812 |121.953 |255 |53.83 |125.6 |35.70 |- |- |
|РАО ВСМ |22VSMO1 |29.02.96|28.02.97|337 |28 |95.02 |30.11.96|71484 |28.02.97 |10179 |7012.2 |100.51 |100.31 |100.99 |100.43 |100.36 |100.99 |100.31 |100.36 |100.90 |18088 |1.817 |37 |52.06 |143.8 |33.2 | | |
|РАО ВСМ |22VSMO2 |03.10.96|03.10.97|120 |62 |80.93 |03.01.97|14151 |03.04.97 |8981 |2794.1 |98.96 |98.85 |99.35 |99.01 |99.25 |99.96 |98.85 |99.01 |99.50 |28784 |2.850 |49 |59.88 |165.93 |41.50 |- |- |
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| |Итого за |ГКО, 6 мес. |3675479 |3275.653 |5402 ||
|* рассчитано по официальной формуле доходности ГКО, ставка налога на прибыль - 35% |торговую |ОФЗ-ПК |543558 |540.267 |1214 ||
|** рассчитано по формуле сложных процентов |сессию |ГКО и ОФЗ |4219037 |3815.9204986616 ||
|Входящий остаток в торговой системе на 31 января 2.4191 трлн. руб. | |РАО ВСМ |46872 |4.666 |86 ||
|Сальдо по операциям ЦБ на 24 января составило +54.5 млрд.руб. | |Всего |4265909 |3820.587 |6702 ||
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