Итоги сделок в системе единых межрегиональных биржевых торгов по государственным ценным бумагам за 28.02.97
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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, 3 мес. |21072 |26.02.97|28.05.97|2 |89 |93.26 | | | | | |93.64 |93.46 |93.64 |93.54 |93.52 |102.00 |93.46 |93.51 |93.63 |155709 |145.652 |263 |43.57 |84.30 |28.32 |31.51 |2.28 |
|ГКО, 6 мес. |22044 |07.08.96|05.03.97|205 |5 |62.09 | | | | | |99.75 |99.75 |99.90 |99.80 |99.90 |99.90 |99.74 |99.85 |99.90 |351755 |351.069 |291 |22.51 |166.36 |14.63 |15.74 |1.21 |
|ГКО, 6 мес. |22045 |14.08.96|19.03.97|198 |19 |67.66 | | | | | |99.00 |98.79 |99.37 |99.15 |99.10 |99.37 |98.79 |99.10 |99.25 |141447 |140.241 |140 |25.34 |131.99 |16.47 |17.82 |1.36 |
|ГКО, 6 мес. |22046 |21.08.96|26.03.97|191 |26 |69.40 | | | | | |98.41 |98.38 |98.66 |98.53 |98.62 |98.66 |98.38 |98.50 |98.70 |46192 |45.512 |77 |32.22 |123.40 |20.94 |23.11 |1.72 |
|ГКО, 6 мес. |22047 |28.08.96|02.04.97|184 |33 |69.35 | | | | | |98.10 |97.90 |98.25 |98.08 |98.25 |99.01 |97.90 |98.03 |98.30 |52179 |51.178 |95 |33.31 |126.43 |21.65 |23.92 |1.78 |
|ГКО, 6 мес. |22048 |04.09.96|09.04.97|177 |40 |68.27 | | | | | |97.60 |97.41 |97.70 |97.61 |97.70 |97.70 |97.41 |97.54 |97.70 |29759 |29.049 |56 |34.37 |136.34 |22.34 |24.70 |1.83 |
|ГКО, 6 мес. |22049 |11.09.96|16.04.97|170 |47 |71.22 | | | | | |96.71 |96.71 |97.33 |97.15 |97.33 |97.33 |96.70 |97.01 |97.33 |33889 |32.924 |47 |35.05 |120.26 |22.78 |25.18 |1.86 |
|ГКО, 6 мес. |22050 |18.09.96|30.04.97|163 |61 |72.68 | | | | | |95.99 |95.99 |96.30 |96.16 |96.10 |96.30 |95.99 |96.10 |96.30 |55437 |53.310 |77 |36.76 |111.29 |23.89 |26.40 |1.94 |
|ГКО, 6 мес. |22051 |25.09.96|21.05.97|156 |82 |64.99 | | | | | |94.71 |94.71 |94.95 |94.86 |94.95 |94.95 |94.71 |94.80 |94.99 |40891 |38.790 |63 |37.11 |165.44 |24.12 |26.48 |1.95 |
|ГКО, 6 мес. |22052 |02.10.96|14.05.97|149 |75 |71.18 | | | | | |95.23 |95.14 |95.40 |95.22 |95.20 |95.40 |95.00 |95.23 |95.40 |174719 |166.366 |130 |37.59 |127.28 |24.43 |26.92 |1.98 |
|ГКО, 6 мес. |22053 |09.10.96|04.06.97|142 |96 |75.55 | | | | | |93.99 |93.77 |93.99 |93.89 |93.98 |93.99 |93.76 |93.88 |93.98 |68912 |64.699 |127 |38.07 |96.00 |24.74 |27.09 |1.99 |
|ГКО, 6 мес. |22054 |16.10.96|18.06.97|135 |110 |72.68 | | | | | |93.20 |92.91 |93.20 |93.10 |93.03 |93.20 |92.90 |93.03 |93.15 |19251 |17.923 |60 |37.83 |116.87 |24.59 |26.77 |1.97 |
|ГКО, 6 мес. |22055 |23.10.96|23.04.97|128 |54 |77.88 | | | | | |95.85 |95.85 |96.74 |96.58 |96.58 |96.74 |95.80 |96.58 |96.74 |135638 |131.001 |196 |36.82 |105.34 |23.94 |26.52 |1.95 |
|ГКО, 6 мес. |22056 |30.10.96|12.03.97|121 |12 |82.44 | | | | | |99.20 |99.17 |99.45 |99.33 |99.37 |99.45 |99.17 |99.37 |99.45 |166189 |165.068 |251 |31.56 |95.08 |20.52 |22.69 |1.69 |
|ГКО, 6 мес. |22057 |06.11.96|25.06.97|114 |117 |74.51 | | | | | |92.35 |92.35 |92.85 |92.63 |92.59 |92.85 |91.97 |92.59 |92.79 |37761 |34.976 |62 |38.19 |119.79 |24.82 |26.98 |1.98 |
|ГКО, 6 мес. |22058 |13.11.96|30.07.97|107 |152 |72.64 | | | | | |90.50 |90.31 |90.64 |90.52 |90.64 |90.70 |90.30 |90.50 |90.64 |70212 |63.557 |97 |38.69 |129.18 |25.15 |27.02 |1.99 |
|ГКО, 6 мес. |22059 |20.11.96|03.09.97|100 |187 |73.86 | | | | | |88.45 |88.42 |88.64 |88.54 |88.64 |88.64 |88.42 |88.50 |88.64 |48100 |42.589 |85 |38.87 |111.61 |25.26 |26.82 |1.97 |
|ГКО, 6 мес. |22060 |27.11.96|17.09.97|93 |201 |76.52 | | | | | |87.99 |87.69 |87.99 |87.79 |87.87 |88.00 |87.68 |87.79 |87.91 |86718 |76.126 |169 |38.86 |88.93 |25.26 |26.68 |1.96 |
|ГКО, 6 мес. |22061 |04.12.96|13.08.97|86 |166 |81.79 | |ё | | | |89.80 |89.56 |89.80 |89.67 |89.61 |89.80 |89.56 |89.61 |89.84 |86051 |77.165 |159 |38.97 |62.91 |25.33 |27.09 |1.99 |
|ГКО, 6 мес. |22062 |11.12.96|02.07.97|79 |124 |81.41 | | | | | |92.19 |92.08 |92.35 |92.21 |92.21 |92.35 |92.07 |92.21 |92.30 |30388 |28.021 |110 |38.26 |94.30 |24.87 |26.96 |1.98 |
|ГКО, 6 мес. |22063 |18.12.96|07.05.97|72 |68 |86.71 | | | | | |95.70 |95.55 |95.90 |95.71 |95.90 |95.90 |95.55 |95.69 |95.93 |77154 |73.845 |129 |37.01 |81.0 |24.06 |26.54 |1.95 |
|ГКО, 6 мес. |22064 |25.12.96|23.07.97|65 |145 |84.21 | | | | | |90.30 |90.30 |91.40 |91.06 |91.09 |91.65 |90.30 |91.09 |91.24 |107232 |97.650 |174 |38.02 |70.3 |24.71 |26.58 |1.96 |
|ГКО, 6 мес. |22065 |05.01.97|20.08.97|54 |173 |81.32 | | | | | |89.35 |89.09 |89.45 |89.33 |89.42 |89.45 |89.09 |89.35 |89.42 |107708 |96.215 |182 |38.77 |102.4 |25.20 |26.88 |1.98 |
|ГКО, 6 мес. |22066 |08.01.97|11.06.97|51 |103 |86.57 | | | | | |92.95 |92.95 |93.57 |93.44 |93.44 |93.57 |92.90 |93.44 |93.55 |184070 |172.001 |253 |38.27 |87.4 |24.88 |27.18 |2.00 |
|ГКО, 6 мес. |22067 |08.01.97|01.10.97|51 |215 |78.74 | | | | | |87.32 |86.91 |87.32 |87.06 |87.18 |87.32 |86.91 |87.05 |87.18 |149849 |130.459 |354 |38.82 |116.3 |25.23 |26.52 |1.95 |
|ГКО, 6 мес. |22068 |15.01.97|08.10.97|44 |222 |80.51 | | | | | |86.89 |86.67 |86.89 |86.78 |86.74 |86.89 |86.67 |86.74 |86.88 |102040 |88.550 |249 |38.53 |99.4 |25.05 |26.25 |1.93 |
|ГКО, 6 мес. |22069 |05.02.97|16.07.97|23 |138 |86.14 | | | | | |90.21 |89.98 |90.28 |90.15 |90.14 |90.30 |89.98 |90.14 |90.25 |43974 |39.645 |117 |44.46 |113.7 |28.90 |31.56 |2.28 |
|ГКО, 6 мес. |22070 |05.02.97|19.11.97|23 |264 |77.93 | | | | | |82.45 |82.18 |82.52 |82.28 |82.33 |83.00 |82.18 |82.20 |82.35 |315735 |259.787 |341 |45.81 |136.3 |29.78 |30.95 |2.24 |
|ГКО, 6 мес. |22071 |12.02.97|27.08.97|16 |180 |86.97 | | | | | |87.21 |87.11 |87.42 |87.29 |87.41 |87.42 |87.11 |87.27 |87.40 |215538 |188.150 |176 |45.42 |12.9 |29.53 |31.74 |2.29 |
|ГКО, 6 мес. |22072 |12.02.97|26.11.97|16 |271 |80.91 | | | | | |82.00 |81.56 |82.00 |81.85 |81.92 |82.00 |81.56 |81.77 |81.92 |206356 |168.909 |277 |45.95 |40.8 |29.87 |30.96 |2.24 |
|ГКО, 6 мес. |22073 |19.02.97|06.08.97|9 |159 |87.82 | | | | | |88.50 |88.50 |88.79 |88.66 |88.79 |88.79 |88.50 |88.62 |88.75 |98388 |87.233 |142 |45.17 |59.7 |29.36 |31.82 |2.30 |
|ГКО, 6 мес. |22074 |19.02.97|10.12.97|9 |285 |80.17 | | | | | |80.90 |80.85 |81.19 |81.05 |81.15 |81.20 |80.85 |81.05 |81.15 |130346 |105.643 |254 |46.07 |68.5 |29.94 |30.88 |2.24 |
|ГКО, 12 мес.|23002 |26.02.97|18.02.98|2 |355 |76.73 | | | | | |77.18 |77.10 |77.47 |77.27 |77.43 |88.30 |77.10 |77.30 |77.43 |746106 |576.527 |860 |46.53 |197.6 |30.24 |30.36 |2.20 |
|ОФЗ-ПК |24004 |22.11.95|28.05.97|464 |89 |94.07 |26.02.97|983277 |28.05.97 |63625 |1398.4 |100.16 |100.16 |100.30 |100.25 |100.16 |100.30 |100.16 |100.16 |100.33 |38401 |38.498 |75 |38.06 |131.85 |24.40 |- |- |
|ОФЗ-ПК |24005 |10.01.96|09.07.97|415 |40 |101.50 |08.01.97|869337 |09.04.97 |83097 |46570.8 |100.60 |100.42 |100.86 |100.56 |100.62 |100.86 |100.42 |100.47 |101.63 |20057 |20.169 |36 |42.86 |121.29 |26.82 |- |- |
|ОФЗ-ПК |24006 |07.02.96|04.02.98|387 |68 |98.40 |05.02.97|722360 |07.05.97 |72999 |18450.3 |99.99 |99.65 |99.99 |99.83 |99.75 |99.99 |99.65 |99.75 |99.90 |77076 |76.944 |183 |44.76 |110.61 |29.69 |- |- |
|ОФЗ-ПК |24007 |13.03.96|11.03.98|352 |12 |87.84 |11.12.96|708578 |12.03.97 |81426 |70688.5 |99.60 |99.41 |99.65 |99.55 |99.50 |99.65 |99.38 |99.45 |99.64 |71075 |70.756 |150 |57.90 |155.35 |43.47 | | |
|ОФЗ-ПК |24008 |17.07.96|15.07.98|226 |47 |94.57 |15.01.97|311545 |16.04.97 |84019 |40624.6 |99.71 |99.71 |100.10 |99.95 |100.10 |100.10 |99.00 |99.85 |100.10 |47709 |47.684 |144 |49.18 |101.72 |32.77 | | |
|ОФЗ-ПК |24009 |23.10.96|21.10.98|128 |54 |90.03 |22.01.97|106657 |23.04.97 |78385 |31870.8 |100.00 |99.76 |100.09 |99.90 |99.99 |100.09 |99.76 |99.90 |100.05 |22600 |22.578 |68 |46.80 |98.76 |31.15 | | |
|ОФЗ-ПК |24010 |18.12.96|17.06.98|72 |110 |93.02 |18.12.96|0 |18.06.97 |187884 |74327.7 |102.00 |101.84 |102.13 |101.96 |101.97 |102.13 |101.60 |101.97 |102.13 |111187 |113.372 |172 |45.39 |111.0 |28.50 |- |- |
|ОФЗ-ПД |25001 |06.06.96|06.06.99|267 |98 |- |06.06.96|0 |06.06.97 |200000 |146301.4 |92.37 |92.37 |92.37 |92.37 |92.37 |92.37 |92.37 |91.62 |92.37 |1141 |1.054 |5 |51.52 |- |45.25 | | |
|РАО ВСМ |22VSMO2 |03.10.96|03.10.97|148 |34 |80.93 |03.01.97|14151 |03.04.97 |8981 |5588.2 |100.69 |99.80 |100.95 |100.49 |100.80 |100.95 |99.80 |100.47 |100.80 |27059 |2.719 |60 |46.55 |152.15 |29.38 |- |- |
| | | | | | | | | | | | |100.30 | | | | | | | | | | | | | | | | |
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| |Итого за |ГКО, 3 мес. |155709 |145.652 |263 ||
| * рассчитано по официальной формуле доходности ГКО, ставка налога на прибыль - 35% | |ГКО, 6 мес. |3413878 |3117.649 |4940 ||
| ** рассчитано по формуле сложных процентов | |ГКО, 12 мес. |746106 |576.527 |860 ||
| Входящий остаток в торговой системе на 28 февраля 2.9073 трлн. руб. |торговую |ОФЗ-ПК |388105 |390.001 |828 ||
| Сальдо по операциям ЦБ на 21 февраля составило -179.1 млрд.руб. | |ОФЗ-ПД |1141 |1.054 |5 ||
| |сессию |ГКО и ОФЗ |4704939 |4230.883926896 ||
| | |РАО ВСМ |27059 |2.719 |60 ||
| | |Всего |4731998 |4233.603 |6956 ||
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