Итоги сделок в системе единых межрегиональных биржевых торгов по государственным ценным бумагам за 31.03.97
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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|33 |58 |93.26 | | | | | |94.79 |94.65 |95.45 |94.87 |95.00 |95.45 |94.65 |94.80 |95.00 |42830 |40.632 |161 |52.35 |29.38 |34.03 |39.29 |2.76 |
|ГКО, 6 мес. |22047 |28.08.96|02.04.97|215 |2 |69.35 | | | | | |99.87 |99.87 |99.94 |99.90 |99.94 |99.94 |99.87 |99.92 |0.00 |377151 |376.766 |241 |28.11 |115.06 |18.27 |20.03 |1.51 |
|ГКО, 6 мес. |22048 |04.09.96|09.04.97|208 |9 |68.27 | | | | | |99.20 |99.20 |99.39 |99.34 |99.36 |99.39 |98.26 |99.27 |99.36 |73341 |72.853 |122 |41.45 |122.86 |26.94 |30.81 |2.23 |
|ГКО, 6 мес. |22049 |11.09.96|16.04.97|201 |16 |71.22 | | | | | |98.70 |98.66 |98.87 |98.75 |98.79 |98.87 |98.64 |98.73 |98.79 |73739 |72.818 |107 |44.43 |107.99 |28.88 |33.24 |2.39 |
|ГКО, 6 мес. |22050 |18.09.96|30.04.97|194 |30 |72.68 | | | | | |97.50 |97.50 |97.94 |97.62 |97.59 |97.94 |97.50 |97.58 |97.73 |42946 |41.925 |138 |45.63 |99.33 |29.66 |34.05 |2.44 |
|ГКО, 6 мес. |22051 |25.09.96|21.05.97|187 |51 |64.99 | | | | | |96.18 |95.82 |96.18 |95.94 |95.85 |96.18 |95.82 |95.85 |96.04 |33153 |31.808 |82 |46.59 |143.01 |30.29 |34.53 |2.47 |
|ГКО, 6 мес. |22052 |02.10.96|14.05.97|180 |44 |71.18 | | | | | |96.38 |96.36 |96.66 |96.47 |96.46 |96.66 |96.35 |96.46 |96.60 |14018 |13.524 |38 |46.70 |110.84 |30.35 |34.73 |2.48 |
|ГКО, 6 мес. |22053 |09.10.96|04.06.97|173 |65 |75.55 | | | | | |94.80 |94.75 |95.13 |94.84 |94.85 |95.13 |94.75 |94.75 |94.85 |20836 |19.761 |60 |47.00 |82.88 |30.55 |34.65 |2.48 |
|ГКО, 6 мес. |22054 |16.10.96|18.06.97|166 |79 |72.68 | | | | | |93.56 |93.56 |94.35 |93.89 |93.77 |94.35 |93.56 |93.71 |93.96 |39990 |37.548 |78 |46.26 |98.72 |30.07 |33.82 |2.42 |
|ГКО, 6 мес. |22055 |23.10.96|23.04.97|159 |23 |77.88 | | | | | |98.29 |98.06 |98.29 |98.14 |98.08 |98.30 |98.05 |98.08 |98.21 |135897 |133.365 |281 |46.27 |91.87 |30.08 |34.71 |2.48 |
|ГКО, 6 мес. |22057 |06.11.96|25.06.97|145 |86 |74.51 | | | | | |93.61 |93.25 |93.82 |93.43 |93.50 |93.82 |83.55 |93.25 |93.50 |27598 |25.786 |77 |45.92 |98.34 |29.85 |33.43 |2.40 |
|ГКО, 6 мес. |22058 |13.11.96|30.07.97|138 |121 |72.64 | | | | | |90.44 |90.44 |91.03 |90.74 |90.60 |91.05 |90.24 |90.59 |90.76 |39133 |35.511 |98 |47.36 |101.39 |30.78 |34.06 |2.44 |
|ГКО, 6 мес. |22059 |20.11.96|03.09.97|131 |156 |73.86 | | | | | |88.62 |88.17 |88.67 |88.36 |88.34 |89.42 |88.17 |88.20 |88.34 |80083 |70.758 |143 |47.42 |84.15 |30.82 |33.58 |2.41 |
|ГКО, 6 мес. |22060 |27.11.96|17.09.97|124 |170 |76.52 | | | | | |88.00 |87.22 |88.00 |87.46 |87.27 |99.44 |87.20 |87.27 |87.48 |98734 |86.354 |199 |47.36 |64.74 |30.78 |33.33 |2.39 |
|ГКО, 6 мес. |22061 |04.12.96|13.08.97|117 |135 |81.79 | | | | | |90.03 |89.58 |90.08 |89.77 |89.70 |90.08 |89.58 |89.59 |89.78 |117075 |105.094 |163 |47.40 |46.83 |30.81 |33.88 |2.43 |
|ГКО, 6 мес. |22062 |11.12.96|02.07.97|110 |93 |81.41 | | | | | |92.85 |92.56 |93.14 |92.88 |92.90 |93.81 |92.56 |92.65 |92.90 |75614 |70.228 |157 |46.29 |71.92 |30.09 |33.63 |2.41 |
|ГКО, 6 мес. |22063 |18.12.96|07.05.97|103 |37 |86.71 | | | | | |96.96 |96.91 |97.16 |97.03 |96.98 |97.16 |96.17 |96.98 |97.13 |39389 |38.220 |115 |46.45 |64.9 |30.20 |34.64 |2.47 |
|ГКО, 6 мес. |22064 |25.12.96|23.07.97|96 |114 |84.21 | | | | | |90.92 |90.92 |91.61 |91.37 |91.19 |91.61 |90.92 |91.20 |91.33 |39665 |36.243 |115 |46.52 |49.7 |30.24 |33.50 |2.40 |
|ГКО, 6 мес. |22065 |05.01.97|20.08.97|85 |142 |81.32 | | | | | |89.18 |89.16 |89.56 |89.33 |89.17 |89.56 |89.15 |89.13 |89.32 |78805 |70.398 |156 |47.23 |65.1 |30.70 |33.65 |2.41 |
|ГКО, 6 мес. |22066 |08.01.97|11.06.97|82 |72 |86.57 | | | | | |94.32 |94.22 |94.53 |94.35 |94.25 |94.53 |94.21 |94.25 |94.44 |114752 |108.271 |162 |46.70 |61.5 |30.36 |34.29 |2.45 |
|ГКО, 6 мес. |22067 |08.01.97|01.10.97|82 |184 |78.74 | | | | | |87.25 |86.31 |87.25 |86.56 |86.58 |87.25 |86.31 |86.42 |86.57 |323865 |280.334 |567 |47.39 |68.0 |30.80 |33.15 |2.38 |
|ГКО, 6 мес. |22068 |15.01.97|08.10.97|75 |191 |80.51 | | | | | |86.80 |86.04 |86.80 |86.19 |86.13 |86.80 |86.04 |86.09 |86.20 |123637 |106.563 |197 |47.11 |52.8 |30.62 |32.84 |2.36 |
|ГКО, 6 мес. |22069 |05.02.97|16.07.97|54 |107 |86.14 | | | | | |90.61 |90.42 |90.90 |90.56 |90.61 |90.90 |90.42 |90.46 |90.63 |47021 |42.581 |120 |54.71 |53.4 |35.56 |40.25 |2.82 |
|ГКО, 6 мес. |22070 |05.02.97|19.11.97|54 |233 |77.93 | | | | | |81.80 |81.45 |82.00 |81.86 |81.45 |82.05 |81.45 |81.45 |81.91 |7617 |6.235 |18 |53.41 |52.4 |34.71 |36.83 |2.61 |
|ГКО, 6 мес. |22071 |12.02.97|27.08.97|47 |149 |86.97 | | | | | |87.55 |87.18 |87.67 |87.35 |87.29 |87.67 |87.18 |87.18 |87.30 |20556 |17.956 |53 |54.58 |5.2 |35.48 |39.28 |2.76 |
|ГКО, 6 мес. |22072 |12.02.97|26.11.97|47 |240 |80.91 | | | | | |81.35 |81.20 |81.80 |81.31 |81.25 |81.80 |81.00 |81.25 |81.29 |14872 |12.092 |57 |53.78 |5.9 |34.96 |36.98 |2.62 |
|ГКО, 6 мес. |22073 |19.02.97|06.08.97|40 |128 |87.82 | | | | | |89.07 |89.01 |89.41 |89.04 |89.01 |89.45 |89.01 |88.72 |89.16 |3977 |3.541 |22 |54.00 |19.5 |35.10 |39.24 |2.76 |
|ГКО, 6 мес. |22074 |19.02.97|10.12.97|40 |254 |80.17 | | | | | |80.43 |80.07 |80.59 |80.26 |80.11 |80.59 |80.07 |80.07 |80.11 |116388 |93.414 |128 |54.37 |1.6 |35.34 |37.16 |2.63 |
|ГКО, 6 мес. |22075 |05.03.97|29.10.97|26 |212 |83.77 | | | | | |83.35 |82.94 |83.39 |83.11 |83.00 |83.39 |82.94 |82.96 |83.09 |79172 |65.796 |136 |53.83 |-17.0 |34.99 |37.51 |2.65 |
|ГКО, 6 мес. |22076 |19.03.97|10.09.97|12 |163 |85.63 | | | | | |86.30 |86.01 |86.45 |86.20 |86.09 |86.50 |86.00 |86.09 |86.17 |120095 |103.523 |209 |55.15 |31.1 |35.85 |39.45 |2.77 |
|ГКО, 6 мес. |22077 |19.03.97|14.01.98|12 |289 |77.75 | | | | | |77.72 |77.65 |78.10 |77.84 |77.79 |78.10 |77.62 |77.69 |77.79 |371275 |288.987 |416 |55.32 |5.4 |35.96 |37.22 |2.63 |
|ГКО, 6 мес. |22078 |26.03.97|03.12.97|5 |247 |79.85 | | | | | |80.40 |80.21 |80.70 |80.39 |80.28 |86.66 |80.15 |80.27 |80.29 |271256 |218.057 |447 |55.46 |76.0 |36.05 |38.07 |2.69 |
|ГКО, 12 мес.|23002 |26.02.97|18.02.98|33 |324 |76.73 | | | | | |76.41 |76.20 |76.49 |76.32 |76.35 |76.49 |76.20 |76.35 |76.43 |32762 |25.005 |55 |53.77 |-9.1 |34.95 |35.59 |2.53 |
|ГКО, 12 мес.|23003 |12.03.97|04.03.98|19 |338 |74.80 | | | | | |75.80 |75.25 |76.00 |75.40 |75.40 |76.00 |20.00 |75.27 |75.40 |1323341 |997.832 |238 |54.20 |23.7 |35.23 |35.65 |2.54 |
|ОФЗ-ПК |24004 |22.11.95|28.05.97|495 |58 |94.07 |26.02.97|983277 |28.05.97 |63625 |23072.8 |98.87 |98.66 |98.94 |98.86 |98.66 |98.94 |98.66 |98.66 |98.89 |26491 |26.188 |58 |45.34 |125.11 |32.32 |- |- |
|ОФЗ-ПК |24005 |10.01.96|09.07.97|446 |9 |101.50 |08.01.97|869337 |09.04.97 |83097 |74878.6 |99.40 |99.20 |99.49 |99.35 |99.40 |99.49 |99.20 |99.40 |99.49 |24570 |24.410 |67 |70.03 |115.39 |55.87 |- |- |
|ОФЗ-ПК |24006 |07.02.96|04.02.98|418 |37 |98.40 |05.02.97|722360 |07.05.97 |72999 |43318.1 |98.50 |98.37 |103.50 |100.21 |98.50 |98.51 |98.37 |98.40 |98.70 |35875 |35.951 |44 |40.21 |106.14 |26.03 |- |- |
|ОФЗ-ПК |24007 |13.03.96|11.03.98|383 |72 |87.84 |12.03.97|790004 |11.06.97 |61705 |12883.5 |98.00 |97.65 |98.00 |97.86 |97.70 |99.95 |97.65 |97.65 |97.90 |20539 |20.099 |42 |49.00 |144.88 |35.90 | | |
|ОФЗ-ПК |24008 |17.07.96|15.07.98|257 |16 |94.57 |15.01.97|311545 |16.04.97 |84019 |69246.4 |98.58 |98.20 |98.58 |98.36 |98.40 |98.58 |98.20 |98.15 |98.40 |32788 |32.250 |82 |81.88 |93.67 |67.54 | | |
|ОФЗ-ПК |24009 |23.10.96|21.10.98|159 |23 |90.03 |22.01.97|106657 |23.04.97 |78385 |58573.4 |98.05 |98.05 |98.42 |98.28 |98.35 |98.42 |98.05 |98.31 |98.45 |16305 |16.025 |33 |70.52 |85.85 |56.40 | | |
|ОФЗ-ПК |24010 |18.12.96|17.06.98|103 |79 |93.02 |18.12.96|0 |18.06.97 |187884 |106330.0 |98.36 |97.94 |98.36 |98.03 |98.00 |98.95 |97.94 |97.96 |98.02 |107721 |105.601 |220 |58.63 |81.4 |43.05 |- |- |
|ОФЗ-ПД |25001 |06.06.96|06.06.99|298 |67 |- |06.06.96|0 |06.06.97 |200000 |163287.7 |0.00 |0.00 |0.00 |0.00 |0.00 |91.91 |92.65 |91.91 |92.65 |0 |0.000 |0 |2291.08 |- |3458.78 | | |
|РАО ВСМ |22VSMO2 |03.10.96|03.10.97|179 |3 |80.93 |03.01.97|14151 |03.04.97 |8981 |8681.6 |99.75 |99.60 |99.99 |99.73 |99.68 |99.99 |99.60 |99.68 |99.78 |16512 |1.647 |55 |78.60 |135.9 |63.90 | | |
|РАО ВСМ |22VSMO3 |20.03.97|20.03.98|11 |81 |94.76 |20.03.97|0 |20.06.97 |8251 |986.5 |97.80 |97.40 |97.80 |97.53 |97.49 |97.80 |97.40 |97.45 |97.49 |29091 |2.837 |72 |62.08 |150.14 |44.53 |- |- |
| | | | | | | | | | | | |100.30 | | | | | | | | | | | | | | | | |
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| |Итого за |ГКО, 3 мес. |42830 |40.632 |161 ||
|* рассчитано по официальной формуле доходности ГКО, ставка налога на прибыль - 35% | |ГКО, 6 мес. |3021650 |2686.310 |4902 ||
|** рассчитано по формуле сложных процентов | |ГКО, 12 мес. |1356103 |1022.837 |293 ||
|Входящий остаток в торговой системе на 31 марта 2.8308 трлн. руб. |торговую |ОФЗ-ПК |264289 |260.526 |546 ||
|Сальдо по операциям ЦБ на 24 марта составило -197.6 млрд.руб. | |ОФЗ-ПД |0 |0.000 |0 ||
| |сессию |ГКО и ОФЗ |4684872 |4010.3042465902 ||
| | |РАО ВСМ |45603 |4.48408804127 ||
| | |Всего |4730475 |4014.788 |6029 ||
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