Итоги сделок в системе единых межрегиональных биржевых торгов по государственным ценным бумагам за 30.04.97
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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. | | | | | | | |
+------------+--------+--------+--------+-------+-------+-------+--------+-----------+------------+-----------+-----------------+---------+---------+---------+---------+---------+------------+-----------+-------+-------+---------+---------+----------+---------------+---------------+-----------+-------------+-------------+
|ГКО, 3 мес. |21072 |26.02.97|28.05.97|63 |28 |93.26 | | | | | | |97.90 |98.49 |98.27 |98.27 |98.61 |98.02 |98.15 |98.27 |41386 |40.668 |85 |35.31 |47.88 |22.95 |25.54 |1.89 |
|ГКО, 6 мес. |22051 |25.09.96|21.05.97|217 |21 |64.99 | | | | | | |98.61 |99.00 |98.96 |98.96 |99.00 |98.61 |98.80 |98.96 |128764 |127.421 |127 |28.10 |135.26 |18.27 |19.93 |1.50 |
|ГКО, 6 мес. |22052 |02.10.96|14.05.97|210 |14 |71.18 | | | | | | |99.00 |99.49 |99.43 |99.32 |99.49 |98.80 |99.32 |99.40 |159140 |158.232 |182 |22.99 |106.13 |14.95 |16.07 |1.23 |
|ГКО, 6 мес. |22053 |09.10.96|04.06.97|203 |35 |75.55 | | | | | | |97.73 |98.15 |98.02 |97.85 |98.96 |97.00 |97.85 |98.07 |150859 |147.868 |196 |32.41 |82.27 |21.07 |23.19 |1.73 |
|ГКО, 6 мес. |22054 |16.10.96|18.06.97|196 |49 |72.68 | | | | | | |96.80 |97.25 |97.18 |97.19 |97.25 |96.80 |96.80 |97.19 |72610 |70.566 |77 |33.25 |96.58 |21.62 |23.75 |1.77 |
|ГКО, 6 мес. |22057 |06.11.96|25.06.97|175 |56 |74.51 | | | | | | |96.30 |96.79 |96.64 |96.37 |96.80 |96.30 |96.37 |96.64 |35108 |33.929 |73 |34.86 |95.30 |22.66 |24.95 |1.85 |
|ГКО, 6 мес. |22058 |13.11.96|30.07.97|168 |91 |72.64 | | | | | | |90.38 |94.65 |94.11 |90.38 |94.65 |90.38 |93.60 |94.50 |18035 |16.973 |38 |38.62 |98.79 |25.10 |27.57 |2.02 |
|ГКО, 6 мес. |22059 |20.11.96|03.09.97|161 |126 |73.86 | | | | | | |92.00 |92.50 |92.27 |92.31 |92.50 |92.00 |92.31 |92.49 |13062 |12.053 |30 |37.34 |86.94 |24.27 |26.24 |1.93 |
|ГКО, 6 мес. |22060 |27.11.96|17.09.97|154 |140 |76.52 | | | | | | |91.18 |91.94 |91.63 |91.75 |91.94 |91.15 |91.56 |91.70 |69192 |63.399 |99 |36.64 |72.00 |23.82 |25.60 |1.89 |
|ГКО, 6 мес. |22061 |04.12.96|13.08.97|147 |105 |81.79 | | | | | | |93.27 |93.66 |93.45 |93.52 |93.66 |93.27 |93.32 |93.57 |61456 |57.432 |58 |37.48 |54.46 |24.36 |26.55 |1.95 |
|ГКО, 6 мес. |22062 |11.12.96|02.07.97|140 |63 |81.41 | | | | | | |95.90 |96.40 |96.18 |96.15 |96.75 |95.90 |95.90 |96.17 |56772 |54.606 |126 |35.40 |72.77 |23.01 |25.31 |1.87 |
|ГКО, 6 мес. |22063 |18.12.96|07.05.97|133 |7 |86.71 | | | | | | |99.10 |99.87 |99.82 |99.80 |100.00 |98.60 |99.73 |99.83 |276130 |275.623 |296 |14.47 |63.8 |9.40 |9.85 |0.78 |
|ГКО, 6 мес. |22064 |25.12.96|23.07.97|126 |84 |84.21 | | | | | | |94.40 |96.20 |94.96 |94.81 |96.20 |94.55 |94.46 |94.85 |35199 |33.425 |65 |35.48 |56.9 |23.06 |25.20 |1.86 |
|ГКО, 6 мес. |22065 |05.01.97|20.08.97|115 |112 |81.32 | | | | | | |92.75 |93.40 |93.11 |93.14 |93.45 |92.71 |92.87 |93.38 |51224 |47.694 |66 |37.10 |70.8 |24.12 |26.19 |1.93 |
|ГКО, 6 мес. |22066 |08.01.97|11.06.97|112 |42 |86.57 | | | | | | |97.25 |97.70 |97.53 |97.42 |97.70 |97.25 |0.00 |97.50 |100677 |98.186 |141 |33.86 |63.5 |22.01 |24.28 |1.80 |
|ГКО, 6 мес. |22067 |08.01.97|01.10.97|112 |154 |78.74 | | | | | | |90.49 |90.90 |90.67 |90.54 |90.90 |90.49 |90.52 |90.70 |58842 |53.353 |134 |37.52 |76.0 |24.39 |26.13 |1.93 |
|ГКО, 6 мес. |22068 |15.01.97|08.10.97|105 |161 |80.51 | | | | | | |89.40 |90.45 |90.26 |90.33 |90.48 |88.50 |90.25 |90.33 |122491 |110.566 |153 |37.64 |64.8 |24.46 |26.15 |1.93 |
|ГКО, 6 мес. |22069 |05.02.97|16.07.97|84 |77 |86.14 | | | | | | |94.15 |95.23 |95.08 |94.90 |95.24 |94.15 |94.70 |95.20 |59378 |56.454 |45 |37.74 |69.4 |24.53 |27.02 |1.99 |
|ГКО, 6 мес. |22070 |05.02.97|19.11.97|84 |203 |77.93 | | | | | | |85.80 |86.65 |86.17 |86.21 |86.65 |85.92 |85.92 |86.21 |32523 |28.025 |35 |44.40 |70.7 |28.86 |30.69 |2.22 |
|ГКО, 6 мес. |22071 |12.02.97|27.08.97|77 |119 |86.97 | | | | | | |91.75 |92.11 |92.00 |92.05 |92.11 |91.75 |92.02 |92.10 |12401 |11.409 |34 |41.03 |42.2 |26.67 |29.14 |2.12 |
|ГКО, 6 мес. |22072 |12.02.97|26.11.97|77 |210 |80.91 | | | | | | |85.46 |85.90 |85.61 |85.46 |85.90 |85.46 |85.46 |85.75 |9093 |7.784 |25 |44.95 |42.4 |29.22 |31.00 |2.24 |
|ГКО, 6 мес. |22073 |19.02.97|06.08.97|70 |98 |87.82 | | | | | | |93.00 |93.75 |93.46 |93.40 |93.90 |93.00 |92.90 |93.75 |52819 |49.364 |34 |40.10 |51.5 |26.06 |28.65 |2.09 |
|ГКО, 6 мес. |22074 |19.02.97|10.12.97|70 |224 |80.17 | | | | | | |84.71 |84.84 |84.79 |84.71 |84.84 |84.71 |84.71 |84.83 |1345 |1.140 |9 |44.97 |46.2 |29.23 |30.85 |2.23 |
|ГКО, 6 мес. |22075 |05.03.97|29.10.97|56 |182 |83.77 | | | | | | |87.30 |87.70 |87.40 |87.46 |87.80 |87.30 |87.46 |87.70 |24252 |21.197 |29 |44.48 |43.5 |28.91 |31.01 |2.24 |
|ГКО, 6 мес. |22076 |19.03.97|10.09.97|42 |133 |85.63 | | | | | | |90.65 |91.29 |91.15 |91.16 |91.29 |90.65 |91.15 |91.20 |79191 |72.182 |84 |40.99 |86.2 |26.65 |28.96 |2.11 |
|ГКО, 6 мес. |22077 |19.03.97|14.01.98|42 |259 |77.75 | | | | | | |82.50 |83.00 |82.91 |83.00 |83.00 |82.60 |82.60 |83.00 |36001 |29.847 |30 |44.69 |88.7 |29.05 |30.23 |2.19 |
|ГКО, 6 мес. |22078 |26.03.97|03.12.97|35 |217 |79.85 | | | | | | |84.86 |85.20 |85.08 |85.10 |85.30 |84.91 |84.91 |85.10 |26687 |22.706 |51 |45.38 |105.1 |29.50 |31.23 |2.26 |
|ГКО, 6 мес. |22079 |02.04.97|22.10.97|28 |175 |83.13 | | | | | | |87.75 |88.30 |87.88 |88.20 |88.30 |87.75 |87.95 |88.20 |19056 |16.747 |40 |44.25 |114.6 |28.77 |30.93 |2.24 |
|ГКО, 6 мес. |22080 |16.04.97|24.12.97|14 |238 |81.18 | | | | | | |83.70 |83.95 |83.85 |83.70 |84.00 |83.70 |83.70 |83.83 |41537 |34.827 |64 |45.44 |131.9 |29.54 |31.01 |2.25 |
|ГКО, 6 мес. |22081 |30.04.97|18.03.98|0 |322 |78.72 | | | | | | |78.50 |84.00 |78.72 |78.77 |84.00 |78.50 |78.69 |78.77 |7138523 |5619.800 |1655 |47.14 |- |30.64 |31.16 |2.25 |
|ГКО, 12 мес.|23002 |26.02.97|18.02.98|63 |294 |76.73 | | | | | | |80.63 |81.05 |80.87 |80.76 |81.05 |80.63 |80.79 |81.02 |46917 |37.940 |49 |45.18 |48.1 |29.37 |30.16 |2.19 |
|ГКО, 12 мес.|23003 |12.03.97|04.03.98|49 |308 |74.80 | | | | | | |79.52 |80.15 |79.84 |79.66 |80.15 |79.51 |79.65 |79.87 |35148 |28.061 |36 |46.04 |77.2 |29.92 |30.58 |2.22 |
|ГКО, 12 мес.|23004 |09.04.97|08.04.98|21 |343 |74.76 | | | | | | |77.62 |77.86 |77.71 |77.70 |77.86 |77.62 |77.70 |77.78 |58647 |45.574 |43 |46.96 |105.5 |30.52 |30.78 |2.23 |
|ГКО, 12 мес.|23005 |23.04.97|22.04.98|7 |357 |75.94 | | | | | | |76.75 |77.10 |76.94 |76.90 |77.20 |76.06 |76.75 |76.90 |121799 |93.713 |189 |47.14 |105.6 |30.64 |30.74 |2.23 |
|ОФЗ-ПК |24004 |22.11.95|28.05.97|525 |28 |94.07 |26.02.97|983277 |28.05.97 |63625 |44048.1 | |99.80 |100.35 |100.09 |100.12 |100.35 |99.80 |100.12 |100.34 |88046 |92.003 |88 |35.64 |121.26 |23.30 |- |- |
|ОФЗ-ПК |24005 |10.01.96|09.07.97|476 |70 |101.50 |09.04.97|952434 |09.07.97 |77213 |17818.4 | |100.60 |100.95 |100.85 |100.85 |101.00 |100.60 |100.75 |100.85 |121803 |125.007 |99 |41.72 |112.28 |25.86 |- |- |
|ОФЗ-ПК |24006 |07.02.96|04.02.98|448 |7 |98.40 |05.02.97|722360 |07.05.97 |72999 |67383.7 | |99.10 |99.45 |99.30 |99.45 |99.45 |99.10 |99.10 |99.45 |10644 |11.287 |20 |74.36 |101.34 |62.03 |- |- |
|ОФЗ-ПК |24007 |13.03.96|11.03.98|413 |42 |87.84 |12.03.97|790004 |11.06.97 |61705 |33225.8 | |98.40 |98.60 |98.52 |98.50 |98.60 |98.40 |98.40 |98.70 |5136 |5.231 |6 |49.15 |138.17 |36.93 | | |
|ОФЗ-ПК |24008 |17.07.96|15.07.98|287 |77 |94.57 |16.04.97|395564 |16.07.97 |75268 |11579.7 | |100.10 |100.30 |100.18 |100.10 |100.30 |100.10 |100.10 |100.30 |887 |0.899 |10 |44.72 |91.78 |28.95 | | |
|ОФЗ-ПК |24009 |23.10.96|21.10.98|189 |84 |90.03 |23.04.97|185042 |23.07.97 |75518 |5809.1 | |100.00 |100.40 |100.14 |100.00 |100.40 |100.00 |100.00 |100.40 |2884 |2.905 |10 |45.52 |84.67 |29.47 | | |
|ОФЗ-ПК |24010 |18.12.96|17.06.98|133 |49 |93.02 |18.12.96|0 |18.06.97 |187884 |137299.8 | |98.95 |99.25 |99.11 |99.01 |99.31 |98.95 |99.01 |99.15 |76141 |85.919 |173 |53.73 |80.29 |39.27 | | |
|ОФЗ-ПК |24011 |02.04.97|31.03.99|28 |154 |95.87 |02.04.97|0 |01.10.97 |186737 |28728.8 | |100.00 |100.27 |100.14 |100.20 |100.37 |100.00 |100.07 |100.20 |76471 |78.774 |175 |54.79 |118.16 |36.03 | | |
|ОФЗ-ПК |24012 |30.04.97|28.04.99|0 |182 |98.26 |30.04.97|0 |29.10.97 |162155 |0.0 | |97.40 |100.70 |98.27 |98.33 |116.22 |97.40 |98.29 |98.33 |1697964 |1668.500 |769 |54.44 |- |36.62 |- |- |
|ОФЗ-ПД |25001 |06.06.96|06.06.99|328 |37 |- |06.06.96|0 |06.06.97 |200000 |179726.0 | |0.00 |0.00 |0.00 |0.00 |92.30 |93.02 |92.30 |93.02 |0 |0.000 |0 |- |- |- | | |
|РАО ВСМ |22VSMO2 |03.10.96|03.10.97|209 |64 |80.93 |03.04.97|23132 |03.07.97 |9097 |2699.1 | |100.77 |101.48 |101.10 |101.00 |101.48 |100.77 |100.86 |101.00 |2267 |0.235 |10 |47.37 |129.3 |29.11 | | |
|РАО ВСМ |22VSMO3 |20.03.97|20.03.98|41 |51 |94.76 |20.03.97|0 |20.06.97 |8251 |3677.1 | |98.64 |98.79 |98.74 |98.79 |98.80 |98.64 |98.79 |98.84 |1768 |0.181 |37 |56.88 |90.54 |40.77 |- |- |
| | | | | | | | | | | | |100.30 | | | | | | | | | | | | | | | | |
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| |Итого за |ГКО, 3 мес. |41386 |40.668 |85 ||
|* рассчитано по официальной формуле доходности ГКО, ставка налога на прибыль - 35% | |ГКО, 6 мес. |8942367 |7332.808 |3996 ||
|** рассчитано по формуле сложных процентов | |ГКО, 12 мес. |262511 |205.288 |317 ||
|Входящий остаток в торговой системе на 29 апреля 1.7343 трлн. руб. |торговую |ОФЗ-ПК |2079976 |2070.525 |1350 ||
|Сальдо по операциям ЦБ на 22 апреля составило +589.93 млрд.руб. | |ОФЗ-ПД |0 |0.000 |0 ||
| |сессию |ГКО и ОФЗ |11326240 |9649.289 |5748 ||
| | |РАО ВСМ |4035 |0.416 |47 ||
| | |Всего |11330275 |9649.705 |5795 ||
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