Итоги сделок в системе единых межрегиональных биржевых торгов по государственным ценным бумагам за 05.05.97
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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|68 |23 |93.26 | | | | | |98.15 |98.09 |98.35 |98.18 |98.24 |98.35 |86.70 |98.15 |98.26 |148074 |145.382 |228 |45.26 |43.57 |29.42 |33.84 |2.42 |
|ГКО, 6 мес. |22051 |25.09.96|21.05.97|222 |16 |64.99 | | | | | |98.83 |98.79 |99.01 |98.92 |98.91 |99.01 |98.79 |98.81 |98.91 |170085 |168.242 |179 |38.32 |132.06 |24.91 |28.11 |2.06 |
|ГКО, 6 мес. |22052 |02.10.96|14.05.97|215 |9 |71.18 | | | | | |99.45 |99.29 |99.45 |99.38 |99.30 |99.45 |99.29 |99.30 |99.40 |105623 |104.963 |207 |38.93 |103.47 |25.30 |28.69 |2.09 |
|ГКО, 6 мес. |22053 |09.10.96|04.06.97|208 |30 |75.55 | | | | | |97.98 |97.88 |98.05 |97.98 |98.02 |98.05 |97.88 |97.90 |98.02 |40204 |39.393 |117 |38.59 |80.15 |25.08 |28.18 |2.06 |
|ГКО, 6 мес. |22054 |16.10.96|18.06.97|201 |44 |72.68 | | | | | |97.29 |96.80 |97.29 |96.99 |97.02 |97.77 |96.07 |96.89 |97.02 |161378 |156.518 |219 |39.61 |93.44 |25.74 |28.86 |2.11 |
|ГКО, 6 мес. |22057 |06.11.96|25.06.97|180 |51 |74.51 | | | | | |97.00 |96.26 |97.00 |96.54 |96.50 |97.01 |96.20 |96.45 |96.63 |128447 |124.006 |178 |39.46 |92.24 |25.65 |28.66 |2.09 |
|ГКО, 6 мес. |22058 |13.11.96|30.07.97|173 |86 |72.64 | | | | | |94.50 |94.10 |94.50 |94.34 |94.40 |94.50 |94.00 |94.31 |94.55 |24196 |22.826 |71 |39.17 |96.97 |25.46 |28.05 |2.05 |
|ГКО, 6 мес. |22059 |20.11.96|03.09.97|166 |121 |73.86 | | | | | |91.93 |91.93 |92.31 |92.22 |92.28 |92.31 |91.93 |92.28 |92.33 |31744 |29.274 |72 |39.15 |84.09 |25.45 |27.68 |2.03 |
|ГКО, 6 мес. |22060 |27.11.96|17.09.97|159 |135 |76.52 | | | | | |91.36 |91.36 |91.65 |91.57 |91.51 |91.65 |91.35 |91.50 |91.51 |64465 |59.028 |168 |38.29 |69.46 |24.89 |26.88 |1.98 |
|ГКО, 6 мес. |22061 |04.12.96|13.08.97|152 |100 |81.79 | | | | | |93.75 |93.35 |93.75 |93.42 |93.50 |97.43 |93.35 |93.40 |93.50 |121195 |113.225 |186 |39.55 |52.53 |25.71 |28.20 |2.06 |
|ГКО, 6 мес. |22062 |11.12.96|02.07.97|145 |58 |81.41 | | | | | |96.01 |95.91 |96.29 |96.05 |95.99 |96.29 |95.91 |95.98 |96.10 |124388 |119.469 |205 |39.82 |69.64 |25.88 |28.87 |2.11 |
|ГКО, 6 мес. |22063 |18.12.96|07.05.97|138 |2 |86.71 | | | | | |99.82 |99.81 |99.89 |99.85 |99.85 |99.90 |99.80 |99.85 |99.86 |474253 |473.555 |470 |42.18 |61.7 |27.42 |31.52 |2.28 |
|ГКО, 6 мес. |22064 |25.12.96|23.07.97|131 |79 |84.21 | | | | | |94.80 |94.71 |94.95 |94.85 |94.72 |94.98 |94.71 |94.72 |94.84 |19391 |18.393 |56 |38.59 |54.2 |25.09 |27.67 |2.03 |
|ГКО, 6 мес. |22065 |05.01.97|20.08.97|120 |107 |81.32 | | | | | |93.00 |92.86 |93.15 |93.01 |93.01 |93.85 |92.85 |93.00 |93.15 |101754 |94.639 |178 |39.44 |67.3 |25.64 |28.04 |2.05 |
|ГКО, 6 мес. |22066 |08.01.97|11.06.97|117 |37 |86.57 | | | | | |97.70 |97.40 |97.70 |97.53 |97.56 |98.00 |97.40 |97.41 |97.56 |31521 |30.742 |104 |38.44 |60.8 |24.98 |27.98 |2.05 |
|ГКО, 6 мес. |22067 |08.01.97|01.10.97|117 |149 |78.74 | | | | | |90.70 |90.41 |90.76 |90.64 |90.74 |90.76 |90.46 |90.55 |90.74 |50628 |45.889 |129 |38.92 |72.5 |25.30 |27.22 |2.00 |
|ГКО, 6 мес. |22068 |15.01.97|08.10.97|110 |156 |80.51 | | | | | |90.10 |90.00 |90.54 |90.27 |90.29 |90.55 |90.00 |90.30 |90.49 |55478 |50.078 |139 |38.80 |61.9 |25.22 |27.06 |1.99 |
|ГКО, 6 мес. |22069 |05.02.97|16.07.97|89 |72 |86.14 | | | | | |95.22 |94.35 |95.22 |94.74 |94.55 |95.22 |94.35 |94.55 |94.80 |20941 |19.840 |92 |43.30 |63.0 |28.15 |31.51 |2.28 |
|ГКО, 6 мес. |22070 |05.02.97|19.11.97|89 |198 |77.93 | | | | | |86.35 |86.25 |86.48 |86.28 |86.28 |86.48 |86.25 |86.25 |86.28 |14620 |12.614 |31 |45.10 |67.6 |29.31 |31.26 |2.26 |
|ГКО, 6 мес. |22071 |12.02.97|27.08.97|82 |114 |86.97 | | | | | |92.00 |91.40 |92.10 |92.00 |92.09 |92.15 |91.46 |92.00 |92.09 |8899 |8.187 |42 |42.83 |39.6 |27.84 |30.60 |2.22 |
|ГКО, 6 мес. |22072 |12.02.97|26.11.97|82 |205 |80.91 | | | | | |85.70 |85.70 |86.10 |85.87 |85.80 |86.10 |85.70 |85.80 |86.00 |10615 |9.115 |26 |45.07 |42.0 |29.30 |31.16 |2.25 |
|ГКО, 6 мес. |22073 |19.02.97|06.08.97|75 |93 |87.82 | | | | | |93.65 |92.65 |93.65 |93.36 |93.37 |93.65 |92.65 |93.37 |93.45 |18518 |17.288 |60 |42.94 |47.2 |27.91 |30.95 |2.24 |
|ГКО, 6 мес. |22074 |19.02.97|10.12.97|75 |219 |80.17 | | | | | |85.27 |84.85 |85.45 |85.25 |85.45 |85.50 |84.85 |85.20 |85.68 |22320 |19.027 |34 |44.36 |47.4 |28.84 |30.47 |2.21 |
|ГКО, 6 мес. |22075 |05.03.97|29.10.97|61 |177 |83.77 | | | | | |87.40 |87.40 |87.95 |87.62 |87.70 |88.00 |87.40 |87.55 |87.70 |32008 |28.046 |87 |44.83 |42.3 |29.14 |31.33 |2.27 |
|ГКО, 6 мес. |22076 |19.03.97|10.09.97|47 |128 |85.63 | | | | | |91.11 |90.76 |91.11 |91.02 |91.00 |91.11 |90.76 |90.90 |91.00 |15201 |13.836 |40 |43.28 |75.2 |28.13 |30.77 |2.23 |
|ГКО, 6 мес. |22077 |19.03.97|14.01.98|47 |254 |77.75 | | | | | |82.93 |82.83 |83.28 |82.94 |83.06 |83.28 |82.83 |82.94 |83.06 |16466 |13.657 |37 |45.47 |79.8 |29.56 |30.84 |2.23 |
|ГКО, 6 мес. |22078 |26.03.97|03.12.97|40 |212 |79.85 | | | | | |84.90 |84.90 |85.50 |85.30 |85.30 |85.50 |84.90 |85.30 |85.38 |32553 |27.767 |52 |45.65 |95.8 |29.67 |31.49 |2.28 |
|ГКО, 6 мес. |22079 |02.04.97|22.10.97|33 |170 |83.13 | | | | | |88.20 |88.03 |88.30 |88.08 |88.20 |88.30 |88.03 |88.05 |88.20 |2873 |2.530 |15 |44.70 |101.3 |29.06 |31.33 |2.27 |
|ГКО, 6 мес. |22080 |16.04.97|24.12.97|19 |233 |81.18 | | | | | |83.80 |83.70 |83.98 |83.92 |83.96 |84.00 |83.70 |83.87 |83.98 |75582 |63.426 |107 |46.18 |99.8 |30.02 |31.60 |2.28 |
|ГКО, 6 мес. |22081 |30.04.97|18.03.98|5 |317 |81.18 |35238 |-35473.82 | | | |78.50 |78.40 |78.95 |78.84 |78.94 |78.95 |78.40 |78.88 |78.95 |263416 |207.680 |331 |47.54 |-323.7 |30.90 |31.49 |2.28 |
|ГКО, 12 мес.|23002 |26.02.97|18.02.98|68 |289 |76.73 | | | | | |80.75 |80.75 |81.00 |80.82 |81.00 |81.00 |80.75 |80.88 |81.00 |15332 |12.391 |32 |46.11 |44.0 |29.97 |30.86 |2.24 |
|ГКО, 12 мес.|23003 |12.03.97|04.03.98|54 |303 |74.80 | | | | | |79.76 |79.76 |80.27 |80.02 |80.03 |80.18 |79.75 |80.02 |80.25 |93683 |74.963 |82 |46.27 |72.6 |30.08 |30.80 |2.23 |
|ГКО, 12 мес.|23004 |09.04.97|08.04.98|26 |338 |74.76 | | | | | |77.77 |77.70 |77.97 |77.83 |77.97 |77.97 |77.70 |77.82 |77.97 |15166 |11.803 |48 |47.32 |88.7 |30.76 |31.08 |2.25 |
|ГКО, 12 мес.|23005 |23.04.97|22.04.98|12 |352 |75.94 | | | | | |76.80 |76.70 |77.13 |76.99 |77.13 |77.13 |76.70 |76.99 |77.13 |294450 |226.682 |312 |47.68 |64.7 |30.99 |31.15 |2.25 |
|ОФЗ-ПК |24004 |22.11.95|28.05.97|530 |23 |94.07 |26.02.97|983277 |28.05.97 |63625 |47544.0 |99.90 |99.60 |100.00 |99.93 |99.98 |100.00 |99.00 |99.80 |99.98 |89415 |89.349 |107 |37.65 |120.39 |25.44 |- |- |
|ОФЗ-ПК |24005 |10.01.96|09.07.97|481 |65 |101.50 |09.04.97|952434 |09.07.97 |77213 |22060.9 |100.84 |100.25 |100.84 |100.57 |100.65 |100.84 |100.25 |100.48 |100.71 |23992 |24.128 |37 |42.75 |111.39 |27.02 |- |- |
|ОФЗ-ПК |24006 |07.02.96|04.02.98|453 |2 |98.40 |05.02.97|722360 |07.05.97 |72999 |71394.6 |99.00 |99.00 |99.65 |99.26 |99.25 |99.65 |99.00 |99.10 |99.25 |18673 |18.535 |31 |163.36 |100.70 |154.45 |- |- |
|ОФЗ-ПК |24007 |13.03.96|11.03.98|418 |37 |87.84 |12.03.97|790004 |11.06.97 |61705 |36616.2 |98.60 |98.50 |98.75 |98.62 |98.62 |98.75 |98.50 |98.47 |98.61 |22499 |22.188 |41 |49.58 |137.14 |37.51 | | |
|ОФЗ-ПК |24008 |17.07.96|15.07.98|292 |72 |94.57 |16.04.97|395564 |16.07.97 |75268 |15715.3 |100.15 |99.99 |100.25 |100.08 |100.05 |100.25 |99.99 |100.05 |100.19 |16839 |16.852 |25 |44.92 |90.92 |29.30 | | |
|ОФЗ-ПК |24009 |23.10.96|21.10.98|194 |79 |90.03 |23.04.97|185042 |23.07.97 |75518 |9958.4 |100.20 |100.20 |100.45 |100.31 |100.34 |100.54 |100.11 |100.25 |100.33 |15542 |15.590 |25 |44.35 |84.18 |28.49 | | |
|ОФЗ-ПК |24010 |18.12.96|17.06.98|138 |44 |93.02 |18.12.96|0 |18.06.97 |187884 |142461.5 |98.99 |98.72 |98.99 |98.84 |98.83 |98.99 |98.71 |98.82 |98.87 |47700 |47.148 |132 |55.97 |78.87 |41.83 | | |
|ОФЗ-ПК |24011 |02.04.97|31.03.99|33 |149 |95.87 |02.04.97|0 |01.10.97 |186737 |33858.9 |99.90 |99.75 |100.16 |99.98 |99.96 |100.20 |99.75 |99.93 |100.08 |49154 |49.145 |146 |54.82 |107.51 |36.28 | | |
|ОФЗ-ПК |24012 |30.04.97|28.04.99|5 |177 |95.87 |30.04.97|0 |29.10.97 |162155 |4454.8 |98.20 |97.90 |98.20 |98.06 |98.03 |98.20 |97.90 |98.03 |98.07 |74804 |73.352 |210 |54.72 |218.9 |37.07 |- |- |
|ОФЗ-ПД |25001 |06.06.96|06.06.99|333 |32 |- |06.06.96|0 |06.06.97 |200000 |182465.8 |0.00 |0.00 |0.00 |0.00 |0.00 |92.37 |93.08 |92.37 |93.08 |0 |0.000 |0 |4172.87 |- |6360.78 | | |
|РАО ВСМ |22VSMO2 |03.10.96|03.10.97|214 |59 |80.93 |03.04.97|23132 |03.07.97 |9097 |3198.9 |100.88 |100.67 |100.92 |100.85 |100.92 |100.92 |100.67 |100.86 |100.92 |2815 |0.284 |21 |48.10 |127.4 |30.01 | | |
|РАО ВСМ |22VSMO3 |20.03.97|20.03.98|46 |46 |94.76 |20.03.97|0 |20.06.97 |8251 |4125.5 |98.30 |98.30 |98.69 |98.57 |98.69 |98.69 |98.30 |98.61 |98.69 |17104 |1.686 |73 |58.82 |85.05 |42.92 |- |- |
| | | | | | | | | | | | |100.30 | | | | | | | | | | | | | | | | |
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| |Итого за |ГКО, 3 мес. |148074 |145.382 |228 ||
|* рассчитано по официальной формуле доходности ГКО, ставка налога на прибыль - 35% | |ГКО, 6 мес. |2238762 |2093.253 |3632 ||
|** рассчитано по формуле сложных процентов | |ГКО, 12 мес. |418631 |325.839 |474 ||
|Входящий остаток в торговой системе на 5 мая - 7.752 трлн. руб. |торговую |ОФЗ-ПК |358618 |356.287 |754 ||
|Сальдо по операциям ЦБ на 28 апреля составило -290.82 млрд.руб. | |ОФЗ-ПД |0 |0.000 |0 ||
| |сессию |ГКО и ОФЗ |3164085 |2920.7612275088 ||
| | |РАО ВСМ |19919 |1.9698111994 ||
| | |Всего |3184004 |2922.731 |5182 ||
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