Итоги сделок в системе единых межрегиональных биржевых торгов по государственным ценным бумагам за 06.05.97
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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|69 |22 |93.26 | | | | | |98.39 |98.00 |98.50 |98.41 |98.40 |98.50 |97.32 |98.30 |98.40 |79733 |78.464 |192 |41.24 |44.94 |26.81 |30.46 |2.21 |
|ГКО, 6 мес. |22051 |25.09.96|21.05.97|223 |15 |64.99 | | | | | |99.00 |98.88 |99.16 |99.04 |99.03 |99.16 |98.88 |98.88 |99.03 |394435 |390.660 |301 |36.29 |131.93 |23.59 |26.46 |1.95 |
|ГКО, 6 мес. |22052 |02.10.96|14.05.97|216 |8 |71.18 | | | | | |99.45 |99.35 |99.52 |99.47 |99.44 |99.53 |99.35 |99.35 |99.44 |382496 |380.475 |420 |37.40 |103.32 |24.31 |27.44 |2.01 |
|ГКО, 6 мес. |22053 |09.10.96|04.06.97|209 |29 |75.55 | | | | | |98.11 |98.00 |98.25 |98.13 |98.14 |98.25 |98.00 |97.17 |98.14 |61937 |60.782 |131 |36.90 |80.30 |23.98 |26.82 |1.97 |
|ГКО, 6 мес. |22054 |16.10.96|18.06.97|202 |43 |72.68 | | | | | |97.20 |97.07 |97.31 |97.21 |97.09 |97.31 |97.07 |96.08 |97.09 |168928 |164.218 |216 |37.48 |93.82 |24.36 |27.15 |1.99 |
|ГКО, 6 мес. |22057 |06.11.96|25.06.97|181 |50 |74.51 | | | | | |96.80 |96.63 |96.86 |96.78 |96.77 |96.86 |96.63 |95.75 |96.83 |98534 |95.359 |139 |37.37 |92.73 |24.29 |26.99 |1.98 |
|ГКО, 6 мес. |22058 |13.11.96|30.07.97|174 |85 |72.64 | | | | | |94.54 |94.45 |94.68 |94.62 |94.46 |94.71 |94.42 |94.25 |94.60 |48786 |46.161 |102 |37.56 |97.65 |24.42 |26.80 |1.97 |
|ГКО, 6 мес. |22059 |20.11.96|03.09.97|167 |120 |73.86 | | | | | |92.15 |92.13 |92.57 |92.30 |92.25 |93.31 |92.10 |92.15 |92.25 |105223 |97.123 |174 |39.04 |83.95 |25.37 |27.60 |2.02 |
|ГКО, 6 мес. |22060 |27.11.96|17.09.97|160 |134 |76.52 | | | | | |91.52 |91.42 |91.82 |91.58 |91.42 |93.70 |91.42 |91.42 |91.50 |174131 |159.477 |246 |38.53 |69.07 |25.04 |27.07 |1.99 |
|ГКО, 6 мес. |22061 |04.12.96|13.08.97|153 |99 |81.79 | | | | | |93.72 |93.20 |93.74 |93.60 |93.58 |93.74 |93.20 |93.21 |93.58 |226630 |212.126 |296 |38.78 |53.00 |25.21 |27.62 |2.02 |
|ГКО, 6 мес. |22062 |11.12.96|02.07.97|146 |57 |81.41 | | | | | |96.30 |96.10 |96.45 |96.35 |96.10 |96.49 |96.10 |95.01 |96.30 |118089 |113.781 |206 |37.32 |70.58 |24.26 |26.88 |1.98 |
|ГКО, 6 мес. |22063 |18.12.96|07.05.97|139 |1 |86.71 | | | | | |99.94 |99.91 |99.95 |99.94 |99.95 |99.95 |99.91 |99.93 |99.96 |823577 |823.066 |659 |33.71 |61.6 |21.91 |24.49 |1.82 |
|ГКО, 6 мес. |22064 |25.12.96|23.07.97|132 |78 |84.21 | | | | | |94.98 |94.98 |95.15 |95.07 |95.06 |95.15 |94.95 |94.76 |95.03 |29431 |27.980 |81 |37.33 |54.9 |24.27 |26.69 |1.96 |
|ГКО, 6 мес. |22065 |05.01.97|20.08.97|121 |106 |81.32 | | | | | |93.08 |93.00 |93.44 |93.18 |93.01 |93.44 |93.00 |93.01 |93.11 |232835 |216.962 |271 |38.77 |67.7 |25.20 |27.54 |2.02 |
|ГКО, 6 мес. |22066 |08.01.97|11.06.97|118 |36 |86.57 | | | | | |97.55 |97.40 |97.80 |97.68 |97.40 |97.80 |97.40 |97.40 |97.68 |90798 |88.693 |144 |37.05 |61.1 |24.08 |26.87 |1.98 |
|ГКО, 6 мес. |22067 |08.01.97|01.10.97|118 |148 |78.74 | | | | | |90.94 |90.51 |90.94 |90.71 |90.65 |90.95 |90.51 |90.50 |90.65 |78863 |71.539 |180 |38.86 |72.3 |25.26 |27.18 |2.00 |
|ГКО, 6 мес. |22068 |15.01.97|08.10.97|111 |155 |80.51 | | | | | |90.65 |90.29 |90.65 |90.45 |90.50 |90.65 |72.24 |90.38 |90.49 |89254 |80.734 |171 |38.25 |62.5 |24.86 |26.66 |1.96 |
|ГКО, 6 мес. |22069 |05.02.97|16.07.97|90 |71 |86.14 | | | | | |95.08 |94.80 |95.18 |95.07 |95.00 |95.18 |94.80 |94.82 |95.00 |51200 |48.678 |116 |41.01 |64.7 |26.66 |29.68 |2.16 |
|ГКО, 6 мес. |22070 |05.02.97|19.11.97|90 |197 |77.93 | | | | | |86.45 |86.36 |88.10 |86.51 |86.47 |88.10 |86.36 |86.47 |86.60 |35796 |30.967 |56 |44.45 |68.7 |28.89 |30.80 |2.23 |
|ГКО, 6 мес. |22071 |12.02.97|27.08.97|83 |113 |86.97 | | | | | |92.52 |92.07 |92.52 |92.14 |92.10 |93.00 |92.00 |91.83 |92.10 |13732 |12.653 |53 |42.39 |40.2 |27.55 |30.27 |2.20 |
|ГКО, 6 мес. |22072 |12.02.97|26.11.97|83 |204 |80.91 | | | | | |86.03 |85.93 |87.56 |86.10 |86.03 |87.56 |85.92 |86.03 |86.11 |49316 |42.460 |85 |44.44 |43.4 |28.89 |30.71 |2.23 |
|ГКО, 6 мес. |22073 |19.02.97|06.08.97|76 |92 |87.82 | | | | | |93.60 |93.40 |93.70 |93.51 |93.46 |93.70 |93.00 |93.37 |93.54 |38161 |35.683 |83 |42.36 |47.9 |27.54 |30.50 |2.21 |
|ГКО, 6 мес. |22074 |19.02.97|10.12.97|76 |218 |80.17 | | | | | |85.50 |85.28 |85.90 |85.63 |85.28 |85.91 |85.28 |85.26 |85.30 |110123 |94.294 |134 |43.23 |50.3 |28.10 |29.66 |2.16 |
|ГКО, 6 мес. |22075 |05.03.97|29.10.97|62 |176 |83.77 | | | | | |88.20 |87.73 |88.20 |87.82 |87.80 |88.25 |87.73 |87.75 |87.80 |67586 |59.355 |110 |44.25 |43.8 |28.76 |30.91 |2.24 |
|ГКО, 6 мес. |22076 |19.03.97|10.09.97|48 |127 |85.63 | | | | | |91.00 |91.00 |91.34 |91.20 |91.05 |91.35 |91.00 |90.80 |91.05 |26797 |24.439 |55 |42.66 |76.1 |27.73 |30.31 |2.20 |
|ГКО, 6 мес. |22077 |19.03.97|14.01.98|48 |253 |77.75 | | | | | |83.10 |83.10 |83.60 |83.22 |83.23 |83.60 |83.10 |83.15 |83.22 |32182 |26.781 |47 |44.75 |82.3 |29.09 |30.34 |2.20 |
|ГКО, 6 мес. |22078 |26.03.97|03.12.97|41 |211 |79.85 | | | | | |85.60 |85.50 |85.69 |85.59 |85.53 |85.75 |85.40 |85.53 |85.65 |50849 |43.522 |70 |44.81 |98.5 |29.12 |30.89 |2.24 |
|ГКО, 6 мес. |22079 |02.04.97|22.10.97|34 |169 |83.13 | | | | | |88.55 |88.16 |88.55 |88.32 |88.16 |88.55 |88.16 |88.16 |88.34 |24736 |21.847 |58 |43.94 |103.1 |28.56 |30.77 |2.23 |
|ГКО, 6 мес. |22080 |16.04.97|24.12.97|20 |232 |81.18 | | | | | |84.15 |84.10 |84.45 |84.24 |84.10 |84.50 |79.22 |84.05 |84.22 |168348 |141.815 |186 |45.28 |105.8 |29.43 |30.97 |2.24 |
|ГКО, 6 мес. |22081 |30.04.97|18.03.98|6 |316 |81.18 |35240 |-35474.82 | | | |78.75 |78.75 |79.29 |79.16 |78.91 |79.37 |72.15 |78.87 |78.91 |591233 |468.031 |714 |46.78 |-232.9 |30.41 |30.99 |2.24 |
|ГКО, 12 мес.|23002 |26.02.97|18.02.98|69 |288 |76.73 | | | | | |81.22 |81.00 |81.32 |81.11 |81.09 |81.32 |80.75 |81.11 |81.20 |30792 |24.976 |43 |45.41 |46.5 |29.52 |30.39 |2.20 |
|ГКО, 12 мес.|23003 |12.03.97|04.03.98|55 |302 |74.80 | | | | | |80.20 |80.20 |80.88 |80.36 |80.30 |80.44 |80.00 |80.27 |80.46 |71113 |57.145 |95 |45.44 |75.9 |29.54 |30.25 |2.20 |
|ГКО, 12 мес.|23004 |09.04.97|08.04.98|27 |337 |74.76 | | | | | |78.00 |78.00 |78.38 |78.10 |78.06 |78.38 |78.00 |78.06 |78.10 |103928 |81.164 |105 |46.72 |92.9 |30.37 |30.70 |2.22 |
|ГКО, 12 мес.|23005 |23.04.97|22.04.98|13 |351 |75.94 | | | | | |77.10 |77.10 |77.40 |77.33 |77.31 |77.40 |77.10 |77.11 |77.25 |346813 |268.196 |406 |46.90 |79.1 |30.49 |30.65 |2.22 |
|ОФЗ-ПК |24004 |22.11.95|28.05.97|531 |22 |94.07 |26.02.97|983277 |28.05.97 |63625 |48243.1 |99.97 |99.80 |100.10 |99.97 |99.95 |100.10 |99.00 |99.80 |99.95 |110828 |110.790 |119 |37.02 |120.27 |24.83 |- |- |
|ОФЗ-ПК |24005 |10.01.96|09.07.97|482 |64 |101.50 |09.04.97|952434 |09.07.97 |77213 |22909.4 |100.60 |100.51 |100.90 |100.75 |100.70 |100.90 |100.51 |0.00 |100.75 |80773 |81.380 |88 |41.59 |111.39 |25.90 |- |- |
|ОФЗ-ПК |24006 |07.02.96|04.02.98|454 |1 |98.40 |05.02.97|722360 |07.05.97 |72999 |72196.8 |99.15 |99.15 |99.35 |99.27 |99.20 |99.60 |99.15 |99.30 |99.60 |29917 |29.698 |57 |282.21 |100.59 |277.71 |- |- |
|ОФЗ-ПК |24007 |13.03.96|11.03.98|419 |36 |87.84 |12.03.97|790004 |11.06.97 |61705 |37294.2 |98.60 |98.60 |98.85 |98.76 |98.75 |98.85 |98.60 |98.65 |98.82 |25332 |25.019 |36 |48.47 |137.05 |36.42 | | |
|ОФЗ-ПК |24008 |17.07.96|15.07.98|293 |71 |94.57 |16.04.97|395564 |16.07.97 |75268 |16542.4 |100.01 |100.01 |100.15 |100.14 |100.05 |100.15 |100.01 |100.05 |100.30 |17012 |17.036 |26 |44.53 |90.85 |28.95 | | |
|ОФЗ-ПК |24009 |23.10.96|21.10.98|195 |78 |90.03 |23.04.97|185042 |23.07.97 |75518 |10788.3 |100.38 |100.20 |100.39 |100.32 |100.25 |100.39 |100.20 |100.20 |100.34 |11544 |11.581 |19 |44.23 |84.03 |28.40 | | |
|ОФЗ-ПК |24010 |18.12.96|17.06.98|139 |43 |93.02 |18.12.96|0 |18.06.97 |187884 |143493.8 |99.10 |98.70 |99.13 |98.97 |98.80 |99.13 |98.70 |98.60 |98.80 |110464 |109.329 |194 |55.11 |79.12 |40.97 | | |
|ОФЗ-ПК |24011 |02.04.97|31.03.99|34 |148 |95.87 |02.04.97|0 |01.10.97 |186737 |34884.9 |100.30 |99.96 |100.30 |100.16 |100.05 |100.80 |99.96 |100.00 |100.10 |125785 |125.982 |217 |54.22 |108.14 |35.75 | | |
|ОФЗ-ПК |24012 |30.04.97|28.04.99|6 |176 |95.87 |30.04.97|0 |29.10.97 |162155 |5345.8 |98.19 |97.98 |98.36 |98.17 |98.05 |98.38 |97.98 |97.86 |98.05 |149340 |146.608 |339 |54.37 |198.1 |36.79 |- |- |
|ОФЗ-ПД |25001 |06.06.96|06.06.99|334 |31 |- |06.06.96|0 |06.06.97 |200000 |183013.7 |92.38 |92.38 |92.38 |92.38 |92.38 |92.38 |92.38 |92.38 |93.09 |5 |0.005 |1 |99.96 |- |99.13 | | |
|РАО ВСМ |22VSMO2 |03.10.96|03.10.97|215 |58 |80.93 |03.04.97|23132 |03.07.97 |9097 |3298.9 |100.92 |100.81 |100.95 |100.83 |100.81 |100.95 |100.81 |100.78 |100.94 |290 |0.029 |12 |48.07 |127.0 |30.02 | | |
|РАО ВСМ |22VSMO3 |20.03.97|20.03.98|47 |45 |94.76 |20.03.97|0 |20.06.97 |8251 |4215.2 |99.50 |98.75 |99.50 |98.84 |98.79 |99.99 |98.75 |98.79 |98.85 |5867 |0.580 |49 |56.75 |86.58 |40.89 |- |- |
| | | | | | | | | | | | |100.30 | | | | | | | | | | | | | | | | |
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| |Итого за |ГКО, 3 мес. |79733 |78.464 |192 ||
|* рассчитано по официальной формуле доходности ГКО, ставка налога на прибыль - 35% | |ГКО, 6 мес. |4384006 |4079.662 |5504 ||
|** рассчитано по формуле сложных процентов | |ГКО, 12 мес. |552646 |431.482 |649 ||
|Входящий остаток в торговой системе на 6 мая - 1.5655 трлн. руб. |торговую |ОФЗ-ПК |660995 |657.423 |1095 ||
|Сальдо по операциям ЦБ на 29 апреля составило +165.76 млрд.руб. | |ОФЗ-ПД |5 |0.005 |1 ||
| |сессию |ГКО и ОФЗ |5677385 |5247.0345937441 ||
| | |РАО ВСМ |6157 |0.6091092561 ||
| | |Всего |5683542 |5247.644 |7502 ||
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