TruevalueBonds

	A	B	C	D	E	F	G	H	I	J	K	L	M	N	O	P	Q	R	S	T	U	V
1	Аукционы ОФЗ	доразмещение ОФЗ 2019-2024	16,634	average	6.64	Всего	185	млрд. руб.	купоны	12,219	листинг	9.7	Кривая ОФЗ		0.10	0.7	http://iss.moex.com/iss/engines/stock/zcyc.html?iss.only=securities&securities.columns=expdate,clcyield&date=	16,819	12,733	9,418	7,400
2	TRADEDATE	SECID	VALUE	CLOSE	YIELDCLOSE	VOLUME	ACCINT	COUPONPERCENT	FACEVALUE	MATDATE	NTrades	MDuraiton	Yield calc	Yield -1d	Premium	PriceDisc	OFZ curve	Income	Future Expenses	Fixed Income	Floaters	Future

3	16/01/2019	SU26223RMFS6	14,062,909,138	93.75	8.17	14,999,998	23.68	6.50	1000	28/02/2024	45	4.0	8.13	8.15	0.02	0.1	26223	14	6	14
4	16/01/2019	SU26224RMFS4	13,703,972,500	91.28	8.33	15,000,000	7.94	6.90	1000	23/05/2029	13	6.7	8.28	8.32	0.01	0.1	26224	14	12	14
5	16/01/2019	SU52002RMFS1	4,833,491,604	93.96	3.30	5,000,000	10.85	2.50	1028.49	02/02/2028	6	7.7						5	4		5
6	23/01/2019	SU26209RMFS5	9,933,249,112	99.16	8.04	10,017,006	0.00	7.60	1000	20/07/2022	36	2.9	8.03	8.02	0.02	0.1	26209	10	3	10
7	23/01/2019	SU26225RMFS1	6,815,579,281	91.03	8.47	7,487,025	11.12	7.25	1000	10/05/2034	36	8.2	8.39	8.38	0.09	0.7	26225	7	9	7
8	30/01/2019	SU26223RMFS6	14,045,741,524	93.64	8.21	15,000,000	26.18	6.50	1000	28/02/2024	26	3.9	8.13	8.15	0.06	0.2	26223	14	6	14
9	30/01/2019	SU26224RMFS4	9,108,351,489	91.08	8.36	9,999,999	10.59	6.90	1000	23/05/2029	29	6.6	8.30	8.32	0.04	0.3	26224	9	8	9
10	06/02/2019	SU26225RMFS1	13,816,854,300	92.11	8.33	15,000,000	13.90	7.25	1000	10/05/2034	58	8.2	8.28	8.25	0.08	0.7	26225	14	18	14
11	06/02/2019	SU26226RMFS9	20,021,441,348	100.11	8.09	19,999,998	10.67	7.95	1000	07/10/2026	39	5.4	8.10	8.07	0.02	0.1	26226	20	12	20
12	13/02/2019	SU26223RMFS6	35,828,205,314	94.04	8.11	38,098,939	28.67	6.50	1000	28/02/2024	52	3.9	8.07	8.02	0.09	0.3	26223	37	14	37
13	13/02/2019	SU26224RMFS4	3,538,380,593	91.04	8.37	3,886,503	13.23	6.90	1000	23/05/2029	4	6.6	8.27	8.21	0.16	1.1	26224	4	3	4
14	20/02/2019	SU26209RMFS5	18,452,741,120	99.07	8.07	18,626,666	5.83	7.60	1000	20/07/2022	13	2.8	8.00	8.01	0.06	0.2	26209	19	4	19
15	20/02/2019	SU26226RMFS9	9,539,426,908	98.44	8.40	9,690,913	13.72	7.95	1000	07/10/2026	20	5.4	8.27	8.29	0.11	0.6	26226	10	6	10
16	20/02/2019	SU52002RMFS1	4,324,321,860	94.65	3.22	4,419,173	0.50	2.50	1033.82	02/02/2028	54	7.8						4	4		4
17	27/02/2019	SU26223RMFS6	32,878,455,831	93.65	8.23	35,106,145	31.16	6.50	1000	28/02/2024	86	3.8	8.16	8.11	0.12	0.5	26223	34	13	34
18	27/02/2019	SU26224RMFS4	20,376,539,471	90.59	8.45	22,493,091	15.88	6.90	1000	23/05/2029	46	6.5	8.43	8.36	0.09	0.6	26224	21	17	21
19	06/03/2019	SU26225RMFS1	15,720,325,942	90.33	8.56	17,403,745	19.47	7.25	1000	10/05/2034	52	8.1	8.48	8.45	0.11	0.9	26225	16	21	16
20	06/03/2019	SU26226RMFS9	28,580,188,625	98.54	8.38	29,004,489	16.77	7.95	1000	07/10/2026	51	5.3	8.31	8.26	0.12	0.6	26226	29	18	29
21	13/03/2019	SU26209RMFS5	34,461,660,721	99.26	8.00	34,717,740	10.20	7.60	1000	20/07/2022	68	2.7	7.89	7.90	0.10	0.3	26209	35	9	35
22	13/03/2019	SU26224RMFS4	51,325,667,277	90.50	8.47	56,716,429	18.53	6.90	1000	23/05/2029	90	6.5	8.37	8.36	0.11	0.7	26224	52	45	52
23	20/03/2019	SU26225RMFS1	9,599,399,223	91.04	8.47	10,543,657	22.25	7.25	1000	10/05/2034	28	8.1	8.33	8.35	0.12	1.0	26225	10	12	10
24	20/03/2019	SU26226RMFS9	60,790,756,222	99.05	8.29	61,374,871	19.82	7.95	1000	07/10/2026	133	5.3	8.12	8.14	0.15	0.8	26226	62	36	62
25	20/03/2019	SU52002RMFS1	1,496,954,813	94.20	3.28	1,526,280	2.50	2.50	1040.8	02/02/2028	2	7.8						2	1		2
26	27/03/2019	SU26224RMFS4	32,889,072,915	91.55	8.30	35,925,351	21.18	6.90	1000	23/05/2029	73	6.5	8.23	8.17	0.13	0.8	26224	34	27	34
27	27/03/2019	SU26227RMFS7	20,933,400,003	97.80	8.08	21,403,282	0.00	7.40	1000	17/07/2024	60	4.0	7.98	7.94	0.14	0.6	26227	21	9	21
28	03/04/2019	SU26209RMFS5	34,686,445,147	99.19	8.03	34,969,733	14.58	7.60	1000	20/07/2022	54	2.7	7.94	7.94	0.09	0.2	26209	35	9	35
29	03/04/2019	SU26226RMFS9	47,396,638,357	98.58	8.38	48,081,015	22.87	7.95	1000	07/10/2026	92	5.3	8.21	8.21	0.17	0.9	26226	48	29	48
30	10/04/2019	SU26224RMFS4	79,247,132,461	91.34	8.34	86,764,511	23.82	6.90	1000	23/05/2029	156	6.5	8.20	8.27	0.07	0.5	26224	81	66	81
31	10/04/2019	SU26227RMFS7	49,160,138,287	97.59	8.13	50,372,670	2.84	7.40	1000	17/07/2024	92	4.0	7.96	7.99	0.14	0.6	26227	49	21	49
32	17/04/2019	SU26225RMFS1	35,852,105,906	90.75	8.51	39,507,199	27.81	7.25	1000	10/05/2034	93	8.0	8.42	8.38	0.13	1.0	26225	37	46	37
33	17/04/2019	SU26226RMFS9	84,581,317,994	99.37	8.23	85,117,060	0.00	7.95	1000	07/10/2026	132	5.2	8.10	8.09	0.14	0.7	26226	85	51	85
34	17/04/2019	SU52002RMFS1	0			0	4.53	2.50	1049.79	02/02/2028		6.5						0	0		0
35	24/04/2019	SU26227RMFS7	53,074,179,307	97.59	8.13	54,387,099	5.68	7.40	1000	17/07/2024	78	3.9	7.98	7.97	0.16	0.6	26227	53	22	53
36	24/04/2019	SU26228RMFS5	4,411,621,280	95.89	8.40	4,600,941	0.00	7.65	1000	10/04/2030	15	7.1	8.26	8.29	0.11	0.8	26228	4	4	4
37	08/05/2019	SU26226RMFS9	73,084,828,595	99.68	8.17	73,318,219	4.57	7.95	1000	07/10/2026	25	5.2	8.03	8.06	0.11	0.6	26226	73	44	73
38	08/05/2019	SU26209RMFS5	25,888,738,673	99.61	7.88	25,989,395	21.87	7.60	1000	20/07/2022	84	2.6	7.76	7.79	0.09	0.2	26209	26	6	26
39	15/05/2019	SU26225RMFS1	35,067,742,055	91.46	8.42	38,341,734	33.37	7.25	1000	10/05/2034	109	8.6	8.33	8.33	0.09	0.8	26225	36	44	36
40	15/05/2019	SU26227RMFS7	92,862,847,185	98.02	8.03	94,743,028	9.94	7.40	1000	17/07/2024	77	3.9	7.86	7.90	0.13	0.5	26227	94	37	94
41	15/05/2019	SU52002RMFS1	1,536,155,293	92.50	3.54	1,571,399	6.59	2.50	1056.84	02/02/2028	6	7.6	8.10	8.13				2	1		2
42	22/05/2019	SU26227RMFS7	72,541,486,629	99.38	7.69	72,996,401	11.36	7.40	1000	17/07/2024	51	3.9	7.66	7.66	0.03	0.1	26227	73	28	73
43	22/05/2019	SU26228RMFS5	23,092,609,882	99.24	7.91	23,269,575	5.87	7.65	1000	10/04/2030	30	7.1	7.91	7.91	0.00	0.0	26228	23	20	23
44	29/05/2019	SU26209RMFS5	17,632,573,791	100.24	7.65	17,589,621	26.24	7.60	1000	20/07/2022	15	2.5	7.58	7.56	0.09	0.2	26209	18	4	18
45	29/05/2019	SU26225RMFS1	26,010,211,201	93.25	8.19	27,892,474	0.00	7.25	1000	10/05/2034	39	8.6	8.12	8.07	0.12	1.0	26225	26	32	26
46	05/06/2019	SU26227RMFS7	47,285,272,950	99.58	7.64	47,487,044	14.19	7.40	1000	17/07/2024	38	3.9	7.59	7.66	-0.02	-0.1	26227	48	17	48
47	05/06/2019	SU26229RMFS3	19,562,523,950	97.78	7.74	20,000,000	0.00	7.15	1000	12/11/2025	18	4.8	7.59	7.66	0.08	0.4	26229	20	9	20
48	19/06/2019	SU26230RMFS1	20,323,211,829	101.62	7.68	19,999,996	2.95	7.70	1000	16/03/2039	40	9.8	7.55	7.65	0.03	0.3	26230	20	30	20
49	19/06/2019	SU52002RMFS1	2,627,228,782	92.27	3.58	2,682,728	9.16	2.50	1061.39	02/02/2028	23	7.5	7.45	7.55				3	2		3
50	26/06/2019	SU26228RMFS5	18,819,859,054	102.35	7.46	18,387,714	13.21	7.65	1000	10/04/2030	13	7.1	7.47	7.46	0.00	0.0	26228	19	15	19
51	03/07/2019	SU26225RMFS1	14,378,408,705	98.67	7.54	14,572,403	6.95	7.25	1000	10/05/2034	31	8.7	7.50	7.49	0.05	0.4	26225	14	16	14
52	10/07/2019	SU26229RMFS3	15,644,850,639	99.98	7.28	15,648,155	6.86	7.15	1000	12/11/2025	17	4.7	7.19	7.23	0.05	0.2	26229	16	7	16
53	17/07/2019	SU26228RMFS5	10,472,001,492	102.73	7.41	10,193,285	17.61	7.65	1000	10/04/2030	10	7.1	7.40	7.40	0.01	0.1	26228	11	8	11
54	17/07/2019	SU52002RMFS1	4,967,353,182	93.35	3.43	4,999,999	11.23	2.50	1064.3	02/02/2028	7	7.4	7.37	7.37				5	4		5
55	24/07/2019	SU26230RMFS1	20,740,302,466	103.70	7.48	19,999,986	10.34	7.70	1000	16/03/2039	61	9.8	7.42	7.43	0.05	0.5	26230	21	29	21
56	31/07/2019	SU26229RMFS3	19,868,172,763	100.40	7.19	19,788,391	10.97	7.15	1000	12/11/2025	20	4.7	7.07	7.10	0.09	0.4	26229	20	9	20
57	07/08/2019	SU26227RMFS7	20,327,192,885	101.64	7.13	19,999,993	2.84	7.40	1000	17/07/2024	13	4.0	7.09	7.12	0.01	0.0	26227	20	7	20
58	14/08/2019	SU26229RMFS3	20,092,472,036	100.46	7.18	19,999,997	13.71	7.15	1000	12/11/2025	28	4.7	7.15	7.13	0.05	0.2	26229	20	9	20
59	21/08/2019	SU26228RMFS5	20,703,559,509	103.52	7.30	19,999,996	24.94	7.65	1000	10/04/2030	30	7.0	7.24	7.30	0.00	0.0	26228	21	15	21
60	21/08/2019	SU52002RMFS1	4,949,739,065	92.68	3.54	4,999,999	0.51	2.50	1068.13	02/02/2028	7	7.3	7.18	7.24				5	4		5
61	28/08/2019	SU24020RMFS8	10,018,392,687	100.18		9,999,993	1.35	6.00	1000	27/07/2022	25	2.6	6.90	6.92				10	2		10
62	28/08/2019	SU26227RMFS7	10,214,995,914	102.15	6.99	9,999,996	7.10	7.40	1000	17/07/2024	13	4.0	6.98	7.00	-0.01	-0.0	26227	10	4	10
63	04/09/2019	SU26230RMFS1	21,120,857,623	105.60	7.29	19,999,979	19.20	7.70	1000	16/03/2039	34	9.8	7.26	7.32	-0.03	-0.3	26230	22	28	22
64	11/09/2019	SU26229RMFS3	14,806,507,073	101.76	6.91	14,550,018	19.20	7.15	1000	12/11/2025	32	4.6	6.79	6.79	0.12	0.6	26229	15	6	15
65	18/09/2019	SU26225RMFS1	18,276,287,577	100.64	7.31	18,160,670	22.25	7.25	1000	10/05/2034	49	8.6	7.29	7.31	0.00	0.0	26225	19	18	19
66	18/09/2019	SU52002RMFS1	4,974,616,916	93.01	3.50	4,999,998	2.56	2.50	1069.73	02/02/2028	7	7.2	6.99	7.00				5	4		5
67	25/09/2019	SU24020RMFS8	15,103,760,241	100.33		15,054,425	6.68	6.00	1000	27/07/2022	22	2.5	6.68	6.68				15	3		15
68	25/09/2019	SU26229RMFS3	17,676,967,926	101.80	6.90	17,364,238	21.94	7.15	1000	12/11/2025	12	4.6	6.77	6.78	0.12	0.5	26229	18	7	18
69	02/10/2019	SU26228RMFS5	22,108,278,217	104.97	7.10	21,061,320	33.75	7.65	1000	10/04/2030	14	6.9	7.06	7.06	0.04	0.3	26228	23	15	23
70	09/10/2019	SU24020RMFS8	10,534,799,253	100.27		10,506,357	9.28	6.00	1000	27/07/2022	11	2.5	6.51	6.55				11	1		11
71	09/10/2019	SU26225RMFS1	42,896,084,365	102.37	7.11	41,904,788	26.42	7.25	1000	10/05/2034	29	8.6	7.10	7.11	0.00	0.0	26225	44	42	44
72	16/10/2019	SU26230RMFS1	32,372,774,102	109.31	6.94	29,615,565	1.48	7.70	1000	16/03/2039	51	9.9	7.01	6.93	0.01	0.1	26230	32	42	32
73	16/10/2019	SU52002RMFS1	4,997,304,755	93.29	3.47	5,000,000	4.62	2.50	1070.93	02/02/2028	11	7.2	6.64	6.64				5	4		5
74	23/10/2019	SU26228RMFS5	32,872,308,905	109.53	6.49	29,999,999	0.00	7.65	1000	10/04/2030	3	7.0	6.50	6.50	-0.01	-0.1	26228	33	21	33
75	30/10/2019	SU24020RMFS8	33,418,690,278	100.25		33,335,319	0.00	6.00	1000	27/07/2022	14	2.4	6.05	6.05				33	6		33
76	30/10/2019	SU26229RMFS3	21,008,089,292	105.04	6.23	19,999,992	28.80	7.15	1000	12/11/2025	39	4.5	6.16	6.15	0.08	0.4	26229	22	7	22
77	06/11/2019	SU26230RMFS1	19,910,254,714	112.41	6.67	17,711,402	5.91	7.70	1000	16/03/2039	31	10.0	6.69	6.69	-0.02	-0.2	26230	20	24	20
78	13/11/2019	SU26229RMFS3	0			0	31.54	7.15	1000	12/11/2025		3.7	6.22	6.17				0	0		0
79	13/11/2019	SU52002RMFS1	37,839,766,026	94.01	3.37	37,582,479	6.68	2.50	1070.95	02/02/2028	21	7.1	6.52	6.45				38	27		38
80	20/11/2019	SU24020RMFS8	31,192,185,008	100.28		31,103,949	3.74	6.00	1000	27/07/2022		2.4	5.90	5.90				31	5		31
81	27/11/2019	SU26223RMFS6	13,187,007,378	101.71	6.13	12,965,908	14.96	6.50	1000	28/02/2024	26	3.5	6.08	6.07	0.06	0.2	26223	13	4	13
82	04/12/2019	SU26228RMFS5	14,483,247,338	109.70	6.46	13,202,125	8.80	7.65	1000	10/04/2030	17	6.9	6.48	6.48	-0.02	-0.1	26228	15	9	15
83	04/12/2019	SU52002RMFS1	28,827,212,706	96.23	3.05	28,016,000	8.20	2.50	1069.26	02/02/2028	22	7.1	6.38	6.41				29	19		29
84	11/12/2019	SU26232RMFS7	25,565,737,055	98.39	6.36	25,983,190	1.15	6.00	1000	06/10/2027	46	6.0	6.34	6.33	0.03	0.2	26232	26	12	26
85	18/12/2019	SU26227RMFS7	28,196,042,647	105.51	6.10	26,724,693	29.80	7.40	1000	17/07/2024	28	3.7	6.00	6.02	0.08	0.3	26227	29	7	29
86	18/12/2019	SU26230RMFS1	33,233,022,442	112.72	6.63	29,482,760	14.77	7.70	1000	16/03/2039	62	9.9	6.63	6.60	0.03	0.3	26230	34	39	34
87			год 2019									5.6	8.5	среднаяя MD и срок погашения			2019	2,077	1,311
88	15/01/2020	SU26230RMFS1	49,326,348,767	115.28	6.41	42,787,842	20.67	7.70	1000	16/03/2039	95	9.9	6.45	6.41	0.00	0.27	26230	50	56	50
89	15/01/2020	SU26232RMFS7	16,541,370,566	99.68	6.14	16,594,262	6.90	6.00	1000	06/10/2027	26	5.9	6.05	6.01	0.13	0.8	26232	17	7	17
90	22/01/2020	SU26229RMFS3	62,011,772,746	106.15	5.97	58,419,004	12.34	7.15	1000	12/11/2025	3	4.6	5.84	5.83	0.14	0.6	26229	63	20	63
91	22/01/2020	SU52002RMFS1	26,235,142,966	98.10	2.78	25,025,695	11.78	2.50	1068.65	02/02/2028	28	7.0	6.07	6.08		-0.61		27	16		27
92	29/01/2020	SU24021RMFS6	36,326,764,274	100.51		36,144,129	0.00	5.90	1000	24/04/2024	87	3.5	5.76	5.77				36	9		36
93	29/01/2020	SU26226RMFS9	25,931,546,612	110.76	6.06	23,413,432	22.87	7.95	1000	07/10/2026	8	5.1	6.01	6.02	0.04	0.10	26226	26	10	26
94	05/02/2020	SU24021RMFS6	62,903,887,431	100.85		62,372,089	1.16	5.90	1000	24/04/2024	10	3.5	5.75	5.77		0.10		63	15		63
95	05/02/2020	SU26228RMFS5	60,007,203,602	111.39	6.22	53,871,308	22.01	7.65	1000	10/04/2030	58	6.8	6.19	6.22	0.00	0.21	26228	61	35	61
96	12/02/2020	SU26230RMFS1	67,611,321,431	115.68	6.38	58,447,200	26.58	7.70	1000	16/03/2039	119	9.9	6.35	6.36	0.02	0.42	26230	69	75	69
97	12/02/2020	SU26232RMFS7	63,839,895,898	100.54	6.00	63,495,817	11.51	6.00	1000	06/10/2027	35	5.9	5.90	5.95	0.05	0.36	26232	65	28	65
98	19/02/2020	SU25084RMFS3	20,198,162,631	99.40	5.56	20,321,109	0.00	5.30	1000	04/10/2023	22	3.2	5.53	5.57	-0.01	0.10	25084	20	4	20
99	19/02/2020	SU26228RMFS5	22,613,697,116	113.07	6.01	19,999,994	24.94	7.65	1000	10/04/2030	28	6.8	5.99	6.03	-0.02	0.16	26228	23	13	23
100	19/02/2020	SU52002RMFS1	10,648,069,579	99.42	2.60	9,999,996	0.51	2.50	1070.98	02/02/2028	80	7.1	5.86	5.91		0.17		11	6		11