Анализ эффективности вложений денежных средств в РКО

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Приложение № 2.2. Диаграмма сравнения доходности портфеля и рынка.

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Приложение № 2.3. Диаграмма сравнения индекса портфеля и рынка.

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Приложение № 3. Входные статистические данные.

Приложение 3.1. Информация о бумагах.

|№ |Дата выпуска |Дата |Объем выпуска |

| | |погашения | |

|21019 |14.11.96 |13.02.97 |60 000 000 |

|21020 |09.01.97 |10.04.97 |65 000 000 |

|21021 |13.02.97 |15.05.97 |55 000 000 |

|21022 |10.04.97 |10.07.97 |55 000 000 |

|21023 |10.07.97 |09.10.97 |40 000 000 |

|21024 |18.12.97 |09.04.98 |45 000 000 |

|22002 |29.08.96 |27.02.97 |25 000 000 |

|22003 |26.09.96 |27.03.97 |30 000 000 |

|22004 |24.10.96 |24.04.97 |40 000 000 |

|22005 |28.11.96 |29.05.97 |45 000 000 |

|22006 |19.12.96 |19.06.97 |90 000 000 |

|22007 |30.01.97 |24.07.97 |30 000 000 |

|22008 |27.02.97 |28.08.97 |55 000 000 |

|22009 |27.03.97 |25.09.97 |55 000 000 |

|22010 |24.04.97 |23.10.97 |60 000 000 |

|22011 |15.05.97 |13.11.97 |60 000 000 |

|22012 |29.05.97 |27.11.97 |60 000 000 |

|24001 |20.03.97 |12.03.98 |30 000 000 |

|24002 |08.05.97 |07.05.98 |25 000 000 |

Приложение 3.2. Информация о сделках.

|Дата |№ бумаги |Цена приобр |Цена продажи|Кол-во |

|02.12.96 |22004 |92,99 | |62 |

|02.12.96 |22004 |93,00 | |340 |

|04.12.96 |22005 |77,50 | |6 |

|05.12.96 |22003 |85,14 | |5 |

|19.12.96 |22006 |80,05 | |300 |

|19.12.96 |22006 |80,21 | |500 |

|19.12.96 |22006 |80,37 | |259 |

|01.01.97 |22005 |92,06 | |7 |

|01.01.97 |21021 |0,00 | |1126 |

|01.01.97 |22005 |0,00 | |95 |

|01.01.97 |22008 |0,00 | |75 |

|01.01.97 |22009 |0,00 | |457 |

|01.01.97 |22008 |0,00 | |29 |

|01.01.97 |21020 |0,00 | |642 |

|01.01.97 |22004 |0,00 | |12 |

|01.01.97 |22006 |0,00 | |20 |

|01.01.97 |22009 |0,00 | |16 |

|01.01.97 |21020 |0,00 | |90 |

|01.01.97 |22006 |0,00 | |26 |

|01.01.97 |21020 |0,00 | |20 |

|01.01.97 |22004 |0,00 | |15 |

|01.01.97 |22006 |0,00 | |5 |

|01.01.97 |21021 |0,00 | |12 |

|01.01.97 |22006 |0,00 | |27 |

|01.01.97 |21020 |0,00 | |0 |

|01.01.97 |21021 |0,00 | |63 |

|01.01.97 |22004 |0,00 | |159 |

|01.01.97 |22005 |0,00 | |146 |

|01.01.97 |22009 |0,00 | |46 |

|01.01.97 |22007 |0,00 | |32 |

|01.01.97 |22008 |0,00 | |13 |

|01.01.97 |22006 |0,00 | |73 |

|01.01.97 |22006 |0,00 | |59 |

|01.01.97 |22006 |0,00 | |56 |

|01.01.97 |21020 |0,00 | |29 |

|01.01.97 |21021 |0,00 | |8 |

|01.01.97 |22005 |0,00 | |12 |

|01.01.97 |22006 |0,00 | |27 |

|01.01.97 |21021 |0,00 | |10 |

|01.01.97 |22008 |0,00 | |28 |

|01.01.97 |22008 |0,00 | |57 |

|01.01.97 |21021 |0,00 | |42 |

|01.01.97 |24001 |0,00 | |34 |

|01.01.97 |24001 |0,00 | |69 |

|01.01.97 |21021 |0,00 | |104 |

|09.01.97 |21020 |90,93 | |300 |

|09.01.97 |21020 |91,03 | |600 |

|09.01.97 |21020 |91,24 | |900 |

|09.01.97 |21020 |91,35 | |600 |

|09.01.97 |21020 |91,50 | |500 |

|10.01.97 |22004 |91,54 | |24 |

|13.01.97 |21020 |93,65 | |50 |

|14.01.97 |21020 |93,22 | |32 |

|15.01.97 |22005 |88,51 | |10 |

|17.01.97 |21020 |92,50 | |10 |

|28.01.97 |21020 |93,40 | |7 |

|31.01.97 |22007 |84,19 | |16 |

|31.01.97 |22007 |84,20 | |184 |

|06.02.97 |22004 |92,80 | |60 |

|10.02.97 |22006 |89,00 | |500 |

|13.02.97 |21021 |91,20 | |430 |

|13.02.97 |21021 |91,30 | |430 |

|13.02.97 |21021 |91,33 | |320 |

|17.02.97 |22005 |92,25 | |78 |

|17.02.97 |22007 | |88,42 |78 |

|19.02.97 |22005 |93,00 | |122 |

|19.02.97 |22003 |97,55 | |41 |

|19.02.97 |22007 | |89,39 |122 |

|20.02.97 |22005 |92,60 | |28 |

|25.02.97 |22005 |92,01 | |100 |

|25.02.97 |22005 |92,03 | |60 |

|25.02.97 |21020 |96,00 | |101 |

|26.02.97 |22004 |95,10 | |12 |

|26.02.97 |21021 | |92,50 |12 |

|27.02.97 |22008 |84,04 | |300 |

|27.02.97 |22008 |84,10 | |432 |

|27.02.97 |22008 |84,22 | |318 |

|27.02.97 |22008 |84,09 | |311 |

|27.02.97 |22008 |84,22 | |182 |

|27.02.97 |22008 |84,42 | |100 |

|28.02.97 |21021 |93,23 | |80 |

|03.03.97 |21020 | |97,30 |200 |

|03.03.97 |21021 | |94,00 |154 |

|03.03.97 |22006 | |92,50 |200 |

|04.03.97 |22006 |92,40 | |24 |

|04.03.97 |22006 |92,52 | |200 |

|04.03.97 |22006 |92,53 | |200 |

|06.03.97 |22006 |92,63 | |25 |

|06.03.97 |22004 |96,45 | |4 |

|06.03.97 |21020 |97,53 | |108 |

|12.03.97 |21020 | |97,70 |489 |

|13.03.97 |21020 | |97,50 |822 |

|13.03.97 |21021 | |94,00 |399 |

|17.03.97 |21021 |93,67 | |100 |

|19.03.97 |22003 |99,19 | |128 |

|19.03.97 |22003 |99,20 | |229 |

|20.03.97 |24001 |72,00 | |50 |

|20.03.97 |24001 |72,15 | |290 |

|21.03.97 |22005 |94,20 | |2 |

|21.03.97 |22005 |94,25 | |100 |

|24.03.97 |22005 |94,25 | |108 |

|24.03.97 |22005 |94,39 | |27 |

|24.03.97 |22005 |94,40 | |598 |

|24.03.97 |21020 | |98,40 |200 |

|25.03.97 |22006 |92,10 | |70 |

|25.03.97 |22005 |94,05 | |320 |

|25.03.97 |22003 | |99,78 |403 |

|26.03.97 |22006 |92,00 | |314 |

|26.03.97 |21021 |94,45 | |80 |

|26.03.97 |21020 |98,10 | |50 |

|28.03.97 |22005 |94,15 | |7 |

|28.03.97 |21021 |95,10 | |135 |

|28.03.97 |21021 |95,19 | |378 |

|28.03.97 |21021 |95,20 | |90 |

|28.03.97 |21020 | |99,07 |288 |

|28.03.97 |21020 | |99,01 |300 |

|31.03.97 |22006 |92,92 | |200 |

|31.03.97 |22006 |92,93 | |400 |

|31.03.97 |22006 |92,94 | |100 |

|31.03.97 |22005 |94,50 | |10 |

|31.03.97 |21020 | |99,10 |88 |

|31.03.97 |21020 | |99,11 |12 |

|31.03.97 |21020 | |99,12 |2 |

|31.03.97 |22006 | |92,94 |100 |

|31.03.97 |22006 | |92,93 |400 |

|31.03.97 |22006 | |92,92 |200 |

|01.04.97 |22006 |92,70 | |1 |

|01.04.97 |22006 |92,91 | |89 |

|01.04.97 |22004 |97,72 | |10 |

|03.04.97 |22004 |98,00 | |100 |

|03.04.97 |21020 |99,28 | |38 |

|03.04.97 |22006 |93,06 | |29 |

|03.04.97 |22006 |93,23 | |5 |

|03.04.97 |22006 |93,31 | |145 |

|04.04.97 |21020 |99,30 | |370 |

|04.04.97 |22006 |93,32 | |50 |

|04.04.97 |22006 |93,37 | |47 |

|04.04.97 |22006 |93,39 | |45 |

|08.04.97 |22004 |98,35 | |239 |

|08.04.97 |22008 | |87,50 |167 |

|08.04.97 |24001 | |73,15 |23 |

|08.04.97 |22004 | |98,35 |53 |

|09.04.97 |21020 |99,80 | |13 |

|09.04.97 |21020 |99,86 | |27 |

|09.04.97 |21020 |99,87 | |325 |

|09.04.97 |24001 | |73,20 |117 |

|09.04.97 |24001 | |73,25 |200 |

|09.04.97 |22009 |84,86 | |61 |

|10.04.97 |21022 |91,50 | |2101 |

|10.04.97 |21020 | |100,00 |1630 |

|10.04.97 |21022 |91,50 | |91 |

|10.04.97 |21022 |91,65 | |609 |

|10.04.97 |21020 | |100,00 |642 |

|10.04.97 |21022 |91,65 | |98 |

|10.04.97 |21020 | |100,00 |90 |

|10.04.97 |21022 |91,50 | |10 |

|10.04.97 |21020 | |100,00 |20 |

|10.04.97 |21022 |91,65 | |42 |

|10.04.97 |21020 | |100,00 |39 |

|10.04.97 |21022 |91,65 | |31 |

|10.04.97 |21020 | |100,00 |29 |

|10.04.97 |21022 |91,50 | |5458 |

|11.04.97 |21022 | |92,40 |1 |

|11.04.97 |24001 |73,50 | |300 |

|14.04.97 |22009 |85,50 | |340 |

|14.04.97 |21021 | |97,25 |300 |

|14.04.97 |22006 |94,53 | |157 |

|16.04.97 |22008 |88,40 | |330 |

|16.04.97 |21021 | |97,80 |600 |

|16.04.97 |22004 | |99,60 |90 |

|16.04.97 |22009 | |86,39 |340 |

|16.04.97 |22004 | |99,60 |50 |

|17.04.97 |22009 |86,50 | |60 |

|17.04.97 |22004 | |99,64 |3 |

|17.04.97 |24001 |73,80 | |1 |

|21.04.97 |21022 |92,45 | |515 |

|21.04.97 |22006 | |95,30 |500 |

|21.04.97 |21022 |92,38 | |3 |

|21.04.97 |22006 | |95,30 |321 |

|22.04.97 |22004 | |99,90 |189 |

|22.04.97 |22008 | |88,72 |112 |

|23.04.97 |22005 | |97,20 |12 |

|24.04.97 |22004 | |100,00 |572 |

|24.04.97 |22010 |84,35 | |14 |

|24.04.97 |22004 | |100,00 |12 |

|24.04.97 |22010 |84,32 | |10 |

|24.04.97 |22004 | |100,00 |15 |

|24.04.97 |22010 |84,32 | |28 |

|24.04.97 |22010 |84,35 | |34 |

|24.04.97 |22004 | |100,00 |53 |

|24.04.97 |22010 |84,28 | |586 |

|24.04.97 |22010 |84,32 | |355 |

|25.04.97 |22008 |89,89 | |18 |

|25.04.97 |21022 |93,55 | |48 |

|25.04.97 |21022 |93,49 | |2 |

|25.04.97 |21022 |93,50 | |4 |

|28.04.97 |21022 |93,50 | |790 |

|28.04.97 |22005 | |97,68 |200 |

|28.04.97 |22005 | |97,70 |500 |

|28.04.97 |21022 |93,50 | |1008 |

|28.04.97 |21022 | |93,65 |982 |

|28.04.97 |21022 | |93,60 |80 |

|28.04.97 |21022 | |93,55 |468 |

|28.04.97 |21022 | |93,56 |67 |

|28.04.97 |21022 | |93,50 |1916 |

|28.04.97 |21022 | |93,61 |10 |

|28.04.97 |21022 | |93,51 |46 |

|29.04.97 |21022 |94,01 | |826 |

|29.04.97 |22006 | |96,50 |800 |

|29.04.97 |21022 | |94,00 |400 |

|29.04.97 |21022 | |94,01 |836 |

|29.04.97 |21022 | |94,05 |55 |

|29.04.97 |21022 | |94,10 |300 |

|29.04.97 |21022 | |94,15 |298 |

|06.05.97 |21021 | |99,40 |78 |

|06.05.97 |21022 | |94,70 |131 |

|06.05.97 |22006 | |97,00 |1 |

|06.05.97 |22006 | |96,90 |1 |

|06.05.97 |22006 | |96,65 |31 |

|06.05.97 |22006 | |96,61 |263 |

|06.05.97 |22008 | |91,20 |42 |

|06.05.97 |22008 | |90,80 |501 |

|12.05.97 |21022 |0,00 | |32 |

|12.05.97 |22009 |0,00 | |160 |

|14.05.97 |21022 | |95,40 |300 |

|14.05.97 |21022 | |95,45 |300 |

|14.05.97 |21022 | |95,48 |500 |

|15.05.97 |22011 |86,30 | |1190 |

|15.05.97 |21021 | |100,00 |500 |

|15.05.97 |22011 |86,35 | |477 |

|15.05.97 |22011 |86,41 | |826 |

|15.05.97 |21021 | |100,00 |1126 |

|15.05.97 |22011 |86,35 | |13 |

|15.05.97 |21021 | |100,00 |12 |

|15.05.97 |22011 |86,35 | |63 |

|15.05.97 |21021 | |100,00 |63 |

|15.05.97 |21021 | |100,00 |8 |

|15.05.97 |21021 | |100,00 |10 |

|15.05.97 |22011 |86,35 | |48 |

|15.05.97 |21021 | |100,00 |42 |

|15.05.97 |21021 | |100,00 |104 |

|16.05.97 |24001 |79,30 | |50 |

|16.05.97 |22011 |87,09 | |60 |

|16.05.97 |22011 |87,10 | |90 |

|16.05.97 |22011 |87,35 | |353 |

|16.05.97 |21022 | |95,75 |355 |

|16.05.97 |21022 | |95,80 |145 |

|19.05.97 |21022 |96,54 | |50 |

|20.05.97 |21022 |96,65 | |13 |

|20.05.97 |21022 |96,73 | |44 |

|21.05.97 |22005 | |99,65 |1 |

|22.05.97 |22011 |88,40 | |92 |

|22.05.97 |22011 |88,43 | |17 |

|22.05.97 |22011 |88,44 | |391 |

|22.05.97 |22011 |88,50 | |1 |

|22.05.97 |22011 |88,70 | |350 |

|22.05.97 |22005 | |99,80 |500 |

|22.05.97 |22005 | |99,82 |252 |

|23.05.97 |22011 |88,70 | |224 |

|23.05.97 |22005 | |99,82 |119 |

|26.05.97 |22011 | |88,55 |129 |

|26.05.97 |22011 | |88,54 |26 |

|26.05.97 |22011 | |88,53 |410 |

|27.05.97 |22011 | |0,00 |791 |

|28.05.97 |22011 |88,03 | |2 |

|28.05.97 |21022 |96,40 | |10 |

|28.05.97 |21022 |96,50 | |12 |

|28.05.97 |21022 |96,69 | |100 |

|28.05.97 |21022 |96,70 | |45 |

|28.05.97 |21022 | |96,88 |144 |

|28.05.97 |22008 | |93,30 |25 |

|28.05.97 |22011 | |88,21 |50 |

|28.05.97 |22011 | |88,26 |20 |

|28.05.97 |22011 | |88,25 |100 |

|28.05.97 |22011 | |88,20 |48 |

|29.05.97 |22012 |87,30 | |108 |

|29.05.97 |22005 | |100,00 |95 |

|29.05.97 |22012 |87,30 | |8 |

|29.05.97 |22005 | |100,00 |7 |

|29.05.97 |22012 |87,30 | |64 |

|29.05.97 |22005 | |100,00 |57 |

|29.05.97 |22005 | |100,00 |12 |

|29.05.97 |22012 |87,00 | |573 |

|30.05.97 |22007 |95,79 | |73 |

|30.05.97 |22006 |98,65 | |82 |

|30.05.97 |22012 |87,85 | |50 |

|30.05.97 |22012 |87,85 | |13 |

Приложение 3.3. Информация о движениях денежных средств.

|Дата |Остаток на конец |Ввод |Вывод |

|05.02.97 |61 746 712,20 | | |

|06.02.97 |481 785 980,60 | | |

|10.02.97 |36 340 980,60 | | |

|14.02.97 |297 257 974,60 | | |

|17.02.97 |294 129 652,00 | | |

|19.02.97 |249 467 440,70 | | |

|20.02.97 |223 513 512,70 | | |

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