2008年8月1日国债到期收益率
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时间:2008年08月01日 16:50:13 中财网 |
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国债名称 | 代码 | 年利率(%) | 期限 | 剩余年限 | 净价 | 应计天数 | 应计利息 | 全价 | 付息方式 | 到期收益率(%) | 修正久期 | 凸性 | |
国债998 | 101998 | 3.3 | 10 | 1.1452 | 99.4 | 314 | 2.8389 | 102.2389 | 年付 | 0.0383 | 1.0689 | 2.2008 | |
国债917 | 101917 | 4.26 | 20 | 13.0055 | 98.9 | 2 | 0.0233 | 98.9233 | 年付 | 0.0437 | 9.8742 | 118.9363 | |
国债912 | 101912 | 3.05 | 10 | 3.2466 | 96.28 | 277 | 2.3147 | 98.5947 | 年付 | 0.043 | 2.9381 | 11.8074 | |
国债904 | 101904 | 2.87 | 10 | 1.8082 | 102 | 71 | 0.5583 | 102.5583 | 年付 | 0.0173 | 1.6995 | 4.5691 | |
国债0809 | 100809 | 3.42 | 1 | 0.8575 | 100 | 53 | 0.4966 | 100.4966 | 年付 | 0.0339 | 0.8306 | 1.3799 | |
国债0720 | 100720 | 3.66 | 1 | 0.3644 | 100.22 | 227 | 3.66 | 103.88 | 固定单利 | -0.0058 | 0.3595 | 0.2585 | |
国债0716 | 100716 | 2.95 | 1 | 0.1178 | 99.95 | 317 | 2.95 | 102.9 | 固定单利 | 0.0041 | 0.1143 | 0.0261 | |
国债0505 | 100505 | 3.37 | 7 | 3.8137 | 96.31 | 69 | 0.6371 | 96.9471 | 年付 | 0.0444 | 3.4615 | 15.6845 | |
国债0503 | 100503 | 3.3 | 5 | 1.7315 | 98.81 | 98 | 0.886 | 99.696 | 年付 | 0.0402 | 1.6337 | 4.2684 | |
国债0501 | 100501 | 4.44 | 10 | 6.5781 | 102.49 | 156 | 1.9029 | 104.3929 | 半年付 | 0.04 | 5.5669 | 36.8989 | |
国债0410 | 100410 | 4.86 | 7 | 3.3178 | 102.49 | 251 | 3.3421 | 105.8321 | 年付 | 0.0403 | 2.9308 | 11.9185 | |
国债0408 | 100408 | 4.3 | 5 | 1.2192 | 101.13 | 287 | 3.3811 | 104.5111 | 年付 | 0.0332 | 1.1372 | 2.4304 | |
国债0407 | 100407 | 4.71 | 7 | 3.063 | 102.4 | 343 | 4.4261 | 106.8261 | 年付 | 0.0386 | 2.7011 | 10.3968 | |
国债0404 | 100404 | 4.89 | 7 | 2.8137 | 102.2 | 69 | 0.9244 | 103.1244 | 年付 | 0.0404 | 2.5711 | 9.2751 | |
国债0403 | 100403 | 4.4164 | 5 | 0.7178 | 100.94 | 104 | 1.2584 | 102.1984 | 年付 | 0.0302 | 0.6999 | 0.9796 | |
国债0311 | 100311 | 3.5 | 7 | 2.3014 | 99.65 | 257 | 2.4644 | 102.1144 | 年付 | 0.0365 | 2.1198 | 6.6858 | |
国债0308 | 100308 | 3.02 | 10 | 5.1315 | 93.01 | 320 | 2.6477 | 95.6577 | 年付 | 0.0458 | 4.4764 | 25.6552 | |
国债0307 | 100307 | 2.66 | 7 | 2.0521 | 97 | 348 | 2.5361 | 99.5361 | 年付 | 0.0421 | 1.8905 | 5.5041 | |
国债0303 | 100303 | 3.4 | 20 | 14.7178 | 86.86 | 107 | 0.994 | 87.854 | 半年付 | 0.0464 | 11.0446 | 150.006 | |
国债0301 | 100301 | 2.66 | 7 | 1.5534 | 98.9 | 165 | 1.2025 | 100.1025 | 年付 | 0.0339 | 1.4731 | 3.6185 | |
国债0215 | 100215 | 2.93 | 7 | 1.3479 | 98.8 | 240 | 1.9266 | 100.7266 | 年付 | 0.0385 | 1.2667 | 2.8502 | |
国债0213 | 100213 | 2.6 | 15 | 9.1425 | 84.87 | 135 | 0.9538 | 85.8238 | 半年付 | 0.0465 | 7.8159 | 70.5916 | |
国债0210 | 100210 | 2.39 | 7 | 1.0575 | 99 | 352 | 2.3049 | 101.3049 | 年付 | 0.0338 | 0.9815 | 1.9341 | |
国债0203 | 100203 | 2.54 | 10 | 3.7151 | 93.5 | 106 | 0.7376 | 94.2376 | 年付 | 0.0448 | 3.4048 | 15.1594 | |
国债0115 | 100115 | 3 | 7 | 0.3808 | 100.54 | 228 | 1.874 | 102.414 | 年付 | 0.015 | 0.3749 | 0.2811 | |
06国债(5) | 010605 | 2.4 | 5 | 2.789 | 95.85 | 78 | 0.5129 | 96.3629 | 年付 | 0.04 | 2.6104 | 9.4299 | |
06国债(4) | 010604 | 2.12 | 3 | 0.7096 | 99.45 | 107 | 0.6215 | 100.0715 | 年付 | 0.0288 | 0.6927 | 0.9596 | |
06国债(3) | 010603 | 2.8 | 10 | 7.6575 | 88.38 | 128 | 0.491 | 88.871 | 半年付 | 0.0458 | 6.6564 | 51.1579 | |
06国债(1) | 010601 | 2.51 | 7 | 4.5781 | 92.05 | 157 | 1.0796 | 93.1296 | 年付 | 0.0447 | 4.1344 | 21.6954 | |
05国债(13) | 010513 | 3.01 | 7 | 4.3205 | 94.2 | 251 | 2.0699 | 96.2699 | 年付 | 0.0451 | 3.8452 | 19.2079 | |
05国债(12) | 010512 | 3.65 | 15 | 12.2986 | 91.25 | 79 | 0.7836 | 92.0336 | 半年付 | 0.0459 | 9.5775 | 110.7728 | |
05国债(11) | 010511 | 2.14 | 5 | 2.2192 | 95.45 | 287 | 1.6827 | 97.1327 | 年付 | 0.0433 | 2.0619 | 6.3233 | |
05国债(9) | 010509 | 2.83 | 7 | 4.0685 | 93.9 | 343 | 2.6594 | 96.5594 | 年付 | 0.045 | 3.6198 | 17.275 | |
05国债(8) | 010508 | 1.93 | 3 | 0.0384 | 100.02 | 353 | 1.8665 | 101.8865 | 年付 | 0.0111 | 0.0355 | 0.0025 | |
05国债(5) | 010505 | 3.37 | 7 | 3.8137 | 96.51 | 69 | 0.6371 | 97.1471 | 年付 | 0.0438 | 3.4638 | 15.7037 | |
05国债(4) | 010504 | 4.11 | 20 | 16.7945 | 97.55 | 79 | 0.8823 | 98.4323 | 半年付 | 0.0432 | 11.8589 | 178.3341 | |
05国债(3) | 010503 | 3.3 | 5 | 1.7315 | 99.2 | 98 | 0.886 | 100.086 | 年付 | 0.0378 | 1.6375 | 4.2883 | |
05国债(1) | 010501 | 4.44 | 10 | 6.5781 | 101.18 | 156 | 1.9029 | 103.0829 | 半年付 | 0.0423 | 5.5535 | 36.7574 | |
04国债(10) | 010410 | 4.86 | 7 | 3.3178 | 102.62 | 251 | 3.3421 | 105.9621 | 年付 | 0.0399 | 2.9322 | 11.9291 | |
04国债(8) | 010408 | 4.3 | 5 | 1.2192 | 100.95 | 287 | 3.3811 | 104.3311 | 年付 | 0.0347 | 1.1354 | 2.4232 | |
04国债(7) | 010407 | 4.71 | 7 | 3.0658 | 102.6 | 343 | 4.4261 | 107.0261 | 年付 | 0.0379 | 2.7032 | 10.4121 | |
04国债(4) | 010404 | 4.89 | 7 | 2.8137 | 102.63 | 69 | 0.9244 | 103.5544 | 年付 | 0.0388 | 2.5754 | 9.3055 | |
04国债(3) | 010403 | 4.4164 | 5 | 0.7178 | 100.86 | 104 | 1.2584 | 102.1184 | 年付 | 0.0314 | 0.6993 | 0.9781 | |
03国债(11) | 010311 | 3.5 | 7 | 2.3014 | 99.2 | 257 | 2.4644 | 101.6644 | 年付 | 0.0386 | 2.1152 | 6.6579 | |
03国债(8) | 010308 | 3.02 | 10 | 5.1315 | 93.25 | 320 | 2.6477 | 95.8977 | 年付 | 0.0452 | 4.4795 | 25.6877 | |
03国债(7) | 010307 | 2.66 | 7 | 2.0521 | 97.4 | 348 | 2.5361 | 99.9361 | 年付 | 0.04 | 1.8946 | 5.5273 | |
03国债(3) | 010303 | 3.4 | 20 | 14.7178 | 86.99 | 107 | 0.994 | 87.984 | 半年付 | 0.0463 | 11.0483 | 150.0789 | |
03国债(1) | 010301 | 2.66 | 7 | 1.5534 | 98.11 | 165 | 1.2025 | 99.3125 | 年付 | 0.0393 | 1.4653 | 3.5807 | |
02国债(15) | 010215 | 2.93 | 7 | 1.3479 | 98.88 | 240 | 1.9266 | 100.8066 | 年付 | 0.0378 | 1.2675 | 2.8537 | |
02国债(13) | 010213 | 2.6 | 15 | 9.1425 | 84.92 | 135 | 0.9538 | 85.8738 | 半年付 | 0.0464 | 7.8166 | 70.6015 | |
02国债(10) | 010210 | 2.39 | 7 | 1.0411 | 98.78 | 352 | 2.3049 | 101.0849 | 年付 | 0.036 | 0.9793 | 1.9258 | |
02国债(3) | 010203 | 2.54 | 10 | 3.7151 | 93.7 | 106 | 0.7376 | 94.4376 | 年付 | 0.0441 | 3.407 | 15.1785 | |
21国债(15) | 010115 | 3 | 7 | 0.3808 | 100.08 | 228 | 1.874 | 101.954 | 年付 | 0.0269 | 0.3732 | 0.2786 | |
21国债(12) | 010112 | 3.05 | 10 | 3.2466 | 96.33 | 277 | 2.3147 | 98.6447 | 年付 | 0.0428 | 2.9387 | 11.8115 | |
21国债(10) | 010110 | 2.95 | 10 | 3.1507 | 96.17 | 312 | 2.5216 | 98.6916 | 年付 | 0.0427 | 2.8522 | 11.2186 | |
21国债(7) | 010107 | 4.26 | 20 | 13.0055 | 97.83 | 2 | 0.0232 | 97.8532 | 半年付 | 0.0448 | 9.8505 | 118.5171 | |
20国债(4) | 010004 | 3.41 | 10 | 1.8082 | 101.76 | 71 | 0.6633 | 102.4233 | 年付 | 0.0298 | 1.6972 | 4.5568 | |
99国债(8) | 009908 | 3.3 | 10 | 1.1452 | 99.76 | 314 | 2.8389 | 102.5989 | 年付 | 0.035 | 1.0724 | 2.215 | |
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