2008年8月7日国债到期收益率
|
时间:2008年08月07日 13:00:13 中财网 |
|
| | |
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 | 1.1288 | 99.97 | 320 | 2.8932 | 102.8632 | 年付 | 0.0331 | 1.0612 | 2.1822 | |
国债917 | 101917 | 4.26 | 20 | 12.989 | 99.55 | 8 | 0.0934 | 99.6434 | 年付 | 0.0431 | 9.874 | 118.8995 | |
国债912 | 101912 | 3.05 | 10 | 3.2301 | 96.28 | 283 | 2.3648 | 98.6448 | 年付 | 0.043 | 2.9249 | 11.7167 | |
国债904 | 101904 | 2.87 | 10 | 1.7918 | 100.81 | 77 | 0.6055 | 101.4155 | 年付 | 0.024 | 1.675 | 4.4518 | |
国债0809 | 100809 | 3.42 | 1 | 0.8411 | 100 | 59 | 0.5528 | 100.5528 | 年付 | 0.0339 | 0.8177 | 1.3373 | |
国债0720 | 100720 | 3.66 | 1 | 0.3479 | 100.22 | 233 | 3.66 | 103.88 | 固定单利 | -0.0061 | 0.3462 | 0.2396 | |
国债0716 | 100716 | 2.95 | 1 | 0.1014 | 99.95 | 323 | 2.95 | 102.9 | 固定单利 | 0.0048 | 0.1008 | 0.0203 | |
国债0505 | 100505 | 3.37 | 7 | 3.7973 | 96.31 | 75 | 0.6925 | 97.0025 | 年付 | 0.0444 | 3.4483 | 15.5802 | |
国债0503 | 100503 | 3.3 | 5 | 1.7151 | 99.18 | 104 | 0.9403 | 100.1203 | 年付 | 0.038 | 1.6241 | 4.2312 | |
国债0501 | 100501 | 4.44 | 10 | 6.5616 | 102.64 | 162 | 1.976 | 104.616 | 半年付 | 0.0398 | 5.555 | 36.7591 | |
国债0410 | 100410 | 4.86 | 7 | 3.3014 | 102.48 | 257 | 3.422 | 105.902 | 年付 | 0.0403 | 2.9176 | 11.829 | |
国债0408 | 100408 | 4.3 | 5 | 1.2027 | 101.3 | 293 | 3.4518 | 104.7518 | 年付 | 0.0316 | 1.1257 | 2.395 | |
国债0407 | 100407 | 4.71 | 7 | 3.0466 | 103.99 | 349 | 4.5035 | 108.4935 | 年付 | 0.0331 | 2.705 | 10.4355 | |
国债0404 | 100404 | 4.89 | 7 | 2.7973 | 102 | 75 | 1.0048 | 103.0048 | 年付 | 0.0411 | 2.5582 | 9.1971 | |
国债0403 | 100403 | 4.4164 | 5 | 0.7014 | 101.73 | 110 | 1.331 | 103.061 | 年付 | 0.0188 | 0.6922 | 0.9582 | |
国债0311 | 100311 | 3.5 | 7 | 2.2849 | 96.02 | 263 | 2.5219 | 98.5419 | 年付 | 0.0539 | 2.0694 | 6.3924 | |
国债0308 | 100308 | 3.02 | 10 | 5.1151 | 93.5 | 326 | 2.6973 | 96.1973 | 年付 | 0.0447 | 4.4682 | 25.5763 | |
国债0307 | 100307 | 2.66 | 7 | 2.0356 | 97.5 | 354 | 2.5798 | 100.0798 | 年付 | 0.0396 | 1.8823 | 5.4699 | |
国债0303 | 100303 | 3.4 | 20 | 14.7014 | 86.7 | 113 | 1.0497 | 87.7497 | 半年付 | 0.0466 | 11.0263 | 149.6101 | |
国债0301 | 100301 | 2.66 | 7 | 1.537 | 98 | 171 | 1.2462 | 99.2462 | 年付 | 0.0402 | 1.4509 | 3.5237 | |
国债0215 | 100215 | 2.93 | 7 | 1.3315 | 98.8 | 246 | 1.9747 | 100.7747 | 年付 | 0.0386 | 1.2535 | 2.8039 | |
国债0213 | 100213 | 2.6 | 15 | 9.126 | 84.85 | 141 | 0.9962 | 85.8462 | 半年付 | 0.0466 | 7.8021 | 70.3702 | |
国债0210 | 100210 | 2.39 | 7 | 1.0411 | 99 | 358 | 2.3442 | 101.3442 | 年付 | 0.0339 | 0.9681 | 1.8951 | |
国债0203 | 100203 | 2.54 | 10 | 3.6986 | 93.3 | 112 | 0.7794 | 94.0794 | 年付 | 0.0455 | 3.3892 | 15.0365 | |
国债0115 | 100115 | 3 | 7 | 0.3644 | 100.68 | 234 | 1.9233 | 102.6033 | 年付 | 0.0106 | 0.362 | 0.2621 | |
06国债(5) | 010605 | 2.4 | 5 | 2.7726 | 95.34 | 84 | 0.5523 | 95.8923 | 年付 | 0.0421 | 2.5917 | 9.3097 | |
06国债(4) | 010604 | 2.12 | 3 | 0.6932 | 99.45 | 113 | 0.6563 | 100.1063 | 年付 | 0.029 | 0.6794 | 0.9233 | |
06国债(3) | 010603 | 2.8 | 10 | 7.6411 | 87.8 | 134 | 0.514 | 88.314 | 半年付 | 0.0468 | 6.6362 | 50.8898 | |
06国债(1) | 010601 | 2.51 | 7 | 4.5616 | 91.62 | 163 | 1.1209 | 92.7409 | 年付 | 0.0458 | 4.116 | 21.5214 | |
05国债(13) | 010513 | 3.01 | 7 | 4.3041 | 94.94 | 257 | 2.1194 | 97.0594 | 年付 | 0.0432 | 3.8408 | 19.1751 | |
05国债(12) | 010512 | 3.65 | 15 | 12.2822 | 91.24 | 85 | 0.8431 | 92.0831 | 半年付 | 0.0459 | 9.5638 | 110.5058 | |
05国债(11) | 010511 | 2.14 | 5 | 2.2027 | 95.68 | 293 | 1.7179 | 97.3979 | 年付 | 0.0423 | 2.0509 | 6.2695 | |
05国债(9) | 010509 | 2.83 | 7 | 4.0521 | 93.9 | 349 | 2.7059 | 96.6059 | 年付 | 0.0451 | 3.6065 | 17.166 | |
05国债(8) | 010508 | 1.93 | 3 | 0.0219 | 100.02 | 359 | 1.8983 | 101.9183 | 年付 | 0.0052 | 0.0219 | 0.001 | |
05国债(5) | 010505 | 3.37 | 7 | 3.7973 | 96.5 | 75 | 0.6925 | 97.1925 | 年付 | 0.0439 | 3.4504 | 15.5984 | |
05国债(4) | 010504 | 4.11 | 20 | 16.7781 | 97 | 85 | 0.9493 | 97.9493 | 半年付 | 0.0436 | 11.8277 | 177.6293 | |
05国债(3) | 010503 | 3.3 | 5 | 1.7151 | 99.03 | 104 | 0.9403 | 99.9703 | 年付 | 0.0389 | 1.6226 | 4.2236 | |
05国债(1) | 010501 | 4.44 | 10 | 6.5616 | 100.1 | 162 | 1.976 | 102.076 | 半年付 | 0.0442 | 5.5382 | 36.5823 | |
04国债(10) | 010410 | 4.86 | 7 | 3.3014 | 102.7 | 257 | 3.422 | 106.122 | 年付 | 0.0396 | 2.92 | 11.8469 | |
04国债(8) | 010408 | 4.3 | 5 | 1.2027 | 100.98 | 293 | 3.4518 | 104.4318 | 年付 | 0.0343 | 1.1221 | 2.3802 | |
04国债(7) | 010407 | 4.71 | 7 | 3.0493 | 102.56 | 349 | 4.5035 | 107.0635 | 年付 | 0.038 | 2.6897 | 10.3262 | |
04国债(4) | 010404 | 4.89 | 7 | 2.7973 | 102.61 | 75 | 1.0048 | 103.6148 | 年付 | 0.0388 | 2.562 | 9.2231 | |
04国债(3) | 010403 | 4.4164 | 5 | 0.7014 | 100.97 | 110 | 1.331 | 102.301 | 年付 | 0.0295 | 0.6862 | 0.9417 | |
03国债(11) | 010311 | 3.5 | 7 | 2.2849 | 99.06 | 263 | 2.5219 | 101.5819 | 年付 | 0.0393 | 2.1023 | 6.5913 | |
03国债(8) | 010308 | 3.02 | 10 | 5.1151 | 93.55 | 326 | 2.6973 | 96.2473 | 年付 | 0.0446 | 4.4701 | 25.5965 | |
03国债(7) | 010307 | 2.66 | 7 | 2.0356 | 97.19 | 354 | 2.5798 | 99.7698 | 年付 | 0.0412 | 1.8791 | 5.452 | |
03国债(3) | 010303 | 3.4 | 20 | 14.7014 | 86.83 | 113 | 1.0497 | 87.8797 | 半年付 | 0.0465 | 11.0321 | 149.7223 | |
03国债(1) | 010301 | 2.66 | 7 | 1.537 | 98.13 | 171 | 1.2462 | 99.3762 | 年付 | 0.0393 | 1.4522 | 3.5299 | |
02国债(15) | 010215 | 2.93 | 7 | 1.3315 | 98.94 | 246 | 1.9747 | 100.9147 | 年付 | 0.0375 | 1.2543 | 2.8078 | |
02国债(13) | 010213 | 2.6 | 15 | 9.126 | 84.96 | 141 | 0.9962 | 85.9562 | 半年付 | 0.0464 | 7.8036 | 70.392 | |
02国债(10) | 010210 | 2.39 | 7 | 1.0247 | 98.85 | 358 | 2.3442 | 101.1942 | 年付 | 0.0355 | 0.9664 | 1.8883 | |
02国债(3) | 010203 | 2.54 | 10 | 3.6986 | 93.81 | 112 | 0.7794 | 94.5894 | 年付 | 0.0439 | 3.3949 | 15.0852 | |
21国债(15) | 010115 | 3 | 7 | 0.3644 | 100.05 | 234 | 1.9233 | 101.9733 | 年付 | 0.0276 | 0.3599 | 0.259 | |
21国债(12) | 010112 | 3.05 | 10 | 3.2301 | 96.45 | 283 | 2.3648 | 98.8148 | 年付 | 0.0424 | 2.9262 | 11.7268 | |
21国债(10) | 010110 | 2.95 | 10 | 3.1342 | 96.31 | 318 | 2.5701 | 98.8801 | 年付 | 0.0423 | 2.8398 | 11.1367 | |
21国债(7) | 010107 | 4.26 | 20 | 12.989 | 97.92 | 8 | 0.0926 | 98.0126 | 半年付 | 0.0447 | 9.8396 | 118.2918 | |
20国债(4) | 010004 | 3.41 | 10 | 1.7918 | 101.73 | 77 | 0.7194 | 102.4494 | 年付 | 0.0299 | 1.6839 | 4.4986 | |
99国债(8) | 009908 | 3.3 | 10 | 1.1288 | 99.81 | 320 | 2.8932 | 102.7032 | 年付 | 0.0346 | 1.0596 | 2.1756 | |
|
中财网

|
|