2008年8月8日国债到期收益率
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时间:2008年08月08日 13:00:13 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 | 1.126 | 99.45 | 321 | 2.9022 | 102.3522 | 年付 | 0.0379 | 1.0586 | 2.1741 | |
国债917 | 101917 | 4.26 | 20 | 12.9863 | 99.55 | 9 | 0.105 | 99.655 | 年付 | 0.0431 | 9.8724 | 118.865 | |
国债912 | 101912 | 3.05 | 10 | 3.2274 | 96 | 284 | 2.3732 | 98.3732 | 年付 | 0.044 | 2.9222 | 11.6987 | |
国债904 | 101904 | 2.87 | 10 | 1.789 | 100.81 | 78 | 0.6133 | 101.4233 | 年付 | 0.024 | 1.6724 | 4.4405 | |
国债0809 | 100809 | 3.42 | 1 | 0.8384 | 100 | 60 | 0.5622 | 100.5622 | 年付 | 0.0339 | 0.8151 | 1.3288 | |
国债0720 | 100720 | 3.66 | 1 | 0.3452 | 100.22 | 234 | 3.66 | 103.88 | 固定单利 | -0.0061 | 0.3435 | 0.236 | |
国债0716 | 100716 | 2.95 | 1 | 0.0986 | 99.95 | 324 | 2.95 | 102.9 | 固定单利 | 0.0049 | 0.098 | 0.0192 | |
国债0505 | 100505 | 3.37 | 7 | 3.7945 | 96.31 | 76 | 0.7017 | 97.0117 | 年付 | 0.0445 | 3.4457 | 15.5594 | |
国债0503 | 100503 | 3.3 | 5 | 1.7123 | 99.18 | 105 | 0.9493 | 100.1293 | 年付 | 0.038 | 1.6214 | 4.22 | |
国债0501 | 100501 | 4.44 | 10 | 6.5589 | 102.64 | 163 | 1.9882 | 104.6282 | 半年付 | 0.0398 | 5.5523 | 36.7279 | |
国债0410 | 100410 | 4.86 | 7 | 3.2986 | 102.48 | 258 | 3.4353 | 105.9153 | 年付 | 0.0403 | 2.915 | 11.8113 | |
国债0408 | 100408 | 4.3 | 5 | 1.2 | 101.3 | 294 | 3.4636 | 104.7636 | 年付 | 0.0316 | 1.1231 | 2.3866 | |
国债0407 | 100407 | 4.71 | 7 | 3.0438 | 103 | 350 | 4.5164 | 107.5164 | 年付 | 0.0365 | 2.6918 | 10.3433 | |
国债0404 | 100404 | 4.89 | 7 | 2.7945 | 102 | 76 | 1.0182 | 103.0182 | 年付 | 0.0411 | 2.5534 | 9.1658 | |
国债0403 | 100403 | 4.4164 | 5 | 0.6986 | 101.13 | 111 | 1.3431 | 102.4731 | 年付 | 0.0271 | 0.6856 | 0.9401 | |
国债0311 | 100311 | 3.5 | 7 | 2.2822 | 96.02 | 264 | 2.5315 | 98.5515 | 年付 | 0.0539 | 2.0668 | 6.379 | |
国债0308 | 100308 | 3.02 | 10 | 5.1123 | 93.5 | 327 | 2.7056 | 96.2056 | 年付 | 0.0447 | 4.4668 | 25.5635 | |
国债0307 | 100307 | 2.66 | 7 | 2.0329 | 97.5 | 355 | 2.5871 | 100.0871 | 年付 | 0.0396 | 1.8797 | 5.4573 | |
国债0303 | 100303 | 3.4 | 20 | 14.6986 | 87.03 | 114 | 1.059 | 88.089 | 半年付 | 0.0463 | 11.0236 | 149.549 | |
国债0301 | 100301 | 2.66 | 7 | 1.5342 | 98 | 172 | 1.2535 | 99.2535 | 年付 | 0.0402 | 1.4483 | 3.5134 | |
国债0215 | 100215 | 2.93 | 7 | 1.3288 | 98.8 | 247 | 1.9828 | 100.7828 | 年付 | 0.0386 | 1.2508 | 2.7947 | |
国债0213 | 100213 | 2.6 | 15 | 9.1233 | 84.98 | 142 | 1.0033 | 85.9833 | 半年付 | 0.0464 | 7.7993 | 70.3267 | |
国债0210 | 100210 | 2.39 | 7 | 1.0384 | 99 | 359 | 2.3507 | 101.3507 | 年付 | 0.034 | 0.9655 | 1.8873 | |
国债0203 | 100203 | 2.54 | 10 | 3.6959 | 93.5 | 113 | 0.7864 | 94.2864 | 年付 | 0.0449 | 3.3888 | 15.0349 | |
国债0115 | 100115 | 3 | 7 | 0.3616 | 100.7 | 235 | 1.9315 | 102.6315 | 年付 | 0.0099 | 0.3591 | 0.258 | |
06国债(5) | 010605 | 2.4 | 5 | 2.7699 | 95.34 | 85 | 0.5589 | 95.8989 | 年付 | 0.0422 | 2.589 | 9.2932 | |
06国债(4) | 010604 | 2.12 | 3 | 0.6904 | 99.45 | 114 | 0.6621 | 100.1121 | 年付 | 0.0291 | 0.6768 | 0.9161 | |
06国债(3) | 010603 | 2.8 | 10 | 7.6384 | 88.98 | 135 | 0.5178 | 89.4978 | 半年付 | 0.0449 | 6.6335 | 50.8527 | |
06国债(1) | 010601 | 2.51 | 7 | 4.5589 | 91.72 | 164 | 1.1278 | 92.8478 | 年付 | 0.0456 | 4.1145 | 21.5087 | |
05国债(13) | 010513 | 3.01 | 7 | 4.3014 | 94.94 | 258 | 2.1276 | 97.0676 | 年付 | 0.0432 | 3.8381 | 19.1521 | |
05国债(12) | 010512 | 3.65 | 15 | 12.2795 | 91.24 | 86 | 0.853 | 92.093 | 半年付 | 0.0459 | 9.5611 | 110.4532 | |
05国债(11) | 010511 | 2.14 | 5 | 2.2 | 96 | 294 | 1.7237 | 97.7237 | 年付 | 0.0407 | 2.0482 | 6.2559 | |
05国债(9) | 010509 | 2.83 | 7 | 4.0493 | 93.9 | 350 | 2.7137 | 96.6137 | 年付 | 0.0451 | 3.6038 | 17.1442 | |
05国债(8) | 010508 | 1.93 | 3 | 0.0192 | 100.03 | 360 | 1.9036 | 101.9336 | 年付 | -0.0018 | 0.0191 | 0.0007 | |
05国债(5) | 010505 | 3.37 | 7 | 3.7945 | 97.99 | 76 | 0.7017 | 98.6917 | 年付 | 0.0395 | 3.4641 | 15.7196 | |
05国债(4) | 010504 | 4.11 | 20 | 16.7753 | 97.15 | 86 | 0.9605 | 98.1105 | 半年付 | 0.0435 | 11.8309 | 177.6902 | |
05国债(3) | 010503 | 3.3 | 5 | 1.7123 | 99.03 | 105 | 0.9493 | 99.9793 | 年付 | 0.0389 | 1.62 | 4.2124 | |
05国债(1) | 010501 | 4.44 | 10 | 6.5589 | 101 | 163 | 1.9882 | 102.9882 | 半年付 | 0.0426 | 5.535 | 36.5457 | |
04国债(10) | 010410 | 4.86 | 7 | 3.2986 | 102.86 | 258 | 3.4353 | 106.2953 | 年付 | 0.0391 | 2.9184 | 11.8373 | |
04国债(8) | 010408 | 4.3 | 5 | 1.2 | 101.1 | 294 | 3.4636 | 104.5636 | 年付 | 0.0333 | 1.1214 | 2.3798 | |
04国债(7) | 010407 | 4.71 | 7 | 3.0466 | 102.61 | 350 | 4.5164 | 107.1264 | 年付 | 0.0378 | 2.6871 | 10.3096 | |
04国债(4) | 010404 | 4.89 | 7 | 2.7945 | 102.61 | 76 | 1.0182 | 103.6282 | 年付 | 0.0388 | 2.5595 | 9.2087 | |
04国债(3) | 010403 | 4.4164 | 5 | 0.6986 | 100.95 | 111 | 1.3431 | 102.2931 | 年付 | 0.0297 | 0.6839 | 0.9353 | |
03国债(11) | 010311 | 3.5 | 7 | 2.2822 | 99.2 | 264 | 2.5315 | 101.7315 | 年付 | 0.0386 | 2.0994 | 6.5758 | |
03国债(8) | 010308 | 3.02 | 10 | 5.1123 | 93.95 | 327 | 2.7056 | 96.6556 | 年付 | 0.0436 | 4.4675 | 25.5702 | |
03国债(7) | 010307 | 2.66 | 7 | 2.0329 | 97.19 | 355 | 2.5871 | 99.7771 | 年付 | 0.0413 | 1.8765 | 5.4394 | |
03国债(3) | 010303 | 3.4 | 20 | 14.6986 | 87.2 | 114 | 1.059 | 88.259 | 半年付 | 0.0461 | 11.0303 | 149.6779 | |
03国债(1) | 010301 | 2.66 | 7 | 1.5342 | 98.5 | 172 | 1.2535 | 99.7535 | 年付 | 0.0367 | 1.4495 | 3.5191 | |
02国债(15) | 010215 | 2.93 | 7 | 1.3288 | 99.65 | 247 | 1.9828 | 101.6328 | 年付 | 0.0319 | 1.2522 | 2.8007 | |
02国债(13) | 010213 | 2.6 | 15 | 9.1233 | 85.09 | 142 | 1.0033 | 86.0933 | 半年付 | 0.0462 | 7.8009 | 70.3485 | |
02国债(10) | 010210 | 2.39 | 7 | 1.0219 | 98.9 | 359 | 2.3507 | 101.2507 | 年付 | 0.035 | 0.9637 | 1.8805 | |
02国债(3) | 010203 | 2.54 | 10 | 3.6959 | 94.11 | 113 | 0.7864 | 94.8964 | 年付 | 0.043 | 3.3917 | 15.0597 | |
21国债(15) | 010115 | 3 | 7 | 0.3616 | 100.05 | 235 | 1.9315 | 101.9815 | 年付 | 0.0276 | 0.357 | 0.255 | |
21国债(12) | 010112 | 3.05 | 10 | 3.2274 | 96.7 | 284 | 2.3732 | 99.0732 | 年付 | 0.0416 | 2.9246 | 11.717 | |
21国债(10) | 010110 | 2.95 | 10 | 3.1315 | 96.53 | 319 | 2.5782 | 99.1082 | 年付 | 0.0415 | 2.8383 | 11.1272 | |
21国债(7) | 010107 | 4.26 | 20 | 12.9863 | 98.18 | 9 | 0.1042 | 98.2842 | 半年付 | 0.0445 | 9.8365 | 118.2303 | |
20国债(4) | 010004 | 3.41 | 10 | 1.789 | 101.65 | 78 | 0.7287 | 102.3787 | 年付 | 0.0304 | 1.6813 | 4.4873 | |
99国债(8) | 009908 | 3.3 | 10 | 1.126 | 99.97 | 321 | 2.9022 | 102.8722 | 年付 | 0.0331 | 1.0571 | 2.1682 | |
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