2008年8月11日国债到期收益率
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时间:2008年08月11日 16:51:13 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 | 1.1178 | 99.68 | 324 | 2.9293 | 102.6093 | 年付 | 0.0358 | 1.0452 | 2.1302 | |
国债917 | 101917 | 4.26 | 20 | 12.9781 | 98.2 | 12 | 0.1401 | 98.3401 | 年付 | 0.0445 | 9.8321 | 118.1256 | |
国债912 | 101912 | 3.05 | 10 | 3.2192 | 96.58 | 287 | 2.3982 | 98.9782 | 年付 | 0.042 | 2.9149 | 11.6515 | |
国债904 | 101904 | 2.87 | 10 | 1.7808 | 100.81 | 81 | 0.6369 | 101.4469 | 年付 | 0.024 | 1.6619 | 4.3957 | |
国债0809 | 100809 | 3.42 | 1 | 0.8301 | 100 | 63 | 0.5903 | 100.5903 | 年付 | 0.0339 | 0.8048 | 1.2953 | |
国债0720 | 100720 | 3.66 | 1 | 0.337 | 100.22 | 237 | 3.66 | 103.88 | 固定单利 | -0.0063 | 0.3328 | 0.2215 | |
国债0716 | 100716 | 2.95 | 1 | 0.0904 | 99.95 | 327 | 2.95 | 102.9 | 固定单利 | 0.0054 | 0.0872 | 0.0152 | |
国债0505 | 100505 | 3.37 | 7 | 3.7863 | 96.31 | 79 | 0.7294 | 97.0394 | 年付 | 0.0445 | 3.4351 | 15.4762 | |
国债0503 | 100503 | 3.3 | 5 | 1.7041 | 99.18 | 108 | 0.9764 | 100.1564 | 年付 | 0.038 | 1.6108 | 4.1755 | |
国债0501 | 100501 | 4.44 | 10 | 6.5507 | 102.64 | 166 | 2.0248 | 104.6648 | 半年付 | 0.0398 | 5.5416 | 36.6035 | |
国债0410 | 100410 | 4.86 | 7 | 3.2904 | 102.48 | 261 | 3.4752 | 105.9552 | 年付 | 0.0403 | 2.9046 | 11.7406 | |
国债0408 | 100408 | 4.3 | 5 | 1.1918 | 100.8 | 297 | 3.4989 | 104.2989 | 年付 | 0.0358 | 1.1078 | 2.3332 | |
国债0407 | 100407 | 4.71 | 7 | 3.0356 | 103 | 353 | 4.5552 | 107.5552 | 年付 | 0.0364 | 2.6814 | 10.2772 | |
国债0404 | 100404 | 4.89 | 7 | 2.7863 | 102.12 | 79 | 1.0584 | 103.1784 | 年付 | 0.0406 | 2.5442 | 9.1111 | |
国债0403 | 100403 | 4.4164 | 5 | 0.6904 | 101.13 | 114 | 1.3794 | 102.5094 | 年付 | 0.0269 | 0.6751 | 0.9115 | |
国债0311 | 100311 | 3.5 | 7 | 2.274 | 96.02 | 267 | 2.5603 | 98.5803 | 年付 | 0.054 | 2.0562 | 6.3252 | |
国债0308 | 100308 | 3.02 | 10 | 5.1041 | 93.5 | 330 | 2.7304 | 96.2304 | 年付 | 0.0447 | 4.4562 | 25.4584 | |
国债0307 | 100307 | 2.66 | 7 | 2.0247 | 98.59 | 358 | 2.609 | 101.199 | 年付 | 0.0339 | 1.8801 | 5.4697 | |
国债0303 | 100303 | 3.4 | 20 | 14.6904 | 87 | 117 | 1.0869 | 88.0869 | 半年付 | 0.0463 | 11.0214 | 149.4725 | |
国债0301 | 100301 | 2.66 | 7 | 1.526 | 98.15 | 175 | 1.2753 | 99.4253 | 年付 | 0.0392 | 1.4391 | 3.4794 | |
国债0215 | 100215 | 2.93 | 7 | 1.3205 | 98.8 | 250 | 2.0068 | 100.8068 | 年付 | 0.0387 | 1.2402 | 2.7579 | |
国债0213 | 100213 | 2.6 | 15 | 9.1151 | 84.71 | 145 | 1.0245 | 85.7345 | 半年付 | 0.0468 | 7.7865 | 70.1253 | |
国债0210 | 100210 | 2.39 | 7 | 1.0301 | 98.5 | 362 | 2.3704 | 100.8704 | 年付 | 0.0393 | 0.9499 | 1.8377 | |
国债0203 | 100203 | 2.54 | 10 | 3.6877 | 93.8 | 116 | 0.8072 | 94.6072 | 年付 | 0.044 | 3.3814 | 14.9808 | |
国债0115 | 100115 | 3 | 7 | 0.3534 | 100.4 | 238 | 1.9562 | 102.3562 | 年付 | 0.0178 | 0.3475 | 0.2415 | |
06国债(5) | 10605 | 2.4 | 5 | 2.7616 | 95.66 | 88 | 0.5786 | 96.2386 | 年付 | 0.0409 | 2.5816 | 9.251 | |
06国债(4) | 10604 | 2.12 | 3 | 0.6822 | 98.61 | 117 | 0.6796 | 99.2896 | 年付 | 0.0418 | 0.6606 | 0.8728 | |
06国债(3) | 10603 | 2.8 | 10 | 7.6301 | 88.31 | 138 | 0.5293 | 88.8393 | 半年付 | 0.046 | 6.6286 | 50.7771 | |
06国债(1) | 10601 | 2.51 | 7 | 4.5507 | 91.67 | 167 | 1.1484 | 92.8184 | 年付 | 0.0458 | 4.1032 | 21.4048 | |
05国债(13) | 10513 | 3.01 | 7 | 4.2932 | 94.94 | 261 | 2.1524 | 97.0924 | 年付 | 0.0432 | 3.8275 | 19.0604 | |
05国债(12) | 10512 | 3.65 | 15 | 12.2712 | 91.12 | 89 | 0.8827 | 92.0027 | 半年付 | 0.0461 | 9.5478 | 110.1989 | |
05国债(11) | 10511 | 2.14 | 5 | 2.1918 | 96.1 | 297 | 1.7413 | 97.8413 | 年付 | 0.0403 | 2.0419 | 6.2276 | |
05国债(9) | 10509 | 2.83 | 7 | 4.0411 | 95 | 353 | 2.737 | 97.737 | 年付 | 0.042 | 3.6063 | 17.1726 | |
05国债(8) | 10508 | 1.93 | 3 | 0.011 | 100.02 | 363 | 1.9194 | 101.9394 | 年付 | -0.0084 | 0.0082 | 0.0001 | |
05国债(5) | 10505 | 3.37 | 7 | 3.7863 | 96.55 | 79 | 0.7294 | 97.2794 | 年付 | 0.0438 | 3.4377 | 15.4992 | |
05国债(4) | 10504 | 4.11 | 20 | 16.7671 | 97.03 | 89 | 0.994 | 98.024 | 半年付 | 0.0436 | 11.8154 | 177.3282 | |
05国债(3) | 10503 | 3.3 | 5 | 1.7041 | 99.16 | 108 | 0.9764 | 100.1364 | 年付 | 0.0381 | 1.6106 | 4.1745 | |
05国债(1) | 10501 | 4.44 | 10 | 6.5507 | 101 | 166 | 2.0248 | 103.0248 | 半年付 | 0.0426 | 5.5248 | 36.427 | |
04国债(10) | 10410 | 4.86 | 7 | 3.2904 | 102.72 | 261 | 3.4752 | 106.1952 | 年付 | 0.0395 | 2.9072 | 11.7601 | |
04国债(8) | 10408 | 4.3 | 5 | 1.1918 | 100.9 | 297 | 3.4989 | 104.3989 | 年付 | 0.0349 | 1.1088 | 2.3372 | |
04国债(7) | 10407 | 4.71 | 7 | 3.0384 | 102.6 | 353 | 4.5552 | 107.1552 | 年付 | 0.0378 | 2.6771 | 10.2467 | |
04国债(4) | 10404 | 4.89 | 7 | 2.7863 | 102.7 | 79 | 1.0584 | 103.7584 | 年付 | 0.0384 | 2.55 | 9.1517 | |
04国债(3) | 10403 | 4.4164 | 5 | 0.6904 | 100.93 | 114 | 1.3794 | 102.3094 | 年付 | 0.0298 | 0.6738 | 0.908 | |
03国债(11) | 10311 | 3.5 | 7 | 2.274 | 99.25 | 267 | 2.5603 | 101.8103 | 年付 | 0.0384 | 2.0893 | 6.5244 | |
03国债(8) | 10308 | 3.02 | 10 | 5.1041 | 93.65 | 330 | 2.7304 | 96.3804 | 年付 | 0.0444 | 4.4582 | 25.4785 | |
03国债(7) | 10307 | 2.66 | 7 | 2.0247 | 97.26 | 358 | 2.609 | 99.869 | 年付 | 0.041 | 1.8666 | 5.3932 | |
03国债(3) | 10303 | 3.4 | 20 | 14.6904 | 87.21 | 117 | 1.0869 | 88.2969 | 半年付 | 0.0461 | 11.0274 | 149.5896 | |
03国债(1) | 10301 | 2.66 | 7 | 1.526 | 98.25 | 175 | 1.2753 | 99.5253 | 年付 | 0.0385 | 1.4401 | 3.4842 | |
02国债(15) | 10215 | 2.93 | 7 | 1.3205 | 99.03 | 250 | 2.0068 | 101.0368 | 年付 | 0.0368 | 1.2424 | 2.7678 | |
02国债(13) | 10213 | 2.6 | 15 | 9.1151 | 85.15 | 145 | 1.0245 | 86.1745 | 半年付 | 0.0462 | 7.7928 | 70.2123 | |
02国债(10) | 10210 | 2.39 | 7 | 1.0137 | 98.96 | 362 | 2.3704 | 101.3304 | 年付 | 0.0345 | 0.9544 | 1.8549 | |
02国债(3) | 10203 | 2.54 | 10 | 3.6877 | 94.33 | 116 | 0.8072 | 95.1372 | 年付 | 0.0423 | 3.3873 | 15.0311 | |
21国债(15) | 10115 | 3 | 7 | 0.3534 | 100.08 | 238 | 1.9562 | 102.0362 | 年付 | 0.0267 | 0.3464 | 0.24 | |
21国债(12) | 10112 | 3.05 | 10 | 3.2192 | 96.79 | 287 | 2.3982 | 99.1882 | 年付 | 0.0413 | 2.9172 | 11.6689 | |
21国债(10) | 10110 | 2.95 | 10 | 3.1233 | 96.6 | 322 | 2.6025 | 99.2025 | 年付 | 0.0413 | 2.8304 | 11.0771 | |
21国债(7) | 10107 | 4.26 | 20 | 12.9781 | 98 | 12 | 0.1389 | 98.1389 | 半年付 | 0.0446 | 9.8277 | 118.0471 | |
20国债(4) | 10004 | 3.41 | 10 | 1.7808 | 101.68 | 81 | 0.7567 | 102.4367 | 年付 | 0.0302 | 1.6703 | 4.4397 | |
99国债(8) | 9908 | 3.3 | 10 | 1.1178 | 99.93 | 324 | 2.9293 | 102.8593 | 年付 | 0.0335 | 1.0476 | 2.14 | |
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