2008年8月13日国债到期收益率
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时间:2008年08月13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 | 1.1123 | 99.45 | 326 | 2.9474 | 102.3974 | 年付 | 0.038 | 1.0426 | 2.1225 | |
国债917 | 101917 | 4.26 | 20 | 12.9726 | 99.4 | 14 | 0.1634 | 99.5634 | 年付 | 0.0432 | 9.8558 | 118.5383 | |
国债912 | 101912 | 3.05 | 10 | 3.2137 | 96.58 | 289 | 2.4149 | 98.9949 | 年付 | 0.042 | 2.9122 | 11.6334 | |
国债904 | 101904 | 2.87 | 10 | 1.7753 | 100.81 | 83 | 0.6526 | 101.4626 | 年付 | 0.0239 | 1.6593 | 4.3845 | |
国债0809 | 100809 | 3.42 | 1 | 0.8247 | 100 | 65 | 0.609 | 100.609 | 年付 | 0.0339 | 0.8022 | 1.2869 | |
国债0720 | 100720 | 3.66 | 1 | 0.3315 | 100.22 | 239 | 3.66 | 103.88 | 固定单利 | -0.0064 | 0.3301 | 0.218 | |
国债0716 | 100716 | 2.95 | 1 | 0.0849 | 99.95 | 329 | 2.95 | 102.9 | 固定单利 | 0.0057 | 0.0845 | 0.0143 | |
国债0505 | 100505 | 3.37 | 7 | 3.7808 | 96.31 | 81 | 0.7479 | 97.0579 | 年付 | 0.0445 | 3.4324 | 15.4555 | |
国债0503 | 100503 | 3.3 | 5 | 1.6986 | 98.85 | 110 | 0.9945 | 99.8445 | 年付 | 0.0401 | 1.6049 | 4.1478 | |
国债0501 | 100501 | 4.44 | 10 | 6.5452 | 101.7 | 168 | 2.0492 | 103.7492 | 半年付 | 0.0414 | 5.5375 | 36.5575 | |
国债0410 | 100410 | 4.86 | 7 | 3.2849 | 101 | 263 | 3.5019 | 104.5019 | 年付 | 0.0451 | 2.886 | 11.6025 | |
国债0408 | 100408 | 4.3 | 5 | 1.1863 | 101.26 | 299 | 3.5225 | 104.7825 | 年付 | 0.0318 | 1.1096 | 2.3432 | |
国债0407 | 100407 | 4.71 | 7 | 3.0301 | 103 | 355 | 4.581 | 107.581 | 年付 | 0.0364 | 2.6788 | 10.2607 | |
国债0404 | 100404 | 4.89 | 7 | 2.7808 | 102.49 | 81 | 1.0852 | 103.5752 | 年付 | 0.0392 | 2.5452 | 9.1205 | |
国债0403 | 100403 | 4.4164 | 5 | 0.6849 | 101.13 | 116 | 1.4036 | 102.5336 | 年付 | 0.0268 | 0.6725 | 0.9045 | |
国债0311 | 100311 | 3.5 | 7 | 2.2685 | 99.6 | 269 | 2.5795 | 102.1795 | 年付 | 0.0368 | 2.0902 | 6.5324 | |
国债0308 | 100308 | 3.02 | 10 | 5.0986 | 93.18 | 332 | 2.747 | 95.927 | 年付 | 0.0455 | 4.4512 | 25.4079 | |
国债0307 | 100307 | 2.66 | 7 | 2.0192 | 98.59 | 360 | 2.6236 | 101.2136 | 年付 | 0.0339 | 1.8775 | 5.4571 | |
国债0303 | 100303 | 3.4 | 20 | 14.6849 | 87.1 | 119 | 1.1055 | 88.2055 | 半年付 | 0.0462 | 11.0216 | 149.4672 | |
国债0301 | 100301 | 2.66 | 7 | 1.5205 | 98.15 | 177 | 1.2899 | 99.4399 | 年付 | 0.0393 | 1.4365 | 3.4692 | |
国债0215 | 100215 | 2.93 | 7 | 1.3151 | 98.8 | 252 | 2.0229 | 100.8229 | 年付 | 0.0387 | 1.2375 | 2.7487 | |
国债0213 | 100213 | 2.6 | 15 | 9.1096 | 84.86 | 147 | 1.0386 | 85.8986 | 半年付 | 0.0466 | 7.7878 | 70.1373 | |
国债0210 | 100210 | 2.39 | 7 | 1.0247 | 98.74 | 364 | 2.3835 | 101.1235 | 年付 | 0.0368 | 0.9496 | 1.839 | |
国债0203 | 100203 | 2.54 | 10 | 3.6822 | 93.5 | 118 | 0.8212 | 94.3212 | 年付 | 0.0449 | 3.3788 | 14.9601 | |
国债0115 | 100115 | 3 | 7 | 0.3479 | 100.98 | 240 | 1.9726 | 102.9526 | 年付 | 0.0013 | 0.3468 | 0.2406 | |
06国债(5) | 010605 | 2.4 | 5 | 2.7562 | 95.66 | 90 | 0.5918 | 96.2518 | 年付 | 0.041 | 2.579 | 9.2346 | |
06国债(4) | 010604 | 2.12 | 3 | 0.6767 | 99.44 | 119 | 0.6912 | 100.1312 | 年付 | 0.0294 | 0.6635 | 0.8805 | |
06国债(3) | 010603 | 2.8 | 10 | 7.6247 | 88.2 | 140 | 0.537 | 88.737 | 半年付 | 0.0462 | 6.6246 | 50.7246 | |
06国债(1) | 010601 | 2.51 | 7 | 4.5452 | 91.8 | 169 | 1.1622 | 92.9622 | 年付 | 0.0454 | 4.1021 | 21.3957 | |
05国债(13) | 010513 | 3.01 | 7 | 4.2877 | 94.94 | 263 | 2.1688 | 97.1088 | 年付 | 0.0432 | 3.8248 | 19.0376 | |
05国债(12) | 010512 | 3.65 | 15 | 12.2658 | 90.87 | 91 | 0.9026 | 91.7726 | 半年付 | 0.0463 | 9.5403 | 110.0657 | |
05国债(11) | 010511 | 2.14 | 5 | 2.1863 | 96.15 | 299 | 1.753 | 97.903 | 年付 | 0.0401 | 2.0397 | 6.2171 | |
05国债(9) | 010509 | 2.83 | 7 | 4.0356 | 94.8 | 355 | 2.7525 | 97.5525 | 年付 | 0.0426 | 3.6036 | 17.1508 | |
05国债(8) | 010508 | 1.93 | 3 | 0.0055 | 100.02 | 365 | 1.93 | 101.95 | 年付 | -0.0357 | 0.0055 | 0.0001 | |
05国债(5) | 010505 | 3.37 | 7 | 3.7808 | 96.55 | 81 | 0.7479 | 97.2979 | 年付 | 0.0438 | 3.4351 | 15.4784 | |
05国债(4) | 010504 | 4.11 | 20 | 16.7616 | 97.95 | 91 | 1.0163 | 98.9663 | 半年付 | 0.0428 | 11.8425 | 177.9005 | |
05国债(3) | 010503 | 3.3 | 5 | 1.6986 | 99.11 | 110 | 0.9945 | 100.1045 | 年付 | 0.0384 | 1.608 | 4.1634 | |
05国债(1) | 010501 | 4.44 | 10 | 6.5452 | 101 | 168 | 2.0492 | 103.0492 | 半年付 | 0.0426 | 5.5221 | 36.396 | |
04国债(10) | 010410 | 4.86 | 7 | 3.2849 | 102.68 | 263 | 3.5019 | 106.1819 | 年付 | 0.0396 | 2.9046 | 11.7425 | |
04国债(8) | 010408 | 4.3 | 5 | 1.1863 | 100.84 | 299 | 3.5225 | 104.3625 | 年付 | 0.0354 | 1.1059 | 2.3281 | |
04国债(7) | 010407 | 4.71 | 7 | 3.0329 | 102.88 | 355 | 4.581 | 107.461 | 年付 | 0.0368 | 2.6775 | 10.2515 | |
04国债(4) | 010404 | 4.89 | 7 | 2.7808 | 102.64 | 81 | 1.0852 | 103.7252 | 年付 | 0.0386 | 2.5468 | 9.1317 | |
04国债(3) | 010403 | 4.4164 | 5 | 0.6849 | 100.97 | 116 | 1.4036 | 102.3736 | 年付 | 0.0291 | 0.6715 | 0.9018 | |
03国债(11) | 010311 | 3.5 | 7 | 2.2685 | 99.25 | 269 | 2.5795 | 101.8295 | 年付 | 0.0384 | 2.0867 | 6.5108 | |
03国债(8) | 010308 | 3.02 | 10 | 5.0986 | 93.7 | 332 | 2.747 | 96.447 | 年付 | 0.0443 | 4.4575 | 25.4724 | |
03国债(7) | 010307 | 2.66 | 7 | 2.0192 | 97.26 | 360 | 2.6236 | 99.8836 | 年付 | 0.041 | 1.8639 | 5.3807 | |
03国债(3) | 010303 | 3.4 | 20 | 14.6849 | 87.1 | 119 | 1.1055 | 88.2055 | 半年付 | 0.0462 | 11.0221 | 149.4783 | |
03国债(1) | 010301 | 2.66 | 7 | 1.5205 | 98.2 | 177 | 1.2899 | 99.4899 | 年付 | 0.0389 | 1.4375 | 3.4744 | |
02国债(15) | 010215 | 2.93 | 7 | 1.3151 | 98.92 | 252 | 2.0229 | 100.9429 | 年付 | 0.0377 | 1.2398 | 2.7586 | |
02国债(13) | 010213 | 2.6 | 15 | 9.1096 | 85.25 | 147 | 1.0386 | 86.2886 | 半年付 | 0.046 | 7.7892 | 70.1571 | |
02国债(10) | 010210 | 2.39 | 7 | 1.0082 | 98.88 | 364 | 2.3835 | 101.2635 | 年付 | 0.0354 | 0.951 | 1.8446 | |
02国债(3) | 010203 | 2.54 | 10 | 3.6822 | 94.08 | 118 | 0.8212 | 94.9012 | 年付 | 0.0431 | 3.3822 | 14.9895 | |
21国债(15) | 010115 | 3 | 7 | 0.3479 | 100.03 | 240 | 1.9726 | 102.0026 | 年付 | 0.0281 | 0.3438 | 0.2364 | |
21国债(12) | 010112 | 3.05 | 10 | 3.2137 | 96.66 | 289 | 2.4149 | 99.0749 | 年付 | 0.0418 | 2.9135 | 11.6434 | |
21国债(10) | 010110 | 2.95 | 10 | 3.1178 | 96.51 | 324 | 2.6186 | 99.1286 | 年付 | 0.0416 | 2.8271 | 11.0546 | |
21国债(7) | 010107 | 4.26 | 20 | 12.9726 | 97.95 | 14 | 0.1621 | 98.1121 | 半年付 | 0.0447 | 9.8252 | 117.9974 | |
20国债(4) | 010004 | 3.41 | 10 | 1.7753 | 101.69 | 83 | 0.7754 | 102.4654 | 年付 | 0.0301 | 1.6677 | 4.4285 | |
99国债(8) | 009908 | 3.3 | 10 | 1.1123 | 99.85 | 326 | 2.9474 | 102.7974 | 年付 | 0.0343 | 1.0446 | 2.1303 | |
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