2008年8月4日国债到期收益率
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时间:2008年08月04日 17:00:13 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 | 1.137 | 99.4 | 317 | 2.866 | 102.266 | 年付 | 0.0384 | 1.061 | 2.1762 | |
国债917 | 101917 | 4.26 | 20 | 12.9973 | 98.3 | 5 | 0.0584 | 98.3584 | 年付 | 0.0443 | 9.853 | 118.5406 | |
国债912 | 101912 | 3.05 | 10 | 3.2384 | 96.28 | 280 | 2.3397 | 98.6197 | 年付 | 0.043 | 2.9302 | 11.7529 | |
国债904 | 101904 | 2.87 | 10 | 1.8 | 102 | 74 | 0.5819 | 102.5819 | 年付 | 0.0173 | 1.6917 | 4.535 | |
国债0809 | 100809 | 3.42 | 1 | 0.8493 | 100 | 56 | 0.5247 | 100.5247 | 年付 | 0.0339 | 0.8229 | 1.3542 | |
国债0720 | 100720 | 3.66 | 1 | 0.3562 | 100.22 | 230 | 3.66 | 103.88 | 固定单利 | -0.0059 | 0.3515 | 0.2471 | |
国债0716 | 100716 | 2.95 | 1 | 0.1096 | 99.95 | 320 | 2.95 | 102.9 | 固定单利 | 0.0044 | 0.1062 | 0.0225 | |
国债0505 | 100505 | 3.37 | 7 | 3.8055 | 96.31 | 72 | 0.6648 | 96.9748 | 年付 | 0.0444 | 3.4536 | 15.6219 | |
国债0503 | 100503 | 3.3 | 5 | 1.7233 | 98.81 | 101 | 0.9132 | 99.7232 | 年付 | 0.0402 | 1.6258 | 4.2348 | |
国债0501 | 100501 | 4.44 | 10 | 6.5699 | 102.49 | 159 | 1.9395 | 104.4295 | 半年付 | 0.04 | 5.5589 | 36.8054 | |
国债0410 | 100410 | 4.86 | 7 | 3.3096 | 102.48 | 254 | 3.382 | 105.862 | 年付 | 0.0403 | 2.9228 | 11.8644 | |
国债0408 | 100408 | 4.3 | 5 | 1.211 | 101.13 | 290 | 3.4164 | 104.5464 | 年付 | 0.0331 | 1.1293 | 2.405 | |
国债0407 | 100407 | 4.71 | 7 | 3.0548 | 102.4 | 346 | 4.4648 | 106.8648 | 年付 | 0.0386 | 2.6932 | 10.347 | |
国债0404 | 100404 | 4.89 | 7 | 2.8055 | 102.25 | 72 | 0.9646 | 103.2146 | 年付 | 0.0402 | 2.5638 | 9.231 | |
国债0403 | 100403 | 4.4164 | 5 | 0.7096 | 100.94 | 107 | 1.2947 | 102.2347 | 年付 | 0.0301 | 0.6921 | 0.9579 | |
国债0311 | 100311 | 3.5 | 7 | 2.2932 | 99.65 | 260 | 2.4932 | 102.1432 | 年付 | 0.0365 | 2.1119 | 6.6446 | |
国债0308 | 100308 | 3.02 | 10 | 5.1233 | 93.16 | 323 | 2.6725 | 95.8325 | 年付 | 0.0454 | 4.4704 | 25.5965 | |
国债0307 | 100307 | 2.66 | 7 | 2.0438 | 97.5 | 351 | 2.558 | 100.058 | 年付 | 0.0395 | 1.8876 | 5.4951 | |
国债0303 | 100303 | 3.4 | 20 | 14.7096 | 86.86 | 110 | 1.0219 | 87.8819 | 半年付 | 0.0464 | 11.0364 | 149.8223 | |
国债0301 | 100301 | 2.66 | 7 | 1.5452 | 98.9 | 168 | 1.2243 | 100.1243 | 年付 | 0.0339 | 1.4651 | 3.5873 | |
国债0215 | 100215 | 2.93 | 7 | 1.3397 | 98.8 | 243 | 1.9507 | 100.7507 | 年付 | 0.0385 | 1.2588 | 2.8224 | |
国债0213 | 100213 | 2.6 | 15 | 9.1342 | 84.35 | 138 | 0.975 | 85.325 | 半年付 | 0.0473 | 7.8003 | 70.3576 | |
国债0210 | 100210 | 2.39 | 7 | 1.0493 | 99 | 355 | 2.3245 | 101.3245 | 年付 | 0.0339 | 0.9735 | 1.9107 | |
国债0203 | 100203 | 2.54 | 10 | 3.7068 | 93.5 | 109 | 0.7585 | 94.2585 | 年付 | 0.0448 | 3.3968 | 15.0971 | |
国债0115 | 100115 | 3 | 7 | 0.3726 | 100.54 | 231 | 1.8986 | 102.4386 | 年付 | 0.0147 | 0.3668 | 0.2691 | |
06国债(5) | 010605 | 2.4 | 5 | 2.7808 | 95.85 | 81 | 0.5326 | 96.3826 | 年付 | 0.0401 | 2.6023 | 9.3803 | |
06国债(4) | 010604 | 2.12 | 3 | 0.7014 | 99.45 | 110 | 0.6389 | 100.0889 | 年付 | 0.0289 | 0.6847 | 0.9377 | |
06国债(3) | 010603 | 2.8 | 10 | 7.6493 | 88.38 | 131 | 0.5025 | 88.8825 | 半年付 | 0.0458 | 6.6483 | 51.0465 | |
06国债(1) | 010601 | 2.51 | 7 | 4.5699 | 92.05 | 160 | 1.1003 | 93.1503 | 年付 | 0.0447 | 4.1264 | 21.6215 | |
05国债(13) | 010513 | 3.01 | 7 | 4.3123 | 94.2 | 254 | 2.0946 | 96.2946 | 年付 | 0.0452 | 3.8373 | 19.139 | |
05国债(12) | 010512 | 3.65 | 15 | 12.2904 | 91 | 82 | 0.8133 | 91.8133 | 半年付 | 0.0462 | 9.564 | 110.5231 | |
05国债(11) | 010511 | 2.14 | 5 | 2.211 | 95.45 | 290 | 1.7003 | 97.1503 | 年付 | 0.0434 | 2.0539 | 6.2824 | |
05国债(9) | 010509 | 2.83 | 7 | 4.0603 | 93.9 | 346 | 2.6827 | 96.5827 | 年付 | 0.0451 | 3.6118 | 17.2096 | |
05国债(8) | 010508 | 1.93 | 3 | 0.0301 | 99.95 | 356 | 1.8824 | 101.8324 | 年付 | 0.0318 | 0.0273 | 0.0015 | |
05国债(5) | 010505 | 3.37 | 7 | 3.8055 | 96.5 | 72 | 0.6648 | 97.1648 | 年付 | 0.0439 | 3.4557 | 15.6401 | |
05国债(4) | 010504 | 4.11 | 20 | 16.7863 | 97.59 | 82 | 0.9158 | 98.5058 | 半年付 | 0.0431 | 11.8522 | 178.1682 | |
05国债(3) | 010503 | 3.3 | 5 | 1.7233 | 99.03 | 101 | 0.9132 | 99.9432 | 年付 | 0.0389 | 1.6279 | 4.246 | |
05国债(1) | 010501 | 4.44 | 10 | 6.5699 | 101.19 | 159 | 1.9395 | 103.1295 | 半年付 | 0.0423 | 5.5455 | 36.6651 | |
04国债(10) | 010410 | 4.86 | 7 | 3.3096 | 102.66 | 254 | 3.382 | 106.042 | 年付 | 0.0397 | 2.9248 | 11.8791 | |
04国债(8) | 010408 | 4.3 | 5 | 1.211 | 100.94 | 290 | 3.4164 | 104.3564 | 年付 | 0.0347 | 1.1275 | 2.3974 | |
04国债(7) | 010407 | 4.71 | 7 | 3.0575 | 102.18 | 346 | 4.4648 | 106.6448 | 年付 | 0.0393 | 2.6909 | 10.3301 | |
04国债(4) | 010404 | 4.89 | 7 | 2.8055 | 102.62 | 72 | 0.9646 | 103.5846 | 年付 | 0.0388 | 2.5675 | 9.257 | |
04国债(3) | 010403 | 4.4164 | 5 | 0.7096 | 100.85 | 107 | 1.2947 | 102.1447 | 年付 | 0.0313 | 0.6915 | 0.9562 | |
03国债(11) | 010311 | 3.5 | 7 | 2.2932 | 99.05 | 260 | 2.4932 | 101.5432 | 年付 | 0.0393 | 2.1058 | 6.6075 | |
03国债(8) | 010308 | 3.02 | 10 | 5.1233 | 93.3 | 323 | 2.6725 | 95.9725 | 年付 | 0.0451 | 4.4722 | 25.6154 | |
03国债(7) | 010307 | 2.66 | 7 | 2.0438 | 97.19 | 351 | 2.558 | 99.748 | 年付 | 0.0412 | 1.8845 | 5.4772 | |
03国债(3) | 010303 | 3.4 | 20 | 14.7096 | 86.96 | 110 | 1.0219 | 87.9819 | 半年付 | 0.0463 | 11.0393 | 149.8783 | |
03国债(1) | 010301 | 2.66 | 7 | 1.5452 | 98.11 | 168 | 1.2243 | 99.3343 | 年付 | 0.0393 | 1.4573 | 3.5496 | |
02国债(15) | 010215 | 2.93 | 7 | 1.3397 | 98.81 | 243 | 1.9507 | 100.7607 | 年付 | 0.0384 | 1.2589 | 2.8228 | |
02国债(13) | 010213 | 2.6 | 15 | 9.1342 | 85 | 138 | 0.975 | 85.975 | 半年付 | 0.0463 | 7.8096 | 70.4868 | |
02国债(10) | 010210 | 2.39 | 7 | 1.0329 | 98.67 | 355 | 2.3245 | 100.9945 | 年付 | 0.0372 | 0.9702 | 1.8982 | |
02国债(3) | 010203 | 2.54 | 10 | 3.7068 | 93.72 | 109 | 0.7585 | 94.4785 | 年付 | 0.0441 | 3.3992 | 15.1181 | |
21国债(15) | 010115 | 3 | 7 | 0.3726 | 100.07 | 231 | 1.8986 | 101.9686 | 年付 | 0.0271 | 0.3651 | 0.2667 | |
21国债(12) | 010112 | 3.05 | 10 | 3.2384 | 96.36 | 280 | 2.3397 | 98.6997 | 年付 | 0.0427 | 2.931 | 11.7596 | |
21国债(10) | 010110 | 2.95 | 10 | 3.1425 | 96.2 | 315 | 2.5459 | 98.7459 | 年付 | 0.0426 | 2.8446 | 11.168 | |
21国债(7) | 010107 | 4.26 | 20 | 12.9973 | 97.95 | 5 | 0.0579 | 98.0079 | 半年付 | 0.0447 | 9.8452 | 118.4032 | |
20国债(4) | 010004 | 3.41 | 10 | 1.8 | 101.77 | 74 | 0.6913 | 102.4613 | 年付 | 0.0297 | 1.6895 | 4.5233 | |
99国债(8) | 009908 | 3.3 | 10 | 1.137 | 99.72 | 317 | 2.866 | 102.586 | 年付 | 0.0354 | 1.0641 | 2.1888 | |
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