2008年8月5日国债到期收益率
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时间:2008年08月05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 | 1.1342 | 99.21 | 318 | 2.8751 | 102.0851 | 年付 | 0.0401 | 1.061 | 2.1762 | |
国债917 | 101917 | 4.26 | 20 | 12.9945 | 98.3 | 6 | 0.07 | 98.37 | 年付 | 0.0443 | 9.853 | 118.5406 | |
国债912 | 101912 | 3.05 | 10 | 3.2356 | 96.28 | 281 | 2.3481 | 98.6281 | 年付 | 0.043 | 2.9302 | 11.7529 | |
国债904 | 101904 | 2.87 | 10 | 1.7973 | 101.7 | 75 | 0.5897 | 102.2897 | 年付 | 0.019 | 1.6917 | 4.535 | |
国债0809 | 100809 | 3.42 | 1 | 0.8466 | 100 | 57 | 0.5341 | 100.5341 | 年付 | 0.0339 | 0.8229 | 1.3542 | |
国债0720 | 100720 | 3.66 | 1 | 0.3534 | 100.22 | 231 | 3.66 | 103.88 | 固定单利 | -0.006 | 0.3515 | 0.2471 | |
国债0716 | 100716 | 2.95 | 1 | 0.1068 | 99.95 | 321 | 2.95 | 102.9 | 固定单利 | 0.0045 | 0.1062 | 0.0225 | |
国债0505 | 100505 | 3.37 | 7 | 3.8027 | 96.31 | 73 | 0.674 | 96.984 | 年付 | 0.0444 | 3.4536 | 15.6219 | |
国债0503 | 100503 | 3.3 | 5 | 1.7205 | 98.8 | 102 | 0.9222 | 99.7222 | 年付 | 0.0403 | 1.6258 | 4.2348 | |
国债0501 | 100501 | 4.44 | 10 | 6.5671 | 102.64 | 160 | 1.9516 | 104.5916 | 半年付 | 0.0398 | 5.5589 | 36.8054 | |
国债0410 | 100410 | 4.86 | 7 | 3.3068 | 102.48 | 255 | 3.3953 | 105.8753 | 年付 | 0.0403 | 2.9228 | 11.8644 | |
国债0408 | 100408 | 4.3 | 5 | 1.2082 | 101.13 | 291 | 3.4282 | 104.5582 | 年付 | 0.0331 | 1.1293 | 2.405 | |
国债0407 | 100407 | 4.71 | 7 | 3.0521 | 103.99 | 347 | 4.4777 | 108.4677 | 年付 | 0.0331 | 2.6932 | 10.347 | |
国债0404 | 100404 | 4.89 | 7 | 2.8027 | 102.25 | 73 | 0.978 | 103.228 | 年付 | 0.0402 | 2.5638 | 9.231 | |
国债0403 | 100403 | 4.4164 | 5 | 0.7068 | 100.94 | 108 | 1.3068 | 102.2468 | 年付 | 0.03 | 0.6921 | 0.9579 | |
国债0311 | 100311 | 3.5 | 7 | 2.2904 | 99.65 | 261 | 2.5027 | 102.1527 | 年付 | 0.0365 | 2.1119 | 6.6446 | |
国债0308 | 100308 | 3.02 | 10 | 5.1205 | 93.16 | 324 | 2.6808 | 95.8408 | 年付 | 0.0455 | 4.4704 | 25.5965 | |
国债0307 | 100307 | 2.66 | 7 | 2.0411 | 97.5 | 352 | 2.5653 | 100.0653 | 年付 | 0.0396 | 1.8876 | 5.4951 | |
国债0303 | 100303 | 3.4 | 20 | 14.7068 | 86.86 | 111 | 1.0311 | 87.8911 | 半年付 | 0.0464 | 11.0364 | 149.8223 | |
国债0301 | 100301 | 2.66 | 7 | 1.5425 | 97.62 | 169 | 1.2316 | 98.8516 | 年付 | 0.0428 | 1.4651 | 3.5873 | |
国债0215 | 100215 | 2.93 | 7 | 1.337 | 98.8 | 244 | 1.9587 | 100.7587 | 年付 | 0.0385 | 1.2588 | 2.8224 | |
国债0213 | 100213 | 2.6 | 15 | 9.1315 | 84.82 | 139 | 0.9821 | 85.8021 | 半年付 | 0.0466 | 7.8003 | 70.3576 | |
国债0210 | 100210 | 2.39 | 7 | 1.0466 | 99 | 356 | 2.3311 | 101.3311 | 年付 | 0.0339 | 0.9735 | 1.9107 | |
国债0203 | 100203 | 2.54 | 10 | 3.7041 | 93.5 | 110 | 0.7655 | 94.2655 | 年付 | 0.0448 | 3.3968 | 15.0971 | |
国债0115 | 100115 | 3 | 7 | 0.3699 | 100.55 | 232 | 1.9068 | 102.4568 | 年付 | 0.0143 | 0.3668 | 0.2691 | |
06国债(5) | 010605 | 2.4 | 5 | 2.7781 | 95.85 | 82 | 0.5392 | 96.3892 | 年付 | 0.0401 | 2.6023 | 9.3803 | |
06国债(4) | 010604 | 2.12 | 3 | 0.6986 | 99.45 | 111 | 0.6447 | 100.0947 | 年付 | 0.029 | 0.6847 | 0.9377 | |
06国债(3) | 010603 | 2.8 | 10 | 7.6466 | 88.38 | 132 | 0.5063 | 88.8863 | 半年付 | 0.0458 | 6.6483 | 51.0465 | |
06国债(1) | 010601 | 2.51 | 7 | 4.5671 | 92.05 | 161 | 1.1072 | 93.1572 | 年付 | 0.0447 | 4.1264 | 21.6215 | |
05国债(13) | 010513 | 3.01 | 7 | 4.3096 | 94.2 | 255 | 2.1029 | 96.3029 | 年付 | 0.0452 | 3.8373 | 19.139 | |
05国债(12) | 010512 | 3.65 | 15 | 12.2877 | 91.02 | 83 | 0.8232 | 91.8432 | 半年付 | 0.0462 | 9.564 | 110.5231 | |
05国债(11) | 010511 | 2.14 | 5 | 2.2082 | 95.45 | 291 | 1.7061 | 97.1561 | 年付 | 0.0434 | 2.0539 | 6.2824 | |
05国债(9) | 010509 | 2.83 | 7 | 4.0575 | 93.9 | 347 | 2.6904 | 96.5904 | 年付 | 0.0451 | 3.6118 | 17.2096 | |
05国债(8) | 010508 | 1.93 | 3 | 0.0274 | 100 | 357 | 1.8877 | 101.8877 | 年付 | 0.0152 | 0.0273 | 0.0015 | |
05国债(5) | 010505 | 3.37 | 7 | 3.8027 | 96.5 | 73 | 0.674 | 97.174 | 年付 | 0.0439 | 3.4557 | 15.6401 | |
05国债(4) | 010504 | 4.11 | 20 | 16.7836 | 96.88 | 83 | 0.927 | 97.807 | 半年付 | 0.0437 | 11.8522 | 178.1682 | |
05国债(3) | 010503 | 3.3 | 5 | 1.7205 | 99.03 | 102 | 0.9222 | 99.9522 | 年付 | 0.0389 | 1.6279 | 4.246 | |
05国债(1) | 010501 | 4.44 | 10 | 6.5671 | 101 | 160 | 1.9516 | 102.9516 | 半年付 | 0.0426 | 5.5455 | 36.6651 | |
04国债(10) | 010410 | 4.86 | 7 | 3.3068 | 102.66 | 255 | 3.3953 | 106.0553 | 年付 | 0.0397 | 2.9248 | 11.8791 | |
04国债(8) | 010408 | 4.3 | 5 | 1.2082 | 100.88 | 291 | 3.4282 | 104.3082 | 年付 | 0.0352 | 1.1275 | 2.3974 | |
04国债(7) | 010407 | 4.71 | 7 | 3.0548 | 102.15 | 347 | 4.4777 | 106.6277 | 年付 | 0.0394 | 2.6909 | 10.3301 | |
04国债(4) | 010404 | 4.89 | 7 | 2.8027 | 102.62 | 73 | 0.978 | 103.598 | 年付 | 0.0388 | 2.5675 | 9.257 | |
04国债(3) | 010403 | 4.4164 | 5 | 0.7068 | 100.83 | 108 | 1.3068 | 102.1368 | 年付 | 0.0316 | 0.6915 | 0.9562 | |
03国债(11) | 010311 | 3.5 | 7 | 2.2904 | 99.02 | 261 | 2.5027 | 101.5227 | 年付 | 0.0395 | 2.1058 | 6.6075 | |
03国债(8) | 010308 | 3.02 | 10 | 5.1205 | 93.3 | 324 | 2.6808 | 95.9808 | 年付 | 0.0451 | 4.4722 | 25.6154 | |
03国债(7) | 010307 | 2.66 | 7 | 2.0411 | 97.19 | 352 | 2.5653 | 99.7553 | 年付 | 0.0412 | 1.8845 | 5.4772 | |
03国债(3) | 010303 | 3.4 | 20 | 14.7068 | 86.92 | 111 | 1.0311 | 87.9511 | 半年付 | 0.0464 | 11.0393 | 149.8783 | |
03国债(1) | 010301 | 2.66 | 7 | 1.5425 | 98.11 | 169 | 1.2316 | 99.3416 | 年付 | 0.0394 | 1.4573 | 3.5496 | |
02国债(15) | 010215 | 2.93 | 7 | 1.337 | 98.81 | 244 | 1.9587 | 100.7687 | 年付 | 0.0385 | 1.2589 | 2.8228 | |
02国债(13) | 010213 | 2.6 | 15 | 9.1315 | 85 | 139 | 0.9821 | 85.9821 | 半年付 | 0.0463 | 7.8096 | 70.4868 | |
02国债(10) | 010210 | 2.39 | 7 | 1.0301 | 98.68 | 356 | 2.3311 | 101.0111 | 年付 | 0.0372 | 0.9702 | 1.8982 | |
02国债(3) | 010203 | 2.54 | 10 | 3.7041 | 93.73 | 110 | 0.7655 | 94.4955 | 年付 | 0.0441 | 3.3992 | 15.1181 | |
21国债(15) | 010115 | 3 | 7 | 0.3699 | 100.01 | 232 | 1.9068 | 101.9168 | 年付 | 0.0287 | 0.3651 | 0.2667 | |
21国债(12) | 010112 | 3.05 | 10 | 3.2356 | 96.34 | 281 | 2.3481 | 98.6881 | 年付 | 0.0428 | 2.931 | 11.7596 | |
21国债(10) | 010110 | 2.95 | 10 | 3.1397 | 96.16 | 316 | 2.554 | 98.714 | 年付 | 0.0428 | 2.8446 | 11.168 | |
21国债(7) | 010107 | 4.26 | 20 | 12.9945 | 97.93 | 6 | 0.0695 | 97.9995 | 半年付 | 0.0447 | 9.8452 | 118.4032 | |
20国债(4) | 010004 | 3.41 | 10 | 1.7973 | 101.68 | 75 | 0.7007 | 102.3807 | 年付 | 0.0302 | 1.6895 | 4.5233 | |
99国债(8) | 009908 | 3.3 | 10 | 1.1342 | 99.73 | 318 | 2.8751 | 102.6051 | 年付 | 0.0353 | 1.0641 | 2.1888 | |
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