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2008年8月5日国债到期收益率

时间:2008年08月05日 16:52:13 中财网
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 1019983.3101.134299.43182.8751102.2751年付0.03841.05832.168
国债9171019174.262012.994598.360.0798.37年付0.04439.8503118.4869
国债9121019123.05103.235696.282812.348198.6281年付0.0432.927511.7348
国债9041019042.87101.7973100.81750.5897101.3997年付0.0241.67764.463
国债08091008093.4210.8466100570.5341100.5341年付0.03390.82031.3457
国债07201007203.6610.3534100.222313.66103.88固定单利-0.0060.34880.2434
国债07161007162.9510.106899.953212.95102.9固定单利0.00450.10350.0214
国债0505 1005053.3773.802796.31730.67496.984年付0.04443.45115.601
国债05031005033.351.720599.181020.9222100.1022年付0.03791.62674.2424
国债05011005014.44106.5671102.641601.9516104.5916半年付0.03985.557736.7902
国债04101004104.8673.3068102.482553.3953105.8753年付0.04032.920211.8467
国债04081004084.351.2082100.92913.4282104.3282年付0.0351.12452.3874
国债04071004074.7173.0521103.993474.4777108.4677年付0.03312.707610.4521
国债04041004044.8972.8027102.29730.978103.268年付0.042.56169.2179
国债04031004034.416450.7068100.941081.3068102.2468年付0.030.68950.9507
国债03111003113.572.290498.52612.5027101.0027年付0.04192.09756.5597
国债03081003083.02105.120593.33242.680895.9808年付0.04514.469525.5891
国债03071003072.6672.041197.53522.5653100.0653年付0.03961.8855.4825
国债03031003033.42014.706886.711111.031187.7411半年付0.046611.0293149.6769
国债03011003012.6671.542597.651691.231698.8816年付0.04251.45023.5174
国债02151002152.9371.33798.82441.9587100.7587年付0.03851.25612.8131
国债02131002132.6159.131584.971390.982185.9521半年付0.04647.806570.4374
国债02101002102.3971.0466993562.3311101.3311年付0.03390.97081.9029
国债02031002032.54103.704193.31100.765594.0655年付0.04553.391915.0572
国债0115100115370.3699100.542321.9068102.4468年付0.01460.36410.2652
06国债(5)0106052.452.778195.34820.539295.8792年付0.04212.59439.3261
06国债(4)0106042.1230.698699.451110.6447100.0947年付0.0290.68210.9305
06国债(3)0106032.8107.646688.381320.506388.8863半年付0.04586.645651.0094
06国债(1)0106012.5174.567192.051611.107293.1572年付0.04474.123821.5969
05国债(13)0105133.0174.309694.942552.102997.0429年付0.04323.843419.198
05国债(12)0105123.651512.287790.88830.823291.7032半年付0.04639.5587110.4264
05国债(11)0105112.1452.208295.682911.706197.3861年付0.04232.05366.2831
05国债(9)0105092.8374.057593.93472.690496.5904年付0.04513.609117.1878
05国债(8)0105081.9330.027499.953571.8877101.8377年付0.03310.02460.0012
05国债(5)0105053.3773.802796.5730.67497.174年付0.04393.45315.6192
05国债(4)0105044.112016.783696.9830.92797.827半年付0.043711.8271177.6239
05国债(3)0105033.351.720599.031020.922299.9522年付0.03891.62534.2348
05国债(1)0105014.44106.5671100.991601.9516102.9416半年付0.04265.540836.6123
04国债(10)0104104.8673.3068102.662553.3953106.0553年付0.03972.922211.8614
04国债(8)0104084.351.2082100.932913.4282104.3582年付0.03481.12482.3886
04国债(7)0104074.7173.0548102.353474.4777106.8277年付0.03872.690110.3266
04国债(4)0104044.8972.8027102.51730.978103.488年付0.03922.56389.2334
04国债(3)0104034.416450.7068100.831081.3068102.1368年付0.03160.68870.9487
03国债(11)0103113.572.290499.232612.5027101.7327年付0.03852.1056.6049
03国债(8)0103083.02105.120593.353242.680896.0308年付0.0454.470225.5959
03国债(7)0103072.6672.041197.193522.565399.7553年付0.04121.88185.4646
03国债(3)0103033.42014.706886.891111.031187.9211半年付0.046411.0345149.7779
03国债(1)0103012.6671.542598.121691.231699.3516年付0.03931.45483.5398
02国债(15)0102152.9371.33798.82441.9587100.7587年付0.03851.25612.8131
02国债(13)0102132.6159.131584.991390.982185.9721半年付0.04647.806770.4414
02国债(10)0102102.3971.030198.683562.3311101.0111年付0.03720.96771.8908
02国债(3)0102032.54103.704193.791100.765594.5555年付0.04393.397315.104
21国债(15)010115370.369999.992321.9068101.8968年付0.02930.36220.2623
21国债(12)0101123.05103.235696.352812.348198.6981年付0.04282.928311.7407
21国债(10)0101102.95103.139796.23162.55498.754年付0.04262.841911.1503
21国债(7)0101074.262012.994597.9160.069597.9795半年付0.04479.8416118.3337
20国债(4)0100043.41101.7973101.76750.7007102.4607年付0.02981.68684.5114
99国债(8) 0099083.3101.134299.83182.8751102.6751年付0.03471.06222.1837
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