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 | 101998 | 3.3 | 10 | 1.1342 | 99.4 | 318 | 2.8751 | 102.2751 | 年付 | 0.0384 | 1.0583 | 2.168 | |
国债917 | 101917 | 4.26 | 20 | 12.9945 | 98.3 | 6 | 0.07 | 98.37 | 年付 | 0.0443 | 9.8503 | 118.4869 | |
国债912 | 101912 | 3.05 | 10 | 3.2356 | 96.28 | 281 | 2.3481 | 98.6281 | 年付 | 0.043 | 2.9275 | 11.7348 | |
国债904 | 101904 | 2.87 | 10 | 1.7973 | 100.81 | 75 | 0.5897 | 101.3997 | 年付 | 0.024 | 1.6776 | 4.463 | |
国债0809 | 100809 | 3.42 | 1 | 0.8466 | 100 | 57 | 0.5341 | 100.5341 | 年付 | 0.0339 | 0.8203 | 1.3457 | |
国债0720 | 100720 | 3.66 | 1 | 0.3534 | 100.22 | 231 | 3.66 | 103.88 | 固定单利 | -0.006 | 0.3488 | 0.2434 | |
国债0716 | 100716 | 2.95 | 1 | 0.1068 | 99.95 | 321 | 2.95 | 102.9 | 固定单利 | 0.0045 | 0.1035 | 0.0214 | |
国债0505 | 100505 | 3.37 | 7 | 3.8027 | 96.31 | 73 | 0.674 | 96.984 | 年付 | 0.0444 | 3.451 | 15.601 | |
国债0503 | 100503 | 3.3 | 5 | 1.7205 | 99.18 | 102 | 0.9222 | 100.1022 | 年付 | 0.0379 | 1.6267 | 4.2424 | |
国债0501 | 100501 | 4.44 | 10 | 6.5671 | 102.64 | 160 | 1.9516 | 104.5916 | 半年付 | 0.0398 | 5.5577 | 36.7902 | |
国债0410 | 100410 | 4.86 | 7 | 3.3068 | 102.48 | 255 | 3.3953 | 105.8753 | 年付 | 0.0403 | 2.9202 | 11.8467 | |
国债0408 | 100408 | 4.3 | 5 | 1.2082 | 100.9 | 291 | 3.4282 | 104.3282 | 年付 | 0.035 | 1.1245 | 2.3874 | |
国债0407 | 100407 | 4.71 | 7 | 3.0521 | 103.99 | 347 | 4.4777 | 108.4677 | 年付 | 0.0331 | 2.7076 | 10.4521 | |
国债0404 | 100404 | 4.89 | 7 | 2.8027 | 102.29 | 73 | 0.978 | 103.268 | 年付 | 0.04 | 2.5616 | 9.2179 | |
国债0403 | 100403 | 4.4164 | 5 | 0.7068 | 100.94 | 108 | 1.3068 | 102.2468 | 年付 | 0.03 | 0.6895 | 0.9507 | |
国债0311 | 100311 | 3.5 | 7 | 2.2904 | 98.5 | 261 | 2.5027 | 101.0027 | 年付 | 0.0419 | 2.0975 | 6.5597 | |
国债0308 | 100308 | 3.02 | 10 | 5.1205 | 93.3 | 324 | 2.6808 | 95.9808 | 年付 | 0.0451 | 4.4695 | 25.5891 | |
国债0307 | 100307 | 2.66 | 7 | 2.0411 | 97.5 | 352 | 2.5653 | 100.0653 | 年付 | 0.0396 | 1.885 | 5.4825 | |
国债0303 | 100303 | 3.4 | 20 | 14.7068 | 86.71 | 111 | 1.0311 | 87.7411 | 半年付 | 0.0466 | 11.0293 | 149.6769 | |
国债0301 | 100301 | 2.66 | 7 | 1.5425 | 97.65 | 169 | 1.2316 | 98.8816 | 年付 | 0.0425 | 1.4502 | 3.5174 | |
国债0215 | 100215 | 2.93 | 7 | 1.337 | 98.8 | 244 | 1.9587 | 100.7587 | 年付 | 0.0385 | 1.2561 | 2.8131 | |
国债0213 | 100213 | 2.6 | 15 | 9.1315 | 84.97 | 139 | 0.9821 | 85.9521 | 半年付 | 0.0464 | 7.8065 | 70.4374 | |
国债0210 | 100210 | 2.39 | 7 | 1.0466 | 99 | 356 | 2.3311 | 101.3311 | 年付 | 0.0339 | 0.9708 | 1.9029 | |
国债0203 | 100203 | 2.54 | 10 | 3.7041 | 93.3 | 110 | 0.7655 | 94.0655 | 年付 | 0.0455 | 3.3919 | 15.0572 | |
国债0115 | 100115 | 3 | 7 | 0.3699 | 100.54 | 232 | 1.9068 | 102.4468 | 年付 | 0.0146 | 0.3641 | 0.2652 | |
06国债(5) | 010605 | 2.4 | 5 | 2.7781 | 95.34 | 82 | 0.5392 | 95.8792 | 年付 | 0.0421 | 2.5943 | 9.3261 | |
06国债(4) | 010604 | 2.12 | 3 | 0.6986 | 99.45 | 111 | 0.6447 | 100.0947 | 年付 | 0.029 | 0.6821 | 0.9305 | |
06国债(3) | 010603 | 2.8 | 10 | 7.6466 | 88.38 | 132 | 0.5063 | 88.8863 | 半年付 | 0.0458 | 6.6456 | 51.0094 | |
06国债(1) | 010601 | 2.51 | 7 | 4.5671 | 92.05 | 161 | 1.1072 | 93.1572 | 年付 | 0.0447 | 4.1238 | 21.5969 | |
05国债(13) | 010513 | 3.01 | 7 | 4.3096 | 94.94 | 255 | 2.1029 | 97.0429 | 年付 | 0.0432 | 3.8434 | 19.198 | |
05国债(12) | 010512 | 3.65 | 15 | 12.2877 | 90.88 | 83 | 0.8232 | 91.7032 | 半年付 | 0.0463 | 9.5587 | 110.4264 | |
05国债(11) | 010511 | 2.14 | 5 | 2.2082 | 95.68 | 291 | 1.7061 | 97.3861 | 年付 | 0.0423 | 2.0536 | 6.2831 | |
05国债(9) | 010509 | 2.83 | 7 | 4.0575 | 93.9 | 347 | 2.6904 | 96.5904 | 年付 | 0.0451 | 3.6091 | 17.1878 | |
05国债(8) | 010508 | 1.93 | 3 | 0.0274 | 99.95 | 357 | 1.8877 | 101.8377 | 年付 | 0.0331 | 0.0246 | 0.0012 | |
05国债(5) | 010505 | 3.37 | 7 | 3.8027 | 96.5 | 73 | 0.674 | 97.174 | 年付 | 0.0439 | 3.453 | 15.6192 | |
05国债(4) | 010504 | 4.11 | 20 | 16.7836 | 96.9 | 83 | 0.927 | 97.827 | 半年付 | 0.0437 | 11.8271 | 177.6239 | |
05国债(3) | 010503 | 3.3 | 5 | 1.7205 | 99.03 | 102 | 0.9222 | 99.9522 | 年付 | 0.0389 | 1.6253 | 4.2348 | |
05国债(1) | 010501 | 4.44 | 10 | 6.5671 | 100.99 | 160 | 1.9516 | 102.9416 | 半年付 | 0.0426 | 5.5408 | 36.6123 | |
04国债(10) | 010410 | 4.86 | 7 | 3.3068 | 102.66 | 255 | 3.3953 | 106.0553 | 年付 | 0.0397 | 2.9222 | 11.8614 | |
04国债(8) | 010408 | 4.3 | 5 | 1.2082 | 100.93 | 291 | 3.4282 | 104.3582 | 年付 | 0.0348 | 1.1248 | 2.3886 | |
04国债(7) | 010407 | 4.71 | 7 | 3.0548 | 102.35 | 347 | 4.4777 | 106.8277 | 年付 | 0.0387 | 2.6901 | 10.3266 | |
04国债(4) | 010404 | 4.89 | 7 | 2.8027 | 102.51 | 73 | 0.978 | 103.488 | 年付 | 0.0392 | 2.5638 | 9.2334 | |
04国债(3) | 010403 | 4.4164 | 5 | 0.7068 | 100.83 | 108 | 1.3068 | 102.1368 | 年付 | 0.0316 | 0.6887 | 0.9487 | |
03国债(11) | 010311 | 3.5 | 7 | 2.2904 | 99.23 | 261 | 2.5027 | 101.7327 | 年付 | 0.0385 | 2.105 | 6.6049 | |
03国债(8) | 010308 | 3.02 | 10 | 5.1205 | 93.35 | 324 | 2.6808 | 96.0308 | 年付 | 0.045 | 4.4702 | 25.5959 | |
03国债(7) | 010307 | 2.66 | 7 | 2.0411 | 97.19 | 352 | 2.5653 | 99.7553 | 年付 | 0.0412 | 1.8818 | 5.4646 | |
03国债(3) | 010303 | 3.4 | 20 | 14.7068 | 86.89 | 111 | 1.0311 | 87.9211 | 半年付 | 0.0464 | 11.0345 | 149.7779 | |
03国债(1) | 010301 | 2.66 | 7 | 1.5425 | 98.12 | 169 | 1.2316 | 99.3516 | 年付 | 0.0393 | 1.4548 | 3.5398 | |
02国债(15) | 010215 | 2.93 | 7 | 1.337 | 98.8 | 244 | 1.9587 | 100.7587 | 年付 | 0.0385 | 1.2561 | 2.8131 | |
02国债(13) | 010213 | 2.6 | 15 | 9.1315 | 84.99 | 139 | 0.9821 | 85.9721 | 半年付 | 0.0464 | 7.8067 | 70.4414 | |
02国债(10) | 010210 | 2.39 | 7 | 1.0301 | 98.68 | 356 | 2.3311 | 101.0111 | 年付 | 0.0372 | 0.9677 | 1.8908 | |
02国债(3) | 010203 | 2.54 | 10 | 3.7041 | 93.79 | 110 | 0.7655 | 94.5555 | 年付 | 0.0439 | 3.3973 | 15.104 | |
21国债(15) | 010115 | 3 | 7 | 0.3699 | 99.99 | 232 | 1.9068 | 101.8968 | 年付 | 0.0293 | 0.3622 | 0.2623 | |
21国债(12) | 010112 | 3.05 | 10 | 3.2356 | 96.35 | 281 | 2.3481 | 98.6981 | 年付 | 0.0428 | 2.9283 | 11.7407 | |
21国债(10) | 010110 | 2.95 | 10 | 3.1397 | 96.2 | 316 | 2.554 | 98.754 | 年付 | 0.0426 | 2.8419 | 11.1503 | |
21国债(7) | 010107 | 4.26 | 20 | 12.9945 | 97.91 | 6 | 0.0695 | 97.9795 | 半年付 | 0.0447 | 9.8416 | 118.3337 | |
20国债(4) | 010004 | 3.41 | 10 | 1.7973 | 101.76 | 75 | 0.7007 | 102.4607 | 年付 | 0.0298 | 1.6868 | 4.5114 | |
99国债(8) | 009908 | 3.3 | 10 | 1.1342 | 99.8 | 318 | 2.8751 | 102.6751 | 年付 | 0.0347 | 1.0622 | 2.1837 | |
|
中财网

|
|