2008年8月6日国债到期收益率
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时间:2008年08月06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 | 1.1315 | 99.97 | 319 | 2.8841 | 102.8541 | 年付 | 0.0331 | 1.0583 | 2.168 | |
国债917 | 101917 | 4.26 | 20 | 12.9918 | 99.5 | 7 | 0.0817 | 99.5817 | 年付 | 0.0431 | 9.8503 | 118.4869 | |
国债912 | 101912 | 3.05 | 10 | 3.2329 | 96.28 | 282 | 2.3564 | 98.6364 | 年付 | 0.043 | 2.9275 | 11.7348 | |
国债904 | 101904 | 2.87 | 10 | 1.7945 | 100.81 | 76 | 0.5976 | 101.4076 | 年付 | 0.024 | 1.6776 | 4.463 | |
国债0809 | 100809 | 3.42 | 1 | 0.8438 | 100 | 58 | 0.5435 | 100.5435 | 年付 | 0.0339 | 0.8203 | 1.3457 | |
国债0720 | 100720 | 3.66 | 1 | 0.3507 | 100.22 | 232 | 3.66 | 103.88 | 固定单利 | -0.006 | 0.3488 | 0.2434 | |
国债0716 | 100716 | 2.95 | 1 | 0.1041 | 99.95 | 322 | 2.95 | 102.9 | 固定单利 | 0.0047 | 0.1035 | 0.0214 | |
国债0505 | 100505 | 3.37 | 7 | 3.8 | 96.31 | 74 | 0.6832 | 96.9932 | 年付 | 0.0444 | 3.451 | 15.601 | |
国债0503 | 100503 | 3.3 | 5 | 1.7178 | 99.18 | 103 | 0.9312 | 100.1112 | 年付 | 0.0379 | 1.6267 | 4.2424 | |
国债0501 | 100501 | 4.44 | 10 | 6.5644 | 102.64 | 161 | 1.9638 | 104.6038 | 半年付 | 0.0398 | 5.5577 | 36.7902 | |
国债0410 | 100410 | 4.86 | 7 | 3.3041 | 102.48 | 256 | 3.4087 | 105.8887 | 年付 | 0.0403 | 2.9202 | 11.8467 | |
国债0408 | 100408 | 4.3 | 5 | 1.2055 | 101.3 | 292 | 3.44 | 104.74 | 年付 | 0.0316 | 1.1245 | 2.3874 | |
国债0407 | 100407 | 4.71 | 7 | 3.0493 | 103.99 | 348 | 4.4906 | 108.4806 | 年付 | 0.0331 | 2.7076 | 10.4521 | |
国债0404 | 100404 | 4.89 | 7 | 2.8 | 102.22 | 74 | 0.9914 | 103.2114 | 年付 | 0.0403 | 2.5616 | 9.2179 | |
国债0403 | 100403 | 4.4164 | 5 | 0.7041 | 100.9 | 109 | 1.3189 | 102.2189 | 年付 | 0.0305 | 0.6895 | 0.9507 | |
国债0311 | 100311 | 3.5 | 7 | 2.2877 | 96.02 | 262 | 2.5123 | 98.5323 | 年付 | 0.0538 | 2.0975 | 6.5597 | |
国债0308 | 100308 | 3.02 | 10 | 5.1178 | 93.3 | 325 | 2.689 | 95.989 | 年付 | 0.0451 | 4.4695 | 25.5891 | |
国债0307 | 100307 | 2.66 | 7 | 2.0384 | 97.5 | 353 | 2.5725 | 100.0725 | 年付 | 0.0396 | 1.885 | 5.4825 | |
国债0303 | 100303 | 3.4 | 20 | 14.7041 | 86.55 | 112 | 1.0404 | 87.5904 | 半年付 | 0.0468 | 11.0293 | 149.6769 | |
国债0301 | 100301 | 2.66 | 7 | 1.5397 | 97.65 | 170 | 1.2389 | 98.8889 | 年付 | 0.0426 | 1.4502 | 3.5174 | |
国债0215 | 100215 | 2.93 | 7 | 1.3342 | 98.8 | 245 | 1.9667 | 100.7667 | 年付 | 0.0386 | 1.2561 | 2.8131 | |
国债0213 | 100213 | 2.6 | 15 | 9.1288 | 84.85 | 140 | 0.9891 | 85.8391 | 半年付 | 0.0466 | 7.8065 | 70.4374 | |
国债0210 | 100210 | 2.39 | 7 | 1.0438 | 99 | 357 | 2.3376 | 101.3376 | 年付 | 0.0339 | 0.9708 | 1.9029 | |
国债0203 | 100203 | 2.54 | 10 | 3.7014 | 93.3 | 111 | 0.7724 | 94.0724 | 年付 | 0.0455 | 3.3919 | 15.0572 | |
国债0115 | 100115 | 3 | 7 | 0.3671 | 100.7 | 233 | 1.9151 | 102.6151 | 年付 | 0.0102 | 0.3641 | 0.2652 | |
06国债(5) | 10605 | 2.4 | 5 | 2.7753 | 95.34 | 83 | 0.5458 | 95.8858 | 年付 | 0.0421 | 2.5943 | 9.3261 | |
06国债(4) | 10604 | 2.12 | 3 | 0.6959 | 99.45 | 112 | 0.6505 | 100.1005 | 年付 | 0.029 | 0.6821 | 0.9305 | |
06国债(3) | 10603 | 2.8 | 10 | 7.6438 | 87.8 | 133 | 0.5101 | 88.3101 | 半年付 | 0.0468 | 6.6456 | 51.0094 | |
06国债(1) | 10601 | 2.51 | 7 | 4.5644 | 91.62 | 162 | 1.114 | 92.734 | 年付 | 0.0458 | 4.1238 | 21.5969 | |
05国债(13) | 10513 | 3.01 | 7 | 4.3068 | 94.94 | 256 | 2.1111 | 97.0511 | 年付 | 0.0432 | 3.8434 | 19.198 | |
05国债(12) | 10512 | 3.65 | 15 | 12.2849 | 91.3 | 84 | 0.8332 | 92.1332 | 半年付 | 0.0458 | 9.5587 | 110.4264 | |
05国债(11) | 10511 | 2.14 | 5 | 2.2055 | 95.68 | 292 | 1.712 | 97.392 | 年付 | 0.0423 | 2.0536 | 6.2831 | |
05国债(9) | 10509 | 2.83 | 7 | 4.0548 | 93.9 | 348 | 2.6982 | 96.5982 | 年付 | 0.0451 | 3.6091 | 17.1878 | |
05国债(8) | 10508 | 1.93 | 3 | 0.0247 | 100.02 | 358 | 1.893 | 101.913 | 年付 | 0.0068 | 0.0246 | 0.0012 | |
05国债(5) | 10505 | 3.37 | 7 | 3.8 | 96.5 | 74 | 0.6832 | 97.1832 | 年付 | 0.0439 | 3.453 | 15.6192 | |
05国债(4) | 10504 | 4.11 | 20 | 16.7808 | 97 | 84 | 0.9382 | 97.9382 | 半年付 | 0.0436 | 11.8271 | 177.6239 | |
05国债(3) | 10503 | 3.3 | 5 | 1.7178 | 99.03 | 103 | 0.9312 | 99.9612 | 年付 | 0.0389 | 1.6253 | 4.2348 | |
05国债(1) | 10501 | 4.44 | 10 | 6.5644 | 100.99 | 161 | 1.9638 | 102.9538 | 半年付 | 0.0426 | 5.5408 | 36.6123 | |
04国债(10) | 10410 | 4.86 | 7 | 3.3041 | 102.7 | 256 | 3.4087 | 106.1087 | 年付 | 0.0396 | 2.9222 | 11.8614 | |
04国债(8) | 10408 | 4.3 | 5 | 1.2055 | 100.92 | 292 | 3.44 | 104.36 | 年付 | 0.0349 | 1.1248 | 2.3886 | |
04国债(7) | 10407 | 4.71 | 7 | 3.0521 | 102.35 | 348 | 4.4906 | 106.8406 | 年付 | 0.0387 | 2.6901 | 10.3266 | |
04国债(4) | 10404 | 4.89 | 7 | 2.8 | 102.57 | 74 | 0.9914 | 103.5614 | 年付 | 0.039 | 2.5638 | 9.2334 | |
04国债(3) | 10403 | 4.4164 | 5 | 0.7041 | 100.75 | 109 | 1.3189 | 102.0689 | 年付 | 0.0327 | 0.6887 | 0.9487 | |
03国债(11) | 10311 | 3.5 | 7 | 2.2877 | 99.23 | 262 | 2.5123 | 101.7423 | 年付 | 0.0385 | 2.105 | 6.6049 | |
03国债(8) | 10308 | 3.02 | 10 | 5.1178 | 93.5 | 325 | 2.689 | 96.189 | 年付 | 0.0447 | 4.4702 | 25.5959 | |
03国债(7) | 10307 | 2.66 | 7 | 2.0384 | 97.19 | 353 | 2.5725 | 99.7625 | 年付 | 0.0412 | 1.8818 | 5.4646 | |
03国债(3) | 10303 | 3.4 | 20 | 14.7041 | 86.87 | 112 | 1.0404 | 87.9104 | 半年付 | 0.0464 | 11.0345 | 149.7779 | |
03国债(1) | 10301 | 2.66 | 7 | 1.5397 | 98.12 | 170 | 1.2389 | 99.3589 | 年付 | 0.0393 | 1.4548 | 3.5398 | |
02国债(15) | 10215 | 2.93 | 7 | 1.3342 | 98.8 | 245 | 1.9667 | 100.7667 | 年付 | 0.0386 | 1.2561 | 2.8131 | |
02国债(13) | 10213 | 2.6 | 15 | 9.1288 | 84.86 | 140 | 0.9891 | 85.8491 | 半年付 | 0.0466 | 7.8067 | 70.4414 | |
02国债(10) | 10210 | 2.39 | 7 | 1.0274 | 98.78 | 357 | 2.3376 | 101.1176 | 年付 | 0.0362 | 0.9677 | 1.8908 | |
02国债(3) | 10203 | 2.54 | 10 | 3.7014 | 93.79 | 111 | 0.7724 | 94.5624 | 年付 | 0.0439 | 3.3973 | 15.104 | |
21国债(15) | 10115 | 3 | 7 | 0.3671 | 100.1 | 233 | 1.9151 | 102.0151 | 年付 | 0.0263 | 0.3622 | 0.2623 | |
21国债(12) | 10112 | 3.05 | 10 | 3.2329 | 96.32 | 282 | 2.3564 | 98.6764 | 年付 | 0.0429 | 2.9283 | 11.7407 | |
21国债(10) | 10110 | 2.95 | 10 | 3.137 | 96.19 | 317 | 2.5621 | 98.7521 | 年付 | 0.0427 | 2.8419 | 11.1503 | |
21国债(7) | 10107 | 4.26 | 20 | 12.9918 | 97.9 | 7 | 0.081 | 97.981 | 半年付 | 0.0447 | 9.8416 | 118.3337 | |
20国债(4) | 10004 | 3.41 | 10 | 1.7945 | 101.61 | 76 | 0.71 | 102.32 | 年付 | 0.0306 | 1.6868 | 4.5114 | |
99国债(8) | 9908 | 3.3 | 10 | 1.1315 | 99.78 | 319 | 2.8841 | 102.6641 | 年付 | 0.0349 | 1.0622 | 2.1837 | |
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