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 16:50:13 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 | 1.0612 | 2.1822 | |
国债917 | 101917 | 4.26 | 20 | 12.9918 | 99.5 | 7 | 0.0817 | 99.5817 | 年付 | 0.0431 | 9.874 | 118.8995 | |
国债912 | 101912 | 3.05 | 10 | 3.2329 | 96.28 | 282 | 2.3564 | 98.6364 | 年付 | 0.043 | 2.9249 | 11.7167 | |
国债904 | 101904 | 2.87 | 10 | 1.7945 | 100.81 | 76 | 0.5976 | 101.4076 | 年付 | 0.024 | 1.675 | 4.4518 | |
国债0809 | 100809 | 3.42 | 1 | 0.8438 | 100 | 58 | 0.5435 | 100.5435 | 年付 | 0.0339 | 0.8177 | 1.3373 | |
国债0720 | 100720 | 3.66 | 1 | 0.3507 | 100.22 | 232 | 3.66 | 103.88 | 固定单利 | -0.006 | 0.3462 | 0.2396 | |
国债0716 | 100716 | 2.95 | 1 | 0.1041 | 99.95 | 322 | 2.95 | 102.9 | 固定单利 | 0.0047 | 0.1008 | 0.0203 | |
国债0505 | 100505 | 3.37 | 7 | 3.8 | 96.31 | 74 | 0.6832 | 96.9932 | 年付 | 0.0444 | 3.4483 | 15.5802 | |
国债0503 | 100503 | 3.3 | 5 | 1.7178 | 99.18 | 103 | 0.9312 | 100.1112 | 年付 | 0.0379 | 1.6241 | 4.2312 | |
国债0501 | 100501 | 4.44 | 10 | 6.5644 | 102.64 | 161 | 1.9638 | 104.6038 | 半年付 | 0.0398 | 5.555 | 36.7591 | |
国债0410 | 100410 | 4.86 | 7 | 3.3041 | 102.48 | 256 | 3.4087 | 105.8887 | 年付 | 0.0403 | 2.9176 | 11.829 | |
国债0408 | 100408 | 4.3 | 5 | 1.2055 | 101.3 | 292 | 3.44 | 104.74 | 年付 | 0.0316 | 1.1257 | 2.395 | |
国债0407 | 100407 | 4.71 | 7 | 3.0493 | 103.99 | 348 | 4.4906 | 108.4806 | 年付 | 0.0331 | 2.705 | 10.4355 | |
国债0404 | 100404 | 4.89 | 7 | 2.8 | 102.22 | 74 | 0.9914 | 103.2114 | 年付 | 0.0403 | 2.5582 | 9.1971 | |
国债0403 | 100403 | 4.4164 | 5 | 0.7041 | 101.73 | 109 | 1.3189 | 103.0489 | 年付 | 0.0188 | 0.6922 | 0.9582 | |
国债0311 | 100311 | 3.5 | 7 | 2.2877 | 96.02 | 262 | 2.5123 | 98.5323 | 年付 | 0.0538 | 2.0694 | 6.3924 | |
国债0308 | 100308 | 3.02 | 10 | 5.1178 | 93.4 | 325 | 2.689 | 96.089 | 年付 | 0.0449 | 4.4682 | 25.5763 | |
国债0307 | 100307 | 2.66 | 7 | 2.0384 | 97.5 | 353 | 2.5725 | 100.0725 | 年付 | 0.0396 | 1.8823 | 5.4699 | |
国债0303 | 100303 | 3.4 | 20 | 14.7041 | 86.7 | 112 | 1.0404 | 87.7404 | 半年付 | 0.0466 | 11.0263 | 149.6101 | |
国债0301 | 100301 | 2.66 | 7 | 1.5397 | 98 | 170 | 1.2389 | 99.2389 | 年付 | 0.0401 | 1.4509 | 3.5237 | |
国债0215 | 100215 | 2.93 | 7 | 1.3342 | 98.8 | 245 | 1.9667 | 100.7667 | 年付 | 0.0386 | 1.2535 | 2.8039 | |
国债0213 | 100213 | 2.6 | 15 | 9.1288 | 84.85 | 140 | 0.9891 | 85.8391 | 半年付 | 0.0466 | 7.8021 | 70.3702 | |
国债0210 | 100210 | 2.39 | 7 | 1.0438 | 99 | 357 | 2.3376 | 101.3376 | 年付 | 0.0339 | 0.9681 | 1.8951 | |
国债0203 | 100203 | 2.54 | 10 | 3.7014 | 93.3 | 111 | 0.7724 | 94.0724 | 年付 | 0.0455 | 3.3892 | 15.0365 | |
国债0115 | 100115 | 3 | 7 | 0.3671 | 100.7 | 233 | 1.9151 | 102.6151 | 年付 | 0.0102 | 0.362 | 0.2621 | |
06国债(5) | 010605 | 2.4 | 5 | 2.7753 | 95.34 | 83 | 0.5458 | 95.8858 | 年付 | 0.0421 | 2.5917 | 9.3097 | |
06国债(4) | 010604 | 2.12 | 3 | 0.6959 | 99.45 | 112 | 0.6505 | 100.1005 | 年付 | 0.029 | 0.6794 | 0.9233 | |
06国债(3) | 010603 | 2.8 | 10 | 7.6438 | 87.8 | 133 | 0.5101 | 88.3101 | 半年付 | 0.0468 | 6.6362 | 50.8898 | |
06国债(1) | 010601 | 2.51 | 7 | 4.5644 | 91.62 | 162 | 1.114 | 92.734 | 年付 | 0.0458 | 4.116 | 21.5214 | |
05国债(13) | 010513 | 3.01 | 7 | 4.3068 | 94.94 | 256 | 2.1111 | 97.0511 | 年付 | 0.0432 | 3.8408 | 19.1751 | |
05国债(12) | 010512 | 3.65 | 15 | 12.2849 | 91.24 | 84 | 0.8332 | 92.0732 | 半年付 | 0.0459 | 9.5638 | 110.5058 | |
05国债(11) | 010511 | 2.14 | 5 | 2.2055 | 95.68 | 292 | 1.712 | 97.392 | 年付 | 0.0423 | 2.0509 | 6.2695 | |
05国债(9) | 010509 | 2.83 | 7 | 4.0548 | 93.9 | 348 | 2.6982 | 96.5982 | 年付 | 0.0451 | 3.6065 | 17.166 | |
05国债(8) | 010508 | 1.93 | 3 | 0.0247 | 100.05 | 358 | 1.893 | 101.943 | 年付 | -0.0052 | 0.0219 | 0.001 | |
05国债(5) | 010505 | 3.37 | 7 | 3.8 | 96.5 | 74 | 0.6832 | 97.1832 | 年付 | 0.0439 | 3.4504 | 15.5984 | |
05国债(4) | 010504 | 4.11 | 20 | 16.7808 | 97 | 84 | 0.9382 | 97.9382 | 半年付 | 0.0436 | 11.8277 | 177.6293 | |
05国债(3) | 010503 | 3.3 | 5 | 1.7178 | 99.03 | 103 | 0.9312 | 99.9612 | 年付 | 0.0389 | 1.6226 | 4.2236 | |
05国债(1) | 010501 | 4.44 | 10 | 6.5644 | 101 | 161 | 1.9638 | 102.9638 | 半年付 | 0.0426 | 5.5382 | 36.5823 | |
04国债(10) | 010410 | 4.86 | 7 | 3.3041 | 102.7 | 256 | 3.4087 | 106.1087 | 年付 | 0.0396 | 2.92 | 11.8469 | |
04国债(8) | 010408 | 4.3 | 5 | 1.2055 | 100.93 | 292 | 3.44 | 104.37 | 年付 | 0.0348 | 1.1221 | 2.3802 | |
04国债(7) | 010407 | 4.71 | 7 | 3.0521 | 102.56 | 348 | 4.4906 | 107.0506 | 年付 | 0.038 | 2.6897 | 10.3262 | |
04国债(4) | 010404 | 4.89 | 7 | 2.8 | 102.59 | 74 | 0.9914 | 103.5814 | 年付 | 0.0389 | 2.562 | 9.2231 | |
04国债(3) | 010403 | 4.4164 | 5 | 0.7041 | 100.84 | 109 | 1.3189 | 102.1589 | 年付 | 0.0314 | 0.6862 | 0.9417 | |
03国债(11) | 010311 | 3.5 | 7 | 2.2877 | 99.23 | 262 | 2.5123 | 101.7423 | 年付 | 0.0385 | 2.1023 | 6.5913 | |
03国债(8) | 010308 | 3.02 | 10 | 5.1178 | 93.55 | 325 | 2.689 | 96.239 | 年付 | 0.0446 | 4.4701 | 25.5965 | |
03国债(7) | 010307 | 2.66 | 7 | 2.0384 | 97.19 | 353 | 2.5725 | 99.7625 | 年付 | 0.0412 | 1.8791 | 5.452 | |
03国债(3) | 010303 | 3.4 | 20 | 14.7041 | 86.9 | 112 | 1.0404 | 87.9404 | 半年付 | 0.0464 | 11.0321 | 149.7223 | |
03国债(1) | 010301 | 2.66 | 7 | 1.5397 | 98.13 | 170 | 1.2389 | 99.3689 | 年付 | 0.0392 | 1.4522 | 3.5299 | |
02国债(15) | 010215 | 2.93 | 7 | 1.3342 | 98.89 | 245 | 1.9667 | 100.8567 | 年付 | 0.0378 | 1.2543 | 2.8078 | |
02国债(13) | 010213 | 2.6 | 15 | 9.1288 | 84.96 | 140 | 0.9891 | 85.9491 | 半年付 | 0.0464 | 7.8036 | 70.392 | |
02国债(10) | 010210 | 2.39 | 7 | 1.0274 | 98.82 | 357 | 2.3376 | 101.1576 | 年付 | 0.0358 | 0.9664 | 1.8883 | |
02国债(3) | 010203 | 2.54 | 10 | 3.7014 | 93.81 | 111 | 0.7724 | 94.5824 | 年付 | 0.0439 | 3.3949 | 15.0852 | |
21国债(15) | 010115 | 3 | 7 | 0.3671 | 100.1 | 233 | 1.9151 | 102.0151 | 年付 | 0.0263 | 0.3599 | 0.259 | |
21国债(12) | 010112 | 3.05 | 10 | 3.2329 | 96.4 | 282 | 2.3564 | 98.7564 | 年付 | 0.0426 | 2.9262 | 11.7268 | |
21国债(10) | 010110 | 2.95 | 10 | 3.137 | 96.25 | 317 | 2.5621 | 98.8121 | 年付 | 0.0425 | 2.8398 | 11.1367 | |
21国债(7) | 010107 | 4.26 | 20 | 12.9918 | 97.94 | 7 | 0.081 | 98.021 | 半年付 | 0.0447 | 9.8396 | 118.2918 | |
20国债(4) | 010004 | 3.41 | 10 | 1.7945 | 101.73 | 76 | 0.71 | 102.44 | 年付 | 0.0299 | 1.6839 | 4.4986 | |
99国债(8) | 009908 | 3.3 | 10 | 1.1315 | 99.8 | 319 | 2.8841 | 102.6841 | 年付 | 0.0347 | 1.0596 | 2.1756 | |
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