2008年8月7日国债到期收益率
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时间:2008年08月07日 16:54:13 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 | 1.1288 | 99.97 | 320 | 2.8932 | 102.8632 | 年付 | 0.0331 | 1.0586 | 2.1741 | |
国债917 | 101917 | 4.26 | 20 | 12.989 | 99.55 | 8 | 0.0934 | 99.6434 | 年付 | 0.0431 | 9.8724 | 118.865 | |
国债912 | 101912 | 3.05 | 10 | 3.2301 | 96.28 | 283 | 2.3648 | 98.6448 | 年付 | 0.043 | 2.9222 | 11.6987 | |
国债904 | 101904 | 2.87 | 10 | 1.7918 | 100.81 | 77 | 0.6055 | 101.4155 | 年付 | 0.024 | 1.6724 | 4.4405 | |
国债0809 | 100809 | 3.42 | 1 | 0.8411 | 100 | 59 | 0.5528 | 100.5528 | 年付 | 0.0339 | 0.8151 | 1.3288 | |
国债0720 | 100720 | 3.66 | 1 | 0.3479 | 100.22 | 233 | 3.66 | 103.88 | 固定单利 | -0.0061 | 0.3435 | 0.236 | |
国债0716 | 100716 | 2.95 | 1 | 0.1014 | 99.95 | 323 | 2.95 | 102.9 | 固定单利 | 0.0048 | 0.098 | 0.0192 | |
国债0505 | 100505 | 3.37 | 7 | 3.7973 | 96.31 | 75 | 0.6925 | 97.0025 | 年付 | 0.0444 | 3.4457 | 15.5594 | |
国债0503 | 100503 | 3.3 | 5 | 1.7151 | 99.18 | 104 | 0.9403 | 100.1203 | 年付 | 0.038 | 1.6214 | 4.22 | |
国债0501 | 100501 | 4.44 | 10 | 6.5616 | 102.64 | 162 | 1.976 | 104.616 | 半年付 | 0.0398 | 5.5523 | 36.7279 | |
国债0410 | 100410 | 4.86 | 7 | 3.3014 | 102.48 | 257 | 3.422 | 105.902 | 年付 | 0.0403 | 2.915 | 11.8113 | |
国债0408 | 100408 | 4.3 | 5 | 1.2027 | 101.3 | 293 | 3.4518 | 104.7518 | 年付 | 0.0316 | 1.1231 | 2.3866 | |
国债0407 | 100407 | 4.71 | 7 | 3.0466 | 103 | 349 | 4.5035 | 107.5035 | 年付 | 0.0365 | 2.6918 | 10.3433 | |
国债0404 | 100404 | 4.89 | 7 | 2.7973 | 102 | 75 | 1.0048 | 103.0048 | 年付 | 0.0411 | 2.5534 | 9.1658 | |
国债0403 | 100403 | 4.4164 | 5 | 0.7014 | 101.14 | 110 | 1.331 | 102.471 | 年付 | 0.0271 | 0.6856 | 0.9401 | |
国债0311 | 100311 | 3.5 | 7 | 2.2849 | 96.02 | 263 | 2.5219 | 98.5419 | 年付 | 0.0539 | 2.0668 | 6.379 | |
国债0308 | 100308 | 3.02 | 10 | 5.1151 | 93.5 | 326 | 2.6973 | 96.1973 | 年付 | 0.0447 | 4.4668 | 25.5635 | |
国债0307 | 100307 | 2.66 | 7 | 2.0356 | 97.5 | 354 | 2.5798 | 100.0798 | 年付 | 0.0396 | 1.8797 | 5.4573 | |
国债0303 | 100303 | 3.4 | 20 | 14.7014 | 86.7 | 113 | 1.0497 | 87.7497 | 半年付 | 0.0466 | 11.0236 | 149.549 | |
国债0301 | 100301 | 2.66 | 7 | 1.537 | 98 | 171 | 1.2462 | 99.2462 | 年付 | 0.0402 | 1.4483 | 3.5134 | |
国债0215 | 100215 | 2.93 | 7 | 1.3315 | 98.8 | 246 | 1.9747 | 100.7747 | 年付 | 0.0386 | 1.2508 | 2.7947 | |
国债0213 | 100213 | 2.6 | 15 | 9.126 | 84.85 | 141 | 0.9962 | 85.8462 | 半年付 | 0.0466 | 7.7993 | 70.3267 | |
国债0210 | 100210 | 2.39 | 7 | 1.0411 | 99 | 358 | 2.3442 | 101.3442 | 年付 | 0.0339 | 0.9655 | 1.8873 | |
国债0203 | 100203 | 2.54 | 10 | 3.6986 | 93.5 | 112 | 0.7794 | 94.2794 | 年付 | 0.0449 | 3.3888 | 15.0349 | |
国债0115 | 100115 | 3 | 7 | 0.3644 | 100.65 | 234 | 1.9233 | 102.5733 | 年付 | 0.0114 | 0.3591 | 0.258 | |
06国债(5) | 10605 | 2.4 | 5 | 2.7726 | 95.34 | 84 | 0.5523 | 95.8923 | 年付 | 0.0421 | 2.589 | 9.2932 | |
06国债(4) | 10604 | 2.12 | 3 | 0.6932 | 99.45 | 113 | 0.6563 | 100.1063 | 年付 | 0.029 | 0.6768 | 0.9161 | |
06国债(3) | 10603 | 2.8 | 10 | 7.6411 | 87.8 | 134 | 0.514 | 88.314 | 半年付 | 0.0468 | 6.6335 | 50.8527 | |
06国债(1) | 10601 | 2.51 | 7 | 4.5616 | 91.72 | 163 | 1.1209 | 92.8409 | 年付 | 0.0456 | 4.1145 | 21.5087 | |
05国债(13) | 10513 | 3.01 | 7 | 4.3041 | 94.94 | 257 | 2.1194 | 97.0594 | 年付 | 0.0432 | 3.8381 | 19.1521 | |
05国债(12) | 10512 | 3.65 | 15 | 12.2822 | 91.24 | 85 | 0.8431 | 92.0831 | 半年付 | 0.0459 | 9.5611 | 110.4532 | |
05国债(11) | 10511 | 2.14 | 5 | 2.2027 | 95.68 | 293 | 1.7179 | 97.3979 | 年付 | 0.0423 | 2.0482 | 6.2559 | |
05国债(9) | 10509 | 2.83 | 7 | 4.0521 | 93.9 | 349 | 2.7059 | 96.6059 | 年付 | 0.0451 | 3.6038 | 17.1442 | |
05国债(8) | 10508 | 1.93 | 3 | 0.0219 | 100.02 | 359 | 1.8983 | 101.9183 | 年付 | 0.0052 | 0.0191 | 0.0007 | |
05国债(5) | 10505 | 3.37 | 7 | 3.7973 | 97.99 | 75 | 0.6925 | 98.6825 | 年付 | 0.0395 | 3.4641 | 15.7196 | |
05国债(4) | 10504 | 4.11 | 20 | 16.7781 | 97.18 | 85 | 0.9493 | 98.1293 | 半年付 | 0.0435 | 11.8309 | 177.6902 | |
05国债(3) | 10503 | 3.3 | 5 | 1.7151 | 99.03 | 104 | 0.9403 | 99.9703 | 年付 | 0.0389 | 1.62 | 4.2124 | |
05国债(1) | 10501 | 4.44 | 10 | 6.5616 | 100.95 | 162 | 1.976 | 102.926 | 半年付 | 0.0427 | 5.535 | 36.5457 | |
04国债(10) | 10410 | 4.86 | 7 | 3.3014 | 102.8 | 257 | 3.422 | 106.222 | 年付 | 0.0393 | 2.9184 | 11.8373 | |
04国债(8) | 10408 | 4.3 | 5 | 1.2027 | 101.13 | 293 | 3.4518 | 104.5818 | 年付 | 0.033 | 1.1214 | 2.3798 | |
04国债(7) | 10407 | 4.71 | 7 | 3.0493 | 102.56 | 349 | 4.5035 | 107.0635 | 年付 | 0.038 | 2.6871 | 10.3096 | |
04国债(4) | 10404 | 4.89 | 7 | 2.7973 | 102.61 | 75 | 1.0048 | 103.6148 | 年付 | 0.0388 | 2.5595 | 9.2087 | |
04国债(3) | 10403 | 4.4164 | 5 | 0.7014 | 100.88 | 110 | 1.331 | 102.211 | 年付 | 0.0308 | 0.6839 | 0.9353 | |
03国债(11) | 10311 | 3.5 | 7 | 2.2849 | 99.2 | 263 | 2.5219 | 101.7219 | 年付 | 0.0386 | 2.0994 | 6.5758 | |
03国债(8) | 10308 | 3.02 | 10 | 5.1151 | 93.55 | 326 | 2.6973 | 96.2473 | 年付 | 0.0446 | 4.4675 | 25.5702 | |
03国债(7) | 10307 | 2.66 | 7 | 2.0356 | 97.19 | 354 | 2.5798 | 99.7698 | 年付 | 0.0412 | 1.8765 | 5.4394 | |
03国债(3) | 10303 | 3.4 | 20 | 14.7014 | 86.93 | 113 | 1.0497 | 87.9797 | 半年付 | 0.0464 | 11.0303 | 149.6779 | |
03国债(1) | 10301 | 2.66 | 7 | 1.537 | 98.12 | 171 | 1.2462 | 99.3662 | 年付 | 0.0393 | 1.4495 | 3.5191 | |
02国债(15) | 10215 | 2.93 | 7 | 1.3315 | 98.94 | 246 | 1.9747 | 100.9147 | 年付 | 0.0375 | 1.2522 | 2.8007 | |
02国债(13) | 10213 | 2.6 | 15 | 9.126 | 84.96 | 141 | 0.9962 | 85.9562 | 半年付 | 0.0464 | 7.8009 | 70.3485 | |
02国债(10) | 10210 | 2.39 | 7 | 1.0247 | 98.82 | 358 | 2.3442 | 101.1642 | 年付 | 0.0358 | 0.9637 | 1.8805 | |
02国债(3) | 10203 | 2.54 | 10 | 3.6986 | 93.76 | 112 | 0.7794 | 94.5394 | 年付 | 0.044 | 3.3917 | 15.0597 | |
21国债(15) | 10115 | 3 | 7 | 0.3644 | 100.05 | 234 | 1.9233 | 101.9733 | 年付 | 0.0276 | 0.357 | 0.255 | |
21国债(12) | 10112 | 3.05 | 10 | 3.2301 | 96.5 | 283 | 2.3648 | 98.8648 | 年付 | 0.0423 | 2.9246 | 11.717 | |
21国债(10) | 10110 | 2.95 | 10 | 3.1342 | 96.35 | 318 | 2.5701 | 98.9201 | 年付 | 0.0421 | 2.8383 | 11.1272 | |
21国债(7) | 10107 | 4.26 | 20 | 12.989 | 97.92 | 8 | 0.0926 | 98.0126 | 半年付 | 0.0447 | 9.8365 | 118.2303 | |
20国债(4) | 10004 | 3.41 | 10 | 1.7918 | 101.73 | 77 | 0.7194 | 102.4494 | 年付 | 0.0299 | 1.6813 | 4.4873 | |
99国债(8) | 9908 | 3.3 | 10 | 1.1288 | 99.82 | 320 | 2.8932 | 102.7132 | 年付 | 0.0345 | 1.0571 | 2.1682 | |
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