2008年8月8日国债到期收益率
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时间:2008年08月08日 16:57:13 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 | 1.126 | 99.61 | 321 | 2.9022 | 102.5122 | 年付 | 0.0365 | 1.0524 | 2.1518 | |
国债917 | 101917 | 4.26 | 20 | 12.9863 | 97.92 | 9 | 0.105 | 98.025 | 年付 | 0.0447 | 9.8339 | 118.1766 | |
国债912 | 101912 | 3.05 | 10 | 3.2274 | 96.58 | 284 | 2.3732 | 98.9532 | 年付 | 0.042 | 2.9228 | 11.7056 | |
国债904 | 101904 | 2.87 | 10 | 1.789 | 100.81 | 78 | 0.6133 | 101.4233 | 年付 | 0.024 | 1.6698 | 4.4293 | |
国债0809 | 100809 | 3.42 | 1 | 0.8384 | 100 | 60 | 0.5622 | 100.5622 | 年付 | 0.0339 | 0.8125 | 1.3204 | |
国债0720 | 100720 | 3.66 | 1 | 0.3452 | 100.22 | 234 | 3.66 | 103.88 | 固定单利 | -0.0061 | 0.3408 | 0.2323 | |
国债0716 | 100716 | 2.95 | 1 | 0.0986 | 99.95 | 324 | 2.95 | 102.9 | 固定单利 | 0.0049 | 0.0953 | 0.0182 | |
国债0505 | 100505 | 3.37 | 7 | 3.7945 | 96.31 | 76 | 0.7017 | 97.0117 | 年付 | 0.0445 | 3.443 | 15.5386 | |
国债0503 | 100503 | 3.3 | 5 | 1.7123 | 99.18 | 105 | 0.9493 | 100.1293 | 年付 | 0.038 | 1.6188 | 4.2089 | |
国债0501 | 100501 | 4.44 | 10 | 6.5589 | 102.64 | 163 | 1.9882 | 104.6282 | 半年付 | 0.0398 | 5.5497 | 36.6968 | |
国债0410 | 100410 | 4.86 | 7 | 3.2986 | 102.48 | 258 | 3.4353 | 105.9153 | 年付 | 0.0403 | 2.9124 | 11.7936 | |
国债0408 | 100408 | 4.3 | 5 | 1.2 | 101.3 | 294 | 3.4636 | 104.7636 | 年付 | 0.0316 | 1.1204 | 2.3782 | |
国债0407 | 100407 | 4.71 | 7 | 3.0438 | 103 | 350 | 4.5164 | 107.5164 | 年付 | 0.0365 | 2.6892 | 10.3267 | |
国债0404 | 100404 | 4.89 | 7 | 2.7945 | 102.2 | 76 | 1.0182 | 103.2182 | 年付 | 0.0403 | 2.5528 | 9.1641 | |
国债0403 | 100403 | 4.4164 | 5 | 0.6986 | 101.13 | 111 | 1.3431 | 102.4731 | 年付 | 0.0271 | 0.6829 | 0.9328 | |
国债0311 | 100311 | 3.5 | 7 | 2.2822 | 96.02 | 264 | 2.5315 | 98.5515 | 年付 | 0.0539 | 2.0641 | 6.3655 | |
国债0308 | 100308 | 3.02 | 10 | 5.1123 | 93.5 | 327 | 2.7056 | 96.2056 | 年付 | 0.0447 | 4.4642 | 25.5372 | |
国债0307 | 100307 | 2.66 | 7 | 2.0329 | 98.7 | 355 | 2.5871 | 101.2871 | 年付 | 0.0333 | 1.8892 | 5.5139 | |
国债0303 | 100303 | 3.4 | 20 | 14.6986 | 87.22 | 114 | 1.059 | 88.279 | 半年付 | 0.0461 | 11.0359 | 149.7787 | |
国债0301 | 100301 | 2.66 | 7 | 1.5342 | 98.15 | 172 | 1.2535 | 99.4035 | 年付 | 0.0391 | 1.4471 | 3.5102 | |
国债0215 | 100215 | 2.93 | 7 | 1.3288 | 98.8 | 247 | 1.9828 | 100.7828 | 年付 | 0.0386 | 1.2482 | 2.7854 | |
国债0213 | 100213 | 2.6 | 15 | 9.1233 | 85.07 | 142 | 1.0033 | 86.0733 | 半年付 | 0.0463 | 7.7998 | 70.3268 | |
国债0210 | 100210 | 2.39 | 7 | 1.0384 | 99.11 | 359 | 2.3507 | 101.4607 | 年付 | 0.0328 | 0.9639 | 1.8837 | |
国债0203 | 100203 | 2.54 | 10 | 3.6959 | 93.61 | 113 | 0.7864 | 94.3964 | 年付 | 0.0445 | 3.3873 | 15.0247 | |
国债0115 | 100115 | 3 | 7 | 0.3616 | 100.7 | 235 | 1.9315 | 102.6315 | 年付 | 0.0099 | 0.3566 | 0.2544 | |
06国债(5) | 10605 | 2.4 | 5 | 2.7699 | 95.65 | 85 | 0.5589 | 96.2089 | 年付 | 0.0409 | 2.5896 | 9.2996 | |
06国债(4) | 10604 | 2.12 | 3 | 0.6904 | 99.45 | 114 | 0.6621 | 100.1121 | 年付 | 0.0291 | 0.6742 | 0.909 | |
06国债(3) | 10603 | 2.8 | 10 | 7.6384 | 88.15 | 135 | 0.5178 | 88.6678 | 半年付 | 0.0462 | 6.6348 | 50.8655 | |
06国债(1) | 10601 | 2.51 | 7 | 4.5589 | 92.5 | 164 | 1.1278 | 93.6278 | 年付 | 0.0436 | 4.1211 | 21.5764 | |
05国债(13) | 10513 | 3.01 | 7 | 4.3014 | 94.94 | 258 | 2.1276 | 97.0676 | 年付 | 0.0432 | 3.8355 | 19.1292 | |
05国债(12) | 10512 | 3.65 | 15 | 12.2795 | 91.21 | 86 | 0.853 | 92.063 | 半年付 | 0.0459 | 9.5578 | 110.3896 | |
05国债(11) | 10511 | 2.14 | 5 | 2.2 | 96 | 294 | 1.7237 | 97.7237 | 年付 | 0.0407 | 2.0489 | 6.2621 | |
05国债(9) | 10509 | 2.83 | 7 | 4.0493 | 95 | 350 | 2.7137 | 97.7137 | 年付 | 0.042 | 3.6142 | 17.2379 | |
05国债(8) | 10508 | 1.93 | 3 | 0.0192 | 100.02 | 360 | 1.9036 | 101.9236 | 年付 | 0.0033 | 0.0164 | 0.0005 | |
05国债(5) | 10505 | 3.37 | 7 | 3.7945 | 97.96 | 76 | 0.7017 | 98.6617 | 年付 | 0.0396 | 3.4611 | 15.6959 | |
05国债(4) | 10504 | 4.11 | 20 | 16.7753 | 97.48 | 86 | 0.9605 | 98.4405 | 半年付 | 0.0432 | 11.838 | 177.834 | |
05国债(3) | 10503 | 3.3 | 5 | 1.7123 | 99.03 | 105 | 0.9493 | 99.9793 | 年付 | 0.0389 | 1.6173 | 4.2013 | |
05国债(1) | 10501 | 4.44 | 10 | 6.5589 | 101.08 | 163 | 1.9882 | 103.0682 | 半年付 | 0.0425 | 5.5337 | 36.5288 | |
04国债(10) | 10410 | 4.86 | 7 | 3.2986 | 102.8 | 258 | 3.4353 | 106.2353 | 年付 | 0.0393 | 2.9158 | 11.8196 | |
04国债(8) | 10408 | 4.3 | 5 | 1.2 | 101.1 | 294 | 3.4636 | 104.5636 | 年付 | 0.0333 | 1.1185 | 2.3702 | |
04国债(7) | 10407 | 4.71 | 7 | 3.0466 | 102.62 | 350 | 4.5164 | 107.1364 | 年付 | 0.0378 | 2.6851 | 10.2977 | |
04国债(4) | 10404 | 4.89 | 7 | 2.7945 | 102.65 | 76 | 1.0182 | 103.6682 | 年付 | 0.0386 | 2.5573 | 9.1956 | |
04国债(3) | 10403 | 4.4164 | 5 | 0.6986 | 100.93 | 111 | 1.3431 | 102.2731 | 年付 | 0.03 | 0.6816 | 0.9291 | |
03国债(11) | 10311 | 3.5 | 7 | 2.2822 | 99.3 | 264 | 2.5315 | 101.8315 | 年付 | 0.0382 | 2.0978 | 6.5683 | |
03国债(8) | 10308 | 3.02 | 10 | 5.1123 | 93.65 | 327 | 2.7056 | 96.3556 | 年付 | 0.0443 | 4.4661 | 25.5574 | |
03国债(7) | 10307 | 2.66 | 7 | 2.0329 | 97.23 | 355 | 2.5871 | 99.8171 | 年付 | 0.0411 | 1.8742 | 5.4291 | |
03国债(3) | 10303 | 3.4 | 20 | 14.6986 | 87.35 | 114 | 1.059 | 88.409 | 半年付 | 0.0459 | 11.0396 | 149.8511 | |
03国债(1) | 10301 | 2.66 | 7 | 1.5342 | 98.2 | 172 | 1.2535 | 99.4535 | 年付 | 0.0388 | 1.4476 | 3.5126 | |
02国债(15) | 10215 | 2.93 | 7 | 1.3288 | 99 | 247 | 1.9828 | 100.9828 | 年付 | 0.037 | 1.2501 | 2.7941 | |
02国债(13) | 10213 | 2.6 | 15 | 9.1233 | 85.08 | 142 | 1.0033 | 86.0833 | 半年付 | 0.0462 | 7.7999 | 70.3288 | |
02国债(10) | 10210 | 2.39 | 7 | 1.0219 | 98.96 | 359 | 2.3507 | 101.3107 | 年付 | 0.0344 | 0.9624 | 1.8781 | |
02国债(3) | 10203 | 2.54 | 10 | 3.6959 | 94.09 | 113 | 0.7864 | 94.8764 | 年付 | 0.043 | 3.3927 | 15.0704 | |
21国债(15) | 10115 | 3 | 7 | 0.3616 | 100.05 | 235 | 1.9315 | 101.9815 | 年付 | 0.0276 | 0.3544 | 0.2512 | |
21国债(12) | 10112 | 3.05 | 10 | 3.2274 | 96.71 | 284 | 2.3732 | 99.0832 | 年付 | 0.0415 | 2.9243 | 11.7165 | |
21国债(10) | 10110 | 2.95 | 10 | 3.1315 | 96.54 | 319 | 2.5782 | 99.1182 | 年付 | 0.0415 | 2.8377 | 11.1251 | |
21国债(7) | 10107 | 4.26 | 20 | 12.9863 | 98.4 | 9 | 0.1042 | 98.5042 | 半年付 | 0.0442 | 9.8445 | 118.3649 | |
20国债(4) | 10004 | 3.41 | 10 | 1.789 | 101.65 | 78 | 0.7287 | 102.3787 | 年付 | 0.0304 | 1.6779 | 4.4719 | |
99国债(8) | 9908 | 3.3 | 10 | 1.126 | 99.89 | 321 | 2.9022 | 102.7922 | 年付 | 0.0339 | 1.0551 | 2.1628 | |
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