2008年8月11日国债到期收益率
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时间:2008年08月11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 | 1.1178 | 99.61 | 324 | 2.9293 | 102.5393 | 年付 | 0.0365 | 1.0524 | 2.1518 | |
国债917 | 101917 | 4.26 | 20 | 12.9781 | 97.92 | 12 | 0.1401 | 98.0601 | 年付 | 0.0447 | 9.8339 | 118.1766 | |
国债912 | 101912 | 3.05 | 10 | 3.2192 | 96.58 | 287 | 2.3982 | 98.9782 | 年付 | 0.042 | 2.9228 | 11.7056 | |
国债904 | 101904 | 2.87 | 10 | 1.7808 | 100.81 | 81 | 0.6369 | 101.4469 | 年付 | 0.024 | 1.6698 | 4.4293 | |
国债0809 | 100809 | 3.42 | 1 | 0.8301 | 100 | 63 | 0.5903 | 100.5903 | 年付 | 0.0339 | 0.8125 | 1.3204 | |
国债0720 | 100720 | 3.66 | 1 | 0.337 | 100.22 | 237 | 3.66 | 103.88 | 固定单利 | -0.0063 | 0.3408 | 0.2323 | |
国债0716 | 100716 | 2.95 | 1 | 0.0904 | 99.95 | 327 | 2.95 | 102.9 | 固定单利 | 0.0054 | 0.0953 | 0.0182 | |
国债0505 | 100505 | 3.37 | 7 | 3.7863 | 96.31 | 79 | 0.7294 | 97.0394 | 年付 | 0.0445 | 3.443 | 15.5386 | |
国债0503 | 100503 | 3.3 | 5 | 1.7041 | 99.18 | 108 | 0.9764 | 100.1564 | 年付 | 0.038 | 1.6188 | 4.2089 | |
国债0501 | 100501 | 4.44 | 10 | 6.5507 | 102.64 | 166 | 2.0248 | 104.6648 | 半年付 | 0.0398 | 5.5497 | 36.6968 | |
国债0410 | 100410 | 4.86 | 7 | 3.2904 | 102.48 | 261 | 3.4752 | 105.9552 | 年付 | 0.0403 | 2.9124 | 11.7936 | |
国债0408 | 100408 | 4.3 | 5 | 1.1918 | 100.8 | 297 | 3.4989 | 104.2989 | 年付 | 0.0358 | 1.1204 | 2.3782 | |
国债0407 | 100407 | 4.71 | 7 | 3.0356 | 103 | 353 | 4.5552 | 107.5552 | 年付 | 0.0364 | 2.6892 | 10.3267 | |
国债0404 | 100404 | 4.89 | 7 | 2.7863 | 102.12 | 79 | 1.0584 | 103.1784 | 年付 | 0.0406 | 2.5528 | 9.1641 | |
国债0403 | 100403 | 4.4164 | 5 | 0.6904 | 101.13 | 114 | 1.3794 | 102.5094 | 年付 | 0.0269 | 0.6829 | 0.9328 | |
国债0311 | 100311 | 3.5 | 7 | 2.274 | 96.02 | 267 | 2.5603 | 98.5803 | 年付 | 0.054 | 2.0641 | 6.3655 | |
国债0308 | 100308 | 3.02 | 10 | 5.1041 | 93.5 | 330 | 2.7304 | 96.2304 | 年付 | 0.0447 | 4.4642 | 25.5372 | |
国债0307 | 100307 | 2.66 | 7 | 2.0247 | 98.6 | 358 | 2.609 | 101.209 | 年付 | 0.0338 | 1.8892 | 5.5139 | |
国债0303 | 100303 | 3.4 | 20 | 14.6904 | 86.99 | 117 | 1.0869 | 88.0769 | 半年付 | 0.0463 | 11.0359 | 149.7787 | |
国债0301 | 100301 | 2.66 | 7 | 1.526 | 98.15 | 175 | 1.2753 | 99.4253 | 年付 | 0.0392 | 1.4471 | 3.5102 | |
国债0215 | 100215 | 2.93 | 7 | 1.3205 | 98.8 | 250 | 2.0068 | 100.8068 | 年付 | 0.0387 | 1.2482 | 2.7854 | |
国债0213 | 100213 | 2.6 | 15 | 9.1151 | 84.76 | 145 | 1.0245 | 85.7845 | 半年付 | 0.0467 | 7.7998 | 70.3268 | |
国债0210 | 100210 | 2.39 | 7 | 1.0301 | 98.45 | 362 | 2.3704 | 100.8204 | 年付 | 0.0398 | 0.9639 | 1.8837 | |
国债0203 | 100203 | 2.54 | 10 | 3.6877 | 93.61 | 116 | 0.8072 | 94.4172 | 年付 | 0.0446 | 3.3873 | 15.0247 | |
国债0115 | 100115 | 3 | 7 | 0.3534 | 100.7 | 238 | 1.9562 | 102.6562 | 年付 | 0.0095 | 0.3566 | 0.2544 | |
06国债(5) | 010605 | 2.4 | 5 | 2.7616 | 95.65 | 88 | 0.5786 | 96.2286 | 年付 | 0.041 | 2.5896 | 9.2996 | |
06国债(4) | 010604 | 2.12 | 3 | 0.6822 | 99.45 | 117 | 0.6796 | 100.1296 | 年付 | 0.0291 | 0.6742 | 0.909 | |
06国债(3) | 010603 | 2.8 | 10 | 7.6301 | 88.15 | 138 | 0.5293 | 88.6793 | 半年付 | 0.0462 | 6.6348 | 50.8655 | |
06国债(1) | 010601 | 2.51 | 7 | 4.5507 | 92 | 167 | 1.1484 | 93.1484 | 年付 | 0.0449 | 4.1211 | 21.5764 | |
05国债(13) | 010513 | 3.01 | 7 | 4.2932 | 94.94 | 261 | 2.1524 | 97.0924 | 年付 | 0.0432 | 3.8355 | 19.1292 | |
05国债(12) | 010512 | 3.65 | 15 | 12.2712 | 91.13 | 89 | 0.8827 | 92.0127 | 半年付 | 0.046 | 9.5578 | 110.3896 | |
05国债(11) | 010511 | 2.14 | 5 | 2.1918 | 96 | 297 | 1.7413 | 97.7413 | 年付 | 0.0408 | 2.0489 | 6.2621 | |
05国债(9) | 010509 | 2.83 | 7 | 4.0411 | 95 | 353 | 2.737 | 97.737 | 年付 | 0.042 | 3.6142 | 17.2379 | |
05国债(8) | 010508 | 1.93 | 3 | 0.011 | 99.96 | 363 | 1.9194 | 101.8794 | 年付 | 0.0452 | 0.0164 | 0.0005 | |
05国债(5) | 010505 | 3.37 | 7 | 3.7863 | 97.96 | 79 | 0.7294 | 98.6894 | 年付 | 0.0396 | 3.4611 | 15.6959 | |
05国债(4) | 010504 | 4.11 | 20 | 16.7671 | 97.01 | 89 | 0.994 | 98.004 | 半年付 | 0.0436 | 11.838 | 177.834 | |
05国债(3) | 010503 | 3.3 | 5 | 1.7041 | 99.03 | 108 | 0.9764 | 100.0064 | 年付 | 0.0389 | 1.6173 | 4.2013 | |
05国债(1) | 010501 | 4.44 | 10 | 6.5507 | 101.08 | 166 | 2.0248 | 103.1048 | 半年付 | 0.0425 | 5.5337 | 36.5288 | |
04国债(10) | 010410 | 4.86 | 7 | 3.2904 | 102.7 | 261 | 3.4752 | 106.1752 | 年付 | 0.0396 | 2.9158 | 11.8196 | |
04国债(8) | 010408 | 4.3 | 5 | 1.1918 | 100.91 | 297 | 3.4989 | 104.4089 | 年付 | 0.0349 | 1.1185 | 2.3702 | |
04国债(7) | 010407 | 4.71 | 7 | 3.0384 | 102.6 | 353 | 4.5552 | 107.1552 | 年付 | 0.0378 | 2.6851 | 10.2977 | |
04国债(4) | 010404 | 4.89 | 7 | 2.7863 | 102.76 | 79 | 1.0584 | 103.8184 | 年付 | 0.0382 | 2.5573 | 9.1956 | |
04国债(3) | 010403 | 4.4164 | 5 | 0.6904 | 100.93 | 114 | 1.3794 | 102.3094 | 年付 | 0.0298 | 0.6816 | 0.9291 | |
03国债(11) | 010311 | 3.5 | 7 | 2.274 | 99.24 | 267 | 2.5603 | 101.8003 | 年付 | 0.0385 | 2.0978 | 6.5683 | |
03国债(8) | 010308 | 3.02 | 10 | 5.1041 | 93.66 | 330 | 2.7304 | 96.3904 | 年付 | 0.0443 | 4.4661 | 25.5574 | |
03国债(7) | 010307 | 2.66 | 7 | 2.0247 | 97.23 | 358 | 2.609 | 99.839 | 年付 | 0.0411 | 1.8742 | 5.4291 | |
03国债(3) | 010303 | 3.4 | 20 | 14.6904 | 87.26 | 117 | 1.0869 | 88.3469 | 半年付 | 0.046 | 11.0396 | 149.8511 | |
03国债(1) | 010301 | 2.66 | 7 | 1.526 | 98.25 | 175 | 1.2753 | 99.5253 | 年付 | 0.0385 | 1.4476 | 3.5126 | |
02国债(15) | 010215 | 2.93 | 7 | 1.3205 | 99 | 250 | 2.0068 | 101.0068 | 年付 | 0.0371 | 1.2501 | 2.7941 | |
02国债(13) | 010213 | 2.6 | 15 | 9.1151 | 85.25 | 145 | 1.0245 | 86.2745 | 半年付 | 0.046 | 7.7999 | 70.3288 | |
02国债(10) | 010210 | 2.39 | 7 | 1.0137 | 98.9 | 362 | 2.3704 | 101.2704 | 年付 | 0.0351 | 0.9624 | 1.8781 | |
02国债(3) | 010203 | 2.54 | 10 | 3.6877 | 94.2 | 116 | 0.8072 | 95.0072 | 年付 | 0.0427 | 3.3927 | 15.0704 | |
21国债(15) | 010115 | 3 | 7 | 0.3534 | 100.09 | 238 | 1.9562 | 102.0462 | 年付 | 0.0264 | 0.3544 | 0.2512 | |
21国债(12) | 010112 | 3.05 | 10 | 3.2192 | 96.71 | 287 | 2.3982 | 99.1082 | 年付 | 0.0416 | 2.9243 | 11.7165 | |
21国债(10) | 010110 | 2.95 | 10 | 3.1233 | 96.6 | 322 | 2.6025 | 99.2025 | 年付 | 0.0413 | 2.8377 | 11.1251 | |
21国债(7) | 010107 | 4.26 | 20 | 12.9781 | 98.35 | 12 | 0.1389 | 98.4889 | 半年付 | 0.0443 | 9.8445 | 118.3649 | |
20国债(4) | 010004 | 3.41 | 10 | 1.7808 | 101.69 | 81 | 0.7567 | 102.4467 | 年付 | 0.0301 | 1.6779 | 4.4719 | |
99国债(8) | 009908 | 3.3 | 10 | 1.1178 | 99.89 | 324 | 2.9293 | 102.8193 | 年付 | 0.0339 | 1.0551 | 2.1628 | |
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