2008年8月11日国债到期收益率

时间:2008年08月11日 16:51:13 中财网
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 1019983.3101.117899.683242.9293102.6093年付0.03581.04522.1302
国债9171019174.262012.978198.2120.140198.3401年付0.04459.8321118.1256
国债9121019123.05103.219296.582872.398298.9782年付0.0422.914911.6515
国债9041019042.87101.7808100.81810.6369101.4469年付0.0241.66194.3957
国债08091008093.4210.8301100630.5903100.5903年付0.03390.80481.2953
国债07201007203.6610.337100.222373.66103.88固定单利-0.00630.33280.2215
国债07161007162.9510.090499.953272.95102.9固定单利0.00540.08720.0152
国债0505 1005053.3773.786396.31790.729497.0394年付0.04453.435115.4762
国债05031005033.351.704199.181080.9764100.1564年付0.0381.61084.1755
国债05011005014.44106.5507102.641662.0248104.6648半年付0.03985.541636.6035
国债04101004104.8673.2904102.482613.4752105.9552年付0.04032.904611.7406
国债04081004084.351.1918100.82973.4989104.2989年付0.03581.10782.3332
国债04071004074.7173.03561033534.5552107.5552年付0.03642.681410.2772
国债04041004044.8972.7863102.12791.0584103.1784年付0.04062.54429.1111
国债04031004034.416450.6904101.131141.3794102.5094年付0.02690.67510.9115
国债03111003113.572.27496.022672.560398.5803年付0.0542.05626.3252
国债03081003083.02105.104193.53302.730496.2304年付0.04474.456225.4584
国债03071003072.6672.024798.593582.609101.199年付0.03391.88015.4697
国债03031003033.42014.6904871171.086988.0869半年付0.046311.0214149.4725
国债03011003012.6671.52698.151751.275399.4253年付0.03921.43913.4794
国债02151002152.9371.320598.82502.0068100.8068年付0.03871.24022.7579
国债02131002132.6159.115184.711451.024585.7345半年付0.04687.786570.1253
国债02101002102.3971.030198.53622.3704100.8704年付0.03930.94991.8377
国债02031002032.54103.687793.81160.807294.6072年付0.0443.381414.9808
国债0115100115370.3534100.42381.9562102.3562年付0.01780.34750.2415
06国债(5)106052.452.761695.66880.578696.2386年付0.04092.58169.251
06国债(4)106042.1230.682298.611170.679699.2896年付0.04180.66060.8728
06国债(3)106032.8107.630188.311380.529388.8393半年付0.0466.628650.7771
06国债(1)106012.5174.550791.671671.148492.8184年付0.04584.103221.4048
05国债(13)105133.0174.293294.942612.152497.0924年付0.04323.827519.0604
05国债(12)105123.651512.271291.12890.882792.0027半年付0.04619.5478110.1989
05国债(11)105112.1452.191896.12971.741397.8413年付0.04032.04196.2276
05国债(9)105092.8374.0411953532.73797.737年付0.0423.606317.1726
05国债(8)105081.9330.011100.023631.9194101.9394年付-0.00840.00820.0001
05国债(5)105053.3773.786396.55790.729497.2794年付0.04383.437715.4992
05国债(4)105044.112016.767197.03890.99498.024半年付0.043611.8154177.3282
05国债(3)105033.351.704199.161080.9764100.1364年付0.03811.61064.1745
05国债(1)105014.44106.55071011662.0248103.0248半年付0.04265.524836.427
04国债(10)104104.8673.2904102.722613.4752106.1952年付0.03952.907211.7601
04国债(8)104084.351.1918100.92973.4989104.3989年付0.03491.10882.3372
04国债(7)104074.7173.0384102.63534.5552107.1552年付0.03782.677110.2467
04国债(4)104044.8972.7863102.7791.0584103.7584年付0.03842.559.1517
04国债(3)104034.416450.6904100.931141.3794102.3094年付0.02980.67380.908
03国债(11)103113.572.27499.252672.5603101.8103年付0.03842.08936.5244
03国债(8)103083.02105.104193.653302.730496.3804年付0.04444.458225.4785
03国债(7)103072.6672.024797.263582.60999.869年付0.0411.86665.3932
03国债(3)103033.42014.690487.211171.086988.2969半年付0.046111.0274149.5896
03国债(1)103012.6671.52698.251751.275399.5253年付0.03851.44013.4842
02国债(15)102152.9371.320599.032502.0068101.0368年付0.03681.24242.7678
02国债(13)102132.6159.115185.151451.024586.1745半年付0.04627.792870.2123
02国债(10)102102.3971.013798.963622.3704101.3304年付0.03450.95441.8549
02国债(3)102032.54103.687794.331160.807295.1372年付0.04233.387315.0311
21国债(15)10115370.3534100.082381.9562102.0362年付0.02670.34640.24
21国债(12)101123.05103.219296.792872.398299.1882年付0.04132.917211.6689
21国债(10)101102.95103.123396.63222.602599.2025年付0.04132.830411.0771
21国债(7)101074.262012.978198120.138998.1389半年付0.04469.8277118.0471
20国债(4)100043.41101.7808101.68810.7567102.4367年付0.03021.67034.4397
99国债(8) 99083.3101.117899.933242.9293102.8593年付0.03351.04762.14
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