2008年8月12日国债到期收益率
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时间:2008年08月12日 16:55:13 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 | 1.1151 | 99.69 | 325 | 2.9384 | 102.6284 | 年付 | 0.0358 | 1.0426 | 2.1225 | |
国债917 | 101917 | 4.26 | 20 | 12.9753 | 99.4 | 13 | 0.1517 | 99.5517 | 年付 | 0.0432 | 9.8558 | 118.5383 | |
国债912 | 101912 | 3.05 | 10 | 3.2164 | 96.58 | 288 | 2.4066 | 98.9866 | 年付 | 0.042 | 2.9122 | 11.6334 | |
国债904 | 101904 | 2.87 | 10 | 1.7781 | 100.81 | 82 | 0.6448 | 101.4548 | 年付 | 0.024 | 1.6593 | 4.3845 | |
国债0809 | 100809 | 3.42 | 1 | 0.8274 | 100 | 64 | 0.5997 | 100.5997 | 年付 | 0.0339 | 0.8022 | 1.2869 | |
国债0720 | 100720 | 3.66 | 1 | 0.3342 | 100.22 | 238 | 3.66 | 103.88 | 固定单利 | -0.0063 | 0.3301 | 0.218 | |
国债0716 | 100716 | 2.95 | 1 | 0.0877 | 99.95 | 328 | 2.95 | 102.9 | 固定单利 | 0.0055 | 0.0845 | 0.0143 | |
国债0505 | 100505 | 3.37 | 7 | 3.7836 | 96.31 | 80 | 0.7386 | 97.0486 | 年付 | 0.0445 | 3.4324 | 15.4555 | |
国债0503 | 100503 | 3.3 | 5 | 1.7014 | 98.85 | 109 | 0.9855 | 99.8355 | 年付 | 0.04 | 1.6049 | 4.1478 | |
国债0501 | 100501 | 4.44 | 10 | 6.5479 | 102.5 | 167 | 2.037 | 104.537 | 半年付 | 0.04 | 5.5375 | 36.5575 | |
国债0410 | 100410 | 4.86 | 7 | 3.2877 | 101 | 262 | 3.4885 | 104.4885 | 年付 | 0.0451 | 2.886 | 11.6025 | |
国债0408 | 100408 | 4.3 | 5 | 1.189 | 101.26 | 298 | 3.5107 | 104.7707 | 年付 | 0.0318 | 1.1096 | 2.3432 | |
国债0407 | 100407 | 4.71 | 7 | 3.0329 | 103 | 354 | 4.5681 | 107.5681 | 年付 | 0.0364 | 2.6788 | 10.2607 | |
国债0404 | 100404 | 4.89 | 7 | 2.7836 | 102.48 | 80 | 1.0718 | 103.5518 | 年付 | 0.0393 | 2.5452 | 9.1205 | |
国债0403 | 100403 | 4.4164 | 5 | 0.6877 | 101.13 | 115 | 1.3915 | 102.5215 | 年付 | 0.0269 | 0.6725 | 0.9045 | |
国债0311 | 100311 | 3.5 | 7 | 2.2712 | 99.6 | 268 | 2.5699 | 102.1699 | 年付 | 0.0368 | 2.0902 | 6.5324 | |
国债0308 | 100308 | 3.02 | 10 | 5.1014 | 93.32 | 331 | 2.7387 | 96.0587 | 年付 | 0.0451 | 4.4512 | 25.4079 | |
国债0307 | 100307 | 2.66 | 7 | 2.0219 | 98.59 | 359 | 2.6163 | 101.2063 | 年付 | 0.0339 | 1.8775 | 5.4571 | |
国债0303 | 100303 | 3.4 | 20 | 14.6877 | 87.1 | 118 | 1.0962 | 88.1962 | 半年付 | 0.0462 | 11.0216 | 149.4672 | |
国债0301 | 100301 | 2.66 | 7 | 1.5233 | 98.15 | 176 | 1.2826 | 99.4326 | 年付 | 0.0392 | 1.4365 | 3.4692 | |
国债0215 | 100215 | 2.93 | 7 | 1.3178 | 98.8 | 251 | 2.0149 | 100.8149 | 年付 | 0.0387 | 1.2375 | 2.7487 | |
国债0213 | 100213 | 2.6 | 15 | 9.1123 | 84.99 | 146 | 1.0315 | 86.0215 | 半年付 | 0.0464 | 7.7878 | 70.1373 | |
国债0210 | 100210 | 2.39 | 7 | 1.0274 | 98.74 | 363 | 2.3769 | 101.1169 | 年付 | 0.0368 | 0.9496 | 1.839 | |
国债0203 | 100203 | 2.54 | 10 | 3.6849 | 93.8 | 117 | 0.8142 | 94.6142 | 年付 | 0.044 | 3.3788 | 14.9601 | |
国债0115 | 100115 | 3 | 7 | 0.3507 | 100.99 | 239 | 1.9644 | 102.9544 | 年付 | 0.0013 | 0.3468 | 0.2406 | |
06国债(5) | 10605 | 2.4 | 5 | 2.7589 | 95.66 | 89 | 0.5852 | 96.2452 | 年付 | 0.0409 | 2.579 | 9.2346 | |
06国债(4) | 10604 | 2.12 | 3 | 0.6795 | 99.44 | 118 | 0.6854 | 100.1254 | 年付 | 0.0293 | 0.6635 | 0.8805 | |
06国债(3) | 10603 | 2.8 | 10 | 7.6274 | 88.2 | 139 | 0.5332 | 88.7332 | 半年付 | 0.0462 | 6.6246 | 50.7246 | |
06国债(1) | 10601 | 2.51 | 7 | 4.5479 | 91.8 | 168 | 1.1553 | 92.9553 | 年付 | 0.0454 | 4.1021 | 21.3957 | |
05国债(13) | 10513 | 3.01 | 7 | 4.2904 | 94.94 | 262 | 2.1606 | 97.1006 | 年付 | 0.0432 | 3.8248 | 19.0376 | |
05国债(12) | 10512 | 3.65 | 15 | 12.2685 | 90.9 | 90 | 0.8927 | 91.7927 | 半年付 | 0.0463 | 9.5403 | 110.0657 | |
05国债(11) | 10511 | 2.14 | 5 | 2.189 | 96.15 | 298 | 1.7472 | 97.8972 | 年付 | 0.0401 | 2.0397 | 6.2171 | |
05国债(9) | 10509 | 2.83 | 7 | 4.0384 | 95 | 354 | 2.7447 | 97.7447 | 年付 | 0.042 | 3.6036 | 17.1508 | |
05国债(8) | 10508 | 1.93 | 3 | 0.0082 | 100.02 | 364 | 1.9247 | 101.9447 | 年付 | -0.0176 | 0.0055 | 0.0001 | |
05国债(5) | 10505 | 3.37 | 7 | 3.7836 | 96.55 | 80 | 0.7386 | 97.2886 | 年付 | 0.0438 | 3.4351 | 15.4784 | |
05国债(4) | 10504 | 4.11 | 20 | 16.7644 | 97.95 | 90 | 1.0052 | 98.9552 | 半年付 | 0.0428 | 11.8425 | 177.9005 | |
05国债(3) | 10503 | 3.3 | 5 | 1.7014 | 99.16 | 109 | 0.9855 | 100.1455 | 年付 | 0.0381 | 1.608 | 4.1634 | |
05国债(1) | 10501 | 4.44 | 10 | 6.5479 | 101 | 167 | 2.037 | 103.037 | 半年付 | 0.0426 | 5.5221 | 36.396 | |
04国债(10) | 10410 | 4.86 | 7 | 3.2877 | 102.72 | 262 | 3.4885 | 106.2085 | 年付 | 0.0395 | 2.9046 | 11.7425 | |
04国债(8) | 10408 | 4.3 | 5 | 1.189 | 100.88 | 298 | 3.5107 | 104.3907 | 年付 | 0.0351 | 1.1059 | 2.3281 | |
04国债(7) | 10407 | 4.71 | 7 | 3.0356 | 102.88 | 354 | 4.5681 | 107.4481 | 年付 | 0.0368 | 2.6775 | 10.2515 | |
04国债(4) | 10404 | 4.89 | 7 | 2.7836 | 102.64 | 80 | 1.0718 | 103.7118 | 年付 | 0.0386 | 2.5468 | 9.1317 | |
04国债(3) | 10403 | 4.4164 | 5 | 0.6877 | 100.98 | 115 | 1.3915 | 102.3715 | 年付 | 0.029 | 0.6715 | 0.9018 | |
03国债(11) | 10311 | 3.5 | 7 | 2.2712 | 99.25 | 268 | 2.5699 | 101.8199 | 年付 | 0.0384 | 2.0867 | 6.5108 | |
03国债(8) | 10308 | 3.02 | 10 | 5.1014 | 93.8 | 331 | 2.7387 | 96.5387 | 年付 | 0.044 | 4.4575 | 25.4724 | |
03国债(7) | 10307 | 2.66 | 7 | 2.0219 | 97.26 | 359 | 2.6163 | 99.8763 | 年付 | 0.041 | 1.8639 | 5.3807 | |
03国债(3) | 10303 | 3.4 | 20 | 14.6877 | 87.12 | 118 | 1.0962 | 88.2162 | 半年付 | 0.0462 | 11.0221 | 149.4783 | |
03国债(1) | 10301 | 2.66 | 7 | 1.5233 | 98.26 | 176 | 1.2826 | 99.5426 | 年付 | 0.0385 | 1.4375 | 3.4744 | |
02国债(15) | 10215 | 2.93 | 7 | 1.3178 | 99.03 | 251 | 2.0149 | 101.0449 | 年付 | 0.0368 | 1.2398 | 2.7586 | |
02国债(13) | 10213 | 2.6 | 15 | 9.1123 | 85.09 | 146 | 1.0315 | 86.1215 | 半年付 | 0.0463 | 7.7892 | 70.1571 | |
02国债(10) | 10210 | 2.39 | 7 | 1.011 | 98.89 | 363 | 2.3769 | 101.2669 | 年付 | 0.0352 | 0.951 | 1.8446 | |
02国债(3) | 10203 | 2.54 | 10 | 3.6849 | 94.11 | 117 | 0.8142 | 94.9242 | 年付 | 0.043 | 3.3822 | 14.9895 | |
21国债(15) | 10115 | 3 | 7 | 0.3507 | 100.09 | 239 | 1.9644 | 102.0544 | 年付 | 0.0264 | 0.3438 | 0.2364 | |
21国债(12) | 10112 | 3.05 | 10 | 3.2164 | 96.7 | 288 | 2.4066 | 99.1066 | 年付 | 0.0416 | 2.9135 | 11.6434 | |
21国债(10) | 10110 | 2.95 | 10 | 3.1205 | 96.54 | 323 | 2.6105 | 99.1505 | 年付 | 0.0415 | 2.8271 | 11.0546 | |
21国债(7) | 10107 | 4.26 | 20 | 12.9753 | 98.01 | 13 | 0.1505 | 98.1605 | 半年付 | 0.0446 | 9.8252 | 117.9974 | |
20国债(4) | 10004 | 3.41 | 10 | 1.7781 | 101.68 | 82 | 0.7661 | 102.4461 | 年付 | 0.0302 | 1.6677 | 4.4285 | |
99国债(8) | 9908 | 3.3 | 10 | 1.1151 | 99.89 | 325 | 2.9384 | 102.8284 | 年付 | 0.0339 | 1.0446 | 2.1303 | |
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