2008年8月14日国债到期收益率
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时间:2008年08月14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 | 1.1096 | 99.6 | 327 | 2.9564 | 102.5564 | 年付 | 0.0366 | 1.0391 | 2.1109 | |
国债917 | 101917 | 4.26 | 20 | 12.9699 | 99 | 15 | 0.1751 | 99.1751 | 年付 | 0.0436 | 9.8134 | 117.7825 | |
国债912 | 101912 | 3.05 | 10 | 3.211 | 96.58 | 290 | 2.4233 | 99.0033 | 年付 | 0.0421 | 2.9096 | 11.6154 | |
国债904 | 101904 | 2.87 | 10 | 1.7726 | 100.81 | 84 | 0.6605 | 101.4705 | 年付 | 0.0239 | 1.6567 | 4.3733 | |
国债0809 | 100809 | 3.42 | 1 | 0.8219 | 100 | 66 | 0.6184 | 100.6184 | 年付 | 0.0339 | 0.7996 | 1.2787 | |
国债0720 | 100720 | 3.66 | 1 | 0.3288 | 100.22 | 240 | 3.66 | 103.88 | 固定单利 | -0.0064 | 0.3274 | 0.2144 | |
国债0716 | 100716 | 2.95 | 1 | 0.0822 | 99.95 | 330 | 2.95 | 102.9 | 固定单利 | 0.0059 | 0.0817 | 0.0134 | |
国债0505 | 100505 | 3.37 | 7 | 3.7781 | 96.31 | 82 | 0.7571 | 97.0671 | 年付 | 0.0445 | 3.4298 | 15.4348 | |
国债0503 | 100503 | 3.3 | 5 | 1.6959 | 98.85 | 111 | 1.0036 | 99.8536 | 年付 | 0.0401 | 1.6023 | 4.1367 | |
国债0501 | 100501 | 4.44 | 10 | 6.5425 | 101.1 | 169 | 2.0614 | 103.1614 | 半年付 | 0.0425 | 5.5204 | 36.3759 | |
国债0410 | 100410 | 4.86 | 7 | 3.2822 | 103.08 | 264 | 3.5152 | 106.5952 | 年付 | 0.0383 | 2.8942 | 11.6664 | |
国债0408 | 100408 | 4.3 | 5 | 1.1836 | 101.49 | 300 | 3.5342 | 105.0242 | 年付 | 0.0298 | 1.107 | 2.3348 | |
国债0407 | 100407 | 4.71 | 7 | 3.0274 | 103 | 356 | 4.5939 | 107.5939 | 年付 | 0.0364 | 2.6762 | 10.2442 | |
国债0404 | 100404 | 4.89 | 7 | 2.7781 | 102.79 | 82 | 1.0986 | 103.8886 | 年付 | 0.0381 | 2.5457 | 9.1264 | |
国债0403 | 100403 | 4.4164 | 5 | 0.6822 | 101.13 | 117 | 1.4157 | 102.5457 | 年付 | 0.0267 | 0.6699 | 0.8975 | |
国债0311 | 100311 | 3.5 | 7 | 2.2658 | 99.8 | 270 | 2.589 | 102.389 | 年付 | 0.0358 | 2.0896 | 6.5311 | |
国债0308 | 100308 | 3.02 | 10 | 5.0959 | 93.4 | 333 | 2.7552 | 96.1552 | 年付 | 0.045 | 4.4496 | 25.3925 | |
国债0307 | 100307 | 2.66 | 7 | 2.0164 | 97 | 361 | 2.6308 | 99.6308 | 年付 | 0.0424 | 1.8748 | 5.4445 | |
国债0303 | 100303 | 3.4 | 20 | 14.6822 | 87.15 | 120 | 1.1148 | 88.2648 | 半年付 | 0.0461 | 11.0194 | 149.4172 | |
国债0301 | 100301 | 2.66 | 7 | 1.5178 | 98.15 | 178 | 1.2972 | 99.4472 | 年付 | 0.0393 | 1.4338 | 3.459 | |
国债0215 | 100215 | 2.93 | 7 | 1.3123 | 98.8 | 253 | 2.0309 | 100.8309 | 年付 | 0.0387 | 1.2349 | 2.7396 | |
国债0213 | 100213 | 2.6 | 15 | 9.1068 | 85.3 | 148 | 1.0457 | 86.3457 | 半年付 | 0.0459 | 7.7899 | 70.1609 | |
国债0210 | 100210 | 2.39 | 7 | 1.0219 | 98.74 | 365 | 2.39 | 101.13 | 年付 | 0.0369 | 0.9469 | 1.8313 | |
国债0203 | 100203 | 2.54 | 10 | 3.6795 | 93.51 | 119 | 0.8281 | 94.3381 | 年付 | 0.0449 | 3.3729 | 14.9119 | |
国债0115 | 100115 | 3 | 7 | 0.3452 | 100.98 | 241 | 1.9808 | 102.9608 | 年付 | 0.0011 | 0.3432 | 0.2355 | |
06国债(5) | 010605 | 2.4 | 5 | 2.7534 | 95.66 | 91 | 0.5984 | 96.2584 | 年付 | 0.041 | 2.5763 | 9.2182 | |
06国债(4) | 010604 | 2.12 | 3 | 0.674 | 98.59 | 120 | 0.697 | 99.287 | 年付 | 0.0423 | 0.6608 | 0.8734 | |
06国债(3) | 010603 | 2.8 | 10 | 7.6219 | 88.2 | 141 | 0.5408 | 88.7408 | 半年付 | 0.0462 | 6.6219 | 50.6876 | |
06国债(1) | 010601 | 2.51 | 7 | 4.5425 | 92 | 170 | 1.169 | 93.169 | 年付 | 0.0449 | 4.0986 | 21.363 | |
05国债(13) | 010513 | 3.01 | 7 | 4.2849 | 94.94 | 264 | 2.1771 | 97.1171 | 年付 | 0.0432 | 3.8222 | 19.0147 | |
05国债(12) | 010512 | 3.65 | 15 | 12.263 | 90.99 | 92 | 0.9125 | 91.9025 | 半年付 | 0.0462 | 9.5372 | 110.0059 | |
05国债(11) | 010511 | 2.14 | 5 | 2.1836 | 96.15 | 300 | 1.7589 | 97.9089 | 年付 | 0.0401 | 2.037 | 6.2036 | |
05国债(9) | 010509 | 2.83 | 7 | 4.0329 | 94.8 | 356 | 2.7602 | 97.5602 | 年付 | 0.0426 | 3.5986 | 17.1082 | |
05国债(8) | 010508 | 1.93 | 3 | 0.0027 | 100.02 | 366 | 1.9353 | 101.9553 | 年付 | -0.0919 | 0.0027 | 0 | |
05国债(5) | 010505 | 3.37 | 7 | 3.7781 | 97.9 | 82 | 0.7571 | 98.6571 | 年付 | 0.0398 | 3.4472 | 15.5859 | |
05国债(4) | 010504 | 4.11 | 20 | 16.7589 | 97.88 | 92 | 1.0275 | 98.9075 | 半年付 | 0.0429 | 11.8398 | 177.8361 | |
05国债(3) | 010503 | 3.3 | 5 | 1.6959 | 99.11 | 111 | 1.0036 | 100.1136 | 年付 | 0.0384 | 1.6048 | 4.1498 | |
05国债(1) | 010501 | 4.44 | 10 | 6.5425 | 101.1 | 169 | 2.0614 | 103.1614 | 半年付 | 0.0425 | 5.5204 | 36.3759 | |
04国债(10) | 010410 | 4.86 | 7 | 3.2822 | 102.6 | 264 | 3.5152 | 106.1152 | 年付 | 0.0399 | 2.9015 | 11.7216 | |
04国债(8) | 010408 | 4.3 | 5 | 1.1836 | 100.83 | 300 | 3.5342 | 104.3642 | 年付 | 0.0355 | 1.1027 | 2.3174 | |
04国债(7) | 010407 | 4.71 | 7 | 3.0301 | 102.88 | 356 | 4.5939 | 107.4739 | 年付 | 0.0368 | 2.6749 | 10.2351 | |
04国债(4) | 010404 | 4.89 | 7 | 2.7781 | 102.66 | 82 | 1.0986 | 103.7586 | 年付 | 0.0385 | 2.5444 | 9.1173 | |
04国债(3) | 010403 | 4.4164 | 5 | 0.6822 | 100.93 | 117 | 1.4157 | 102.3457 | 年付 | 0.0297 | 0.669 | 0.895 | |
03国债(11) | 010311 | 3.5 | 7 | 2.2658 | 99.25 | 270 | 2.589 | 101.839 | 年付 | 0.0384 | 2.084 | 6.4973 | |
03国债(8) | 010308 | 3.02 | 10 | 5.0959 | 93.79 | 333 | 2.7552 | 96.5452 | 年付 | 0.0441 | 4.4547 | 25.4448 | |
03国债(7) | 010307 | 2.66 | 7 | 2.0164 | 97.26 | 361 | 2.6308 | 99.8908 | 年付 | 0.041 | 1.8612 | 5.3681 | |
03国债(3) | 010303 | 3.4 | 20 | 14.6822 | 87.25 | 120 | 1.1148 | 88.3648 | 半年付 | 0.046 | 11.0188 | 149.406 | |
03国债(1) | 010301 | 2.66 | 7 | 1.5178 | 98.35 | 178 | 1.2972 | 99.6472 | 年付 | 0.0379 | 1.4343 | 3.4613 | |
02国债(15) | 010215 | 2.93 | 7 | 1.3123 | 98.93 | 253 | 2.0309 | 100.9609 | 年付 | 0.0377 | 1.2361 | 2.7447 | |
02国债(13) | 010213 | 2.6 | 15 | 9.1068 | 85.44 | 148 | 1.0457 | 86.4857 | 半年付 | 0.0457 | 7.7896 | 70.157 | |
02国债(10) | 010210 | 2.39 | 7 | 1.0055 | 98.82 | 365 | 2.39 | 101.21 | 年付 | 0.036 | 0.9477 | 1.8343 | |
02国债(3) | 010203 | 2.54 | 10 | 3.6795 | 94.05 | 119 | 0.8281 | 94.8781 | 年付 | 0.0432 | 3.3792 | 14.966 | |
21国债(15) | 010115 | 3 | 7 | 0.3452 | 100.03 | 241 | 1.9808 | 102.0108 | 年付 | 0.0281 | 0.3409 | 0.2324 | |
21国债(12) | 010112 | 3.05 | 10 | 3.211 | 96.75 | 290 | 2.4233 | 99.1733 | 年付 | 0.0415 | 2.9109 | 11.6254 | |
21国债(10) | 010110 | 2.95 | 10 | 3.1151 | 96.59 | 325 | 2.6267 | 99.2167 | 年付 | 0.0414 | 2.8245 | 11.0378 | |
21国债(7) | 010107 | 4.26 | 20 | 12.9699 | 97.96 | 15 | 0.1736 | 98.1336 | 半年付 | 0.0447 | 9.8203 | 117.9046 | |
20国债(4) | 010004 | 3.41 | 10 | 1.7726 | 101.69 | 84 | 0.7848 | 102.4748 | 年付 | 0.0301 | 1.665 | 4.4168 | |
99国债(8) | 009908 | 3.3 | 10 | 1.1096 | 99.86 | 327 | 2.9564 | 102.8164 | 年付 | 0.0342 | 1.0416 | 2.121 | |
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