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 16:54:13 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 | 99.68 | 327 | 2.9564 | 102.6364 | 年付 | 0.0359 | 1.0372 | 2.106 | |
国债917 | 101917 | 4.26 | 20 | 12.9699 | 99 | 15 | 0.1751 | 99.1751 | 年付 | 0.0436 | 9.8418 | 118.2763 | |
国债912 | 101912 | 3.05 | 10 | 3.211 | 96.58 | 290 | 2.4233 | 99.0033 | 年付 | 0.0421 | 2.9069 | 11.5974 | |
国债904 | 101904 | 2.87 | 10 | 1.7726 | 100.81 | 84 | 0.6605 | 101.4705 | 年付 | 0.0239 | 1.6541 | 4.3622 | |
国债0809 | 100809 | 3.42 | 1 | 0.8219 | 100 | 66 | 0.6184 | 100.6184 | 年付 | 0.0339 | 0.797 | 1.2704 | |
国债0720 | 100720 | 3.66 | 1 | 0.3288 | 100.22 | 240 | 3.66 | 103.88 | 固定单利 | -0.0064 | 0.3248 | 0.211 | |
国债0716 | 100716 | 2.95 | 1 | 0.0822 | 99.95 | 330 | 2.95 | 102.9 | 固定单利 | 0.0059 | 0.079 | 0.0125 | |
国债0505 | 100505 | 3.37 | 7 | 3.7781 | 96.31 | 82 | 0.7571 | 97.0671 | 年付 | 0.0445 | 3.4271 | 15.414 | |
国债0503 | 100503 | 3.3 | 5 | 1.6959 | 98.85 | 111 | 1.0036 | 99.8536 | 年付 | 0.0401 | 1.5996 | 4.1257 | |
国债0501 | 100501 | 4.44 | 10 | 6.5425 | 101.1 | 169 | 2.0614 | 103.1614 | 半年付 | 0.0425 | 5.5177 | 36.3449 | |
国债0410 | 100410 | 4.86 | 7 | 3.2822 | 103.08 | 264 | 3.5152 | 106.5952 | 年付 | 0.0383 | 2.9032 | 11.7364 | |
国债0408 | 100408 | 4.3 | 5 | 1.1836 | 101.49 | 300 | 3.5342 | 105.0242 | 年付 | 0.0298 | 1.1065 | 2.3357 | |
国债0407 | 100407 | 4.71 | 7 | 3.0274 | 103 | 356 | 4.5939 | 107.5939 | 年付 | 0.0364 | 2.6736 | 10.2277 | |
国债0404 | 100404 | 4.89 | 7 | 2.7781 | 102.79 | 82 | 1.0986 | 103.8886 | 年付 | 0.0381 | 2.5431 | 9.1106 | |
国债0403 | 100403 | 4.4164 | 5 | 0.6822 | 101.13 | 117 | 1.4157 | 102.5457 | 年付 | 0.0267 | 0.6673 | 0.8905 | |
国债0311 | 100311 | 3.5 | 7 | 2.2658 | 99.8 | 270 | 2.589 | 102.389 | 年付 | 0.0358 | 2.087 | 6.5175 | |
国债0308 | 100308 | 3.02 | 10 | 5.0959 | 93.4 | 333 | 2.7552 | 96.1552 | 年付 | 0.045 | 4.4469 | 25.3662 | |
国债0307 | 100307 | 2.66 | 7 | 2.0164 | 96.83 | 361 | 2.6308 | 99.4608 | 年付 | 0.0433 | 1.8542 | 5.331 | |
国债0303 | 100303 | 3.4 | 20 | 14.6822 | 87.16 | 120 | 1.1148 | 88.2748 | 半年付 | 0.0461 | 11.0178 | 149.3784 | |
国债0301 | 100301 | 2.66 | 7 | 1.5178 | 98.15 | 178 | 1.2972 | 99.4472 | 年付 | 0.0393 | 1.4311 | 3.4488 | |
国债0215 | 100215 | 2.93 | 7 | 1.3123 | 98.8 | 253 | 2.0309 | 100.8309 | 年付 | 0.0387 | 1.2322 | 2.7305 | |
国债0213 | 100213 | 2.6 | 15 | 9.1068 | 85.25 | 148 | 1.0457 | 86.2957 | 半年付 | 0.046 | 7.786 | 70.1018 | |
国债0210 | 100210 | 2.39 | 7 | 1.0219 | 98.74 | 365 | 2.39 | 101.13 | 年付 | 0.0369 | 0.9442 | 1.8236 | |
国债0203 | 100203 | 2.54 | 10 | 3.6795 | 93.53 | 119 | 0.8281 | 94.3581 | 年付 | 0.0449 | 3.3704 | 14.8932 | |
国债0115 | 100115 | 3 | 7 | 0.3452 | 100.8 | 241 | 1.9808 | 102.7808 | 年付 | 0.0062 | 0.3408 | 0.2323 | |
06国债(5) | 10605 | 2.4 | 5 | 2.7534 | 95.66 | 91 | 0.5984 | 96.2584 | 年付 | 0.041 | 2.5736 | 9.2019 | |
06国债(4) | 10604 | 2.12 | 3 | 0.674 | 99.36 | 120 | 0.697 | 100.057 | 年付 | 0.0306 | 0.6577 | 0.8651 | |
06国债(3) | 10603 | 2.8 | 10 | 7.6219 | 88.2 | 141 | 0.5408 | 88.7408 | 半年付 | 0.0462 | 6.6192 | 50.6506 | |
06国债(1) | 10601 | 2.51 | 7 | 4.5425 | 92.01 | 170 | 1.169 | 93.179 | 年付 | 0.0449 | 4.0993 | 21.3716 | |
05国债(13) | 10513 | 3.01 | 7 | 4.2849 | 94.94 | 264 | 2.1771 | 97.1171 | 年付 | 0.0432 | 3.8195 | 18.9918 | |
05国债(12) | 10512 | 3.65 | 15 | 12.263 | 91.13 | 92 | 0.9125 | 92.0425 | 半年付 | 0.046 | 9.5399 | 110.0449 | |
05国债(11) | 10511 | 2.14 | 5 | 2.1836 | 96.2 | 300 | 1.7589 | 97.9589 | 年付 | 0.0399 | 2.0349 | 6.1931 | |
05国债(9) | 10509 | 2.83 | 7 | 4.0329 | 94.8 | 356 | 2.7602 | 97.5602 | 年付 | 0.0426 | 3.5959 | 17.0864 | |
05国债(8) | 10508 | 1.93 | 3 | 0.0027 | 100.02 | 366 | 1.9353 | 101.9553 | 年付 | -0.0919 | 0 | 0 | |
05国债(5) | 10505 | 3.37 | 7 | 3.7781 | 97.9 | 82 | 0.7571 | 98.6571 | 年付 | 0.0398 | 3.4445 | 15.5651 | |
05国债(4) | 10504 | 4.11 | 20 | 16.7589 | 97.88 | 92 | 1.0275 | 98.9075 | 半年付 | 0.0429 | 11.8349 | 177.7235 | |
05国债(3) | 10503 | 3.3 | 5 | 1.6959 | 99.11 | 111 | 1.0036 | 100.1136 | 年付 | 0.0384 | 1.6022 | 4.1387 | |
05国债(1) | 10501 | 4.44 | 10 | 6.5425 | 101.1 | 169 | 2.0614 | 103.1614 | 半年付 | 0.0425 | 5.5177 | 36.3449 | |
04国债(10) | 10410 | 4.86 | 7 | 3.2822 | 102.6 | 264 | 3.5152 | 106.1152 | 年付 | 0.0399 | 2.8981 | 11.6975 | |
04国债(8) | 10408 | 4.3 | 5 | 1.1836 | 100.86 | 300 | 3.5342 | 104.3942 | 年付 | 0.0352 | 1.1005 | 2.3107 | |
04国债(7) | 10407 | 4.71 | 7 | 3.0301 | 102.94 | 356 | 4.5939 | 107.5339 | 年付 | 0.0366 | 2.6729 | 10.2232 | |
04国债(4) | 10404 | 4.89 | 7 | 2.7781 | 102.66 | 82 | 1.0986 | 103.7586 | 年付 | 0.0385 | 2.5418 | 9.1015 | |
04国债(3) | 10403 | 4.4164 | 5 | 0.6822 | 100.98 | 117 | 1.4157 | 102.3957 | 年付 | 0.0289 | 0.6663 | 0.8879 | |
03国债(11) | 10311 | 3.5 | 7 | 2.2658 | 99.25 | 270 | 2.589 | 101.839 | 年付 | 0.0384 | 2.0814 | 6.4837 | |
03国债(8) | 10308 | 3.02 | 10 | 5.0959 | 93.79 | 333 | 2.7552 | 96.5452 | 年付 | 0.0441 | 4.452 | 25.4186 | |
03国债(7) | 10307 | 2.66 | 7 | 2.0164 | 97.26 | 361 | 2.6308 | 99.8908 | 年付 | 0.041 | 1.8586 | 5.3556 | |
03国债(3) | 10303 | 3.4 | 20 | 14.6822 | 87.28 | 120 | 1.1148 | 88.3948 | 半年付 | 0.046 | 11.0213 | 149.4452 | |
03国债(1) | 10301 | 2.66 | 7 | 1.5178 | 98.35 | 178 | 1.2972 | 99.6472 | 年付 | 0.0379 | 1.4331 | 3.4582 | |
02国债(15) | 10215 | 2.93 | 7 | 1.3123 | 98.99 | 253 | 2.0309 | 101.0209 | 年付 | 0.0372 | 1.2341 | 2.7386 | |
02国债(13) | 10213 | 2.6 | 15 | 9.1068 | 85.45 | 148 | 1.0457 | 86.4957 | 半年付 | 0.0457 | 7.7889 | 70.1411 | |
02国债(10) | 10210 | 2.39 | 7 | 1.0055 | 98.99 | 365 | 2.39 | 101.38 | 年付 | 0.0342 | 0.9467 | 1.833 | |
02国债(3) | 10203 | 2.54 | 10 | 3.6795 | 94.2 | 119 | 0.8281 | 95.0281 | 年付 | 0.0428 | 3.3778 | 14.9568 | |
21国债(15) | 10115 | 3 | 7 | 0.3452 | 100.05 | 241 | 1.9808 | 102.0308 | 年付 | 0.0275 | 0.3383 | 0.2289 | |
21国债(12) | 10112 | 3.05 | 10 | 3.211 | 96.75 | 290 | 2.4233 | 99.1733 | 年付 | 0.0415 | 2.9088 | 11.6115 | |
21国债(10) | 10110 | 2.95 | 10 | 3.1151 | 96.62 | 325 | 2.6267 | 99.2467 | 年付 | 0.0412 | 2.8226 | 11.0259 | |
21国债(7) | 10107 | 4.26 | 20 | 12.9699 | 97.89 | 15 | 0.1736 | 98.0636 | 半年付 | 0.0448 | 9.8172 | 117.8431 | |
20国债(4) | 10004 | 3.41 | 10 | 1.7726 | 101.69 | 84 | 0.7848 | 102.4748 | 年付 | 0.0301 | 1.6626 | 4.4066 | |
99国债(8) | 9908 | 3.3 | 10 | 1.1096 | 99.87 | 327 | 2.9564 | 102.8264 | 年付 | 0.0341 | 1.0391 | 2.1134 | |
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