2008年8月15日国债到期收益率
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时间:2008年08月15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 | 1.1068 | 99.7 | 328 | 2.9655 | 102.6655 | 年付 | 0.0357 | 1.0372 | 2.106 | |
国债917 | 101917 | 4.26 | 20 | 12.9671 | 99 | 16 | 0.1867 | 99.1867 | 年付 | 0.0436 | 9.8418 | 118.2763 | |
国债912 | 101912 | 3.05 | 10 | 3.2082 | 96.58 | 291 | 2.4316 | 99.0116 | 年付 | 0.0421 | 2.9069 | 11.5974 | |
国债904 | 101904 | 2.87 | 10 | 1.7699 | 100.81 | 85 | 0.6684 | 101.4784 | 年付 | 0.0239 | 1.6541 | 4.3622 | |
国债0809 | 100809 | 3.42 | 1 | 0.8192 | 100 | 67 | 0.6278 | 100.6278 | 年付 | 0.0339 | 0.797 | 1.2704 | |
国债0720 | 100720 | 3.66 | 1 | 0.326 | 100.22 | 241 | 3.66 | 103.88 | 固定单利 | -0.0065 | 0.3248 | 0.211 | |
国债0716 | 100716 | 2.95 | 1 | 0.0795 | 99.95 | 331 | 2.95 | 102.9 | 固定单利 | 0.0061 | 0.079 | 0.0125 | |
国债0505 | 100505 | 3.37 | 7 | 3.7753 | 96.31 | 83 | 0.7663 | 97.0763 | 年付 | 0.0445 | 3.4271 | 15.414 | |
国债0503 | 100503 | 3.3 | 5 | 1.6932 | 98.85 | 112 | 1.0126 | 99.8626 | 年付 | 0.0401 | 1.5996 | 4.1257 | |
国债0501 | 100501 | 4.44 | 10 | 6.5397 | 101.1 | 170 | 2.0736 | 103.1736 | 半年付 | 0.0425 | 5.5177 | 36.3449 | |
国债0410 | 100410 | 4.86 | 7 | 3.2795 | 103.08 | 265 | 3.5285 | 106.6085 | 年付 | 0.0383 | 2.9032 | 11.7364 | |
国债0408 | 100408 | 4.3 | 5 | 1.1808 | 101.49 | 301 | 3.546 | 105.036 | 年付 | 0.0298 | 1.1065 | 2.3357 | |
国债0407 | 100407 | 4.71 | 7 | 3.0247 | 103 | 357 | 4.6068 | 107.6068 | 年付 | 0.0364 | 2.6736 | 10.2277 | |
国债0404 | 100404 | 4.89 | 7 | 2.7753 | 102.21 | 83 | 1.112 | 103.322 | 年付 | 0.0403 | 2.5431 | 9.1106 | |
国债0403 | 100403 | 4.4164 | 5 | 0.6795 | 101.13 | 118 | 1.4278 | 102.5578 | 年付 | 0.0267 | 0.6673 | 0.8905 | |
国债0311 | 100311 | 3.5 | 7 | 2.263 | 99.8 | 271 | 2.5986 | 102.3986 | 年付 | 0.0358 | 2.087 | 6.5175 | |
国债0308 | 100308 | 3.02 | 10 | 5.0932 | 93.4 | 334 | 2.7635 | 96.1635 | 年付 | 0.045 | 4.4469 | 25.3662 | |
国债0307 | 100307 | 2.66 | 7 | 2.0137 | 96.83 | 362 | 2.6381 | 99.4681 | 年付 | 0.0434 | 1.8542 | 5.331 | |
国债0303 | 100303 | 3.4 | 20 | 14.6795 | 87.16 | 121 | 1.124 | 88.284 | 半年付 | 0.0461 | 11.0178 | 149.3784 | |
国债0301 | 100301 | 2.66 | 7 | 1.5151 | 98.15 | 179 | 1.3045 | 99.4545 | 年付 | 0.0393 | 1.4311 | 3.4488 | |
国债0215 | 100215 | 2.93 | 7 | 1.3096 | 98.8 | 254 | 2.039 | 100.839 | 年付 | 0.0387 | 1.2322 | 2.7305 | |
国债0213 | 100213 | 2.6 | 15 | 9.1041 | 85.25 | 149 | 1.0527 | 86.3027 | 半年付 | 0.046 | 7.786 | 70.1018 | |
国债0210 | 100210 | 2.39 | 7 | 1.0192 | 98.74 | 366 | 2.3965 | 101.1365 | 年付 | 0.0369 | 0.9442 | 1.8236 | |
国债0203 | 100203 | 2.54 | 10 | 3.6767 | 93.99 | 120 | 0.8351 | 94.8251 | 年付 | 0.0434 | 3.3704 | 14.8932 | |
国债0115 | 100115 | 3 | 7 | 0.3425 | 100.6 | 242 | 1.989 | 102.589 | 年付 | 0.0117 | 0.3408 | 0.2323 | |
06国债(5) | 10605 | 2.4 | 5 | 2.7507 | 95.66 | 92 | 0.6049 | 96.2649 | 年付 | 0.041 | 2.5736 | 9.2019 | |
06国债(4) | 10604 | 2.12 | 3 | 0.6712 | 99.36 | 121 | 0.7028 | 100.0628 | 年付 | 0.0306 | 0.6577 | 0.8651 | |
06国债(3) | 10603 | 2.8 | 10 | 7.6192 | 88.18 | 142 | 0.5447 | 88.7247 | 半年付 | 0.0462 | 6.6192 | 50.6506 | |
06国债(1) | 10601 | 2.51 | 7 | 4.5397 | 92.01 | 171 | 1.1759 | 93.1859 | 年付 | 0.0449 | 4.0993 | 21.3716 | |
05国债(13) | 10513 | 3.01 | 7 | 4.2822 | 94.94 | 265 | 2.1853 | 97.1253 | 年付 | 0.0433 | 3.8195 | 18.9918 | |
05国债(12) | 10512 | 3.65 | 15 | 12.2603 | 91.08 | 93 | 0.9224 | 92.0024 | 半年付 | 0.0461 | 9.5399 | 110.0449 | |
05国债(11) | 10511 | 2.14 | 5 | 2.1808 | 96.1 | 301 | 1.7648 | 97.8648 | 年付 | 0.0404 | 2.0349 | 6.1931 | |
05国债(9) | 10509 | 2.83 | 7 | 4.0301 | 94.8 | 357 | 2.768 | 97.568 | 年付 | 0.0426 | 3.5959 | 17.0864 | |
05国债(5) | 10505 | 3.37 | 7 | 3.7753 | 97.9 | 83 | 0.7663 | 98.6663 | 年付 | 0.0398 | 3.4445 | 15.5651 | |
05国债(4) | 10504 | 4.11 | 20 | 16.7562 | 97.2 | 93 | 1.0387 | 98.2387 | 半年付 | 0.0435 | 11.8349 | 177.7235 | |
05国债(3) | 10503 | 3.3 | 5 | 1.6932 | 99.11 | 112 | 1.0126 | 100.1226 | 年付 | 0.0384 | 1.6022 | 4.1387 | |
05国债(1) | 10501 | 4.44 | 10 | 6.5397 | 101.03 | 170 | 2.0736 | 103.1036 | 半年付 | 0.0426 | 5.5177 | 36.3449 | |
04国债(10) | 10410 | 4.86 | 7 | 3.2795 | 102.6 | 265 | 3.5285 | 106.1285 | 年付 | 0.0399 | 2.8981 | 11.6975 | |
04国债(8) | 10408 | 4.3 | 5 | 1.1808 | 100.86 | 301 | 3.546 | 104.406 | 年付 | 0.0352 | 1.1005 | 2.3107 | |
04国债(7) | 10407 | 4.71 | 7 | 3.0274 | 102.94 | 357 | 4.6068 | 107.5468 | 年付 | 0.0366 | 2.6729 | 10.2232 | |
04国债(4) | 10404 | 4.89 | 7 | 2.7753 | 102.66 | 83 | 1.112 | 103.772 | 年付 | 0.0385 | 2.5418 | 9.1015 | |
04国债(3) | 10403 | 4.4164 | 5 | 0.6795 | 100.93 | 118 | 1.4278 | 102.3578 | 年付 | 0.0296 | 0.6663 | 0.8879 | |
03国债(11) | 10311 | 3.5 | 7 | 2.263 | 99.21 | 271 | 2.5986 | 101.8086 | 年付 | 0.0386 | 2.0814 | 6.4837 | |
03国债(8) | 10308 | 3.02 | 10 | 5.0932 | 94.63 | 334 | 2.7635 | 97.3935 | 年付 | 0.0421 | 4.452 | 25.4186 | |
03国债(7) | 10307 | 2.66 | 7 | 2.0137 | 97.5 | 362 | 2.6381 | 100.1381 | 年付 | 0.0397 | 1.8586 | 5.3556 | |
03国债(3) | 10303 | 3.4 | 20 | 14.6795 | 87.26 | 121 | 1.124 | 88.384 | 半年付 | 0.046 | 11.0213 | 149.4452 | |
03国债(1) | 10301 | 2.66 | 7 | 1.5151 | 98.35 | 179 | 1.3045 | 99.6545 | 年付 | 0.0379 | 1.4331 | 3.4582 | |
02国债(15) | 10215 | 2.93 | 7 | 1.3096 | 99 | 254 | 2.039 | 101.039 | 年付 | 0.0371 | 1.2341 | 2.7386 | |
02国债(13) | 10213 | 2.6 | 15 | 9.1041 | 85.58 | 149 | 1.0527 | 86.6327 | 半年付 | 0.0455 | 7.7889 | 70.1411 | |
02国债(10) | 10210 | 2.39 | 7 | 1.0027 | 99.01 | 366 | 2.3965 | 101.4065 | 年付 | 0.0341 | 0.9467 | 1.833 | |
02国债(3) | 10203 | 2.54 | 10 | 3.6767 | 94.3 | 120 | 0.8351 | 95.1351 | 年付 | 0.0425 | 3.3778 | 14.9568 | |
21国债(15) | 10115 | 3 | 7 | 0.3425 | 99.99 | 242 | 1.989 | 101.979 | 年付 | 0.0292 | 0.3383 | 0.2289 | |
21国债(12) | 10112 | 3.05 | 10 | 3.2082 | 96.85 | 291 | 2.4316 | 99.2816 | 年付 | 0.0411 | 2.9088 | 11.6115 | |
21国债(10) | 10110 | 2.95 | 10 | 3.1123 | 96.62 | 326 | 2.6348 | 99.2548 | 年付 | 0.0413 | 2.8226 | 11.0259 | |
21国债(7) | 10107 | 4.26 | 20 | 12.9671 | 97.88 | 16 | 0.1852 | 98.0652 | 半年付 | 0.0448 | 9.8172 | 117.8431 | |
20国债(4) | 10004 | 3.41 | 10 | 1.7699 | 101.66 | 85 | 0.7941 | 102.4541 | 年付 | 0.0303 | 1.6626 | 4.4066 | |
99国债(8) | 9908 | 3.3 | 10 | 1.1068 | 99.87 | 328 | 2.9655 | 102.8355 | 年付 | 0.0341 | 1.0391 | 2.1134 | |
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