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 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 | 1.1068 | 99.7 | 328 | 2.9655 | 102.6655 | 年付 | 0.0357 | 1.0348 | 2.0987 | |
国债917 | 101917 | 4.26 | 20 | 12.9671 | 99.09 | 16 | 0.1867 | 99.2767 | 年付 | 0.0435 | 9.8411 | 118.2575 | |
国债912 | 101912 | 3.05 | 10 | 3.2082 | 96.58 | 291 | 2.4316 | 99.0116 | 年付 | 0.0421 | 2.9043 | 11.5794 | |
国债904 | 101904 | 2.87 | 10 | 1.7699 | 100.81 | 85 | 0.6684 | 101.4784 | 年付 | 0.0239 | 1.6515 | 4.351 | |
国债0809 | 100809 | 3.42 | 1 | 0.8192 | 100 | 67 | 0.6278 | 100.6278 | 年付 | 0.0339 | 0.7944 | 1.2621 | |
国债0720 | 100720 | 3.66 | 1 | 0.326 | 100.22 | 241 | 3.66 | 103.88 | 固定单利 | -0.0065 | 0.3221 | 0.2075 | |
国债0716 | 100716 | 2.95 | 1 | 0.0795 | 99.95 | 331 | 2.95 | 102.9 | 固定单利 | 0.0061 | 0.0763 | 0.0116 | |
国债0505 | 100505 | 3.37 | 7 | 3.7753 | 96.31 | 83 | 0.7663 | 97.0763 | 年付 | 0.0445 | 3.4245 | 15.3933 | |
国债0503 | 100503 | 3.3 | 5 | 1.6932 | 98.85 | 112 | 1.0126 | 99.8626 | 年付 | 0.0401 | 1.597 | 4.1146 | |
国债0501 | 100501 | 4.44 | 10 | 6.5397 | 101.1 | 170 | 2.0736 | 103.1736 | 半年付 | 0.0425 | 5.5151 | 36.3139 | |
国债0410 | 100410 | 4.86 | 7 | 3.2795 | 103.08 | 265 | 3.5285 | 106.6085 | 年付 | 0.0383 | 2.9006 | 11.7188 | |
国债0408 | 100408 | 4.3 | 5 | 1.1808 | 101.28 | 301 | 3.546 | 104.826 | 年付 | 0.0316 | 1.1019 | 2.319 | |
国债0407 | 100407 | 4.71 | 7 | 3.0247 | 103 | 357 | 4.6068 | 107.6068 | 年付 | 0.0364 | 2.6709 | 10.2113 | |
国债0404 | 100404 | 4.89 | 7 | 2.7753 | 102.22 | 83 | 1.112 | 103.332 | 年付 | 0.0402 | 2.5347 | 9.055 | |
国债0403 | 100403 | 4.4164 | 5 | 0.6795 | 101.13 | 118 | 1.4278 | 102.5578 | 年付 | 0.0267 | 0.6647 | 0.8835 | |
国债0311 | 100311 | 3.5 | 7 | 2.263 | 99.8 | 271 | 2.5986 | 102.3986 | 年付 | 0.0358 | 2.0843 | 6.5039 | |
国债0308 | 100308 | 3.02 | 10 | 5.0932 | 93.6 | 334 | 2.7635 | 96.3635 | 年付 | 0.0445 | 4.4469 | 25.3669 | |
国债0307 | 100307 | 2.66 | 7 | 2.0137 | 96.83 | 362 | 2.6381 | 99.4681 | 年付 | 0.0434 | 1.8515 | 5.3185 | |
国债0303 | 100303 | 3.4 | 20 | 14.6795 | 87.2 | 121 | 1.124 | 88.324 | 半年付 | 0.0461 | 11.0163 | 149.3396 | |
国债0301 | 100301 | 2.66 | 7 | 1.5151 | 98.15 | 179 | 1.3045 | 99.4545 | 年付 | 0.0393 | 1.4285 | 3.4386 | |
国债0215 | 100215 | 2.93 | 7 | 1.3096 | 98.8 | 254 | 2.039 | 100.839 | 年付 | 0.0387 | 1.2296 | 2.7214 | |
国债0213 | 100213 | 2.6 | 15 | 9.1041 | 85.38 | 149 | 1.0527 | 86.4327 | 半年付 | 0.0458 | 7.7852 | 70.084 | |
国债0210 | 100210 | 2.39 | 7 | 1.0192 | 98.74 | 366 | 2.3965 | 101.1365 | 年付 | 0.0369 | 0.9644 | 1.8599 | |
国债0203 | 100203 | 2.54 | 10 | 3.6767 | 93.61 | 120 | 0.8351 | 94.4451 | 年付 | 0.0446 | 3.3686 | 14.8802 | |
国债0115 | 100115 | 3 | 7 | 0.3425 | 101.27 | 242 | 1.989 | 103.259 | 年付 | -0.0073 | 0.3396 | 0.2307 | |
06国债(5) | 10605 | 2.4 | 5 | 2.7507 | 95.66 | 92 | 0.6049 | 96.2649 | 年付 | 0.041 | 2.5709 | 9.1855 | |
06国债(4) | 10604 | 2.12 | 3 | 0.6712 | 99.36 | 121 | 0.7028 | 100.0628 | 年付 | 0.0306 | 0.655 | 0.8581 | |
06国债(3) | 10603 | 2.8 | 10 | 7.6192 | 88.18 | 142 | 0.5447 | 88.7247 | 半年付 | 0.0462 | 6.6163 | 50.6108 | |
06国债(1) | 10601 | 2.51 | 7 | 4.5397 | 92.01 | 171 | 1.1759 | 93.1859 | 年付 | 0.0449 | 4.0966 | 21.3471 | |
05国债(13) | 10513 | 3.01 | 7 | 4.2822 | 94.94 | 265 | 2.1853 | 97.1253 | 年付 | 0.0433 | 3.8169 | 18.969 | |
05国债(12) | 10512 | 3.65 | 15 | 12.2603 | 90.78 | 93 | 0.9224 | 91.7024 | 半年付 | 0.0465 | 9.5296 | 109.8641 | |
05国债(11) | 10511 | 2.14 | 5 | 2.1808 | 96.1 | 301 | 1.7648 | 97.8648 | 年付 | 0.0404 | 2.0312 | 6.1735 | |
05国债(9) | 10509 | 2.83 | 7 | 4.0301 | 94.8 | 357 | 2.768 | 97.568 | 年付 | 0.0426 | 3.5932 | 17.0647 | |
05国债(5) | 10505 | 3.37 | 7 | 3.7753 | 97.79 | 83 | 0.7663 | 98.5563 | 年付 | 0.0401 | 3.4407 | 15.5339 | |
05国债(4) | 10504 | 4.11 | 20 | 16.7562 | 97.2 | 93 | 1.0387 | 98.2387 | 半年付 | 0.0435 | 11.8102 | 177.189 | |
05国债(3) | 10503 | 3.3 | 5 | 1.6932 | 99.11 | 112 | 1.0126 | 100.1226 | 年付 | 0.0384 | 1.5995 | 4.1277 | |
05国债(1) | 10501 | 4.44 | 10 | 6.5397 | 101.18 | 170 | 2.0736 | 103.2536 | 半年付 | 0.0423 | 5.5159 | 36.3226 | |
04国债(10) | 10410 | 4.86 | 7 | 3.2795 | 102.8 | 265 | 3.5285 | 106.3285 | 年付 | 0.0392 | 2.8976 | 11.6961 | |
04国债(8) | 10408 | 4.3 | 5 | 1.1808 | 100.86 | 301 | 3.546 | 104.406 | 年付 | 0.0352 | 1.0979 | 2.3024 | |
04国债(7) | 10407 | 4.71 | 7 | 3.0274 | 102.94 | 357 | 4.6068 | 107.5468 | 年付 | 0.0366 | 2.6703 | 10.2067 | |
04国债(4) | 10404 | 4.89 | 7 | 2.7753 | 102.77 | 83 | 1.112 | 103.882 | 年付 | 0.0381 | 2.5403 | 9.0934 | |
04国债(3) | 10403 | 4.4164 | 5 | 0.6795 | 100.99 | 118 | 1.4278 | 102.4178 | 年付 | 0.0287 | 0.6637 | 0.8811 | |
03国债(11) | 10311 | 3.5 | 7 | 2.263 | 99.25 | 271 | 2.5986 | 101.8486 | 年付 | 0.0384 | 2.0788 | 6.4702 | |
03国债(8) | 10308 | 3.02 | 10 | 5.0932 | 93.84 | 334 | 2.7635 | 96.6035 | 年付 | 0.0439 | 4.45 | 25.3991 | |
03国债(7) | 10307 | 2.66 | 7 | 2.0137 | 97.5 | 362 | 2.6381 | 100.1381 | 年付 | 0.0397 | 1.8584 | 5.3569 | |
03国债(3) | 10303 | 3.4 | 20 | 14.6795 | 87.3 | 121 | 1.124 | 88.424 | 半年付 | 0.046 | 11.0192 | 149.3952 | |
03国债(1) | 10301 | 2.66 | 7 | 1.5151 | 98.35 | 179 | 1.3045 | 99.6545 | 年付 | 0.0379 | 1.4304 | 3.448 | |
02国债(15) | 10215 | 2.93 | 7 | 1.3096 | 98.98 | 254 | 2.039 | 101.019 | 年付 | 0.0373 | 1.2313 | 2.7291 | |
02国债(13) | 10213 | 2.6 | 15 | 9.1041 | 85.6 | 149 | 1.0527 | 86.6527 | 半年付 | 0.0455 | 7.7883 | 70.1271 | |
02国债(10) | 10210 | 2.39 | 7 | 1.0027 | 98.93 | 366 | 2.3965 | 101.3265 | 年付 | 0.0349 | 0.9662 | 1.8671 | |
02国债(3) | 10203 | 2.54 | 10 | 3.6767 | 94.4 | 120 | 0.8351 | 95.2351 | 年付 | 0.0421 | 3.3774 | 14.955 | |
21国债(15) | 10115 | 3 | 7 | 0.3425 | 100 | 242 | 1.989 | 101.989 | 年付 | 0.0289 | 0.3355 | 0.2251 | |
21国债(12) | 10112 | 3.05 | 10 | 3.2082 | 96.8 | 291 | 2.4316 | 99.2316 | 年付 | 0.0413 | 2.9067 | 11.5977 | |
21国债(10) | 10110 | 2.95 | 10 | 3.1123 | 96.68 | 326 | 2.6348 | 99.3148 | 年付 | 0.041 | 2.8206 | 11.0132 | |
21国债(7) | 10107 | 4.26 | 20 | 12.9671 | 97.87 | 16 | 0.1852 | 98.0552 | 半年付 | 0.0448 | 9.8141 | 117.7817 | |
20国债(4) | 10004 | 3.41 | 10 | 1.7699 | 101.6 | 85 | 0.7941 | 102.3941 | 年付 | 0.0306 | 1.6591 | 4.3909 | |
99国债(8) | 9908 | 3.3 | 10 | 1.1068 | 99.85 | 328 | 2.9655 | 102.8155 | 年付 | 0.0343 | 1.0362 | 2.1045 | |
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