2008年8月26日国债到期收益率
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时间:2008年08月26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 | 1.0767 | 99.9 | 339 | 3.0649 | 102.9649 | 年付 | 0.0338 | 1.0093 | 2.0229 | |
国债917 | 101917 | 4.26 | 20 | 12.937 | 98.05 | 27 | 0.3151 | 98.3651 | 年付 | 0.0446 | 9.8121 | 117.6791 | |
国债912 | 101912 | 3.05 | 10 | 3.1781 | 95.05 | 302 | 2.5236 | 97.5736 | 年付 | 0.0476 | 2.8777 | 11.4003 | |
国债904 | 101904 | 2.87 | 10 | 1.7397 | 101.31 | 96 | 0.7548 | 102.0648 | 年付 | 0.0209 | 1.63 | 4.2649 | |
国债0809 | 100809 | 3.42 | 1 | 0.789 | 100 | 78 | 0.7308 | 100.7308 | 年付 | 0.0338 | 0.7685 | 1.181 | |
国债0720 | 100720 | 3.66 | 1 | 0.2959 | 100.22 | 252 | 3.66 | 103.88 | 固定单利 | -0.0072 | 0.2953 | 0.1744 | |
国债0716 | 100716 | 2.95 | 1 | 0.0493 | 99.95 | 342 | 2.95 | 102.9 | 固定单利 | 0.0099 | 0.0491 | 0.0048 | |
国债0711 | 100711 | 3.53 | 3 | 1.8877 | 99.66 | 42 | 0.4062 | 100.0662 | 年付 | 0.0372 | 1.7871 | 4.9475 | |
国债0505 | 100505 | 3.37 | 7 | 3.7452 | 97.5 | 94 | 0.8679 | 98.3679 | 年付 | 0.041 | 3.411 | 15.2994 | |
国债0503 | 100503 | 3.3 | 5 | 1.663 | 98.51 | 123 | 1.1121 | 99.6221 | 年付 | 0.0424 | 1.5671 | 3.9881 | |
国债0501 | 100501 | 4.44 | 10 | 6.5096 | 101.51 | 181 | 2.2078 | 103.7178 | 半年付 | 0.0417 | 5.4923 | 36.0481 | |
国债0410 | 100410 | 4.86 | 7 | 3.2493 | 103.08 | 276 | 3.675 | 106.755 | 年付 | 0.0382 | 2.8745 | 11.5434 | |
国债0408 | 100408 | 4.3 | 5 | 1.1507 | 101.49 | 312 | 3.6756 | 105.1656 | 年付 | 0.0294 | 1.0777 | 2.245 | |
国债0407 | 100407 | 4.71 | 7 | 2.9945 | 102.29 | 2 | 0.0258 | 102.3158 | 年付 | 0.0389 | 2.7609 | 10.4698 | |
国债0404 | 100404 | 4.89 | 7 | 2.7452 | 102.39 | 94 | 1.2593 | 103.6493 | 年付 | 0.0395 | 2.5114 | 8.9178 | |
国债0403 | 100403 | 4.4164 | 5 | 0.6493 | 100.9 | 129 | 1.5609 | 102.4609 | 年付 | 0.0294 | 0.6371 | 0.8117 | |
国债0311 | 100311 | 3.5 | 7 | 2.2329 | 99.1 | 282 | 2.7041 | 101.8041 | 年付 | 0.0392 | 2.0548 | 6.3502 | |
国债0308 | 100308 | 3.02 | 10 | 5.063 | 93.62 | 345 | 2.8545 | 96.4745 | 年付 | 0.0445 | 4.4206 | 25.1083 | |
国债0307 | 100307 | 2.66 | 7 | 1.9836 | 98.53 | 7 | 0.051 | 98.581 | 年付 | 0.0344 | 1.8924 | 5.4343 | |
国债0303 | 100303 | 3.4 | 20 | 14.6493 | 87.8 | 132 | 1.2262 | 89.0262 | 半年付 | 0.0455 | 11.0063 | 149.0612 | |
国债0301 | 100301 | 2.66 | 7 | 1.4849 | 98.18 | 190 | 1.3847 | 99.5647 | 年付 | 0.0393 | 1.4022 | 3.3388 | |
国债0215 | 100215 | 2.93 | 7 | 1.2795 | 99.2 | 265 | 2.1273 | 101.3273 | 年付 | 0.0357 | 1.2069 | 2.6479 | |
国债0213 | 100213 | 2.6 | 15 | 9.074 | 86.01 | 160 | 1.1304 | 87.1404 | 半年付 | 0.045 | 7.7669 | 69.7738 | |
国债0210 | 100210 | 2.39 | 7 | 0.989 | 98.8 | 11 | 0.072 | 98.872 | 年付 | 0.036 | 0.9391 | 1.7639 | |
国债0203 | 100203 | 2.54 | 10 | 3.6466 | 93.9 | 131 | 0.9116 | 94.8116 | 年付 | 0.0439 | 3.3451 | 14.7023 | |
国债0115 | 100115 | 3 | 7 | 0.3123 | 100.31 | 253 | 2.0795 | 102.3895 | 年付 | 0.0191 | 0.3096 | 0.1917 | |
06国债(10) | 010610 | 2.34 | 3 | 0.8904 | 98.94 | 41 | 0.2628 | 99.2028 | 年付 | 0.0355 | 0.8631 | 1.4897 | |
06国债(5) | 010605 | 2.4 | 5 | 2.7205 | 95.2 | 103 | 0.6773 | 95.8773 | 年付 | 0.0431 | 2.5394 | 8.9892 | |
06国债(4) | 010604 | 2.12 | 3 | 0.6411 | 99.5 | 132 | 0.7667 | 100.2667 | 年付 | 0.0288 | 0.6294 | 0.7924 | |
06国债(3) | 010603 | 2.8 | 10 | 7.589 | 88.5 | 153 | 0.5868 | 89.0868 | 半年付 | 0.0457 | 6.5908 | 50.2605 | |
06国债(1) | 010601 | 2.51 | 7 | 4.5096 | 92.21 | 182 | 1.2516 | 93.4616 | 年付 | 0.0445 | 4.0724 | 21.1269 | |
05国债(13) | 010513 | 3.01 | 7 | 4.2521 | 95.72 | 276 | 2.2761 | 97.9961 | 年付 | 0.0412 | 3.7996 | 18.8264 | |
05国债(12) | 010512 | 3.65 | 15 | 12.2301 | 91.25 | 104 | 1.0315 | 92.2815 | 半年付 | 0.0459 | 9.5123 | 109.5009 | |
05国债(11) | 010511 | 2.14 | 5 | 2.1507 | 96.3 | 312 | 1.8293 | 98.1293 | 年付 | 0.0397 | 2.0065 | 6.0515 | |
05国债(9) | 010509 | 2.83 | 7 | 4 | 95.21 | 2 | 0.0155 | 95.2255 | 年付 | 0.0416 | 3.6777 | 17.393 | |
05国债(5) | 010505 | 3.37 | 7 | 3.7452 | 97.93 | 94 | 0.8679 | 98.7979 | 年付 | 0.0397 | 3.4143 | 15.3276 | |
05国债(4) | 010504 | 4.11 | 20 | 16.726 | 97.52 | 104 | 1.1615 | 98.6815 | 半年付 | 0.0432 | 11.7997 | 176.8917 | |
05国债(3) | 010503 | 3.3 | 5 | 1.663 | 99.2 | 123 | 1.1121 | 100.3121 | 年付 | 0.038 | 1.5739 | 4.0224 | |
05国债(1) | 010501 | 4.44 | 10 | 6.5096 | 101.6 | 181 | 2.2078 | 103.8078 | 半年付 | 0.0416 | 5.494 | 36.0652 | |
04国债(10) | 010410 | 4.86 | 7 | 3.2493 | 102.99 | 276 | 3.675 | 106.665 | 年付 | 0.0385 | 2.8736 | 11.5361 | |
04国债(8) | 010408 | 4.3 | 5 | 1.1507 | 100.98 | 312 | 3.6756 | 104.6556 | 年付 | 0.034 | 1.0729 | 2.2255 | |
04国债(7) | 010407 | 4.71 | 7 | 2.9973 | 102.42 | 2 | 0.0258 | 102.4458 | 年付 | 0.0384 | 2.7583 | 10.4511 | |
04国债(4) | 010404 | 4.89 | 7 | 2.7452 | 102.8 | 94 | 1.2593 | 104.0593 | 年付 | 0.0379 | 2.5134 | 8.9317 | |
04国债(3) | 010403 | 4.4164 | 5 | 0.6493 | 100.96 | 129 | 1.5609 | 102.5209 | 年付 | 0.0285 | 0.6374 | 0.8127 | |
03国债(11) | 010311 | 3.5 | 7 | 2.2329 | 99.44 | 282 | 2.7041 | 102.1441 | 年付 | 0.0376 | 2.0544 | 6.3477 | |
03国债(8) | 010308 | 3.02 | 10 | 5.063 | 94.44 | 345 | 2.8545 | 97.2945 | 年付 | 0.0426 | 4.4321 | 25.2267 | |
03国债(7) | 010307 | 2.66 | 7 | 1.9836 | 97.58 | 7 | 0.051 | 97.631 | 年付 | 0.0395 | 1.8828 | 5.3798 | |
03国债(3) | 010303 | 3.4 | 20 | 14.6493 | 87.82 | 132 | 1.2262 | 89.0462 | 半年付 | 0.0455 | 11.0048 | 149.0336 | |
03国债(1) | 010301 | 2.66 | 7 | 1.4849 | 98.43 | 190 | 1.3847 | 99.8147 | 年付 | 0.0375 | 1.4046 | 3.3504 | |
02国债(15) | 010215 | 2.93 | 7 | 1.2795 | 99.15 | 265 | 2.1273 | 101.2773 | 年付 | 0.0361 | 1.2068 | 2.6475 | |
02国债(13) | 010213 | 2.6 | 15 | 9.074 | 86.14 | 160 | 1.1304 | 87.2704 | 半年付 | 0.0448 | 7.7676 | 69.7835 | |
02国债(10) | 010210 | 2.39 | 7 | 0.9726 | 98.9 | 11 | 0.072 | 98.972 | 年付 | 0.0355 | 0.9397 | 1.766 | |
02国债(3) | 010203 | 2.54 | 10 | 3.6466 | 94.4 | 131 | 0.9116 | 95.3116 | 年付 | 0.0423 | 3.3507 | 14.7493 | |
21国债(15) | 010115 | 3 | 7 | 0.3123 | 100 | 253 | 2.0795 | 102.0795 | 年付 | 0.0289 | 0.3087 | 0.1906 | |
21国债(12) | 010112 | 3.05 | 10 | 3.1781 | 96.93 | 302 | 2.5236 | 99.4536 | 年付 | 0.0409 | 2.8816 | 11.4292 | |
21国债(10) | 010110 | 2.95 | 10 | 3.0822 | 96.76 | 337 | 2.7237 | 99.4837 | 年付 | 0.0409 | 2.7949 | 10.8448 | |
21国债(7) | 010107 | 4.26 | 20 | 12.937 | 98.73 | 27 | 0.3126 | 99.0426 | 半年付 | 0.0439 | 9.8061 | 117.5745 | |
20国债(4) | 010004 | 3.41 | 10 | 1.7397 | 101.68 | 96 | 0.8969 | 102.5769 | 年付 | 0.0301 | 1.6334 | 4.2823 | |
99国债(8) | 009908 | 3.3 | 10 | 1.0767 | 99.9 | 339 | 3.0649 | 102.9649 | 年付 | 0.0338 | 1.01 | 2.0255 | |
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