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2008年10月07日国债到期收益率 |
| 2008-10-07 13:14 |
| | | 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 | 0.9616 | 99.99 | 15 | 0.1356 | 100.1256 | 年付 | 0.033 | 0.932 | 1.7373 | | 国债917 | 101917 | 4.26 | 20 | 12.8219 | 104.32 | 69 | 0.8053 | 105.1253 | 年付 | 0.0383 | 9.8137 | 117.4216 | | 国债912 | 101912 | 3.05 | 10 | 3.063 | 98.5 | 344 | 2.8745 | 101.3745 | 年付 | 0.0357 | 2.7818 | 10.7767 | | 国债904 | 101904 | 2.87 | 10 | 1.6247 | 101.4 | 138 | 1.0851 | 102.4851 | 年付 | 0.0198 | 1.5212 | 3.8188 | | 国债0809 | 100809 | 3.42 | 1 | 0.674 | 100.95 | 120 | 1.1244 | 102.0744 | 年付 | 0.0196 | 0.6651 | 0.8848 | | 国债0720 | 100720 | 3.66 | 1 | 0.1808 | 100.22 | 294 | 3.66 | 103.88 | 固定单利 | -0.0117 | 0.1823 | 0.0664 | | 国债0711 | 100711 | 3.53 | 3 | 1.7726 | 100.08 | 84 | 0.8124 | 100.8924 | 年付 | 0.0348 | 1.6801 | 4.4772 | | 国债0505 | 100505 | 3.37 | 7 | 3.6301 | 99 | 136 | 1.2557 | 100.2557 | 年付 | 0.0367 | 3.316 | 14.582 | | 国债0503 | 100503 | 3.3 | 5 | 1.5479 | 99.78 | 165 | 1.4918 | 101.2718 | 年付 | 0.0344 | 1.4682 | 3.604 | | 国债0501 | 100501 | 4.44 | 10 | 6.3945 | 104.5 | 41 | 0.4947 | 104.9947 | 半年付 | 0.0364 | 5.5285 | 35.8374 | | 国债0410 | 100410 | 4.86 | 7 | 3.1342 | 104.59 | 318 | 4.2342 | 108.8242 | 年付 | 0.0329 | 2.7748 | 10.8929 | | 国债0408 | 100408 | 4.3 | 5 | 1.0356 | 102.49 | 354 | 4.1704 | 106.6604 | 年付 | 0.0183 | 0.9771 | 1.9512 | | 国债0407 | 100407 | 4.71 | 7 | 2.8795 | 104 | 44 | 0.5678 | 104.5678 | 年付 | 0.0323 | 2.6611 | 9.8433 | | 国债0404 | 100404 | 4.89 | 7 | 2.6301 | 104.93 | 136 | 1.822 | 106.752 | 年付 | 0.0291 | 2.4259 | 8.4364 | | 国债0403 | 100403 | 4.4164 | 5 | 0.5342 | 101.49 | 171 | 2.0691 | 103.5591 | 年付 | 0.0155 | 0.5298 | 0.5614 | | 国债0311 | 100311 | 3.5 | 7 | 2.1178 | 100.89 | 324 | 3.1068 | 103.9968 | 年付 | 0.0305 | 1.9498 | 5.834 | | 国债0308 | 100308 | 3.02 | 10 | 4.9479 | 96.8 | 21 | 0.1738 | 96.9738 | 年付 | 0.0374 | 4.485 | 25.1773 | | 国债0307 | 100307 | 2.66 | 7 | 1.8685 | 98 | 49 | 0.3571 | 98.3571 | 年付 | 0.0379 | 1.7751 | 4.885 | | 国债0303 | 100303 | 3.4 | 20 | 14.5342 | 96.88 | 174 | 1.6164 | 98.4964 | 半年付 | 0.0368 | 11.1018 | 150.5397 | | 国债0301 | 100301 | 2.66 | 7 | 1.3699 | 99.14 | 232 | 1.6907 | 100.8307 | 年付 | 0.033 | 1.2998 | 2.9716 | | 国债0215 | 100215 | 2.93 | 7 | 1.1644 | 99.7 | 307 | 2.4644 | 102.1644 | 年付 | 0.0318 | 1.1003 | 2.3029 | | 国债0213 | 100213 | 2.6 | 15 | 8.9589 | 91.72 | 18 | 0.1293 | 91.8493 | 半年付 | 0.0369 | 7.8327 | 69.8926 | | 国债0210 | 100210 | 2.39 | 7 | 0.874 | 99.18 | 53 | 0.347 | 99.527 | 年付 | 0.0329 | 0.8335 | 1.3894 | | 国债0203 | 100203 | 2.54 | 10 | 3.5315 | 96.65 | 173 | 1.2039 | 97.8539 | 年付 | 0.0356 | 3.2582 | 14.0646 | | 国债0115 | 100115 | 3 | 7 | 0.1973 | 100.77 | 295 | 2.4247 | 103.1947 | 年付 | -0.0096 | 0.1963 | 0.077 | | 07国债10 | 010710 | 4.4 | 10 | 8.7205 | 105.98 | 105 | 1.2658 | 107.2458 | 年付 | 0.0359 | 7.167 | 61.135 | | 07国债07 | 010707 | 3.74 | 7 | 5.6301 | 100.6 | 137 | 1.4038 | 102.0038 | 年付 | 0.0362 | 4.9354 | 30.6551 | | 06国债(18) | 010618 | 2.48 | 5 | 3.0493 | 105.7 | 349 | 2.3713 | 108.0713 | 年付 | 0.0058 | 2.895 | 11.5573 | | 06国债(13) | 010613 | 2.89 | 7 | 4.9014 | 98.77 | 38 | 0.3009 | 99.0709 | 年付 | 0.0316 | 4.4817 | 25.1424 | | 06国债(10) | 010610 | 2.34 | 3 | 0.7753 | 100.59 | 83 | 0.5321 | 101.1221 | 年付 | 0.0155 | 0.7661 | 1.1737 | | 06国债(5) | 010605 | 2.4 | 5 | 2.6055 | 97.06 | 145 | 0.9534 | 98.0134 | 年付 | 0.036 | 2.4464 | 8.4524 | | 06国债(4) | 010604 | 2.12 | 3 | 0.526 | 101.99 | 174 | 1.0106 | 103.0006 | 年付 | -0.0163 | 0.5305 | 0.5629 | | 06国债(3) | 010603 | 2.8 | 10 | 7.474 | 94 | 195 | 0.7479 | 94.7479 | 半年付 | 0.0375 | 6.6305 | 50.1217 | | 06国债(1) | 010601 | 2.51 | 7 | 4.3945 | 97.3 | 224 | 1.5404 | 98.8404 | 年付 | 0.0317 | 4.0186 | 20.6804 | | 05国债(13) | 010513 | 3.01 | 7 | 4.137 | 97.49 | 318 | 2.6224 | 100.1124 | 年付 | 0.0367 | 3.7037 | 18.0243 | | 05国债(12) | 010512 | 3.65 | 15 | 12.1151 | 98.89 | 146 | 1.4481 | 100.3381 | 半年付 | 0.0376 | 9.54 | 109.6584 | | 05国债(11) | 010511 | 2.14 | 5 | 2.0356 | 97.12 | 354 | 2.0755 | 99.1955 | 年付 | 0.0363 | 1.9005 | 5.5395 | | 05国债(9) | 010509 | 2.83 | 7 | 3.8849 | 97.06 | 44 | 0.3412 | 97.4012 | 年付 | 0.0366 | 3.5862 | 16.6562 | | 05国债(5) | 010505 | 3.37 | 7 | 3.6301 | 99.8 | 136 | 1.2557 | 101.0557 | 年付 | 0.0343 | 3.3246 | 14.6547 | | 05国债(4) | 010504 | 4.11 | 20 | 16.611 | 105.45 | 146 | 1.6306 | 107.0806 | 半年付 | 0.0367 | 11.8947 | 178.5947 | | 05国债(3) | 010503 | 3.3 | 5 | 1.5479 | 99.65 | 165 | 1.4918 | 101.1418 | 年付 | 0.0353 | 1.4669 | 3.5978 | | 05国债(1) | 010501 | 4.44 | 10 | 6.3945 | 105.25 | 41 | 0.4947 | 105.7447 | 半年付 | 0.0351 | 5.533 | 35.8859 | | 04国债(10) | 010410 | 4.86 | 7 | 3.1342 | 105.06 | 318 | 4.2342 | 109.2942 | 年付 | 0.0313 | 2.7757 | 10.8992 | | 04国债(8) | 010408 | 4.3 | 5 | 1.0356 | 101.7 | 354 | 4.1704 | 105.8704 | 年付 | 0.026 | 0.9696 | 1.922 | | 04国债(7) | 010407 | 4.71 | 7 | 2.8822 | 104 | 44 | 0.5678 | 104.5678 | 年付 | 0.0323 | 2.6633 | 9.8591 | | 04国债(4) | 010404 | 4.89 | 7 | 2.6301 | 104.09 | 136 | 1.822 | 105.912 | 年付 | 0.0323 | 2.4164 | 8.3724 | | 04国债(3) | 010403 | 4.4164 | 5 | 0.5342 | 100.92 | 171 | 2.0691 | 102.9891 | 年付 | 0.0259 | 0.527 | 0.5555 | | 03国债(11) | 010311 | 3.5 | 7 | 2.1178 | 100.16 | 324 | 3.1068 | 103.2668 | 年付 | 0.0341 | 1.9506 | 5.8386 | | 03国债(8) | 010308 | 3.02 | 10 | 4.9479 | 97.61 | 21 | 0.1738 | 97.7838 | 年付 | 0.0356 | 4.4916 | 25.2479 | | 03国债(7) | 010307 | 2.66 | 7 | 1.8685 | 98.4 | 49 | 0.3571 | 98.7571 | 年付 | 0.0356 | 1.7771 | 4.8959 | | 03国债(3) | 010303 | 3.4 | 20 | 14.5342 | 97.2 | 174 | 1.6164 | 98.8164 | 半年付 | 0.0365 | 11.1094 | 150.686 | | 03国债(1) | 010301 | 2.66 | 7 | 1.3699 | 99 | 232 | 1.6907 | 100.6907 | 年付 | 0.0341 | 1.2963 | 2.9556 | | 02国债(15) | 010215 | 2.93 | 7 | 1.1644 | 99.5 | 307 | 2.4644 | 101.9644 | 年付 | 0.0336 | 1.0976 | 2.2917 | | 02国债(13) | 010213 | 2.6 | 15 | 8.9589 | 92.9 | 18 | 0.1293 | 93.0293 | 半年付 | 0.0353 | 7.8423 | 70.0303 | | 02国债(10) | 010210 | 2.39 | 7 | 0.8575 | 99.22 | 53 | 0.347 | 99.567 | 年付 | 0.0331 | 0.8337 | 1.39 | | 02国债(3) | 010203 | 2.54 | 10 | 3.5315 | 97.15 | 173 | 1.2039 | 98.3539 | 年付 | 0.0341 | 3.2647 | 14.1188 | | 21国债(15) | 010115 | 3 | 7 | 0.1973 | 99.98 | 295 | 2.4247 | 102.4047 | 年付 | 0.0295 | 0.1956 | 0.0765 | | 21国债(12) | 010112 | 3.05 | 10 | 3.063 | 99 | 344 | 2.8745 | 101.8745 | 年付 | 0.034 | 2.7903 | 10.8395 | | 21国债(10) | 010110 | 2.95 | 10 | 2.9671 | 98.8 | 13 | 0.1051 | 98.9051 | 年付 | 0.0338 | 2.7846 | 10.5725 | | 21国债(7) | 010107 | 4.26 | 20 | 12.8219 | 107 | 69 | 0.7988 | 107.7988 | 半年付 | 0.0357 | 9.8425 | 117.926 | | 20国债(4) | 010004 | 3.41 | 10 | 1.6247 | 101.5 | 138 | 1.2893 | 102.7893 | 年付 | 0.031 | 1.5214 | 3.8197 | | 99国债(8) | 009908 | 3.3 | 10 | 0.9616 | 100 | 15 | 0.1356 | 100.1356 | 年付 | 0.0329 | 0.932 | 1.7373 | |
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| (来源： 中金在线) |
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