2008年7月23日国债到期收益率
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时间:2008年07月23日 16:52:13 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 | 1.1699 | 99.5 | 305 | 2.7575 | 102.2575 | 年付 | 0.0373 | 1.0937 | 2.2793 | |
国债917 | 101917 | 4.26 | 20 | 13.0301 | 99.1 | 359 | 4.19 | 103.29 | 年付 | 0.0435 | 9.6948 | 116.9898 | |
国债912 | 101912 | 3.05 | 10 | 3.2712 | 95.96 | 268 | 2.2395 | 98.1995 | 年付 | 0.044 | 2.9585 | 11.9443 | |
国债904 | 101904 | 2.87 | 10 | 1.8329 | 101.81 | 62 | 0.4875 | 102.2975 | 年付 | 0.0185 | 1.7212 | 4.6623 | |
国债0809 | 100809 | 3.42 | 1 | 0.8822 | 100 | 44 | 0.4123 | 100.4123 | 年付 | 0.034 | 0.8539 | 1.4582 | |
国债0720 | 100720 | 3.66 | 1 | 0.389 | 100.22 | 218 | 3.66 | 103.88 | 固定单利 | -0.0054 | 0.3835 | 0.2941 | |
国债0716 | 100716 | 2.95 | 1 | 0.1425 | 99.95 | 308 | 2.95 | 102.9 | 固定单利 | 0.0034 | 0.1387 | 0.0385 | |
国债0505 | 100505 | 3.37 | 7 | 3.8384 | 95.9 | 60 | 0.554 | 96.454 | 年付 | 0.0456 | 3.4809 | 15.8334 | |
国债0503 | 100503 | 3.3 | 5 | 1.7562 | 98.4 | 89 | 0.8047 | 99.2047 | 年付 | 0.0426 | 1.6535 | 4.3489 | |
国债0501 | 100501 | 4.44 | 10 | 6.6027 | 101.5 | 147 | 1.7931 | 103.2931 | 半年付 | 0.0418 | 5.581 | 37.0734 | |
国债0410 | 100410 | 4.86 | 7 | 3.3425 | 102.78 | 242 | 3.2222 | 106.0022 | 年付 | 0.0394 | 2.9573 | 12.1028 | |
国债0408 | 100408 | 4.3 | 5 | 1.2438 | 101.14 | 278 | 3.2751 | 104.4151 | 年付 | 0.0333 | 1.1609 | 2.5077 | |
国债0407 | 100407 | 4.71 | 7 | 3.0877 | 103 | 334 | 4.31 | 107.31 | 年付 | 0.0366 | 2.731 | 10.5932 | |
国债0404 | 100404 | 4.89 | 7 | 2.8384 | 102.81 | 60 | 0.8038 | 103.6138 | 年付 | 0.0382 | 2.6007 | 9.4623 | |
国债0403 | 100403 | 4.4164 | 5 | 0.7425 | 100.9 | 95 | 1.1495 | 102.0495 | 年付 | 0.0312 | 0.7229 | 1.0453 | |
国债0311 | 100311 | 3.5 | 7 | 2.326 | 99.65 | 248 | 2.3781 | 102.0281 | 年付 | 0.0365 | 2.1435 | 6.8101 | |
国债0308 | 100308 | 3.02 | 10 | 5.1562 | 93.5 | 311 | 2.5732 | 96.0732 | 年付 | 0.0446 | 4.5067 | 25.9596 | |
国债0307 | 100307 | 2.66 | 7 | 2.0767 | 97.1 | 339 | 2.4705 | 99.5705 | 年付 | 0.0414 | 1.9155 | 5.6245 | |
国债0303 | 100303 | 3.4 | 20 | 14.7425 | 86.51 | 98 | 0.9104 | 87.4204 | 半年付 | 0.0468 | 11.0589 | 150.3607 | |
国债0301 | 100301 | 2.66 | 7 | 1.5781 | 97.7 | 156 | 1.1369 | 98.8369 | 年付 | 0.0419 | 1.4852 | 3.655 | |
国债0215 | 100215 | 2.93 | 7 | 1.3726 | 98.54 | 231 | 1.8543 | 100.3943 | 年付 | 0.0403 | 1.2881 | 2.9231 | |
国债0213 | 100213 | 2.6 | 15 | 9.1671 | 84.73 | 126 | 0.8902 | 85.6202 | 半年付 | 0.0467 | 7.8383 | 70.9562 | |
国债0210 | 100210 | 2.39 | 7 | 1.0822 | 98.54 | 343 | 2.2459 | 100.7859 | 年付 | 0.0381 | 1.001 | 1.9876 | |
国债0203 | 100203 | 2.54 | 10 | 3.7397 | 94.5 | 97 | 0.675 | 95.175 | 年付 | 0.0416 | 3.4399 | 15.4431 | |
国债0115 | 100115 | 3 | 7 | 0.4055 | 100.45 | 219 | 1.8 | 102.25 | 年付 | 0.0181 | 0.3987 | 0.3179 | |
06国债(5) | 10605 | 2.4 | 5 | 2.8137 | 96.13 | 69 | 0.4537 | 96.5837 | 年付 | 0.0388 | 2.6373 | 9.6005 | |
06国债(4) | 10604 | 2.12 | 3 | 0.7342 | 99.1 | 98 | 0.5692 | 99.6692 | 年付 | 0.0335 | 0.714 | 1.0195 | |
06国债(3) | 10603 | 2.8 | 10 | 7.6822 | 88.58 | 119 | 0.4564 | 89.0364 | 半年付 | 0.0455 | 6.6829 | 51.5212 | |
06国债(1) | 10601 | 2.51 | 7 | 4.6027 | 92.6 | 148 | 1.0178 | 93.6178 | 年付 | 0.0431 | 4.165 | 21.9831 | |
05国债(13) | 10513 | 3.01 | 7 | 4.3452 | 94.55 | 242 | 1.9957 | 96.5457 | 年付 | 0.0441 | 3.8733 | 19.4544 | |
05国债(12) | 10512 | 3.65 | 15 | 12.3233 | 91.25 | 70 | 0.6943 | 91.9443 | 半年付 | 0.0459 | 9.6017 | 111.2477 | |
05国债(11) | 10511 | 2.14 | 5 | 2.2438 | 95.41 | 278 | 1.6299 | 97.0399 | 年付 | 0.0433 | 2.0856 | 6.4442 | |
05国债(9) | 10509 | 2.83 | 7 | 4.0932 | 94.5 | 334 | 2.5896 | 97.0896 | 年付 | 0.0432 | 3.6509 | 17.5358 | |
05国债(8) | 10508 | 1.93 | 3 | 0.063 | 100.02 | 344 | 1.819 | 101.839 | 年付 | 0.0142 | 0.0601 | 0.0072 | |
05国债(5) | 10505 | 3.37 | 7 | 3.8384 | 96.6 | 60 | 0.554 | 97.154 | 年付 | 0.0435 | 3.4886 | 15.9011 | |
05国债(4) | 10504 | 4.11 | 20 | 16.8192 | 98.26 | 70 | 0.7818 | 99.0418 | 半年付 | 0.0426 | 11.9057 | 179.4061 | |
05国债(3) | 10503 | 3.3 | 5 | 1.7562 | 99.23 | 89 | 0.8047 | 100.0347 | 年付 | 0.0375 | 1.6617 | 4.3916 | |
05国债(1) | 10501 | 4.44 | 10 | 6.6027 | 101.21 | 147 | 1.7931 | 103.0031 | 半年付 | 0.0423 | 5.578 | 37.0418 | |
04国债(10) | 10410 | 4.86 | 7 | 3.3425 | 102.9 | 242 | 3.2222 | 106.1222 | 年付 | 0.0391 | 2.9586 | 12.1126 | |
04国债(8) | 10408 | 4.3 | 5 | 1.2438 | 100.99 | 278 | 3.2751 | 104.2651 | 年付 | 0.0345 | 1.1594 | 2.5015 | |
04国债(7) | 10407 | 4.71 | 7 | 3.0904 | 102.64 | 334 | 4.31 | 106.95 | 年付 | 0.0378 | 2.7271 | 10.5653 | |
04国债(4) | 10404 | 4.89 | 7 | 2.8384 | 102.89 | 60 | 0.8038 | 103.6938 | 年付 | 0.0379 | 2.6015 | 9.468 | |
04国债(3) | 10403 | 4.4164 | 5 | 0.7425 | 100.72 | 95 | 1.1495 | 101.8695 | 年付 | 0.0337 | 0.7217 | 1.0416 | |
03国债(11) | 10311 | 3.5 | 7 | 2.326 | 99.2 | 248 | 2.3781 | 101.5781 | 年付 | 0.0386 | 2.139 | 6.7819 | |
03国债(8) | 10308 | 3.02 | 10 | 5.1562 | 93.3 | 311 | 2.5732 | 95.8732 | 年付 | 0.045 | 4.5041 | 25.9324 | |
03国债(7) | 10307 | 2.66 | 7 | 2.0767 | 97.4 | 339 | 2.4705 | 99.8705 | 年付 | 0.0399 | 1.9186 | 5.642 | |
03国债(3) | 10303 | 3.4 | 20 | 14.7425 | 86.76 | 98 | 0.9104 | 87.6704 | 半年付 | 0.0465 | 11.0661 | 150.5017 | |
03国债(1) | 10301 | 2.66 | 7 | 1.5781 | 98.12 | 156 | 1.1369 | 99.2569 | 年付 | 0.039 | 1.4894 | 3.6752 | |
02国债(15) | 10215 | 2.93 | 7 | 1.3726 | 98.93 | 231 | 1.8543 | 100.7843 | 年付 | 0.0373 | 1.2919 | 2.9402 | |
02国债(13) | 10213 | 2.6 | 15 | 9.1671 | 84.74 | 126 | 0.8902 | 85.6302 | 半年付 | 0.0467 | 7.8384 | 70.9581 | |
02国债(10) | 10210 | 2.39 | 7 | 1.0658 | 98.74 | 343 | 2.2459 | 100.9859 | 年付 | 0.0361 | 1.0029 | 1.9953 | |
02国债(3) | 10203 | 2.54 | 10 | 3.7397 | 93.8 | 97 | 0.675 | 94.475 | 年付 | 0.0437 | 3.4322 | 15.3759 | |
21国债(15) | 10115 | 3 | 7 | 0.4055 | 100.02 | 219 | 1.8 | 101.82 | 年付 | 0.0286 | 0.397 | 0.3152 | |
21国债(12) | 10112 | 3.05 | 10 | 3.2712 | 96.33 | 268 | 2.2395 | 98.5695 | 年付 | 0.0427 | 2.9625 | 11.9756 | |
21国债(10) | 10110 | 2.95 | 10 | 3.1753 | 96.19 | 303 | 2.4489 | 98.6389 | 年付 | 0.0425 | 2.8763 | 11.3804 | |
21国债(7) | 10107 | 4.26 | 20 | 13.0301 | 97.9 | 175 | 2.0481 | 99.9481 | 半年付 | 0.0447 | 9.6664 | 116.4994 | |
20国债(4) | 10004 | 3.41 | 10 | 1.8329 | 101.95 | 62 | 0.5792 | 102.5292 | 年付 | 0.0288 | 1.7226 | 4.6695 | |
99国债(8) | 9908 | 3.3 | 10 | 1.1699 | 99.65 | 305 | 2.7575 | 102.4075 | 年付 | 0.036 | 1.0952 | 2.2853 | |
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