2008年10月10日国债到期收益率
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时间：2008年10月10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 | 0.9534 | 100.19 | 18 | 0.1627 | 100.3527 | 年付 | 3.08% | 0.9261 | 1.7155 | |
国债917 | 101917 | 4.26 | 20 | 12.8137 | 109.5 | 72 | 0.8403 | 110.3403 | 年付 | 3.34% | 9.9082 | 119.0597 | |
国债912 | 101912 | 3.05 | 10 | 3.0548 | 99.3 | 347 | 2.8996 | 102.1996 | 年付 | 3.29% | 2.7909 | 10.8507 | |
国债904 | 101904 | 2.87 | 10 | 1.6164 | 101.4 | 141 | 1.1087 | 102.5087 | 年付 | 1.98% | 1.5133 | 3.7875 | |
国债0809 | 100809 | 3.42 | 1 | 0.6658 | 99.01 | 123 | 1.1525 | 100.1625 | 年付 | 4.88% | 0.6447 | 0.8313 | |
国债0720 | 100720 | 3.66 | 1 | 0.1726 | 100.22 | 297 | 3.66 | 103.88 | 固定单利 | -1.23% | 0.1742 | 0.0607 | |
国债0711 | 100711 | 3.53 | 3 | 1.7644 | 100.08 | 87 | 0.8414 | 100.9214 | 年付 | 3.48% | 1.6722 | 4.4429 | |
国债0505 | 100505 | 3.37 | 7 | 3.6219 | 99.31 | 139 | 1.2834 | 100.5934 | 年付 | 3.57% | 3.3114 | 14.5498 | |
国债0503 | 100503 | 3.3 | 5 | 1.5397 | 100.02 | 168 | 1.5189 | 101.5389 | 年付 | 3.28% | 1.4658 | 3.6 | |
国债0501 | 100501 | 4.44 | 10 | 6.3863 | 107.98 | 44 | 0.5309 | 108.5109 | 半年付 | 3.05% | 5.551 | 36.072 | |
国债0410 | 100410 | 4.86 | 7 | 3.126 | 106.06 | 321 | 4.2741 | 110.3341 | 年付 | 2.80% | 2.7888 | 11.0014 | |
国债0408 | 100408 | 4.3 | 5 | 1.0274 | 102.8 | 357 | 4.2058 | 107.0058 | 年付 | 1.51% | 0.9779 | 1.9625 | |
国债0407 | 100407 | 4.71 | 7 | 2.8712 | 105.26 | 47 | 0.6065 | 105.8665 | 年付 | 2.78% | 2.6706 | 9.9195 | |
国债0404 | 100404 | 4.89 | 7 | 2.6219 | 105.58 | 139 | 1.8622 | 107.4422 | 年付 | 2.65% | 2.4187 | 8.3956 | |
国债0403 | 100403 | 4.4164 | 5 | 0.526 | 101.86 | 174 | 2.1054 | 103.9654 | 年付 | .82% | 0.5237 | 0.5486 | |
国债0311 | 100311 | 3.5 | 7 | 2.1096 | 100.52 | 327 | 3.1356 | 103.6556 | 年付 | 3.23% | 1.948 | 5.8305 | |
国债0308 | 100308 | 3.02 | 10 | 4.9397 | 98.7 | 24 | 0.1986 | 98.8986 | 年付 | 3.31% | 4.5007 | 25.3505 | |
国债0307 | 100307 | 2.66 | 7 | 1.8603 | 98.95 | 52 | 0.379 | 99.329 | 年付 | 3.25% | 1.7765 | 4.9005 | |
国债0303 | 100303 | 3.4 | 20 | 14.526 | 100.27 | 177 | 1.6443 | 101.9143 | 半年付 | 3.38% | 11.2158 | 152.7221 | |
国债0301 | 100301 | 2.66 | 7 | 1.3616 | 99.32 | 235 | 1.7126 | 101.0326 | 年付 | 3.17% | 1.2907 | 2.9378 | |
国债0215 | 100215 | 2.93 | 7 | 1.1562 | 101.8 | 310 | 2.4885 | 104.2885 | 年付 | 1.34% | 1.1127 | 2.3625 | |
国债0213 | 100213 | 2.6 | 15 | 8.9507 | 95.16 | 21 | 0.1508 | 95.3108 | 半年付 | 3.23% | 7.8753 | 70.4897 | |
国债0210 | 100210 | 2.39 | 7 | 0.8658 | 99.28 | 56 | 0.3667 | 99.6467 | 年付 | 3.18% | 0.8268 | 1.3673 | |
国债0203 | 100203 | 2.54 | 10 | 3.5233 | 98 | 176 | 1.2248 | 99.2248 | 年付 | 3.15% | 3.2651 | 14.129 | |
国债0115 | 100115 | 3 | 7 | 0.189 | 101.31 | 298 | 2.4493 | 103.7593 | 年付 | -3.87% | 0.1897 | 0.072 | |
07国债10 | 10710 | 4.4 | 10 | 8.7123 | 106.66 | 108 | 1.3019 | 107.9619 | 年付 | 3.50% | 7.1676 | 61.1292 | |
07国债07 | 10707 | 3.74 | 7 | 5.6219 | 106.7 | 140 | 1.4345 | 108.1345 | 年付 | 2.45% | 5.0016 | 31.4123 | |
06国债(18) | 10618 | 2.48 | 5 | 3.0411 | 105.7 | 352 | 2.3917 | 108.0917 | 年付 | .58% | 2.887 | 11.5033 | |
06国债(13) | 10613 | 2.89 | 7 | 4.8932 | 100.5 | 41 | 0.3246 | 100.8246 | 年付 | 2.78% | 4.4933 | 25.2715 | |
06国债(10) | 10610 | 2.34 | 3 | 0.7671 | 100.31 | 86 | 0.5513 | 100.8613 | 年付 | 1.91% | 0.7581 | 1.1494 | |
06国债(5) | 10605 | 2.4 | 5 | 2.5973 | 98.41 | 148 | 0.9732 | 99.3832 | 年付 | 3.04% | 2.4522 | 8.4994 | |
06国债(4) | 10604 | 2.12 | 3 | 0.5178 | 100.19 | 177 | 1.0281 | 101.2181 | 年付 | 1.72% | 0.5185 | 0.5376 | |
06国债(3) | 10603 | 2.8 | 10 | 7.4658 | 97.07 | 198 | 0.7595 | 97.8295 | 半年付 | 3.26% | 6.6593 | 50.4732 | |
06国债(1) | 10601 | 2.51 | 7 | 4.3863 | 98 | 227 | 1.561 | 99.561 | 年付 | 3.00% | 4.0174 | 20.6747 | |
05国债(13) | 10513 | 3.01 | 7 | 4.1288 | 99.1 | 321 | 2.6472 | 101.7472 | 年付 | 3.24% | 3.7183 | 18.1618 | |
05国债(12) | 10512 | 3.65 | 15 | 12.1068 | 102.94 | 149 | 1.4779 | 104.4179 | 半年付 | 3.35% | 9.6261 | 111.0842 | |
05国债(11) | 10511 | 2.14 | 5 | 2.0274 | 98.79 | 357 | 2.0931 | 100.8831 | 年付 | 2.76% | 1.9116 | 5.6107 | |
05国债(9) | 10509 | 2.83 | 7 | 3.8767 | 99.99 | 47 | 0.3644 | 100.3544 | 年付 | 2.83% | 3.6096 | 16.875 | |
05国债(5) | 10505 | 3.37 | 7 | 3.6219 | 101.4 | 139 | 1.2834 | 102.6834 | 年付 | 2.95% | 3.3291 | 14.6989 | |
05国债(4) | 10504 | 4.11 | 20 | 16.6027 | 111.5 | 149 | 1.6641 | 113.1641 | 半年付 | 3.21% | 12.0682 | 182.2782 | |
05国债(3) | 10503 | 3.3 | 5 | 1.5397 | 100.71 | 168 | 1.5189 | 102.2289 | 年付 | 2.81% | 1.4661 | 3.6014 | |
05国债(1) | 10501 | 4.44 | 10 | 6.3863 | 107.86 | 44 | 0.5309 | 108.3909 | 半年付 | 3.07% | 5.55 | 36.0617 | |
04国债(10) | 10410 | 4.86 | 7 | 3.126 | 105.99 | 321 | 4.2741 | 110.2641 | 年付 | 2.82% | 2.7871 | 10.9891 | |
04国债(8) | 10408 | 4.3 | 5 | 1.0274 | 101.68 | 357 | 4.2058 | 105.8858 | 年付 | 2.60% | 0.9619 | 1.9 | |
04国债(7) | 10407 | 4.71 | 7 | 2.874 | 105.47 | 47 | 0.6065 | 106.0765 | 年付 | 2.70% | 2.6717 | 9.9273 | |
04国债(4) | 10404 | 4.89 | 7 | 2.6219 | 105.15 | 139 | 1.8622 | 107.0122 | 年付 | 2.82% | 2.4239 | 8.4308 | |
04国债(3) | 10403 | 4.4164 | 5 | 0.526 | 100.95 | 174 | 2.1054 | 103.0554 | 年付 | 2.51% | 0.5191 | 0.5389 | |
03国债(11) | 10311 | 3.5 | 7 | 2.1096 | 100.79 | 327 | 3.1356 | 103.9256 | 年付 | 3.10% | 1.949 | 5.8363 | |
03国债(8) | 10308 | 3.02 | 10 | 4.9397 | 99.3 | 24 | 0.1986 | 99.4986 | 年付 | 3.17% | 4.5069 | 25.4164 | |
03国债(7) | 10307 | 2.66 | 7 | 1.8603 | 99.17 | 52 | 0.379 | 99.549 | 年付 | 3.12% | 1.7785 | 4.9113 | |
03国债(3) | 10303 | 3.4 | 20 | 14.526 | 101.08 | 177 | 1.6443 | 102.7243 | 半年付 | 3.31% | 11.2247 | 152.8953 | |
03国债(1) | 10301 | 2.66 | 7 | 1.3616 | 99.4 | 235 | 1.7126 | 101.1126 | 年付 | 3.11% | 1.2935 | 2.9506 | |
02国债(15) | 10215 | 2.93 | 7 | 1.1562 | 99.73 | 310 | 2.4885 | 102.2185 | 年付 | 3.16% | 1.0927 | 2.2793 | |
02国债(13) | 10213 | 2.6 | 15 | 8.9507 | 95.6 | 21 | 0.1508 | 95.7508 | 半年付 | 3.17% | 7.8773 | 70.5188 | |
02国债(10) | 10210 | 2.39 | 7 | 0.8493 | 99.59 | 56 | 0.3667 | 99.9567 | 年付 | 2.87% | 0.8279 | 1.3709 | |
02国债(3) | 10203 | 2.54 | 10 | 3.5233 | 98.78 | 176 | 1.2248 | 100.0048 | 年付 | 2.91% | 3.2728 | 14.1935 | |
21国债(15) | 10115 | 3 | 7 | 0.189 | 100.05 | 298 | 2.4493 | 102.4993 | 年付 | 2.58% | 0.1876 | 0.0704 | |
21国债(12) | 10112 | 3.05 | 10 | 3.0548 | 100.37 | 347 | 2.8996 | 103.2696 | 年付 | 2.92% | 2.798 | 10.9028 | |
21国债(10) | 10110 | 2.95 | 10 | 2.9589 | 100.3 | 16 | 0.1293 | 100.4293 | 年付 | 2.84% | 2.7935 | 10.6463 | |
21国债(7) | 10107 | 4.26 | 20 | 12.8137 | 110.9 | 72 | 0.8335 | 111.7335 | 半年付 | 3.21% | 9.9332 | 119.5007 | |
20国债(4) | 10004 | 3.41 | 10 | 1.6164 | 101.35 | 141 | 1.3173 | 102.6673 | 年付 | 3.19% | 1.5127 | 3.7841 | |
99国债(8) | 9908 | 3.3 | 10 | 0.9534 | 100.4 | 18 | 0.1627 | 100.5627 | 年付 | 2.86% | 0.9269 | 1.7182 | |
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