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 17:05:13 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 | 100.2 | 18 | 0.1627 | 100.3627 | 年付 | 3.07% | 0.9237 | 1.7063 | |
国债917 | 101917 | 4.26 | 20 | 12.8137 | 110.8 | 72 | 0.8403 | 111.6403 | 年付 | 3.22% | 9.9302 | 119.4402 | |
国债912 | 101912 | 3.05 | 10 | 3.0548 | 99.8 | 347 | 2.8996 | 102.6996 | 年付 | 3.12% | 2.7905 | 10.8499 | |
国债904 | 101904 | 2.87 | 10 | 1.6164 | 101.4 | 141 | 1.1087 | 102.5087 | 年付 | 1.98% | 1.5107 | 3.7771 | |
国债0809 | 100809 | 3.42 | 1 | 0.6658 | 99.01 | 123 | 1.1525 | 100.1625 | 年付 | 4.88% | 0.6421 | 0.8247 | |
国债0720 | 100720 | 3.66 | 1 | 0.1726 | 100.22 | 297 | 3.66 | 103.88 | 固定单利 | -1.23% | 0.1715 | 0.0588 | |
国债0711 | 100711 | 3.53 | 3 | 1.7644 | 100.08 | 87 | 0.8414 | 100.9214 | 年付 | 3.48% | 1.6695 | 4.4315 | |
国债0505 | 100505 | 3.37 | 7 | 3.6219 | 99.31 | 139 | 1.2834 | 100.5934 | 年付 | 3.57% | 3.3088 | 14.5297 | |
国债0503 | 100503 | 3.3 | 5 | 1.5397 | 100.1 | 168 | 1.5189 | 101.6189 | 年付 | 3.22% | 1.4607 | 3.5778 | |
国债0501 | 100501 | 4.44 | 10 | 6.3863 | 107.68 | 44 | 0.5309 | 108.2109 | 半年付 | 3.10% | 5.5462 | 36.0187 | |
国债0410 | 100410 | 4.86 | 7 | 3.126 | 105.88 | 321 | 4.2741 | 110.1541 | 年付 | 2.86% | 2.7843 | 10.9706 | |
国债0408 | 100408 | 4.3 | 5 | 1.0274 | 102.8 | 357 | 4.2058 | 107.0058 | 年付 | 1.51% | 0.9696 | 1.9327 | |
国债0407 | 100407 | 4.71 | 7 | 2.8712 | 104.83 | 47 | 0.6065 | 105.4365 | 年付 | 2.93% | 2.6638 | 9.8723 | |
国债0404 | 100404 | 4.89 | 7 | 2.6219 | 105.48 | 139 | 1.8622 | 107.3422 | 年付 | 2.69% | 2.4208 | 8.4123 | |
国债0403 | 100403 | 4.4164 | 5 | 0.526 | 101.86 | 174 | 2.1054 | 103.9654 | 年付 | .82% | 0.521 | 0.5429 | |
国债0311 | 100311 | 3.5 | 7 | 2.1096 | 100.52 | 327 | 3.1356 | 103.6556 | 年付 | 3.23% | 1.9437 | 5.8083 | |
国债0308 | 100308 | 3.02 | 10 | 4.9397 | 98.85 | 24 | 0.1986 | 99.0486 | 年付 | 3.28% | 4.5002 | 25.3472 | |
国债0307 | 100307 | 2.66 | 7 | 1.8603 | 98.95 | 52 | 0.379 | 99.329 | 年付 | 3.25% | 1.7739 | 4.8884 | |
国债0303 | 100303 | 3.4 | 20 | 14.526 | 100.16 | 177 | 1.6443 | 101.8043 | 半年付 | 3.39% | 11.2025 | 152.4544 | |
国债0301 | 100301 | 2.66 | 7 | 1.3616 | 99.32 | 235 | 1.7126 | 101.0326 | 年付 | 3.17% | 1.2909 | 2.9416 | |
国债0215 | 100215 | 2.93 | 7 | 1.1562 | 101.8 | 310 | 2.4885 | 104.2885 | 年付 | 1.34% | 1.11 | 2.3541 | |
国债0213 | 100213 | 2.6 | 15 | 8.9507 | 95.49 | 21 | 0.1508 | 95.6408 | 半年付 | 3.18% | 7.8721 | 70.4389 | |
国债0210 | 100210 | 2.39 | 7 | 0.8658 | 99.4 | 56 | 0.3667 | 99.7667 | 年付 | 3.04% | 0.8249 | 1.3609 | |
国债0203 | 100203 | 2.54 | 10 | 3.5233 | 97.83 | 176 | 1.2248 | 99.0548 | 年付 | 3.20% | 3.2651 | 14.1313 | |
国债0115 | 100115 | 3 | 7 | 0.189 | 101.2 | 298 | 2.4493 | 103.6493 | 年付 | -3.31% | 0.187 | 0.0699 | |
07国债10 | 10710 | 4.4 | 10 | 8.7123 | 106.66 | 108 | 1.3019 | 107.9619 | 年付 | 3.50% | 7.1649 | 61.0897 | |
07国债07 | 10707 | 3.74 | 7 | 5.6219 | 106.7 | 140 | 1.4345 | 108.1345 | 年付 | 2.45% | 4.999 | 31.3833 | |
06国债(18) | 10618 | 2.48 | 5 | 3.0411 | 105.7 | 352 | 2.3917 | 108.0917 | 年付 | .58% | 2.8844 | 11.4853 | |
06国债(13) | 10613 | 2.89 | 7 | 4.8932 | 100.5 | 41 | 0.3246 | 100.8246 | 年付 | 2.78% | 4.4906 | 25.245 | |
06国债(10) | 10610 | 2.34 | 3 | 0.7671 | 100.31 | 86 | 0.5513 | 100.8613 | 年付 | 1.91% | 0.7533 | 1.135 | |
06国债(5) | 10605 | 2.4 | 5 | 2.5973 | 98.93 | 148 | 0.9732 | 99.9032 | 年付 | 2.83% | 2.4548 | 8.5198 | |
06国债(4) | 10604 | 2.12 | 3 | 0.5178 | 101.92 | 177 | 1.0281 | 102.9481 | 年付 | -1.55% | 0.5192 | 0.5392 | |
06国债(3) | 10603 | 2.8 | 10 | 7.4658 | 96.62 | 198 | 0.7595 | 97.3795 | 半年付 | 3.33% | 6.653 | 50.3912 | |
06国债(1) | 10601 | 2.51 | 7 | 4.3863 | 98 | 227 | 1.561 | 99.561 | 年付 | 3.00% | 4.0171 | 20.6728 | |
05国债(13) | 10513 | 3.01 | 7 | 4.1288 | 98.3 | 321 | 2.6472 | 100.9472 | 年付 | 3.46% | 3.7076 | 18.0665 | |
05国债(12) | 10512 | 3.65 | 15 | 12.1068 | 103.4 | 149 | 1.4779 | 104.8779 | 半年付 | 3.31% | 9.6311 | 111.1611 | |
05国债(11) | 10511 | 2.14 | 5 | 2.0274 | 98.79 | 357 | 2.0931 | 100.8831 | 年付 | 2.76% | 1.9088 | 5.5972 | |
05国债(9) | 10509 | 2.83 | 7 | 3.8767 | 99.96 | 47 | 0.3644 | 100.3244 | 年付 | 2.84% | 3.6067 | 16.8503 | |
05国债(5) | 10505 | 3.37 | 7 | 3.6219 | 101.72 | 139 | 1.2834 | 103.0034 | 年付 | 2.86% | 3.3345 | 14.7469 | |
05国债(4) | 10504 | 4.11 | 20 | 16.6027 | 111 | 149 | 1.6641 | 112.6641 | 半年付 | 3.25% | 12.0696 | 182.2999 | |
05国债(3) | 10503 | 3.3 | 5 | 1.5397 | 100.49 | 168 | 1.5189 | 102.0089 | 年付 | 2.96% | 1.4645 | 3.5962 | |
05国债(1) | 10501 | 4.44 | 10 | 6.3863 | 107.95 | 44 | 0.5309 | 108.4809 | 半年付 | 3.06% | 5.5486 | 36.0441 | |
04国债(10) | 10410 | 4.86 | 7 | 3.126 | 105.61 | 321 | 4.2741 | 109.8841 | 年付 | 2.95% | 2.7814 | 10.9497 | |
04国债(8) | 10408 | 4.3 | 5 | 1.0274 | 101.68 | 357 | 4.2058 | 105.8858 | 年付 | 2.60% | 0.9589 | 1.891 | |
04国债(7) | 10407 | 4.71 | 7 | 2.874 | 105.2 | 47 | 0.6065 | 105.8065 | 年付 | 2.80% | 2.6674 | 9.8987 | |
04国债(4) | 10404 | 4.89 | 7 | 2.6219 | 105.02 | 139 | 1.8622 | 106.8822 | 年付 | 2.87% | 2.4163 | 8.3818 | |
04国债(3) | 10403 | 4.4164 | 5 | 0.526 | 100.96 | 174 | 2.1054 | 103.0654 | 年付 | 2.49% | 0.5165 | 0.5336 | |
03国债(11) | 10311 | 3.5 | 7 | 2.1096 | 100.59 | 327 | 3.1356 | 103.7256 | 年付 | 3.20% | 1.9444 | 5.8124 | |
03国债(8) | 10308 | 3.02 | 10 | 4.9397 | 99.35 | 24 | 0.1986 | 99.5486 | 年付 | 3.16% | 4.5059 | 25.4082 | |
03国债(7) | 10307 | 2.66 | 7 | 1.8603 | 99.17 | 52 | 0.379 | 99.549 | 年付 | 3.12% | 1.776 | 4.9003 | |
03国债(3) | 10303 | 3.4 | 20 | 14.526 | 101 | 177 | 1.6443 | 102.6443 | 半年付 | 3.31% | 11.2223 | 152.8382 | |
03国债(1) | 10301 | 2.66 | 7 | 1.3616 | 99.3 | 235 | 1.7126 | 101.0126 | 年付 | 3.18% | 1.2907 | 2.9407 | |
02国债(15) | 10215 | 2.93 | 7 | 1.1562 | 99.77 | 310 | 2.4885 | 102.2585 | 年付 | 3.12% | 1.0903 | 2.2722 | |
02国债(13) | 10213 | 2.6 | 15 | 8.9507 | 96 | 21 | 0.1508 | 96.1508 | 半年付 | 3.12% | 7.8779 | 70.5211 | |
02国债(10) | 10210 | 2.39 | 7 | 0.8493 | 99.59 | 56 | 0.3667 | 99.9567 | 年付 | 2.87% | 0.8265 | 1.3661 | |
02国债(3) | 10203 | 2.54 | 10 | 3.5233 | 98.85 | 176 | 1.2248 | 100.0748 | 年付 | 2.89% | 3.276 | 14.2226 | |
21国债(15) | 10115 | 3 | 7 | 0.189 | 100.05 | 298 | 2.4493 | 102.4993 | 年付 | 2.58% | 0.1849 | 0.0684 | |
21国债(12) | 10112 | 3.05 | 10 | 3.0548 | 100.3 | 347 | 2.8996 | 103.1996 | 年付 | 2.94% | 2.7959 | 10.8893 | |
21国债(10) | 10110 | 2.95 | 10 | 2.9589 | 100.13 | 16 | 0.1293 | 100.2593 | 年付 | 2.90% | 2.7901 | 10.6236 | |
21国债(7) | 10107 | 4.26 | 20 | 12.8137 | 111.1 | 72 | 0.8335 | 111.9335 | 半年付 | 3.20% | 9.9358 | 119.5395 | |
20国债(4) | 10004 | 3.41 | 10 | 1.6164 | 101.35 | 141 | 1.3173 | 102.6673 | 年付 | 3.19% | 1.5102 | 3.7747 | |
99国债(8) | 9908 | 3.3 | 10 | 0.9534 | 100.32 | 18 | 0.1627 | 100.4827 | 年付 | 2.94% | 0.9248 | 1.7104 | |
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