|
2008年5月12日国债到期收益率
| 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 |
1.3671 |
99.28 |
233 |
2.1066 |
101.3866 |
年付 |
0.0383 |
0 |
0 |
| 国债917 |
101917 |
4.26 |
20 |
13.2274 |
99.8 |
287 |
3.3496 |
103.1496 |
年付 |
0.0428 |
0 |
0 |
| 国债912 |
101912 |
3.05 |
10 |
3.4685 |
96.3 |
196 |
1.6378 |
97.9378 |
年付 |
0.0421 |
0 |
0 |
| 国债904 |
101904 |
2.87 |
10 |
2.0301 |
102 |
356 |
2.7992 |
104.7992 |
年付 |
0.0185 |
0 |
0 |
| 国债0720 |
100720 |
3.66 |
1 |
0.5863 |
100.4 |
146 |
3.66 |
104.06 |
固定单利 |
-0.0066 |
0 |
0 |
| 国债0716 |
100716 |
2.95 |
1 |
0.3397 |
100.07 |
236 |
2.95 |
103.02 |
固定单利 |
-0.002 |
0 |
0 |
| 国债0505 |
100505 |
3.37 |
7 |
4.0356 |
97.9 |
354 |
3.2684 |
101.1684 |
年付 |
0.0394 |
0 |
0 |
| 国债0503 |
100503 |
3.3 |
5 |
1.9534 |
98.8 |
17 |
0.1537 |
98.9537 |
年付 |
0.0395 |
0 |
0 |
| 国债0501 |
100501 |
4.44 |
10 |
6.8 |
101.9 |
75 |
0.9148 |
102.8148 |
半年付 |
0.0412 |
0 |
0 |
| 国债0410 |
100410 |
4.86 |
7 |
3.5397 |
103.38 |
170 |
2.2636 |
105.6436 |
年付 |
0.0381 |
0 |
0 |
| 国债0408 |
100408 |
4.3 |
5 |
1.4411 |
101.94 |
206 |
2.4268 |
104.3668 |
年付 |
0.0288 |
0 |
0 |
| 国债0407 |
100407 |
4.71 |
7 |
3.2849 |
102.8 |
262 |
3.3809 |
106.1809 |
年付 |
0.0378 |
0 |
0 |
| 国债0404 |
100404 |
4.89 |
7 |
3.0356 |
103.53 |
354 |
4.7426 |
108.2726 |
年付 |
0.0363 |
0 |
0 |
| 国债0403 |
100403 |
4.4164 |
5 |
0.9397 |
101.98 |
23 |
0.2783 |
102.2583 |
年付 |
0.0225 |
0 |
0 |
| 国债0311 |
100311 |
3.5 |
7 |
2.5233 |
100.1 |
176 |
1.6877 |
101.7877 |
年付 |
0.0345 |
0 |
0 |
| 国债0308 |
100308 |
3.02 |
10 |
5.3534 |
93.51 |
239 |
1.9775 |
95.4875 |
年付 |
0.044 |
0 |
0 |
| 国债0307 |
100307 |
2.66 |
7 |
2.274 |
97.1 |
267 |
1.9458 |
99.0458 |
年付 |
0.0401 |
0 |
0 |
| 国债0303 |
100303 |
3.4 |
20 |
14.9397 |
89.68 |
26 |
0.2415 |
89.9215 |
半年付 |
0.0435 |
0 |
0 |
| 国债0301 |
100301 |
2.66 |
7 |
1.7753 |
97.57 |
84 |
0.6122 |
98.1822 |
年付 |
0.041 |
0 |
0 |
| 国债0215 |
100215 |
2.93 |
7 |
1.5699 |
98.55 |
159 |
1.2764 |
99.8264 |
年付 |
0.0389 |
0 |
0 |
| 国债0213 |
100213 |
2.6 |
15 |
9.3644 |
87.06 |
54 |
0.3815 |
87.4415 |
半年付 |
0.0429 |
0 |
0 |
| 国债0210 |
100210 |
2.39 |
7 |
1.2795 |
99.18 |
271 |
1.7745 |
100.9545 |
年付 |
0.0305 |
0 |
0 |
| 国债0203 |
100203 |
2.54 |
10 |
3.937 |
94 |
25 |
0.174 |
94.174 |
年付 |
0.0423 |
0 |
0 |
| 国债0115 |
100115 |
3 |
7 |
0.6027 |
100.03 |
147 |
1.2082 |
101.2382 |
年付 |
0.0289 |
0 |
0 |
| 07国债09 |
10709 |
2.61 |
1 |
0.0904 |
99.95 |
334 |
2.3883 |
102.3383 |
年付 |
0.0294 |
0 |
0 |
| 06国债(5) |
10605 |
2.4 |
5 |
3.011 |
96.88 |
363 |
2.3868 |
99.2668 |
年付 |
0.0351 |
0 |
0 |
| 06国债(4) |
10604 |
2.12 |
3 |
0.9315 |
99.05 |
26 |
0.151 |
99.201 |
年付 |
0.0316 |
0 |
0 |
| 06国债(3) |
10603 |
2.8 |
10 |
7.8795 |
90 |
47 |
0.1803 |
90.1803 |
半年付 |
0.043 |
0 |
0 |
| 06国债(1) |
10601 |
2.51 |
7 |
4.8 |
92.95 |
76 |
0.5226 |
93.4726 |
年付 |
0.0416 |
0 |
0 |
| 05国债(13) |
10513 |
3.01 |
7 |
4.5425 |
95 |
170 |
1.4019 |
96.4019 |
年付 |
0.0424 |
0 |
0 |
| 05国债(12) |
10512 |
3.65 |
15 |
12.5205 |
93.44 |
180 |
1.8049 |
95.2449 |
半年付 |
0.0434 |
0 |
0 |
| 05国债(11) |
10511 |
2.14 |
5 |
2.4411 |
95.79 |
206 |
1.2078 |
96.9978 |
年付 |
0.0398 |
0 |
0 |
| 05国债(9) |
10509 |
2.83 |
7 |
4.2904 |
95.51 |
262 |
2.0314 |
97.5414 |
年付 |
0.0399 |
0 |
0 |
| 05国债(8) |
10508 |
1.93 |
3 |
0.2603 |
100 |
272 |
1.4382 |
101.4382 |
年付 |
0.0186 |
0 |
0 |
| 05国债(5) |
10505 |
3.37 |
7 |
4.0356 |
97.5 |
354 |
3.2684 |
100.7684 |
年付 |
0.0405 |
0 |
0 |
| 05国债(4) |
10504 |
4.11 |
20 |
17.0164 |
99.9 |
180 |
2.0324 |
101.9324 |
半年付 |
0.0412 |
0 |
0 |
| 05国债(3) |
10503 |
3.3 |
5 |
1.9534 |
99.23 |
17 |
0.1537 |
99.3837 |
年付 |
0.0371 |
0 |
0 |
| 05国债(1) |
10501 |
4.44 |
10 |
6.8 |
102.37 |
75 |
0.9148 |
103.2848 |
半年付 |
0.0404 |
0 |
0 |
| 04国债(10) |
10410 |
4.86 |
7 |
3.5397 |
103.83 |
170 |
2.2636 |
106.0936 |
年付 |
0.0367 |
0 |
0 |
| 04国债(8) |
10408 |
4.3 |
5 |
1.4411 |
101.3 |
206 |
2.4268 |
103.7268 |
年付 |
0.0334 |
0 |
0 |
| 04国债(7) |
10407 |
4.71 |
7 |
3.2877 |
103.44 |
262 |
3.3809 |
106.8209 |
年付 |
0.0357 |
0 |
0 |
| 04国债(4) |
10404 |
4.89 |
7 |
3.0356 |
103.65 |
354 |
4.7426 |
108.3926 |
年付 |
0.0359 |
0 |
0 |
| 04国债(3) |
10403 |
4.4164 |
5 |
0.9397 |
101.23 |
23 |
0.2783 |
101.5083 |
年付 |
0.0305 |
0 |
0 |
| 03国债(11) |
10311 |
3.5 |
7 |
2.5233 |
99.19 |
176 |
1.6877 |
100.8777 |
年付 |
0.0383 |
0 |
0 |
| 03国债(8) |
10308 |
3.02 |
10 |
5.3534 |
94.84 |
239 |
1.9775 |
96.8175 |
年付 |
0.0411 |
0 |
0 |
| 03国债(7) |
10307 |
2.66 |
7 |
2.274 |
97.36 |
267 |
1.9458 |
99.3058 |
年付 |
0.0389 |
0 |
0 |
| 03国债(3) |
10303 |
3.4 |
20 |
14.9397 |
89.8 |
26 |
0.2415 |
90.0415 |
半年付 |
0.0433 |
0 |
0 |
| 03国债(1) |
10301 |
2.66 |
7 |
1.7753 |
98.22 |
84 |
0.6122 |
98.8322 |
年付 |
0.0371 |
0 |
0 |
| 02国债(15) |
10215 |
2.93 |
7 |
1.5699 |
99.12 |
159 |
1.2764 |
100.3964 |
年付 |
0.035 |
0 |
0 |
| 02国债(13) |
10213 |
2.6 |
15 |
9.3644 |
87 |
54 |
0.3815 |
87.3815 |
半年付 |
0.043 |
0 |
0 |
| 02国债(10) |
10210 |
2.39 |
7 |
1.263 |
98.79 |
271 |
1.7745 |
100.5645 |
年付 |
0.0338 |
0 |
0 |
| 02国债(3) |
10203 |
2.54 |
10 |
3.937 |
94.7 |
25 |
0.174 |
94.874 |
年付 |
0.0402 |
0 |
0 |
| 21国债(15) |
10115 |
3 |
7 |
0.6027 |
100 |
147 |
1.2082 |
101.2082 |
年付 |
0.0294 |
0 |
0 |
| 21国债(12) |
10112 |
3.05 |
10 |
3.4685 |
97.13 |
196 |
1.6378 |
98.7678 |
年付 |
0.0394 |
0 |
0 |
| 21国债(10) |
10110 |
2.95 |
10 |
3.3726 |
96.92 |
231 |
1.867 |
98.787 |
年付 |
0.0394 |
0 |
0 |
| 21国债(7) |
10107 |
4.26 |
20 |
13.2274 |
100.17 |
103 |
1.2054 |
101.3754 |
半年付 |
0.0424 |
0 |
0 |
| 20国债(4) |
10004 |
3.41 |
10 |
2.0301 |
102.48 |
356 |
3.3259 |
105.8059 |
年付 |
0.0319 |
0 |
0 |
| 99国债(8) |
9908 |
3.3 |
10 |
1.3671 |
99.73 |
233 |
2.1066 |
101.8366 |
年付 |
0.0349 |
0 |
0
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