|
国债收益率一览(1.20) |
| www.cnfol.com 2006年01月21日 09:26 中金在线 |
| 交易代码 |
债券名称 |
开盘全价 |
收盘全价 |
涨跌值 |
收盘净价 |
应计利息 |
到期收益率 |
修正久期 |
凸性 |
剩余年限 |
| 101917 |
国债917 |
109.560 |
109.560 |
-0.910 |
111.590795 |
2.030795 |
3.4876 % |
11.123344 |
160.483490 |
15.526 |
| 010504 |
05国债(4) |
109.880 |
109.820 |
-0.060 |
110.574438 |
0.754438 |
3.4406 % |
13.266640 |
230.135225 |
19.315 |
| 100303 |
国债0303 |
100.350 |
100.560 |
0.080 |
101.454247 |
0.894247 |
3.3844 % |
12.655329 |
202.998477 |
17.238 |
| 010303 |
03国债(3) |
100.600 |
100.650 |
0.000 |
101.544247 |
0.894247 |
3.3774 % |
12.658330 |
203.070624 |
17.238 |
| 010107 |
21国债(7) |
110.900 |
111.040 |
0.060 |
113.070795 |
2.030795 |
3.3694 % |
11.166778 |
161.423510 |
15.526 |
| 010512 |
05国债(12) |
104.230 |
104.380 |
-0.010 |
105.050000 |
0.670000 |
3.3005 % |
11.214174 |
157.768909 |
14.819 |
| 100505 |
国债0505 |
103.300 |
101.010 |
-1.540 |
103.235123 |
2.225123 |
3.1879 % |
5.522095 |
38.118999 |
6.342 |
| 100213 |
国债0213 |
94.500 |
94.730 |
0.250 |
95.606164 |
0.876164 |
3.1670 % |
9.687087 |
113.275060 |
11.666 |
| 010213 |
02国债(13) |
94.840 |
94.840 |
0.000 |
95.716164 |
0.876164 |
3.1551 % |
9.689394 |
113.318614 |
11.666 |
| 100308 |
国债0308 |
100.280 |
100.280 |
-0.040 |
101.322521 |
1.042521 |
2.9759 % |
6.685599 |
54.334077 |
7.658 |
| 010308 |
03国债(8) |
100.300 |
100.330 |
-0.030 |
101.372521 |
1.042521 |
2.9685 % |
6.686310 |
54.344243 |
7.658 |
| 100301 |
国债0301 |
100.740 |
98.820 |
-1.860 |
101.268658 |
2.448658 |
2.9685 % |
3.717255 |
18.094268 |
4.082 |
| 101912 |
国债912 |
100.700 |
100.550 |
-0.290 |
101.243562 |
0.693562 |
2.9420 % |
5.197089 |
33.377233 |
5.775 |
| 010501 |
05国债(1) |
112.150 |
112.140 |
-0.010 |
113.916000 |
1.776000 |
2.9302 % |
7.356994 |
68.177137 |
9.107 |
| 100203 |
国债0203 |
97.980 |
97.920 |
-0.060 |
99.854575 |
1.934575 |
2.9068 % |
5.572885 |
38.332020 |
6.241 |
| 010203 |
02国债(3) |
98.320 |
98.290 |
-0.040 |
100.224575 |
1.934575 |
2.8405 % |
5.577713 |
38.391717 |
6.241 |
| 010110 |
21国债(10) |
100.840 |
100.800 |
-0.020 |
101.753699 |
0.953699 |
2.7925 % |
5.124684 |
32.532525 |
5.679 |
| 010112 |
21国债(12) |
101.460 |
101.400 |
-0.060 |
102.093562 |
0.693562 |
2.7813 % |
5.207334 |
33.498965 |
5.775 |
| 010513 |
05国债(13) |
102.200 |
102.180 |
-0.020 |
102.650055 |
0.470055 |
2.6554 % |
6.107432 |
45.338313 |
6.847 |
| 010505 |
05国债(5) |
104.230 |
104.250 |
-0.090 |
106.475123 |
2.225123 |
2.6304 % |
5.564743 |
38.641640 |
6.342 |
| 010509 |
05国债(9) |
101.080 |
101.250 |
0.010 |
102.405260 |
1.155260 |
2.6184 % |
5.892435 |
42.461655 |
6.595 |
| 101998 |
国债998 |
102.380 |
102.550 |
0.050 |
103.634932 |
1.084932 |
2.5587 % |
3.402195 |
15.272043 |
3.674 |
| 100503 |
国债0503 |
101.300 |
103.010 |
0.010 |
105.451096 |
2.441096 |
2.5418 % |
3.861590 |
19.462726 |
4.263 |
| 010210 |
02国债(10) |
99.600 |
99.530 |
-0.110 |
100.564575 |
1.034575 |
2.5252 % |
3.347054 |
14.757975 |
3.570 |
| 101903 |
国债903 |
101.600 |
101.600 |
-0.500 |
104.036822 |
2.436822 |
2.5242 % |
2.111318 |
6.656611 |
2.258 |
| 009908 |
99国债(8) |
102.790 |
102.690 |
-0.100 |
103.774932 |
1.084932 |
2.5190 % |
3.403663 |
15.284710 |
3.674 |
| 010410 |
04国债(10) |
112.550 |
112.780 |
-0.130 |
113.538959 |
0.758959 |
2.4809 % |
5.110829 |
32.902521 |
5.847 |
| 100115 |
国债0115 |
101.490 |
101.490 |
0.040 |
101.769452 |
0.279452 |
2.4591 % |
2.756007 |
10.415096 |
2.910 |
| 010115 |
21国债(15) |
101.750 |
101.680 |
-0.070 |
101.959452 |
0.279452 |
2.3914 % |
2.757916 |
10.429293 |
2.910 |
| 010407 |
04国债(7) |
112.270 |
112.030 |
-0.170 |
113.952712 |
1.922712 |
2.3826 % |
4.885387 |
30.397436 |
5.595 |
| 010307 |
03国债(7) |
101.210 |
101.200 |
-0.180 |
102.322301 |
1.122301 |
2.3770 % |
4.229729 |
22.684973 |
4.581 |
| 010404 |
04国债(4) |
112.620 |
112.680 |
0.030 |
115.908740 |
3.228740 |
2.3328 % |
4.625475 |
27.714133 |
5.342 |
| 010311 |
03国债(11) |
105.400 |
105.400 |
-0.050 |
106.004110 |
0.604110 |
2.3025 % |
4.411770 |
24.595202 |
4.830 |
| 010503 |
05国债(3) |
104.000 |
104.080 |
0.080 |
106.521096 |
2.441096 |
2.2807 % |
3.873495 |
19.574502 |
4.263 |
| 010215 |
02国债(15) |
102.400 |
102.400 |
0.000 |
102.769260 |
0.369260 |
2.2731 % |
3.628969 |
17.062227 |
3.877 |
| 010103 |
21国债(3) |
102.290 |
102.180 |
-0.060 |
104.616822 |
2.436822 |
2.2613 % |
2.117115 |
6.692221 |
2.258 |
| 010511 |
05国债(11) |
99.400 |
99.450 |
0.010 |
99.995260 |
0.545260 |
2.2612 % |
4.441655 |
24.626151 |
4.748 |
| 010004 |
20国债(4) |
101.500 |
101.400 |
-0.100 |
103.130959 |
1.730959 |
2.2542 % |
0.329557 |
0.430900 |
4.337 |
| 010301 |
03国债(1) |
101.270 |
101.600 |
0.050 |
104.048658 |
2.448658 |
2.2430 % |
3.748467 |
18.379322 |
4.082 |
| 010508 |
05国债(8) |
99.200 |
99.300 |
0.150 |
100.140740 |
0.840740 |
2.2093 % |
2.456165 |
8.523461 |
2.567 |
| 100502 |
国债0502 |
99.680 |
99.680 |
0.010 |
99.680000 |
0.000000 |
2.1901 % |
0.144775 |
0.162632 |
0.148 |
| 010214 |
02国债(14) |
100.800 |
100.780 |
-0.020 |
101.426164 |
0.646164 |
2.1858 % |
1.696128 |
4.560677 |
1.759 |
| 010408 |
04国债(8) |
107.400 |
107.560 |
-0.040 |
108.655616 |
1.095616 |
2.1721 % |
3.442796 |
15.689148 |
3.748 |
| 101995 |
国债995 |
101.700 |
101.700 |
-0.040 |
103.083890 |
1.383890 |
2.1631 % |
1.516590 |
3.813688 |
1.581 |
| 100214 |
国债0214 |
100.100 |
100.820 |
0.110 |
101.466164 |
0.646164 |
2.1626 % |
1.696519 |
4.562772 |
1.759 |
| 100403 |
国债0403 |
107.000 |
107.000 |
0.000 |
110.342247 |
3.342247 |
2.1576 % |
2.947253 |
12.047779 |
3.247 |
| 010403 |
04国债(3) |
107.200 |
107.250 |
0.000 |
110.592247 |
3.342247 |
2.0808 % |
2.949835 |
12.067655 |
3.247 |
| 010010 |
20国债(10) |
100.620 |
100.650 |
0.000 |
101.089671 |
0.439671 |
1.9865 % |
0.800536 |
1.425800 |
1.816 |
| 010514 |
05国债(14) |
99.620 |
99.880 |
-0.060 |
100.057397 |
0.177397 |
1.8114 % |
1.850638 |
5.258887 |
1.901 |
| 009905 |
99国债(5) |
102.210 |
102.270 |
0.010 |
103.653890 |
1.383890 |
1.8002 % |
1.522104 |
3.841260 |
1.581 |
| 010506 |
05国债(6) |
99.310 |
99.320 |
-0.040 |
99.320000 |
0.000000 |
1.7204 % |
0.393235 |
0.541217 |
0.400 |
| 010507 |
05国债(7) |
99.800 |
99.800 |
-0.010 |
100.622466 |
0.822466 |
1.7125 % |
1.441924 |
3.511613 |
1.482 |
| 010502 |
05国债(2) |
99.750 |
99.750 |
0.000 |
99.750000 |
0.000000 |
1.7063 % |
0.145463 |
0.164182 |
0.148 |
| 100411 |
国债0411 |
101.200 |
101.200 |
0.200 |
101.502082 |
0.302082 |
1.6167 % |
0.887030 |
1.659739 |
0.901 |
| 010405 |
04国债(5) |
99.370 |
99.400 |
0.000 |
99.400000 |
0.000000 |
1.5159 % |
0.394027 |
0.543400 |
0.400 |
| 010510 |
05国债(10) |
99.050 |
99.040 |
-0.010 |
99.040000 |
0.000000 |
1.4904 % |
0.642479 |
1.045825 |
0.652 |
| 010411 |
04国债(11) |
101.300 |
101.350 |
0.050 |
101.652082 |
0.302082 |
1.4503 % |
0.888484 |
1.665187 |
0.901 |
| 010515 |
05国债(15) |
99.650 |
99.800 |
0.080 |
99.800000 |
0.000000 |
1.1305 % |
0.176091 |
0.205131 |
0.178 |
| 009704 |
97国债(4) |
114.500 |
114.600 |
0.100 |
118.297644 |
3.697644 |
0.6905 % |
1.531763 |
3.942067 |
1.625 |
| 101966 |
国债966 |
105.600 |
105.100 |
0.210 |
112.262822 |
7.162822 |
-0.9677 % |
0.401142 |
0.565977 |
0.397 |
| 000696 |
96国债(6) |
105.150 |
105.310 |
0.010 |
112.472822 |
7.162822 |
-1.4325 % |
0.403034 |
0.571327 |
0.397 |
修正久期度量了收益率与债券价格的近似线性关系,即到期收益率变化时债券价格的稳定性。在同等要素条件下,修正久期小的债券较修正久期大的债券抗利率上升风险能力强,但抗利率下降风险能力较弱。
凸性是对债券价格曲线弯曲程度的一种度量。凸性越大,债券价格曲线弯曲程度越大,用修正久期度量债券的利率风险所产生的误差越大。严格地定义,凸性是指在某一到期收益率下,到期收益率发生变动而引起的价格变动幅度的变动程度。 | |
|
|
|
|
|
|
【设为首页】【加入收藏夹】【收藏到 网摘 博采】【评论】【推荐】【打印】【大 中 小】【关闭】
|
| |
|
|
| |
|
|
|
|
| 今日数据聚焦 |
|
| 盘前必读 |
|
|
| 沪深排行点评 |
|
| 基金数据 |
|
| 上市公司数据 |
|
| 期货交易行情 |
|
| 其他数据 |
|
| 联系方式 |
|
|
|