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周三,交易所國債市場繼續(xù)呈震蕩整理態(tài)勢,跨市場債縮量下跌,浮息債顯現(xiàn)強勢。國債指數(shù)收于98.06點,下跌0.08%,全天成交16.75億,20只債券8漲12跌,兩只浮息債分別以0.25%和0.58%的漲幅排居前列,中期債010203和跨市場券010215跌幅較大,分別下跌了0.22%和0.19%。
早盤財政部公布11期跨市場國債發(fā)行通知,市場壓力增大,除浮動債和010308外,多數(shù)券種繼續(xù)昨天跌勢。下午,央行網(wǎng)站公布了10月份金融運行報告,從報告的結(jié)論看,央行有意向市場表達金融狀況正在好轉(zhuǎn)的信息,以盡量安撫市場對央行后續(xù)調(diào)控手段預(yù)期的恐懼心理。受央行正面報告影響,尾市多數(shù)券種回升。跨市場債券受新債發(fā)行消息影響,走勢較弱,成交量大幅萎縮。浮息債表現(xiàn)搶眼,全天在高位運行。
企業(yè)債指數(shù)今日上漲0.03%,收于99.81點,轉(zhuǎn)債市場隨股市普遍下跌,其中民生轉(zhuǎn)債下跌2.53%,跌幅最大。回購市場基本完全恢復(fù)到正常水平,市場資金相對充裕。
滬市每日債券行情
債券代碼 債券簡稱 開盤 收盤 漲跌幅 成交金額
000696 96國債(6) 123.68 123.75 -0.12 3,774,630
009704 97國債(4) 125.02 125.17 -0.04 13,600,672
009905 99國債(5) 101.4 101.28 -0.14 681,677
009908 99國債(8) 98.68 98.63 -0.16 203,661,900
010004 20國債(4) 98.53 98.78 0.25 113,023,131
010010 20國債(10) 98 98.76 0.58 82,507,418
010103 21國債(3) 100.1 100.14 0.07 59,219,408
010107 21國債(7) 102.6 102.6 0.01 18,892,344
010110 21國債(10) 94.28 94.14 -0.01 213,079,621
010112 21國債(12) 94.83 94.87 0.03 91,475,255
010115 21國債(15) 98.15 98.19 0.06 102,314,125
010203 02國債(3) 91.36 91.09 -0.21 29,712,150
010210 02國債(10) 94.11 94.17 -0.02 204,283,976
010213 02國債(13) 92.37 92.39 -0.07 67,500,213
010214 02國債(14) 98.2 98.23 0.01 250,554,263
010215 02國債(15) 97.81 97.71 -0.19 21,950,211
010301 03國債(1) 95.85 95.93 -0.12 71,070,042
010303 03國債(3) 91.45 91.37 -0.14 24,870,987
010307 03國債(7) 95.85 95.87 -0.12 7,742,636
010308 03國債(8) 92.98 93.05 0.07 95,316,538
100009 機場轉(zhuǎn)債 115.75 115.22 0.58 641,049
100016 民生轉(zhuǎn)債 111.78 109 -2.53 33,233,610
100087 水運轉(zhuǎn)債 101.53 101.46 -0.47 3,824,923
100096 云化轉(zhuǎn)債 101.11 101.3 -0.14 7,478,846
100117 西鋼轉(zhuǎn)債 100 99.39 -0.55 8,122,945
100177 雅戈轉(zhuǎn)債 103.75 103.9 0.35 838,333
100220 陽光轉(zhuǎn)債 100.56 101 0.02 3,289,457
100236 桂冠轉(zhuǎn)債 102.12 102.06 -0.04 4,213,434
100567 山鷹轉(zhuǎn)債 105 104.72 -0.26 2,489,703
100726 龍電轉(zhuǎn)債 105.05 105.5 -0.09 1,190,653
100795 國電轉(zhuǎn)債 106.38 106.85 -0.88 12,220,250
120001 99寶鋼債 102.77 102.77 -0.01 1,605,253
120101 01中移 動 102.8 103.65 0.38 4,016,558
120102 01三峽債 103.58 103.49 -0.19 53,360,336
120201 02三峽債 97.46 98.2 0.75 7,644,577
120202 02中移(5) 98.2 98.5 0.1 144,642
120203 02中移(15) 95.39 95.49 0.1 562,675
120204 02蘇交通 100.25 100.23 0.15 277,509
120205 02渝城投 102.19 101.7 -0.58 55,999
120207 02武鋼(7) 99.3 99.08 -0.27 22,520,874
120288 02金茂債 100.25 100.25 0 37,092
120301 03滬軌道 99.69 99.36 -0.34 452,634
129805 98三峽(8) 111.63 111.7 -0.03 405,381
129806 98中鐵(1) 134.1 134.1 0.01 447,915
129901 98中鐵(2) 115.55 115.62 0 129,441
129902 98中鐵(3) 102 101.82 -0.17 250,717
129903 99三峽債 102.8 102.63 -0.06 126,436
129904 98中信(7) 106.45 106.5 0 334,307
129905 98石油債 102.66 102.68 -0.01 208,410
201000 R003 3.06 2.21 11.61 863,900,000
201001 R007 2.19 1.88 -6 7,608,900,000
201002 R014 2.3 2.17 9.04 2,415,200,000
201003 R028 2.4 2.39 -0.41 1,625,700,000
201004 R091 3 2.99 6.78 283,800,000
201005 R182 3.2 3.01 0.33 215,900,000
201008 R001 1.98 1.54 -4.93 5,264,300,000
201009 R002 2.97 2.07 21.05 712,500,000
201010 R004 2.3 2.3 -11.19 9,900,000
202001 RC001 1.98 1.62 0 175,800,000
202003 RC003 2.7 2.34 -13.33 80,700,000
202007 RC007 2.24 2.04 1.49 501,200,000
深市每日債券行情
債券代碼 債券簡稱 開盤 收盤 漲跌幅 成交金額
100115 國債0115 98.65 98.65 0 10,852
100203 國債0203 90.82 90.82 -0.18 908
100213 國債0213 90.31 90.48 -0.44 155,598
100301 國債0301 96 96.01 0.5 111,362
100303 國債0303 91.87 91.84 0.37 157,073
100308 國債0308 94.5 94.5 -0.63 4,725
101903 國債 903 100 100 0 1,000
101966 國債 966 123.7 123.65 -0.02 113,788
101998 國債 998 99.05 99.41 0.41 280,610
111015 01三峽10 101.01 101.01 0.01 129,290
111016 01廣核債 103.77 103.77 0.07 4,151
111017 02電網(wǎng) 3 104.5 104.5 0 88,825
111018 02電網(wǎng)15 101.5 101.5 0 142,056
111019 02廣核債 96.9 96.6 0 261,864
125002 萬科轉(zhuǎn)債 105.99 104.9 -0.95 3,620,450
125302 茂煉轉(zhuǎn)債 120.85 120.58 -0.1 10,174,880
125629 鋼釩轉(zhuǎn)債 119.8 119.16 -1.11 5,498,104
125630 銅都轉(zhuǎn)債 109.52 109.47 -0.45 13,140,257
125729 燕京轉(zhuǎn)債 98.07 97.86 -0.49 4,179,733
125930 豐原轉(zhuǎn)債 103.25 102.98 0.07 3,077,489
125936 華西轉(zhuǎn)債 96.77 96.77 -0.01 10,872,962
126301 絲綢轉(zhuǎn) 2 96.39 96.55 0.17 2,717,296
滬市債券部分指標
代碼 名稱 最新收益率 修正久期 凸性 應(yīng)計利息 剩余年限
000696 96國債(6) 2.25% 2.265 7.708 4.9265 2.586
009704 97國債(4) 2.73% 3.28 14.754 1.8488 3.814
009905 99國債(5) 2.91% 3.483 15.897 0.7638 3.77
009908 99國債(8) 3.56% 5.214 33.631 0.4611 5.863
010004 20國債(4) 2.80% - - 1.2395 6.526
010010 20國債(10) 2.69% - - 2.3535 4.005
010103 21國債(3) 3.23% 4.011 20.753 1.8187 4.447
010107 21國債(7) 4.09% 12.049 191.731 1.2255 17.715
010110 21國債(10) 3.82% 6.821 56.256 0.396 7.868
010112 21國債(12) 3.81% 6.895 57.41 0.117 7.964
010115 21國債(15) 3.39% 4.52 26.112 2.7123 5.099
010203 02國債(3) 3.79% 7.261 63.795 1.4544 8.43
010210 02國債(10) 3.52% 5.223 33.428 0.5828 5.759
010213 02國債(13) 3.31% 11.197 151.671 0.3847 13.855
010214 02國債(14) 3.13% 3.679 17.419 0.1452 3.948
010215 02國債(15) 3.35% 5.309 35.393 2.7454 6.066
010301 03國債(1) 3.39% 5.548 38.081 1.9458 6.271
010303 03國債(3) 4.09% 13.512 236.392 0.2515 19.427
010307 03國債(7) 3.35% 6.033 44.171 0.6195 6.77
010308 03國債(8) 3.88% 8.251 82.211 0.4716 9.847
100009 機場轉(zhuǎn)債 - - - 0.5721 1.288
100016 民生轉(zhuǎn)債 - - - 1.0644 4.293
100087 水運轉(zhuǎn)債 - - - 0.2268 3.751
100096 云化轉(zhuǎn)債 - - - 0.2805 2.825
100117 西鋼轉(zhuǎn)債 - - - 0.309 4.745
100177 雅戈轉(zhuǎn)債 - - - 0.6137 2.389
100220 陽光轉(zhuǎn)債 - - - 0.5726 1.43
100236 桂冠轉(zhuǎn)債 - - - 0.4099 4.627
100567 山鷹轉(zhuǎn)債 - - - 0.6164 4.589
100726 龍電轉(zhuǎn)債 - - - 0.6699 4.556
100795 國電轉(zhuǎn)債 - - - 0.2586 4.677
120001 99寶鋼債 2.95% 1.655 4.383 1.0411 1.742
120101 01中移 動 3.40% - - 1.5124 7.597
120102 01三峽債 4.85% 9.356 112.486 0.0714 12.989
120201 02三峽債 4.97% 12.082 196.809 0.7042 18.855
120202 02中移(5) 3.96% 3.616 16.95 0.1534 3.959
120203 02中移(15) 4.97% 10.049 129.294 0.1973 13.959
120204 02蘇交通 4.90% 9.731 126.216 4.1517 14.082
120205 02渝城投 4.64% 7.051 63.967 4.0123 9.074
120207 02武鋼(7) 4.21% 5.208 33.736 0.0881 5.981
120288 02金茂債 4.51% 6.806 58.356 2.3008 8.458
120301 03滬軌道 4.90% 9.911 129.909 3.2991 14.268
129805 98三峽(8) 3.93% 2.753 10.833 5.0789 3.184
129806 98中鐵(1) 4.29% 0.11 0.118 33.9693 0.115
129901 98中鐵(2) 3.19% 0.889 1.653 15.5227 0.918
129902 98中鐵(3) 4.22% 5.098 32.621 0.3822 5.918
129903 99三峽債 3.47% - - 1.1343 6.699
129904 98中信(7) 3.71% 2.355 8.029 2.2521 2.592
129905 98石油債 3.96% 3.438 15.608 0.8137 3.822
深市債券部分指標
代碼 名稱 最新收益率 修正久期 凸性 應(yīng)計利息 剩余年限
100115 國債0115 3.29% 4.526 26.171 2.7123 5.099
100203 國債0203 3.83% 7.256 63.727 1.4544 8.43
100213 國債0213 3.50% 11.148 150.628 0.3847 13.855
100301 國債0301 3.37% 5.549 38.094 1.9458 6.271
100303 國債0303 4.05% 13.533 236.921 0.2515 19.427
100308 國債0308 3.69% 8.277 82.654 0.4716 9.847
101903 國債903 3.26% 4.009 20.738 1.8187 4.447
101966 國債966 2.28% 2.264 7.703 4.9265 2.586
101998 國債998 3.41% 5.224 33.746 0.4611 5.863
111015 01三峽10 3.59% - - 0.0511 7.989
111016 01廣核債 4.13% 4.335 24.599 3.8039 5.077
111017 02電網(wǎng)3 3.55% 1.545 3.88 4.9096 1.6
111018 02電網(wǎng)15 4.90% 9.594 120.222 1.9573 13.6
111019 02廣核債 4.84% 10.122 130.781 0.0247 13.995
125002 萬科轉(zhuǎn)債 - - - 0.6288 3.584
125302 茂煉轉(zhuǎn)債 - - - 0.7466 0.704
125629 鋼釩轉(zhuǎn)債 - - - 1.2123 4.195
125630 銅都轉(zhuǎn)債 - - - 0.5786 4.521
125729 燕京轉(zhuǎn)債 - - - 0.0921 3.926
125930 豐原轉(zhuǎn)債 - - - 1.0011 4.444
125936 華西轉(zhuǎn)債 - - - 0.32 4.8
126301 絲綢轉(zhuǎn)2 - - - 0.3205 3.825
注:技術(shù)指標由北方之星數(shù)碼技術(shù)公司提供
(上海證券報漢唐證券陳強)
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