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周三交易所債市維持調(diào)整格局,成交量較周二有所放大。上證國債指數(shù)收于97.96點,上漲0.1點,成交16.9億。
現(xiàn)券市場5年左右的0210和8年的0110漲幅居前,8年的0112和5年的9908漲幅緊隨其后。浮息券大幅調(diào)整,0010下跌0.46%。
交易所回購價格有較大的上漲,14天和7天品種價格分別上漲了18.3%和13.6%。上證所企業(yè)債和可轉(zhuǎn)債價格總體小幅反彈,其中企債成交量較周二放大4倍,至2.25億元。
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) 123.59 123.64 -0.03 12,430,394
009704 97國債(4) 124.91 124.88 -0.02 2,806,637
009905 99國債(5) 101.44 101.34 0.01 9,889,883
009908 99國債(8) 98.8 98.85 0.12 171,777,011
010004 20國債(4) 100.38 100.06 -0.28 156,500,203
010010 20國債(10) 99.21 98.8 -0.46 313,667,474
010103 21國債(3) 100.5 100.52 0.02 62,107,235
010107 21國債(7) 101.9 101.87 -0.03 14,889,519
010110 21國債(10) 93.8 94 0.14 181,429,778
010112 21國債(12) 94.74 94.87 0.13 22,926,664
010115 21國債(15) 98.33 98.5 0.1 105,481,443
010203 02國債(3) 90.47 90.37 -0.11 55,207,998
010210 02國債(10) 94 94.14 0.18 47,749,665
010213 02國債(13) 92.35 91.9 -0.44 35,583,201
010214 02國債(14) 98.6 98.46 -0.02 273,617,138
010215 02國債(15) 97.71 97.7 0.08 25,698,686
010301 03國債(1) 95.71 95.76 -0.04 85,120,721
010303 03國債(3) 90.73 90.57 -0.16 31,588,130
010307 03國債(7) 95.55 95.59 0.04 32,189,476
010308 03國債(8) 92.79 92.82 0.03 49,825,353
100009 機場轉(zhuǎn)債 114 115 -0.48 455,160
100016 民生轉(zhuǎn)債 106.98 108.07 1.01 32,826,801
100087 水運轉(zhuǎn)債 101.44 101.82 0.21 428,030
100096 云化轉(zhuǎn)債 100.6 100.49 -0.1 3,409,977
100117 西鋼轉(zhuǎn)債 100.28 100.34 0.21 7,207,838
100177 雅戈轉(zhuǎn)債 103.67 103.8 0 3,501,196
100196 復(fù)星轉(zhuǎn)債 98.2 98.34 0.14 5,166,098
100220 陽光轉(zhuǎn)債 100.41 100 -0.66 8,790,986
100236 桂冠轉(zhuǎn)債 101.15 101.6 0.45 14,334,542
100567 山鷹轉(zhuǎn)債 104.04 104.25 0.05 837,849
100726 龍電轉(zhuǎn)債 104.13 104.55 -0.42 4,348,278
100795 國電轉(zhuǎn)債 106.79 106.7 0.16 2,592,500
120001 99寶鋼債 102.7 102.76 0.08 851,373
120101 01中移 動 103.5 103.51 0.01 3,933,190
120102 01三峽債 103.9 103.86 -0.04 6,765,424
120201 02三峽債 99 98.88 0.28 2,072,192
120202 02中移(5) 98.47 98.7 0.23 232,521
120203 02中移(15) 95.6 96 0.41 32,609,011
120204 02蘇交通 100.05 100 0.04 51,020
120205 02渝城投 101.2 101.2 -0.04 17,204
120206 02武鋼(3) 103.51 103.85 0.33 66,992,920
120207 02武鋼(7) 98.84 99.02 -0.02 139,526
120288 02金茂債 99.3 99.45 -0.73 51,795
120301 03滬軌道 99.67 99.96 0.46 1,281,146
129805 98三峽(8) 111.75 111.69 0 695,100
129806 98中鐵(1) 134.23 134.26 -0.06 53,988,604
129901 98中鐵(2) 115.66 115.69 0.03 23,249,684
129902 98中鐵(3) 101.95 101.95 -0.01 422,087
129903 99三峽債 102.73 102.73 0.11 20,546,000
129904 98中信(7) 106.5 106.48 0.02 38,335
129905 98石油債 102.61 102.75 0 5,299,803
201000 R003 2.58 2.94 20.49 1,584,600,000
201001 R007 2 2.25 13.63 8,954,100,000
201002 R014 2.08 2.46 18.26 3,167,100,000
201003 R028 2.38 2.38 0.42 1,500,100,000
201004 R091 2.8 2.9 3.57 1,017,100,000
201005 R182 2.9 3.01 4.51 317,500,000
201008 R001 1.98 1.62 0 4,307,300,000
201009 R002 2.97 2.8 64.7 889,100,000
201010 R004 2.11 2.12 -17.18 82,900,000
202001 RC001 1.98 1.62 1.25 213,500,000
202007 RC007 2.14 2.29 10.09 622,000,000
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 98.69 98.69 0.37 20,725
100203 國債0203 90.4 90.44 0.16 18,998
100213 國債0213 90.5 90.55 0.13 27,155
100214 國債0214 98.6 98.6 0.09 9,860
100303 國債0303 90.81 91.2 0.02 74,576
100307 國債0307 95.58 96.99 0.3 5,749
100308 國債0308 96 95.6 1.06 4,802,868
101903 國債903 100.11 100.11 0.11 10,011
101917 國債917 101.68 101.68 -0.12 10,168
101966 國債966 123.3 123.3 0 3,699
101995 國債995 100.9 101.28 0.38 4,759,724
101998 國債998 98.91 99.23 0.33 10,899
111016 01廣核債 103.3 103.56 0.17 429,759
111018 02電網(wǎng)15 100.48 100.92 0.44 5,382,960
111019 02廣核債 96.49 96.4 -0.08 418,461
125002 萬科轉(zhuǎn)債 104.39 104.4 1.12 1,043,995
125302 茂煉轉(zhuǎn)債 120.5 120.5 -0.12 11,522,210
125629 鋼釩轉(zhuǎn)債 119.2 119.87 -0.09 33,329,073
125630 銅都轉(zhuǎn)債 107.96 108.01 0.17 321,157
125729 燕京轉(zhuǎn)債 96.89 96.79 0.09 2,733,077
125930 豐原轉(zhuǎn)債 102.49 102.69 0.19 1,123,423
125936 華西轉(zhuǎn)債 96.7 96.86 0.02 5,819,388
126301 絲綢轉(zhuǎn)2 96.29 96.3 0.28 1,423,498
滬市債券部分指標(biāo)
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) 2.23% 2.247 7.609 5.1533 2.567
009704 97國債(4) 2.77% 3.26 14.6 2.0364 3.795
009905 99國債(5) 2.89% 3.465 15.755 0.8267 3.751
009908 99國債(8) 3.52% 5.199 33.452 0.5244 5.844
010004 20國債(4) 2.59% - - 1.2893 6.507
010010 20國債(10) 2.68% - - 0.0388 3.986
010103 21國債(3) 3.14% 3.996 20.628 1.8814 4.427
010107 21國債(7) 4.15% 12.004 190.628 1.3072 17.696
010110 21國債(10) 3.85% 6.801 55.953 0.4526 7.849
010112 21國債(12) 3.81% 6.877 57.135 0.1755 7.945
010115 21國債(15) 3.32% 4.505 25.966 2.7699 5.079
010203 02國債(3) 3.90% 7.23 63.325 1.5031 8.411
010210 02國債(10) 3.53% 5.204 33.21 0.6286 5.74
010213 02國債(13) 3.36% 11.166 150.968 0.4345 13.836
010214 02國債(14) 3.07% 3.663 17.287 0.196 3.929
010215 02國債(15) 3.35% 5.29 35.176 2.8016 6.047
010301 03國債(1) 3.42% 5.527 37.828 1.9968 6.252
010303 03國債(3) 4.15% 13.459 234.965 0.3167 19.408
010307 03國債(7) 3.40% 6.01 43.879 0.6705 6.751
010308 03國債(8) 3.91% 8.228 81.815 0.5295 9.827
100009 機場轉(zhuǎn)債 - - - 0.5874 1.268
100016 民生轉(zhuǎn)債 - - - 1.0932 4.274
100087 水運轉(zhuǎn)債 - - - 0.2441 3.732
100096 云化轉(zhuǎn)債 - - - 0.3112 2.805
100117 西鋼轉(zhuǎn)債 - - - 0.3321 4.726
100177 雅戈轉(zhuǎn)債 - - - 0.6329 2.37
100196 復(fù)星轉(zhuǎn)債 - - - 0.1008 4.937
100220 陽光轉(zhuǎn)債 - - - 0.5918 1.411
100236 桂冠轉(zhuǎn)債 - - - 0.431 4.608
100567 山鷹轉(zhuǎn)債 - - - 0.6452 4.57
100726 龍電轉(zhuǎn)債 - - - 0.6986 4.537
100795 國電轉(zhuǎn)債 - - - 0.274 4.658
120001 99寶鋼債 2.99% 1.636 4.3 1.1178 1.723
120101 01中移 動 3.43% - - 1.584 7.578
120102 01三峽債 4.82% 9.345 112.261 0.1713 12.97
120201 02三峽債 4.92% 12.089 196.965 0.7955 18.836
120202 02中移(5) 3.92% 3.599 16.812 0.2205 3.94
120203 02中移(15) 4.93% 10.043 129.157 0.2836 13.94
120204 02蘇交通 4.93% 9.702 125.642 4.2382 14.063
120205 02渝城投 4.72% 7.02 63.522 4.0951 9.055
120206 02武鋼(3) 3.21% 1.901 5.453 3.6438 1.962
120207 02武鋼(7) 4.24% 5.187 33.506 0.1652 5.962
120288 02金茂債 4.64% 6.772 57.866 2.3817 8.438
120301 03滬軌道 4.85% 9.909 129.85 3.3856 14.249
129805 98三峽(8) 3.97% 2.733 10.707 5.1978 3.164
129806 98中鐵(1) 3.87% 0.092 0.097 34.1026 0.096
129901 98中鐵(2) 3.19% 0.871 1.602 15.5956 0.899
129902 98中鐵(3) 4.21% 5.08 32.424 0.4685 5.899
129903 99三峽債 3.47% - - 1.2059 6.679
129904 98中信(7) 3.75% 2.336 7.918 2.3572 2.573
129905 98石油債 3.96% 3.419 15.463 0.9 3.803
深市債券部分指標(biāo)
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 3.28% 4.507 25.99 2.7699 5.079
100203 國債0203 3.89% 7.231 63.343 1.5031 8.411
100213 國債0213 3.49% 11.132 150.231 0.4345 13.836
100214 國債0214 3.03% 3.664 17.301 0.196 3.929
100303 國債0303 4.10% 13.486 235.679 0.3167 19.408
100307 國債0307 3.16% 6.029 44.126 0.6705 6.751
100308 國債0308 3.56% 8.278 82.659 0.5295 9.827
101903 國債903 3.24% 3.992 20.583 1.8814 4.427
101917 國債917 4.17% 11.997 190.459 1.3072 17.696
101966 國債966 2.35% 2.244 7.59 5.1533 2.567
101995 國債995 2.91% 3.465 15.75 0.8267 3.751
101998 國債998 3.44% 5.203 33.508 0.5244 5.844
111016 01廣核債 4.19% 4.313 24.384 3.883 5.058
111018 02電網(wǎng)15 4.97% 9.557 119.479 2.0505 13.581
111019 02廣核債 4.87% 10.095 130.226 0.111 13.975
125002 萬科轉(zhuǎn)債 - - - 0.6575 3.564
125302 茂煉轉(zhuǎn)債 - - - 0.7945 0.685
125629 鋼釩轉(zhuǎn)債 - - - 1.2411 4.175
125630 銅都轉(zhuǎn)債 - - - 0.6016 4.501
125729 燕京轉(zhuǎn)債 - - - 0.1151 3.907
125930 豐原轉(zhuǎn)債 - - - 1.0356 4.425
125936 華西轉(zhuǎn)債 - - - 0.3507 4.781
126301 絲綢轉(zhuǎn)2 - - - 0.3551 3.805
注:技術(shù)指標(biāo)由北方之星數(shù)碼技術(shù)公司提供
(上海證券報 漢唐證券 丁蕙)
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