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周三國(guó)債市場(chǎng)延續(xù)了周二的反彈趨勢(shì),長(zhǎng)期債企穩(wěn),中短期債放量上揚(yáng),滬市國(guó)債現(xiàn)貨市場(chǎng)20只品種13漲7跌,上證國(guó)債指數(shù)收盤97.96點(diǎn),較周二上漲了0.04點(diǎn),成交量放大至27.21億元。漲幅居前的是010303、010214、010210和010115,分別上漲0.6%、0.18%、0.15%和0.13%。短期品種和浮息券成交活躍,0215、0004、0103成交量分別為7.9億、2.8億和2.18億,均達(dá)到近期天量。浮息券0010成交量從上周3億元大幅萎縮至0.34億元。
周三上證所國(guó)債回購(gòu)交易長(zhǎng)期品種上漲,R091和R182漲幅分別為1.15%和2.89%。企業(yè)債市場(chǎng)周三呈現(xiàn)低位窄幅波動(dòng)走勢(shì),上證企債指數(shù)收盤99.69點(diǎn),較周二上漲了0.08點(diǎn),成交量大幅放大至3億元。
從近期國(guó)債走勢(shì)看,市場(chǎng)對(duì)短期債和浮息券依舊保持較高的熱情。跨市場(chǎng)品種在新券發(fā)行后,走勢(shì)比較平穩(wěn),預(yù)計(jì)新券上市后可以企穩(wěn)在100元面值以上,如果新券上市后表現(xiàn)良好,對(duì)目前市場(chǎng)的反彈將起到支撐作用。
滬市每日債券行情
債券代碼 債券簡(jiǎn)稱 開盤 收盤 漲跌幅 成交金額
000696 96國(guó)債(6) 123.62 123.72 -0.01 6,310,346
009704 97國(guó)債(4) 124.75 124.8 0.08 6,428,721
009905 99國(guó)債(5) 101.4 101.34 -0.1 1,170,168
009908 99國(guó)債(8) 98.95 98.99 0.11 81,174,181
010004 20國(guó)債(4) 99.53 99.74 0.05 280,164,470
010010 20國(guó)債(10) 98.8 98.79 0.06 34,193,332
010103 21國(guó)債(3) 100.57 100.68 0.06 218,007,117
010107 21國(guó)債(7) 100.58 100.4 -0.18 82,192,806
010110 21國(guó)債(10) 93.98 94.01 0.1 64,137,100
010112 21國(guó)債(12) 94.9 94.86 -0.04 19,828,834
010115 21國(guó)債(15) 98.5 98.64 0.13 198,785,139
010203 02國(guó)債(3) 90.22 90.31 0.08 123,206,666
010210 02國(guó)債(10) 94.08 94.2 0.14 74,461,771
010213 02國(guó)債(13) 93.1 94 -0.35 80,375,034
010214 02國(guó)債(14) 98.7 98.86 0.18 156,343,633
010215 02國(guó)債(15) 97.76 97.73 0.03 774,992,418
010301 03國(guó)債(1) 95.72 95.63 -0.09 175,678,846
010303 03國(guó)債(3) 88.55 89.04 0.59 191,729,436
010307 03國(guó)債(7) 95.48 95.33 0.03 85,137,036
010308 03國(guó)債(8) 92.35 92.33 -0.01 66,707,273
100009 機(jī)場(chǎng)轉(zhuǎn)債 115.29 115.95 0.55 204,620
100016 民生轉(zhuǎn)債 113.52 113.27 0.23 31,787,451
100087 水運(yùn)轉(zhuǎn)債 103.2 104.3 1.02 2,631,921
100096 云化轉(zhuǎn)債 101.11 101.01 -0.06 3,574,674
100117 西鋼轉(zhuǎn)債 101.85 102.3 0.44 21,033,958
100177 雅戈轉(zhuǎn)債 103.26 103.4 0.18 42,390,149
100196 復(fù)星轉(zhuǎn)債 100 100.19 0 19,021,538
100220 陽(yáng)光轉(zhuǎn)債 99.97 100 0.03 1,845,391
100236 桂冠轉(zhuǎn)債 101.5 101.53 -0.15 2,307,759
100567 山鷹轉(zhuǎn)債 104.32 104 -0.61 1,839,604
100726 龍電轉(zhuǎn)債 104.85 104.9 -0.09 1,729,179
100795 國(guó)電轉(zhuǎn)債 105.85 106.68 0.34 1,657,689
120001 99寶鋼債 102.77 102.91 0.14 149,025
120101 01中移 動(dòng) 103.36 103.5 -0.09 1,974,190
120102 01三峽債 103.42 103.62 0.19 77,033,588
120201 02三峽債 97.52 97.44 -0.11 201,736,148
120202 02中移(5) 99.01 99.1 0.15 187,249
120203 02中移(15) 95.5 95.69 0.05 5,170,418
120204 02蘇交通 99.65 99.79 0.09 598,266
120207 02武鋼(7) 98.92 98.88 -0.02 326,316
120288 02金茂債 99.5 99.55 -0.45 36,817
120301 03滬軌道 99.51 99.8 0.24 164,387
129805 98三峽(8) 111.95 112.03 0.02 598,034
129806 98中鐵(1) 134.35 134.28 -0.03 1,791,136
129901 98中鐵(2) 115.79 115.75 0 377,307
129902 98中鐵(3) 101.98 102 0 74,431
129903 99三峽債 103 103 0 146,288
129904 98中信(7) 106.88 106.83 0.04 364,421
129905 98石油債 103 102.93 -0.01 5,383,794
201000 R003 2.75 2.69 -2.18 972,400,000
201001 R007 2.2 1.98 -15.02 7,735,400,000
201002 R014 2.35 2.25 2.27 1,787,900,000
201003 R028 2.46 2.2 -9.83 1,666,300,000
201004 R091 2.95 2.9 1.04 1,188,600,000
201005 R182 3 3.02 1.68 479,700,000
201008 R001 1.98 1.62 0 5,426,900,000
201009 R002 2.97 2.97 73.68 1,054,100,000
201010 R004 2.6 2.35 -18.68 134,200,000
202001 RC001 2.34 1.62 -18.18 578,000,000
202003 RC003 3.06 2.94 0 78,000,000
202007 RC007 2.34 2.38 0 369,700,000
深市每日債券行情
債券代碼 債券簡(jiǎn)稱 開盤 收盤 漲跌幅 成交金額
100115 國(guó)債0115 98.3 98.3 0.05 30,473
100203 國(guó)債0203 91.22 91.1 0.66 36,441
100210 國(guó)債0210 94.1 94.14 0.43 25,417
100213 國(guó)債0213 90.29 90.05 0 23,425,225
100214 國(guó)債0214 98.45 98.45 0.05 10,830
100303 國(guó)債0303 89.08 89.86 0.97 220,926
100307 國(guó)債0307 98.87 98.87 1.72 5,932
101966 國(guó)債966 123.35 123.36 0 70,305
101995 國(guó)債995 101 101 0 25,250
101998 國(guó)債998 99.39 99.39 0.1 13,915
111015 01三峽10 101.61 101.61 0 68,079
111016 01廣核債 103.8 103.79 0.31 426,254
111017 02電網(wǎng)3 104.69 104.45 -0.05 695,075
111018 02電網(wǎng)15 100.75 101 0.25 1,225,503
111019 02廣核債 95.35 95.5 0.02 1,436,087
125002 萬(wàn)科轉(zhuǎn)債 105 104.8 -0.25 3,107,078
125302 茂煉轉(zhuǎn)債 120.51 120.79 0.07 10,527,814
125629 鋼釩轉(zhuǎn)債 122.8 122.9 0.33 67,788,033
125630 銅都轉(zhuǎn)債 109.81 110.88 0.87 9,645,383
125729 燕京轉(zhuǎn)債 97.48 97.54 0.37 850,011
125930 豐原轉(zhuǎn)債 102.76 102.9 0.1 7,421,762
125936 華西轉(zhuǎn)債 97.01 97.19 0.27 2,198,114
126301 絲綢轉(zhuǎn)2 96.2 96.35 0 408,521
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(jì)利息 剩余年限
000696 96國(guó)債(6) 2.14% 2.23 7.521 5.3802 2.548
009704 97國(guó)債(4) 2.76% 3.242 14.464 2.2239 3.775
009905 99國(guó)債(5) 2.89% 3.447 15.609 0.8896 3.732
009908 99國(guó)債(8) 3.49% 5.182 33.262 0.5877 5.825
010004 20國(guó)債(4) 2.64% - - 1.3392 6.488
010010 20國(guó)債(10) 2.68% - - 0.0841 3.967
010103 21國(guó)債(3) 3.10% 3.98 20.48 1.9441 4.408
010107 21國(guó)債(7) 4.27% 11.93 188.858 1.3889 17.677
010110 21國(guó)債(10) 3.85% 6.782 55.684 0.5092 7.83
010112 21國(guó)債(12) 3.81% 6.858 56.859 0.234 7.926
010115 21國(guó)債(15) 3.29% 4.488 25.798 2.8274 5.06
010210 02國(guó)債(10) 3.52% 5.186 33.006 0.6744 5.721
010213 02國(guó)債(13) 3.16% 11.2 151.654 0.4844 13.816
010214 02國(guó)債(14) 2.96% 3.648 17.171 0.2468 3.91
010215 02國(guó)債(15) 3.35% 5.272 34.965 2.8578 6.027
010301 03國(guó)債(1) 3.45% 5.506 37.582 2.0478 6.233
010303 03國(guó)債(3) 4.28% 13.372 232.687 0.3819 19.389
010307 03國(guó)債(7) 3.45% 5.988 43.59 0.7215 6.732
010308 03國(guó)債(8) 3.98% 8.2 81.339 0.5875 9.808
100009 機(jī)場(chǎng)轉(zhuǎn)債 - - - 0.6027 1.249
100016 民生轉(zhuǎn)債 - - - 1.1219 4.255
100087 水運(yùn)轉(zhuǎn)債 - - - 0.2614 3.712
100096 云化轉(zhuǎn)債 - - - 0.3419 2.786
100117 西鋼轉(zhuǎn)債 - - - 0.3551 4.707
100177 雅戈轉(zhuǎn)債 - - - 0.6521 2.351
100196 復(fù)星轉(zhuǎn)債 - - - 0.1315 4.918
100220 陽(yáng)光轉(zhuǎn)債 - - - 0.611 1.392
100236 桂冠轉(zhuǎn)債 - - - 0.4521 4.589
100567 山鷹轉(zhuǎn)債 - - - 0.674 4.551
100726 龍電轉(zhuǎn)債 - - - 0.7274 4.515
100795 國(guó)電轉(zhuǎn)債 - - - 0.2893 4.638
120001 99寶鋼債 2.94% 1.618 4.226 1.1945 1.704
120101 01中移 動(dòng) 3.44% - - 1.6555 7.559
120102 01三峽債 4.85% 9.318 111.74 0.2712 12.951
120201 02三峽債 5.05% 12.005 194.902 0.8868 18.816
120202 02中移(5) 3.83% 3.584 16.693 0.2877 3.921
120203 02中移(15) 4.97% 10.013 128.539 0.3699 13.921
120204 02蘇交通 4.96% 9.674 125.082 4.3247 14.044
120207 02武鋼(7) 4.28% 5.166 33.265 0.2423 5.942
120288 02金茂債 4.64% 6.754 57.604 2.4626 8.419
120301 03滬軌道 4.87% 9.883 129.313 3.4721 14.23
129805 98三峽(8) 3.88% 2.718 10.608 5.3167 3.145
129806 98中鐵(1) 4.66% 0.073 0.075 34.2359 0.077
129901 98中鐵(2) 3.20% 0.852 1.552 15.6685 0.879
129902 98中鐵(3) 4.21% 5.061 32.215 0.5548 5.879
129903 99三峽債 3.43% - - 1.2774 6.66
129904 98中信(7) 3.64% 2.32 7.832 2.4622 2.553
129905 98石油債 3.93% 3.402 15.329 0.9863 3.784
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(jì)利息 剩余年限
100115 國(guó)債0115 3.37% 4.484 25.754 2.8274 5.06
100203 國(guó)債0203 3.80% 7.224 63.218 1.5518 8.392
100210 國(guó)債0210 3.54% 5.185 32.997 0.6744 5.721
100213 國(guó)債0213 3.55% 11.1 149.519 0.4844 13.816
100214 國(guó)債0214 3.07% 3.644 17.131 0.2468 3.91
100303 國(guó)債0303 4.21% 13.408 233.634 0.3819 19.389
100307 國(guó)債0307 2.84% 6.035 44.21 0.7215 6.732
101966 國(guó)債966 2.26% 2.227 7.501 5.3802 2.548
101995 國(guó)債995 2.99% 3.443 15.578 0.8896 3.732
101998 國(guó)債998 3.41% 5.187 33.321 0.5877 5.825
111015 01三峽10 3.52% - - 0.1942 7.951
111016 01廣核債 4.16% 4.297 24.227 3.962 5.038
111017 02電網(wǎng)3 3.67% 1.506 3.722 5.0438 1.562
111018 02電網(wǎng)15 4.97% 9.538 119.105 2.1437 13.562
111019 02廣核債 4.97% 10.048 129.26 0.1973 13.956
125002 萬(wàn)科轉(zhuǎn)債 - - - 0.6863 3.545
125302 茂煉轉(zhuǎn)債 - - - 0.8425 0.666
125629 鋼釩轉(zhuǎn)債 - - - 1.2699 4.156
125630 銅都轉(zhuǎn)債 - - - 0.6247 4.479
125729 燕京轉(zhuǎn)債 - - - 0.1381 3.888
125930 豐原轉(zhuǎn)債 - - - 1.0701 4.405
125936 華西轉(zhuǎn)債 - - - 0.3814 4.762
126301 絲綢轉(zhuǎn)2 - - - 0.3896 3.786
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(bào) 漢唐證券 丁蕙)
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