|
周四交易所國(guó)債市場(chǎng)長(zhǎng)債繼續(xù)反彈,跨市場(chǎng)債遭拋壓。上證國(guó)債指數(shù)收于97.87點(diǎn),下跌0.08點(diǎn),20只國(guó)債品種漲跌各半,全天成交27.3億元,繼續(xù)保持較高成交量,成交量最大的是跨市場(chǎng)債010301,成交5.3億元。漲幅最大的是長(zhǎng)期債010303,上漲0.38%。
開(kāi)盤不久,長(zhǎng)債便顯強(qiáng)勢(shì),全天主動(dòng)買盤始終存在,有機(jī)構(gòu)吸納跡象。010213繼續(xù)大幅震蕩,下跌0.76%,盤中振幅達(dá)1.39元。而跨市場(chǎng)債今天整體下跌,盤口不時(shí)出現(xiàn)主動(dòng)性賣盤,尤其010301壓力沉重,跨市場(chǎng)7年新債03國(guó)債11下周二上市,部分機(jī)構(gòu)置換收益率和回購(gòu)抵押比例更具優(yōu)勢(shì)的新債而拋售手中老債。目前,場(chǎng)內(nèi)跨市場(chǎng)債收益率已基本與新債持平。
企債指數(shù)收于99.60點(diǎn),下跌0.09%。轉(zhuǎn)債受股市影響下跌。周四回購(gòu)市場(chǎng)資金趨緊,午后短期回購(gòu)利率上升較快,帶動(dòng)長(zhǎng)期回購(gòu)利率上翹。
滬市每日債券行情
債券代碼 債券簡(jiǎn)稱 開(kāi)盤 收盤 漲跌幅 成交金額
000696 96國(guó)債(6) 123.66 123.68 -0.03 4,486,595
009704 97國(guó)債(4) 124.8 124.79 0 11,448,594
009905 99國(guó)債(5) 101.38 101.45 0.1 530,551
009908 99國(guó)債(8) 98.92 98.9 -0.09 70,482,113
010004 20國(guó)債(4) 99.7 99.78 0.04 438,335,835
010010 20國(guó)債(10) 98.7 98.68 -0.11 88,398,701
010103 21國(guó)債(3) 100.73 100.72 0.04 179,502,831
010107 21國(guó)債(7) 100.41 100.55 0.14 94,119,077
010110 21國(guó)債(10) 94.01 94.04 0.03 76,831,260
010112 21國(guó)債(12) 94.86 94.9 0.04 57,668,504
010115 21國(guó)債(15) 98.64 98.75 0.11 201,254,414
010203 02國(guó)債(3) 90.3 90.31 0 149,912,223
010210 02國(guó)債(10) 94.2 94.23 0.03 88,719,021
010213 02國(guó)債(13) 93.35 93.29 -0.75 127,015,360
010214 02國(guó)債(14) 98.9 98.7 -0.16 294,776,386
010215 02國(guó)債(15) 97.7 97.58 -0.15 35,397,001
010301 03國(guó)債(1) 95.56 95.34 -0.3 508,574,550
010303 03國(guó)債(3) 89.01 89.38 0.38 198,516,082
010307 03國(guó)債(7) 95.33 95.08 -0.26 34,846,769
010308 03國(guó)債(8) 92.35 92.34 0.01 69,342,397
100009 機(jī)場(chǎng)轉(zhuǎn)債 114.99 115.26 -0.59 274,451
100016 民生轉(zhuǎn)債 113.52 112.36 -0.8 50,176,506
100087 水運(yùn)轉(zhuǎn)債 104.3 103.82 -0.46 9,515,066
100096 云化轉(zhuǎn)債 101.01 100.79 -0.21 1,534,757
100117 西鋼轉(zhuǎn)債 102.31 102.13 -0.16 11,753,475
100177 雅戈轉(zhuǎn)債 103.22 103.38 -0.01 3,967,034
100196 復(fù)星轉(zhuǎn)債 100.12 100.13 -0.06 12,746,635
100220 陽(yáng)光轉(zhuǎn)債 100.15 99.92 -0.08 6,259,073
100236 桂冠轉(zhuǎn)債 101.42 101.45 -0.07 654,273
100567 山鷹轉(zhuǎn)債 104.05 104.1 0.09 703,555
100726 龍電轉(zhuǎn)債 104.98 104.9 0 3,599,355
100795 國(guó)電轉(zhuǎn)債 106.98 106.3 -0.35 392,389
120001 99寶鋼債 102.9 102.91 0 804,839
120101 01中移 動(dòng) 103.45 103.44 -0.05 1,996,572
120102 01三峽債 103.6 103.61 -0.01 26,644,752
120201 02三峽債 97.44 97.47 0.03 31,351,388
120202 02中移(5) 99 99.2 0.1 344,303
120203 02中移(15) 95.69 95.53 -0.16 4,974,668
120204 02蘇交通 100.2 99.8 0.01 207,590
120205 02渝城投 101.22 101.2 0 54,646
120207 02武鋼(7) 98.75 98.76 -0.12 57,280
120288 02金茂債 99.97 99.54 -0.01 57,784
120301 03滬軌道 99.45 99.52 -0.28 336,511
129805 98三峽(8) 112.05 112.1 0.06 490,814
129806 98中鐵(1) 134.25 135 0.53 29,970,057
129901 98中鐵(2) 115.72 115.76 0 701,258
129902 98中鐵(3) 101.81 102.03 0.02 793,427
129903 99三峽債 103 103.05 0.04 60,809
129904 98中信(7) 106.95 106.98 0.14 206,464
129905 98石油債 102.93 102.94 0.01 11,885,868
201000 R003 2.4 3.09 14.87 2,777,900,000
201001 R007 2.13 2.77 39.89 8,475,400,000
201002 R014 2.25 2.37 5.33 2,100,300,000
201003 R028 2.4 2.82 28.18 1,698,300,000
201004 R091 2.85 2.98 2.75 945,000,000
201005 R182 3.02 3.02 0 555,100,000
201008 R001 4.14 5.22 222.22 8,070,700,000
201009 R002 3 3.51 18.18 701,500,000
201010 R004 2.1 2.7 14.89 445,700,000
202001 RC001 4.5 5.22 222.22 684,000,000
202003 RC003 2.46 3.18 8.16 133,700,000
202007 RC007 2.3 3.07 28.99 593,000,000
深市每日債券行情
債券代碼 債券簡(jiǎn)稱 開(kāi)盤 收盤 漲跌幅 成交金額
100203 國(guó)債0203 90.52 91 -0.11 19,013
100210 國(guó)債0210 94.13 94.13 -0.01 15,061
100213 國(guó)債0213 90.02 89.95 -0.11 6,915,530
100214 國(guó)債0214 98.5 98.5 0.05 16,745
100303 國(guó)債0303 89.85 89.81 -0.06 89,691
101966 國(guó)債966 123.2 123.2 -0.13 17,248
101995 國(guó)債995 101.5 101.5 0.5 1,015
101998 國(guó)債998 99.39 99.4 0.01 38,763
111015 01三峽10 101.58 101.23 -0.37 24,295
111016 01廣核債 103.6 103.46 -0.32 229,728
111017 02電網(wǎng)3 104.5 104.47 0.02 810,892
111018 02電網(wǎng)15 100.01 100.55 -0.45 438,813
125002 萬(wàn)科轉(zhuǎn)債 104.79 103.99 -0.77 3,460,120
125302 茂煉轉(zhuǎn)債 120.73 120.69 -0.08 2,557,427
125629 鋼釩轉(zhuǎn)債 122.8 123.5 0.49 37,949,898
125630 銅都轉(zhuǎn)債 110.8 110.45 -0.39 9,400,460
125729 燕京轉(zhuǎn)債 97.59 97.75 0.22 846,926
125930 豐原轉(zhuǎn)債 102.88 102.79 -0.11 1,961,397
125936 華西轉(zhuǎn)債 97.02 96.99 -0.21 2,215,657
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% 2.228 7.508 5.3802 2.545
009704 97國(guó)債(4) 2.76% 3.239 14.445 2.2239 3.773
009905 99國(guó)債(5) 2.89% 3.444 15.588 0.8896 3.729
009908 99國(guó)債(8) 3.49% 5.179 33.232 0.5877 5.822
010004 20國(guó)債(4) 2.64% - - 1.3392 6.485
010010 20國(guó)債(10) 2.68% - - 0.0841 3.964
010103 21國(guó)債(3) 3.10% 3.977 20.456 1.9441 4.405
010107 21國(guó)債(7) 4.27% 11.927 188.793 1.3889 17.674
010110 21國(guó)債(10) 3.85% 6.78 55.645 0.5092 7.827
010112 21國(guó)債(12) 3.81% 6.855 56.82 0.234 7.923
010115 21國(guó)債(15) 3.29% 4.486 25.772 2.8274 5.058
010203 02國(guó)債(3) 3.91% 7.208 62.98 1.5518 8.389
010210 02國(guó)債(10) 3.52% 5.183 32.975 0.6744 5.718
010213 02國(guó)債(13) 3.16% 11.198 151.592 0.4844 13.814
010214 02國(guó)債(14) 2.96% 3.646 17.149 0.2468 3.907
010215 02國(guó)債(15) 3.35% 5.269 34.935 2.8578 6.025
010301 03國(guó)債(1) 3.45% 5.503 37.55 2.0478 6.23
010303 03國(guó)債(3) 4.28% 13.369 232.613 0.3819 19.386
010307 03國(guó)債(7) 3.45% 5.986 43.555 0.7215 6.729
010308 03國(guó)債(8) 3.98% 8.198 81.293 0.5875 9.805
100009 機(jī)場(chǎng)轉(zhuǎn)債 - - - 0.6027 1.247
100016 民生轉(zhuǎn)債 - - - 1.1219 4.252
100087 水運(yùn)轉(zhuǎn)債 - - - 0.2614 3.71
100096 云化轉(zhuǎn)債 - - - 0.3419 2.784
100117 西鋼轉(zhuǎn)債 - - - 0.3551 4.704
100177 雅戈轉(zhuǎn)債 - - - 0.6521 2.348
100196 復(fù)星轉(zhuǎn)債 - - - 0.1315 4.915
100220 陽(yáng)光轉(zhuǎn)債 - - - 0.611 1.389
100236 桂冠轉(zhuǎn)債 - - - 0.4521 4.586
100567 山鷹轉(zhuǎn)債 - - - 0.674 4.548
100726 龍電轉(zhuǎn)債 - - - 0.7274 4.512
100795 國(guó)電轉(zhuǎn)債 - - - 0.2893 4.636
120001 99寶鋼債 2.94% 1.616 4.215 1.1945 1.701
120101 01中移 動(dòng) 3.44% - - 1.6555 7.556
120102 01三峽債 4.85% 9.315 111.682 0.2712 12.948
120201 02三峽債 5.05% 12.002 194.823 0.8868 18.814
120202 02中移(5) 3.83% 3.581 16.671 0.2877 3.918
120203 02中移(15) 4.97% 10.01 128.477 0.3699 13.918
120204 02蘇交通 4.96% 9.671 125.02 4.3247 14.041
120207 02武鋼(7) 4.28% 5.163 33.233 0.2423 5.94
120288 02金茂債 4.64% 6.751 57.563 2.4626 8.416
120301 03滬軌道 4.87% 9.88 129.251 3.4721 14.227
129805 98三峽(8) 3.88% 2.715 10.591 5.3167 3.142
129806 98中鐵(1) 4.66% 0.071 0.072 34.2359 0.074
129901 98中鐵(2) 3.20% 0.849 1.545 15.6685 0.877
129902 98中鐵(3) 4.21% 5.059 32.184 0.5548 5.877
129903 99三峽債 3.43% - - 1.2876 6.658
129904 98中信(7) 3.64% 2.317 7.816 2.4622 2.551
129905 98石油債 3.93% 3.399 15.307 0.9863 3.781
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% 4.481 25.728 2.8274 5.058
100203 國(guó)債0203 3.81% 7.219 63.152 1.5588 8.389
100210 國(guó)債0210 3.54% 5.182 32.967 0.6744 5.718
100213 國(guó)債0213 3.55% 11.097 149.457 0.4844 13.814
100214 國(guó)債0214 3.07% 3.641 17.109 0.2468 3.907
100303 國(guó)債0303 4.21% 13.406 233.56 0.3819 19.386
100307 國(guó)債0307 2.84% 6.032 44.175 0.7215 6.729
101966 國(guó)債966 2.26% 2.225 7.487 5.3802 2.545
101995 國(guó)債995 2.99% 3.441 15.557 0.8896 3.729
101998 國(guó)債998 3.41% 5.184 33.291 0.5877 5.822
111015 01三峽10 3.52% - - 0.1942 7.948
111016 01廣核債 4.16% 4.294 24.201 3.962 5.036
111017 02電網(wǎng)3 3.67% 1.504 3.711 5.0438 1.559
111018 02電網(wǎng)15 4.97% 9.535 119.045 2.1437 13.559
111019 02廣核債 4.97% 10.045 129.197 0.1973 13.953
125002 萬(wàn)科轉(zhuǎn)債 - - - 0.6863 3.542
125302 茂煉轉(zhuǎn)債 - - - 0.8425 0.663
125629 鋼釩轉(zhuǎn)債 - - - 1.2699 4.153
125630 銅都轉(zhuǎn)債 - - - 0.6247 4.477
125729 燕京轉(zhuǎn)債 - - - 0.1381 3.885
125930 豐原轉(zhuǎn)債 - - - 1.0701 4.403
125936 華西轉(zhuǎn)債 - - - 0.3814 4.759
126301 絲綢轉(zhuǎn)2 - - - 0.3896 3.784
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 陳強(qiáng))
|
