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昨日,受新券平穩(wěn)上市以及央行公開市場(chǎng)上穩(wěn)定利率意圖的影響,債市整體溫和上揚(yáng),其中長期品種漲幅居前。全天成交41.77億元,與周一持平。長期品種010107漲0.38%,排在首位,其余上漲幅度均小于0.2%。010213以0.22%的跌幅居前。
企業(yè)債方面,企債指數(shù)上揚(yáng)0.02點(diǎn),收于99.67點(diǎn),11漲3平5跌,全日成交1.15億元�？赊D(zhuǎn)債方面,漲跌各半,成交2.13億元,較上日大幅減少。民生轉(zhuǎn)債賣壓較重,下跌1.31%,成交1.04億元。
滬市回購市場(chǎng)合計(jì)成交176.61億元。長期回購品種利率繼續(xù)下跌,R091與R182分別下跌13.98%和6.67%,其中R091的利率已降至今年3到6月的水平。
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國債(6) 123.6 123.65 0.04 10,114,128
009704 97國債(4) 124.7 124.67 0 4,008,096
009905 99國債(5) 101 101.12 0.13 10,372,394
009908 99國債(8) 98.95 98.92 0.02 242,393,652
010004 20國債(4) 99.95 100.01 0.02 244,015,387
010010 20國債(10) 98.85 99.1 0.01 87,256,317
010103 21國債(3) 100.6 100.68 0.08 132,438,841
010107 21國債(7) 101.54 101.93 0.37 79,815,876
010110 21國債(10) 94.2 94.28 0.08 148,355,571
010112 21國債(12) 94.81 94.95 0.07 22,013,964
010115 21國債(15) 98.73 98.72 0.04 141,581,829
010203 02國債(3) 90.57 90.68 0.14 61,803,830
010210 02國債(10) 94.1 94.21 -0.12 167,879,019
010213 02國債(13) 92.34 92.73 -0.21 48,044,281
010214 02國債(14) 98.84 98.74 0 185,440,723
010215 02國債(15) 97.6 97.58 -0.02 171,461,073
010301 03國債(1) 95.69 95.65 0.03 230,369,825
010303 03國債(3) 90.14 90.25 0.11 153,121,977
010307 03國債(7) 95.18 95.14 0.01 175,611,559
010308 03國債(8) 92.41 92.46 0.05 64,716,684
010311 N03國(11) 99.99 99.93 -0.07 1,796,092,202
100009 機(jī)場(chǎng)轉(zhuǎn)債 117.02 118.04 1.02 5,519,729
100016 民生轉(zhuǎn)債 115.26 113.51 -1.31 118,970,187
100087 水運(yùn)轉(zhuǎn)債 104.16 105.65 -0.51 7,438,352
100096 云化轉(zhuǎn)債 101.78 102.3 0.59 11,873,956
100117 西鋼轉(zhuǎn)債 102.83 102.94 -0.43 16,196,438
100177 雅戈轉(zhuǎn)債 103.75 103.49 -0.38 10,564,146
100196 復(fù)星轉(zhuǎn)債 100.45 100.3 -0.08 8,455,569
100220 陽光轉(zhuǎn)債 99.95 99.89 -0.1 7,703,098
100236 桂冠轉(zhuǎn)債 101.65 101.8 0.14 10,343,404
100567 山鷹轉(zhuǎn)債 104.27 104.28 0.01 434,093
100726 龍電轉(zhuǎn)債 107.2 107.22 0.11 31,034,702
100795 國電轉(zhuǎn)債 106.5 107 0.37 4,481,971
120001 99寶鋼債 102.9 102.93 0.02 417,574
120101 01中移 動(dòng) 103.88 103.85 -0.16 6,259,760
120102 01三峽債 103.5 103.64 0.12 5,547,766
120201 02三峽債 97.39 97.4 0.01 2,096,579
120202 02中移(5) 99.5 99.5 0 41,389,586
120203 02中移(15) 95.53 95.37 -0.28 43,808,538
120204 02蘇交通 99.79 99.74 -0.05 863,653
120205 02渝城投 100.8 101.25 0.14 69,762
120206 02武鋼(3) 103.8 103.8 0 31,140
120207 02武鋼(7) 98.7 98.6 -0.16 444,993
120288 02金茂債 99.2 99.1 -0.11 378,676
120301 03滬軌道 99.85 99.97 0.12 222,583
129805 98三峽(8) 112.1 112.21 0.11 1,101,793
129806 98中鐵(1) 134.35 134.38 0.03 1,608,186
129901 98中鐵(2) 115.75 115.8 0.05 276,644
129902 98中鐵(3) 101.71 102 0.19 3,191,308
129903 99三峽債 102.7 103.5 0 632,301
129904 98中信(7) 107 107.1 0.07 544,062
129905 98石油債 103.18 103.22 0.01 6,026,378
201000 R003 2.82 2.73 54.23 2,341,200,000
201001 R007 2.2 2.01 6.91 4,758,700,000
201002 R014 2.32 2.06 4.04 1,432,600,000
201003 R028 2.26 2.25 -0.44 1,270,900,000
201004 R091 2.8 2.4 -13.97 825,700,000
201005 R182 3 2.8 -6.66 160,600,000
201008 R001 1.98 1.62 0 4,969,300,000
201009 R002 1.98 1.71 0 160,300,000
201010 R004 2.7 2.47 -5 582,600,000
202001 RC001 2.34 1.62 -18.18 321,600,000
202003 RC003 2.94 2.7 28.57 465,300,000
202007 RC007 2.19 2.08 -5.02 372,600,000
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 國債0115 98.72 98.72 0.04 1,974
100203 國債0203 90.99 91 0.6 45,499
100210 國債0210 94.28 94.2 -0.03 16,962
100213 國債0213 90 90.49 0.54 203,555
100301 國債0301 95.5 95.5 0 39,155
100303 國債0303 89.96 90.23 0.23 71,369
100308 國債0308 93 93 0 114,390
100311 國債0311 100.08 100 0 237,047
101912 國債912 95 95 0 15,192
101917 國債917 101.21 101.74 0.75 164,441
101998 國債998 99.3 99.3 -0.02 10,923
111015 01三峽10 102.45 102 -0.44 87,910
111016 01廣核債 103.3 103.55 0.24 459,427
111017 02電網(wǎng)3 104.5 104.43 0.12 31,330
111018 02電網(wǎng)15 100.95 100.95 0.05 1,671,013
111019 02廣核債 95.5 95.5 0 749,248
125002 萬科轉(zhuǎn)債 104.85 104.9 0.1 6,058,966
125302 茂煉轉(zhuǎn)債 120.61 121.82 0.85 17,445,813
125629 鋼釩轉(zhuǎn)債 125.49 125.44 0.24 13,489,363
125630 銅都轉(zhuǎn)債 112.01 113 0.9 58,589,919
125729 燕京轉(zhuǎn)債 98.07 98.54 0.57 573,736
125930 豐原轉(zhuǎn)債 103.1 103.55 0.53 9,108,180
125936 華西轉(zhuǎn)債 97.28 97.94 0.69 14,774,462
126301 絲綢轉(zhuǎn)2 96.45 96.1 -0.41 14,854,610
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國債(6) 2.11% 2.216 7.444 5.445 2.532
009704 97國債(4) 2.77% 3.226 14.348 2.2775 3.759
009905 99國債(5) 2.91% 3.43 15.478 0.9076 3.715
009908 99國債(8) 3.51% 5.165 33.069 0.6058 5.808
010004 20國債(4) 2.60% - - 1.3748 6.471
010010 20國債(10) 2.63% - - 0.097 3.951
010103 21國債(3) 3.12% 3.963 20.327 1.962 4.392
010107 21國債(7) 4.18% 11.958 189.494 1.4472 17.66
010110 21國債(10) 3.83% 6.768 55.472 0.5253 7.814
010112 21國債(12) 3.81% 6.842 56.63 0.2758 7.91
010115 21國債(15) 3.27% 4.474 25.654 2.8438 5.044
010203 02國債(3) 3.92% 7.194 62.774 1.5658 8.375
010210 02國債(10) 3.51% 5.17 32.836 0.6875 5.704
010213 02國債(13) 3.31% 11.146 150.47 0.4986 13.8
010214 02國債(14) 2.99% 3.631 17.027 0.2832 3.893
010215 02國債(15) 3.38% 5.254 34.761 2.8979 6.011
010301 03國債(1) 3.47% 5.489 37.373 2.0624 6.216
010303 03國債(3) 4.25% 13.371 232.637 0.4005 19.373
010307 03國債(7) 3.49% 5.969 43.335 0.7361 6.715
010308 03國債(8) 3.98% 8.184 81.059 0.604 9.792
100009 機(jī)場(chǎng)轉(zhuǎn)債 - - - 0.6137 1.233
100016 民生轉(zhuǎn)債 - - - 1.1425 4.238
100087 水運(yùn)轉(zhuǎn)債 - - - 0.2737 3.696
100096 云化轉(zhuǎn)債 - - - 0.3507 2.77
100117 西鋼轉(zhuǎn)債 - - - 0.3616 4.69
100177 雅戈轉(zhuǎn)債 - - - 0.6575 2.334
100196 復(fù)星轉(zhuǎn)債 - - - 0.1534 4.901
100220 陽光轉(zhuǎn)債 - - - 0.6164 1.375
100236 桂冠轉(zhuǎn)債 - - - 0.4581 4.573
100567 山鷹轉(zhuǎn)債 - - - 0.6945 4.534
100726 龍電轉(zhuǎn)債 - - - 0.7479 4.499
100795 國電轉(zhuǎn)債 - - - 0.3003 4.622
120001 99寶鋼債 2.92% 1.602 4.159 1.2164 1.688
120101 01中移 動(dòng) 3.37% - - 1.7066 7.542
120102 01三峽債 4.87% 9.297 111.34 0.3426 12.934
120201 02三峽債 5.06% 11.984 194.376 0.952 18.8
120202 02中移(5) 3.73% 3.571 16.598 0.3356 3.904
120203 02中移(15) 4.99% 9.99 128.054 0.3945 13.904
120204 02蘇交通 4.96% 9.658 124.746 4.3494 14.027
120205 02渝城投 4.75% 6.981 62.936 4.2372 9.019
120206 02武鋼(3) 3.30% 1.864 5.281 3.7589 1.926
120207 02武鋼(7) 4.32% 5.148 33.058 0.2974 5.926
120288 02金茂債 4.68% 6.732 57.301 2.4858 8.403
120301 03滬軌道 4.87% 9.866 128.971 3.5339 14.214
129805 98三峽(8) 3.88% 2.702 10.506 5.4016 3.129
129806 98中鐵(1) 5.08% 0.057 0.058 34.3311 0.06
129901 98中鐵(2) 3.23% 0.836 1.508 15.6893 0.863
129902 98中鐵(3) 4.24% 5.043 32.014 0.5795 5.863
129903 99三峽債 3.46% - - 1.2978 6.644
129904 98中信(7) 3.59% 2.305 7.751 2.5373 2.537
129905 98石油債 3.87% 3.388 15.221 1.011 3.767
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 國債0115 3.26% 4.474 25.657 2.8438 5.044
100203 國債0203 3.81% 7.206 62.943 1.5658 8.375
100210 國債0210 3.61% 5.165 32.765 0.6875 5.704
100213 國債0213 3.55% 11.082 149.119 0.52 13.8
100215 國債0215 3.16% 5.27 34.945 2.8738 6.011
100301 國債0301 3.38% 5.495 37.451 2.0624 6.216
100303 國債0303 4.20% 13.4 233.373 0.4285 19.373
100307 國債0307 2.99% 6.008 43.851 0.7361 6.715
100308 國債0308 3.89% 8.197 81.268 0.6288 9.792
101904 國債904 2.82% - - 1.3534 6.471
101912 國債912 3.79% 6.844 56.656 0.2507 7.91
101917 國債917 4.22% 11.936 188.987 1.4472 17.66
101966 國債966 2.25% 2.212 7.418 5.5423 2.532
101995 國債995 3.01% 3.426 15.444 0.9346 3.715
101998 國債998 3.43% 5.17 33.131 0.6329 5.808
111015 01三峽10 3.58% - - 0.2146 7.934
111016 01廣核債 4.26% 4.274 24.014 3.9845 5.022
111017 02電網(wǎng)3 3.75% 1.489 3.652 5.063 1.545
111018 02電網(wǎng)15 4.99% 9.517 118.691 2.2103 13.545
111019 02廣核債 4.99% 10.027 128.826 0.2219 13.94
125002 萬科轉(zhuǎn)債 - - - 0.7068 3.529
125302 茂煉轉(zhuǎn)債 - - - 0.8767 0.649
125629 鋼釩轉(zhuǎn)債 - - - 1.2904 4.14
125630 銅都轉(zhuǎn)債 - - - 0.6312 4.463
125729 燕京轉(zhuǎn)債 - - - 0.1545 3.871
125930 豐原轉(zhuǎn)債 - - - 1.08 4.389
125936 華西轉(zhuǎn)債 - - - 0.4033 4.745
126301 絲綢轉(zhuǎn)2 - - - 0.4142 3.77
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 曾剛)
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