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昨日國(guó)債市場(chǎng)持續(xù)調(diào)整,長(zhǎng)期債反彈企穩(wěn),中短期債開(kāi)始小幅下跌調(diào)整,滬市國(guó)債現(xiàn)貨市場(chǎng)21只品種12漲7跌2平,上證國(guó)債指數(shù)收盤(pán)98.05點(diǎn),較周二下跌了0.02點(diǎn),成交金額放大至27.14億元。長(zhǎng)期債漲幅居前,0107、0112、0213、0303分別上漲0.23%、0.19%、0.14%和0.13%。新券和7年左右品種成交活躍,0311、9908、0307成交量分別為3.98億、2.76億和2.51億。新券0311成交量大幅萎縮,只有昨日上市首日的22%。
上證所國(guó)債回購(gòu)交易中長(zhǎng)期品種上漲,R028和R091漲幅分別為22.22%和17.96%,7天品種也漲了5.24%。企業(yè)債市場(chǎng)呈現(xiàn)低位窄幅波動(dòng)走勢(shì),上證企債指數(shù)收盤(pán)99.57點(diǎn),較周二下跌了0.09點(diǎn),成交金額較昨日放大至3.1億元。
央行票據(jù)再次流標(biāo)對(duì)市場(chǎng)影響不大；新券凈價(jià)價(jià)格依舊維持在100元面值以下,但也沒(méi)有突破99.90元的位置；長(zhǎng)期券的反彈是對(duì)上周大幅下跌后的修正。市場(chǎng)目前仍處于調(diào)整狀態(tài)。
滬市每日債券行情
債券代碼 債券簡(jiǎn)稱 開(kāi)盤(pán) 收盤(pán) 漲跌幅 成交金額
000696 96國(guó)債(6) 123.6 123.65 0 13,856,259
009704 97國(guó)債(4) 124.69 124.67 0 5,843,012
009905 99國(guó)債(5) 101.11 100.9 -0.21 72,694,260
009908 99國(guó)債(8) 98.94 98.93 0.01 273,227,972
010004 20國(guó)債(4) 99.99 100 -0.01 160,814,169
010010 20國(guó)債(10) 99.08 99.06 -0.04 77,324,886
010103 21國(guó)債(3) 100.6 100.63 -0.05 6,748,657
010107 21國(guó)債(7) 101.88 102.16 0.22 91,304,637
010110 21國(guó)債(10) 94.26 94.29 0.01 120,733,953
010112 21國(guó)債(12) 94.95 95.13 0.19 14,855,052
010115 21國(guó)債(15) 98.72 98.67 -0.05 110,548,252
010203 02國(guó)債(3) 90.61 90.81 0.14 95,981,436
010210 02國(guó)債(10) 94.25 94.15 -0.06 208,886,763
010213 02國(guó)債(13) 92.65 92.46 -0.29 129,789,233
010214 02國(guó)債(14) 98.74 98.64 -0.1 163,428,706
010215 02國(guó)債(15) 97.6 97.5 -0.08 46,779,664
010301 03國(guó)債(1) 95.7 95.56 -0.09 166,232,313
010303 03國(guó)債(3) 90.25 90.34 0.1 153,809,484
010307 03國(guó)債(7) 95.15 95.01 -0.13 239,212,169
010308 03國(guó)債(8) 92.45 92.47 0.01 76,435,619
010311 03國(guó)債(11) 99.95 99.92 -0.01 398,646,114
100009 機(jī)場(chǎng)轉(zhuǎn)債 118.45 118.13 0.07 4,240,968
100016 民生轉(zhuǎn)債 113.66 113.5 0 111,593,718
100087 水運(yùn)轉(zhuǎn)債 105.94 106 0.33 4,024,101
100096 云化轉(zhuǎn)債 102.06 102.91 0.59 13,314,031
100117 西鋼轉(zhuǎn)債 103 103 0.05 9,332,006
100177 雅戈轉(zhuǎn)債 103.5 103.41 -0.07 5,127,478
100196 復(fù)星轉(zhuǎn)債 100.3 100.25 -0.05 8,273,719
100220 陽(yáng)光轉(zhuǎn)債 99.97 99.88 -0.01 1,815,398
100236 桂冠轉(zhuǎn)債 101.98 102.04 0.23 31,845,423
100567 山鷹轉(zhuǎn)債 104.13 104.3 0.01 4,573,182
100726 龍電轉(zhuǎn)債 107 107.07 -0.14 10,789,478
100795 國(guó)電轉(zhuǎn)債 106.9 107.05 0.04 13,561,999
120001 99寶鋼債 102.85 102.9 -0.02 355,979
120101 01中移 動(dòng) 104.14 104 0.14 9,722,102
120102 01三峽債 103.65 103.65 0.01 7,051,223
120201 02三峽債 97.3 97.29 -0.11 201,722,127
120202 02中移(5) 99.5 99.52 0.02 1,309,491
120203 02中移(15) 95.3 95.1 -0.28 55,058,146
120204 02蘇交通 99.82 99.6 -0.14 1,933,227
120205 02渝城投 101.2 101.99 0.73 11,140
120206 02武鋼(3) 103.81 103.99 0.18 93,374
120207 02武鋼(7) 98.6 98.5 -0.1 973,794
120288 02金茂債 99.09 98.98 -0.12 4,785,655
120301 03滬軌道 99.97 99.5 -0.47 3,179,866
129805 98三峽(8) 112.28 112.36 0.13 178,561
129806 98中鐵(1) 134.31 134.48 0.07 1,586,963
129901 98中鐵(2) 115.8 115.81 0 508,363
129902 98中鐵(3) 101.85 101.86 -0.13 1,796,778
129903 99三峽債 103.5 103.5 0 6,223,255
129904 98中信(7) 107.05 107.19 0.08 77,132
129905 98石油債 103.22 103.27 0.04 4,667,729
201000 R003 2.94 2.83 3.66 845,700,000
201001 R007 2.1 2.11 4.97 9,157,500,000
201002 R014 2.1 2.28 10.68 3,394,100,000
201003 R028 2.3 2.75 22.22 2,075,400,000
201004 R091 2.79 2.74 14.16 947,400,000
201005 R182 3 2.99 6.78 249,300,000
201008 R001 1.98 1.77 9.25 4,936,700,000
201009 R002 3.33 3 75.43 1,035,200,000
201010 R004 2.4 2.3 -6.88 66,200,000
202001 RC001 1.98 1.98 22.22 280,300,000
202003 RC003 2.94 2.7 0 14,600,000
202007 RC007 2.14 2.13 2.4 396,500,000
深市每日債券行情
債券代碼 債券簡(jiǎn)稱 開(kāi)盤(pán) 收盤(pán) 漲跌幅 成交金額
100203 國(guó)債0203 90.96 90.98 -0.02 100,978
100210 國(guó)債0210 94.2 94.2 0 4,710
100213 國(guó)債0213 90.38 90.14 -0.39 182,913
100214 國(guó)債0214 98.5 98.5 0 29,550
100303 國(guó)債0303 90.22 90.49 0.29 53,162
100308 國(guó)債0308 93.95 92.17 -0.89 4,662
100311 國(guó)債0311 100 100 0 285,108
101904 國(guó)債904 99.78 99.78 1.09 2,993
101912 國(guó)債912 95.3 95.3 0.32 9,530
101917 國(guó)債917 102.08 102.1 0.35 101,070
101966 國(guó)債966 123.22 123.18 -0.09 48,048
101973 國(guó)債973 125.5 125.58 -0.32 140,597
101995 國(guó)債995 101 101 0.09 4,040
101998 國(guó)債998 99.3 99.3 0 12,909
111015 01三峽10 102 102.2 0.2 389,642
111016 01廣核債 103.55 103.36 -0.18 121,999
111017 02電網(wǎng)3 104.5 104.4 -0.03 83,540
111018 02電網(wǎng)15 100.95 100.96 0.01 730,993
111019 02廣核債 95.35 95.37 -0.14 1,250,832
125002 萬(wàn)科轉(zhuǎn)債 104.9 104.3 -0.57 9,314,536
125302 茂煉轉(zhuǎn)債 121.65 122.58 0.62 7,106,436
125629 鋼釩轉(zhuǎn)債 125.46 125.8 0.29 63,735,783
125630 銅都轉(zhuǎn)債 113.02 113.84 0.74 25,511,655
125729 燕京轉(zhuǎn)債 98.31 98.52 -0.02 1,946,308
125930 豐原轉(zhuǎn)債 103.36 103.33 -0.21 1,587,267
125936 華西轉(zhuǎn)債 97.94 98.15 0.21 7,068,965
126301 絲綢轉(zhuǎn)2 96.11 96 -0.1 10,193,967
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) 2.10% 2.213 7.425 5.6071 2.529
009704 97國(guó)債(4) 2.77% 3.223 14.329 2.2775 3.756
009905 99國(guó)債(5) 3.01% 3.424 15.423 0.9525 3.712
009908 99國(guó)債(8) 3.50% 5.162 33.043 0.651 5.805
010004 20國(guó)債(4) 2.60% - - 1.3534 6.468
010010 20國(guó)債(10) 2.61% - - 0.1293 3.948
010103 21國(guó)債(3) 3.11% 3.96 20.309 2.0068 4.389
010107 21國(guó)債(7) 4.13% 11.978 189.967 1.4706 17.658
010110 21國(guó)債(10) 3.81% 6.768 55.475 0.5658 7.811
010112 21國(guó)債(12) 3.77% 6.843 56.646 0.2925 7.907
010115 21國(guó)債(15) 3.29% 4.47 25.617 2.8849 5.041
010203 02國(guó)債(3) 3.84% 7.2 62.857 1.6005 8.373
010210 02國(guó)債(10) 3.54% 5.166 32.786 0.7203 5.701
010213 02國(guó)債(13) 3.31% 11.143 150.408 0.4986 13.797
010214 02國(guó)債(14) 3.02% 3.627 16.996 0.2977 3.89
010215 02國(guó)債(15) 3.39% 5.25 34.716 2.8738 6.008
010301 03國(guó)債(1) 3.46% 5.486 37.346 2.0988 6.214
010303 03國(guó)債(3) 4.25% 13.368 232.564 0.4005 19.37
010307 03國(guó)債(7) 3.50% 5.965 43.292 0.7725 6.712
010308 03國(guó)債(8) 3.98% 8.181 81.013 0.604 9.789
010311 03國(guó)債(11) 3.51% 6.077 45.138 0.1438 6.962
100009 機(jī)場(chǎng)轉(zhuǎn)債 - - - 0.6181 1.23
100016 民生轉(zhuǎn)債 - - - 1.1301 4.236
100087 水運(yùn)轉(zhuǎn)債 - - - 0.2663 3.693
100096 云化轉(zhuǎn)債 - - - 0.3726 2.767
100117 西鋼轉(zhuǎn)債 - - - 0.3616 4.688
100177 雅戈轉(zhuǎn)債 - - - 0.6712 2.332
100196 復(fù)星轉(zhuǎn)債 - - - 0.1622 4.899
100220 陽(yáng)光轉(zhuǎn)債 - - - 0.6164 1.373
100236 桂冠轉(zhuǎn)債 - - - 0.4581 4.57
100567 山鷹轉(zhuǎn)債 - - - 0.7027 4.532
100726 龍電轉(zhuǎn)債 - - - 0.7562 4.496
100795 國(guó)電轉(zhuǎn)債 - - - 0.2937 4.619
120001 99寶鋼債 2.92% 1.6 4.148 1.2164 1.685
120101 01中移 動(dòng) 3.38% - - 1.727 7.54
120102 01三峽債 4.86% 9.298 111.351 0.3711 12.932
120201 02三峽債 5.07% 11.976 194.191 0.9781 18.797
120202 02中移(5) 3.74% 3.568 16.567 0.3068 3.901
120203 02中移(15) 5.04% 9.975 127.755 0.4562 13.901
120204 02蘇交通 4.96% 9.655 124.684 4.3494 14.025
120205 02渝城投 4.63% 6.996 63.149 4.2608 9.016
120206 02武鋼(3) 3.21% 1.864 5.278 3.7781 1.923
120207 02武鋼(7) 4.28% 5.147 33.047 0.2643 5.923
120288 02金茂債 4.68% 6.73 57.26 2.4858 8.4
120301 03滬軌道 4.81% 9.883 129.297 3.4968 14.211
129805 98三峽(8) 3.80% 2.702 10.509 5.4356 3.126
129806 98中鐵(1) 4.26% 0.055 0.055 34.274 0.058
129901 98中鐵(2) 3.21% 0.834 1.502 15.7414 0.86
129902 98中鐵(3) 4.26% 5.04 31.979 0.6411 5.86
129903 99三峽債 3.36% - - 1.3489 6.641
129904 98中信(7) 3.53% 2.304 7.747 2.5673 2.534
129905 98石油債 3.85% 3.386 15.21 1.0726 3.764
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 3.26% 4.471 25.631 2.8438 5.041
100203 國(guó)債0203 3.81% 7.203 62.902 1.5658 8.373
100210 國(guó)債0210 3.61% 5.162 32.735 0.6875 5.701
100213 國(guó)債0213 3.56% 11.078 149.029 0.4986 13.797
100214 國(guó)債0214 3.06% 3.626 16.982 0.2977 3.89
100215 國(guó)債0215 3.16% 5.267 34.914 2.8738 6.008
100301 國(guó)債0301 3.47% 5.486 37.337 2.0916 6.214
100303 國(guó)債0303 4.24% 13.373 232.679 0.4005 19.37
100307 國(guó)債0307 2.99% 6.005 43.816 0.7361 6.712
100308 國(guó)債0308 4.00% 8.179 80.966 0.6454 9.789
100311 國(guó)債0311 3.50% 6.078 45.152 0.1438 6.962
101904 國(guó)債904 2.82% - - 1.3534 6.468
101912 國(guó)債912 3.75% 6.846 56.683 0.2925 7.907
101917 國(guó)債917 4.23% 11.929 188.832 1.4122 17.658
101966 國(guó)債966 2.25% 2.21 7.408 5.445 2.529
101973 國(guó)債973 2.54% 3.232 14.396 2.4115 3.756
101995 國(guó)債995 2.99% 3.425 15.432 0.9525 3.712
101998 國(guó)債998 3.43% 5.167 33.098 0.651 5.805
111015 01三峽10 3.58% - - 0.2146 7.932
111016 01廣核債 4.26% 4.272 23.988 3.9845 5.019
111017 02電網(wǎng)3 3.75% 1.486 3.641 5.063 1.542
111018 02電網(wǎng)15 5.05% 9.497 118.306 2.1704 13.542
111019 02廣核債 4.99% 10.024 128.764 0.2219 13.937
125002 萬(wàn)科轉(zhuǎn)債 - - - 0.6945 3.526
125302 茂煉轉(zhuǎn)債 - - - 0.8904 0.647
125629 鋼釩轉(zhuǎn)債 - - - 1.2781 4.137
125630 銅都轉(zhuǎn)債 - - - 0.6477 4.46
125729 燕京轉(zhuǎn)債 - - - 0.1447 3.868
125930 豐原轉(zhuǎn)債 - - - 1.1047 4.386
125936 華西轉(zhuǎn)債 - - - 0.4121 4.742
126301 絲綢轉(zhuǎn)2 - - - 0.4241 3.767
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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