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昨日滬市國債現(xiàn)券市場繼續(xù)收陽。上證國債指數(shù)以98.19點低開高走,收盤較前日上漲了0.13%,全天總計成交金額24.55億元。中長期債漲幅均較前日有大幅增加,普遍上漲0.30%以上,均線系統(tǒng)呈正態(tài)發(fā)散。短期債漲幅較小。
企業(yè)債指數(shù)放量收陽以99.30點低開,報收于99.33點,與昨日持平,全天成交金額2.56億元,滬、深兩市25只企業(yè)債券11漲6平8跌,其中10年期02渝城投、02金茂債、98中鐵(3)居漲幅前列。可轉(zhuǎn)債市場,在股市上漲1.81%的影響下,滬市前三只轉(zhuǎn)債:機場轉(zhuǎn)債、民生轉(zhuǎn)債和水運轉(zhuǎn)債均也有很大幅度上漲,平均漲幅也在2.10%以上。
交易所滬市回購市場利率略有上漲,全天成交金額(含企業(yè)債回購)221.40億元,成交較前日略有增加,滬市9只國債回購品種5漲4跌,其中R091回落至2.105%,也接近年底利率水平。
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) 123.5 123.36 -0.14 16,348,887
009704 97國債(4) 124.59 124.6 -0.08 17,663,503
009905 99國債(5) 101.1 100.98 -0.06 7,805,013
009908 99國債(8) 98.71 98.73 0.02 169,303,162
010004 20國債(4) 100.39 100.58 0.22 44,282,574
010010 20國債(10) 99.25 99.48 0.09 49,469,570
010103 21國債(3) 100.5 100.67 -0.01 195,538,363
010107 21國債(7) 102.95 103.49 0.36 30,947,648
010110 21國債(10) 94.8 95.18 0.4 76,387,175
010112 21國債(12) 95.47 95.67 0.18 77,578,890
010115 21國債(15) 98.44 98.47 0.03 204,534,469
010203 02國債(3) 91.24 91.6 0.36 104,372,234
010210 02國債(10) 94.03 94.08 0.05 152,564,696
010213 02國債(13) 92.3 92.45 0.08 124,191,424
010214 02國債(14) 98.8 98.88 0.08 60,349,307
010215 02國債(15) 97.3 97.32 0 160,491,618
010301 03國債(1) 95.39 95.4 0 251,781,604
010303 03國債(3) 90.65 91.8 1.26 209,675,091
010307 03國債(7) 95.1 95.13 -0.02 257,450,369
010308 03國債(8) 93.16 93.55 0.39 141,712,983
010311 03國債(11) 99.91 99.9 0 102,277,616
100009 機場轉(zhuǎn)債 118.8 121.3 2.09 8,427,153
100016 民生轉(zhuǎn)債 116 116.25 2.61 215,501,224
100087 水運轉(zhuǎn)債 110.99 113.89 2.6 15,831,906
100096 云化轉(zhuǎn)債 104.99 104.6 0.28 5,965,123
100117 西鋼轉(zhuǎn)債 102.51 102.7 0.01 11,188,993
100177 雅戈轉(zhuǎn)債 104 104.33 0.19 9,866,230
100196 復(fù)星轉(zhuǎn)債 100.4 100.19 -0.11 14,866,516
100220 陽光轉(zhuǎn)債 100.26 100.84 0.51 1,648,286
100236 桂冠轉(zhuǎn)債 102.46 102.4 0 10,729,528
100567 山鷹轉(zhuǎn)債 104.22 104.57 -0.09 11,135,087
100726 龍電轉(zhuǎn)債 108.97 108.77 -0.02 641,023
100795 國電轉(zhuǎn)債 107.07 108 0.83 35,063,182
120001 99寶鋼債 102.9 102.8 0 1,016,758
120101 01中移 動 103.7 104.3 0.09 4,125,382
120102 01三峽債 103.5 103.31 -0.16 52,615,771
120201 02三峽債 96.5 96.59 0.09 19,381,713
120202 02中移(5) 99.55 99.5 0 537,307
120203 02中移(15) 95.4 95.25 0.01 77,859,112
120204 02蘇交通 99.61 99.38 -0.21 2,219,616
120205 02渝城投 98.1 97.75 0.25 76,368
120206 02武鋼(3) 103.89 103.6 -0.34 528,390
120207 02武鋼(7) 98.51 98.47 -0.04 5,082,974
120288 02金茂債 98.61 98.54 0.24 672,274
120301 03滬軌道 99.01 99.45 0.1 93,355
120302 03蘇園建 99.2 98.57 -0.62 613,806
129805 98三峽(8) 112.5 112.45 -0.08 1,376,591
129806 98中鐵(1) 134.4 134.6 0.08 8,982,021
129901 98中鐵(2) 115.82 115.85 0 381,138
129902 98中鐵(3) 101.85 102 0.13 153,916
129903 99三峽債 103.8 103.8 0 1,131,420
129904 98中信(7) 107.32 107.34 0.12 143,824
129905 98石油債 103.35 103.52 0.07 5,473,597
201000 R003 2.7 2.94 14.39 1,114,600,000
201001 R007 2.09 2.09 1.45 7,865,000,000
201002 R014 2.25 2.3 3.13 1,336,100,000
201003 R028 2.77 2.25 -7.4 1,869,900,000
201004 R091 2.98 2.11 -12.81 1,179,200,000
201005 R182 2.99 2.9 20.83 1,042,900,000
201008 R001 1.98 1.62 0 6,217,000,000
201009 R002 2.97 2.97 47.76 1,017,700,000
201010 R004 2.3 2.55 -6.93 34,300,000
202001 RC001 1.98 1.97 21.6 70,000,000
202007 RC007 2.14 2.14 0.46 393,400,000
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
100203 國債0203 90.55 91.03 -0.51 72,793
100213 國債0213 90.25 90.35 0.19 169,703
100214 國債0214 98.4 98.3 0.16 261,465
100301 國債0301 94.8 94.97 -0.03 300,859
100303 國債0303 90.52 91.65 1.25 378,377
100308 國債0308 93.5 93.5 1.44 58,552
100311 國債0311 99.99 100 0 111,998
101917 國債917 103.34 103.7 0.88 193,927
101966 國債966 123.46 123.45 -0.02 11,111
101973 國債973 123.09 124.4 -0.94 23,405
101995 國債995 100.64 100.63 -0.02 2,141,306
101998 國債998 98.6 98.89 0.29 69,120
111015 01三峽10 102.01 102.54 0.04 46,421,963
111016 01廣核債 103.78 103.35 -0.17 26,341,455
111018 02電網(wǎng)15 100.1 100.1 0 60,060
111019 02廣核債 95 95 0 552,422
125002 萬科轉(zhuǎn)債 105.2 105.11 0.28 5,761,118
125302 茂煉轉(zhuǎn)債 123.56 123.24 -0.26 13,220,216
125629 鋼釩轉(zhuǎn)債 123.73 125.46 1.46 50,283,470
125630 銅都轉(zhuǎn)債 116.02 116.88 0 2,099,666
125729 燕京轉(zhuǎn)債 98.07 98.24 0.17 2,373,172
125930 豐原轉(zhuǎn)債 103.48 103.96 0.54 9,718,688
125936 華西轉(zhuǎn)債 98.37 98.55 0.17 4,396,185
126301 絲綢轉(zhuǎn)2 96.34 96.52 0.18 3,890,081
滬市債券部分指標
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) 2.11% 2.196 7.339 5.445 2.51
009704 97國債(4) 2.77% 3.206 14.201 2.2775 3.737
009905 99國債(5) 2.99% 3.406 15.285 1.0155 3.693
009908 99國債(8) 3.54% 5.141 32.805 0.7142 5.786
010004 20國債(4) 2.60% - - 1.3534 6.449
010010 20國債(10) 2.50% - - 0.1746 3.929
010103 21國債(3) 3.12% 3.941 20.139 1.962 4.37
010107 21國債(7) 4.02% 12.009 190.671 1.5523 17.638
010110 21國債(10) 3.83% 6.746 55.163 0.5253 7.792
010112 21國債(12) 3.69% 6.833 56.491 0.351 7.888
010115 21國債(15) 3.27% 4.452 25.443 2.8438 5.022
010203 02國債(3) 3.73% 7.194 62.764 1.6493 8.353
010210 02國債(10) 3.51% 5.149 32.594 0.6875 5.682
010213 02國債(13) 3.31% 11.125 149.972 0.4986 13.778
010214 02國債(14) 2.96% 3.611 16.866 0.3485 3.871
010215 02國債(15) 3.43% 5.386 35.511 0.0401 5.989
010301 03國債(1) 3.50% 5.466 37.097 2.1499 6.195
010303 03國債(3) 4.25% 13.35 232.047 0.4005 19.351
010307 03國債(7) 3.49% 5.948 43.072 0.8235 6.693
010308 03國債(8) 3.98% 8.163 80.69 0.604 9.77
010311 03國債(11) 3.51% 6.058 44.892 0.211 6.942
100009 機場轉(zhuǎn)債 - - - 0.6071 1.211
100016 民生轉(zhuǎn)債 - - - 1.1795 4.216
100087 水運轉(zhuǎn)債 - - - 0.2959 3.674
100096 云化轉(zhuǎn)債 - - - 0.4033 2.748
100117 西鋼轉(zhuǎn)債 - - - 0.3616 4.668
100177 雅戈轉(zhuǎn)債 - - - 0.6904 2.312
100196 復(fù)星轉(zhuǎn)債 - - - 0.1403 4.879
100220 陽光轉(zhuǎn)債 - - - 0.6164 1.353
100236 桂冠轉(zhuǎn)債 - - - 0.4942 4.551
100567 山鷹轉(zhuǎn)債 - - - 0.7315 4.512
100726 龍電轉(zhuǎn)債 - - - 0.7356 4.477
100795 國電轉(zhuǎn)債 - - - 0.2937 4.6
120001 99寶鋼債 2.92% 1.581 4.068 1.2164 1.666
120101 01中移 動 3.40% - - 1.6759 7.521
120102 01三峽債 4.87% 9.274 110.885 0.2998 12.912
120201 02三峽債 5.13% 11.923 192.896 1.0694 18.778
120202 02中移(5) 3.76% 3.549 16.419 0.4219 3.882
120203 02中移(15) 5.04% 9.959 127.41 0.5425 13.882
120204 02蘇交通 4.96% 9.633 124.257 4.3494 14.005
120205 02渝城投 4.63% 7.286 65.652 0.0237 8.997
120206 02武鋼(3) 3.44% 1.841 5.168 3.8452 1.904
120207 02武鋼(7) 4.39% 5.122 32.765 0.3965 5.904
120288 02金茂債 4.68% 6.71 56.974 2.4858 8.381
120301 03滬軌道 4.81% 9.862 128.862 3.4968 14.192
120302 03蘇園建 4.71% 7.548 71.688 1.72 9.6
129805 98三峽(8) 3.86% 2.68 10.368 5.3507 3.107
129806 98中鐵(1) 2.95% 0.037 0.038 34.5025 0.038
129901 98中鐵(2) 3.23% 0.814 1.45 15.6893 0.841
129902 98中鐵(3) 4.24% 5.023 31.785 0.7274 5.841
129903 99三峽債 3.32% - - 1.4205 6.622
129904 98中信(7) 3.49% 2.286 7.649 2.6724 2.515
129905 98石油債 3.80% 3.37 15.084 1.1589 3.745
深市債券部分指標
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 3.26% 4.453 25.447 2.8438 5.022
100203 國債0203 3.81% 7.185 62.624 1.6493 8.353
100210 國債0210 3.61% 5.143 32.526 0.753 5.682
100213 國債0213 3.52% 11.07 148.816 0.5841 13.778
100214 國債0214 3.12% 3.605 16.81 0.3485 3.871
100215 國債0215 3.16% 5.404 35.73 2.8738 5.989
100301 國債0301 3.58% 5.46 37.026 2.1499 6.195
100303 國債0303 4.07% 13.45 234.625 0.5123 19.351
100307 國債0307 2.99% 5.986 43.574 0.7361 6.693
100308 國債0308 3.83% 8.184 81.051 0.7033 9.77
100311 國債0311 3.50% 6.059 44.91 0.211 6.942
101903 國債903 3.22% 3.937 20.095 2.0158 4.37
101904 國債904 2.82% - - 1.3534 6.449
101912 國債912 3.75% 6.827 56.411 0.3342 7.888
101917 國債917 4.00% 12.017 190.853 1.5523 17.638
101966 國債966 2.25% 2.193 7.316 5.445 2.51
101973 國債973 2.80% 3.203 14.175 2.5991 3.737
101995 國債995 2.93% 3.408 15.306 0.9076 3.693
101998 國債998 3.51% 5.143 32.828 0.7142 5.786
111015 01三峽10 3.41% - - 0.3372 7.912
111016 01廣核債 4.26% 4.252 23.802 3.9845 5
111017 02電網(wǎng)3 3.75% 1.467 3.565 5.063 1.523
111018 02電網(wǎng)15 5.09% 9.469 117.765 2.3301 13.523
111019 02廣核債 5.04% 9.992 128.092 0.3699 13.918
125002 萬科轉(zhuǎn)債 - - - 0.7438 3.507
125302 茂煉轉(zhuǎn)債 - - - 0.9384 0.627
125629 鋼釩轉(zhuǎn)債 - - - 1.2781 4.118
125630 銅都轉(zhuǎn)債 - - - 0.6707 4.441
125729 燕京轉(zhuǎn)債 - - - 0.1841 3.849
125930 豐原轉(zhuǎn)債 - - - 1.1392 4.367
125936 華西轉(zhuǎn)債 - - - 0.4427 4.723
126301 絲綢轉(zhuǎn)2 - - - 0.4586 3.748
注:技術(shù)指標由北方之星數(shù)碼技術(shù)公司提供
(上海證券報 漢唐證券 朱莉娟)
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