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央行下調(diào)超額準(zhǔn)備金利率預(yù)示部分長線資金將進(jìn)入債市,也徹底打消了市場對年終資金面的顧慮。受此影響,昨日債券市場跳空開盤,全線上揚(yáng)。滬市國債指數(shù)以98.38點(diǎn)跳高開盤,快速上行至98.80點(diǎn),其后展開橫盤整理,尾市略微回落,收于98.72點(diǎn),漲0.41%。全日成交金額37.51億元,較上日增長53%。21只現(xiàn)券全部上漲,15只漲幅在0.3%至0.44%之間,市場表現(xiàn)為整體性的上揚(yáng)。新券0311開盤后沖破面值,穩(wěn)穩(wěn)守在100.20以上,對跨市場債形成支撐。
滬市企債指數(shù)也在利好帶動(dòng)下一改頹勢,上升0.29點(diǎn),收于99.62點(diǎn),16漲1平2跌,全日成交2.33億元。可轉(zhuǎn)債方面,邯鋼轉(zhuǎn)債首日上市,成交5.65億元,收于103.55元,午后走勢轉(zhuǎn)強(qiáng),后市值得關(guān)注。其余品種9漲3跌,成交3.79億元,民生轉(zhuǎn)債漲1.62%,成交2.14億元。
滬市回購市場成交259億元,中長期回購品種利率稍有上升。近日將公布11月CPI等數(shù)據(jù),普漲的局面必然出現(xiàn)分化。在市場活躍時(shí),建議投資者把握時(shí)機(jī)調(diào)整品種結(jié)構(gòu)。
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) 123.36 123.37 0 17,472,379
009704 97國債(4) 125 125.13 0.42 17,628,892
009905 99國債(5) 101.05 101.27 0.28 26,998,432
009908 99國債(8) 98.93 99.16 0.43 222,445,793
010004 20國債(4) 100.6 100.95 0.36 99,973,368
010010 20國債(10) 99.53 100 0.52 141,376,096
010103 21國債(3) 100.71 101.05 0.37 185,506,422
010107 21國債(7) 103.49 103.8 0.3 51,500,314
010110 21國債(10) 95.12 95.63 0.47 87,381,377
010112 21國債(12) 95.65 96.08 0.42 262,512,943
010115 21國債(15) 98.82 99.09 0.63 293,340,231
010203 02國債(3) 91.6 92 0.43 128,845,160
010210 02國債(10) 94.3 94.43 0.37 202,104,741
010213 02國債(13) 92.4 93.65 1.29 251,234,343
010214 02國債(14) 99.11 99.18 0.3 79,671,216
010215 02國債(15) 97.31 97.75 0.44 115,534,330
010301 03國債(1) 95.39 95.7 0.31 231,063,249
010303 03國債(3) 91.78 92.2 0.43 256,615,737
010307 03國債(7) 95.13 95.45 0.33 438,906,152
010308 03國債(8) 93.55 93.96 0.43 268,002,098
010311 03國債(11) 99.94 100.26 0.36 372,734,515
100009 機(jī)場轉(zhuǎn)債 121 121.72 0.34 3,108,190
100016 民生轉(zhuǎn)債 116.99 118.13 1.61 214,101,349
100087 水運(yùn)轉(zhuǎn)債 113.6 114.38 0.43 11,205,728
100096 云化轉(zhuǎn)債 104.3 104.65 0.04 2,983,654
100117 西鋼轉(zhuǎn)債 102.78 102.34 -0.35 17,352,873
100177 雅戈轉(zhuǎn)債 104.2 104.79 0.44 12,911,287
100196 復(fù)星轉(zhuǎn)債 100.25 100.39 0.2 26,573,774
100220 陽光轉(zhuǎn)債 100.85 100.57 -0.26 394,619
100236 桂冠轉(zhuǎn)債 102.89 102.6 0.19 7,695,436
100567 山鷹轉(zhuǎn)債 104.49 104.64 0.06 7,304,044
100726 龍電轉(zhuǎn)債 108.8 108.19 -0.53 2,987,026
100795 國電轉(zhuǎn)債 108.4 108.87 0.8 29,505,588
110001 N邯鋼轉(zhuǎn) 104 103.55 3.55 677,809,043
120001 99寶鋼債 102.8 102.7 -0.09 11,005,531
120101 01中移 動(dòng) 104.7 104.7 0.38 1,989,300
120102 01三峽債 103.49 104.05 0.71 3,591,341
120201 02三峽債 96.66 96.99 0.41 4,142,418
120202 02中移(5) 99.19 99.6 0.1 1,536,996
120203 02中移(15) 95.31 95.59 0.35 63,777,164
120204 XD02蘇交 95.02 95.36 0.51 1,500,976
120205 02渝城投 97.6 98.67 0.94 52,924,093
120206 02武鋼(3) 103.63 103.62 0.01 310,861
120207 02武鋼(7) 98.46 98.92 0.45 56,619,150
120288 02金茂債 98.69 98.68 0.14 1,346,547
120301 03滬軌道 99.5 99.44 -0.01 1,297,831
120302 03蘇園建 98.51 98.5 -0.07 3,712,974
129805 98三峽(8) 112.45 112.58 0.11 1,548,614
129806 98中鐵(1) 134.47 134.61 0 20,563,998
129901 98中鐵(2) 115.82 115.9 0.04 207,423
129902 98中鐵(3) 101.87 102 0 201,826
129903 99三峽債 104 104.1 0.28 2,834,154
129904 98中信(7) 107 107.4 0.05 614,267
129905 98石油債 103.53 103.69 0.16 208,243
201000 R003 2.5 2.58 -12.24 3,368,300,000
201001 R007 2.1 2.45 17.22 7,367,000,000
201002 R014 2.3 2.33 1.3 1,470,500,000
201003 R028 2.48 2.61 16 1,969,400,000
201004 R091 2.59 2.6 23.22 780,600,000
201005 R182 2.6 2.65 -8.62 521,900,000
201008 R001 4.5 3.78 133.33 7,907,300,000
201009 R002 3.6 3.55 19.52 710,200,000
201010 R004 2 2.03 -20.39 483,000,000
202001 RC001 4.14 3.78 91.87 251,100,000
202003 RC003 2.58 2.31 -10.46 245,100,000
202007 RC007 2.15 2.19 2.33 832,900,000
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
100115 國債0115 99.52 98.46 -0.44 15,913
100203 國債0203 91.5 91.95 1.01 140,400
100210 國債0210 94.2 94.2 0.41 191,226
100213 國債0213 90.35 90.8 0.5 166,879
100214 國債0214 98.4 98.44 0.14 570,079
100215 國債0215 97.8 97.9 0.67 347,242,359
100301 國債0301 95 95.11 0.15 122,742
100303 國債0303 91.53 92.28 0.69 727,829
100307 國債0307 94.3 95 -3.06 14,184
100308 國債0308 93 93.97 0.5 104,272
101903 國債 903 100.09 101 0.82 41,224
101904 國債 904 99.48 100 0.22 50,988
101912 國債 912 95.4 95.4 0.1 19,080
101917 國債 917 103.9 105.88 2.1 18,999
101966 國債 966 123.43 123.11 -0.28 41,960
101973 國債 973 124.4 124.39 -0.01 21,147
101995 國債 995 100.6 100.63 0 302,127
101998 國債 998 98.91 99 0.11 131,598
111015 01三峽10 102.5 103.63 1.06 80,634
111016 XD廣核債 101.3 100.02 0.8 275,416
111017 02電網(wǎng) 3 104.6 105 0.38 646,782
111018 02電網(wǎng)15 100.2 100.45 0.35 134,653
111019 02廣核債 95.2 95.16 0.17 2,008,502
125002 萬科轉(zhuǎn)債 105.25 105.99 0.84 5,304,752
125302 茂煉轉(zhuǎn)債 123.05 123.6 0.29 20,968,007
125629 鋼釩轉(zhuǎn)債 125.5 123.81 -1.32 14,496,039
125630 銅都轉(zhuǎn)債 116.15 116.2 -0.58 2,440,387
125729 燕京轉(zhuǎn)債 98.3 98.55 0.32 3,214,712
125930 豐原轉(zhuǎn)債 103.46 103.9 -0.06 452,443
125936 華西轉(zhuǎn)債 98.55 98.62 0.07 7,597,515
126301 絲綢轉(zhuǎn) 2 96.5 96.69 0.18 779,760
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) 2.13% 2.19 7.305 5.8664 2.507
009704 97國債(4) 2.61% 3.207 14.214 2.6259 3.734
009905 99國債(5) 2.91% 3.406 15.291 0.9076 3.69
009908 99國債(8) 3.51% 5.141 32.8 0.6058 5.784
010004 20國債(4) 2.44% - - 1.446 6.447
010010 20國債(10) 2.63% - - 0.097 3.926
010103 21國債(3) 3.12% 3.939 20.115 1.962 4.367
010107 21國債(7) 4.00% 12.018 190.874 1.5639 17.636
010110 21國債(10) 3.83% 6.744 55.125 0.5253 7.789
010112 21國債(12) 3.63% 6.836 56.542 0.3593 7.885
010115 21國債(15) 3.20% 4.454 25.46 2.9507 5.019
010203 02國債(3) 3.67% 7.198 62.821 1.6562 8.351
010210 02國債(10) 3.48% 5.148 32.586 0.7727 5.679
010213 02國債(13) 3.20% 11.151 150.533 0.5912 13.775
010214 02國債(14) 2.87% 3.612 16.873 0.3558 3.868
010215 02國債(15) 3.35% 5.389 35.545 0.0482 5.986
010301 03國債(1) 3.47% 5.465 37.087 2.0624 6.192
010303 03國債(3) 4.25% 13.347 231.973 0.4005 19.348
010307 03國債(7) 3.49% 5.945 43.025 0.7361 6.69
010308 03國債(8) 3.77% 8.19 81.144 0.7116 9.767
010311 03國債(11) 3.46% 6.06 44.922 0.2205 6.94
100009 機(jī)場轉(zhuǎn)債 - - - 0.6071 1.208
100016 民生轉(zhuǎn)債 - - - 1.1301 4.214
100087 水運(yùn)轉(zhuǎn)債 - - - 0.2663 3.671
100096 云化轉(zhuǎn)債 - - - 0.3507 2.745
100117 西鋼轉(zhuǎn)債 - - - 0.4044 4.666
100177 雅戈轉(zhuǎn)債 - - - 0.6575 2.31
100196 復(fù)星轉(zhuǎn)債 - - - 0.1973 4.877
100220 陽光轉(zhuǎn)債 - - - 0.6164 1.351
100236 桂冠轉(zhuǎn)債 - - - 0.4581 4.548
100567 山鷹轉(zhuǎn)債 - - - 0.6822 4.51
100726 龍電轉(zhuǎn)債 - - - 0.789 4.474
100795 國電轉(zhuǎn)債 - - - 0.3222 4.597
110001 邯鄲轉(zhuǎn)債 - - - 0.0438 4.956
120001 99寶鋼債 3.14% 1.575 4.043 1.3589 1.663
120101 01中移 動(dòng) 3.29% - - 1.8088 7.518
120102 01三峽債 4.87% 9.271 110.827 0.2998 12.91
120201 02三峽債 5.04% 11.96 193.782 0.9129 18.775
120202 02中移(5) 3.73% 3.548 16.406 0.4315 3.879
120203 02中移(15) 4.99% 9.963 127.495 0.3945 13.879
120204 02蘇交通 4.96% 9.63 124.195 4.3494 14.003
120205 02渝城投 4.51% 7.299 65.854 0.0355 8.995
120206 02武鋼(3) 3.44% 1.838 5.156 3.8548 1.901
120207 02武鋼(7) 4.28% 5.125 32.797 0.2643 5.901
120288 02金茂債 4.68% 6.707 56.934 2.4858 8.378
120301 03滬軌道 4.93% 9.826 128.154 3.6574 14.189
120302 03蘇園建 4.72% 7.544 71.621 1.7318 9.597
129805 98三峽(8) 3.76% 2.682 10.385 5.5715 3.104
129806 98中鐵(1) 2.96% 0.035 0.035 34.5215 0.036
129901 98中鐵(2) 3.20% 0.812 1.447 15.8247 0.838
129902 98中鐵(3) 4.24% 5.018 31.738 0.5795 5.838
129903 99三峽債 3.27% - - 1.4307 6.619
129904 98中信(7) 3.55% 2.281 7.617 2.4923 2.512
129905 98石油債 3.76% 3.369 15.078 1.1712 3.742
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% 4.45 25.42 2.8438 5.019
100203 國債0203 3.81% 7.182 62.573 1.5658 8.351
100210 國債0210 3.53% 5.145 32.552 0.7727 5.679
100213 國債0213 3.47% 11.079 149.001 0.5912 13.775
100214 國債0214 3.08% 3.604 16.801 0.3558 3.868
100215 國債0215 3.32% 5.391 35.567 0.0482 5.986
100301 國債0301 3.55% 5.459 37.018 2.1572 6.192
100303 國債0303 4.24% 13.351 232.088 0.4005 19.348
100307 國債0307 3.51% 5.944 43.015 0.8308 6.69
100308 國債0308 3.77% 8.19 81.147 0.7116 9.767
100311 國債0311 3.50% 6.056 44.875 0.211 6.94
101903 國債903 3.02% 3.943 20.161 2.0785 4.367
101904 國債904 2.82% - - 1.3534 6.447
101912 國債912 3.73% 6.826 56.393 0.3593 7.885
101917 國債917 4.23% 11.908 188.311 1.4122 17.636
101966 國債966 2.22% 2.188 7.29 5.8664 2.507
101973 國債973 2.80% 3.2 14.155 2.6259 3.734
101995 國債995 3.09% 3.4 15.233 1.0244 3.69
101998 國債998 3.49% 5.142 32.815 0.7233 5.784
111015 01三峽10 3.25% - - 0.3475 7.91
111016 01廣核債 4.26% 4.473 25.266 3.9845 4.997
111017 02電網(wǎng)3 3.75% 1.464 3.555 5.063 1.521
111018 02電網(wǎng)15 5.05% 9.473 117.83 2.1704 13.521
111019 02廣核債 4.99% 10 128.266 0.2219 13.915
125002 萬科轉(zhuǎn)債 - - - 0.6945 3.504
125302 茂煉轉(zhuǎn)債 - - - 0.9452 0.625
125629 鋼釩轉(zhuǎn)債 - - - 1.2781 4.115
125630 銅都轉(zhuǎn)債 - - - 0.6312 4.438
125729 燕京轉(zhuǎn)債 - - - 0.1874 3.847
125930 豐原轉(zhuǎn)債 - - - 1.1441 4.364
125936 華西轉(zhuǎn)債 - - - 0.3901 4.721
126301 絲綢轉(zhuǎn)2 - - - 0.4636 3.745
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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