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周二市場(chǎng)在周一小幅調(diào)整之后繼續(xù)向上,滬市國(guó)債現(xiàn)貨市場(chǎng)21只品種2跌19漲2平,上證國(guó)債指數(shù)收盤99.19點(diǎn),較周一上漲了0.13點(diǎn),成交金額較周一增加至44.90億元。0308、0110、0301、001分別上漲0.56%、0.33%、0.25%、0.25%。新券0311成交活躍,成交量達(dá)10.63億元,緊接其后的是0308、0115、0303成交量分別為6.2億、3.41億和3.08億。
回購(gòu)市場(chǎng)在收盤前大幅下挫,R007和R003下跌了43.7%和43.4%,1天品種因元旦節(jié)日因素上漲了82.4%。企業(yè)債市場(chǎng)周二漲跌互現(xiàn),整體小幅上漲,上證企債指數(shù)收盤99.64點(diǎn),較上周五上漲了0.02點(diǎn),成交金額略漲至0.68億元。
交易所債市:現(xiàn)券繼續(xù)沖高 回購(gòu)收盤大挫
2003-12-31 04:06
周二市場(chǎng)在周一小幅調(diào)整之后繼續(xù)向上,滬市國(guó)債現(xiàn)貨市場(chǎng)21只品種2跌19漲2平,上證國(guó)債指數(shù)收盤99.19點(diǎn),較周一上漲了0.13點(diǎn),成交金額較周一增加至44.90億元。0308、0110、0301、001分別上漲0.56%、0.33%、0.25%、0.25%。新券0311成交活躍,成交量達(dá)10.63億元,緊接其后的是0308、0115、0303成交量分別為6.2億、3.41億和3.08億。
回購(gòu)市場(chǎng)在收盤前大幅下挫,R007和R003下跌了43.7%和43.4%,1天品種因元旦節(jié)日因素上漲了82.4%。企業(yè)債市場(chǎng)周二漲跌互現(xiàn),整體小幅上漲,上證企債指數(shù)收盤99.64點(diǎn),較上周五上漲了0.02點(diǎn),成交金額略漲至0.68億元。
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) 123.3 123.4 0.05 827,875
009704 97國(guó)債(4) 124.6 125 0.12 5,590,450
009905 99國(guó)債(5) 101.58 101.49 -0.02 2,924,466
009908 99國(guó)債(8) 99.96 100.08 0.14 156,389,873
010004 20國(guó)債(4) 101.15 101.3 0.17 132,929,715
010010 20國(guó)債(10) 100 100.3 0.25 38,271,175
010103 21國(guó)債(3) 101.52 101.63 0.09 41,255,716
010107 21國(guó)債(7) 104.1 104.29 0.12 52,550,447
010110 21國(guó)債(10) 96.05 96.38 0.33 241,961,186
010112 21國(guó)債(12) 96.2 96.49 0.1 283,393,561
010115 21國(guó)債(15) 99.6 99.64 0.03 341,144,262
010203 02國(guó)債(3) 93.4 93.56 0.1 122,605,852
010210 02國(guó)債(10) 94.9 95.05 0.1 268,187,823
010213 02國(guó)債(13) 92.41 92.57 0.15 119,204,163
010214 02國(guó)債(14) 99.55 99.79 0.19 251,267,011
010215 02國(guó)債(15) 98.1 97.8 -0.12 134,619,640
010301 03國(guó)債(1) 96 96.11 0.25 139,776,797
010303 03國(guó)債(3) 91.68 91.8 0.19 307,744,469
010307 03國(guó)債(7) 95.2 95.37 0.17 183,473,852
010308 03國(guó)債(8) 94.25 94.88 0.56 601,953,768
010311 03國(guó)債(11) 100.4 100.55 0.06 1,063,667,993
100009 機(jī)場(chǎng)轉(zhuǎn)債 127.12 128 0.7 2,133,914
100016 民生轉(zhuǎn)債 123.6 123.46 -0.25 95,993,157
100087 水運(yùn)轉(zhuǎn)債 130 132 1.53 2,841,365
100096 云化轉(zhuǎn)債 110.5 110.5 0 2,516,081
100117 西鋼轉(zhuǎn)債 103.53 103.6 0.11 5,038,486
100177 雅戈轉(zhuǎn)債 106.79 107.49 0.65 6,431,446
100196 復(fù)星轉(zhuǎn)債 101.64 102.05 0.39 21,990,204
100220 陽(yáng)光轉(zhuǎn)債 100.81 100.97 0.24 1,171,724
100236 桂冠轉(zhuǎn)債 106 105.7 -0.1 6,462,021
100567 山鷹轉(zhuǎn)債 106.9 106 -0.5 3,360,765
100726 龍電轉(zhuǎn)債 113.79 114.89 0.79 30,540,907
100795 國(guó)電轉(zhuǎn)債 118.11 118.5 0.33 69,541,243
110001 邯鋼轉(zhuǎn)債 105.85 105.56 -0.16 52,083,547
120001 99寶鋼債 102.87 102.83 -0.03 1,399,011
120101 01中移 動(dòng) 103.8 103.8 -0.18 16,608
120102 01三峽債 103.55 103.5 -0.06 40,293,435
120201 02三峽債 97.31 97.59 0.28 3,048,430
120202 02中移(5) 99.65 99.8 0.15 45,854
120203 02中移(15) 95.9 95.79 -0.19 346,825
120204 02蘇交通 95.41 95.5 -0.01 380,857
120206 02武鋼(3) 103.82 103.89 0.01 321,822
120207 02武鋼(7) 99.02 99.11 0 499,090
120288 02金茂債 99.13 99.29 0.16 487,449
120301 03滬軌道 99.45 99.39 0.08 7,325,524
120302 03蘇園建 98 98.1 0.25 1,569,059
129805 98三峽(8) 112.65 112.6 -0.08 1,766,331
129901 98中鐵(2) 116.09 116.1 0.01 1,187,520
129902 98中鐵(3) 101.9 101.9 -0.09 4,080,761
129903 99三峽債 103.15 103.19 -0.01 69,127
129904 98中信(7) 107.48 107.58 0.09 187,058
129905 98石油債 103.6 103.64 -0.01 396,941
201000 R003 4.5 2.94 -47.4 1,261,100,000
201001 R007 3.55 2 -43.82 8,036,200,000
201002 R014 3.95 2.99 -19.18 1,645,900,000
201003 R028 3 2.98 -22.59 720,900,000
201004 R091 2.95 2.7 -2.17 1,084,800,000
201005 R182 2.72 2.74 0 785,700,000
201008 R001 4.86 3.11 81.87 8,927,700,000
201009 R002 4.95 6.1 133.71 560,000,000
201010 R004 6 4.3 2.13 343,400,000
202001 RC001 4.86 5.3 96.29 900,600,000
202007 RC007 4.97 3.2 -11.11 473,000,000
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
100115 國(guó)債0115 99.7 99.7 0.19 39,880
100203 國(guó)債0203 93.12 93.12 0.56 325,486
100210 國(guó)債0210 95 94.81 -0.3 54,085
100213 國(guó)債0213 91.19 91.2 -0.02 653,438
100214 國(guó)債0214 98.5 98.47 0.13 185,365
100301 國(guó)債0301 95.1 95.01 0.53 58,909
100303 國(guó)債0303 91.69 91.6 0.1 267,610
100307 國(guó)債0307 95.02 94.98 -1.04 25,645
100308 國(guó)債0308 94.43 94.05 -0.48 86,735
101903 國(guó)債 903 100.6 100.6 0 5,030
101904 國(guó)債 904 99.9 99.9 -0.12 9,990
101912 國(guó)債 912 95.29 95.3 -1.24 39,324
101966 國(guó)債 966 123.38 123.39 0.01 115,980
101995 國(guó)債 995 101 100.84 -0.04 95,826
101998 國(guó)債 998 99.99 99.98 -0.42 25,996
111015 01三峽10 102.35 102.13 -0.74 87,851
111016 01廣核債 100.81 100.78 0.02 369,630
111017 02電網(wǎng) 3 105.28 105.25 0 214,724
111018 02電網(wǎng)15 100.18 100.15 -0.04 1,987,389
111019 02廣核債 94.6 94.59 -0.01 2,244,390
125002 萬(wàn)科轉(zhuǎn)債 113 113.17 -1.75 286,371
125302 茂煉轉(zhuǎn)債 126.79 126.42 -0.08 13,536,704
125629 鋼釩轉(zhuǎn)債 133.1 132.87 0.26 17,492,507
125630 銅都轉(zhuǎn)債 131.6 131.98 0.59 5,419,811
125729 燕京轉(zhuǎn)債 102.6 102.5 -0.44 1,212,607
125930 豐原轉(zhuǎn)債 103.45 103.23 -0.21 8,619,940
125936 華西轉(zhuǎn)債 99.09 99.22 0.21 719,356
126301 絲綢轉(zhuǎn) 2 97.7 97.7 -0.04 1,453,044
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) 1.95% 2.144 7.062 6.4822 2.455
009704 97國(guó)債(4) 2.56% 3.159 13.858 3.135 3.682
009905 99國(guó)債(5) 2.84% 3.358 14.922 1.1952 3.638
009908 99國(guó)債(8) 3.28% 5.105 32.406 0.8951 5.732
010004 20國(guó)債(4) 2.38% - - 1.5814 6.395
010010 20國(guó)債(10) 2.28% - - 0.3039 3.874
010103 21國(guó)債(3) 2.86% 3.9 19.784 2.2487 4.315
010107 21國(guó)債(7) 3.96% 11.986 190.051 1.7857 17.584
010110 21國(guó)債(10) 3.49% 6.727 54.884 0.784 7.737
010112 21國(guó)債(12) 3.57% 6.792 55.893 0.5181 7.833
010115 21國(guó)債(15) 3.08% 4.544 25.787 0.1068 4.967
010203 02國(guó)債(3) 3.44% 7.172 62.418 1.7884 8.299
010210 02國(guó)債(10) 3.37% 5.105 32.105 0.8971 5.627
010213 02國(guó)債(13) 3.30% 11.073 148.779 0.7266 13.723
010214 02國(guó)債(14) 2.71% 3.568 16.518 0.4937 3.816
010215 02國(guó)債(15) 3.34% 5.339 34.961 0.2007 5.934
010301 03國(guó)債(1) 3.37% 5.422 36.579 2.2956 6.14
010303 03國(guó)債(3) 4.05% 13.403 233.311 0.6986 19.296
010307 03國(guó)債(7) 3.45% 5.898 42.43 0.9693 6.638
010308 03國(guó)債(8) 3.65% 8.156 80.544 0.8688 9.715
010311 03國(guó)債(11) 3.41% 6.014 44.318 0.4027 6.888
100009 機(jī)場(chǎng)轉(zhuǎn)債 - - - 0.6773 1.156
100016 民生轉(zhuǎn)債 - - - 1.2616 4.162
100087 水運(yùn)轉(zhuǎn)債 - - - 0.3452 3.619
100096 云化轉(zhuǎn)債 - - - 0.491 2.693
100117 西鋼轉(zhuǎn)債 - - - 0.4668 4.614
100177 雅戈轉(zhuǎn)債 - - - 0.7452 2.258
100196 復(fù)星轉(zhuǎn)債 - - - 0.2805 4.825
100220 陽(yáng)光轉(zhuǎn)債 - - - 0.7041 1.299
100236 桂冠轉(zhuǎn)債 - - - 0.5545 4.496
100567 山鷹轉(zhuǎn)債 - - - 0.8137 4.458
100726 龍電轉(zhuǎn)債 - - - 0.8671 4.422
100795 國(guó)電轉(zhuǎn)債 - - - 0.3638 4.545
110001 邯鄲轉(zhuǎn)債 - - - 0.0959 4.904
120001 99寶鋼債 3.17% 1.525 3.836 1.5671 1.611
120101 01中移 動(dòng) 3.45% - - 2.003 7.466
120102 01三峽債 4.91% 9.214 109.728 0.7565 12.858
120201 02三峽債 5.07% 11.903 192.383 1.3302 18.723
120202 02中移(5) 3.73% 3.498 16.005 0.6137 3.827
120203 02中移(15) 5.01% 9.915 126.49 0.789 13.827
120204 02蘇交通 4.99% 10.034 128.983 0.2348 13.951
120206 02武鋼(3) 3.39% 1.789 4.929 4.037 1.849
120207 02武鋼(7) 4.31% 5.075 32.241 0.6168 5.849
120288 02金茂債 4.74% 6.652 56.155 2.8557 8.326
120301 03滬軌道 4.96% 9.766 126.946 3.8922 14.137
120302 03蘇園建 4.81% 7.481 70.631 1.9556 9.545
129805 98三峽(8) 3.82% 2.63 10.055 5.8942 3.052
129901 98中鐵(2) 3.19% 0.762 1.319 16.0225 0.786
129902 98中鐵(3) 4.31% 4.966 31.161 0.974 5.786
129903 99三峽債 3.46% - - 1.6248 6.567
129904 98中信(7) 3.48% 2.234 7.361 2.9727 2.46
129905 98石油債 3.83% 3.316 14.672 1.4055 3.69
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 3.06% 4.545 25.795 0.1068 4.967
100203 國(guó)債0203 3.51% 7.165 62.312 1.7884 8.299
100210 國(guó)債0210 3.42% 5.102 32.07 0.8971 5.627
100213 國(guó)債0213 3.44% 11.038 148.042 0.7266 13.723
100214 國(guó)債0214 3.08% 3.553 16.392 0.4937 3.816
100301 國(guó)債0301 3.58% 5.407 36.4 2.2956 6.14
100303 國(guó)債0303 4.07% 13.394 233.088 0.6986 19.296
100307 國(guó)債0307 3.52% 5.893 42.361 0.9693 6.638
100308 國(guó)債0308 3.76% 8.141 80.296 0.8688 9.715
101903 國(guó)債903 3.11% 3.888 19.674 2.2487 4.315
101904 國(guó)債904 2.61% - - 1.5814 6.395
101912 國(guó)債912 3.75% 6.774 55.636 0.5181 7.833
101966 國(guó)債966 1.95% 2.144 7.061 6.4822 2.455
101995 國(guó)債995 3.03% 3.351 14.863 1.1952 3.638
101998 國(guó)債998 3.30% 5.104 32.392 0.8951 5.732
111015 01三峽10 3.49% - - 0.5416 7.858
111016 01廣核債 3.99% 4.391 24.436 0.2258 4.945
111017 02電網(wǎng)3 3.37% 1.421 3.392 5.3699 1.468
111018 02電網(wǎng)15 5.11% 9.411 116.606 2.5964 13.468
111019 02廣核債 5.12% 9.919 126.607 0.6164 13.863
125002 萬(wàn)科轉(zhuǎn)債 - - - 0.826 3.452
125302 茂煉轉(zhuǎn)債 - - - 1.0753 0.573
125629 鋼釩轉(zhuǎn)債 - - - 1.4096 4.063
125630 銅都轉(zhuǎn)債 - - - 0.7364 4.386
125729 燕京轉(zhuǎn)債 - - - 0.2499 3.795
125930 豐原轉(zhuǎn)債 - - - 1.2378 4.312
125936 華西轉(zhuǎn)債 - - - 0.5304 4.668
126301 絲綢轉(zhuǎn) 2 - - - 0.5573 3.693
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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