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年底債市在一片喝彩聲中連續(xù)七日收陽(yáng)。昨日終于沖高回落,上證國(guó)債指數(shù)收盤較前日下跌0.08%,全天總計(jì)成交金額36.64億元,較前日大幅萎縮31.64%,除尾市大幅拉升的02國(guó)債(3)漲幅達(dá)0.41%而外,其余上漲的3只都是中期債。
企業(yè)債指數(shù)昨日收于99.65點(diǎn),較前日上漲0.08%,全天成交金額1.56億元。其中02中移(15)和03蘇園建居兩市漲幅前列�？赊D(zhuǎn)債市場(chǎng)多數(shù)券種沖高回落,盤中出現(xiàn)大幅震蕩。交易所
滬市回購(gòu)市場(chǎng)資金顯得充裕,回購(gòu)利率量縮價(jià)未漲,較前全天成交金額(含企業(yè)債回購(gòu))300.35億元。
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(guó)債(6) 123.39 123.22 -0.13 7,237,314
009704 97國(guó)債(4) 125.08 125.05 -0.08 36,561,974
009905 99國(guó)債(5) 101.72 101.65 -0.06 41,412,298
009908 99國(guó)債(8) 100.04 100.05 0 135,480,667
010004 20國(guó)債(4) 101.48 101.28 -0.2 58,656,787
010010 20國(guó)債(10) 100.15 100.04 -0.19 47,230,314
010103 21國(guó)債(3) 101.62 101.56 -0.03 57,641,067
010107 21國(guó)債(7) 104.43 104.1 -0.36 92,491,255
010110 21國(guó)債(10) 96.19 96.2 0.01 237,177,153
010112 21國(guó)債(12) 96.65 96.73 0.04 290,627,829
010115 21國(guó)債(15) 99.69 99.62 0 189,160,761
010203 02國(guó)債(3) 93.1 93.52 0.4 88,169,305
010210 02國(guó)債(10) 95.25 95.28 0 198,124,823
010213 02國(guó)債(13) 92.89 92.88 -0.01 114,785,776
010214 02國(guó)債(14) 99.7 99.7 -0.2 162,900,006
010215 02國(guó)債(15) 98.4 98.23 -0.14 121,527,645
010301 03國(guó)債(1) 96.31 96.38 -0.12 488,055,363
010303 03國(guó)債(3) 92.5 92.17 -0.34 289,610,540
010307 03國(guó)債(7) 96.13 95.85 -0.21 249,325,724
010308 03國(guó)債(8) 94.97 95.01 0.04 380,561,819
010311 03國(guó)債(11) 100.54 100.49 -0.08 377,567,980
100009 機(jī)場(chǎng)轉(zhuǎn)債 127 129.54 2.01 26,447,419
100016 民生轉(zhuǎn)債 126.8 126.06 -0.31 83,962,319
100087 水運(yùn)轉(zhuǎn)債 133 134.71 0.77 60,848,506
100096 云化轉(zhuǎn)債 111.3 111.6 -0.17 11,654,944
100117 西鋼轉(zhuǎn)債 106.1 105.89 0.05 5,680,590
100177 雅戈轉(zhuǎn)債 105.51 105.9 0.37 8,409,944
100196 復(fù)星轉(zhuǎn)債 100.3 101.69 1.43 50,938,933
100220 陽(yáng)光轉(zhuǎn)債 100.9 101.01 0.39 2,948,612
100236 桂冠轉(zhuǎn)債 106.1 106.1 0.08 41,379,836
100567 山鷹轉(zhuǎn)債 105 104.92 0.01 2,013,820
100726 龍電轉(zhuǎn)債 109.61 113.23 0.2 7,737,312
100795 國(guó)電轉(zhuǎn)債 118 119.95 1.41 106,907,591
110001 邯鋼轉(zhuǎn)債 108 107.4 -0.4 20,134,852
120001 99寶鋼債 102.85 102.8 -0.04 22,999,305
120101 01中移 動(dòng) 103.85 103.85 -0.14 114,247
120102 01三峽債 103.51 103.5 -0.12 10,270,111
120201 02三峽債 97.35 97.4 0.06 3,579,530
120202 02中移(5) 99.55 99.6 0.05 325,534
120203 02中移(15) 95.41 95.83 0.44 67,420,867
120204 02蘇交通 95.98 95.54 0.14 17,762,338
120205 02渝城投 97.52 97.5 -0.05 1,534,101
120206 02武鋼(3) 103.83 103.9 0.11 145,376
120207 02武鋼(7) 99.25 99.22 0.01 12,902
120288 02金茂債 99.2 99.19 -0.17 110,191
120301 03滬軌道 99.65 99.3 0.03 1,499,528
120302 03蘇園建 98.42 98 0.3 9,243,454
129805 98三峽(8) 113.06 113.11 0.05 588,111
129901 98中鐵(2) 116.01 116.05 -0.04 1,733,701
129902 98中鐵(3) 102.01 102.05 -0.15 220,518
129903 99三峽債 103.8 103.8 -0.19 51,900
129904 98中信(7) 107.5 107.6 0 243,166
129905 98石油債 103.6 103.67 0 10,167,853
201000 R003 4.5 2.97 -14.65 2,950,400,000
201001 R007 2.7 3 50 2,451,300,000
201002 R014 2.74 2.82 4.44 6,501,200,000
201003 R028 3.8 3.75 -1.31 1,234,700,000
201004 R091 2.87 2.68 -4.28 498,100,000
201005 R182 2.7 2.74 -2.14 784,100,000
201008 R001 4.86 4.86 200 12,003,900,000
201009 R002 4 4.1 38.04 570,000,000
201010 R004 2.14 2.21 -15 1,991,200,000
202001 RC001 4.86 4.5 128.42 255,400,000
202003 RC003 3.42 3.06 8.51 270,300,000
202007 RC007 2.7 3.2 2.23 524,300,000
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(guó)債0115 99.45 99.86 0.86 41,856
100203 國(guó)債0203 93.1 92.5 -0.53 63,229
100210 國(guó)債0210 95.23 95 0.6 95,785
100213 國(guó)債0213 90.71 91.1 0.44 183,958
100214 國(guó)債0214 99.04 98.75 -0.06 347,684
100301 國(guó)債0301 96 96 0 11,520
100303 國(guó)債0303 92.4 92.16 -0.28 293,649
100307 國(guó)債0307 96.45 96.7 0.23 96,475,248
101904 國(guó)債 904 100 100 0 17,000
101966 國(guó)債 966 123.28 123.27 -0.01 80,110
101995 國(guó)債 995 101.5 101 0 40,475
101998 國(guó)債 998 100.41 100.41 0.66 58,238
111015 01三峽10 102.71 102.99 -0.01 73,007
111016 01廣核債 100.7 100.79 0.1 5,048,097
111017 02電網(wǎng) 3 105.2 105.35 0.14 68,388
111018 02電網(wǎng)15 100.21 100.3 0.1 2,283,062
111019 02廣核債 94.01 94.8 0.21 927,881
125002 萬(wàn)科轉(zhuǎn)債 115.5 116.99 0.92 30,654,011
125302 茂煉轉(zhuǎn)債 130.01 130.1 1.16 43,572,188
125629 鋼釩轉(zhuǎn)債 136.01 134.71 -1.59 8,167,116
125630 銅都轉(zhuǎn)債 130.3 133.99 3.07 18,293,807
125729 燕京轉(zhuǎn)債 101 102.79 1.74 15,398,501
125930 豐原轉(zhuǎn)債 103.01 103.9 1.07 16,616,932
125936 華西轉(zhuǎn)債 98.9 99.8 1 13,676,220
126301 絲綢轉(zhuǎn) 2 97.87 98.12 0.25 6,704,776
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) 2.06% 2.155 7.116 6.3201 2.468
009704 97國(guó)債(4) 2.57% 3.172 13.952 3.001 3.696
009905 99國(guó)債(5) 2.79% 3.373 15.038 1.1502 3.652
009908 99國(guó)債(8) 3.29% 5.118 32.55 0.8499 5.745
010004 20國(guó)債(4) 2.38% - - 1.5458 6.408
010010 20國(guó)債(10) 2.35% - - 0.2716 3.888
010103 21國(guó)債(3) 2.88% 3.913 19.893 2.2039 4.329
010107 21國(guó)債(7) 3.97% 11.992 190.215 1.7273 17.597
010110 21國(guó)債(10) 3.52% 6.738 55.038 0.7436 7.751
010112 21國(guó)債(12) 3.53% 6.809 56.138 0.4763 7.847
010115 21國(guó)債(15) 3.08% 4.557 25.919 0.0658 4.981
010203 02國(guó)債(3) 3.45% 7.185 62.613 1.7536 8.312
010210 02國(guó)債(10) 3.32% 5.121 32.288 0.8643 5.641
010213 02國(guó)債(13) 3.27% 11.095 149.254 0.691 13.737
010214 02國(guó)債(14) 2.73% 3.58 16.618 0.4574 3.83
010215 02國(guó)債(15) 3.26% 5.358 35.18 0.1605 5.948
010301 03國(guó)債(1) 3.32% 5.439 36.781 2.2592 6.153
010303 03國(guó)債(3) 4.02% 13.432 234.093 0.6521 19.31
010307 03國(guó)債(7) 3.36% 5.918 42.685 0.9328 6.652
010308 03國(guó)債(8) 3.64% 8.172 80.813 0.8274 9.729
010311 03國(guó)債(11) 3.42% 6.026 44.48 0.3548 6.901
100009 機(jī)場(chǎng)轉(zhuǎn)債 - - - 0.6663 1.17
100016 民生轉(zhuǎn)債 - - - 1.2411 4.175
100087 水運(yùn)轉(zhuǎn)債 - - - 0.3329 3.633
100096 云化轉(zhuǎn)債 - - - 0.469 2.707
100117 西鋼轉(zhuǎn)債 - - - 0.4504 4.627
100177 雅戈轉(zhuǎn)債 - - - 0.7315 2.271
100196 復(fù)星轉(zhuǎn)債 - - - 0.2586 4.838
100220 陽(yáng)光轉(zhuǎn)債 - - - 0.6904 1.312
100236 桂冠轉(zhuǎn)債 - - - 0.5395 4.51
100567 山鷹轉(zhuǎn)債 - - - 0.7932 4.471
100726 龍電轉(zhuǎn)債 - - - 0.8466 4.436
100795 國(guó)電轉(zhuǎn)債 - - - 0.3529 4.559
110001 邯鄲轉(zhuǎn)債 - - - 0.0822 4.918
120001 99寶鋼債 3.16% 1.538 3.891 1.5123 1.625
120101 01中移 動(dòng) 3.43% - - 1.9519 7.479
120102 01三峽債 4.91% 9.229 110.014 0.6852 12.871
120201 02三峽債 5.08% 11.911 192.575 1.265 18.737
120202 02中移(5) 3.77% 3.509 16.096 0.5658 3.841
120203 02中移(15) 5.00% 9.931 126.822 0.7274 13.841
120204 02蘇交通 4.98% 10.05 129.318 0.173 13.964
120205 02渝城投 4.69% 7.239 64.928 0.2012 8.956
120206 02武鋼(3) 3.36% 1.802 4.993 3.989 1.863
120207 02武鋼(7) 4.28% 5.09 32.412 0.5617 5.863
120288 02金茂債 4.75% 6.665 56.332 2.7979 8.34
120301 03滬軌道 4.96% 9.779 127.198 3.8304 14.151
120302 03蘇園建 4.81% 7.494 70.828 1.8967 9.559
129805 98三峽(8) 3.63% 2.649 10.18 5.8093 3.066
129901 98中鐵(2) 3.19% 0.775 1.352 15.9704 0.8
129902 98中鐵(3) 4.27% 4.982 31.334 0.9123 5.8
129903 99三峽債 3.34% - - 1.5738 6.581
129904 98中信(7) 3.45% 2.248 7.437 2.8976 2.474
129905 98石油債 3.81% 3.33 14.779 1.3438 3.704
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 3.03% 4.56 25.948 0.0658 4.981
100203 國(guó)債0203 3.60% 7.169 62.367 1.7536 8.312
100210 國(guó)債0210 3.38% 5.118 32.247 0.8643 5.641
100213 國(guó)債0213 3.45% 11.049 148.297 0.691 13.737
100214 國(guó)債0214 3.00% 3.57 16.527 0.4574 3.83
100301 國(guó)債0301 3.39% 5.434 36.719 2.2592 6.153
100303 國(guó)債0303 4.02% 13.432 234.082 0.6521 19.31
100307 國(guó)債0307 3.22% 5.929 42.833 0.9328 6.652
101904 國(guó)債904 2.60% - - 1.5458 6.408
101966 國(guó)債966 2.04% 2.155 7.119 6.3201 2.468
101995 國(guó)債995 2.98% 3.366 14.979 1.1502 3.652
101998 國(guó)債998 3.22% 5.122 32.602 0.8499 5.745
111015 01三峽10 3.36% - - 0.4905 7.871
111016 01廣核債 3.98% 4.405 24.572 0.1693 4.959
111017 02電網(wǎng)3 3.27% 1.435 3.45 5.3219 1.482
111018 02電網(wǎng)15 5.09% 9.43 116.987 2.5299 13.482
111019 02廣核債 5.09% 9.941 127.042 0.5548 13.877
125002 萬(wàn)科轉(zhuǎn)債 - - - 0.8055 3.466
125302 茂煉轉(zhuǎn)債 - - - 1.0411 0.586
125629 鋼釩轉(zhuǎn)債 - - - 1.389 4.077
125630 銅都轉(zhuǎn)債 - - - 0.72 4.4
125729 燕京轉(zhuǎn)債 - - - 0.2334 3.808
125930 豐原轉(zhuǎn)債 - - - 1.2132 4.326
125936 華西轉(zhuǎn)債 - - - 0.5085 4.682
126301 絲綢轉(zhuǎn) 2 - - - 0.5326 3.707
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 朱莉娟)
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