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昨日,国债指数继续下跌,于98.28点低开之后在213券的影响下持续走低,98点整数关受到考验,最低探至97.94点,午后在107和303两券的带动下开始拉高,收于98.14点,下跌0.17点。当日国债现券仅两只超长期国债上涨,其余18只券种下跌。
受长江电力申购资金回流的影响,回购利率均有较大幅度下跌,182天和7天回购收益率分别降至3%、2%,基本恢复至9月中旬水平。全日国债回购成交量203.9亿元,较上周二增加42亿元。企业债指数继续下跌,收于99.79点,跌幅略有增加,成交放大至8398万元。
沪市每日债券行情
债券代码 债券简称 开盘 收盘 涨跌幅 成交金额
000696 96国债(6) 124.17 123.9 -0.21 975,418
009704 97国债(4) 125.48 125.22 -0.19 6,320,962
009905 99国债(5) 101.75 101.43 -0.16 9,307,159
009908 99国债(8) 99.25 98.79 -0.41 181,219,345
010004 20国债(4) 98.65 98.53 -0.16 130,782,428
010010 20国债(10) 98.59 98.19 -0.47 104,959,496
010103 21国债(3) 100.42 100.07 -0.36 5,105,240
010107 21国债(7) 102.29 102.59 0.29 29,699,061
010110 21国债(10) 94.32 94.15 -0.15 198,648,567
010112 21国债(12) 95.11 94.84 -0.35 74,039,014
010115 21国债(15) 98.35 98.13 -0.32 68,386,209
010203 02国债(3) 91.26 91.29 -0.03 22,587,328
010210 02国债(10) 94.41 94.19 -0.3 180,111,901
010213 02国债(13) 92.11 92.46 -0.05 64,109,308
010214 02国债(14) 98.45 98.22 -0.23 179,499,982
010215 02国债(15) 98.06 97.9 -0.25 150,520,864
010301 03国债(1) 96.26 96.05 -0.21 109,769,598
010303 03国债(3) 91.36 91.5 0.12 68,668,257
010307 03国债(7) 95.81 95.99 -0.24 28,525,396
010308 03国债(8) 93.15 92.98 -0.18 120,241,390
100009 机场转债 114.45 114.55 0.39 2,267,492
100016 民生转债 111.95 111.83 -0.1 18,328,600
100087 水运转债 101.9 101.94 0.43 2,965,130
100096 云化转债 101.4 101.45 0.3 380,260
100117 西钢转债 99.49 99.94 0.69 4,554,635
100177 雅戈转债 103.4 103.53 0.02 3,037,259
100220 阳光转债 100.18 100.98 0.77 7,616,729
100236 桂冠转债 101.7 102.11 0.41 15,173,517
100567 山鹰转债 104.54 105 0.45 3,852,188
100726 龙电转债 105.11 105.6 0.2 9,379,636
100795 国电转债 107.99 107.8 0 19,904,368
120001 99宝钢债 102.7 102.78 -0.01 1,056,278
120101 01中移 动 103.15 103.25 -0.71 10,242,174
120102 01三峡债 103.7 103.69 -0.1 52,517,206
120201 02三峡债 97.53 97.46 -0.05 6,950,596
120202 02中移(5) 98.6 98.4 -0.2 249,082
120203 02中移(15) 95.65 95.39 -0.34 4,802,557
120204 02苏交通 100.05 100.08 -0.07 221,159
120205 02渝城投 102.36 102.3 -0.29 74,713
120206 02武钢(3) 103.03 103.41 0.18 165,176
120207 02武钢(7) 99.48 99.35 0.34 624,924
120301 03沪轨道 99.66 99.7 -0.1 441,081
129805 98三峡(8) 111.8 111.74 -0.05 363,160
129806 98中铁(1) 134.1 134.08 -0.01 657,128
129901 98中铁(2) 115.5 115.62 0.1 89,008
129902 98中铁(3) 102.08 102 -0.07 672,686
129903 99三峡债 102.7 102.7 0.03 889,821
129904 98中信(7) 106.5 106.5 0 399,204
129905 98石油债 102.66 102.7 0.02 1,119,085
201000 R003 2.94 1.98 -13.15 2,924,100,000
201001 R007 2.34 2 -9.5 5,525,700,000
201002 R014 2.35 1.99 -20.4 1,639,400,000
201003 R028 2.8 2.4 -14.28 1,991,300,000
201004 R091 3.3 2.8 -15.15 1,004,000,000
201005 R182 3.3 3 -9.09 199,500,000
201008 R001 2.7 1.62 -18.18 5,970,300,000
201009 R002 2.3 1.71 -24 495,000,000
201010 R004 3.13 2.59 -14.8 643,000,000
202001 RC001 2.34 1.62 -19.4 345,600,000
202003 RC003 3.06 2.7 -6.89 787,300,000
202007 RC007 2.44 2.01 -17.62 337,000,000
深市每日债券行情
债券代码 债券简称 开盘 收盘 涨跌幅 成交金额
100115 国债0115 98.4 98.65 -0.26 78,797
100203 国债0203 90.98 90.98 -0.02 6,369
100210 国债0210 94.23 94.23 -0.07 9,423
100213 国债0213 90.68 90.88 -0.24 186,877
100214 国债0214 98.48 98.3 -0.15 24,587
100303 国债0303 91.61 91.5 -0.12 227,974
101966 国债 966 123.65 123.68 0.02 29,678
101998 国债 998 99.08 99 0 18,818
111015 01三峡10 100.99 101 0.18 204,076
111016 01广核债 103.75 103.7 -0.01 340,294
111017 02电网 3 104.58 104.5 0.41 141,203
111018 02电网15 101.51 101.5 -0.01 361,107
111019 XD广核债 98 96.6 0.06 1,398,460
125002 万科转债 105.43 105.91 0.68 1,735,913
125302 茂炼转债 120.61 120.7 0.07 4,261,035
125629 钢钒转债 119.77 120.5 0.93 37,390,977
125630 铜都转债 110.55 109.96 -0.49 3,540,935
125729 燕京转债 98.01 98.34 0.31 3,436,267
125930 丰原转债 102.9 102.91 0.18 9,585,560
125936 华西转债 96.63 96.78 0.48 5,991,073
126301 丝绸转 2 95.87 96.39 0.62 4,386,581
沪市债券部分指标
代码 名称 最新收益率 修正久期 凸性 应计利息 剩余年限
000696 96国债(6) 2.21% 2.269 7.73 4.8941 2.589
009704 97国债(4) 2.72% 3.283 14.777 1.822 3.816
009905 99国债(5) 2.87% 3.488 15.932 0.7548 3.773
009908 99国债(8) 3.53% 5.219 33.685 0.4521 5.866
010004 20国债(4) 2.85% - - 1.2323 6.529
010010 20国债(10) 2.84% - - 2.3471 4.008
010103 21国债(3) 3.25% 4.012 20.769 1.8097 4.449
010107 21国债(7) 4.09% 12.052 191.788 1.2138 17.718
010110 21国债(10) 3.82% 6.824 56.297 0.3879 7.871
010112 21国债(12) 3.81% 6.898 57.442 0.1086 7.967
010115 21国债(15) 3.40% 4.522 26.13 2.7041 5.101
010203 02国债(3) 3.76% 7.267 63.886 1.4475 8.433
010210 02国债(10) 3.52% 5.226 33.461 0.5762 5.762
010213 02国债(13) 3.31% 11.202 151.771 0.3775 13.858
010214 02国债(14) 3.13% 3.681 17.441 0.1379 3.951
010215 02国债(15) 3.32% 5.314 35.454 2.7373 6.068
010301 03国债(1) 3.37% 5.552 38.133 1.9385 6.274
010303 03国债(3) 4.08% 13.52 236.613 0.2422 19.43
010307 03国债(7) 3.33% 6.037 44.228 0.6122 6.773
010308 03国债(8) 3.89% 8.252 82.236 0.4633 9.849
100009 机场转债 - - - 0.5699 1.29
100016 民生转债 - - - 1.0603 4.296
100087 水运转债 - - - 0.2244 3.753
100096 云化转债 - - - 0.2762 2.827
100117 西钢转债 - - - 0.3058 4.748
100177 雅戈转债 - - - 0.611 2.392
100220 阳光转债 - - - 0.5699 1.433
100236 桂冠转债 - - - 0.4068 4.63
100567 山鹰转债 - - - 0.6123 4.592
100726 龙电转债 - - - 0.6658 4.559
100795 国电转债 - - - 0.2564 4.679
120001 99宝钢债 2.94% 1.658 4.395 1.0301 1.745
120101 01中移 动 3.46% - - 1.5022 7.6
120102 01三峡债 4.83% 9.364 112.642 0.0571 12.992
120201 02三峡债 5.03% 12.054 196.11 0.6912 18.858
120202 02中移(5) 3.98% 3.617 16.963 0.1438 3.962
120203 02中移(15) 4.98% 10.049 129.297 0.1849 13.962
120204 02苏交通 4.91% 9.729 126.184 4.1393 14.085
120205 02渝城投 4.55% 7.065 64.182 4.0004 9.077
120206 02武钢(3) 3.40% 1.918 5.535 3.5671 1.984
120207 02武钢(7) 4.16% 5.214 33.808 0.0771 5.984
120301 03沪轨道 4.86% 9.925 130.186 3.2867 14.271
129805 98三峡(8) 3.92% 2.756 10.854 5.0619 3.186
129806 98中铁(1) 4.32% 0.113 0.121 33.9503 0.118
129901 98中铁(2) 3.18% 0.892 1.661 15.5123 0.921
129902 98中铁(3) 4.18% 5.103 32.679 0.3699 5.921
129903 99三峡债 3.46% - - 1.1241 6.701
129904 98中信(7) 3.71% 2.358 8.044 2.237 2.595
129905 98石油债 3.95% 3.441 15.631 0.8014 3.825
深市债券部分指标
代码 名称 最新收益率 修正久期 凸性 应计利息 剩余年限
100115 国债0115 3.29% 4.528 26.198 2.7041 5.101
100203 国债0203 3.81% 7.262 63.809 1.4475 8.433
100210 国债0210 3.51% 5.226 33.467 0.5762 5.762
100213 国债0213 3.46% 11.162 150.911 0.3775 13.858
100214 国债0214 3.11% 3.682 17.449 0.1379 3.951
100303 国债0303 4.08% 13.52 236.613 0.2422 19.43
101966 国债966 2.28% 2.267 7.718 4.8941 2.589
101998 国债998 3.49% 5.222 33.716 0.4521 5.866
111015 01三峡10 3.59% - - 0.0409 7.992
111016 01广核债 4.14% 4.337 24.617 3.7927 5.079
111017 02电网3 3.54% 1.548 3.891 4.9 1.603
111018 02电网15 4.90% 9.597 120.282 1.944 13.603
111019 02广核债 4.84% 10.125 130.844 0.0123 13.997
125002 万科转债 - - - 0.6247 3.586
125302 茂炼转债 - - - 0.7397 0.707
125629 钢钒转债 - - - 1.2082 4.197
125630 铜都转债 - - - 0.5753 4.523
125729 燕京转债 - - - 0.0888 3.929
125930 丰原转债 - - - 0.9962 4.447
125936 华西转债 - - - 0.3156 4.803
126301 丝绸转2 - - - 0.3156 3.827
注:技术指标由北方之星数码技术公司提供
(上海证券报 汉唐证券 李家春)
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