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周一,国债指数于98.07点高开,随后受长期国债暴跌的影响,指数一路下滑,至午后创出97.65点的当日最低点后才略有回升,最终收盘97.71点,下跌0.35点,创10月底反弹以来最大日跌幅。全部国债成交20.03亿元,较前日减少近一成。
当日超长期国债跌幅巨大,107和303券分别下跌1.31元和1.45元,收益率(BE)双双首次超过4.2%。短期债券和浮动债券则表现出一定抗跌性。
企业债券指数与国债指数跌幅相当,收于99.70点,成交5493万元,较前日有较大萎缩。转债市场涨多跌少,民生转债以3.61元的涨幅最大。
回购品种利率稳中有升,但波动幅度不大。
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) 123.9 123.66 -0.24 7,918,750
009704 97国债(4) 124.74 124.71 -0.03 47,870,071
009905 99国债(5) 101.4 101.4 -0.09 10,148,699
009908 99国债(8) 98.95 98.76 -0.23 105,833,850
010004 20国债(4) 99.98 99.87 -0.13 172,317,821
010010 20国债(10) 98.92 98.89 -0.03 187,447,198
010103 21国债(3) 100.65 100.6 -0.09 121,522,655
010107 21国债(7) 101.57 100.28 -1.29 96,579,496
010110 21国债(10) 94.09 93.8 -0.3 121,849,841
010112 21国债(12) 94.8 94.65 -0.28 20,038,841
010115 21国债(15) 98.67 98.41 -0.27 100,513,431
010203 02国债(3) 90.46 90.18 -0.31 62,412,290
010210 02国债(10) 94.09 94.02 -0.13 35,375,535
010213 02国债(13) 91.4 91.97 0.08 145,616,581
010214 02国债(14) 98.8 98.69 -0.08 176,860,382
010215 02国债(15) 98.05 97.77 -0.32 13,760,191
010301 03国债(1) 95.81 95.61 -0.25 298,628,616
010303 03国债(3) 89.81 88.51 -1.61 103,832,579
010307 03国债(7) 95.36 95 -0.62 66,785,656
010308 03国债(8) 92.8 92.35 -0.47 108,086,380
100009 机场转债 115.02 115.98 0.22 1,855,219
100016 民生转债 110.52 113.06 3.29 120,181,197
100087 水运转债 103.3 103.64 0.47 1,651,744
100096 云化转债 100.89 100.99 0.22 10,452,615
100117 西钢转债 102.01 101.7 -0.09 8,656,191
100177 雅戈转债 103.1 103.1 -0.48 15,546,092
100196 复星转债 98.8 99.7 0.8 32,937,307
100220 阳光转债 100.01 99.99 -0.21 4,106,034
100236 桂冠转债 101.6 101.71 0.29 11,005,580
100567 山鹰转债 104.51 104.61 0.01 70,042
100726 龙电转债 104.89 104.88 0.12 6,731,994
100795 国电转债 106.26 106.77 0.47 4,758,118
120001 99宝钢债 102.76 102.74 -0.01 802,665
120101 01中移 动 103.39 103.5 -0.14 3,955,896
120102 01三峡债 103.9 103.7 -0.01 21,678,698
120201 02三峡债 98.51 97.92 -0.58 3,071,509
120202 02中移(5) 98.9 98.9 0.1 3,036,230
120203 02中移(15) 96.25 95.75 -0.26 3,193,642
120204 02苏交通 100.3 99.73 -0.26 2,533,346
120205 02渝城投 101.2 101.2 0 5,060
120206 02武钢(3) 103.5 103.7 0 135,607
120207 02武钢(7) 98.95 98.8 -0.15 604,845
120288 02金茂债 99.7 99.47 -0.23 214,957
120301 03沪轨道 101.5 99.8 -2.53 4,646,597
129805 98三峡(8) 112 112 0 1,317,675
129806 98中铁(1) 134.28 134.35 0.05 951,008
129901 98中铁(2) 115.73 115.69 -0.03 254,584
129902 98中铁(3) 101.85 102 0.09 1,085,078
129903 99三峡债 102.74 102.74 -0.15 51,370
129904 98中信(7) 106.7 106.71 0.05 398,013
129905 98石油债 102.89 102.97 0.07 5,670,559
201000 R003 2 2 122.22 5,786,400,000
201001 R007 2.1 2.22 0 8,102,900,000
201002 R014 2.25 2.34 5.88 2,206,000,000
201003 R028 2.8 2.44 6.08 2,038,300,000
201004 R091 2.98 2.96 -2.31 1,073,200,000
201005 R182 3 3.04 1.33 357,500,000
201008 R001 2.34 1.86 -34.27 6,459,700,000
201009 R002 2.07 2.2 69.23 1,365,800,000
201010 R004 2.65 2.74 160.95 3,387,200,000
202001 RC001 2.34 2.34 -43.34 706,100,000
202003 RC003 2.23 2.1 -18.6 213,600,000
202007 RC007 2.24 2.34 4.46 539,700,000
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 98.02 98.25 -0.75 23,566
100203 国债0203 91.36 91.29 0 83,910
100210 国债0210 94.21 94.21 0.21 9,421
100213 国债0213 90.08 89.78 -0.55 9,348,624
100303 国债0303 90 89.3 -0.77 265,865
100307 国债0307 97.18 97.18 -4.72 4,859
101912 国债912 95 94.18 -1.88 48,442
101917 国债917 101.51 101 -0.93 220,726
101966 国债966 123.3 123.3 0 120,838
101998 国债998 99.2 99.01 -0.17 29,718
111016 01广核债 103.42 103.5 0.04 123,154
111017 02电网3 104.66 104.5 0 52,263
111018 02电网15 100.9 100.9 0.1 409,659
111019 02广核债 96.1 95.5 -0.33 746,154
125002 万科转债 103.85 104.43 0.8 4,273,301
125302 茂炼转债 120.42 120.95 0.44 14,355,664
125629 钢钒转债 120.39 122.2 1.82 122,751,281
125630 铜都转债 108.63 109.98 1.23 10,652,861
125729 燕京转债 96.76 97.13 0.35 2,277,169
125930 丰原转债 102.51 102.6 -0.05 936,184
125936 华西转债 96.9 97 0.09 2,599,271
126301 丝绸转2 96.29 96.31 -0.03 1,348,424
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) 2.18% 2.235 7.544 5.3154 2.553
009704 97国债(4) 2.79% 3.246 14.494 2.1704 3.781
009905 99国债(5) 2.87% 3.453 15.656 0.8717 3.737
009908 99国债(8) 3.54% 5.184 33.288 0.5696 5.83
010004 20国债(4) 2.62% - - 1.3249 6.493
010010 20国债(10) 2.66% - - 0.0711 3.973
010103 21国债(3) 3.12% 3.984 20.519 1.9262 4.414
010107 21国债(7) 4.28% 11.93 188.88 1.3655 17.682
010110 21国债(10) 3.88% 6.784 55.715 0.493 7.836
010112 21国债(12) 3.84% 6.86 56.891 0.2173 7.932
010115 21国债(15) 3.34% 4.491 25.821 2.811 5.066
010203 02国债(3) 3.93% 7.214 63.071 1.5379 8.397
010210 02国债(10) 3.56% 5.189 33.04 0.6613 5.726
010213 02国债(13) 3.36% 11.155 150.694 0.4701 13.822
010214 02国债(14) 3.01% 3.652 17.199 0.2323 3.915
010215 02国债(15) 3.34% 5.277 35.033 2.8417 6.033
010301 03国债(1) 3.45% 5.511 37.643 2.0333 6.238
010303 03国债(3) 4.32% 13.353 232.217 0.3633 19.395
010307 03国债(7) 3.50% 5.989 43.6 0.7069 6.737
010308 03国债(8) 3.97% 8.206 81.438 0.5709 9.814
100009 机场转债 - - - 0.5984 1.255
100016 民生转债 - - - 1.1137 4.26
100087 水运转债 - - - 0.2564 3.718
100096 云化转债 - - - 0.3332 2.792
100117 西钢转债 - - - 0.3485 4.712
100177 雅戈转债 - - - 0.6466 2.356
100196 复星转债 - - - 0.1227 4.923
100220 阳光转债 - - - 0.6055 1.397
100236 桂冠转债 - - - 0.446 4.595
100567 山鹰转债 - - - 0.6658 4.556
100726 龙电转债 - - - 0.7192 4.521
100795 国电转债 - - - 0.2849 4.644
120001 99宝钢债 3.03% 1.622 4.241 1.1726 1.71
120101 01中移 动 3.44% - - 1.6351 7.564
120102 01三峡债 4.84% 9.326 111.894 0.2427 12.956
120201 02三峡债 5.00% 12.032 195.566 0.8607 18.822
120202 02中移(5) 3.88% 3.587 16.719 0.2685 3.926
120203 02中移(15) 4.96% 10.021 128.699 0.3452 13.926
120204 02苏交通 4.97% 9.678 125.167 4.2999 14.049
120205 02渝城投 4.73% 7.006 63.307 4.1543 9.041
120206 02武钢(3) 3.31% 1.885 5.38 3.6918 1.948
120207 02武钢(7) 4.29% 5.171 33.315 0.2203 5.948
120288 02金茂债 4.65% 6.758 57.666 2.4395 8.425
120301 03沪轨道 4.87% 9.889 129.438 3.4474 14.236
129805 98三峡(8) 3.88% 2.723 10.642 5.2827 3.151
129806 98中铁(1) 3.68% 0.079 0.083 34.1978 0.082
129901 98中铁(2) 3.24% 0.857 1.565 15.6477 0.885
129902 98中铁(3) 4.21% 5.067 32.277 0.5301 5.885
129903 99三峡债 3.47% - - 1.257 6.666
129904 98中信(7) 3.68% 2.324 7.855 2.4322 2.559
129905 98石油债 3.91% 3.408 15.376 0.9616 3.789
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 3.38% 4.489 25.801 2.811 5.066
100203 国债0203 3.77% 7.232 63.347 1.5379 8.397
100210 国债0210 3.52% 5.191 33.068 0.6613 5.726
100213 国债0213 3.57% 11.098 149.494 0.4701 13.822
100303 国债0303 4.26% 13.389 233.136 0.3633 19.395
100307 国债0307 3.13% 6.018 43.985 0.7069 6.737
101912 国债912 3.92% 6.853 56.787 0.2173 7.932
101917 国债917 4.22% 11.958 189.527 1.3655 17.682
101966 国债966 2.30% 2.232 7.523 5.3154 2.553
101998 国债998 3.49% 5.187 33.325 0.5696 5.83
111016 01广核债 4.22% 4.298 24.243 3.9394 5.044
111017 02电网3 3.63% 1.512 3.746 5.0247 1.567
111018 02电网15 4.98% 9.541 119.169 2.1171 13.567
111019 02广核债 4.97% 10.054 129.385 0.1726 13.962
125002 万科转债 - - - 0.6781 3.551
125302 茂炼转债 - - - 0.8288 0.671
125629 钢钒转债 - - - 1.2616 4.162
125630 铜都转债 - - - 0.6181 4.485
125729 燕京转债 - - - 0.1315 3.893
125930 丰原转债 - - - 1.0603 4.411
125936 华西转债 - - - 0.3726 4.767
126301 丝绸转2 - - - 0.3797 3.792
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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