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昨日,受新券平稳上市以及央行公开市场上稳定利率意图的影响,债市整体温和上扬,其中长期品种涨幅居前。全天成交41.77亿元,与周一持平。长期品种010107涨0.38%,排在首位,其余上涨幅度均小于0.2%。010213以0.22%的跌幅居前。
企业债方面,企债指数上扬0.02点,收于99.67点,11涨3平5跌,全日成交1.15亿元。可转债方面,涨跌各半,成交2.13亿元,较上日大幅减少。民生转债卖压较重,下跌1.31%,成交1.04亿元。
沪市回购市场合计成交176.61亿元。长期回购品种利率继续下跌,R091与R182分别下跌13.98%和6.67%,其中R091的利率已降至今年3到6月的水平。
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) 123.6 123.65 0.04 10,114,128
009704 97国债(4) 124.7 124.67 0 4,008,096
009905 99国债(5) 101 101.12 0.13 10,372,394
009908 99国债(8) 98.95 98.92 0.02 242,393,652
010004 20国债(4) 99.95 100.01 0.02 244,015,387
010010 20国债(10) 98.85 99.1 0.01 87,256,317
010103 21国债(3) 100.6 100.68 0.08 132,438,841
010107 21国债(7) 101.54 101.93 0.37 79,815,876
010110 21国债(10) 94.2 94.28 0.08 148,355,571
010112 21国债(12) 94.81 94.95 0.07 22,013,964
010115 21国债(15) 98.73 98.72 0.04 141,581,829
010203 02国债(3) 90.57 90.68 0.14 61,803,830
010210 02国债(10) 94.1 94.21 -0.12 167,879,019
010213 02国债(13) 92.34 92.73 -0.21 48,044,281
010214 02国债(14) 98.84 98.74 0 185,440,723
010215 02国债(15) 97.6 97.58 -0.02 171,461,073
010301 03国债(1) 95.69 95.65 0.03 230,369,825
010303 03国债(3) 90.14 90.25 0.11 153,121,977
010307 03国债(7) 95.18 95.14 0.01 175,611,559
010308 03国债(8) 92.41 92.46 0.05 64,716,684
010311 N03国(11) 99.99 99.93 -0.07 1,796,092,202
100009 机场转债 117.02 118.04 1.02 5,519,729
100016 民生转债 115.26 113.51 -1.31 118,970,187
100087 水运转债 104.16 105.65 -0.51 7,438,352
100096 云化转债 101.78 102.3 0.59 11,873,956
100117 西钢转债 102.83 102.94 -0.43 16,196,438
100177 雅戈转债 103.75 103.49 -0.38 10,564,146
100196 复星转债 100.45 100.3 -0.08 8,455,569
100220 阳光转债 99.95 99.89 -0.1 7,703,098
100236 桂冠转债 101.65 101.8 0.14 10,343,404
100567 山鹰转债 104.27 104.28 0.01 434,093
100726 龙电转债 107.2 107.22 0.11 31,034,702
100795 国电转债 106.5 107 0.37 4,481,971
120001 99宝钢债 102.9 102.93 0.02 417,574
120101 01中移 动 103.88 103.85 -0.16 6,259,760
120102 01三峡债 103.5 103.64 0.12 5,547,766
120201 02三峡债 97.39 97.4 0.01 2,096,579
120202 02中移(5) 99.5 99.5 0 41,389,586
120203 02中移(15) 95.53 95.37 -0.28 43,808,538
120204 02苏交通 99.79 99.74 -0.05 863,653
120205 02渝城投 100.8 101.25 0.14 69,762
120206 02武钢(3) 103.8 103.8 0 31,140
120207 02武钢(7) 98.7 98.6 -0.16 444,993
120288 02金茂债 99.2 99.1 -0.11 378,676
120301 03沪轨道 99.85 99.97 0.12 222,583
129805 98三峡(8) 112.1 112.21 0.11 1,101,793
129806 98中铁(1) 134.35 134.38 0.03 1,608,186
129901 98中铁(2) 115.75 115.8 0.05 276,644
129902 98中铁(3) 101.71 102 0.19 3,191,308
129903 99三峡债 102.7 103.5 0 632,301
129904 98中信(7) 107 107.1 0.07 544,062
129905 98石油债 103.18 103.22 0.01 6,026,378
201000 R003 2.82 2.73 54.23 2,341,200,000
201001 R007 2.2 2.01 6.91 4,758,700,000
201002 R014 2.32 2.06 4.04 1,432,600,000
201003 R028 2.26 2.25 -0.44 1,270,900,000
201004 R091 2.8 2.4 -13.97 825,700,000
201005 R182 3 2.8 -6.66 160,600,000
201008 R001 1.98 1.62 0 4,969,300,000
201009 R002 1.98 1.71 0 160,300,000
201010 R004 2.7 2.47 -5 582,600,000
202001 RC001 2.34 1.62 -18.18 321,600,000
202003 RC003 2.94 2.7 28.57 465,300,000
202007 RC007 2.19 2.08 -5.02 372,600,000
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 98.72 98.72 0.04 1,974
100203 国债0203 90.99 91 0.6 45,499
100210 国债0210 94.28 94.2 -0.03 16,962
100213 国债0213 90 90.49 0.54 203,555
100301 国债0301 95.5 95.5 0 39,155
100303 国债0303 89.96 90.23 0.23 71,369
100308 国债0308 93 93 0 114,390
100311 国债0311 100.08 100 0 237,047
101912 国债912 95 95 0 15,192
101917 国债917 101.21 101.74 0.75 164,441
101998 国债998 99.3 99.3 -0.02 10,923
111015 01三峡10 102.45 102 -0.44 87,910
111016 01广核债 103.3 103.55 0.24 459,427
111017 02电网3 104.5 104.43 0.12 31,330
111018 02电网15 100.95 100.95 0.05 1,671,013
111019 02广核债 95.5 95.5 0 749,248
125002 万科转债 104.85 104.9 0.1 6,058,966
125302 茂炼转债 120.61 121.82 0.85 17,445,813
125629 钢钒转债 125.49 125.44 0.24 13,489,363
125630 铜都转债 112.01 113 0.9 58,589,919
125729 燕京转债 98.07 98.54 0.57 573,736
125930 丰原转债 103.1 103.55 0.53 9,108,180
125936 华西转债 97.28 97.94 0.69 14,774,462
126301 丝绸转2 96.45 96.1 -0.41 14,854,610
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) 2.11% 2.216 7.444 5.445 2.532
009704 97国债(4) 2.77% 3.226 14.348 2.2775 3.759
009905 99国债(5) 2.91% 3.43 15.478 0.9076 3.715
009908 99国债(8) 3.51% 5.165 33.069 0.6058 5.808
010004 20国债(4) 2.60% - - 1.3748 6.471
010010 20国债(10) 2.63% - - 0.097 3.951
010103 21国债(3) 3.12% 3.963 20.327 1.962 4.392
010107 21国债(7) 4.18% 11.958 189.494 1.4472 17.66
010110 21国债(10) 3.83% 6.768 55.472 0.5253 7.814
010112 21国债(12) 3.81% 6.842 56.63 0.2758 7.91
010115 21国债(15) 3.27% 4.474 25.654 2.8438 5.044
010203 02国债(3) 3.92% 7.194 62.774 1.5658 8.375
010210 02国债(10) 3.51% 5.17 32.836 0.6875 5.704
010213 02国债(13) 3.31% 11.146 150.47 0.4986 13.8
010214 02国债(14) 2.99% 3.631 17.027 0.2832 3.893
010215 02国债(15) 3.38% 5.254 34.761 2.8979 6.011
010301 03国债(1) 3.47% 5.489 37.373 2.0624 6.216
010303 03国债(3) 4.25% 13.371 232.637 0.4005 19.373
010307 03国债(7) 3.49% 5.969 43.335 0.7361 6.715
010308 03国债(8) 3.98% 8.184 81.059 0.604 9.792
100009 机场转债 - - - 0.6137 1.233
100016 民生转债 - - - 1.1425 4.238
100087 水运转债 - - - 0.2737 3.696
100096 云化转债 - - - 0.3507 2.77
100117 西钢转债 - - - 0.3616 4.69
100177 雅戈转债 - - - 0.6575 2.334
100196 复星转债 - - - 0.1534 4.901
100220 阳光转债 - - - 0.6164 1.375
100236 桂冠转债 - - - 0.4581 4.573
100567 山鹰转债 - - - 0.6945 4.534
100726 龙电转债 - - - 0.7479 4.499
100795 国电转债 - - - 0.3003 4.622
120001 99宝钢债 2.92% 1.602 4.159 1.2164 1.688
120101 01中移 动 3.37% - - 1.7066 7.542
120102 01三峡债 4.87% 9.297 111.34 0.3426 12.934
120201 02三峡债 5.06% 11.984 194.376 0.952 18.8
120202 02中移(5) 3.73% 3.571 16.598 0.3356 3.904
120203 02中移(15) 4.99% 9.99 128.054 0.3945 13.904
120204 02苏交通 4.96% 9.658 124.746 4.3494 14.027
120205 02渝城投 4.75% 6.981 62.936 4.2372 9.019
120206 02武钢(3) 3.30% 1.864 5.281 3.7589 1.926
120207 02武钢(7) 4.32% 5.148 33.058 0.2974 5.926
120288 02金茂债 4.68% 6.732 57.301 2.4858 8.403
120301 03沪轨道 4.87% 9.866 128.971 3.5339 14.214
129805 98三峡(8) 3.88% 2.702 10.506 5.4016 3.129
129806 98中铁(1) 5.08% 0.057 0.058 34.3311 0.06
129901 98中铁(2) 3.23% 0.836 1.508 15.6893 0.863
129902 98中铁(3) 4.24% 5.043 32.014 0.5795 5.863
129903 99三峡债 3.46% - - 1.2978 6.644
129904 98中信(7) 3.59% 2.305 7.751 2.5373 2.537
129905 98石油债 3.87% 3.388 15.221 1.011 3.767
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 3.26% 4.474 25.657 2.8438 5.044
100203 国债0203 3.81% 7.206 62.943 1.5658 8.375
100210 国债0210 3.61% 5.165 32.765 0.6875 5.704
100213 国债0213 3.55% 11.082 149.119 0.52 13.8
100215 国债0215 3.16% 5.27 34.945 2.8738 6.011
100301 国债0301 3.38% 5.495 37.451 2.0624 6.216
100303 国债0303 4.20% 13.4 233.373 0.4285 19.373
100307 国债0307 2.99% 6.008 43.851 0.7361 6.715
100308 国债0308 3.89% 8.197 81.268 0.6288 9.792
101904 国债904 2.82% - - 1.3534 6.471
101912 国债912 3.79% 6.844 56.656 0.2507 7.91
101917 国债917 4.22% 11.936 188.987 1.4472 17.66
101966 国债966 2.25% 2.212 7.418 5.5423 2.532
101995 国债995 3.01% 3.426 15.444 0.9346 3.715
101998 国债998 3.43% 5.17 33.131 0.6329 5.808
111015 01三峡10 3.58% - - 0.2146 7.934
111016 01广核债 4.26% 4.274 24.014 3.9845 5.022
111017 02电网3 3.75% 1.489 3.652 5.063 1.545
111018 02电网15 4.99% 9.517 118.691 2.2103 13.545
111019 02广核债 4.99% 10.027 128.826 0.2219 13.94
125002 万科转债 - - - 0.7068 3.529
125302 茂炼转债 - - - 0.8767 0.649
125629 钢钒转债 - - - 1.2904 4.14
125630 铜都转债 - - - 0.6312 4.463
125729 燕京转债 - - - 0.1545 3.871
125930 丰原转债 - - - 1.08 4.389
125936 华西转债 - - - 0.4033 4.745
126301 丝绸转2 - - - 0.4142 3.77
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 曾刚)
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