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昨日,交易所国债市场继续呈震荡整理态势,跨市场债缩量下跌,中、长期和浮息债显现强势。国债指数收于98.04,下跌0.01%,全天成交20.37亿。
交易所国债市场近期连续出现上午全面走弱,下午收复失地的现象。这部分资金重点关照中、长期债,并且从盘口分析多为真实买盘,资金性质是护盘还是逢年底减仓,值得市场推敲。
企业债指数下跌0.09%,收于99.43点。03苏园建重归大势跌破面值。转债市场随股市调整而震荡,其中民生转债下跌1.36%,龙电转债则上涨1.07%。
回购市场基本平稳,市场资金相对充裕,受跨年度因素影响,28天和91天回购已有上升的趋势。
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) 123.59 123.45 -0.12 213,489
009704 97国债(4) 124.5 124.52 0.01 48,511,846
009905 99国债(5) 100.8 100.92 -0.03 33,233,526
009908 99国债(8) 98.67 98.66 -0.02 114,195,071
010004 20国债(4) 99.98 100.12 0.17 99,262,427
010010 20国债(10) 99.04 99.15 0.11 96,479,103
010103 21国债(3) 100.49 100.55 0.06 10,058,126
010107 21国债(7) 102.58 102.9 0.15 27,938,174
010110 21国债(10) 94.3 94.48 0.09 118,177,936
010112 21国债(12) 95.06 95.26 0.21 136,154,464
010115 21国债(15) 98.41 98.38 -0.03 39,215,661
010203 02国债(3) 90.96 91.05 0.09 234,953,730
010210 02国债(10) 94.02 93.92 -0.11 127,571,541
010213 02国债(13) 92.2 92.44 -0.02 44,873,525
010214 02国债(14) 98.7 98.75 0.06 140,226,210
010215 XD02国(15) 97.49 97.15 -0.36 66,974,652
010301 03国债(1) 95.44 95.49 0.01 73,369,674
010303 03国债(3) 90.2 90.17 -0.1 235,315,907
010307 03国债(7) 95.05 94.89 -0.14 214,029,919
010308 03国债(8) 95.5 92.72 0.02 34,627,410
010311 03国债(11) 99.75 99.8 0.03 52,020,483
100009 机场转债 117.61 117.81 -0.56 316,511
100016 民生转债 116.68 114.99 -1.36 99,930,518
100087 水运转债 111.78 111.27 -0.64 13,045,607
100096 云化转债 103.62 103.9 0.27 14,561,721
100117 西钢转债 102.13 102.4 0.06 1,532,280
100177 雅戈转债 104.5 104.13 -0.11 13,225,767
100196 复星转债 100.3 100.38 0.07 10,975,054
100220 阳光转债 100.25 100.1 -0.18 29,505,125
100236 桂冠转债 102.29 102.31 0.1 1,874,451
100567 山鹰转债 104.91 104.5 0.22 248,592
100726 龙电转债 107.45 108.21 1.07 18,016,788
100795 国电转债 107.09 107.22 0.1 9,549,043
120001 99宝钢债 102.9 102.8 -0.14 1,711,688
120101 01中移 动 104.1 104.14 -0.05 4,042,133
120102 01三峡债 103.58 103.56 -0.05 863,805
120201 02三峡债 97.27 97.18 -0.12 1,853,364
120202 02中移(5) 99.51 99.5 -0.01 1,287,429
120203 02中移(15) 94.9 95.06 0.05 891,440
120204 02苏交通 99.6 99.65 0.05 680,095
120205 XD02渝城 97.99 97.5 0.04 138,847
120207 02武钢(7) 98.51 98.51 -0.04 455,102
120288 02金茂债 98.5 98.52 -0.06 1,295,606
120301 03沪轨道 99.35 99.36 -0.14 456,194
120302 03苏园建 100.94 99.79 -1.15 530,784
129805 98三峡(8) 112.4 112.43 0 1,051,305
129806 98中铁(1) 134 134.48 0.03 13,066,920
129901 98中铁(2) 115.81 115.8 -0.11 777,788
129902 98中铁(3) 101.86 101.88 0.02 278,113
129904 98中信(7) 107.1 107.25 0.23 671,056
129905 98石油债 103.31 103.3 0 762,616
201000 R003 2.22 1.74 93.33 3,157,500,000
201001 R007 2.14 2 -2.91 9,389,300,000
201002 R014 2.2 2.1 -2.77 3,010,500,000
201003 R028 2.7 2.5 -6.36 2,267,300,000
201004 R091 2.85 2.55 -10.52 1,409,000,000
201005 R182 2.99 2.96 -0.33 960,400,000
201008 R001 2.34 1.62 -26.36 7,727,300,000
201009 R002 2.07 1.71 8.22 1,100,400,000
201010 R004 2.66 2.27 100.88 3,976,000,000
202001 RC001 2.34 1.61 -31.19 404,900,000
202003 RC003 2.1 2.1 -22.22 189,800,000
202007 RC007 2.2 2.11 0.95 620,600,000
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 98.12 98.5 -0.51 6,876
100203 国债0203 90.71 90.71 -0.1 4,536
100210 国债0210 93.82 93.82 -0.37 938
100213 国债0213 89.76 90.03 -0.04 10,893
100215 XD国0215 97.3 97.3 -1.49 447,580,000
100303 国债0303 90.16 90.45 0.39 114,434
100311 国债0311 100 100 0 95,000
101912 国债912 95.3 95.3 0.32 23,825
101917 国债917 102.85 102.8 0.19 112,066
101995 国债995 100.3 100.72 -0.18 21,370,785
101998 国债998 99.25 99.38 0.09 53,600
111015 01三峡10 102.5 102.5 0.02 14,350
111016 01广核债 103.4 103.5 0.12 407,695
111017 02电网3 104.52 104.52 0.02 653,238
111018 02电网15 100.3 100.1 -0.59 474,317
111019 02广核债 95.27 95.28 0.01 358,225
125002 万科转债 106.3 104.84 -1.46 9,518,730
125302 茂炼转债 122.19 123.7 1.24 16,665,331
125629 钢钒转债 123.22 122.4 -0.68 15,169,104
125630 铜都转债 116.99 116 -0.17 3,640,494
125729 燕京转债 98.3 98.2 0 1,044,473
125930 丰原转债 103.49 103.41 -0.09 2,347,351
125936 华西转债 98.45 98.35 -0.07 573,382
126301 丝绸转2 96.13 96.14 0.15 2,091,023
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) 2.13% 2.198 7.348 5.7692 2.515
009704 97国债(4) 2.79% 3.209 14.219 2.4651 3.742
009905 99国债(5) 3.01% 3.411 15.321 0.9975 3.699
009908 99国债(8) 3.51% 5.149 32.89 0.6058 5.792
010004 20国债(4) 2.58% - - 1.4247 6.455
010010 20国债(10) 2.63% - - 0.097 3.934
010103 21国债(3) 3.13% 3.946 20.183 2.0516 4.375
010107 21国债(7) 4.07% 11.992 190.289 1.5289 17.644
010110 21国债(10) 3.79% 6.756 55.303 0.5819 7.797
010112 21国债(12) 3.81% 6.827 56.401 0.2507 7.893
010115 21国债(15) 3.35% 4.453 25.452 2.9014 5.027
010203 02国债(3) 3.92% 7.178 62.527 1.5658 8.359
010210 02国债(10) 3.51% 5.154 32.654 0.6875 5.688
010213 02国债(13) 3.31% 11.13 150.097 0.4986 13.784
010214 02国债(14) 2.99% 3.615 16.897 0.334 3.877
010215 02国债(15) 3.46% 5.39 35.547 0.0241 5.995
010301 03国债(1) 3.47% 5.473 37.182 2.0624 6.2
010303 03国债(3) 4.18% 13.394 233.203 0.4658 19.356
010307 03国债(7) 3.50% 5.952 43.123 0.7871 6.699
010308 03国债(8) 3.98% 8.168 80.782 0.604 9.775
010311 03国债(11) 3.54% 6.061 44.938 0.163 6.948
100009 机场转债 - - - 0.629 1.216
100016 民生转债 - - - 1.1301 4.222
100087 水运转债 - - - 0.2836 3.679
100096 云化转债 - - - 0.3507 2.753
100117 西钢转债 - - - 0.3616 4.674
100177 雅戈转债 - - - 0.6767 2.318
100196 复星转债 - - - 0.1403 4.885
100220 阳光转债 - - - 0.6164 1.359
100236 桂冠转债 - - - 0.4581 4.556
100567 山鹰转债 - - - 0.6822 4.518
100726 龙电转债 - - - 0.7356 4.482
100795 国电转债 - - - 0.3156 4.605
120001 99宝钢债 3.07% 1.585 4.083 1.326 1.671
120101 01中移 动 3.40% - - 1.6759 7.526
120102 01三峡债 4.88% 9.281 111.019 0.4425 12.918
120201 02三峡债 5.04% 11.969 194.019 0.9129 18.784
120202 02中移(5) 3.75% 3.555 16.464 0.4027 3.888
120203 02中移(15) 4.99% 9.972 127.681 0.3945 13.888
120204 02苏交通 5.00% 9.633 124.26 4.4729 14.011
120205 02渝城投 5.29% 6.89 61.627 4.32 9.003
120206 02武钢(3) 3.42% 1.846 5.194 3.826 1.91
120207 02武钢(7) 4.28% 5.133 32.891 0.2643 5.91
120288 02金茂债 4.82% 6.701 56.854 2.6014 8.386
120301 03沪轨道 4.93% 9.832 128.29 3.6204 14.197
120302 03苏园建 4.39% 7.6 72.504 1.6611 9.605
129805 98三峡(8) 3.86% 2.685 10.403 5.3507 3.112
129806 98中铁(1) 4.68% 0.042 0.042 34.4644 0.044
129901 98中铁(2) 3.23% 0.819 1.464 15.6893 0.847
129902 98中铁(3) 4.24% 5.027 31.83 0.5795 5.847
129903 99三峡债 3.46% - - 1.2978 6.627
129904 98中信(7) 3.52% 2.291 7.674 2.6424 2.521
129905 98石油债 3.86% 3.373 15.106 1.1342 3.751
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 3.33% 4.455 25.463 2.926 5.027
100203 国债0203 3.86% 7.185 62.627 1.6353 8.359
100210 国债0210 3.61% 5.149 32.587 0.753 5.688
100213 国债0213 3.55% 11.067 148.763 0.5699 13.784
100214 国债0214 3.09% 3.611 16.863 0.334 3.877
100215 国债0215 3.43% 5.392 35.57 0.0241 5.995
100301 国债0301 3.57% 5.466 37.095 2.1353 6.2
100303 国债0303 4.19% 13.387 233.021 0.4658 19.356
100307 国债0307 2.99% 5.992 43.643 0.7361 6.699
100308 国债0308 4.00% 8.165 80.736 0.6454 9.775
100311 国债0311 3.50% 6.064 44.979 0.1918 6.948
101903 国债903 3.22% 3.942 20.142 2.0158 4.375
101904 国债904 2.63% - - 1.389 6.455
101912 国债912 3.79% 6.828 56.423 0.2507 7.893
101917 国债917 4.23% 11.916 188.506 1.4122 17.644
101966 国债966 2.25% 2.197 7.342 5.445 2.515
101973 国债973 2.54% 3.219 14.304 2.4115 3.742
101995 国债995 2.93% 3.414 15.347 0.9076 3.699
101998 国债998 3.42% 5.155 32.96 0.6962 5.792
111015 01三峡10 3.41% - - 0.3168 7.918
111016 01广核债 4.26% 4.258 23.855 3.9845 5.005
111017 02电网3 3.75% 1.473 3.587 5.063 1.529
111018 02电网15 5.05% 9.482 118.008 2.1704 13.529
111019 02广核债 5.01% 10.006 128.382 0.3452 13.923
125002 万科转债 - - - 0.7356 3.512
125302 茂炼转债 - - - 0.9247 0.633
125629 钢钒转债 - - - 1.2781 4.123
125630 铜都转债 - - - 0.6312 4.447
125729 燕京转债 - - - 0.1447 3.855
125930 丰原转债 - - - 1.1293 4.373
125936 华西转债 - - - 0.4208 4.729
126301 丝绸转2 - - - 0.4488 3.753
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 陈强)
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