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周一市场对11月CPI指标作出反应,市场出现较大幅度下跌,上证国债指数收盘98.51点,较上周五下跌了0.16点,成交金额较上周五增加至34.19亿元。长期债和跨市场品种跌幅居前,跨市场和7年左右品种成交活跃。
上证所国债回购品种普遍上涨,R007和R014涨幅分别为6.9%和9.87%,3天品种出现异动,在尾盘被拉升至3%,涨幅达160%。企业债市场总体小幅下跌,上证企债指数较上周五下跌了0.01点,成交金额略涨至2.53亿元。
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) 123.25 123.22 0.01 24,838,095
009704 97国债(4) 125.46 125.45 -0.42 39,692,291
009905 99国债(5) 101.28 101.21 -0.05 556,006
009908 99国债(8) 99.1 99.1 -0.06 407,895,595
010004 20国债(4) 101.06 101.15 0 38,677,175
010010 20国债(10) 100.05 99.98 -0.07 1,206,847
010103 21国债(3) 100.75 100.8 -0.03 118,059,951
010107 21国债(7) 103.7 103.34 -0.44 90,058,028
010110 21国债(10) 95.42 95.42 -0.2 87,527,649
010112 21国债(12) 96 95.79 -0.28 173,228,970
010115 21国债(15) 98.79 98.65 -0.14 209,718,325
010203 02国债(3) 91.98 91.72 -0.31 166,516,733
010210 02国债(10) 94.4 94.36 -0.09 96,300,603
010213 02国债(13) 93.08 93.14 -0.21 327,540,393
010214 02国债(14) 99.1 99.08 0 53,373,363
010215 02国债(15) 97.5 97.62 0.12 69,725,137
010301 03国债(1) 95.82 95.31 -0.33 214,400,985
010303 03国债(3) 92.11 91.67 -0.58 186,955,412
010307 03国债(7) 95.2 95.15 -0.21 532,273,973
010308 03国债(8) 93.9 93.74 -0.22 190,108,032
010311 03国债(11) 100.1 99.99 -0.17 390,327,977
100016 民生转债 122.31 122.27 0.13 208,243,997
100087 水运转债 114.03 114.99 0.32 4,406,909
100096 云化转债 104.61 104.84 0.05 5,542,165
100117 西钢转债 102.16 102.44 0.26 3,626,664
100177 雅戈转债 104.23 104.5 -0.38 24,513,791
100196 复星转债 100.31 100.3 0.03 10,486,838
100220 阳光转债 101.04 100.9 -0.12 614,584
100236 桂冠转债 102.98 103.05 0.29 2,731,237
100567 山鹰转债 105.1 105.05 0.16 1,234,876
100726 龙电转债 108.49 109.01 0.47 1,942,670
100795 国电转债 108.83 110 0.38 33,498,974
110001 邯钢转债 102.98 103.2 0.21 77,273,101
120001 99宝钢债 102.9 102.69 -0.18 1,628,633
120101 01中移 动 104.5 105 0.38 13,747,590
120102 01三峡债 104.15 104.04 0.01 5,499,181
120201 02三峡债 96.63 96.9 -0.07 1,366,774
120202 02中移(5) 99.78 99.78 0.18 9,978
120203 02中移(15) 95.38 95.37 -0.03 70,708,412
120204 02苏交通 95.2 95.24 0.04 598,899
120205 02渝城投 97.7 97.61 -0.38 52,883,266
120206 02武钢(3) 103.68 103.75 -0.14 11,208,897
120207 02武钢(7) 98.8 98.8 0.09 790,400
120288 02金茂债 98.75 98.68 0.13 200,221
120301 03沪轨道 99.4 99.4 -0.04 1,055,764
120302 03苏园建 98.22 98.44 -0.03 76,780
129805 98三峡(8) 112.8 112.8 0 283,048
129806 98中铁(1) 134.41 134.62 0 77,017,703
129901 98中铁(2) 115.98 115.92 -0.05 244,703
129902 98中铁(3) 101.9 102 0.01 195,818
129903 99三峡债 103.32 104.5 0.19 1,814,194
129904 98中信(7) 107.6 107.6 0.08 46,273
129905 98石油债 103.68 103.73 0 5,533,942
201000 R003 2.1 3 160.87 4,252,600,000
201001 R007 2.15 2.4 7.14 9,038,200,000
201002 R014 2.17 2.45 9.86 1,364,400,000
201003 R028 2.7 2.95 9.25 1,108,800,000
201004 R091 2.79 2.85 1.78 548,700,000
201005 R182 2.7 2.84 5.18 664,600,000
201008 R001 1.98 2.67 0 11,137,400,000
201009 R002 2.07 2.6 31.31 844,200,000
201010 R004 2.65 3 147.93 3,203,500,000
202001 RC001 2.34 2.14 -8.54 1,254,200,000
202003 RC003 2.1 2.31 40 75,800,000
202007 RC007 2.24 2.45 11.36 566,600,000
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 99.95 99.8 0.37 6,994
100203 国债0203 91.94 91.94 -0.01 45,970
100210 国债0210 94.38 94.39 0.2 33,018
100213 国债0213 90.78 90.5 -0.15 28,099
100214 国债0214 98.9 98.26 -0.06 248,720
100303 国债0303 92.15 91.7 -0.45 187,461
100307 国债0307 95.8 95.98 1.03 960
101912 国债912 95.8 95.8 -0.09 2,874
101966 国债966 123.43 123.43 0.26 187,495
101995 国债995 100.63 100.58 -0.05 120,789
101998 国债998 98.1 99.58 0.48 32,796
111015 01三峡10 103 103 -0.61 6,333,500
111016 01广核债 100.88 100.16 -0.04 97,229
111017 02电网3 105 104.82 -0.36 235,975
111018 02电网15 100.09 100.14 0.04 272,247
111019 02广核债 94.85 94.9 0.16 664,843
125002 万科转债 106.69 106.72 0.72 5,946,944
125302 茂炼转债 125 127.07 1.93 43,399,749
125629 钢钒转债 123.25 124.29 0.84 1,903,253
125630 铜都转债 118.5 119.61 3.11 13,010,107
125729 燕京转债 98.8 99.2 0.51 3,133,567
125930 丰原转债 103.53 102.82 -0.93 30,037,755
125936 华西转债 99 99.18 0.19 644,549
126301 丝绸转2 96.8 96.87 0.1 2,802,335
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) 2.15% 2.179 7.245 5.996 2.496
009704 97国债(4) 2.52% 3.2 14.166 2.733 3.723
009905 99国债(5) 2.92% 3.395 15.203 1.0604 3.679
009908 99国债(8) 3.47% 5.133 32.71 0.7595 5.773
010004 20国债(4) 2.60% - - 1.3534 6.436
010010 20国债(10) 2.36% - - 0.2069 3.915
010103 21国债(3) 3.07% 3.931 20.045 2.1143 4.356
010107 21国债(7) 4.03% 11.99 190.214 1.6106 17.625
010110 21国债(10) 3.83% 6.733 54.971 0.5253 7.778
010112 21国债(12) 3.81% 6.808 56.129 0.2507 7.874
010115 21国债(15) 3.27% 4.439 25.312 2.8438 5.008
010203 02国债(3) 3.71% 7.183 62.588 1.6841 8.34
010210 02国债(10) 3.51% 5.136 32.443 0.6875 5.668
010213 02国债(13) 3.31% 11.111 149.661 0.4986 13.764
010214 02国债(14) 2.99% 3.596 16.744 0.2614 3.858
010215 02国债(15) 3.39% 5.376 35.383 2.8738 5.975
010301 03国债(1) 3.51% 5.451 36.924 2.1863 6.181
010303 03国债(3) 4.06% 13.437 234.277 0.5589 19.337
010307 03国债(7) 3.48% 5.935 42.904 0.8599 6.679
010308 03国债(8) 3.80% 8.175 80.893 0.7447 9.756
010311 03国债(11) 3.50% 6.046 44.735 0.2589 6.929
100009 机场转债 - - - 0.6071 1.197
100016 民生转债 - - - 1.2 4.203
100087 水运转债 - - - 0.3082 3.66
100096 云化转债 - - - 0.4252 2.734
100117 西钢转债 - - - 0.3616 4.655
100177 雅戈转债 - - - 0.7041 2.299
100196 复星转债 - - - 0.1403 4.866
100220 阳光转债 - - - 0.6164 1.34
100236 桂冠转债 - - - 0.5093 4.537
100567 山鹰转债 - - - 0.7521 4.499
100726 龙电转债 - - - 0.8055 4.463
100795 国电转债 - - - 0.331 4.586
110001 邯郸转债 - - - 0.0548 4.945
120001 99宝钢债 2.92% 1.567 4.011 1.2164 1.652
120101 01中移 动 3.40% - - 1.6759 7.507
120102 01三峡债 4.87% 9.259 110.597 0.2998 12.899
120201 02三峡债 5.04% 11.947 193.467 0.9129 18.764
120202 02中移(5) 3.74% 3.535 16.3 0.3068 3.868
120203 02中移(15) 5.03% 9.947 127.17 0.6041 13.868
120204 02苏交通 4.96% 10.203 132.425 4.3494 13.992
120205 02渝城投 4.66% 7.269 65.395 0.0828 8.984
120206 02武钢(3) 3.39% 1.828 5.112 3.8932 1.89
120207 02武钢(7) 4.34% 5.112 32.659 0.4516 5.89
120288 02金茂债 4.68% 6.695 56.771 2.4858 8.367
120301 03沪轨道 4.94% 9.812 127.88 3.7068 14.178
120302 03苏园建 4.74% 7.531 71.419 1.7789 9.586
129805 98三峡(8) 3.86% 2.666 10.28 5.3507 3.093
129806 98中铁(1) 4.26% 0.022 0.02 34.274 0.025
129901 98中铁(2) 3.23% 0.8 1.414 15.6893 0.827
129902 98中铁(3) 4.26% 5.009 31.632 0.789 5.827
129903 99三峡债 3.46% - - 1.2978 6.608
129904 98中信(7) 3.55% 2.27 7.556 2.4923 2.501
129905 98石油债 3.76% 3.358 14.996 1.2205 3.732
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% 4.439 25.315 2.8438 5.008
100203 国债0203 3.81% 7.171 62.408 1.5658 8.34
100210 国债0210 3.50% 5.137 32.459 0.7988 5.668
100213 国债0213 3.56% 11.046 148.286 0.4986 13.764
100214 国债0214 3.13% 3.591 16.697 0.3848 3.858
100215 国债0215 3.30% 5.382 35.457 0.0562 5.975
100301 国债0301 3.56% 5.448 36.884 2.1644 6.181
100303 国债0303 4.06% 13.439 234.31 0.5589 19.337
100307 国债0307 2.99% 5.973 43.401 0.7361 6.679
100308 国债0308 3.81% 8.173 80.859 0.7198 9.756
100311 国债0311 3.48% 6.047 44.757 0.2301 6.929
101903 国债903 3.02% 3.933 20.067 2.0785 4.356
101904 国债904 2.60% - - 1.4532 6.436
101912 国债912 3.79% 6.81 56.151 0.2507 7.874
101917 国债917 3.83% 12.082 192.386 1.5639 17.625
101966 国债966 2.25% 2.18 7.251 5.445 2.496
101973 国债973 2.80% 3.19 14.082 2.6259 3.723
101995 国债995 3.11% 3.388 15.146 1.0604 3.679
101998 国债998 3.38% 5.139 32.78 0.7595 5.773
111015 01三峡10 3.35% - - 0.3883 7.899
111016 01广核债 4.26% 4.462 25.156 3.9845 4.986
111017 02电网3 3.75% 1.453 3.512 5.063 1.51
111018 02电网15 5.05% 9.461 117.592 2.1704 13.51
111019 02广核债 4.99% 9.989 128.017 0.2219 13.904
125002 万科转债 - - - 0.7644 3.493
125302 茂炼转债 - - - 0.9726 0.614
125629 钢钒转债 - - - 1.3479 4.104
125630 铜都转债 - - - 0.6871 4.427
125729 燕京转债 - - - 0.2005 3.836
125930 丰原转债 - - - 1.08 4.353
125936 华西转债 - - - 0.4647 4.71
126301 丝绸转2 - - - 0.3995 3.734
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 丁蕙)
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