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周四,交易所国债市场继续保持上攻态势。国债指数收于98.96,上涨0.12%,中期债带量突破,全天成交53.09亿。6年以下中期债全面向上突破,010115和010103分别以0.39%和0.32%的涨幅排居前列。
与国债相反,企业债指数今日下跌0.12%,收于99.36点。转债市场随股市调整而震荡,其中机场转债上涨1.1%,复星转债则下跌0.51%。回购市场略显上涨趋势,但从年底的角度看,可以说基本平稳,市场资金相对充裕。
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) 123.21 123.54 0.16 16,344,406
009704 97国债(4) 125.42 125.28 -0.11 9,876,960
009905 99国债(5) 101.3 101.25 -0.13 52,898,491
009908 99国债(8) 99.31 99.56 0.28 378,524,527
010004 20国债(4) 101 100.95 -0.02 217,876,721
010010 20国债(10) 99.86 99.99 0.12 196,510,921
010103 21国债(3) 100.96 101.28 0.31 166,030,023
010107 21国债(7) 104.1 104.29 0.03 33,619,448
010110 21国债(10) 95.84 96.17 0.28 149,046,625
010112 21国债(12) 96.07 96.38 0.27 323,825,787
010115 XD21国(15) 98.75 99.14 0.39 305,708,126
010203 02国债(3) 92.08 92.29 0.14 132,461,999
010210 02国债(10) 94.47 94.67 0.21 363,884,204
010213 02国债(13) 93.1 93.13 -0.04 97,400,017
010214 02国债(14) 99.1 99.19 0.09 203,572,230
010215 02国债(15) 97.8 97.85 0.17 359,500,879
010301 03国债(1) 95.97 96.03 0.06 329,128,656
010303 03国债(3) 92.25 92.27 0 38,793,661
010307 03国债(7) 95.58 95.7 0.12 417,663,794
010308 03国债(8) 94.37 94.26 -0.03 213,798,590
010311 03国债(11) 100.15 100.17 0.01 1,192,414,244
100009 机场转债 119 120 1.09 11,336,212
100016 民生转债 120.03 121.27 0.71 52,558,891
100087 水运转债 118.18 118.01 0 3,266,744
100096 云化转债 105.24 106 0.47 2,134,638
100117 西钢转债 102.19 102.79 0.56 13,742,153
100177 雅戈转债 104.5 105.32 0.33 2,048,973
100196 复星转债 100.5 100.09 -0.5 35,017,011
100220 阳光转债 100.72 100.73 -0.06 3,321,166
100236 桂冠转债 102.48 102.8 0.27 9,364,677
100567 山鹰转债 104.8 105.14 -0.21 481,599
100726 龙电转债 108.65 108.99 0 8,726,012
100795 国电转债 109.53 110 -0.28 20,309,241
110001 邯钢转债 103.45 104.03 0.4 90,887,942
120001 99宝钢债 102.6 102.65 -0.11 15,805,752
120101 01中移 动 103.76 103.92 -0.07 84,126
120102 01三峡债 104.05 103.98 -0.06 27,293,624
120201 02三峡债 97.2 97 -0.2 1,001,350
120202 02中移(5) 99.36 99.35 -0.25 31,793
120203 02中移(15) 95.4 95.28 -0.12 70,323,097
120204 02苏交通 95.17 95.22 0.05 870,759
120205 02渝城投 97.63 97.6 -0.04 380,640
120207 02武钢(7) 99.18 99.3 0.2 330,493
120288 02金茂债 98.58 98.56 -0.02 151,821
120301 03沪轨道 99.35 99.4 -0.05 5,208,144
120302 03苏园建 98.3 97.99 -0.31 9,505,860
129805 98三峡(8) 112.86 112.88 0.04 854,501
129901 98中铁(2) 115.92 116 0.01 677,277
129902 98中铁(3) 101.93 102.05 0.11 2,248,372
129903 99三峡债 104 104 0 20,800
129904 98中信(7) 107.52 107.52 0 159,140
129905 98石油债 103.7 103.52 -0.17 8,344,656
201000 R003 2.75 2.34 -23.77 3,386,700,000
201001 R007 2.25 2.29 7 8,309,700,000
201002 R014 2.8 3 20 371,900,000
201003 R028 3 3.05 1.66 1,576,000,000
201004 R091 2.96 3.01 1.68 572,500,000
201005 R182 2.8 2.77 -0.71 834,600,000
201008 R001 4.5 3.66 83 12,343,000,000
201009 R002 3 3.51 18.18 522,600,000
201010 R004 2.12 2.02 -25.18 499,200,000
202001 RC001 4.5 4.14 109.09 697,900,000
202003 RC003 2.76 2.76 -2.12 22,300,000
202007 RC007 2.29 2.39 2.13 658,700,000
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 XD国0115 98.5 98.72 -0.67 139,985
100203 国债0203 91.79 92.83 -0.02 10,201
100210 国债0210 94.4 94.4 0.01 289,764
100213 国债0213 91 90.89 0.01 151,744
100214 国债0214 98.44 98.46 0.03 8,861
100303 国债0303 92.19 92.06 0.07 60,799
100308 国债0308 94 94 -0.2 16,920
100311 国债0311 100.2 100.13 0.03 84,145
101912 国债 912 96.68 96.08 0.29 31,754
101966 国债 966 123.42 123.42 0.25 37,027
101995 国债 995 100.71 100.71 0.01 5,036
101998 国债 998 99.56 99.3 0 15,904
111015 01三峡10 103.02 103 0 179,222
111016 01广核债 100.31 100.35 0.03 376,219
111017 02电网 3 105 104.7 -0.19 2,136,960
111018 02电网15 100.82 100.19 0.15 260,790
111019 02广核债 94.1 93.26 -0.79 11,440,219
125002 万科转债 106.7 106.99 -0.01 3,350,468
125302 茂炼转债 126.15 127.08 0.79 29,251,166
125629 钢钒转债 122.49 125.09 2.05 140,808,152
125630 铜都转债 120.12 124 2.16 46,066,073
125729 燕京转债 98.85 98.75 -0.25 2,113,827
125930 丰原转债 102.21 102.5 0.28 23,410,198
125936 华西转债 98.74 98.88 0.03 2,252,016
126301 丝绸转 2 96.85 96.8 0.06 2,051,344
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) 2.01% 2.175 7.224 6.0933 2.488
009704 97国债(4) 2.55% 3.191 14.098 2.8134 3.715
009905 99国债(5) 2.91% 3.388 15.145 1.0873 3.671
009908 99国债(8) 3.38% 5.13 32.687 0.7866 5.764
010004 20国债(4) 2.44% - - 1.4959 6.427
010010 20国债(10) 2.36% - - 0.2263 3.907
010103 21国债(3) 2.95% 3.928 20.027 2.1412 4.348
010107 21国债(7) 3.96% 12.017 190.837 1.6456 17.616
010110 21国债(10) 3.52% 6.756 55.301 0.687 7.77
010112 21国债(12) 3.58% 6.822 56.334 0.4178 7.866
010115 21国债(15) 3.19% 4.57 26.048 0.0082 5
010203 02国债(3) 3.63% 7.184 62.604 1.7049 8.332
010210 02国债(10) 3.44% 5.132 32.41 0.8185 5.66
010213 02国债(13) 3.25% 11.12 149.822 0.6411 13.756
010214 02国债(14) 2.87% 3.593 16.721 0.4066 3.849
010215 02国债(15) 3.33% 5.372 35.341 0.1044 5.967
010301 03国债(1) 3.38% 5.453 36.946 2.2082 6.173
010303 03国债(3) 4.02% 13.455 234.722 0.5868 19.329
010307 03国债(7) 3.39% 5.934 42.898 0.8818 6.671
010308 03国债(8) 3.73% 8.177 80.911 0.7695 9.748
010311 03国债(11) 3.47% 6.04 44.664 0.2877 6.921
100009 机场转债 - - - 0.651 1.189
100016 民生转债 - - - 1.2123 4.195
100087 水运转债 - - - 0.3156 3.652
100096 云化转债 - - - 0.4384 2.726
100117 西钢转债 - - - 0.4274 4.647
100177 雅戈转债 - - - 0.7123 2.29
100196 复星转债 - - - 0.2279 4.858
100220 阳光转债 - - - 0.6712 1.332
100236 桂冠转债 - - - 0.5184 4.529
100567 山鹰转债 - - - 0.7644 4.49
100726 龙电转债 - - - 0.8178 4.455
100795 国电转债 - - - 0.3375 4.578
110001 邯郸转债 - - - 0.063 4.937
120001 99宝钢债 3.21% 1.556 3.962 1.4356 1.644
120101 01中移 动 3.41% - - 1.8803 7.499
120102 01三峡债 4.85% 9.262 110.648 0.5852 12.89
120201 02三峡债 5.11% 11.916 192.702 1.1737 18.756
120202 02中移(5) 3.82% 3.526 16.227 0.4986 3.86
120203 02中移(15) 5.04% 9.936 126.932 0.6411 13.86
120204 02苏交通 5.00% 10.061 129.566 0.0865 13.984
120205 02渝城投 4.67% 7.261 65.261 0.1184 8.975
120207 02武钢(7) 4.25% 5.111 32.641 0.4846 5.882
120288 02金茂债 4.83% 6.673 56.457 2.717 8.359
120301 03沪轨道 4.94% 9.803 127.695 3.7439 14.17
120302 03苏园建 4.80% 7.513 71.144 1.8142 9.578
129805 98三峡(8) 3.68% 2.666 10.285 5.6904 3.085
129901 98中铁(2) 3.17% 0.794 1.4 15.8975 0.819
129902 98中铁(3) 4.25% 5.001 31.548 0.826 5.819
129903 99三峡债 3.30% - - 1.5022 6.6
129904 98中信(7) 3.45% 2.266 7.538 2.7925 2.493
129905 98石油债 3.83% 3.348 14.914 1.2575 3.723
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 3.28% 4.565 25.996 0.0082 5
100203 国债0203 3.55% 7.193 62.735 1.7049 8.332
100210 国债0210 3.49% 5.129 32.37 0.8185 5.66
100213 国债0213 3.47% 11.062 148.616 0.6411 13.756
100214 国债0214 3.08% 3.585 16.651 0.4066 3.849
100303 国债0303 4.03% 13.446 234.489 0.5868 19.329
100308 国债0308 3.76% 8.172 80.833 0.7695 9.748
100311 国债0311 3.48% 6.04 44.657 0.2877 6.921
101912 国债912 3.63% 6.818 56.269 0.4178 7.866
101966 国债966 2.05% 2.174 7.217 6.0933 2.488
101995 国债995 3.07% 3.382 15.096 1.0873 3.671
101998 国债998 3.43% 5.127 32.65 0.7866 5.764
111015 01三峡10 3.35% - - 0.419 7.89
111016 01广核债 4.06% 4.419 24.708 0.0903 4.978
111017 02电网3 3.66% 1.448 3.495 5.2548 1.501
111018 02电网15 5.09% 9.448 117.34 2.4367 13.501
111019 02广核债 5.24% 9.915 126.553 0.4685 13.896
125002 万科转债 - - - 0.7767 3.485
125302 茂炼转债 - - - 0.9932 0.605
125629 钢钒转债 - - - 1.3603 4.096
125630 铜都转债 - - - 0.697 4.419
125729 燕京转债 - - - 0.2104 3.827
125930 丰原转债 - - - 1.1786 4.345
125936 华西转债 - - - 0.4778 4.701
126301 丝绸转2 - - - 0.4981 3.726
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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