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年底债市在一片喝彩声中连续七日收阳。昨日终于冲高回落,上证国债指数收盘较前日下跌0.08%,全天总计成交金额36.64亿元,较前日大幅萎缩31.64%,除尾市大幅拉升的02国债(3)涨幅达0.41%而外,其余上涨的3只都是中期债。
企业债指数昨日收于99.65点,较前日上涨0.08%,全天成交金额1.56亿元。其中02中移(15)和03苏园建居两市涨幅前列。可转债市场多数券种冲高回落,盘中出现大幅震荡。交易所
沪市回购市场资金显得充裕,回购利率量缩价未涨,较前全天成交金额(含企业债回购)300.35亿元。
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) 123.39 123.22 -0.13 7,237,314
009704 97国债(4) 125.08 125.05 -0.08 36,561,974
009905 99国债(5) 101.72 101.65 -0.06 41,412,298
009908 99国债(8) 100.04 100.05 0 135,480,667
010004 20国债(4) 101.48 101.28 -0.2 58,656,787
010010 20国债(10) 100.15 100.04 -0.19 47,230,314
010103 21国债(3) 101.62 101.56 -0.03 57,641,067
010107 21国债(7) 104.43 104.1 -0.36 92,491,255
010110 21国债(10) 96.19 96.2 0.01 237,177,153
010112 21国债(12) 96.65 96.73 0.04 290,627,829
010115 21国债(15) 99.69 99.62 0 189,160,761
010203 02国债(3) 93.1 93.52 0.4 88,169,305
010210 02国债(10) 95.25 95.28 0 198,124,823
010213 02国债(13) 92.89 92.88 -0.01 114,785,776
010214 02国债(14) 99.7 99.7 -0.2 162,900,006
010215 02国债(15) 98.4 98.23 -0.14 121,527,645
010301 03国债(1) 96.31 96.38 -0.12 488,055,363
010303 03国债(3) 92.5 92.17 -0.34 289,610,540
010307 03国债(7) 96.13 95.85 -0.21 249,325,724
010308 03国债(8) 94.97 95.01 0.04 380,561,819
010311 03国债(11) 100.54 100.49 -0.08 377,567,980
100009 机场转债 127 129.54 2.01 26,447,419
100016 民生转债 126.8 126.06 -0.31 83,962,319
100087 水运转债 133 134.71 0.77 60,848,506
100096 云化转债 111.3 111.6 -0.17 11,654,944
100117 西钢转债 106.1 105.89 0.05 5,680,590
100177 雅戈转债 105.51 105.9 0.37 8,409,944
100196 复星转债 100.3 101.69 1.43 50,938,933
100220 阳光转债 100.9 101.01 0.39 2,948,612
100236 桂冠转债 106.1 106.1 0.08 41,379,836
100567 山鹰转债 105 104.92 0.01 2,013,820
100726 龙电转债 109.61 113.23 0.2 7,737,312
100795 国电转债 118 119.95 1.41 106,907,591
110001 邯钢转债 108 107.4 -0.4 20,134,852
120001 99宝钢债 102.85 102.8 -0.04 22,999,305
120101 01中移 动 103.85 103.85 -0.14 114,247
120102 01三峡债 103.51 103.5 -0.12 10,270,111
120201 02三峡债 97.35 97.4 0.06 3,579,530
120202 02中移(5) 99.55 99.6 0.05 325,534
120203 02中移(15) 95.41 95.83 0.44 67,420,867
120204 02苏交通 95.98 95.54 0.14 17,762,338
120205 02渝城投 97.52 97.5 -0.05 1,534,101
120206 02武钢(3) 103.83 103.9 0.11 145,376
120207 02武钢(7) 99.25 99.22 0.01 12,902
120288 02金茂债 99.2 99.19 -0.17 110,191
120301 03沪轨道 99.65 99.3 0.03 1,499,528
120302 03苏园建 98.42 98 0.3 9,243,454
129805 98三峡(8) 113.06 113.11 0.05 588,111
129901 98中铁(2) 116.01 116.05 -0.04 1,733,701
129902 98中铁(3) 102.01 102.05 -0.15 220,518
129903 99三峡债 103.8 103.8 -0.19 51,900
129904 98中信(7) 107.5 107.6 0 243,166
129905 98石油债 103.6 103.67 0 10,167,853
201000 R003 4.5 2.97 -14.65 2,950,400,000
201001 R007 2.7 3 50 2,451,300,000
201002 R014 2.74 2.82 4.44 6,501,200,000
201003 R028 3.8 3.75 -1.31 1,234,700,000
201004 R091 2.87 2.68 -4.28 498,100,000
201005 R182 2.7 2.74 -2.14 784,100,000
201008 R001 4.86 4.86 200 12,003,900,000
201009 R002 4 4.1 38.04 570,000,000
201010 R004 2.14 2.21 -15 1,991,200,000
202001 RC001 4.86 4.5 128.42 255,400,000
202003 RC003 3.42 3.06 8.51 270,300,000
202007 RC007 2.7 3.2 2.23 524,300,000
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 99.45 99.86 0.86 41,856
100203 国债0203 93.1 92.5 -0.53 63,229
100210 国债0210 95.23 95 0.6 95,785
100213 国债0213 90.71 91.1 0.44 183,958
100214 国债0214 99.04 98.75 -0.06 347,684
100301 国债0301 96 96 0 11,520
100303 国债0303 92.4 92.16 -0.28 293,649
100307 国债0307 96.45 96.7 0.23 96,475,248
101904 国债 904 100 100 0 17,000
101966 国债 966 123.28 123.27 -0.01 80,110
101995 国债 995 101.5 101 0 40,475
101998 国债 998 100.41 100.41 0.66 58,238
111015 01三峡10 102.71 102.99 -0.01 73,007
111016 01广核债 100.7 100.79 0.1 5,048,097
111017 02电网 3 105.2 105.35 0.14 68,388
111018 02电网15 100.21 100.3 0.1 2,283,062
111019 02广核债 94.01 94.8 0.21 927,881
125002 万科转债 115.5 116.99 0.92 30,654,011
125302 茂炼转债 130.01 130.1 1.16 43,572,188
125629 钢钒转债 136.01 134.71 -1.59 8,167,116
125630 铜都转债 130.3 133.99 3.07 18,293,807
125729 燕京转债 101 102.79 1.74 15,398,501
125930 丰原转债 103.01 103.9 1.07 16,616,932
125936 华西转债 98.9 99.8 1 13,676,220
126301 丝绸转 2 97.87 98.12 0.25 6,704,776
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) 2.06% 2.155 7.116 6.3201 2.468
009704 97国债(4) 2.57% 3.172 13.952 3.001 3.696
009905 99国债(5) 2.79% 3.373 15.038 1.1502 3.652
009908 99国债(8) 3.29% 5.118 32.55 0.8499 5.745
010004 20国债(4) 2.38% - - 1.5458 6.408
010010 20国债(10) 2.35% - - 0.2716 3.888
010103 21国债(3) 2.88% 3.913 19.893 2.2039 4.329
010107 21国债(7) 3.97% 11.992 190.215 1.7273 17.597
010110 21国债(10) 3.52% 6.738 55.038 0.7436 7.751
010112 21国债(12) 3.53% 6.809 56.138 0.4763 7.847
010115 21国债(15) 3.08% 4.557 25.919 0.0658 4.981
010203 02国债(3) 3.45% 7.185 62.613 1.7536 8.312
010210 02国债(10) 3.32% 5.121 32.288 0.8643 5.641
010213 02国债(13) 3.27% 11.095 149.254 0.691 13.737
010214 02国债(14) 2.73% 3.58 16.618 0.4574 3.83
010215 02国债(15) 3.26% 5.358 35.18 0.1605 5.948
010301 03国债(1) 3.32% 5.439 36.781 2.2592 6.153
010303 03国债(3) 4.02% 13.432 234.093 0.6521 19.31
010307 03国债(7) 3.36% 5.918 42.685 0.9328 6.652
010308 03国债(8) 3.64% 8.172 80.813 0.8274 9.729
010311 03国债(11) 3.42% 6.026 44.48 0.3548 6.901
100009 机场转债 - - - 0.6663 1.17
100016 民生转债 - - - 1.2411 4.175
100087 水运转债 - - - 0.3329 3.633
100096 云化转债 - - - 0.469 2.707
100117 西钢转债 - - - 0.4504 4.627
100177 雅戈转债 - - - 0.7315 2.271
100196 复星转债 - - - 0.2586 4.838
100220 阳光转债 - - - 0.6904 1.312
100236 桂冠转债 - - - 0.5395 4.51
100567 山鹰转债 - - - 0.7932 4.471
100726 龙电转债 - - - 0.8466 4.436
100795 国电转债 - - - 0.3529 4.559
110001 邯郸转债 - - - 0.0822 4.918
120001 99宝钢债 3.16% 1.538 3.891 1.5123 1.625
120101 01中移 动 3.43% - - 1.9519 7.479
120102 01三峡债 4.91% 9.229 110.014 0.6852 12.871
120201 02三峡债 5.08% 11.911 192.575 1.265 18.737
120202 02中移(5) 3.77% 3.509 16.096 0.5658 3.841
120203 02中移(15) 5.00% 9.931 126.822 0.7274 13.841
120204 02苏交通 4.98% 10.05 129.318 0.173 13.964
120205 02渝城投 4.69% 7.239 64.928 0.2012 8.956
120206 02武钢(3) 3.36% 1.802 4.993 3.989 1.863
120207 02武钢(7) 4.28% 5.09 32.412 0.5617 5.863
120288 02金茂债 4.75% 6.665 56.332 2.7979 8.34
120301 03沪轨道 4.96% 9.779 127.198 3.8304 14.151
120302 03苏园建 4.81% 7.494 70.828 1.8967 9.559
129805 98三峡(8) 3.63% 2.649 10.18 5.8093 3.066
129901 98中铁(2) 3.19% 0.775 1.352 15.9704 0.8
129902 98中铁(3) 4.27% 4.982 31.334 0.9123 5.8
129903 99三峡债 3.34% - - 1.5738 6.581
129904 98中信(7) 3.45% 2.248 7.437 2.8976 2.474
129905 98石油债 3.81% 3.33 14.779 1.3438 3.704
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 3.03% 4.56 25.948 0.0658 4.981
100203 国债0203 3.60% 7.169 62.367 1.7536 8.312
100210 国债0210 3.38% 5.118 32.247 0.8643 5.641
100213 国债0213 3.45% 11.049 148.297 0.691 13.737
100214 国债0214 3.00% 3.57 16.527 0.4574 3.83
100301 国债0301 3.39% 5.434 36.719 2.2592 6.153
100303 国债0303 4.02% 13.432 234.082 0.6521 19.31
100307 国债0307 3.22% 5.929 42.833 0.9328 6.652
101904 国债904 2.60% - - 1.5458 6.408
101966 国债966 2.04% 2.155 7.119 6.3201 2.468
101995 国债995 2.98% 3.366 14.979 1.1502 3.652
101998 国债998 3.22% 5.122 32.602 0.8499 5.745
111015 01三峡10 3.36% - - 0.4905 7.871
111016 01广核债 3.98% 4.405 24.572 0.1693 4.959
111017 02电网3 3.27% 1.435 3.45 5.3219 1.482
111018 02电网15 5.09% 9.43 116.987 2.5299 13.482
111019 02广核债 5.09% 9.941 127.042 0.5548 13.877
125002 万科转债 - - - 0.8055 3.466
125302 茂炼转债 - - - 1.0411 0.586
125629 钢钒转债 - - - 1.389 4.077
125630 铜都转债 - - - 0.72 4.4
125729 燕京转债 - - - 0.2334 3.808
125930 丰原转债 - - - 1.2132 4.326
125936 华西转债 - - - 0.5085 4.682
126301 丝绸转 2 - - - 0.5326 3.707
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 朱莉娟)
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