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昨日,国债指数再度考验98点整数关口,最低探至97.98点,随后底部逐渐抬高,尾市收于98.05点,下跌0.01点,跌幅较前日收窄,全天成交17.93亿元,较前一交易日略有增加。
当日国债现券7涨1平11跌。早盘统计局公布CPI等数据引发浮动债券大幅上涨,010券因付息停牌,004券一枝独秀,涨幅第一,并放出2.74亿的近期天量。固息债中301券涨幅可观,而210和112券则居跌幅前列,中短期国债有企稳迹象。
企业债券指数昨日下跌0.08点,收于99.73点,成交6053万元,较前日萎缩。转债市场涨少跌多,国电转债居涨幅榜榜首。
回购利率整体水平继续下降,14天以内回购品种全部降至上半年水平,其他品种下降趋势明显。全日国债回购成交量253.6亿元,较上周四增加28亿元。
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) 123.71 123.9 0.12 5,756,932
009704 97国债(4) 125.3 125.08 -0.07 6,262,248
009905 99国债(5) 101.5 101.34 0.05 70,977
009908 99国债(8) 98.6 98.55 -0.08 183,883,736
010004 20国债(4) 98.85 99.47 0.69 272,576,618
010103 21国债(3) 100.05 100.14 0 3,134,876
010107 21国债(7) 102.51 102.26 -0.33 36,717,007
010110 21国债(10) 94 94 -0.14 256,781,738
010112 21国债(12) 94.89 94.63 -0.25 85,135,261
010115 21国债(15) 98.1 98.12 -0.07 159,744,788
010203 02国债(3) 91.09 91.12 0.03 22,248,398
010210 02国债(10) 94.16 93.99 -0.19 54,232,866
010213 02国债(13) 92.08 92.31 -0.08 54,632,065
010214 02国债(14) 98.22 98.27 0.04 172,289,287
010215 02国债(15) 97.64 97.69 -0.02 123,172,621
010301 03国债(1) 95.92 96.07 0.14 155,590,584
010303 03国债(3) 91.31 91.23 -0.15 90,577,841
010307 03国债(7) 95.71 95.94 0.07 2,621,535
010308 03国债(8) 93.05 92.92 -0.14 107,610,844
100009 机场转债 115 115 -0.19 878,600
100016 民生转债 108.7 108.64 -0.33 7,224,275
100087 水运转债 101.25 101.11 -0.34 2,657,370
100096 云化转债 101.02 101.01 -0.28 1,740,542
100117 西钢转债 99.39 99.71 0.32 8,679,210
100177 雅戈转债 104 103.61 -0.27 1,091,502
100220 阳光转债 100.58 100.62 -0.37 157,735
100236 桂冠转债 102.05 101.75 -0.3 39,781,449
100567 山鹰转债 105 104.81 0.08 5,155,104
100726 龙电转债 105.26 105.11 -0.37 2,971,607
100795 国电转债 106.65 107.43 0.54 6,763,204
120001 99宝钢债 102.7 102.78 0.01 572,092
120101 01中移 动 103.7 103.68 0.02 4,041,835
120102 01三峡债 103.49 103.52 0.02 2,889,092
120201 02三峡债 98.18 98.37 0.17 7,106,321
120202 02中移(5) 98.5 98.46 -0.04 1,154,385
120203 02中移(15) 95.4 95.54 0.05 403,108
120204 02苏交通 100.12 100.1 -0.13 221,248
120205 02渝城投 101.7 101.7 0 55,935
120206 02武钢(3) 103.5 103.5 0.08 20,700
120207 02武钢(7) 99.16 99.11 0.03 28,741,541
120288 02金茂债 100.23 100.23 -0.02 40,092
120301 03沪轨道 99.38 99.36 0 547,537
129805 98三峡(8) 111.7 111.55 -0.13 937,303
129806 98中铁(1) 134.15 134.12 0.01 1,902,092
129901 98中铁(2) 115.57 115.57 -0.04 142,158
129902 98中铁(3) 101.8 101.31 -0.5 1,633,520
129904 98中信(7) 106.4 106.55 0.04 5,324
129905 98石油债 102.62 102.68 0 1,262,511
201000 R003 2.1 1.62 -26.69 2,458,400,000
201001 R007 2 1.83 -2.66 7,281,300,000
201002 R014 2.11 1.98 -8.75 2,854,000,000
201003 R028 2.48 2.3 -3.76 2,393,200,000
201004 R091 2.9 2.7 -9.69 1,135,100,000
201005 R182 3 3.01 0 834,300,000
201008 R001 4.5 1.9 23.37 6,952,500,000
201009 R002 2.97 2.63 27.05 1,448,900,000
202001 RC001 4.14 2.7 66.66 298,500,000
202003 RC003 2.46 1.8 -23.07 315,800,000
202007 RC007 2.08 2.08 1.96 549,100,000
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 98.22 98.22 -0.44 63,843
100210 国债0210 93.85 93.85 -0.4 9,385
100213 国债0213 90.84 90.51 0.03 68,989
100303 国债0303 91.6 91.5 -0.37 145,759
100308 国债0308 94.6 94.52 0.02 4,726
101904 国债 904 99 99 0.84 9,900
101917 国债 917 102.87 102.87 -0.01 38,062
101966 国债 966 123.41 123.4 -0.2 14,808
101998 国债 998 99.01 99.49 0.08 62,533
111015 01三峡10 101 101.5 0.49 7,522,270
111016 01广核债 103.35 103.3 -0.45 71,282
111017 02电网3 104.42 104.6 0.1 261,120
111018 02电网15 101.5 101 -0.49 760,686
111019 02广核债 96.6 96.55 -0.05 240,492
125002 万科转债 104.99 103.9 -0.95 4,788,432
125302 茂炼转债 120.59 120.75 0.14 7,273,389
125629 钢钒转债 118.8 120.7 1.29 61,974,498
125630 铜都转债 109.2 109.03 -0.4 8,367,568
125729 燕京转债 97.86 97 -0.88 7,477,507
125930 丰原转债 102.9 102.8 -0.17 4,293,819
125936 华西转债 96.7 96.62 -0.16 2,825,150
126301 丝绸转 2 96.48 96.23 -0.33 128,185
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) 2.19% 2.264 7.704 4.9589 2.584
009704 97国债(4) 2.75% 3.277 14.728 1.8756 3.811
009905 99国债(5) 2.89% 3.481 15.881 0.7728 3.767
009908 99国债(8) 3.58% 5.211 33.589 0.4701 5.86
010004 20国债(4) 2.69% - - 1.2466 6.523
010103 21国债(3) 3.23% 4.008 20.729 1.8276 4.444
010107 21国债(7) 4.12% 12.034 191.366 1.2372 17.712
010110 21国债(10) 3.85% 6.817 56.186 0.4041 7.866
010112 21国债(12) 3.84% 6.889 57.317 0.1253 7.962
010115 21国债(15) 3.41% 4.516 26.076 2.7205 5.096
010203 02国债(3) 3.79% 7.259 63.761 1.4614 8.427
010210 02国债(10) 3.56% 5.218 33.37 0.5893 5.756
010213 02国债(13) 3.32% 11.193 151.565 0.3918 13.852
010214 02国债(14) 3.12% 3.677 17.401 0.1525 3.945
010215 02国债(15) 3.36% 5.306 35.359 2.7534 6.063
010301 03国债(1) 3.36% 5.547 38.072 1.9531 6.268
010303 03国债(3) 4.10% 13.503 236.16 0.2608 19.425
010307 03国债(7) 3.34% 6.031 44.149 0.6267 6.767
010308 03国债(8) 3.90% 8.246 82.124 0.4799 9.844
100009 机场转债 - - - 0.5742 1.285
100016 民生转债 - - - 1.0685 4.29
100087 水运转债 - - - 0.2293 3.748
100096 云化转债 - - - 0.2849 2.822
100117 西钢转债 - - - 0.3123 4.742
100177 雅戈转债 - - - 0.6164 2.386
100220 阳光转债 - - - 0.5753 1.427
100236 桂冠转债 - - - 0.4129 4.625
100567 山鹰转债 - - - 0.6205 4.586
100726 龙电转债 - - - 0.674 4.553
100795 国电转债 - - - 0.2608 4.674
120001 99宝钢债 2.95% 1.653 4.372 1.0521 1.74
120101 01中移 动 3.40% - - 1.5227 7.595
120102 01三峡债 4.85% 9.354 112.443 0.0856 12.986
120201 02三峡债 4.95% 12.086 196.908 0.7173 18.852
120202 02中移(5) 3.97% 3.612 16.923 0.163 3.956
120203 02中移(15) 4.97% 10.048 129.261 0.2096 13.956
120204 02苏交通 4.91% 9.724 126.073 4.164 14.079
120205 02渝城投 4.64% 7.048 63.924 4.0241 9.071
120206 02武钢(3) 3.36% 1.914 5.514 3.5863 1.978
120207 02武钢(7) 4.21% 5.205 33.709 0.0991 5.978
120288 02金茂债 4.52% 6.802 58.31 2.3123 8.455
120301 03沪轨道 4.90% 9.908 129.847 3.3115 14.266
129805 98三峡(8) 3.99% 2.748 10.804 5.0959 3.181
129806 98中铁(1) 4.26% 0.108 0.115 33.9884 0.112
129901 98中铁(2) 3.25% 0.886 1.644 15.5332 0.915
129902 98中铁(3) 4.32% 5.089 32.515 0.3945 5.915
129904 98中信(7) 3.70% 2.353 8.016 2.2671 2.589
129905 98石油债 3.96% 3.435 15.586 0.826 3.819
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 3.38% 4.518 26.089 2.7205 5.096
100210 国债0210 3.59% 5.216 33.35 0.5893 5.756
100213 国债0213 3.50% 11.147 150.583 0.3918 13.852
100303 国债0303 4.08% 13.515 236.464 0.2608 19.425
100308 国债0308 3.69% 8.275 82.613 0.4799 9.844
101904 国债904 2.77% - - 1.2466 6.523
101917 国债917 4.07% 12.057 191.903 1.2372 17.712
101966 国债966 2.36% 2.26 7.675 4.9589 2.584
101998 国债998 3.39% 5.222 33.728 0.4701 5.86
111015 01三峡10 3.52% - - 0.0613 7.986
111016 01广核债 4.23% 4.326 24.511 3.8152 5.074
111017 02电网3 3.50% 1.543 3.873 4.9192 1.597
111018 02电网15 4.96% 9.577 119.883 1.9706 13.597
111019 02广核债 4.85% 10.118 130.69 0.037 13.992
125002 万科转债 - - - 0.6329 3.581
125302 茂炼转债 - - - 0.7534 0.701
125629 钢钒转债 - - - 1.2164 4.192
125630 铜都转债 - - - 0.5819 4.518
125729 燕京转债 - - - 0.0953 3.923
125930 丰原转债 - - - 1.006 4.441
125936 华西转债 - - - 0.3244 4.797
126301 丝绸转2 - - - 0.3255 3.822
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 李家春)
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