| |
银行间综合指数2010-07
|
| 2010-07-30 |
| 日期 |
日变化 |
指 数 |
平均
剩余期限 |
平均
利息 |
平均
净价 |
流通量
(百万) |
总市值
(百万) |
平均收益率 |
持续期 |
修正持续期 |
凸 性 |
市值权重 |
| 2010-07-01 |
0.0486 |
119.678 |
6.559 |
3.861% |
102.91 |
1939580 |
2023958.636 |
3.342% |
5.305 |
5.133 |
55.844 |
100% |
| 2010-07-02 |
0.0541 |
119.733 |
6.557 |
3.861% |
102.928 |
1939580 |
2024873.543 |
3.336% |
5.303 |
5.131 |
55.826 |
100% |
| 2010-07-05 |
0.0229 |
119.755 |
6.55 |
3.861% |
102.939 |
1939580 |
2025260.505 |
3.337% |
5.295 |
5.124 |
55.748 |
100% |
| 2010-07-06 |
0.1426 |
119.898 |
6.552 |
3.862% |
103.058 |
1939580 |
2027672.031 |
3.317% |
5.298 |
5.128 |
55.825 |
100% |
| 2010-07-07 |
0.0328 |
119.931 |
6.549 |
3.863% |
103.076 |
1939580 |
2028226.959 |
3.313% |
5.295 |
5.125 |
55.779 |
100% |
| 2010-07-08 |
-0.0084 |
119.922 |
6.548 |
3.863% |
103.058 |
1939580 |
2027104.402 |
3.316% |
5.295 |
5.125 |
55.775 |
100% |
| 2010-07-09 |
0.0572 |
119.98 |
6.547 |
3.863% |
103.078 |
1939580 |
2028071.478 |
3.309% |
5.294 |
5.124 |
55.783 |
100% |
| 2010-07-12 |
-0.0345 |
119.945 |
6.538 |
3.864% |
103.041 |
1939580 |
2027151.927 |
3.319% |
5.287 |
5.117 |
55.703 |
100% |
| 2010-07-13 |
0.0898 |
120.035 |
6.534 |
3.864% |
103.106 |
1939580 |
2028668.804 |
3.307% |
5.284 |
5.115 |
55.665 |
100% |
| 2010-07-14 |
0.0746 |
120.109 |
6.535 |
3.864% |
103.163 |
1939580 |
2028965.713 |
3.297% |
5.285 |
5.116 |
55.679 |
100% |
| 2010-07-15 |
0.0018 |
120.111 |
6.532 |
3.864% |
103.154 |
1939580 |
2028996.927 |
3.299% |
5.282 |
5.113 |
55.64 |
100% |
| 2010-07-16 |
-0.0166 |
120.095 |
6.528 |
3.864% |
103.11 |
1939580 |
2028716.272 |
3.303% |
5.278 |
5.109 |
55.585 |
100% |
| 2010-07-19 |
0.0170 |
120.112 |
6.521 |
3.864% |
103.116 |
1939580 |
2028538.174 |
3.305% |
5.271 |
5.102 |
55.496 |
100% |
| 2010-07-20 |
0.0688 |
120.181 |
6.519 |
3.865% |
103.167 |
1939580 |
2029700.053 |
3.296% |
5.27 |
5.101 |
55.488 |
100% |
| 2010-07-21 |
-0.0159 |
120.165 |
6.516 |
3.865% |
103.143 |
1939580 |
2029431.299 |
3.300% |
5.266 |
5.098 |
55.455 |
100% |
| 2010-07-22 |
0.0048 |
120.169 |
6.513 |
3.865% |
103.137 |
1939580 |
2028703.915 |
3.301% |
5.266 |
5.098 |
55.448 |
100% |
| 2010-07-23 |
0.0149 |
120.184 |
6.51 |
3.865% |
103.121 |
1939580 |
2028956.241 |
3.300% |
5.263 |
5.095 |
55.423 |
100% |
| 2010-07-26 |
-0.0267 |
120.158 |
6.502 |
3.866% |
103.088 |
1939580 |
2028505.024 |
3.310% |
5.255 |
5.086 |
55.321 |
100% |
| 2010-07-27 |
0.0060 |
120.164 |
6.499 |
3.866% |
103.083 |
1939580 |
2028606.545 |
3.310% |
5.252 |
5.083 |
55.288 |
100% |
| 2010-07-28 |
0.0316 |
120.195 |
6.496 |
3.866% |
103.1 |
1939580 |
2029140.219 |
3.307% |
5.249 |
5.081 |
55.254 |
100% |
| 2010-07-29 |
0.0020 |
120.197 |
6.493 |
3.866% |
103.092 |
1939580 |
2029174.314 |
3.308% |
5.246 |
5.078 |
55.228 |
100% |
| 2010-07-30 |
0.0087 |
120.206 |
6.491 |
3.866% |
103.071 |
1939580 |
2029321.811 |
3.309% |
5.244 |
5.076 |
55.2 |
100% |
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