| |
银行间国债指数2010-02
|
| 2010-02-26 |
| 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 |
| 2010-02-01 |
0.0416 |
119.545 |
4.028 |
3.812% |
102.528 |
1019850 |
1099377.868 |
3.094% |
3.384 |
3.283 |
29.195 |
100% |
| 2010-02-02 |
0.1233 |
119.668 |
4.028 |
3.813% |
102.632 |
1019850 |
1100511.501 |
3.067% |
3.385 |
3.284 |
29.204 |
100% |
| 2010-02-03 |
-0.0041 |
119.664 |
4.025 |
3.813% |
102.618 |
1019850 |
1100473.547 |
3.070% |
3.382 |
3.281 |
29.178 |
100% |
| 2010-02-04 |
0.0215 |
119.686 |
4.023 |
3.813% |
102.628 |
1019850 |
1100671.477 |
3.068% |
3.379 |
3.279 |
29.16 |
100% |
| 2010-02-05 |
-0.0412 |
119.644 |
4.014 |
3.812% |
102.56 |
1019850 |
1100292.370 |
3.080% |
3.372 |
3.271 |
29.023 |
100% |
| 2010-02-08 |
0.1417 |
119.786 |
4.013 |
3.814% |
102.681 |
1019850 |
1100711.446 |
3.053% |
3.373 |
3.273 |
29.111 |
100% |
| 2010-02-09 |
0.0167 |
119.803 |
4.011 |
3.814% |
102.686 |
1019850 |
1100864.543 |
3.051% |
3.37 |
3.271 |
29.096 |
100% |
| 2010-02-10 |
0.0248 |
119.828 |
4.008 |
3.815% |
102.7 |
1019850 |
1101092.381 |
3.048% |
3.368 |
3.268 |
29.078 |
100% |
| 2010-02-11 |
0.0206 |
119.848 |
4.006 |
3.815% |
102.708 |
1019850 |
1101281.288 |
3.045% |
3.366 |
3.266 |
29.062 |
100% |
| 2010-02-12 |
0.0152 |
119.863 |
4.003 |
3.815% |
102.692 |
1019850 |
1101421.079 |
3.044% |
3.363 |
3.264 |
29.043 |
100% |
| 2010-02-20 |
-0.2040 |
119.659 |
4.255 |
3.816% |
102.741 |
984850 |
1027802.388 |
3.079% |
3.574 |
3.467 |
30.882 |
100% |
| 2010-02-21 |
0.0635 |
119.723 |
4.253 |
3.816% |
102.797 |
984850 |
1028347.420 |
3.067% |
3.572 |
3.466 |
30.833 |
100% |
| 2010-02-22 |
0.0220 |
119.745 |
4.25 |
3.817% |
102.806 |
984850 |
1028536.747 |
3.064% |
3.57 |
3.464 |
30.815 |
100% |
| 2010-02-23 |
0.0137 |
119.759 |
4.248 |
3.817% |
102.809 |
984850 |
1028654.201 |
3.063% |
3.568 |
3.462 |
30.805 |
100% |
| 2010-02-24 |
0.0657 |
119.824 |
4.249 |
3.818% |
102.859 |
984850 |
1029218.866 |
3.050% |
3.569 |
3.463 |
30.861 |
100% |
| 2010-02-25 |
0.0157 |
119.84 |
4.247 |
3.818% |
102.863 |
984850 |
1029353.574 |
3.049% |
3.566 |
3.460 |
30.838 |
100% |
| 2010-02-26 |
0.0621 |
119.902 |
4.242 |
3.818% |
102.89 |
984850 |
1028440.463 |
3.037% |
3.57 |
3.465 |
30.902 |
100% |
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