| |
银行间国债指数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 |
0.0755 |
121.451 |
5.718 |
3.610% |
103.077 |
1026350 |
1070683.963 |
3.010% |
4.939 |
4.794 |
42.036 |
100% |
| 2010-07-02 |
0.0450 |
121.496 |
5.716 |
3.611% |
103.088 |
1026350 |
1071081.105 |
3.004% |
4.937 |
4.793 |
42.014 |
100% |
| 2010-07-05 |
0.0056 |
121.502 |
5.708 |
3.611% |
103.083 |
1026350 |
1071130.384 |
3.008% |
4.928 |
4.784 |
41.92 |
100% |
| 2010-07-06 |
0.1397 |
121.641 |
5.71 |
3.612% |
103.196 |
1026350 |
1072361.618 |
2.986% |
4.931 |
4.788 |
41.992 |
100% |
| 2010-07-07 |
0.0095 |
121.651 |
5.707 |
3.612% |
103.195 |
1026350 |
1072445.570 |
2.986% |
4.928 |
4.785 |
41.958 |
100% |
| 2010-07-08 |
-0.0011 |
121.65 |
5.705 |
3.612% |
103.185 |
1026350 |
1072435.720 |
2.988% |
4.925 |
4.782 |
41.929 |
100% |
| 2010-07-09 |
0.0294 |
121.679 |
5.702 |
3.612% |
103.182 |
1026350 |
1072694.734 |
2.985% |
4.922 |
4.780 |
41.896 |
100% |
| 2010-07-12 |
0.0038 |
121.683 |
5.693 |
3.612% |
103.176 |
1026350 |
1072727.893 |
2.989% |
4.914 |
4.771 |
41.802 |
100% |
| 2010-07-13 |
0.0512 |
121.734 |
5.692 |
3.613% |
103.21 |
1026350 |
1073179.019 |
2.982% |
4.912 |
4.770 |
41.791 |
100% |
| 2010-07-14 |
0.1236 |
121.858 |
5.696 |
3.613% |
103.31 |
1026350 |
1073304.689 |
2.963% |
4.917 |
4.776 |
41.849 |
100% |
| 2010-07-15 |
-0.0131 |
121.845 |
5.693 |
3.613% |
103.288 |
1026350 |
1073189.644 |
2.967% |
4.913 |
4.772 |
41.802 |
100% |
| 2010-07-16 |
-0.0129 |
121.832 |
5.69 |
3.613% |
103.25 |
1026350 |
1073076.268 |
2.971% |
4.91 |
4.769 |
41.765 |
100% |
| 2010-07-19 |
0.0180 |
121.85 |
5.683 |
3.613% |
103.257 |
1026350 |
1072768.529 |
2.973% |
4.905 |
4.763 |
41.698 |
100% |
| 2010-07-20 |
0.0755 |
121.925 |
5.682 |
3.614% |
103.313 |
1026350 |
1073433.407 |
2.962% |
4.903 |
4.762 |
41.69 |
100% |
| 2010-07-21 |
-0.0129 |
121.912 |
5.678 |
3.614% |
103.292 |
1026350 |
1073320.150 |
2.966% |
4.9 |
4.759 |
41.651 |
100% |
| 2010-07-22 |
0.0047 |
121.917 |
5.676 |
3.614% |
103.287 |
1026350 |
1073361.608 |
2.966% |
4.897 |
4.756 |
41.624 |
100% |
| 2010-07-23 |
0.0097 |
121.927 |
5.673 |
3.614% |
103.269 |
1026350 |
1073447.435 |
2.966% |
4.894 |
4.753 |
41.595 |
100% |
| 2010-07-26 |
-0.0182 |
121.909 |
5.665 |
3.615% |
103.244 |
1026350 |
1073286.932 |
2.974% |
4.886 |
4.745 |
41.51 |
100% |
| 2010-07-27 |
0.0095 |
121.918 |
5.662 |
3.614% |
103.241 |
1026350 |
1073370.727 |
2.974% |
4.883 |
4.742 |
41.475 |
100% |
| 2010-07-28 |
0.0205 |
121.939 |
5.659 |
3.615% |
103.249 |
1026350 |
1073551.475 |
2.973% |
4.88 |
4.740 |
41.447 |
100% |
| 2010-07-29 |
0.0045 |
121.943 |
5.657 |
3.615% |
103.244 |
1026350 |
1073591.395 |
2.974% |
4.878 |
4.737 |
41.423 |
100% |
| 2010-07-30 |
0.0081 |
121.951 |
5.653 |
3.615% |
103.22 |
1026350 |
1073662.278 |
2.974% |
4.874 |
4.734 |
41.385 |
100% |
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