| |
银行间国债指数2010-08
|
| 2010-08-31 |
| 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 |
| 2010-08-02 |
-0.0022 |
121.949 |
5.645 |
3.615% |
103.212 |
1026350 |
1073642.992 |
2.979% |
4.866 |
4.725 |
41.296 |
100% |
| 2010-08-03 |
0.0059 |
121.955 |
5.642 |
3.615% |
103.208 |
1026350 |
1073695.074 |
2.980% |
4.863 |
4.723 |
41.266 |
100% |
| 2010-08-04 |
0.0175 |
121.972 |
5.64 |
3.615% |
103.213 |
1026350 |
1073849.024 |
2.979% |
4.861 |
4.720 |
41.241 |
100% |
| 2010-08-05 |
0.0128 |
121.985 |
5.637 |
3.615% |
103.215 |
1026350 |
1073962.147 |
2.978% |
4.858 |
4.718 |
41.212 |
100% |
| 2010-08-06 |
0.0326 |
122.018 |
5.635 |
3.616% |
103.215 |
1026350 |
1074249.296 |
2.974% |
4.856 |
4.715 |
41.185 |
100% |
| 2010-08-09 |
0.0247 |
122.043 |
5.627 |
3.616% |
103.226 |
1026350 |
1074466.538 |
2.975% |
4.848 |
4.708 |
41.101 |
100% |
| 2010-08-10 |
0.0021 |
122.045 |
5.624 |
3.616% |
103.219 |
1026350 |
1074485.279 |
2.976% |
4.845 |
4.705 |
41.072 |
100% |
| 2010-08-11 |
0.0427 |
122.087 |
5.621 |
3.616% |
103.247 |
1026350 |
1074861.329 |
2.971% |
4.842 |
4.703 |
41.042 |
100% |
| 2010-08-12 |
0.0636 |
122.151 |
5.62 |
3.616% |
103.293 |
1026350 |
1075421.167 |
2.962% |
4.841 |
4.702 |
41.032 |
100% |
| 2010-08-13 |
0.0468 |
122.198 |
5.618 |
3.616% |
103.305 |
1026350 |
1075833.364 |
2.955% |
4.839 |
4.700 |
41.01 |
100% |
| 2010-08-16 |
0.0392 |
122.237 |
5.602 |
3.617% |
103.327 |
1026350 |
1075550.759 |
2.954% |
4.833 |
4.694 |
40.93 |
100% |
| 2010-08-17 |
0.0144 |
122.251 |
5.6 |
3.617% |
103.33 |
1026350 |
1075677.151 |
2.953% |
4.83 |
4.692 |
40.911 |
100% |
| 2010-08-18 |
0.0162 |
122.268 |
5.597 |
3.617% |
103.33 |
1026350 |
1074694.736 |
2.952% |
4.833 |
4.694 |
40.923 |
100% |
| 2010-08-19 |
0.0030 |
122.271 |
5.589 |
3.617% |
103.324 |
1026350 |
1074296.449 |
2.953% |
4.831 |
4.693 |
40.899 |
100% |
| 2010-08-20 |
0.0297 |
122.3 |
5.587 |
3.617% |
103.321 |
1026350 |
1074557.224 |
2.950% |
4.829 |
4.691 |
40.884 |
100% |
| 2010-08-23 |
0.0098 |
122.31 |
5.581 |
3.618% |
103.321 |
1026350 |
1073371.814 |
2.953% |
4.827 |
4.688 |
40.845 |
100% |
| 2010-08-24 |
0.0032 |
122.313 |
5.578 |
3.618% |
103.31 |
1026350 |
1073399.595 |
2.954% |
4.824 |
4.686 |
40.816 |
100% |
| 2010-08-25 |
0.0426 |
122.356 |
5.579 |
3.618% |
103.341 |
1026350 |
1072869.872 |
2.948% |
4.826 |
4.688 |
40.838 |
100% |
| 2010-08-26 |
-0.0032 |
122.353 |
5.576 |
3.618% |
103.329 |
1026350 |
1072841.489 |
2.950% |
4.823 |
4.685 |
40.799 |
100% |
| 2010-08-27 |
0.0119 |
122.365 |
5.573 |
3.618% |
103.311 |
1026350 |
1072945.995 |
2.950% |
4.82 |
4.682 |
40.77 |
100% |
| 2010-08-30 |
0.0097 |
122.374 |
5.561 |
3.619% |
103.307 |
1026350 |
1072440.406 |
2.954% |
4.814 |
4.676 |
40.701 |
100% |
| 2010-08-31 |
0.0135 |
122.388 |
5.561 |
3.619% |
103.312 |
1026350 |
1071601.840 |
2.953% |
4.817 |
4.678 |
40.718 |
100% |
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