| |
銀行間綜合指數2011-06
|
| 2011-06-30 |
| 日期 |
日變化 |
指 數 |
平均
剩余期限 |
平均
利息 |
平均
凈價 |
流通量
(百萬) |
總市值
(百萬) |
平均收益率 |
持續期 |
修正持續期 |
凸 性 |
市值權重 |
| 2011-06-01 |
-0.0039 |
121.841 |
4.953 |
3.945% |
100.164 |
1091190 |
1108727.989 |
3.912% |
4.399 |
4.234 |
30.645 |
100% |
| 2011-06-02 |
0.0019 |
121.843 |
4.95 |
3.945% |
100.155 |
1091190 |
1108745.522 |
3.914% |
4.397 |
4.231 |
30.618 |
100% |
| 2011-06-03 |
0.1465 |
121.989 |
4.946 |
3.946% |
100.258 |
1091190 |
1110078.588 |
3.888% |
4.393 |
4.229 |
30.578 |
100% |
| 2011-06-07 |
-0.0981 |
121.891 |
4.937 |
3.945% |
100.143 |
1091190 |
1109185.720 |
3.917% |
4.383 |
4.218 |
30.486 |
100% |
| 2011-06-08 |
0.0024 |
121.893 |
4.934 |
3.945% |
100.134 |
1091190 |
1109207.439 |
3.919% |
4.38 |
4.215 |
30.458 |
100% |
| 2011-06-09 |
-0.0242 |
121.869 |
4.931 |
3.945% |
100.104 |
1091190 |
1108987.377 |
3.926% |
4.377 |
4.212 |
30.431 |
100% |
| 2011-06-10 |
0.0087 |
121.878 |
4.928 |
3.946% |
100.08 |
1091190 |
1109066.796 |
3.927% |
4.374 |
4.209 |
30.405 |
100% |
| 2011-06-13 |
-0.0057 |
121.872 |
4.92 |
3.946% |
100.066 |
1091190 |
1109014.582 |
3.935% |
4.366 |
4.201 |
30.322 |
100% |
| 2011-06-14 |
0.0011 |
121.873 |
4.917 |
3.946% |
100.057 |
1091190 |
1109024.318 |
3.938% |
4.363 |
4.198 |
30.297 |
100% |
| 2011-06-15 |
-0.1322 |
121.741 |
4.915 |
3.946% |
99.937 |
1091190 |
1107821.130 |
3.966% |
4.36 |
4.194 |
30.27 |
100% |
| 2011-06-16 |
-0.0542 |
121.687 |
4.912 |
3.946% |
99.882 |
1091190 |
1107327.902 |
3.979% |
4.357 |
4.191 |
30.244 |
100% |
| 2011-06-17 |
0.0230 |
121.71 |
4.91 |
3.946% |
99.87 |
1091190 |
1107537.042 |
3.977% |
4.355 |
4.188 |
30.222 |
100% |
| 2011-06-20 |
-0.0954 |
121.614 |
4.902 |
3.947% |
99.784 |
1091190 |
1106669.232 |
4.003% |
4.347 |
4.179 |
30.143 |
100% |
| 2011-06-21 |
0.0373 |
121.652 |
4.899 |
3.947% |
99.804 |
1091190 |
1107008.812 |
3.998% |
4.344 |
4.177 |
30.119 |
100% |
| 2011-06-22 |
-0.0157 |
121.636 |
4.897 |
3.947% |
99.78 |
1091190 |
1106866.138 |
4.004% |
4.341 |
4.174 |
30.093 |
100% |
| 2011-06-23 |
0.0146 |
121.651 |
4.894 |
3.947% |
99.782 |
1091190 |
1106999.064 |
4.004% |
4.338 |
4.171 |
30.066 |
100% |
| 2011-06-24 |
0.0586 |
121.709 |
4.891 |
3.947% |
99.8 |
1091190 |
1107532.276 |
3.995% |
4.336 |
4.169 |
30.041 |
100% |
| 2011-06-27 |
0.0580 |
121.767 |
4.883 |
3.947% |
99.837 |
1091190 |
1108059.985 |
3.991% |
4.328 |
4.162 |
29.963 |
100% |
| 2011-06-28 |
0.0125 |
121.78 |
4.88 |
3.947% |
99.836 |
1091190 |
1108173.850 |
3.991% |
4.325 |
4.159 |
29.936 |
100% |
| 2011-06-29 |
0.0186 |
121.798 |
4.877 |
3.947% |
99.844 |
1091190 |
1107636.920 |
3.990% |
4.325 |
4.159 |
29.929 |
100% |
| 2011-06-30 |
0.0085 |
121.807 |
4.874 |
3.947% |
99.841 |
1091190 |
1107713.866 |
3.991% |
4.323 |
4.157 |
29.903 |
100% |
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