| |
银行间国债指数2007-07
|
| 2007-08-01 |
基准日：2002-05-31
| 日 期 |
日变化 |
指 数 |
平均剩余期限 |
平均票面利率 |
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 |
| 2007-07-02 |
-0.1475 |
105.479 |
5.049 |
3.228% |
97.277 |
1127350 |
1143924.633 |
3.907% |
4.352 |
4.189 |
35.379 |
100% |
| 2007-07-03 |
0.0207 |
105.5 |
5.046 |
3.228% |
97.288 |
1127350 |
1144149.438 |
3.904% |
4.349 |
4.186 |
35.35 |
100% |
| 2007-07-04 |
0.0090 |
105.509 |
5.043 |
3.229% |
97.288 |
1127350 |
1144247.270 |
3.905% |
4.346 |
4.183 |
35.324 |
100% |
| 2007-07-05 |
0.0090 |
105.518 |
5.041 |
3.229% |
97.288 |
1127350 |
1144345.103 |
3.905% |
4.344 |
4.180 |
35.298 |
100% |
| 2007-07-06 |
0.0271 |
105.545 |
5.038 |
3.229% |
97.288 |
1127350 |
1144638.600 |
3.902% |
4.341 |
4.178 |
35.275 |
100% |
| 2007-07-09 |
0.0685 |
105.613 |
5.033 |
3.229% |
97.334 |
1127350 |
1145381.688 |
3.894% |
4.336 |
4.173 |
35.232 |
100% |
| 2007-07-10 |
-0.0023 |
105.611 |
5.031 |
3.230% |
97.323 |
1127350 |
1145357.044 |
3.897% |
4.334 |
4.171 |
35.214 |
100% |
| 2007-07-11 |
-0.1176 |
105.493 |
5.03 |
3.228% |
97.19 |
1127350 |
1144081.677 |
3.925% |
4.332 |
4.168 |
35.212 |
100% |
| 2007-07-12 |
0.1273 |
105.621 |
5.026 |
3.230% |
97.313 |
1127350 |
1145461.722 |
3.900% |
4.329 |
4.166 |
35.168 |
100% |
| 2007-07-13 |
0.0109 |
105.632 |
5.023 |
3.229% |
97.296 |
1127350 |
1145579.806 |
3.900% |
4.326 |
4.163 |
35.139 |
100% |
| 2007-07-16 |
-0.0197 |
105.612 |
5.014 |
3.230% |
97.271 |
1127350 |
1145366.657 |
3.911% |
4.317 |
4.154 |
35.056 |
100% |
| 2007-07-18 |
-0.0455 |
105.675 |
5.013 |
3.230% |
97.311 |
1127350 |
1145303.814 |
3.902% |
4.316 |
4.154 |
35.043 |
100% |
| 2007-07-19 |
-0.0039 |
105.671 |
5.009 |
3.230% |
97.299 |
1127350 |
1145261.064 |
3.906% |
4.313 |
4.150 |
35.006 |
100% |
| 2007-07-20 |
0.0615 |
105.733 |
5.006 |
3.230% |
97.333 |
1127350 |
1145927.233 |
3.895% |
4.31 |
4.148 |
34.979 |
100% |
| 2007-07-23 |
-0.0825 |
105.65 |
4.999 |
3.230% |
97.245 |
1127350 |
1145033.306 |
3.920% |
4.302 |
4.140 |
34.91 |
100% |
| 2007-07-24 |
-0.0549 |
105.595 |
5.001 |
3.228% |
97.139 |
1127350 |
1144438.311 |
3.935% |
4.303 |
4.140 |
34.943 |
100% |
| 2007-07-25 |
0.0818 |
105.677 |
4.995 |
3.228% |
97.214 |
1127350 |
1145324.688 |
3.919% |
4.298 |
4.136 |
34.876 |
100% |
| 2007-07-26 |
0.1977 |
105.875 |
4.994 |
3.228% |
97.386 |
1127350 |
1147466.829 |
3.878% |
4.298 |
4.137 |
34.873 |
100% |
| 2007-07-27 |
0.1307 |
106.005 |
4.991 |
3.228% |
97.48 |
1127350 |
1148882.870 |
3.851% |
4.295 |
4.136 |
34.838 |
100% |
| 2007-07-30 |
0.0711 |
106.077 |
4.983 |
3.228% |
97.536 |
1127350 |
1149653.706 |
3.843% |
4.288 |
4.129 |
34.766 |
100% |
| 2007-07-31 |
-0.0494 |
106.027 |
4.98 |
3.228% |
97.479 |
1127350 |
1149118.684 |
3.856% |
4.285 |
4.126 |
34.742 |
100% |
| 2007-08-01 |
0.1482 |
106.175 |
5.162 |
3.349% |
97.728 |
1159520 |
1182818.999 |
3.886% |
4.521 |
4.352 |
36.104 |
100% |
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